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
JPM.PRA.CL
3476
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
– –
-10,625
Closed -$268K
ALL.PRE.CL
3477
DELISTED
Allstate Corporation Depositary Shares
ALL.PRE.CL
– –
-25,024
Closed -$650K
NNN.PRE.CL
3478
DELISTED
NATIONAL RETAIL PROPERTIES, INC. 5.70% SER E Called Redemption
NNN.PRE.CL
– –
-10,684
Closed -$268K
KIM.PRK.CL
3479
DELISTED
KIMCO REALTY CORPORATION Class K Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRK.CL
– –
-10,593
Closed -$247K
BAC.PRW.CL
3480
DELISTED
Bank of America Corporation Depositary Shares, each representing a 1/1000 th interest in a share of
BAC.PRW.CL
– –
-38,930
Closed -$1.02M
JPM.PRE.CL
3481
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400th interest in a share of 6.30% Non
JPM.PRE.CL
– –
-12,375
Closed -$323K
DLR.PRH.CL
3482
DELISTED
Digital Realty Trust, Inc.
DLR.PRH.CL
– –
-8,430
Closed -$222K
VZA.CL
3483
DELISTED
Verizon Communications Inc.
VZA.CL
– –
-19,724
Closed -$522K
JPM.PRB.CL
3484
DELISTED
JPMorgan Chase & Co.
JPM.PRB.CL
– –
-11,265
Closed -$294K
C.PRL.CL
3485
DELISTED
Citigroup Inc.
C.PRL.CL
– –
-14,786
Closed -$388K
SEND
3486
DELISTED
SendGrid, Inc.
SEND
– –
-10,446
Closed -$294K
KANG
3487
DELISTED
iKang Healthcare Group, Inc.
KANG
– –
-54,840
Closed -$1.09M
CYHHZ
3488
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$0 ﹤0.01%
+11,285
New +$105
EOCC
3489
DELISTED
Enel Generacion Chile S.A.
EOCC
– –
-228,782
Closed -$5.44M
ZOES
3490
DELISTED
Zoe's Kitchen, Inc.
ZOES
– –
-74,793
Closed -$1.08M
DDR.PRA
3491
DELISTED
DDR Corp.
DDR.PRA
– –
-18,871
Closed -$449K
VCO
3492
DELISTED
Vina Concha Y Toro 50 Shrs
VCO
– –
-26,701
Closed -$1.11M
ALOG
3493
DELISTED
Analogic Corp
ALOG
– –
-54,982
Closed -$5.27M
RPXC
3494
DELISTED
RPX Corporation
RPXC
– –
-219,237
Closed -$2.34M
FINL
3495
DELISTED
Finish Line
FINL
– –
-267,963
Closed -$3.63M
TWX
3496
DELISTED
Time Warner Inc
TWX
– –
-2,092,473
Closed -$198M
LAYN
3497
DELISTED
Layne Christensen Co
LAYN
– –
-17,343
Closed -$259K
GNRT
3498
DELISTED
Gener8 Maritime, Inc.
GNRT
– –
-205,858
Closed -$1.16M
MON
3499
DELISTED
Monsanto Co
MON
– –
-989,965
Closed -$116M
OA
3500
DELISTED
Orbital ATK, Inc.
OA
– –
-71,868
Closed -$9.53M
138 139
140
141 142

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.