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
SXT icon
1426
Sensient Technologies
SXT
$5.4B
$4.55M 0.01%
64,092
+1,893
+3% +$128K
LTM
1427
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$4.55M 0.01%
689,674
-98
-0% -$648
BBOX
1428
DELISTED
Black Box Corp
BBOX
$4.54M 0.01%
347,470
-47,433
-12% -$628K
SIRI icon
1429
SiriusXM
SIRI
$10B
$4.54M 0.01%
114,987
-2,895
-2% -$114K
MBLY
1430
DELISTED
Mobileye N.V.
MBLY
$4.53M 0.01%
98,270
+57,734
+142% +$2.21M
BN icon
1431
Brookfield
BN
$102B
$4.53M 0.01%
383,803
+23,106
+6% +$276K
COLB icon
1432
Columbia Banking Systems
COLB
$8.81B
$4.53M 0.01%
161,345
-78,480
-33% -$2.3M
ASTE icon
1433
Astec Industries
ASTE
$1.3B
$4.52M 0.01%
80,465
+19,099
+31% +$970K
SUPN icon
1434
Supernus Pharmaceuticals
SUPN
$2.68B
$4.51M 0.01%
221,496
+28,875
+15% +$512K
GNW icon
1435
Genworth Financial
GNW
$3.8B
$4.48M 0.01%
1,737,564
+876,692
+102% +$2.83M
CCMP
1436
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$4.48M 0.01%
105,850
-8,082
-7% -$339K
RLI icon
1437
RLI Corp
RLI
$5.68B
$4.48M 0.01%
130,172
+1,034
+0.8% +$33.7K
DF
1438
DELISTED
Dean Foods Company
DF
$4.48M 0.01%
247,493
+39,344
+19% +$697K
AKO.B icon
1439
Embotelladora Andina Series B
AKO.B
$4.59B
$4.47M 0.01%
210,997
+2,218
+1% +$44.2K
EXPO icon
1440
Exponent
EXPO
$2.98B
$4.47M 0.01%
153,022
+15,322
+11% +$398K
FUL icon
1441
H.B. Fuller
FUL
$3B
$4.46M 0.01%
101,490
+2,392
+2% +$107K
CBSH icon
1442
Commerce Bancshares
CBSH
$8.5B
$4.45M 0.01%
151,207
-10,366
-6% -$299K
AXE
1443
DELISTED
Anixter International Inc
AXE
$4.44M 0.01%
83,286
+11,190
+16% +$641K
CAB
1444
DELISTED
Cabela's Inc
CAB
$4.44M 0.01%
88,634
+492
+0.6% +$24.5K
NSP icon
1445
Insperity
NSP
$1.85B
$4.43M 0.01%
114,612
+4,022
+4% +$130K
IOSP icon
1446
Innospec
IOSP
$2.09B
$4.42M 0.01%
96,151
+14,508
+18% +$686K
TAL
1447
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
$4.42M 0.01%
329,568
+37,684
+13% +$554K
HIBB
1448
DELISTED
Hibbett, Inc. Common Stock
HIBB
$4.42M 0.01%
127,025
+5,347
+4% +$185K
EQY
1449
DELISTED
Equity One
EQY
$4.42M 0.01%
137,240
-16,032
-10% -$469K
LSXMK
1450
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$4.41M 0.01%
+187,645
New +$4.48M
56 57
58
59 60

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.