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
VTLE
1551
DELISTED
Vital Energy
VTLE
$3.89M 0.01%
18,545
-6,723
-27% -$1.48M
AUO
1552
DELISTED
AU Optronics Corp
AUO
$3.88M 0.01%
1,112,940
+107,258
+11% +$303K
VSI
1553
DELISTED
Vitamin Shoppe Inc.
VSI
$3.88M 0.01%
126,886
+7,296
+6% +$216K
HNI icon
1554
HNI Corp
HNI
$3.1B
$3.87M 0.01%
83,330
+2,006
+2% +$87.9K
IHG icon
1555
InterContinental Hotels
IHG
$23.5B
$3.87M 0.01%
93,898
-13,180
-12% -$615K
SNV
1556
DELISTED
Synovus
SNV
$3.87M 0.01%
133,388
-42,556
-24% -$1.29M
ASX icon
1557
ASE Group
ASX
$78.1B
$3.86M 0.01%
691,627
-49,030
-7% -$259K
LPL icon
1558
LG Display
LPL
$3.1B
$3.85M 0.01%
332,497
+43,275
+15% +$467K
PRI icon
1559
Primerica
PRI
$9.83B
$3.84M 0.01%
67,150
+6,838
+11% +$355K
CATO icon
1560
Cato Corp
CATO
$64.1M
$3.83M 0.01%
101,663
-6,795
-6% -$253K
MBT
1561
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$3.83M 0.01%
462,720
+23,404
+5% +$207K
MTH icon
1562
Meritage Homes
MTH
$4.87B
$3.83M 0.01%
204,042
+62,272
+44% +$1.13M
GOV
1563
DELISTED
Government Properties Income Trust
GOV
$3.83M 0.01%
166,096
+21,710
+15% +$424K
ILG
1564
DELISTED
ILG, Inc Common Stock
ILG
$3.82M 0.01%
240,042
+150,223
+167% +$2.14M
CLR
1565
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$3.8M 0.01%
83,921
+11,629
+16% +$457K
FTNT icon
1566
Fortinet
FTNT
$112B
$3.79M 0.01%
600,280
+82,810
+16% +$536K
BLOX
1567
DELISTED
Infoblox Inc
BLOX
$3.79M 0.01%
202,045
-1,022
-0.5% -$17.7K
HWC icon
1568
Hancock Whitney
HWC
$6.13B
$3.79M 0.01%
145,112
+6,852
+5% +$174K
COTY icon
1569
Coty
COTY
$2.34B
$3.78M 0.01%
145,522
-43,283
-23% -$1.19M
MYGN icon
1570
Myriad Genetics
MYGN
$523M
$3.78M 0.01%
123,532
-42,895
-26% -$1.49M
CHRD icon
1571
Chord Energy
CHRD
$7.56B
$3.78M 0.01%
404,541
-241,938
-37% -$2.29M
SAVE
1572
DELISTED
Spirit Airlines, Inc.
SAVE
$3.77M 0.01%
84,118
-4,637
-5% -$206K
AVDL
1573
DELISTED
Avadel Pharmaceuticals
AVDL
$3.77M 0.01%
351,263
+4,206
+1% +$44.8K
ZBRA icon
1574
Zebra Technologies
ZBRA
$12.5B
$3.77M 0.01%
75,277
+10,243
+16% +$595K
EVR icon
1575
Evercore
EVR
$13B
$3.77M 0.01%
85,202
-75,394
-47% -$3.75M
61 62
63
64 65

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.