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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
WIFI
1426
DELISTED
Boingo Wireless, Inc.
WIFI
$6.75M 0.01%
298,645
+51,991
+21% +$1.19M
ALSN icon
1427
Allison Transmission
ALSN
$9.5B
$6.74M 0.01%
166,489
-17,197
-9% -$708K
GTY
1428
Getty Realty Corp
GTY
$2.11B
$6.74M 0.01%
239,249
-11,850
-5% -$306K
GNRC icon
1429
Generac Holdings
GNRC
$11.6B
$6.74M 0.01%
130,278
+9,961
+8% +$483K
BCC icon
1430
Boise Cascade
BCC
$2.69B
$6.73M 0.01%
150,491
-868
-0.6% -$38.1K
IBKC
1431
DELISTED
IBERIABANK Corp
IBKC
$6.72M 0.01%
88,645
+10,079
+13% +$794K
ARCB icon
1432
ArcBest
ARCB
$3.23B
$6.7M 0.01%
146,644
-1,377
-0.9% -$56.7K
EGP icon
1433
EastGroup Properties
EGP
$11.2B
$6.7M 0.01%
70,119
+6,034
+9% +$543K
UPBD icon
1434
Upbound Group
UPBD
$1.13B
$6.69M 0.01%
454,716
-29,056
-6% -$315K
UCB
1435
United Community Banks
UCB
$4.24B
$6.68M 0.01%
217,811
+32,213
+17% +$1.05M
MNRO icon
1436
Monro
MNRO
$383M
$6.68M 0.01%
114,962
-11,372
-9% -$642K
CLGX
1437
DELISTED
Corelogic, Inc.
CLGX
$6.67M 0.01%
128,590
+6,511
+5% +$327K
EOD
1438
Allspring Global Dividend Opportunity Fund
EOD
$279M
$6.67M 0.01%
1,193,762
-159,583
-12% -$915K
GPI icon
1439
Group 1 Automotive
GPI
$3.42B
$6.67M 0.01%
105,807
+9,173
+9% +$625K
QDEL icon
1440
QuidelOrtho
QDEL
$1.14B
$6.64M 0.01%
99,869
+4,544
+5% +$275K
EVV
1441
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$6.64M 0.01%
527,814
+50,299
+11% +$645K
SRCI
1442
DELISTED
SRC Energy Inc
SRCI
$6.64M 0.01%
602,583
+71,754
+14% +$800K
JGH icon
1443
Nuveen Global High Income Fund
JGH
$352M
$6.63M 0.01%
429,677
+20,896
+5% +$331K
HMN icon
1444
Horace Mann Educators
HMN
$2.1B
$6.63M 0.01%
148,690
+5,763
+4% +$255K
NEO icon
1445
NeoGenomics
NEO
$1.96B
$6.63M 0.01%
505,852
+46,870
+10% +$516K
TREE icon
1446
LendingTree
TREE
$447M
$6.63M 0.01%
31,007
+171
+0.6% +$47.4K
SHO icon
1447
Sunstone Hotel Investors
SHO
$2.19B
$6.63M 0.01%
398,774
-54,370
-12% -$884K
BRO icon
1448
Brown & Brown
BRO
$23.6B
$6.63M 0.01%
238,967
+14,234
+6% +$388K
CIEN icon
1449
Ciena
CIEN
$53.4B
$6.6M 0.01%
248,922
+2,335
+0.9% +$59.3K
IBOC icon
1450
International Bancshares
IBOC
$4.76B
$6.59M 0.01%
153,902
-4,809
-3% -$202K
56 57
58
59 60

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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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.