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
IRM icon
476
Iron Mountain
IRM
$38.2B
$22.9M 0.04%
575,196
+26,177
+5% +$953K
AFG icon
477
American Financial Group
AFG
$11.9B
$22.9M 0.04%
309,748
+88,240
+40% +$6.25M
AVT icon
478
Avnet
AVT
$7.33B
$22.9M 0.04%
564,288
-24,921
-4% -$1.04M
BPOP icon
479
Popular Inc
BPOP
$11B
$22.8M 0.04%
776,935
+74,025
+11% +$2.18M
MNK
480
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$22.5M 0.04%
370,843
-61,009
-14% -$3.73M
SKM icon
481
SK Telecom
SKM
$13.7B
$22.5M 0.04%
651,534
+19,188
+3% +$633K
FLR icon
482
Fluor
FLR
$7.29B
$22.4M 0.04%
455,468
+110,567
+32% +$5.75M
A icon
483
Agilent Technologies
A
$39.1B
$22.4M 0.04%
504,367
+22,580
+5% +$974K
FTR
484
DELISTED
Frontier Communications Corp.
FTR
$22.3M 0.04%
300,698
-5,959
-2% -$467K
ING icon
485
ING
ING
$93.8B
$22.3M 0.04%
2,154,467
-76,667
-3% -$909K
GL icon
486
Globe Life
GL
$13.5B
$22.2M 0.04%
359,041
+16,060
+5% +$938K
LNKD
487
DELISTED
LinkedIn Corporation
LNKD
$22.1M 0.03%
116,971
+65,787
+129% +$9.12M
CMA
488
DELISTED
Comerica
CMA
$22.1M 0.03%
537,693
+42,950
+9% +$1.83M
RENX
489
DELISTED
RELX N.V.
RENX
$22.1M 0.03%
1,269,285
-59,613
-4% -$1.02M
L icon
490
Loews
L
$24.3B
$21.9M 0.03%
533,096
+1,582
+0.3% +$62.8K
EDU icon
491
New Oriental
EDU
$7.84B
$21.9M 0.03%
522,796
-9,728
-2% -$384K
SID icon
492
Companhia Siderúrgica Nacional
SID
$1.43B
$21.9M 0.03%
8,927,474
+1,428,672
+19% +$3.69M
EXPE icon
493
Expedia Group
EXPE
$31.2B
$21.8M 0.03%
205,528
-46,681
-19% -$5.07M
LKQ icon
494
LKQ Corp
LKQ
$6.58B
$21.8M 0.03%
688,642
+32,088
+5% +$1.04M
TEL icon
495
TE Connectivity
TEL
$58.8B
$21.8M 0.03%
381,938
+19,746
+5% +$1.19M
BR icon
496
Broadridge
BR
$17.2B
$21.8M 0.03%
334,172
+32,724
+11% +$2.03M
BG icon
497
Bunge Global
BG
$23.6B
$21.5M 0.03%
362,918
+16,083
+5% +$984K
MELI icon
498
Mercado Libre
MELI
$91.3B
$21.4M 0.03%
151,793
+20,303
+15% +$2.64M
CBT icon
499
Cabot Corp
CBT
$4.65B
$21.3M 0.03%
467,453
+26,542
+6% +$1.24M
JBHT icon
500
JB Hunt Transport Services
JBHT
$27.1B
$21.3M 0.03%
263,380
+2,439
+0.9% +$201K
18 19
20
21 22

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.