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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
TGS icon
3401
Transportadora de Gas del Sur
TGS
$4.73B
– –
-94,154
Closed -$1.84M
TNK icon
3402
Teekay Tankers
TNK
$2.68B
– –
-1,531
Closed -$15K
TOTL icon
3403
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.1B
– –
-4,374
Closed -$210K
VNM icon
3404
VanEck Vietnam ETF
VNM
$502M
– –
-208,200
Closed -$4.07M
VNO.PRM icon
3405
Vornado Realty Trust 5.25% Series M Preferred Shares
VNO.PRM
$222M
– –
-20,872
Closed -$480K
VYM icon
3406
Vanguard High Dividend Yield ETF
VYM
$80.9B
– –
-4,646
Closed -$383K
WBS.PRF icon
3407
Webster Financial Corp 5.25% Series F Preferred Stock
WBS.PRF
$122M
– –
-10,731
Closed -$260K
WFC.PRY icon
3408
Wells Fargo & Co
WFC.PRY
$616M
– –
-15,747
Closed -$394K
YPF icon
3409
YPF
YPF
$20.4B
– –
-373,300
Closed -$8.07M
FLG.PRA
3410
Flagstar Bank National Association Series A Preferred Stock
FLG.PRA
$117M
– –
-18,989
Closed -$517K
GTHX
3411
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
– –
-38,374
Closed -$1.42M
RF.PRB
3412
DELISTED
REGIONS FINANCIAL CORPORATION
RF.PRB
– –
-23,047
Closed -$641K
GS.PRK
3413
DELISTED
GOLDMAN SACHS GROUP, INC. THE 6.375%
GS.PRK
– –
-23,011
Closed -$657K
CBAY
3414
DELISTED
Cymabay Therapeutics
CBAY
– –
-122,984
Closed -$1.6M
STT.PRD
3415
DELISTED
State Street Corporation Depository Shares, each representing a 1/4000th ownership interest in a share of Fixed-to-Floating Rate Non-Cumulative Perpetual Preferred Stock, Series D
STT.PRD
– –
-17,133
Closed -$470K
WFC.PRR
3416
DELISTED
WELLS FARGO & COMPANY Depositary Shares, each representing a 1/1,000th interest in a share of 6.625% Fixed-to-Floating Rate Non-Cumulative Perpetual Class A Preferred Stock, Series R
WFC.PRR
– –
-37,722
Closed -$1.05M
ARAV
3417
DELISTED
Aravive, Inc. Common Stock
ARAV
– –
-6,865
Closed -$68K
NM
3418
DELISTED
Navios Maritime Holdings Inc.
NM
– –
-154,539
Closed -$1.39M
CCF
3419
DELISTED
Chase Corporation
CCF
– –
-4,070
Closed -$474K
JPS
3420
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
– –
-142,791
Closed -$1.4M
WFC.PRQ
3421
DELISTED
Wells Fargo & Co.
WFC.PRQ
– –
-20,495
Closed -$539K
ACGN
3422
DELISTED
Aceragen Inc
ACGN
– –
-125
Closed -$31K
NIQ
3423
DELISTED
NUVEEN INTERMEDIATE DURATION QUALITY MUNICIPAL TERM FUND
NIQ
– –
-12,353
Closed -$155K
SEAC
3424
DELISTED
Seachange International Inc
SEAC
– –
-572
Closed -$31K
AGRX
3425
DELISTED
Agile Therapeutics
AGRX
– –
-5
Closed -$27K
135 136
137
138 139

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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.