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
HEDJ icon
2626
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
$1.07M ﹤0.01%
33,904
-45,162
-57% -$1.47M
EWA icon
2627
iShares MSCI Australia ETF
EWA
$1.39B
$1.07M ﹤0.01%
47,224
-1,315
-3% -$29.6K
LPG icon
2628
Dorian LPG
LPG
$2.03B
$1.07M ﹤0.01%
139,627
+13,676
+11% +$106K
PAGS icon
2629
PagSeguro Digital
PAGS
$2.69B
$1.07M ﹤0.01%
+38,400
New +$1.27M
CMCO icon
2630
Columbus McKinnon
CMCO
$553M
$1.06M ﹤0.01%
24,495
+7,381
+43% +$286K
PRIM icon
2631
Primoris Services
PRIM
$4.58B
$1.06M ﹤0.01%
38,995
+14,977
+62% +$397K
BRFS
2632
DELISTED
BRF SA
BRFS
$1.06M ﹤0.01%
226,528
-132,093
-37% -$828K
CHFN
2633
DELISTED
Charter Financial Corp
CHFN
$1.06M ﹤0.01%
43,913
-20,208
-32% -$482K
JOE icon
2634
St. Joe Company
JOE
$3.54B
$1.05M ﹤0.01%
58,405
+1,222
+2% +$21.9K
LORL
2635
DELISTED
Loral Space and Communications, Inc.
LORL
$1.05M ﹤0.01%
27,878
-10,541
-27% -$412K
TPGE.U
2636
DELISTED
TPG Pace Energy Holdings Corp.
TPGE.U
$1.05M ﹤0.01%
89,191
+8,715
+11% +$98.4K
PRTY
2637
DELISTED
Party City Holdco Inc.
PRTY
$1.04M ﹤0.01%
68,546
+988
+1% +$15.2K
OLP
2638
One Liberty Properties
OLP
$530M
$1.04M ﹤0.01%
39,539
+2,852
+8% +$70.7K
ITCL
2639
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$1.04M ﹤0.01%
69,845
+368
+0.5% +$5.65K
BGFV
2640
DELISTED
Big 5 Sporting Goods
BGFV
$1.03M ﹤0.01%
135,489
+282
+0.2% +$2.3K
AVD icon
2641
American Vanguard Corp
AVD
$68.4M
$1.03M ﹤0.01%
44,844
-3,263
-7% -$72.1K
RVNC
2642
DELISTED
Revance Therapeutics, Inc.
RVNC
$1.03M ﹤0.01%
37,405
-35,444
-49% -$1.07M
GNBC
2643
DELISTED
Green Bancorp, Inc
GNBC
$1.03M ﹤0.01%
47,543
+3,016
+7% +$69.1K
MLAB icon
2644
Mesa Laboratories
MLAB
$564M
$1.03M ﹤0.01%
4,860
+893
+23% +$156K
MBWM icon
2645
Mercantile Bank Corp
MBWM
$1.04B
$1.02M ﹤0.01%
27,722
+10,756
+63% +$386K
XPRO icon
2646
Expro Ltd
XPRO
$1.79B
$1.02M ﹤0.01%
21,879
-4,006
-15% -$170K
ALDR
2647
DELISTED
Alder Biopharmaceuticals
ALDR
$1.02M ﹤0.01%
64,815
+3,793
+6% +$57.6K
ATRA icon
2648
Atara Biotherapeutics
ATRA
$75.5M
$1.02M ﹤0.01%
1,112
+27
+2% +$29K
ELGX
2649
DELISTED
Endologix Inc
ELGX
$1.02M ﹤0.01%
18,019
+638
+4% +$32.4K
ECOM
2650
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$1.02M ﹤0.01%
72,525
+11,488
+19% +$151K
104 105
106
107 108

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.