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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
SMP icon
2051
Standard Motor Products
SMP
$866M
$1.96M ﹤0.01%
49,226
+11,120
+29% +$407K
WTI icon
2052
W&T Offshore
WTI
$501M
$1.96M ﹤0.01%
842,898
-5,405
-0.6% -$11.9K
PNC.PRP
2053
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.96M ﹤0.01%
64,555
-1,914
-3% -$56.2K
CGNX icon
2054
Cognex
CGNX
$10.1B
$1.95M ﹤0.01%
90,386
+7,280
+9% +$147K
MLNX
2055
DELISTED
Mellanox Technologies, Ltd.
MLNX
$1.93M ﹤0.01%
40,236
+4,327
+12% +$206K
GS.PRJ
2056
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
$1.93M ﹤0.01%
72,711
-2,147
-3% -$54.9K
HPP
2057
Hudson Pacific Properties
HPP
$803M
$1.92M ﹤0.01%
9,414
+1,555
+20% +$314K
SYBT icon
2058
Stock Yards Bancorp
SYBT
$2.43B
$1.92M ﹤0.01%
67,867
+634
+0.9% +$17.2K
CTBI icon
2059
Community Trust Bancorp
CTBI
$1.39B
$1.91M ﹤0.01%
55,163
+475
+0.9% +$16.8K
PHI icon
2060
PLDT
PHI
$4.27B
$1.91M ﹤0.01%
42,828
+1,811
+4% +$72.3K
SRCE icon
2061
1st Source
SRCE
$2.08B
$1.91M ﹤0.01%
58,949
+743
+1% +$24.6K
SP
2062
DELISTED
SP Plus Corporation
SP
$1.91M ﹤0.01%
84,470
+4,242
+5% +$95.2K
LRN icon
2063
Stride
LRN
$3.88B
$1.91M ﹤0.01%
152,586
+2,266
+2% +$25.6K
BDSI
2064
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$1.91M ﹤0.01%
807,097
+9,727
+1% +$26.8K
RSO
2065
DELISTED
Resource Capital Corp.
RSO
$1.9M ﹤0.01%
148,065
+13,793
+10% +$169K
SNEX icon
2066
StoneX
SNEX
$8.7B
$1.9M ﹤0.01%
353,084
+30,527
+9% +$162K
LQDT icon
2067
Liquidity Services
LQDT
$1.2B
$1.9M ﹤0.01%
242,654
-2,494
-1% -$15.8K
VRTV
2068
DELISTED
VERITIV CORPORATION
VRTV
$1.9M ﹤0.01%
50,547
-4,746
-9% -$184K
GPI icon
2069
Group 1 Automotive
GPI
$4B
$1.9M ﹤0.01%
38,462
+8,350
+28% +$489K
TSRO
2070
DELISTED
TESARO, Inc.
TSRO
$1.89M ﹤0.01%
22,488
-32,032
-59% -$1.43M
ROIC
2071
DELISTED
Retail Opportunity Investments Corp.
ROIC
$1.88M ﹤0.01%
86,572
-20,739
-19% -$419K
AMSF icon
2072
AMERISAFE
AMSF
$562M
$1.88M ﹤0.01%
30,620
+803
+3% +$45.9K
RPXC
2073
DELISTED
RPX Corporation
RPXC
$1.87M ﹤0.01%
204,377
+65,610
+47% +$661K
STMP
2074
DELISTED
Stamps.com, Inc.
STMP
$1.87M ﹤0.01%
21,414
-20,990
-50% -$1.87M
ENOV icon
2075
Enovis
ENOV
$1.6B
$1.86M ﹤0.01%
40,959
+7,621
+23% +$372K
81 82
83
84 85

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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.