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
HLT icon
1251
Hilton Worldwide
HLT
$74B
$5.7M 0.01%
84,365
+7,624
+10% +$500K
CALY
1252
Callaway Golf Company
CALY
$3.26B
$5.7M 0.01%
558,364
-783
-0.1% -$7.54K
AR icon
1253
Antero Resources
AR
$10.9B
$5.7M 0.01%
219,198
+15,325
+8% +$418K
MATV icon
1254
Mativ Holdings
MATV
$448M
$5.69M 0.01%
161,204
+26,848
+20% +$906K
CLC
1255
DELISTED
Clarcor
CLC
$5.68M 0.01%
93,409
+4,009
+4% +$235K
CAR icon
1256
Avis
CAR
$5.63B
$5.68M 0.01%
176,115
+76,296
+76% +$2.11M
RGLD icon
1257
Royal Gold
RGLD
$17.1B
$5.67M 0.01%
78,718
-25,515
-24% -$1.52M
BOH icon
1258
Bank of Hawaii
BOH
$3.33B
$5.64M 0.01%
81,943
-5,222
-6% -$359K
DNKN
1259
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$5.64M 0.01%
129,222
-7,305
-5% -$334K
LBY
1260
DELISTED
Libbey, Inc.
LBY
$5.62M 0.01%
353,442
+48,904
+16% +$839K
CABO icon
1261
Cable One
CABO
$213M
$5.61M 0.01%
10,971
+2,878
+36% +$1.38M
BRSS
1262
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$5.61M 0.01%
205,498
+30,950
+18% +$822K
TWTR
1263
DELISTED
Twitter, Inc.
TWTR
$5.61M 0.01%
331,511
+38,437
+13% +$600K
NMR icon
1264
Nomura Holdings
NMR
$28.7B
$5.6M 0.01%
1,595,885
-2,722,132
-63% -$11.3M
IWP icon
1265
iShares Russell Mid-Cap Growth ETF
IWP
$20B
$5.6M 0.01%
119,652
+6,674
+6% +$309K
ITRI icon
1266
Itron
ITRI
$3.73B
$5.59M 0.01%
129,666
-23,319
-15% -$984K
WDAY icon
1267
Workday
WDAY
$33.4B
$5.58M 0.01%
74,741
+24,467
+49% +$1.86M
AOS icon
1268
A.O. Smith
AOS
$8.38B
$5.57M 0.01%
126,530
+1,390
+1% +$56.1K
MTW icon
1269
Manitowoc
MTW
$516M
$5.57M 0.01%
255,623
+215,784
+542% +$4.69M
HEES
1270
DELISTED
H&E Equipment Services
HEES
$5.54M 0.01%
290,973
-70,117
-19% -$1.32M
EHC icon
1271
Encompass Health
EHC
$11.2B
$5.53M 0.01%
179,159
+46,729
+35% +$1.46M
CMRE icon
1272
Costamare
CMRE
$1.9B
$5.52M 0.01%
720,232
+57,570
+9% +$544K
HAIN icon
1273
Hain Celestial
HAIN
$47.8M
$5.52M 0.01%
110,926
+24,127
+28% +$1.12M
CMD
1274
DELISTED
Cantel Medical Corporation
CMD
$5.52M 0.01%
80,272
+7,029
+10% +$485K
SEM
1275
DELISTED
Select Medical
SEM
$5.51M 0.01%
941,655
-21,564
-2% -$143K
49 50
51
52 53

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.