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
PPBI
2351
DELISTED
Pacific Premier Bancorp
PPBI
$1.93M ﹤0.01%
50,703
+7,472
+17% +$305K
SCD
2352
LMP Capital and Income Fund
SCD
$355M
$1.93M ﹤0.01%
150,202
+8,469
+6% +$110K
FOE
2353
DELISTED
Ferro Corporation
FOE
$1.93M ﹤0.01%
92,452
+1,967
+2% +$43.3K
EGHT icon
2354
8x8 Inc
EGHT
$269M
$1.93M ﹤0.01%
96,126
-41,206
-30% -$822K
OPB
2355
DELISTED
Opus Bank Common Stock
OPB
$1.92M ﹤0.01%
67,047
+5,741
+9% +$166K
CVON
2356
DELISTED
ConvergeOne Holdings, Inc. Class A Common Stock
CVON
$1.92M ﹤0.01%
+204,585
New +$1.85M
BGB
2357
Blackstone Strategic Credit 2027 Term Fund
BGB
$499M
$1.92M ﹤0.01%
121,436
-186,203
-61% -$2.96M
MTUS icon
2358
Metallus
MTUS
$838M
$1.92M ﹤0.01%
117,343
+3,459
+3% +$59.2K
WEB
2359
DELISTED
Web.com Group, Inc.
WEB
$1.89M ﹤0.01%
73,232
+8,932
+14% +$180K
PEGA icon
2360
Pegasystems
PEGA
$5.02B
$1.89M ﹤0.01%
68,960
-2,082
-3% -$63.8K
VUG icon
2361
Vanguard Morningstar Growth ETF
VUG
$220B
$1.89M ﹤0.01%
75,672
-1,368
-2% -$33.5K
ENIC icon
2362
Enel Chile
ENIC
$6.14B
$1.89M ﹤0.01%
386,782
-525,277
-58% -$3.03M
ASRT
2363
DELISTED
Assertio
ASRT
$1.88M ﹤0.01%
4,704
+257
+6% +$104K
DSGX icon
2364
Descartes Systems
DSGX
$6.44B
$1.88M ﹤0.01%
57,720
+35,207
+156% +$1.06M
CWST icon
2365
Casella Waste Systems
CWST
$5.71B
$1.87M ﹤0.01%
73,069
+5,580
+8% +$138K
GEOS icon
2366
Geospace Technologies
GEOS
$94.6M
$1.87M ﹤0.01%
132,740
+80,230
+153% +$929K
LNN icon
2367
Lindsay Corp
LNN
$1.13B
$1.87M ﹤0.01%
19,239
+451
+2% +$42.5K
VTI icon
2368
Vanguard Morningstar Total Stock Market ETF
VTI
$660B
$1.87M ﹤0.01%
13,285
-1,515
-10% -$211K
ADTN icon
2369
Adtran
ADTN
$689M
$1.86M ﹤0.01%
125,337
-92,485
-42% -$1.38M
NPKI
2370
NPK International
NPKI
$1.06B
$1.86M ﹤0.01%
171,535
+5,190
+3% +$52.7K
RGP icon
2371
Resources Connection
RGP
$151M
$1.86M ﹤0.01%
110,083
+13,945
+15% +$228K
CHA
2372
DELISTED
China Telecom Corporation, LTD
CHA
$1.86M ﹤0.01%
40,012
+19,444
+95% +$907K
HMHC
2373
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1.85M ﹤0.01%
242,169
+38,644
+19% +$274K
SYBT icon
2374
Stock Yards Bancorp
SYBT
$2.64B
$1.85M ﹤0.01%
48,530
-4,808
-9% -$184K
ETD icon
2375
Ethan Allen Interiors
ETD
$570M
$1.85M ﹤0.01%
75,492
-43,154
-36% -$1.02M
93 94
95
96 97

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.