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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
JFR icon
3401
Nuveen Floating Rate Income Fund
JFR
$1.23B
– –
-153,944
Closed -$1.55M
JGH icon
3402
Nuveen Global High Income Fund
JGH
$348M
– –
-529,815
Closed -$7.35M
JHI
3403
John Hancock Investors Trust
JHI
$114M
– –
-22,011
Closed -$340K
JPC icon
3404
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
– –
-1,162,460
Closed -$10.9M
JQC icon
3405
Nuveen Credit Strategies Income Fund
JQC
$702M
– –
-581,863
Closed -$4.6M
KIO
3406
KKR Income Opportunities Fund
KIO
$450M
– –
-112,187
Closed -$1.62M
LDP icon
3407
Cohen & Steers Duration Preferred & Income Fund
LDP
$602M
– –
-262,934
Closed -$6.04M
LEE icon
3408
Lee Enterprises
LEE
$166M
– –
-24,825
Closed -$447K
LPCN icon
3409
Lipocine
LPCN
$17.1M
– –
-1,783
Closed -$308K
MCR
3410
DELISTED
MFS Charter Income Trust
MCR
– –
-603,643
Closed -$4.91M
MIN
3411
Aberdeen Intermediate Income Fund
MIN
$273M
– –
-589,497
Closed -$2.72M
MMT
3412
Aberdeen Multi-Market Income Fund
MMT
$237M
– –
-1,012,300
Closed -$5.9M
MSD
3413
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
– –
-125,646
Closed -$1.1M
MUE
3414
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
– –
-305,419
Closed -$4.28M
NAD icon
3415
Nuveen Quality Municipal Income Fund
NAD
$2.71B
– –
-272,394
Closed -$4.02M
NCV
3416
Virtus Convertible & Income Fund
NCV
$374M
– –
-29,822
Closed -$661K
NCZ
3417
Virtus Convertible & Income Fund II
NCZ
$292M
– –
-170,495
Closed -$3.33M
NEA icon
3418
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
– –
-339,746
Closed -$4.83M
NFJ
3419
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
– –
-744,610
Closed -$9.13M
NHS
3420
Neuberger High Yield Strategies Fund Inc
NHS
$252M
– –
-43,477
Closed -$461K
NHTC icon
3421
Natural Health Trends
NHTC
$15.4M
– –
-6,082
Closed -$202K
NIE
3422
Virtus Equity & Convertible Income Fund
NIE
$718M
– –
-229,687
Closed -$4.18M
NRC icon
3423
NRC Health Common Stock
NRC
$474M
– –
-21,520
Closed -$335K
NVG icon
3424
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
– –
-599,293
Closed -$9.09M
NWPX icon
3425
NWPX Infrastructure Inc
NWPX
$1.25B
– –
-10,883
Closed -$100K
135 136
137
138 139

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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.