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
NAT icon
2601
Nordic American Tanker
NAT
$1.38B
$1.11M ﹤0.01%
412,926
+45,670
+12% +$101K
GDO
2602
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77.1M
$1.1M ﹤0.01%
65,980
+2,289
+4% +$38K
ZVO
2603
DELISTED
Zovio Inc. Common Stock
ZVO
$1.1M ﹤0.01%
169,196
-4,997
-3% -$32.1K
CLD
2604
DELISTED
Cloud Peak Energy Inc
CLD
$1.1M ﹤0.01%
316,655
+809
+0.3% +$2.7K
GPRO icon
2605
GoPro
GPRO
$130M
$1.1M ﹤0.01%
171,388
+12,444
+8% +$69.3K
MMI icon
2606
Marcus & Millichap
MMI
$1.16B
$1.1M ﹤0.01%
28,306
+8,075
+40% +$298K
MSBI icon
2607
Midland States Bancorp
MSBI
$699M
$1.1M ﹤0.01%
32,187
+19,901
+162% +$653K
VT icon
2608
Vanguard Total World Stock ETF
VT
$77.1B
$1.1M ﹤0.01%
15,032
-1,985
-12% -$148K
BKT icon
2609
BlackRock Income Trust
BKT
$330M
$1.1M ﹤0.01%
63,016
-303
-0.5% -$5.25K
OLED icon
2610
Universal Display
OLED
$3.68B
$1.1M ﹤0.01%
12,811
-9,112
-42% -$869K
BMTC
2611
DELISTED
Bryn Mawr Bank Corp
BMTC
$1.1M ﹤0.01%
23,790
+5,668
+31% +$262K
TIP icon
2612
iShares TIPS Bond ETF
TIP
$14.5B
$1.1M ﹤0.01%
9,710
+3,297
+51% +$370K
XLB icon
2613
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$1.09M ﹤0.01%
37,670
+26,330
+232% +$772K
NXQ
2614
DELISTED
NUVEEN ELECT TAX-FREE INC 2
NXQ
$1.09M ﹤0.01%
79,782
+5,009
+7% +$67.8K
RDFN
2615
DELISTED
Redfin
RDFN
$1.09M ﹤0.01%
47,191
+27,459
+139% +$618K
DFRG
2616
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$1.09M ﹤0.01%
86,151
-17,761
-17% -$258K
IWS icon
2617
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$1.08M ﹤0.01%
12,245
+1,966
+19% +$173K
MGPI icon
2618
MGP Ingredients
MGPI
$379M
$1.08M ﹤0.01%
12,203
+3,508
+40% +$315K
FSB
2619
DELISTED
Franklin Financial Network, Inc.
FSB
$1.08M ﹤0.01%
28,818
+9,969
+53% +$352K
TBX icon
2620
ProShares Short 7-10 Year Treasury
TBX
$15.9M
$1.08M ﹤0.01%
37,142
-8,903
-19% -$261K
CTT
2621
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$1.08M ﹤0.01%
84,852
+3,670
+5% +$47.2K
GHM icon
2622
Graham Corp
GHM
$1.12B
$1.08M ﹤0.01%
41,818
+12,061
+41% +$289K
TFIN icon
2623
Triumph Financial Inc
TFIN
$1.81B
$1.08M ﹤0.01%
26,423
-11,141
-30% -$450K
BEL
2624
DELISTED
Belmond Ltd.
BEL
$1.07M ﹤0.01%
96,410
-23,724
-20% -$271K
MB
2625
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$1.07M ﹤0.01%
27,765
-36,833
-57% -$1.45M
103 104
105
106 107

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.