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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
SIOX
3426
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
– –
-1,574
Closed -$17K
ALR
3427
DELISTED
AlerisLife Inc
ALR
– –
-1,162
Closed -$15K
DEX
3428
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
– –
-12,775
Closed -$148K
PSB.PRY
3429
DELISTED
PS Business Parks, Inc. 5.20% Cumulative Preferred Stock, Series Y
PSB.PRY
– –
-10,552
Closed -$243K
PSB.PRX
3430
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1,000 of a Share of 5.25 Percent Cumulative Preferred Stock, Series X
PSB.PRX
– –
-20,878
Closed -$487K
ALP.PRQ
3431
DELISTED
Alabama Power Co 5.00% Class A Preferred Stock
ALP.PRQ
– –
-12,456
Closed -$316K
HGH
3432
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
– –
-17,177
Closed -$504K
PBCTP
3433
DELISTED
People's United Financial, Inc. Perpetual Preferred Series A Fixed-to-floating Rate
PBCTP
– –
-15,148
Closed -$396K
NEE.PRK
3434
DELISTED
NextEra Energy Capital Holdings, Inc. Series K Junior Subordinated Debentures due June 1, 2076
NEE.PRK
– –
-36,954
Closed -$921K
IPLDP
3435
DELISTED
Interstate Power & Light Company Perp Prd Ser D
IPLDP
– –
-9,330
Closed -$231K
COF.PRH
3436
DELISTED
Capital One Financial Corporation Depositary Shares, Each Representing 1/40th Interest in a Share of
COF.PRH
– –
-10,053
Closed -$261K
COF.PRG
3437
DELISTED
Capital One Financial Corporation
COF.PRG
– –
-12,754
Closed -$316K
SOJB
3438
DELISTED
The Southern Company Series 2016A 5.25% Junior Subordinated Notes due October 1, 2076
SOJB
– –
-15,290
Closed -$376K
NNA
3439
DELISTED
Navios Maritime Acquisition Corporation
NNA
– –
-28,988
Closed -$365K
ACGLP
3440
DELISTED
Arch Capital Group Ltd. Depositary Shares Representing Interest in 5.25% Non-Cumulative Preferred Se
ACGLP
– –
-25,476
Closed -$618K
WFC.PRX
3441
DELISTED
Wells Fargo & Company Depositary Shares, each representing a 1/1,000th interest in a share of Non-Cu
WFC.PRX
– –
-15,767
Closed -$392K
DRUA
3442
DELISTED
Dominion Energy, Inc 2016 Series A 5.25% Enhanced Junior Subordinated Notes due 2076
DRUA
– –
-50,552
Closed -$1.23M
CHMA
3443
DELISTED
Chiasma, Inc. Common Stock
CHMA
– –
-11,737
Closed -$18K
PSA.PRD
3444
DELISTED
Public Storage
PSA.PRD
– –
-14,417
Closed -$342K
DTJ
3445
DELISTED
DTE Energy Company 2016 Series B 5.375% Junior Subordinated Debentures due 2076
DTJ
– –
-21,618
Closed -$533K
SCHW.PRC
3446
DELISTED
The Charles Schwab Corporation
SCHW.PRC
– –
-43,010
Closed -$1.12M
WRB.PRD
3447
DELISTED
W.R. Berkley Corporation5.75% Subordinated Debentures due 2056
WRB.PRD
– –
-23,184
Closed -$583K
C.PRS
3448
DELISTED
Citigroup Inc. Depositary Shares, each representing a 1/1,000th interest in a share of 6.300% Noncum
C.PRS
– –
-9,985
Closed -$263K
PSA.PRB
3449
DELISTED
Public Storage Depositary Shares Each Representing 1/1,000 of a 5.40% Cumulative Preferred Share of
PSA.PRB
– –
-15,815
Closed -$399K
USB.PRO
3450
DELISTED
U.S. BANCORP Depositary Shares Each Representing a 1/1,000th Interest in a Share of Series H Non-Cum
USB.PRO
– –
-9,398
Closed -$239K
136 137
138
139 140

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AF
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MCM
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PSUF
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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.