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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
PRAA icon
2401
PRA Group
PRAA
$648M
$1.11M ﹤0.01%
46,030
-25,627
-36% -$716K
VASC
2402
DELISTED
Vascular Solutions Inc
VASC
$1.11M ﹤0.01%
26,614
+5,021
+23% +$187K
CNXN icon
2403
PC Connection
CNXN
$2.05B
$1.11M ﹤0.01%
46,549
-3,964
-8% -$94.7K
CVGW
2404
DELISTED
Calavo Growers
CVGW
$1.11M ﹤0.01%
16,530
+4,215
+34% +$250K
SPWR
2405
DELISTED
SunPower Corporation Common Stock
SPWR
$1.11M ﹤0.01%
109,098
-8,202
-7% -$96.6K
AJRD
2406
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$1.11M ﹤0.01%
60,573
+1,184
+2% +$20.6K
CMTL icon
2407
Comtech Telecommunications
CMTL
$51.8M
$1.1M ﹤0.01%
86,048
-25,985
-23% -$545K
WWD icon
2408
Woodward
WWD
$25B
$1.1M ﹤0.01%
19,165
-430
-2% -$23.8K
AMU
2409
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$1.1M ﹤0.01%
55,350
-9,432
-15% -$177K
KBAL
2410
DELISTED
Kimball International
KBAL
$1.1M ﹤0.01%
96,955
-7,562
-7% -$85.7K
STT.PRE.CL
2411
DELISTED
State Street Corporation Depository Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRE.CL
$1.1M ﹤0.01%
39,550
-1,181
-3% -$32K
FORR icon
2412
Forrester Research
FORR
$172M
$1.1M ﹤0.01%
29,837
-7,535
-20% -$269K
SABA
2413
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.1M ﹤0.01%
86,493
– –
TOWN icon
2414
Towne Bank
TOWN
$3.35B
$1.1M ﹤0.01%
50,792
+566
+1% +$11.9K
ANIK icon
2415
Anika Therapeutics
ANIK
$199M
$1.1M ﹤0.01%
20,471
-66
-0.3% -$3.11K
NNA
2416
DELISTED
Navios Maritime Acquisition Corporation
NNA
$1.1M ﹤0.01%
46,607
-1,051
-2% -$27.6K
ELGX
2417
DELISTED
Endologix Inc
ELGX
$1.1M ﹤0.01%
8,811
+3,144
+55% +$361K
JGBD
2418
DELISTED
DB 3X INVERSE JAPANESE GOVT BD FUT NT 11/30/2021
JGBD
$1.1M ﹤0.01%
81,840
+7,015
+9% +$95.4K
GLNG icon
2419
Golar LNG
GLNG
$4.95B
$1.1M ﹤0.01%
70,726
-24,291
-26% -$432K
ADMS
2420
DELISTED
Adamas Pharmaceuticals
ADMS
$1.1M ﹤0.01%
72,376
+33
+0% +$544
ALL.PRE.CL
2421
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
$1.1M ﹤0.01%
38,439
+5,643
+17% +$158K
PLKI
2422
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$1.09M ﹤0.01%
20,012
+214
+1% +$11.7K
SEMI
2423
DELISTED
SunEdison Semiconductor Limited
SEMI
$1.09M ﹤0.01%
184,183
+22,418
+14% +$124K
AUB icon
2424
Atlantic Union Bankshares
AUB
$5.99B
$1.09M ﹤0.01%
44,170
+2,359
+6% +$61.2K
TVTY
2425
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$1.09M ﹤0.01%
94,423
-22,287
-19% -$261K
95 96
97
98 99

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MCM
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PSUF
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BAM
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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.