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
IPHS
1976
DELISTED
Innophos Holdings, Inc.
IPHS
$3.31M ﹤0.01%
69,498
-14,550
-17% -$662K
GLNG icon
1977
Golar LNG
GLNG
$5B
$3.3M ﹤0.01%
112,087
+5,703
+5% +$173K
NAV
1978
DELISTED
Navistar International
NAV
$3.29M ﹤0.01%
80,892
-2,266
-3% -$86.5K
CUZ icon
1979
Cousins Properties
CUZ
$5.19B
$3.29M ﹤0.01%
84,762
-64,373
-43% -$2.34M
GSBC icon
1980
Great Southern Bancorp
GSBC
$874M
$3.28M ﹤0.01%
57,310
+30,423
+113% +$1.69M
HFWA icon
1981
Heritage Financial
HFWA
$1.22B
$3.28M ﹤0.01%
94,041
-35,699
-28% -$1.14M
VRN
1982
DELISTED
Veren
VRN
$3.27M ﹤0.01%
445,635
+2,524
+0.6% +$19.9K
QTS
1983
DELISTED
QTS REALTY TRUST, INC.
QTS
$3.27M ﹤0.01%
82,924
+27,088
+49% +$1M
MRTN icon
1984
Marten Transport
MRTN
$1.21B
$3.27M ﹤0.01%
209,172
-12,201
-6% -$180K
AXGN icon
1985
Axogen
AXGN
$2.27B
$3.27M ﹤0.01%
65,009
+143
+0.2% +$6.3K
DATA
1986
DELISTED
Tableau Software, Inc.
DATA
$3.26M ﹤0.01%
33,309
+3,174
+11% +$291K
SASR
1987
DELISTED
Sandy Spring Bancorp Inc
SASR
$3.25M ﹤0.01%
79,156
-5,920
-7% -$242K
MSTR icon
1988
Strategy Inc
MSTR
$34.1B
$3.23M ﹤0.01%
253,250
-11,910
-4% -$155K
AU icon
1989
AngloGold Ashanti
AU
$40.1B
$3.23M ﹤0.01%
393,751
-101,748
-21% -$890K
UNT
1990
DELISTED
UNIT Corporation
UNT
$3.23M ﹤0.01%
126,418
+5,843
+5% +$129K
SBGI icon
1991
Sinclair Inc
SBGI
$992M
$3.22M ﹤0.01%
100,273
+12,969
+15% +$388K
FCE.A
1992
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$3.21M ﹤0.01%
140,739
-23,343
-14% -$479K
ABAX
1993
DELISTED
Abaxis Inc
ABAX
$3.21M ﹤0.01%
38,665
-9,085
-19% -$697K
FM
1994
DELISTED
iShares Frontier and Select EM ETF
FM
$3.2M ﹤0.01%
110,974
+1,041
+0.9% +$33.5K
HPP
1995
Hudson Pacific Properties
HPP
$747M
$3.19M ﹤0.01%
12,884
-825
-6% -$195K
USMV icon
1996
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$3.19M ﹤0.01%
60,018
+29,261
+95% +$1.54M
CRAY
1997
DELISTED
Cray, Inc.
CRAY
$3.19M ﹤0.01%
129,478
+57,381
+80% +$1.43M
QUAD icon
1998
Quad
QUAD
$536M
$3.18M ﹤0.01%
152,873
+14,592
+11% +$319K
CCJ icon
1999
Cameco
CCJ
$37.6B
$3.18M ﹤0.01%
282,575
+4,775
+2% +$52K
HMSY
2000
DELISTED
HMS Holdings Corp.
HMSY
$3.18M ﹤0.01%
146,977
+4,018
+3% +$81.2K
78 79
80
81 82

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.