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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
NXZ
3551
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
– –
-685,417
Closed -$10.2M
NQI
3552
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
– –
-569,114
Closed -$8.1M
NMA
3553
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
– –
-415,163
Closed -$5.96M
YOKU
3554
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
– –
-26,448
Closed -$727K
NPBC
3555
DELISTED
NATL PENN BANCSHARES INC
NPBC
– –
-247,594
Closed -$2.63M
ATML
3556
DELISTED
ATMEL CORP
ATML
– –
-223,387
Closed -$1.81M
HMIN
3557
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
– –
-40,066
Closed -$1.43M
AFFX
3558
DELISTED
Affymetrix Inc
AFFX
– –
-222,955
Closed -$3.12M
BCA
3559
DELISTED
CORPBANCA SPONSORED ADR REPSTG (1-1,500)COM STK
BCA
– –
-32,163
Closed -$442K
GLPW
3560
DELISTED
GLOBAL POWER EQUIPMENT GROUP INC COMMON NEW
GLPW
– –
-14,797
Closed -$30K
MT.WS
3561
DELISTED
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY RT
MT.WS
– –
-30,997
Closed -$37K
RJET
3562
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
– –
-28,722
Closed -$56K
MOBL
3563
DELISTED
MobileIron, Inc.
MOBL
– –
-14,010
Closed -$63K
HHY
3564
DELISTED
Brookfield High Income Fund Inc.
HHY
– –
-132,164
Closed -$928K
TSRX
3565
DELISTED
TRIUS THERAPEUTICS INC COM STK (DE)
TSRX
$0 ﹤0.01%
55,953
-221
-0.4% –
PNX
3566
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
– –
-15,484
Closed -$570K
CYTR
3567
DELISTED
CytRx Corp
CYTR
– –
-1,718
Closed -$28K
IRE
3568
DELISTED
GOVERNOR-BK OF IRELND ADS NEW
IRE
– –
-23,250
Closed -$267K
EXXI
3569
DELISTED
ENERGY XXI LTD COM SHS
EXXI
– –
-242,829
Closed -$151K
MESA
3570
DELISTED
MESA AIR GROUP INC (NEV)
MESA
$0 ﹤0.01%
20,200
– –
ADVNB
3571
DELISTED
Advanta Corp Class B
ADVNB
$0 ﹤0.01%
12,265
– –
TKA
3572
DELISTED
TELEKOM AUSTRIA AG ADS (1 ORD)
TKA
– –
-10,340
Closed -$129K
EMD
3573
DELISTED
Western Asset Emerging Markets
EMD
– –
-1,208,188
Closed -$12.4M
MUS
3574
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
– –
-103,937
Closed -$1.46M
CAM
3575
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
– –
-492,174
Closed -$33M
141 142
143
144 145

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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.