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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
WLY icon
1951
John Wiley & Sons Class A
WLY
$2.59B
$2.29M ﹤0.01%
43,870
+8,334
+23% +$421K
SEO
1952
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$2.28M ﹤0.01%
286,607
-20,403
-7% -$163K
CCP
1953
DELISTED
Care Capital Properties, Inc.
CCP
$2.28M ﹤0.01%
86,996
+27,185
+45% +$712K
EZPW icon
1954
Ezcorp Inc
EZPW
$1.87B
$2.28M ﹤0.01%
301,105
-45,279
-13% -$255K
TI
1955
DELISTED
Telecom Italia
TI
$2.28M ﹤0.01%
278,540
+19,127
+7% +$180K
BB icon
1956
BlackBerry
BB
$4.93B
$2.27M ﹤0.01%
338,975
-3,899
-1% -$27.2K
SBGI icon
1957
Sinclair Inc
SBGI
$974M
$2.27M ﹤0.01%
76,085
+13,814
+22% +$432K
QTWO icon
1958
Q2 Holdings
QTWO
$3.64B
$2.27M ﹤0.01%
81,043
-14,813
-15% -$371K
EPAM icon
1959
EPAM Systems
EPAM
$4.92B
$2.27M ﹤0.01%
35,278
+7,288
+26% +$532K
JD icon
1960
JD.com
JD
$41.8B
$2.27M ﹤0.01%
106,747
-11,864
-10% -$287K
RTEC
1961
DELISTED
Rudolph Technologies Inc
RTEC
$2.26M ﹤0.01%
145,706
-30,177
-17% -$429K
ANW
1962
DELISTED
Aegean Marine Petroleum Network
ANW
$2.26M ﹤0.01%
410,815
-2,252
-0.5% -$15.6K
NPKI
1963
NPK International
NPKI
$1.19B
$2.25M ﹤0.01%
389,039
+9,884
+3% +$48.3K
FIZZ icon
1964
National Beverage
FIZZ
$2.93B
$2.25M ﹤0.01%
71,682
-36,380
-34% -$928K
SONC
1965
DELISTED
Sonic Corp
SONC
$2.25M ﹤0.01%
83,029
-432
-0.5% -$13.8K
IMS
1966
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
$2.25M ﹤0.01%
88,583
+8,368
+10% +$215K
BNCL
1967
DELISTED
Beneficial Bancorp, Inc.
BNCL
$2.24M ﹤0.01%
176,236
+1,769
+1% +$24K
VIA
1968
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$2.24M ﹤0.01%
27,090
-9,289
-26% -$653K
LYV icon
1969
Live Nation Entertainment
LYV
$41.7B
$2.23M ﹤0.01%
95,066
-3,688
-4% -$84.2K
NPK icon
1970
National Presto Industries
NPK
$896M
$2.23M ﹤0.01%
23,653
+83
+0.4% +$7.3K
GLOB icon
1971
Globant
GLOB
$1.41B
$2.23M ﹤0.01%
56,624
+442
+0.8% +$16.2K
SFLY
1972
DELISTED
Shutterfly, Inc.
SFLY
$2.22M ﹤0.01%
47,708
+3,733
+8% +$175K
RUSHA icon
1973
Rush Enterprises Class A
RUSHA
$5.98B
$2.22M ﹤0.01%
231,768
+538
+0.2% +$4.76K
ASRT
1974
DELISTED
Assertio
ASRT
$2.21M ﹤0.01%
1,879
+193
+11% +$211K
FNSR
1975
DELISTED
Finisar Corp
FNSR
$2.21M ﹤0.01%
126,331
-32,822
-21% -$561K
77 78
79
80 81

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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.