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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
JSD
3576
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
– –
-202,845
Closed -$3.07M
JRO
3577
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
– –
-95,159
Closed -$941K
JTA
3578
DELISTED
Nuveen Tax-Advantaged Total Return Strategy Fund
JTA
– –
-51,452
Closed -$581K
JDD
3579
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
– –
-122,038
Closed -$1.33M
TAT
3580
DELISTED
TransAtlantic Petroleum LTD.
TAT
– –
-13,212
Closed -$10K
CGG
3581
DELISTED
CGG
CGG
– –
-561
Closed -$15K
REXX
3582
DELISTED
Rex Energy Corporation
REXX
– –
-4,707
Closed -$36K
OREX
3583
DELISTED
Orexigen Therapeutics, Inc.
OREX
– –
-2,388
Closed -$13K
NWBO
3584
DELISTED
Northwest Biotherapeutics, Inc. Common stock
NWBO
– –
-15,579
Closed -$23K
GSJ.CL
3585
DELISTED
The Goldman Sachs Group Inc
GSJ.CL
– –
-11,587
Closed -$303K
JGV
3586
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
– –
-41,815
Closed -$459K
NPF
3587
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
– –
-162,944
Closed -$2.3M
NQS
3588
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
– –
-184,675
Closed -$2.71M
NMO
3589
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
– –
-608,176
Closed -$8.65M
MHY
3590
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
– –
-294,223
Closed -$1.3M
MY
3591
DELISTED
CHINA MING YANG WIND PWR GRP LTD ADS RSPTG 1 ORD SHS (CHINA)
MY
– –
-68,410
Closed -$164K
RKUS
3592
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
– –
-32,727
Closed -$321K
LNCO
3593
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
– –
-109,411
Closed -$39K
TWC
3594
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
– –
-651,100
Closed -$133M
UDF
3595
DELISTED
UNITED DEV FDG IV COM SHS OF BENE INT (TX)
UDF
$0 ﹤0.01%
60,650
– –
ANK
3596
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
– –
-34,306
Closed -$2.6M
PSA.PRR
3597
DELISTED
PUBLIC STORAGE DEPOSITORY SH REPSTG 1/1000TH PFD SER R
PSA.PRR
– –
-12,167
Closed -$312K
ANAC
3598
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
– –
-41,550
Closed -$2.22M
FRP
3599
DELISTED
FAIRPOINT COMMUNICATIONS INC.
FRP
$0 ﹤0.01%
10,933
– –
BOI
3600
DELISTED
Brookfield Mtge Opportunity Fd
BOI
– –
-446,728
Closed -$6.54M
141 142 143
144
145

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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.