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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
ARDC
3326
Are Dynamic Credit Allocation Fund
ARDC
$297M
– –
-513,641
Closed -$6.87M
ASTC icon
3327
Astrotech Corp
ASTC
$14.5M
– –
-84
Closed -$26K
ATHM icon
3328
Autohome
ATHM
$2.43B
– –
-15,231
Closed -$426K
AVK
3329
Advent Convertible and Income Fund
AVK
$544M
– –
-1,050,217
Closed -$13.5M
AWF
3330
AllianceBernstein Global High Income Fund
AWF
$867M
– –
-265,537
Closed -$3.1M
AWP
3331
abrdn Global Premier Properties Fund
AWP
$377M
– –
-407,322
Closed -$6.83M
BDJ icon
3332
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
– –
-3,193,439
Closed -$24.1M
BGB
3333
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
– –
-712,946
Closed -$9.72M
BGH
3334
Barings Global Short Duration High Yield Fund
BGH
$281M
– –
-237,310
Closed -$3.96M
BGX
3335
Blackstone Long-Short Credit Income Fund
BGX
$135M
– –
-493,823
Closed -$6.72M
BGY icon
3336
BlackRock Enhanced International Dividend Trust
BGY
$512M
– –
-155,398
Closed -$920K
BHK icon
3337
BlackRock Core Bond Trust
BHK
$642M
– –
-473,843
Closed -$6.34M
BIT icon
3338
BlackRock Multi-Sector Income Trust
BIT
$696M
– –
-421,844
Closed -$6.67M
BKT icon
3339
BlackRock Income Trust
BKT
$332M
– –
-257,774
Closed -$5.13M
BLW icon
3340
BlackRock Limited Duration Income Trust
BLW
$492M
– –
-54,742
Closed -$809K
BOE icon
3341
BlackRock Enhanced Global Dividend Trust
BOE
$662M
– –
-1,207,146
Closed -$14.3M
BRW
3342
Saba Capital Income & Opportunities Fund
BRW
$338M
– –
-128,821
Closed -$1.3M
BTA
3343
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
– –
-112,571
Closed -$1.34M
BTZ icon
3344
BlackRock Credit Allocation Income Trust
BTZ
$930M
– –
-1,346,960
Closed -$16.9M
BUI icon
3345
BlackRock Utilities, Infrastructure & Power Opportunities Trust
BUI
$735M
– –
-88,508
Closed -$1.64M
BYM
3346
DELISTED
BlackRock Municipal Income Quality Trust
BYM
– –
-48,239
Closed -$726K
CHW
3347
Calamos Global Dynamic Income Fund
CHW
$544M
– –
-82,188
Closed -$578K
CHY
3348
Calamos Convertible and High Income Fund
CHY
$1.03B
– –
-219,488
Closed -$2.28M
CIK
3349
Credit Suisse Asset Management Income Fund
CIK
$133M
– –
-65,821
Closed -$189K
COLL icon
3350
Collegium Pharmaceutical
COLL
$1.14B
– –
-17,927
Closed -$325K
132 133
134
135 136

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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.