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
XERS icon
2951
Xeris Biopharma Holdings
XERS
$1.39B
$412K ﹤0.01%
+21,700
New +$422K
OOMA icon
2952
Ooma
OOMA
$598M
$411K ﹤0.01%
29,026
-11,565
-28% -$136K
EBSB
2953
DELISTED
Meridian Bancorp, Inc.
EBSB
$411K ﹤0.01%
21,474
+3,844
+22% +$75.1K
QTTB icon
2954
Q32 Bio
QTTB
$466M
$408K ﹤0.01%
+1,111
New +$398K
MRLN
2955
DELISTED
Marlin Business Services Corp
MRLN
$408K ﹤0.01%
13,669
-1,772
-11% -$52K
ACET
2956
DELISTED
Aceto Corp
ACET
$408K ﹤0.01%
121,737
+65,950
+118% +$259K
HK
2957
DELISTED
Halcon Resources Corporation
HK
$407K ﹤0.01%
92,706
-19,355
-17% -$93.9K
AC
2958
DELISTED
Associated Capital Group
AC
$406K ﹤0.01%
10,745
+176
+2% +$6.61K
FLY
2959
DELISTED
Fly Leasing Limited
FLY
$404K ﹤0.01%
28,697
+5,679
+25% +$78.4K
IWB icon
2960
iShares Russell 1000 ETF
IWB
$48.2B
$403K ﹤0.01%
+2,652
New +$400K
KBE icon
2961
State Street SPDR S&P Bank ETF
KBE
$1.64B
$403K ﹤0.01%
8,544
-1,378
-14% -$67.3K
BGX
2962
Blackstone Long-Short Credit Income Fund
BGX
$136M
$402K ﹤0.01%
24,397
-80,539
-77% -$1.34M
WATT icon
2963
Energous
WATT
$77.6M
$402K ﹤0.01%
45
-9
-17% -$94.5K
HOLI
2964
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$402K ﹤0.01%
18,161
-530
-3% -$12.4K
CARG icon
2965
CarGurus
CARG
$3.27B
$401K ﹤0.01%
11,555
+1,081
+10% +$36.4K
SPP
2966
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$401K ﹤0.01%
63,126
– –
DSI icon
2967
iShares MSCI KLD 400 Social ETF
DSI
$5.3B
$398K ﹤0.01%
7,880
-1,382
-15% -$69.4K
FBK icon
2968
FB Financial Corp
FBK
$3.02B
$397K ﹤0.01%
9,753
+1,356
+16% +$56K
XHB icon
2969
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
$395K ﹤0.01%
9,993
-116
-1% -$4.63K
CETV
2970
DELISTED
Central European Media Enterprises Ltd
CETV
$395K ﹤0.01%
95,091
+15,723
+20% +$62.5K
ESSA
2971
DELISTED
ESSA Bancorp
ESSA
$394K ﹤0.01%
24,879
-193
-0.8% -$2.93K
TA
2972
DELISTED
TravelCenters of America LLC
TA
$394K ﹤0.01%
22,497
-278
-1% -$4.8K
OTE
2973
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$394K ﹤0.01%
63,054
+12,148
+24% +$75.9K
IBA
2974
DELISTED
Industrias Bachoco SAB De C.V.
IBA
$393K ﹤0.01%
6,812
+1,325
+24% +$77.3K
NYRT
2975
DELISTED
New York REIT, Inc.
NYRT
$393K ﹤0.01%
21,573
+7,114
+49% +$141K
117 118
119
120 121

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.