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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
NVCN
3476
DELISTED
Neovasc Inc.
NVCN
– –
-1
Closed -$57K
DEX
3477
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
– –
-36,012
Closed -$330K
IVH
3478
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
– –
-144,114
Closed -$1.83M
FCRD
3479
DELISTED
First Eagle Alternative Capital BDC, Inc. Common Stock
FCRD
– –
-88,357
Closed -$957K
RJI
3480
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
– –
-16,749
Closed -$77K
AUTO
3481
DELISTED
AutoWeb, Inc. Common Stock
AUTO
– –
-31,544
Closed -$548K
NPTN
3482
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-117,349
Closed -$1.65M
XENT
3483
DELISTED
Intersect ENT, Inc
XENT
– –
-10,101
Closed -$192K
MFL
3484
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
– –
-34,368
Closed -$521K
DRNA
3485
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
– –
-12,949
Closed -$69K
PCI
3486
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
– –
-1,088,022
Closed -$19M
JTD
3487
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
– –
-84,358
Closed -$1.16M
VTA
3488
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
– –
-299,773
Closed -$3.22M
GPX
3489
DELISTED
GP Strategies Corp.
GPX
– –
-7,980
Closed -$219K
GEN
3490
DELISTED
Genesis Healthcare, Inc.
GEN
– –
-13,405
Closed -$31K
PTLA
3491
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
– –
-11,528
Closed -$235K
AVH
3492
DELISTED
AVIANCA HOLDINGS S.A.
AVH
– –
-15,894
Closed -$79K
INF
3493
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
– –
-47,153
Closed -$535K
ONCE
3494
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
– –
-10,046
Closed -$296K
DBKO
3495
DELISTED
Xtrackers MSCI South Korea Hedged Equity ETF
DBKO
– –
-13,585
Closed -$315K
UPL
3496
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
– –
-119,241
Closed -$59K
MB
3497
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
– –
-84,756
Closed -$1.13M
CALL
3498
DELISTED
magicJack VocalTec Ltd
CALL
– –
-11,681
Closed -$77K
AGC
3499
DELISTED
Advent Claymore Conv Sec & Incme
AGC
– –
-949,069
Closed -$5.15M
STRP
3500
DELISTED
Straight Path Communications Inc.
STRP
– –
-6,770
Closed -$210K
138 139
140
141 142

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MCM
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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.