We are live on ! Find out more
PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+2.98%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$63.4B
AUM Growth
+$1.48B
Cap. Flow
+$543M
Cap. Flow %
0.86%
Top 10 Hldgs %
13.37%
Holding
4,113
New
138
Increased
2,051
Reduced
1,596
Closed
301

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$116M
2
PFE icon
Pfizer
PFE
+$65.7M
3
SPGI icon
S&P Global
SPGI
+$54.1M
4
CHTR icon
Charter Communications
CHTR
+$47.4M
5
HTZ
Hertz Global Holdings, Inc.
HTZ
+$38.4M

Top Sells

Rank Stock Value
1
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
+$133M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$130M
3
BXLT
BAXALTA INC COM STK (DE)
BXLT
+$60M
4
MHFI
MCGRAW-HILL FINANCIAL INC COM
MHFI
+$50.5M
5
EFA icon
iShares MSCI EAFE ETF
EFA
+$47.1M

Sector Composition

Rank Sector Weight
1 Financials 12.83%
2 Healthcare 12.65%
3 Technology 12.2%
4 Industrials 9.11%
5 Consumer Discretionary 8.52%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AKAM icon
376
Akamai
AKAM
$16.8B
$31.5M 0.05%
562,812
+40,674
+8% +$2.14M
CINF icon
377
Cincinnati Financial
CINF
$28.3B
$31.3M 0.05%
418,147
+18,259
+5% +$1.24M
PNW icon
378
Pinnacle West Capital
PNW
$12.9B
$31.3M 0.05%
385,929
+14,235
+4% +$1.06M
CPB icon
379
Campbell Soup
CPB
$6.51B
$31.3M 0.05%
469,871
+10,712
+2% +$672K
EFX icon
380
Equifax
EFX
$20.3B
$31.2M 0.05%
243,161
-5,360
-2% -$649K
UNM icon
381
Unum
UNM
$13.8B
$31.2M 0.05%
980,027
-64,320
-6% -$2.17M
LVLT
382
DELISTED
Level 3 Communications Inc
LVLT
$30.5M 0.05%
591,699
-4,296
-0.7% -$225K
CNP icon
383
CenterPoint Energy
CNP
$29.1B
$30.4M 0.05%
1,267,017
+228,636
+22% +$5.05M
TWO
384
Two Harbors Investment
TWO
$1.27B
$30.1M 0.05%
439,375
+164,644
+60% +$10.8M
CSL icon
385
Carlisle Companies
CSL
$13.6B
$29.9M 0.05%
283,170
+76,018
+37% +$7.72M
DVA icon
386
DaVita
DVA
$15.1B
$29.8M 0.05%
385,614
+10,240
+3% +$774K
HST icon
387
Host Hotels & Resorts
HST
$16.8B
$29.7M 0.05%
1,829,517
-208,281
-10% -$3.28M
ALK icon
388
Alaska Air
ALK
$5.15B
$29.6M 0.05%
507,289
-63,378
-11% -$4.38M
ANDV
389
DELISTED
Andeavor
ANDV
$29.6M 0.05%
394,437
-69,912
-15% -$5.55M
OKE icon
390
Oneok
OKE
$58.7B
$29.5M 0.05%
621,054
+24,379
+4% +$967K
CNC icon
391
Centene
CNC
$31.3B
$29.4M 0.05%
825,182
+86,044
+12% +$2.7M
TYC
392
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$29.3M 0.05%
656,284
+41,500
+7% +$1.74M
WU icon
393
Western Union
WU
$2.57B
$29.2M 0.05%
1,522,182
+44,636
+3% +$867K
VIV icon
394
Telefônica Brasil
VIV
$22.4B
$29.2M 0.05%
2,144,020
+136,085
+7% +$1.64M
PFG icon
395
Principal Financial Group
PFG
$23.6B
$29M 0.05%
705,238
+125,530
+22% +$5.3M
AVY icon
396
Avery Dennison
AVY
$12.3B
$28.9M 0.05%
386,899
-8,505
-2% -$632K
RGA icon
397
Reinsurance Group of America
RGA
$15.7B
$28.8M 0.05%
297,275
-41,196
-12% -$3.95M
MNST icon
398
Monster Beverage
MNST
$91.4B
$28.5M 0.05%
1,065,420
+87,690
+9% +$2.12M
MKL icon
399
Markel Group
MKL
$25B
$28.5M 0.05%
29,942
-500
-2% -$466K
BBBY
400
DELISTED
Bed Bath & Beyond Inc
BBBY
$28.3M 0.04%
654,963
+83,734
+15% +$3.8M
14 15
16
17 18

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

Parametric Portfolio Associates's Q2 2016 Portfolio in Review

As of Q2 2016, Parametric Portfolio Associates held 4,113 positions worth $63.4B, up 2.4% from $61.9B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Parametric Portfolio Associates's Q2 2016 filing shows 138 new, 2,051 increased, 1,596 reduced and 301 closed positions. Its largest new stake was S&P Global: 503,821 shares worth $54M. The largest sale was TIME WARNER CABLE INC NEW COM STK, an estimated $133M.

By sector, the portfolio is most concentrated in Financials at 13% of assets, down from 13% a quarter earlier, followed by Healthcare and Technology.

  • Parametric Portfolio Associates's largest Q2 2016 buy was S&P Global: 503,821 shares worth $54M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q2 2016, an estimated $116M increase.
  • Parametric Portfolio Associates's biggest Q2 2016 reduction was iShares Core S&P 500 ETF, cutting an estimated $130M.
  • Parametric Portfolio Associates fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $133M.
  • Parametric Portfolio Associates's ten largest holdings make up 13% of its $63.4B portfolio in Q2 2016.
  • Parametric Portfolio Associates opened 138 new positions and closed 301 in Q2 2016.
  • Parametric Portfolio Associates's portfolio value rose 2.4% quarter-over-quarter to $63.4B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2016, filed 12 Aug 2016.