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
ROS
3526
DELISTED
ROSTELEKOM
ROS
– –
-35,535
Closed -$247K
GMTA
3527
DELISTED
GATX Corporation 5.625% Senior Notes 5/30/2066
GMTA
– –
-10,029
Closed -$252K
C.PRK
3528
DELISTED
Citigroup Inc. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 6.875% Fixed Rate/Floating Rate Noncumulative Preferred Stock, Series K
C.PRK
– –
-27,143
Closed -$761K
PFSW
3529
DELISTED
PFSweb, Inc.
PFSW
– –
-11,887
Closed -$104K
GS.PRJ
3530
DELISTED
GOLDMAN SACHS GROUP, INC. 5.50% SER J
GS.PRJ
– –
-47,590
Closed -$1.27M
RZA
3531
DELISTED
REINSURANCE GROUP OF AMERICA, INCORPORATED 6.20% Fixed-To-Floating Rate Subordinated Debentures due 2042
RZA
– –
-9,642
Closed -$273K
PNC.PRP
3532
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
– –
-48,294
Closed -$1.36M
USB.PRM
3533
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
– –
-17,423
Closed -$487K
RNR.PRE
3534
DELISTED
RENAISSANCERE HOLDINGS LTD 5.375% SER E
RNR.PRE
– –
-15,331
Closed -$382K
GS.PRN
3535
DELISTED
Goldman Sachs Group, Inc., The Depositary Shares, Each Representing 1/1,000th Interest in a Share of
GS.PRN
– –
-19,406
Closed -$520K
NEE.PRI
3536
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC. Series I Junior Subordinated Debentures due November 15, 2072
NEE.PRI
– –
-10,582
Closed -$261K
NEE.PRJ
3537
DELISTED
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
NEE.PRJ
– –
-10,120
Closed -$251K
BBT.PRG
3538
DELISTED
BB&T Corporation Depositary Shares each representing 1/1,000th interest in a share of Series G Non-C
BBT.PRG
– –
-22,395
Closed -$560K
VTRB
3539
DELISTED
Ventas Realty, Ltd Partnership
VTRB
– –
-11,779
Closed -$294K
ARLZ
3540
DELISTED
Aralez Pharmaceuticals Inc.
ARLZ
– –
-54,612
Closed -$82K
WR
3541
DELISTED
Westar Energy Inc
WR
– –
-176,233
Closed -$9.27M
SGY
3542
DELISTED
Stone Energy
SGY
– –
-48,613
Closed -$1.8M
DST
3543
DELISTED
DST Systems Inc.
DST
– –
-121,381
Closed -$10.2M
PGEM
3544
DELISTED
Ply Gem Holdings, Inc.
PGEM
– –
-20,388
Closed -$440K
AFAM
3545
DELISTED
Almost Family Inc
AFAM
– –
-32,531
Closed -$1.82M
MSFG
3546
DELISTED
MainSource Financial Group Inc
MSFG
– –
-36,294
Closed -$1.48M
CSBK
3547
DELISTED
Clifton Bancorp Inc.
CSBK
– –
-17,395
Closed -$272K
HAWK
3548
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
– –
-110,510
Closed -$4.94M
C.PRJ
3549
DELISTED
CITIGROUP INC. Depositary Shares, Each Representing a 1/1,000th Interest in a Share of 7.125% Fixed Rate / Floating Rate Noncumulative Preferred Stock, Series J
C.PRJ
– –
-18,469
Closed -$527K
LJPC
3550
DELISTED
La Jolla Pharmaceutical Company
LJPC
– –
-16,467
Closed -$490K
139 140 141
142
143

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.