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
TBNK
2801
DELISTED
Territorial Bancorp Inc.
TBNK
$659K ﹤0.01%
21,264
-256
-1% -$7.8K
LBY
2802
DELISTED
Libbey, Inc.
LBY
$658K ﹤0.01%
80,935
-12,207
-13% -$80.8K
CIR
2803
DELISTED
CIRCOR International, Inc
CIR
$654K ﹤0.01%
17,706
-103
-0.6% -$4.64K
GSAH.U
2804
DELISTED
GS Acquisition Holdings Corp. Units, each consisting of one share of Class A common stock and one-th
GSAH.U
$654K ﹤0.01%
+64,000
New +$655K
NIHD
2805
DELISTED
NII Holdings, Inc. Common Stock
NIHD
$654K ﹤0.01%
167,766
+152,395
+991% +$416K
TACO
2806
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$653K ﹤0.01%
+46,047
New +$545K
OSBC icon
2807
Old Second Bancorp
OSBC
$1.29B
$650K ﹤0.01%
45,151
-10,229
-18% -$150K
HIX
2808
Western Asset High Income Fund II
HIX
$349M
$649K ﹤0.01%
100,839
+5,696
+6% +$37.2K
HSKA
2809
DELISTED
Heska Corp
HSKA
$649K ﹤0.01%
6,251
-1,322
-17% -$124K
HAYN
2810
DELISTED
Haynes International, Inc.
HAYN
$647K ﹤0.01%
17,611
-2,138
-11% -$86.2K
GMS
2811
DELISTED
GMS Inc
GMS
$644K ﹤0.01%
23,775
+3,088
+15% +$93.7K
HWKN icon
2812
Hawkins
HWKN
$2.67B
$642K ﹤0.01%
36,300
-4,772
-12% -$80.5K
VFH icon
2813
Vanguard Financials ETF
VFH
$13.5B
$642K ﹤0.01%
9,523
+5,015
+111% +$350K
CZNC icon
2814
Citizens & Northern Corp
CZNC
$456M
$640K ﹤0.01%
24,747
+1,071
+5% +$26.8K
SPWR
2815
DELISTED
SunPower Corporation Common Stock
SPWR
$637K ﹤0.01%
126,834
-9,289
-7% -$50.9K
ACIC icon
2816
American Coastal Insurance
ACIC
$515M
$635K ﹤0.01%
32,452
-543
-2% -$10.8K
DBVT
2817
DBV Technologies
DBVT
$799M
$635K ﹤0.01%
3,292
+1,150
+54% +$259K
LILAK icon
2818
Liberty Latin America Class C
LILAK
$1.63B
$631K ﹤0.01%
38,025
-31,027
-45% -$542K
IPI icon
2819
Intrepid Potash
IPI
$456M
$630K ﹤0.01%
15,356
+146
+1% +$6.38K
BOLD
2820
DELISTED
Audentes Therapeutics, Inc
BOLD
$628K ﹤0.01%
16,433
-6,123
-27% -$227K
CMRE icon
2821
Costamare
CMRE
$1.88B
$625K ﹤0.01%
78,357
-548,171
-87% -$4M
NEOS
2822
DELISTED
Neos Therapeutics, Inc
NEOS
$625K ﹤0.01%
99,990
+15,200
+18% +$113K
CHCT
2823
Community Healthcare Trust
CHCT
$523M
$624K ﹤0.01%
20,897
+10,092
+93% +$271K
SALM
2824
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
$621K ﹤0.01%
120,642
+101,356
+526% +$386K
GLD icon
2825
SPDR Gold Trust
GLD
$131B
$619K ﹤0.01%
5,213
+3,032
+139% +$375K
111 112
113
114 115

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.