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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
CMLS
3301
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$47K ﹤0.01%
18,861
-579
-3% -$1.67K
ALSK
3302
DELISTED
Alaska Communications Systems
ALSK
$46K ﹤0.01%
27,245
-3,653
-12% -$6.54K
UTI icon
3303
Universal Technical Institute
UTI
$2.08B
$44K ﹤0.01%
19,440
-63,133
-76% -$215K
SYUT
3304
DELISTED
Synutra International, Inc.
SYUT
$44K ﹤0.01%
11,642
-2,458
-17% -$11K
RXII
3305
DELISTED
GALENA BIOPHARMA INC COM
RXII
$42K ﹤0.01%
+89,296
New +$42K
III icon
3306
Information Services Group
III
$185M
$41K ﹤0.01%
11,001
-5,106
-32% -$20.2K
HTCH
3307
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
$39K ﹤0.01%
+11,562
New +$41.8K
HGG
3308
DELISTED
hhgregg Inc.
HGG
$37K ﹤0.01%
+20,711
New +$36.1K
MHGC
3309
DELISTED
Morgans Hotel Group Co.
MHGC
$37K ﹤0.01%
17,455
+5,958
+52% +$11.2K
KEM
3310
DELISTED
KEMET Corporation
KEM
$36K ﹤0.01%
+12,152
New +$30.2K
COVS
3311
DELISTED
Covisint Corporation
COVS
$31K ﹤0.01%
14,198
-7,430
-34% -$14.4K
GERN icon
3312
Geron
GERN
$911M
$28K ﹤0.01%
+10,331
New +$30.1K
LTS
3313
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$26K ﹤0.01%
11,057
+4
+0% +$10
ARNA
3314
DELISTED
Arena Pharmaceuticals Inc
ARNA
$23K ﹤0.01%
1,373
+198
+17% +$3.54K
BONT
3315
DELISTED
Bon-Ton Stores Inc/The
BONT
$17K ﹤0.01%
12,246
-17,816
-59% -$33.4K
TPLM
3316
DELISTED
Triangle Petroleum Corporation
TPLM
$7K ﹤0.01%
23,326
-4,604
-16% -$1.74K
SUNE
3317
DELISTED
SUNEDISON, INC COM
SUNE
$5K ﹤0.01%
35,804
-227,269
-86% -$83.1K
AAOI icon
3318
Applied Optoelectronics
AAOI
$8.04B
– –
-61,080
Closed -$911K
ACIC icon
3319
American Coastal Insurance
ACIC
$498M
– –
-36,809
Closed -$707K
ACP
3320
abrdn Income Credit Strategies Fund
ACP
$640M
– –
-130,351
Closed -$1.38M
ACV
3321
Virtus Diversified Income & Convertible Fund
ACV
$278M
– –
-188,239
Closed -$3.35M
ACWX icon
3322
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
– –
-98,900
Closed -$3.9M
ADX icon
3323
Adams Diversified Equity Fund
ADX
$3.17B
– –
-71,913
Closed -$910K
AFB
3324
AllianceBernstein National Municipal Income Fund
AFB
$312M
– –
-226,638
Closed -$3.27M
AOD
3325
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
– –
-2,796,346
Closed -$21M
131 132
133
134 135

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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.