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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
NXDT
3426
NexPoint Diversified Real Estate Trust
NXDT
$281M
– –
-169,301
Closed -$3.06M
NZF icon
3427
Nuveen Municipal Credit Income Fund
NZF
$2.4B
– –
-410,897
Closed -$6.15M
ODC icon
3428
Oil-Dri
ODC
$1.43B
– –
-18,884
Closed -$319K
OIA icon
3429
Invesco Municipal Income Opportunities Trust
OIA
$295M
– –
-188,413
Closed -$1.45M
OMER icon
3430
Omeros
OMER
$709M
– –
-32,506
Closed -$499K
PARR icon
3431
Par Pacific Holdings
PARR
$3.88B
– –
-36,978
Closed -$694K
PCEF icon
3432
Invesco CEF Income Composite ETF
PCEF
$812M
– –
-23,250
Closed -$502K
PDT
3433
John Hancock Premium Dividend Fund
PDT
$634M
– –
-78,144
Closed -$1.18M
PFL
3434
PIMCO Income Strategy Fund
PFL
$381M
– –
-120,377
Closed -$1.15M
PFN
3435
PIMCO Income Strategy Fund II
PFN
$695M
– –
-247,307
Closed -$2.16M
PHD
3436
DELISTED
Pioneer Floating Rate Fund
PHD
– –
-80,966
Closed -$906K
PIM
3437
Franklin Master Intermediate Income Trust
PIM
$149M
– –
-693,336
Closed -$3.05M
PMM
3438
Franklin Managed Municipal Income Trust
PMM
$275M
– –
-1,468,216
Closed -$11.2M
PMO
3439
Franklin Municipal Opportunities Trust
PMO
$282M
– –
-1,342,661
Closed -$17.1M
PPT
3440
Franklin Premier Income Trust
PPT
$323M
– –
-1,147,650
Closed -$5.44M
PSF icon
3441
Cohen & Steers Select Preferred & Income Fund
PSF
$235M
– –
-8,680
Closed -$219K
RMT
3442
Royce Micro-Cap Trust
RMT
$736M
– –
-57,483
Closed -$402K
RNP icon
3443
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
– –
-812,177
Closed -$15.4M
RVT icon
3444
Royce Value Trust
RVT
$2.21B
– –
-290,901
Closed -$3.41M
SCD
3445
LMP Capital and Income Fund
SCD
$353M
– –
-71,430
Closed -$884K
TRUE
3446
DELISTED
TrueCar
TRUE
– –
-18,090
Closed -$101K
TY icon
3447
TRI-Continental Corp
TY
$1.86B
– –
-96,756
Closed -$1.93M
UONEK icon
3448
Urban One Class D
UONEK
$22.9M
– –
-8,703
Closed -$124K
USA icon
3449
Liberty All-Star Equity Fund
USA
$1.75B
– –
-816,335
Closed -$4.06M
UTF icon
3450
Cohen & Steers Infrastructure Fund
UTF
$3.14B
– –
-984,818
Closed -$19.5M
136 137
138
139 140

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.