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
STR
1151
DELISTED
QUESTAR CORP
STR
$6.4M 0.01%
252,316
-232
-0.1% -$5.82K
RDY icon
1152
Dr. Reddy's Laboratories
RDY
$9.82B
$6.39M 0.01%
624,155
+23,380
+4% +$214K
WIN
1153
DELISTED
Windstream Holdings Inc
WIN
$6.39M 0.01%
137,947
+9,921
+8% +$423K
NOW icon
1154
ServiceNow
NOW
$102B
$6.39M 0.01%
481,175
-41,370
-8% -$575K
IWN icon
1155
iShares Russell 2000 Value ETF
IWN
$14.4B
$6.36M 0.01%
65,378
-46,064
-41% -$4.39M
VRE
1156
DELISTED
Veris Residential
VRE
$6.36M 0.01%
235,565
+49,526
+27% +$1.27M
BCE icon
1157
BCE
BCE
$19.9B
$6.36M 0.01%
134,386
+16,112
+14% +$747K
CAMP
1158
DELISTED
CalAmp Corp.
CAMP
$6.35M 0.01%
18,649
-4,053
-18% -$1.42M
STLA icon
1159
Stellantis
STLA
$16.5B
$6.33M 0.01%
1,038,043
+13,576
+1% +$98.3K
LILA icon
1160
Liberty Latin America Class A
LILA
$1.51B
$6.33M 0.01%
+306,292
New +$7.23M
COR
1161
DELISTED
Coresite Realty Corporation
COR
$6.33M 0.01%
71,327
+1,317
+2% +$101K
EEFT icon
1162
Euronet Worldwide
EEFT
$3.02B
$6.31M 0.01%
91,206
-1,180
-1% -$89.8K
ELME
1163
Elme Communities
ELME
$132M
$6.3M 0.01%
200,285
-5,521
-3% -$163K
CROX icon
1164
Crocs
CROX
$6.69B
$6.29M 0.01%
557,725
+15,214
+3% +$147K
CLGX
1165
DELISTED
Corelogic, Inc.
CLGX
$6.29M 0.01%
163,476
-10,469
-6% -$382K
VWR
1166
DELISTED
VWR Corporation
VWR
$6.29M 0.01%
217,658
-3,133
-1% -$87.9K
CONE
1167
DELISTED
CyrusOne Inc Common Stock
CONE
$6.28M 0.01%
112,889
+45,006
+66% +$2.17M
SPN
1168
DELISTED
Superior Energy Services, Inc.
SPN
$6.28M 0.01%
34,108
+3,394
+11% +$555K
BRC icon
1169
Brady Corp
BRC
$4.45B
$6.27M 0.01%
205,189
-1,811
-0.9% -$52.4K
HAR
1170
DELISTED
Harman International Industries
HAR
$6.27M 0.01%
87,268
-10,890
-11% -$849K
TKR icon
1171
Timken Company
TKR
$9.82B
$6.25M 0.01%
203,898
-215
-0.1% -$7.21K
ATW
1172
DELISTED
Atwood Oceanics
ATW
$6.24M 0.01%
498,690
+272,944
+121% +$2.85M
TK icon
1173
Teekay
TK
$975M
$6.23M 0.01%
873,178
-718,542
-45% -$6.74M
NFBK
1174
DELISTED
Northfield Bancorp
NFBK
$6.22M 0.01%
419,685
+57,010
+16% +$890K
TMX
1175
DELISTED
Terminix Global Holdings, Inc.
TMX
$6.19M 0.01%
232,076
+6,299
+3% +$160K
45 46
47
48 49

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.