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
FICO icon
826
Fair Isaac
FICO
$24.3B
$16M 0.02%
82,844
+8,570
+12% +$1.55M
TRU icon
827
TransUnion
TRU
$15.1B
$16M 0.02%
223,458
+2,232
+1% +$149K
WWD icon
828
Woodward
WWD
$21.3B
$16M 0.02%
207,732
+65,850
+46% +$4.94M
MBFI
829
DELISTED
MB Financial Corp
MBFI
$15.9M 0.02%
341,034
+17,890
+6% +$818K
BPOP icon
830
Popular Inc
BPOP
$11.2B
$15.9M 0.02%
351,948
-43,913
-11% -$2.01M
VE
831
DELISTED
VEOLIA ENVIRONNEMENT
VE
$15.9M 0.02%
747,552
+22,048
+3% +$469K
ACM icon
832
Aecom
ACM
$9.3B
$15.9M 0.02%
480,747
-242,679
-34% -$8.33M
FANG icon
833
Diamondback Energy
FANG
$57.1B
$15.8M 0.02%
120,082
-10,415
-8% -$1.29M
GNTX icon
834
Gentex
GNTX
$4.97B
$15.8M 0.02%
685,559
+23,899
+4% +$567K
UGI icon
835
UGI
UGI
$7.74B
$15.8M 0.01%
302,702
+21,964
+8% +$1.06M
HBI
836
DELISTED
Hanesbrands
HBI
$15.7M 0.01%
714,994
+215,643
+43% +$4.07M
OC icon
837
Owens Corning
OC
$11.2B
$15.7M 0.01%
248,170
-144,557
-37% -$9.98M
WP
838
DELISTED
Worldpay, Inc.
WP
$15.7M 0.01%
192,125
+32,337
+20% +$2.64M
JBLU icon
839
JetBlue
JBLU
$2.28B
$15.7M 0.01%
826,557
-813,714
-50% -$15.7M
REG icon
840
Regency Centers
REG
$14.7B
$15.7M 0.01%
252,589
+9,918
+4% +$582K
IPGP icon
841
IPG Photonics
IPGP
$3.61B
$15.6M 0.01%
70,762
+10,376
+17% +$2.45M
WRB icon
842
W.R. Berkley
WRB
$26.9B
$15.5M 0.01%
721,710
+77,284
+12% +$1.72M
DRE
843
DELISTED
Duke Realty Corp.
DRE
$15.5M 0.01%
533,373
+28,334
+6% +$782K
ALB icon
844
Albemarle
ALB
$13.9B
$15.5M 0.01%
164,072
+4,877
+3% +$468K
BPL
845
DELISTED
Buckeye Partners, L.P.
BPL
$15.4M 0.01%
439,556
+39,082
+10% +$1.49M
WAB icon
846
Wabtec
WAB
$49.1B
$15.4M 0.01%
156,208
+3,019
+2% +$281K
ATO icon
847
Atmos Energy
ATO
$28.8B
$15.4M 0.01%
170,560
+9,884
+6% +$856K
EFOR
848
Everforth Inc
EFOR
$1.17B
$15.4M 0.01%
196,384
-6,573
-3% -$538K
CMG icon
849
Chipotle Mexican Grill
CMG
$47.2B
$15.4M 0.01%
1,779,350
+186,200
+12% +$1.52M
TRMB icon
850
Trimble
TRMB
$13.2B
$15.3M 0.01%
467,153
+4,417
+1% +$153K
32 33
34
35 36

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.