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
PRAH
1376
DELISTED
PRA Health Sciences, Inc.
PRAH
$7.28M 0.01%
78,017
-60,935
-44% -$5.25M
SCHX icon
1377
Schwab US Large- Cap ETF
SCHX
$71.8B
$7.28M 0.01%
+672,294
New +$7.25M
AXON
1378
Axon Enterprise
AXON
$42.5B
$7.27M 0.01%
115,074
-14,829
-11% -$802K
DLPH
1379
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$7.27M 0.01%
159,843
-28,119
-15% -$1.4M
WGL
1380
DELISTED
Wgl Holdings
WGL
$7.26M 0.01%
81,777
+3,306
+4% +$288K
AWR icon
1381
American States Water
AWR
$3.36B
$7.25M 0.01%
126,932
-4,154
-3% -$230K
EEP
1382
DELISTED
Enbridge Energy Partners
EEP
$7.25M 0.01%
663,518
+52,206
+9% +$522K
ASIX icon
1383
AdvanSix
ASIX
$541M
$7.25M 0.01%
197,794
+10,141
+5% +$380K
SMCI icon
1384
Super Micro Computer
SMCI
$18.4B
$7.25M 0.01%
3,063,510
-156,780
-5% -$343K
MFGP
1385
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$7.24M 0.01%
346,579
+111,726
+48% +$2.36M
CGNX icon
1386
Cognex
CGNX
$10.9B
$7.22M 0.01%
161,868
-22,541
-12% -$1.07M
WBC
1387
DELISTED
WABCO HOLDINGS INC.
WBC
$7.19M 0.01%
61,442
-3,089
-5% -$393K
VEEV icon
1388
Veeva Systems
VEEV
$33.1B
$7.17M 0.01%
93,254
-20,046
-18% -$1.52M
MTRN icon
1389
Materion
MTRN
$4.39B
$7.15M 0.01%
132,113
+1,315
+1% +$71.4K
BHE icon
1390
Benchmark Electronics
BHE
$2.87B
$7.15M 0.01%
245,287
-29,693
-11% -$853K
GMED icon
1391
Globus Medical
GMED
$10.7B
$7.15M 0.01%
141,626
+16,204
+13% +$845K
DRH icon
1392
Diamondrock Hospitality Co
DRH
$2.71B
$7.12M 0.01%
580,128
+75,448
+15% +$883K
FBR
1393
DELISTED
Fibria Celulose Sa
FBR
$7.12M 0.01%
382,740
-120,312
-24% -$2.32M
ASX icon
1394
ASE Group
ASX
$77.3B
$7.09M 0.01%
1,540,701
-324,064
-17% -$1.78M
USNA icon
1395
Usana Health Sciences
USNA
$408M
$7.09M 0.01%
61,458
+28,849
+88% +$3.16M
SF
1396
Stifel
SF
$12.6B
$7.07M 0.01%
304,220
-2,802
-0.9% -$72.9K
SJI
1397
DELISTED
South Jersey Industries, Inc.
SJI
$7.07M 0.01%
211,089
+15,498
+8% +$486K
CW icon
1398
Curtiss-Wright
CW
$26.7B
$7.06M 0.01%
59,333
-11,648
-16% -$1.52M
SAIC icon
1399
Saic
SAIC
$4.95B
$7.02M 0.01%
86,751
-180
-0.2% -$15.3K
VIAV icon
1400
Viavi Solutions
VIAV
$9.12B
$7.02M 0.01%
685,518
+90,091
+15% +$891K
54 55
56
57 58

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.