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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
PDM
1001
Piedmont Realty Trust
PDM
$1.22B
$8.01M 0.01%
371,756
+31,902
+9% +$648K
WRB icon
1002
W.R. Berkley
WRB
$28B
$8M 0.01%
450,343
+127,214
+39% +$2.12M
PPC icon
1003
Pilgrim's Pride
PPC
$6.82B
$7.97M 0.01%
312,915
+260,738
+500% +$6.55M
X
1004
DELISTED
US Steel
X
$7.96M 0.01%
472,175
+62,033
+15% +$1.04M
SYKE
1005
DELISTED
SYKES Enterprises Inc
SYKE
$7.96M 0.01%
274,715
+31,481
+13% +$926K
VG
1006
DELISTED
Vonage Holdings Corporation
VG
$7.93M 0.01%
1,300,108
-127,375
-9% -$601K
RMD icon
1007
ResMed
RMD
$28.3B
$7.9M 0.01%
124,932
+5,025
+4% +$296K
SBNY
1008
DELISTED
Signature Bank
SBNY
$7.9M 0.01%
63,230
-46,048
-42% -$6.15M
LDOS icon
1009
Leidos
LDOS
$14.1B
$7.89M 0.01%
164,810
+4,616
+3% +$228K
PWR icon
1010
Quanta Services
PWR
$93.9B
$7.87M 0.01%
340,415
+34,881
+11% +$806K
AMTD
1011
DELISTED
TD Ameritrade Holding Corp
AMTD
$7.83M 0.01%
275,154
+14,159
+5% +$431K
MMS icon
1012
Maximus
MMS
$3.14B
$7.82M 0.01%
141,243
-64,717
-31% -$3.49M
RIG icon
1013
Transocean
RIG
$5.92B
$7.82M 0.01%
657,677
-2,915
-0.4% -$29.8K
GLPI icon
1014
Gaming and Leisure Properties
GLPI
$12.8B
$7.79M 0.01%
226,057
+30,951
+16% +$1.03M
WBMD
1015
DELISTED
WebMD Health Corp.
WBMD
$7.79M 0.01%
134,094
+1,172
+0.9% +$73.3K
PRGS icon
1016
Progress Software
PRGS
$1.55B
$7.73M 0.01%
281,637
-4,355
-2% -$112K
FR icon
1017
First Industrial Realty Trust
FR
$8.88B
$7.73M 0.01%
277,778
-5,954
-2% -$146K
PC
1018
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$7.72M 0.01%
892,837
+325,759
+57% +$2.82M
LXP icon
1019
LXP Industrial Trust
LXP
$3.53B
$7.71M 0.01%
152,490
+17,359
+13% +$802K
NFG icon
1020
National Fuel Gas
NFG
$7.84B
$7.7M 0.01%
135,324
-16,516
-11% -$891K
CSGS
1021
DELISTED
CSG Systems International
CSGS
$7.68M 0.01%
190,614
-11,674
-6% -$501K
AMED
1022
DELISTED
Amedisys
AMED
$7.67M 0.01%
151,929
-13,490
-8% -$681K
FCF icon
1023
First Commonwealth Financial
FCF
$2.12B
$7.67M 0.01%
833,468
-21,194
-2% -$191K
RL icon
1024
Ralph Lauren
RL
$22.2B
$7.66M 0.01%
85,492
-4,954
-5% -$460K
TEF
1025
DELISTED
Telefonica
TEF
$7.66M 0.01%
1,040,244
-187,868
-15% -$1.51M
39 40
41
42 43

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MCM
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PSUF
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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.