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
CAA
1801
DELISTED
CalAtlantic Group, Inc.
CAA
$2.81M ﹤0.01%
76,529
+37,954
+98% +$1.33M
ENSG icon
1802
The Ensign Group
ENSG
$10.4B
$2.81M ﹤0.01%
142,776
+9,064
+7% +$181K
DOOR
1803
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$2.81M ﹤0.01%
42,405
+33,080
+355% +$2.27M
WDR
1804
DELISTED
Waddell & Reed Financial, Inc.
WDR
$2.8M ﹤0.01%
162,709
+58,859
+57% +$1.2M
AKS
1805
DELISTED
AK Steel Holding Corp
AKS
$2.8M ﹤0.01%
600,793
+254,108
+73% +$1.11M
OLLI icon
1806
Ollie's Bargain Outlet
OLLI
$4.04B
$2.79M ﹤0.01%
112,223
+5,395
+5% +$134K
CLF icon
1807
Cleveland-Cliffs
CLF
$6.99B
$2.79M ﹤0.01%
492,420
+341,753
+227% +$1.41M
DENN
1808
DELISTED
Denny's
DENN
$2.79M ﹤0.01%
260,242
-63,732
-20% -$673K
SCS
1809
DELISTED
Steelcase
SCS
$2.79M ﹤0.01%
205,304
-286,921
-58% -$4.34M
RICE
1810
DELISTED
Rice Energy Inc.
RICE
$2.78M ﹤0.01%
126,011
-19,468
-13% -$364K
RGP icon
1811
Resources Connection
RGP
$133M
$2.77M ﹤0.01%
187,359
-617
-0.3% -$9.14K
NAVG
1812
DELISTED
Navigators Group Inc
NAVG
$2.77M ﹤0.01%
60,194
+1,676
+3% +$73K
STM icon
1813
STMicroelectronics
STM
$47.7B
$2.77M ﹤0.01%
469,701
+231,256
+97% +$1.33M
SPIL
1814
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$2.77M ﹤0.01%
361,268
+11,348
+3% +$85.8K
XPRO icon
1815
Expro Ltd
XPRO
$1.78B
$2.77M ﹤0.01%
31,545
-3,788
-11% -$360K
ISLE
1816
DELISTED
Isle of Capri Casinos Inc
ISLE
$2.76M ﹤0.01%
150,425
-34,036
-18% -$533K
DRH icon
1817
Diamondrock Hospitality Co
DRH
$2.64B
$2.75M ﹤0.01%
305,119
+75,852
+33% +$699K
SAFT icon
1818
Safety Insurance
SAFT
$1.51B
$2.75M ﹤0.01%
44,739
+34
+0.1% +$1.99K
MRCY icon
1819
Mercury Systems
MRCY
$6.23B
$2.75M ﹤0.01%
110,769
+17,114
+18% +$368K
GNC
1820
DELISTED
GNC Holdings, Inc.
GNC
$2.75M ﹤0.01%
113,321
-43,361
-28% -$1.2M
GTY
1821
Getty Realty Corp
GTY
$2.12B
$2.75M ﹤0.01%
128,006
+2,969
+2% +$60.7K
CKH
1822
DELISTED
Seacor Holdings Inc.
CKH
$2.75M ﹤0.01%
48,975
+3,372
+7% +$185K
BSFT
1823
DELISTED
BroadSoft, Inc.
BSFT
$2.74M ﹤0.01%
66,884
+8,574
+15% +$354K
ETD icon
1824
Ethan Allen Interiors
ETD
$592M
$2.74M ﹤0.01%
83,003
+1,241
+2% +$40.1K
HQY icon
1825
HealthEquity
HQY
$8.28B
$2.74M ﹤0.01%
90,218
+4,124
+5% +$108K
71 72
73
74 75

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.