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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
CVO
3501
DELISTED
Cenevo, Inc.
CVO
– –
-33,240
Closed -$120K
DRA
3502
DELISTED
Diversified Real Asset Income Fd
DRA
– –
-179,269
Closed -$2.83M
FUEL
3503
DELISTED
Rocket Fuel Inc.
FUEL
– –
-49,724
Closed -$157K
SGM
3504
DELISTED
Stonegate Mortgage Corporation
SGM
– –
-10,763
Closed -$62K
PACEU
3505
DELISTED
Pace Holdings Corp.
PACEU
– –
-27,968
Closed -$279K
IMN
3506
DELISTED
Imation
IMN
– –
-178,544
Closed -$277K
SBW
3507
DELISTED
Western Asset Worldwide Income
SBW
– –
-374,866
Closed -$3.9M
BEBE
3508
DELISTED
Bebe Stores Inc
BEBE
– –
-20,707
Closed -$114K
AEGR
3509
DELISTED
Aegerion Pharmaceuticals
AEGR
– –
-14,867
Closed -$55K
ACW
3510
DELISTED
Accuride Corp
ACW
– –
-13,870
Closed -$21K
VMEM
3511
DELISTED
VIOLIN MEMORY, INC.
VMEM
– –
-3,890
Closed -$8K
PTX
3512
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
– –
-7,846
Closed -$82K
NPM
3513
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
– –
-1,034,555
Closed -$15.2M
NPI
3514
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
– –
-974,943
Closed -$14.2M
NPP
3515
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
– –
-254,090
Closed -$3.99M
SQNM
3516
DELISTED
SEQUENOM INC NEW
SQNM
– –
-26,516
Closed -$37K
GDF
3517
DELISTED
WESTERN ASSET GLB PARTNERS INCM FUND INC. COM
GDF
– –
-45,609
Closed -$366K
CPXX
3518
DELISTED
CELATOR PHARMACEUTICALS INC. COMMON STOCK
CPXX
– –
-31,713
Closed -$350K
CSCD
3519
DELISTED
CASCADE MICROTECH, INC.
CSCD
– –
-19,339
Closed -$399K
CVC
3520
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
– –
-765,561
Closed -$25.3M
BXLT
3521
DELISTED
BAXALTA INC COM STK (DE)
BXLT
– –
-1,486,274
Closed -$60M
FSYS
3522
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
– –
-76,088
Closed -$421K
ARG
3523
DELISTED
Airgas Inc
ARG
– –
-134,975
Closed -$19.1M
CTCM
3524
DELISTED
CTC MEDIA INC COM STK
CTCM
– –
-1,991,648
Closed -$3.9M
SSE
3525
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
– –
-141,561
Closed -$82K
139 140
141
142 143

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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.