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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
CKP
3526
DELISTED
CHECKPOINT SYSTEMS INC
CKP
– –
-302,068
Closed -$3.06M
RBS.PRG
3527
DELISTED
RBS CAPITAL FUNDING TRUST VII GTD TR PFD SEC 6.08%
RBS.PRG
– –
-23,772
Closed -$573K
RBS.PRE
3528
DELISTED
RBS CAPITAL FUNDING TRUST V 5.9% CUMULATIVE GTD TR PFD SEC
RBS.PRE
– –
-24,418
Closed -$589K
SNDK
3529
DELISTED
SANDISK CORP
SNDK
– –
-403,025
Closed -$30.7M
MTSN
3530
DELISTED
MATTSON TECHNOLOGY INC
MTSN
– –
-22,374
Closed -$82K
GSIG
3531
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
– –
-78,139
Closed -$1.11M
POWR
3532
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
– –
-27,676
Closed -$517K
JTP
3533
DELISTED
NUVEEN QUALITY PFD INCOME FD
JTP
– –
-149,615
Closed -$1.25M
NTLS
3534
DELISTED
NTELOS HLDGS CORP COM
NTLS
– –
-377,972
Closed -$3.48M
JHP
3535
DELISTED
NUVEEN QUALITY PREFERRED INCOME FUND 3
JHP
– –
-60,301
Closed -$517K
ADT
3536
DELISTED
ADT Corp
ADT
– –
-509,512
Closed -$21M
CBNJ
3537
DELISTED
CAPE BANCORP, INC COM
CBNJ
– –
-34,901
Closed -$469K
CRWN
3538
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
– –
-45,268
Closed -$230K
NEWP
3539
DELISTED
NEWPORT CORP
NEWP
– –
-137,250
Closed -$3.16M
MHFI
3540
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
– –
-510,088
Closed -$50.5M
TFM
3541
DELISTED
THE FRESH MARKET, INC COM STK
TFM
– –
-106,592
Closed -$3.04M
HPY
3542
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
– –
-122,449
Closed -$11.8M
JAH
3543
DELISTED
JARDEN CORPORATION
JAH
– –
-185,911
Closed -$11M
CNL
3544
DELISTED
CLECO CRP (HOLDING CO)
CNL
– –
-56,199
Closed -$3.1M
BTU
3545
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
– –
-12,020
Closed -$28K
BLT
3546
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
– –
-300,173
Closed -$3M
GHI
3547
DELISTED
GLOBAL HIGH INCOME FUND INC.
GHI
– –
-244,081
Closed -$2.12M
JMG
3548
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
– –
-25,779
Closed -$308K
NIO
3549
DELISTED
NUVEEN MUNICIPAL OPPORTUNITY FUND INC
NIO
– –
-284,878
Closed -$4.19M
NQU
3550
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
– –
-323,823
Closed -$4.77M
140 141
142
143 144

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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.