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
CSW
3176
CSW Industrials
CSW
$5.15B
$205K ﹤0.01%
+3,888
New +$185K
IOVA icon
3177
Iovance Biotherapeutics
IOVA
$1.96B
$205K ﹤0.01%
16,043
-86,595
-84% -$1.27M
VIA
3178
DELISTED
Viacom Inc. Class A
VIA
$205K ﹤0.01%
+5,796
New +$200K
CWCO icon
3179
Consolidated Water Co
CWCO
$472M
$204K ﹤0.01%
15,851
+3,255
+26% +$43.4K
VV icon
3180
Vanguard Morningstar Large-Cap ETF
VV
$52.1B
$204K ﹤0.01%
1,636
-169
-9% -$21K
PAK
3181
DELISTED
Global X MSCI Pakistan ETF
PAK
$204K ﹤0.01%
4,600
– –
SREV
3182
DELISTED
ServiceSource International, Inc.
SREV
$203K ﹤0.01%
51,560
-4,220
-8% -$16.8K
SPLV icon
3183
Invesco S&P 500 Low Volatility ETF
SPLV
$7.09B
$200K ﹤0.01%
+4,226
New +$198K
IMH
3184
DELISTED
Impac Mortgage Holdings Inc.
IMH
$200K ﹤0.01%
21,020
-4,584
-18% -$41K
GSM icon
3185
FerroAtlántica
GSM
$589M
$199K ﹤0.01%
23,263
-29,692
-56% -$312K
RIGL icon
3186
Rigel Pharmaceuticals
RIGL
$693M
$199K ﹤0.01%
7,045
+4,058
+136% +$144K
EMKR
3187
DELISTED
Emcore Corp
EMKR
$198K ﹤0.01%
3,918
-4,850
-55% -$245K
FNWB icon
3188
First Northwest Bancorp
FNWB
$112M
$196K ﹤0.01%
12,296
-228
-2% -$3.76K
RC
3189
Ready Capital
RC
$260M
$194K ﹤0.01%
+11,966
New +$182K
KALA icon
3190
KALA BIO
KALA
$13.6M
$189K ﹤0.01%
+6
New +$230K
HABT
3191
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
$187K ﹤0.01%
18,689
+3,123
+20% +$29.1K
SCTL
3192
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$185K ﹤0.01%
40,987
+18,626
+83% +$148K
KEG
3193
DELISTED
Key Energy Services, Inc. Common Stock
KEG
$183K ﹤0.01%
11,255
-2,650
-19% -$41.5K
CLPR
3194
Clipper Realty
CLPR
$45.1M
$182K ﹤0.01%
21,275
-3,254
-13% -$28K
BCOV
3195
DELISTED
Brightcove, Inc.
BCOV
$182K ﹤0.01%
18,883
-116
-0.6% -$1.07K
CSIQ icon
3196
Canadian Solar
CSIQ
$1B
$180K ﹤0.01%
+14,729
New +$221K
NWHM
3197
DELISTED
THE NEW HOME COMPANY INC.
NWHM
$179K ﹤0.01%
+17,927
New +$184K
HCKT icon
3198
Hackett Group
HCKT
$267M
$177K ﹤0.01%
11,019
+979
+10% +$15.9K
LIND icon
3199
Lindblad Expeditions
LIND
$1.93B
$177K ﹤0.01%
13,348
-953
-7% -$11.3K
PMBC
3200
DELISTED
Pacific Mercantile Bancorp
PMBC
$177K ﹤0.01%
18,182
-6,431
-26% -$62.6K
126 127
128
129 130

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.