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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
CLNY
1901
DELISTED
Colony Capital, Inc.
CLNY
$2.46M ﹤0.01%
160,339
+37,878
+31% +$658K
MGRC icon
1902
McGrath RentCorp
MGRC
$2.95B
$2.46M ﹤0.01%
80,326
+450
+0.6% +$12.1K
IVR icon
1903
Invesco Mortgage Capital
IVR
$762M
$2.46M ﹤0.01%
17,942
+8,871
+98% +$1.19M
MTRX icon
1904
Matrix Service
MTRX
$347M
$2.45M ﹤0.01%
148,521
+11,257
+8% +$190K
LNCE
1905
DELISTED
Snyders-Lance, Inc.
LNCE
$2.44M ﹤0.01%
72,115
+1,539
+2% +$48.7K
AXON
1906
Axon Enterprise
AXON
$42.4B
$2.44M ﹤0.01%
98,200
-6,583
-6% -$136K
BRX icon
1907
Brixmor Property Group
BRX
$9.93B
$2.44M ﹤0.01%
92,242
-6,600
-7% -$169K
LMNX
1908
DELISTED
Luminex Corp
LMNX
$2.44M ﹤0.01%
120,392
-14,039
-10% -$281K
ESND
1909
DELISTED
Essendant Inc.
ESND
$2.44M ﹤0.01%
79,695
+13,621
+21% +$428K
GASS icon
1910
StealthGas
GASS
$329M
$2.43M ﹤0.01%
643,619
-100
-0% -$423
MOG.A icon
1911
Moog Inc Class A
MOG.A
$13.2B
$2.43M ﹤0.01%
45,089
+21,882
+94% +$1.11M
SSL icon
1912
Sasol
SSL
$7.34B
$2.42M ﹤0.01%
89,216
+1,466
+2% +$43.1K
RDUS
1913
DELISTED
Radius Recycling
RDUS
$2.42M ﹤0.01%
137,387
+37,975
+38% +$672K
MFRM
1914
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$2.42M ﹤0.01%
72,046
-1,853
-3% -$67.9K
MITT
1915
TPG Mortgage Investment Trust
MITT
$233M
$2.41M ﹤0.01%
55,711
+1,653
+3% +$68.1K
PRIM icon
1916
Primoris Services
PRIM
$4.64B
$2.41M ﹤0.01%
127,159
-18,712
-13% -$404K
SYNH
1917
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$2.4M ﹤0.01%
63,037
+5,727
+10% +$252K
MFLX
1918
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
$2.4M ﹤0.01%
103,320
-11,331
-10% -$259K
VONG icon
1919
Vanguard Russell 1000 Growth ETF
VONG
$42.3B
$2.39M ﹤0.01%
93,556
+48,408
+107% +$1.24M
ESE icon
1920
ESCO Technologies
ESE
$8.4B
$2.39M ﹤0.01%
59,844
+1,614
+3% +$63.3K
NHY
1921
DELISTED
NORSK HYDRO A. S. ADR
NHY
$2.39M ﹤0.01%
652,213
-10,207
-2% -$37.4K
RES icon
1922
RPC Inc
RES
$1.21B
$2.39M ﹤0.01%
153,607
-19,940
-11% -$292K
PEN icon
1923
Penumbra
PEN
$12.6B
$2.38M ﹤0.01%
40,066
+11,561
+41% +$623K
EXAM
1924
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
$2.38M ﹤0.01%
68,281
+2,040
+3% +$69.5K
TFCF
1925
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$2.38M ﹤0.01%
87,317
+19,673
+29% +$575K
75 76
77
78 79

Similar funds

NIPH
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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.