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
KIO
3376
KKR Income Opportunities Fund
KIO
$454M
– –
-14,045
Closed -$223K
LOB icon
3377
Live Oak Bancshares
LOB
$1.97B
– –
-7,495
Closed -$208K
MHF
3378
Western Asset Municipal High Income Fund
MHF
$152M
– –
-90,875
Closed -$653K
MITK icon
3379
Mitek Systems
MITK
$771M
– –
-15,348
Closed -$114K
MS.PRE icon
3380
Morgan Stanley Series E Preferred Stock
MS.PRE
$877M
– –
-33,902
Closed -$978K
MS.PRF icon
3381
Morgan Stanley Series F Preferred Stock
MS.PRF
$857K
– –
-11,217
Closed -$314K
MS.PRK icon
3382
Morgan Stanley Series K Preferred Stock
MS.PRK
$920M
– –
-19,746
Closed -$515K
NGS icon
3383
Natural Gas Services Group
NGS
$462M
– –
-10,852
Closed -$259K
NWPX icon
3384
NWPX Infrastructure Inc
NWPX
$1.22B
– –
-10,702
Closed -$185K
ONEQ icon
3385
Fidelity Nasdaq Composite Index ETF
ONEQ
$10.2B
– –
-9,530
Closed -$264K
PAM icon
3386
Pampa Energía
PAM
$4.77B
– –
-201,614
Closed -$12M
PFBC icon
3387
Preferred Bank
PFBC
$1.24B
– –
-16,790
Closed -$1.08M
PPT
3388
Franklin Premier Income Trust
PPT
$323M
– –
-49,939
Closed -$261K
RA
3389
Brookfield Real Assets Income Fund
RA
$706M
– –
-16,109
Closed -$351K
RAIL icon
3390
FreightCar America
RAIL
$261M
– –
-27,647
Closed -$370K
RZB
3391
DELISTED
Reinsurance Group of America 5.75% Fixed-To-Floating Rate Subordinated Debentures due 2056
RZB
– –
-9,639
Closed -$254K
SCHB icon
3392
Schwab US Broad Market ETF
SCHB
$43B
– –
-20,442
Closed -$217K
SCHW.PRD
3393
Charles Schwab 5.95% Series D Preferred Stock
SCHW.PRD
$725M
– –
-21,742
Closed -$569K
SFB
3394
Stifel Financial Corp 5.20% Senior Notes due 2047
SFB
– –
-10,927
Closed -$269K
SMH icon
3395
VanEck Semiconductor ETF
SMH
$65B
– –
-4,456
Closed -$232K
SNCR
3396
DELISTED
Synchronoss Technologies
SNCR
– –
-15,154
Closed -$1.44M
STEW
3397
SRH Total Return Fund
STEW
$1.78B
– –
-38,470
Closed -$415K
STT.PRG icon
3398
State Street Corp Series G Preferred Stock
STT.PRG
$425M
– –
-25,597
Closed -$686K
TBB
3399
AT&T 5.350% Global Notes due 2066
TBB
$1.05B
– –
-62,052
Closed -$1.58M
TEO icon
3400
Telecom Argentina
TEO
$5.99B
– –
-7,520
Closed -$236K
134 135
136
137 138

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.