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
VRTU
1776
DELISTED
Virtusa Corporation
VRTU
$4.3M ﹤0.01%
88,279
-10,060
-10% -$489K
MATW icon
1777
Matthews International
MATW
$866M
$4.29M ﹤0.01%
73,041
+9,383
+15% +$501K
ANDE icon
1778
Andersons Inc
ANDE
$2.41B
$4.29M ﹤0.01%
125,554
-1,829
-1% -$60.5K
PHI icon
1779
PLDT
PHI
$4.25B
$4.29M ﹤0.01%
183,493
-3,381
-2% -$87.5K
TISI icon
1780
Team
TISI
$79.5M
$4.27M ﹤0.01%
18,481
+308
+2% +$59.2K
NHI icon
1781
National Health Investors
NHI
$3.72B
$4.26M ﹤0.01%
57,832
-1,489
-3% -$105K
PLUS icon
1782
ePlus
PLUS
$2.42B
$4.26M ﹤0.01%
90,560
+7,302
+9% +$319K
SRI icon
1783
Stoneridge
SRI
$195M
$4.26M ﹤0.01%
121,111
-24,442
-17% -$742K
NHC icon
1784
National Healthcare
NHC
$3.53B
$4.25M ﹤0.01%
60,424
+9,607
+19% +$629K
SBS icon
1785
Sabesp
SBS
$19.1B
$4.25M ﹤0.01%
3,643,578
-2,615,785
-42% -$4.12M
MDP
1786
DELISTED
Meredith Corporation
MDP
$4.25M ﹤0.01%
83,245
-3,941
-5% -$202K
APLE icon
1787
Apple Hospitality REIT
APLE
$3.9B
$4.24M ﹤0.01%
237,374
-1,600
-0.7% -$29.2K
NCMI icon
1788
National CineMedia
NCMI
$376M
$4.24M ﹤0.01%
50,487
+2,071
+4% +$140K
SUM
1789
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$4.24M ﹤0.01%
164,212
-61,050
-27% -$1.7M
USG
1790
DELISTED
Usg
USG
$4.24M ﹤0.01%
98,260
-34,815
-26% -$1.45M
MMT
1791
Aberdeen Multi-Market Income Fund
MMT
$236M
$4.24M ﹤0.01%
749,602
+13,529
+2% +$76.8K
ECHO
1792
EchoStar
ECHO
$24.4B
$4.24M ﹤0.01%
117,692
-8,456
-7% -$345K
SFNC icon
1793
Simmons First National
SFNC
$3.41B
$4.23M ﹤0.01%
141,575
+5,014
+4% +$153K
CHSP
1794
DELISTED
Chesapeake Lodging Trust
CHSP
$4.23M ﹤0.01%
133,744
+12,952
+11% +$396K
CVA
1795
DELISTED
Covanta Holding Corporation
CVA
$4.23M ﹤0.01%
256,345
-201,751
-44% -$3.18M
EVTC icon
1796
Evertec
EVTC
$1.88B
$4.23M ﹤0.01%
193,503
-35,641
-16% -$725K
ANAT
1797
DELISTED
American National Group, Inc. Common Stock
ANAT
$4.23M ﹤0.01%
35,340
+859
+2% +$103K
INDB icon
1798
Independent Bank
INDB
$3.99B
$4.22M ﹤0.01%
53,821
+2,599
+5% +$198K
UMBF icon
1799
UMB Financial
UMBF
$11.1B
$4.22M ﹤0.01%
55,308
+3,674
+7% +$282K
XLI icon
1800
State Street Industrial Select Sector SPDR ETF
XLI
$32.7B
$4.21M ﹤0.01%
58,759
+33,528
+133% +$2.49M
70 71
72
73 74

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.