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
ABBV icon
51
AbbVie
ABBV
$453B
$197M 0.31%
3,178,067
+154,584
+5% +$9.42M
NKE icon
52
Nike
NKE
$60.7B
$194M 0.31%
3,515,747
-221,677
-6% -$12.6M
HON icon
53
Honeywell
HON
$77.3B
$187M 0.3%
1,788,085
+108,980
+6% +$11.2M
CCI icon
54
Crown Castle
CCI
$32.6B
$184M 0.29%
1,818,183
+63,125
+4% +$5.73M
BIIB icon
55
Biogen
BIIB
$29.7B
$183M 0.29%
755,851
-16,546
-2% -$4.36M
TRV icon
56
Travelers Companies
TRV
$78.7B
$177M 0.28%
1,488,073
+12,760
+0.9% +$1.44M
TXN icon
57
Texas Instruments
TXN
$256B
$176M 0.28%
2,801,427
+55,763
+2% +$3.31M
MDT icon
58
Medtronic
MDT
$105B
$169M 0.27%
1,952,934
+59,828
+3% +$4.84M
LOW icon
59
Lowe's Companies
LOW
$113B
$168M 0.26%
2,118,522
-13,461
-0.6% -$1.04M
SBUX icon
60
Starbucks
SBUX
$117B
$166M 0.26%
2,900,946
-131,406
-4% -$7.47M
RTX icon
61
RTX Corp
RTX
$281B
$166M 0.26%
2,567,249
+173,916
+7% +$11.1M
NOC icon
62
Northrop Grumman
NOC
$75.3B
$162M 0.26%
727,733
-24,872
-3% -$5.24M
MDLZ icon
63
Mondelez International
MDLZ
$76.7B
$159M 0.25%
3,488,210
+110,210
+3% +$4.8M
LMT icon
64
Lockheed Martin
LMT
$131B
$153M 0.24%
615,706
+55,657
+10% +$13.1M
ACN icon
65
Accenture
ACN
$84.6B
$148M 0.23%
1,309,582
+125,131
+11% +$14.5M
RAI
66
DELISTED
Reynolds American Inc
RAI
$144M 0.23%
2,667,882
+128,995
+5% +$6.48M
UNP icon
67
Union Pacific
UNP
$181B
$144M 0.23%
1,647,913
+150,374
+10% +$12.7M
BA icon
68
Boeing
BA
$163B
$142M 0.22%
1,091,926
-34,587
-3% -$4.51M
OXY icon
69
Occidental Petroleum
OXY
$57.5B
$141M 0.22%
1,866,343
-161,734
-8% -$12.1M
PYPL icon
70
PayPal
PYPL
$49.2B
$139M 0.22%
3,814,366
+404,716
+12% +$15.5M
HPE icon
71
Hewlett Packard
HPE
$63B
$138M 0.22%
13,004,283
-188,568
-1% -$1.92M
KMB icon
72
Kimberly-Clark
KMB
$35.4B
$138M 0.22%
1,002,090
-93,887
-9% -$12.3M
GM icon
73
General Motors
GM
$72.4B
$137M 0.22%
4,858,039
-437,071
-8% -$13.3M
CL icon
74
Colgate-Palmolive
CL
$71.6B
$133M 0.21%
1,812,355
+127,878
+8% +$9.11M
BKNG icon
75
Booking.com
BKNG
$133B
$132M 0.21%
2,634,075
+518,800
+25% +$26.9M
1 2
3
4 5

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.