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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
BHE icon
1076
Benchmark Electronics
BHE
$2.91B
$7.16M 0.01%
338,398
-44,659
-12% -$933K
RYAAY icon
1077
Ryanair
RYAAY
$29.5B
$7.15M 0.01%
257,195
-31,675
-11% -$1.03M
BMO icon
1078
Bank of Montreal
BMO
$125B
$7.15M 0.01%
112,844
+7,942
+8% +$503K
DCT
1079
DELISTED
DCT Industrial Trust Inc.
DCT
$7.15M 0.01%
148,869
-3,168
-2% -$135K
IRDM icon
1080
Iridium Communications
IRDM
$4.85B
$7.12M 0.01%
802,062
-121,506
-13% -$998K
ON icon
1081
ON Semiconductor
ON
$33.8B
$7.12M 0.01%
807,530
-54,678
-6% -$520K
EE
1082
DELISTED
El Paso Electric Company
EE
$7.11M 0.01%
150,466
-1,480
-1% -$66.9K
PLAY icon
1083
Dave & Buster's
PLAY
$343M
$7.11M 0.01%
151,995
-3,432
-2% -$142K
EPC icon
1084
Edgewell Personal Care
EPC
$1.27B
$7.1M 0.01%
84,125
+3,428
+4% +$277K
SPXC icon
1085
SPX Corp
SPXC
$11B
$7.1M 0.01%
477,983
+10,699
+2% +$170K
TCF
1086
DELISTED
TCF Financial Corporation
TCF
$7.09M 0.01%
560,252
+62,041
+12% +$820K
LNG icon
1087
Cheniere Energy
LNG
$56.5B
$7.07M 0.01%
188,402
+2,408
+1% +$84.7K
FANG icon
1088
Diamondback Energy
FANG
$57.6B
$7.07M 0.01%
77,480
+6,523
+9% +$564K
MATW icon
1089
Matthews International
MATW
$864M
$7.07M 0.01%
126,969
-12,320
-9% -$650K
CBRL icon
1090
Cracker Barrel
CBRL
$1.2B
$7.06M 0.01%
41,184
-1,508
-4% -$235K
WDFC icon
1091
WD-40
WDFC
$3.1B
$7.05M 0.01%
60,038
-2,436
-4% -$264K
FLIR
1092
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$7.04M 0.01%
227,316
+2,726
+1% +$85.1K
PENN icon
1093
PENN Entertainment
PENN
$2.74B
$7.03M 0.01%
504,171
-113,243
-18% -$1.77M
MPT
1094
Medical Properties Trust
MPT
$2.89B
$7.03M 0.01%
462,233
-26,691
-5% -$378K
RHP icon
1095
Ryman Hospitality Properties
RHP
$8.4B
$7.01M 0.01%
138,373
-8,741
-6% -$443K
PHG icon
1096
Philips
PHG
$25.4B
$7M 0.01%
379,235
+1,285
+0.3% +$24.9K
CALD
1097
DELISTED
Callidus Software, Inc.
CALD
$7M 0.01%
350,241
+25,008
+8% +$452K
FTI icon
1098
TechnipFMC
FTI
$30.6B
$6.98M 0.01%
351,870
+4,060
+1% +$84K
SITC icon
1099
SITE Centers
SITC
$230M
$6.96M 0.01%
297,830
-6,111
-2% -$138K
KRC icon
1100
Kilroy Realty
KRC
$4.58B
$6.92M 0.01%
104,432
-9,343
-8% -$591K
42 43
44
45 46

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AF
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MCM
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PSUF
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IA
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SCC
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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.