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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
EZU icon
3376
iShare MSCI Eurozone ETF
EZU
$9.41B
– –
-14,661
Closed -$504K
KYNB
3377
Kyntra Bio
KYNB
$28.5M
– –
-1,368
Closed -$728K
FOLD
3378
DELISTED
Amicus Therapeutics
FOLD
– –
-177,701
Closed -$1.5M
FRA icon
3379
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
– –
-266,415
Closed -$3.48M
FTF
3380
Franklin Limited Duration Income Trust
FTF
$235M
– –
-45,688
Closed -$518K
TDAY
3381
USA Today Co
TDAY
$1.23B
– –
-14,503
Closed -$241K
GDO
3382
Western Asset Global Corporate Defined Opportunity Fund
GDO
$78.3M
– –
-345,408
Closed -$5.7M
GLO
3383
Clough Global Opportunities Fund
GLO
$249M
– –
-366,196
Closed -$3.51M
GLQ
3384
Clough Global Equity Fund
GLQ
$154M
– –
-79,549
Closed -$865K
GOGL
3385
DELISTED
Golden Ocean Group
GOGL
– –
-2,261
Closed -$8K
GSAT icon
3386
Globalstar
GSAT
$10.2B
– –
-1,138
Closed -$25K
HIO
3387
Western Asset High Income Opportunity Fund
HIO
$340M
– –
-452,414
Closed -$2.12M
HIX
3388
Western Asset High Income Fund II
HIX
$352M
– –
-198,565
Closed -$1.31M
HPF
3389
John Hancock Preferred Income Fund II
HPF
$341M
– –
-50,168
Closed -$1.07M
HRI icon
3390
Herc Holdings
HRI
$5.43B
– –
-205,195
Closed -$6.48M
HYI
3391
Western Asset High Yield Opportunity Fund Inc
HYI
$134M
– –
-168,513
Closed -$2.35M
HYT icon
3392
BlackRock Corporate High Yield Fund
HYT
$1.36B
– –
-1,009,200
Closed -$10.1M
IAE
3393
Voya Asia Pacific High Dividend Equity Income Fund
IAE
$91.9M
– –
-18,497
Closed -$171K
IDE
3394
Voya Infrastructure, Industrials and Materials Fund
IDE
$203M
– –
-90,625
Closed -$1.13M
IEI icon
3395
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
– –
-1,940
Closed -$244K
IGD
3396
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$500M
– –
-1,795,667
Closed -$12.7M
IGR
3397
CBRE Global Real Estate Income Fund
IGR
$712M
– –
-816,331
Closed -$6.38M
IIF
3398
Morgan Stanley India Investment Fund
IIF
$210M
– –
-100,020
Closed -$2.5M
IQI icon
3399
Invesco Quality Municipal Securities
IQI
$526M
– –
-437,935
Closed -$5.79M
ISD
3400
PGIM High Yield Bond Fund
ISD
$414M
– –
-459,737
Closed -$7.08M
134 135
136
137 138

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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.