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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
CARB
2451
DELISTED
Carbonite Inc
CARB
$1.04M ﹤0.01%
107,427
+14,450
+16% +$127K
FF icon
2452
Future Fuel
FF
$204M
$1.04M ﹤0.01%
95,586
-8,337
-8% -$91.3K
WFC.PRJ.CL
2453
DELISTED
Wells Fargo & Company
WFC.PRJ.CL
$1.04M ﹤0.01%
37,448
-1,041
-3% -$29.1K
BETR
2454
DELISTED
Amplify Snack Brands, Inc.
BETR
$1.04M ﹤0.01%
70,481
+1,350
+2% +$18.7K
MYCC
2455
DELISTED
ClubCorp Holdings, Inc.
MYCC
$1.04M ﹤0.01%
79,924
-115,651
-59% -$1.47M
NTCT icon
2456
NETSCOUT
NTCT
$2.86B
$1.04M ﹤0.01%
46,645
+5,607
+14% +$130K
SRDX
2457
DELISTED
Surmodics
SRDX
$1.04M ﹤0.01%
44,173
-6,884
-13% -$151K
CZZ
2458
DELISTED
Cosan Limited
CZZ
$1.04M ﹤0.01%
159,116
+2,336
+1% +$12.9K
LION
2459
DELISTED
Fidelity Southern Corporation
LION
$1.03M ﹤0.01%
65,861
-485
-0.7% -$7.78K
AX icon
2460
Axos Financial
AX
$5.45B
$1.03M ﹤0.01%
58,114
-11,694
-17% -$220K
CRAY
2461
DELISTED
Cray, Inc.
CRAY
$1.03M ﹤0.01%
34,354
-4,718
-12% -$165K
DTSI
2462
DELISTED
DTS, Inc.
DTSI
$1.03M ﹤0.01%
38,788
-2,752
-7% -$65.3K
GHL
2463
DELISTED
Greenhill & Co., Inc.
GHL
$1.02M ﹤0.01%
63,579
+13,252
+26% +$263K
NUTR
2464
DELISTED
Nutraceutical International Co
NUTR
$1.02M ﹤0.01%
44,236
+1,197
+3% +$28.5K
IDT icon
2465
IDT Corp
IDT
$1.6B
$1.02M ﹤0.01%
85,111
-37,521
-31% -$415K
PODD icon
2466
Insulet
PODD
$11.3B
$1.02M ﹤0.01%
33,789
+1,598
+5% +$49.7K
REX icon
2467
REX American Resources
REX
$1.46B
$1.02M ﹤0.01%
102,198
+1,752
+2% +$16.3K
CVE icon
2468
Cenovus Energy
CVE
$54.6B
$1.02M ﹤0.01%
73,663
+16,269
+28% +$236K
JPM.PRF.CL
2469
DELISTED
JPMorgan Chase & Co. Called
JPM.PRF.CL
$1.02M ﹤0.01%
37,974
-1,154
-3% -$30.5K
W icon
2470
Wayfair
W
$11.1B
$1.02M ﹤0.01%
26,069
-40,081
-61% -$1.6M
WPM icon
2471
Wheaton Precious Metals
WPM
$50.6B
$1.02M ﹤0.01%
43,233
+3,936
+10% +$75.9K
JPM.PRD.CL
2472
DELISTED
JPMorgan Chase & Co.
JPM.PRD.CL
$1.02M ﹤0.01%
39,211
-1,226
-3% -$31.3K
BH icon
2473
Biglari Holdings Class B
BH
$1.2B
$1.01M ﹤0.01%
3,758
+50
+1% +$12.8K
INFN
2474
DELISTED
Infinera Corporation Common Stock
INFN
$1.01M ﹤0.01%
89,503
-43,504
-33% -$569K
QDEL icon
2475
QuidelOrtho
QDEL
$1.09B
$1.01M ﹤0.01%
56,497
-942
-2% -$16.3K
97 98
99
100 101

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.