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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
CLSD
3351
DELISTED
Clearside Biomedical
CLSD
– –
-4,509
Closed -$726K
CMSA
3352
CMS Energy Corp 5.625% Junior Subordinated Notes due 2078
CMSA
$167M
– –
-10,547
Closed -$264K
CRESY
3353
Cresud
CRESY
$823M
– –
-158,317
Closed -$2.86M
DLR.PRJ icon
3354
Digital Realty Trust 5.250% Series J Preferred Stock
DLR.PRJ
$159M
– –
-10,627
Closed -$253K
DTW
3355
DTE Energy Company 2017 Series E 5.25% Junior Subordinated Debentures due 2077
DTW
$323M
– –
-20,828
Closed -$503K
EAI
3356
Entergy Arkansas First Mortgage Bonds 4.875% Series due Sept 1 2066
EAI
$327M
– –
-10,760
Closed -$259K
ELC
3357
Entergy Louisiana Collateral Trust Mortgage Bonds 4.875 % Series due Sept 1 2066
ELC
$216M
– –
-10,703
Closed -$258K
ELDN icon
3358
Eledon Pharmaceuticals
ELDN
$263M
– –
-743
Closed -$67K
ELF icon
3359
e.l.f. Beauty
ELF
$4.85B
– –
-17,552
Closed -$340K
EMP
3360
Entergy Mississippi First Mortgage Bonds 4.90% Series due October 1 2066
EMP
– –
-15,298
Closed -$374K
ENO
3361
Entergy New Orleans First Mortgage Bonds 5.50% Series due Apr 1 2066
ENO
$92.1M
– –
-18,162
Closed -$459K
EWG icon
3362
iShares MSCI Germany ETF
EWG
$1.6B
– –
-10,285
Closed -$330K
FITB.PRI
3363
Fifth Third Bancorp Depositary Shares 6.625% Fixed-to-Floating Rate Preferred Stock Series I
FITB.PRI
$458M
– –
-11,437
Closed -$333K
FOR icon
3364
Forestar Group
FOR
$1.47B
– –
-15,655
Closed -$331K
FRT.PRC icon
3365
Federal Realty Investment Trust 5% Series C Preferred Share
FRT.PRC
$115M
– –
-10,640
Closed -$242K
FTS icon
3366
Fortis
FTS
$29.3B
– –
-6,302
Closed -$213K
GGAL icon
3367
Galicia Financial Group
GGAL
$8.29B
– –
-120,615
Closed -$7.93M
GPJA
3368
Georgia Power Company Series 2017A 5.00% Junior Subordinated Notes due Oct 1 2077
GPJA
$224M
– –
-15,720
Closed -$386K
HBCP icon
3369
Home Bancorp
HBCP
$558M
– –
-4,734
Closed -$204K
IAU icon
3370
iShares Gold Trust
IAU
$63.8B
– –
-32,148
Closed -$818K
ICLN icon
3371
iShares Global Clean Energy ETF
ICLN
$2.33B
– –
-41,130
Closed -$392K
IRS
3372
IRSA Inversiones y Representaciones
IRS
$1.31B
– –
-89,437
Closed -$2.04M
KEY.PRI icon
3373
KeyCorp Series E Preferred Stock
KEY.PRI
$505M
– –
-33,248
Closed -$938K
KIM.PRL icon
3374
Kimco Realty Corp 5.125% Class L Preferred Stock
KIM.PRL
$173M
– –
-10,731
Closed -$236K
KIM.PRM icon
3375
Kimco Realty Corp 5.25% Class M Preferred Stock
KIM.PRM
$207M
– –
-30,580
Closed -$672K
133 134
135
136 137

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MCM
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PSUF
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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.