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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
HURC icon
2976
Hurco Companies Inc
HURC
$137M
$340K ﹤0.01%
12,212
-2,777
-19% -$87.4K
IWR icon
2977
iShares Russell Mid-Cap ETF
IWR
$56.8B
$337K ﹤0.01%
8,012
-256
-3% -$10.6K
CPSS icon
2978
Consumer Portfolio Services
CPSS
$205M
$336K ﹤0.01%
89,137
+5,567
+7% +$21.8K
WRB.PRB
2979
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
$336K ﹤0.01%
13,191
-398
-3% -$10.1K
FSAM
2980
DELISTED
Fifth Street Asset Management Inc. Class A
FSAM
$336K ﹤0.01%
83,152
+7,740
+10% +$29.9K
IHC
2981
DELISTED
Independence Holding Company
IHC
$334K ﹤0.01%
18,565
+383
+2% +$6.26K
ATRI
2982
DELISTED
Atrion Corp
ATRI
$333K ﹤0.01%
779
-24
-3% -$9.74K
BKI
2983
DELISTED
Black Knight, Inc. Common Stock
BKI
$333K ﹤0.01%
+8,848
New +$293K
CLDX icon
2984
Celldex Therapeutics
CLDX
$2.77B
$331K ﹤0.01%
5,030
+3,735
+288% +$237K
HMY icon
2985
Harmony Gold Mining
HMY
$9.92B
$331K ﹤0.01%
91,733
+81,369
+785% +$281K
QHC
2986
DELISTED
Quorum Health Corporation
QHC
$331K ﹤0.01%
+30,911
New +$360K
KODK icon
2987
Kodak
KODK
$806M
$330K ﹤0.01%
20,514
+2,306
+13% +$29.8K
FXO icon
2988
First Trust Financials AlphaDEX Fund
FXO
$1.12B
$328K ﹤0.01%
14,203
-412
-3% -$9.54K
RDI icon
2989
Reading International Class A
RDI
$32.9M
$326K ﹤0.01%
26,070
+974
+4% +$12.3K
WIFI
2990
DELISTED
Boingo Wireless, Inc.
WIFI
$326K ﹤0.01%
36,539
-117,542
-76% -$914K
FLY
2991
DELISTED
Fly Leasing Limited
FLY
$326K ﹤0.01%
32,824
-864
-3% -$9.93K
CVLG icon
2992
Covenant Logistics
CVLG
$1.18B
$325K ﹤0.01%
35,974
-29,666
-45% -$316K
HBNC icon
2993
Horizon Bancorp
HBNC
$1.03B
$325K ﹤0.01%
29,079
+2,189
+8% +$23.8K
MITK icon
2994
Mitek Systems
MITK
$762M
$325K ﹤0.01%
+45,659
New +$341K
AEB
2995
DELISTED
Aegon NV 5.29964% Floating Rate Perpetual Capital Securities
AEB
$325K ﹤0.01%
13,120
-479
-4% -$11.6K
PL.PRC.CL
2996
DELISTED
Protective Life Corp
PL.PRC.CL
$325K ﹤0.01%
12,104
-372
-3% -$9.77K
CSLT
2997
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$324K ﹤0.01%
81,699
-37,724
-32% -$148K
BIV icon
2998
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
$323K ﹤0.01%
3,673
-1,357
-27% -$117K
DSGX icon
2999
Descartes Systems
DSGX
$5.84B
$323K ﹤0.01%
16,935
– –
AT
3000
DELISTED
Atlantic Power Corporation
AT
$322K ﹤0.01%
130,010
+76,111
+141% +$185K
118 119
120
121 122

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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.