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
LVS icon
376
Las Vegas Sands
LVS
$31.6B
$47.3M 0.04%
619,096
+43,913
+8% +$3.35M
CNP icon
377
CenterPoint Energy
CNP
$27.8B
$47M 0.04%
1,696,916
-45,178
-3% -$1.19M
RGA icon
378
Reinsurance Group of America
RGA
$15.5B
$47M 0.04%
352,037
-33,653
-9% -$5.02M
NRG icon
379
NRG Energy
NRG
$28.1B
$46.9M 0.04%
1,527,944
+68,320
+5% +$2.21M
WBK
380
DELISTED
Westpac Banking Corporation
WBK
$46.9M 0.04%
2,161,283
+112,522
+5% +$2.44M
DCM
381
DELISTED
NTT DOCOMO, Inc.
DCM
$46.7M 0.04%
+1,839,278
New +$47.9M
HSIC icon
382
Henry Schein
HSIC
$9.66B
$46.1M 0.04%
809,886
+183,999
+29% +$10.4M
CTAS icon
383
Cintas
CTAS
$81.7B
$46M 0.04%
994,380
-25,732
-3% -$1.16M
PNW icon
384
Pinnacle West Capital
PNW
$12.3B
$45.5M 0.04%
565,102
+16,578
+3% +$1.3M
CSGP icon
385
CoStar Group
CSGP
$11.5B
$45.5M 0.04%
1,102,850
+101,520
+10% +$3.91M
HBAN icon
386
Huntington Bancshares
HBAN
$34.4B
$45.5M 0.04%
3,080,280
+55,339
+2% +$832K
BUD icon
387
AB InBev
BUD
$166B
$45.4M 0.04%
451,031
-110,322
-20% -$10.9M
A icon
388
Agilent Technologies
A
$38.5B
$45.4M 0.04%
733,898
+34,988
+5% +$2.28M
CBRE icon
389
CBRE Group
CBRE
$42.2B
$44.8M 0.04%
938,766
-30,847
-3% -$1.46M
AIZ icon
390
Assurant
AIZ
$13.9B
$44.8M 0.04%
432,558
+20,166
+5% +$1.9M
RSG icon
391
Republic Services
RSG
$64.8B
$44.6M 0.04%
653,110
+32,182
+5% +$2.17M
KLAC icon
392
KLA
KLAC
$241B
$44.3M 0.04%
4,317,210
-227,480
-5% -$2.47M
WHR icon
393
Whirlpool
WHR
$2.42B
$44.2M 0.04%
302,328
+8,951
+3% +$1.36M
VO icon
394
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$44M 0.04%
1,115,312
+5,424
+0.5% +$213K
RY icon
395
Royal Bank of Canada
RY
$293B
$43.9M 0.04%
583,358
+29,913
+5% +$2.29M
WRK
396
DELISTED
WestRock Company
WRK
$43.9M 0.04%
770,025
-3,146
-0.4% -$193K
SAN icon
397
Banco Santander
SAN
$202B
$43.9M 0.04%
8,578,227
-1,459,574
-15% -$8.54M
SKM icon
398
SK Telecom
SKM
$12.2B
$43.8M 0.04%
1,138,784
+70,000
+7% +$2.72M
LDOS icon
399
Leidos
LDOS
$14.1B
$43.7M 0.04%
741,406
-76,280
-9% -$4.76M
PPLI
400
People Inc
PPLI
$3.02B
$43.6M 0.04%
1,598,104
-145,526
-8% -$3.98M
14 15
16
17 18

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.