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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
VDE icon
3451
Vanguard Energy ETF
VDE
$10.1B
– –
-9,810
Closed -$842K
VGI
3452
Virtus Global Multi-Sector Income Fund
VGI
$81.2M
– –
-65,033
Closed -$922K
VGM icon
3453
Invesco Trust Investment Grade Municipals
VGM
$549M
– –
-319,201
Closed -$4.46M
VKI icon
3454
Invesco Advantage Municipal Income Trust II
VKI
$394M
– –
-85,671
Closed -$1.06M
VKQ icon
3455
Invesco Municipal Trust
VKQ
$536M
– –
-448,426
Closed -$5.97M
VT icon
3456
Vanguard Total World Stock ETF
VT
$76.3B
– –
-7,093
Closed -$409K
VVR icon
3457
Invesco Senior Income Trust
VVR
$456M
– –
-419,684
Closed -$1.7M
XNCR icon
3458
Xencor
XNCR
$1.44B
– –
-28,684
Closed -$385K
ZTR
3459
Virtus Total Return Fund
ZTR
$340M
– –
-374,375
Closed -$4.49M
PAMT
3460
PAMT Corp
PAMT
$340M
– –
-32,356
Closed -$249K
MUI
3461
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
– –
-230,018
Closed -$3.37M
HIE
3462
DELISTED
Miller/Howard High Income Equity Fund
HIE
– –
-42,018
Closed -$487K
ALIM
3463
DELISTED
Alimera Sciences
ALIM
– –
-920
Closed -$24K
ASXC
3464
DELISTED
Asensus Surgical, Inc.
ASXC
– –
-1,254
Closed -$69K
AIF
3465
DELISTED
Apollo Tactical Income Fund Inc.
AIF
– –
-338,968
Closed -$4.61M
AFT
3466
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
– –
-121,465
Closed -$1.85M
FSD
3467
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
– –
-92,682
Closed -$1.35M
MRNS
3468
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
– –
-17,275
Closed -$372K
TRVN
3469
DELISTED
Trevena, Inc.
TRVN
– –
-103
Closed -$531K
IMGN
3470
DELISTED
Immunogen Inc
IMGN
– –
-15,365
Closed -$131K
JPS
3471
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
– –
-722,159
Closed -$6.49M
NSL
3472
DELISTED
NUVEEN SENIOR INCM FD
NSL
– –
-202,726
Closed -$1.2M
IMBI
3473
DELISTED
iMedia Brands, Inc. Class A Common Stock
IMBI
– –
-13,465
Closed -$158K
STCN
3474
DELISTED
Steel Connect, Inc. Common Stock
STCN
– –
-17,382
Closed -$238K
IBA
3475
DELISTED
Industrias Bachoco SAB De C.V.
IBA
– –
-4,462
Closed -$229K
137 138
139
140 141

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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.