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
YORW icon
2526
York Water
YORW
$505M
$921K ﹤0.01%
28,730
+3,944
+16% +$117K
PEGI
2527
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$919K ﹤0.01%
40,019
+2,882
+8% +$59.9K
ENOC
2528
DELISTED
EnerNOC, Inc.
ENOC
$919K ﹤0.01%
145,370
-1,681
-1% -$11.7K
GCP
2529
DELISTED
GCP Applied Technologies Inc.
GCP
$917K ﹤0.01%
35,229
-2,757
-7% -$64.7K
VZA.CL
2530
DELISTED
Verizon Communications Inc.
VZA.CL
$916K ﹤0.01%
33,314
-975
-3% -$26.8K
TAHO
2531
DELISTED
Tahoe Resources Inc
TAHO
$913K ﹤0.01%
61,017
+12,235
+25% +$156K
SIGM
2532
DELISTED
Sigma Designs Inc
SIGM
$913K ﹤0.01%
141,971
-54,943
-28% -$365K
MCHB
2533
Mechanics Bancorp
MCHB
$3.47B
$912K ﹤0.01%
45,778
+3,369
+8% +$70.1K
AOSL icon
2534
Alpha and Omega Semiconductor
AOSL
$923M
$911K ﹤0.01%
65,363
-20,560
-24% -$276K
YZC
2535
DELISTED
Yanzhou Coal Mining
YZC
$908K ﹤0.01%
145,349
-16,438
-10% -$91.2K
VET icon
2536
Vermilion Energy
VET
$1.73B
$907K ﹤0.01%
28,504
-1,902
-6% -$60.8K
WT icon
2537
WisdomTree
WT
$2.97B
$900K ﹤0.01%
91,896
-45,808
-33% -$505K
STOR
2538
DELISTED
STORE Capital Corporation
STOR
$898K ﹤0.01%
30,493
+15,861
+108% +$418K
MCRI icon
2539
Monarch Casino & Resort
MCRI
$2.14B
$897K ﹤0.01%
40,841
-5,974
-13% -$123K
TR icon
2540
Tootsie Roll Industries
TR
$2.82B
$897K ﹤0.01%
31,297
+5,476
+21% +$146K
VRNT
2541
DELISTED
Verint Systems
VRNT
$897K ﹤0.01%
53,156
-20,757
-28% -$359K
CFNL
2542
DELISTED
Cardinal Financial Corp
CFNL
$897K ﹤0.01%
40,895
+1,430
+4% +$30.8K
ELRC
2543
DELISTED
ELECTRO RENT CORP
ELRC
$896K ﹤0.01%
58,168
-1,376
-2% -$15.4K
RAVN
2544
DELISTED
Raven Industries Inc
RAVN
$895K ﹤0.01%
47,271
+886
+2% +$15.5K
BNED icon
2545
Barnes & Noble Education
BNED
$412M
$894K ﹤0.01%
881
+51
+6% +$48.4K
FISI icon
2546
Financial Institutions
FISI
$800M
$893K ﹤0.01%
34,262
-388
-1% -$10.7K
BBT.PRG
2547
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
$893K ﹤0.01%
34,463
-1,022
-3% -$26K
CALX icon
2548
Calix
CALX
$2.27B
$892K ﹤0.01%
129,114
-43,459
-25% -$297K
COF.PRD.CL
2549
DELISTED
CAPITAL ONE FINANCIAL CORPORATION SERIES D
COF.PRD.CL
$892K ﹤0.01%
31,520
-945
-3% -$26.1K
PNNT
2550
Pennant Park Investment Corp
PNNT
$215M
$890K ﹤0.01%
130,283
+24,705
+23% +$160K
100 101
102
103 104

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.