We are live on ! Find out more
PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+3.86%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$106B
AUM Growth
+$4.18B
Cap. Flow
+$1.94B
Cap. Flow %
1.84%
Top 10 Hldgs %
15.44%
Holding
4,108
New
177
Increased
2,297
Reduced
1,378
Closed
232

Top Buys

Rank Stock Value
1
T icon
AT&T
T
+$92.5M
2
XOM icon
ExxonMobil
XOM
+$92.3M
3
SCZ icon
iShares MSCI EAFE Small-Cap ETF
SCZ
+$89.3M
4
MSFT icon
Microsoft
MSFT
+$73.3M
5
WFC icon
Wells Fargo
WFC
+$68.6M

Top Sells

Rank Stock Value
1
TWX
Time Warner Inc
TWX
+$198M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$156M
3
MON
Monsanto Co
MON
+$116M
4
VOO icon
Vanguard S&P 500 ETF
VOO
+$93.8M
5
BAP icon
Credicorp
BAP
+$82.2M

Sector Composition

Rank Sector Weight
1 Financials 14.56%
2 Technology 14.2%
3 Healthcare 11.45%
4 Consumer Discretionary 8.86%
5 Industrials 8.24%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
JRVR icon
2526
James River Group Holdings
JRVR
$208M
$1.33M ﹤0.01%
33,849
+19,239
+132% +$726K
TAST
2527
DELISTED
Carrols Restaurant Group, Inc.
TAST
$1.32M ﹤0.01%
89,228
+3,824
+4% +$46.2K
NTRA icon
2528
Natera
NTRA
$38.3B
$1.32M ﹤0.01%
+70,359
New +$856K
MYRG icon
2529
MYR Group
MYRG
$5.19B
$1.32M ﹤0.01%
37,320
+520
+1% +$18.4K
UCTT
2530
Ultra Clean Holdings
UCTT
$3.73B
$1.32M ﹤0.01%
79,567
+11,752
+17% +$206K
TR icon
2531
Tootsie Roll Industries
TR
$2.93B
$1.32M ﹤0.01%
54,201
+443
+0.8% +$10.2K
GIC icon
2532
Global Industrial
GIC
$1.37B
$1.31M ﹤0.01%
38,305
-1,668
-4% -$53.3K
VIG icon
2533
Vanguard Dividend Appreciation ETF
VIG
$111B
$1.31M ﹤0.01%
12,911
+210
+2% +$21.4K
SMTA
2534
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
$1.31M ﹤0.01%
+127,093
New +$1.27M
TPC
2535
Tutor Perini Cor
TPC
$4.41B
$1.29M ﹤0.01%
70,214
-29,918
-30% -$615K
MWA icon
2536
Mueller Water Products
MWA
$3.95B
$1.29M ﹤0.01%
110,172
-15,896
-13% -$178K
LXRX icon
2537
Lexicon Pharmaceuticals
LXRX
$1.03B
$1.29M ﹤0.01%
107,470
+32,475
+43% +$332K
VLGEA icon
2538
Village Super Market
VLGEA
$651M
$1.28M ﹤0.01%
43,577
+5,808
+15% +$163K
VRTS icon
2539
Virtus Investment Partners
VRTS
$1.06B
$1.28M ﹤0.01%
10,038
+8
+0.1% +$992
ORA icon
2540
Ormat Technologies
ORA
$6B
$1.28M ﹤0.01%
24,028
+154
+0.6% +$8.41K
EVH icon
2541
Evolent Health
EVH
$348M
$1.28M ﹤0.01%
60,658
-3,919
-6% -$74.2K
SSP icon
2542
E.W. Scripps
SSP
$257M
$1.27M ﹤0.01%
95,110
+56,522
+146% +$704K
ARII
2543
DELISTED
American Railcar Industries, Inc.
ARII
$1.27M ﹤0.01%
32,277
+4,417
+16% +$171K
CRR
2544
DELISTED
Carbo Ceramics Inc.
CRR
$1.27M ﹤0.01%
138,294
+10,447
+8% +$93.8K
VSI
2545
DELISTED
Vitamin Shoppe Inc.
VSI
$1.27M ﹤0.01%
182,461
-9,330
-5% -$50.9K
LOCO icon
2546
El Pollo Loco
LOCO
$501M
$1.26M ﹤0.01%
110,877
-67,255
-38% -$700K
SHYF
2547
DELISTED
The Shyft Group
SHYF
$1.26M ﹤0.01%
83,464
-6,074
-7% -$98.4K
KNM
2548
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$1.25M ﹤0.01%
25,259
-3,367
-12% -$167K
TG icon
2549
Tredegar Corp
TG
$265M
$1.25M ﹤0.01%
53,334
+2,996
+6% +$63.1K
INSP icon
2550
Inspire Medical Systems
INSP
$1.45B
$1.25M ﹤0.01%
+35,076
New +$1.13M
100 101
102
103 104

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

Parametric Portfolio Associates's Q2 2018 Portfolio in Review

As of Q2 2018, Parametric Portfolio Associates held 4,108 positions worth $106B, up 4.1% from $101B the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Parametric Portfolio Associates's Q2 2018 filing shows 177 new, 2,297 increased, 1,378 reduced and 232 closed positions. Its largest new stake was Mitsubishi UFJ Financial: 8,888,091 shares worth $50.2M. The largest sale was Time Warner Inc, an estimated $198M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, down from 15% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q2 2018 buy was Mitsubishi UFJ Financial: 8,888,091 shares worth $50.2M.
  • Parametric Portfolio Associates added most to AT&T in Q2 2018, an estimated $92.5M increase.
  • Parametric Portfolio Associates's biggest Q2 2018 reduction was iShares Core S&P 500 ETF, cutting an estimated $156M.
  • Parametric Portfolio Associates fully exited Time Warner Inc in Q2 2018, selling an estimated $198M.
  • Parametric Portfolio Associates's ten largest holdings make up 15% of its $106B portfolio in Q2 2018.
  • Parametric Portfolio Associates opened 177 new positions and closed 232 in Q2 2018.
  • Parametric Portfolio Associates's portfolio value rose 4.1% quarter-over-quarter to $106B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2018, filed 13 Aug 2018.