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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
GLIBP
3451
DELISTED
GCI Liberty, Inc. Series A Cumulative Redeemable Preferred Stock (DE)
GLIBP
– –
-10,407
Closed -$243K
BK.PRC
3452
DELISTED
THE BANK OF NEW YORK MELLON CORPORATION Depositary Shares each representing a 1/ 4,000th interest in
BK.PRC
– –
-30,241
Closed -$762K
COF.PRF
3453
DELISTED
Capital One Financial Corporation
COF.PRF
– –
-9,924
Closed -$264K
AFGH
3454
DELISTED
American Financial Group, Inc. 6.000% Subordinated Debentures due 2055
AFGH
– –
-14,862
Closed -$386K
WRB.PRB
3455
DELISTED
W.R. BERKLEY CORPORATION 5.625% Subordinated Debentures due 2053
WRB.PRB
– –
-10,150
Closed -$254K
RST
3456
DELISTED
ROSETTA STONE INC
RST
– –
-17,498
Closed -$230K
ENT
3457
DELISTED
Global Eagle Entertainment Inc.
ENT
– –
-3,244
Closed -$119K
JMEI
3458
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
– –
-1,064
Closed -$31K
RARX
3459
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
– –
-11,038
Closed -$59K
BCRH
3460
DELISTED
BLUE CAPITAL REINSURANCE HOLDINGS LTD.
BCRH
– –
-24,460
Closed -$298K
JPM.PRF.CL
3461
DELISTED
JPMorgan Chase & Co. Called
JPM.PRF.CL
– –
-24,643
Closed -$645K
PKD
3462
DELISTED
Parker Drilling Company
PKD
– –
-26,756
Closed -$255K
BAC.PRY.CL
3463
DELISTED
BANK OF AMERICA CORPORATION Depositary Shares representing a 1/1,000 th interest in a share of 6.500
BAC.PRY.CL
– –
-38,785
Closed -$1.02M
MS.PRG.CL
3464
DELISTED
MORGAN STANLEY 6.625% Called for Redemption
MS.PRG.CL
– –
-29,219
Closed -$769K
SNHNI
3465
DELISTED
SENIOR HOUSING PROPERTIES TRUST 5.625% Senior Notes due 2042
SNHNI
– –
-12,815
Closed -$320K
SNHNL
3466
DELISTED
Senior Housing Properties Trust 6.25% Senior Notes Due 2046
SNHNL
– –
-9,717
Closed -$251K
KIM.PRJ.CL
3467
DELISTED
KIMCO REALTY CORPORATION Class J Depositary Shares, each of which represents a one-one thousandth fr
KIM.PRJ.CL
– –
-15,359
Closed -$358K
PSA.PRA.CL
3468
DELISTED
Public Storage Depositary Shares Each Representing 1/1,000 of a 5.875% Cumulative Preferred Share of
PSA.PRA.CL
– –
-12,072
Closed -$312K
AFGE.CL
3469
DELISTED
American Financial Group, Inc 6 % Subordinated Debentures due 2054 Called for Redemption
AFGE.CL
– –
-14,843
Closed -$384K
ANFI
3470
DELISTED
AMIRA NATURE FOODS LTD
ANFI
– –
-13,017
Closed -$54K
SNNA
3471
DELISTED
Sienna Biopharmaceuticals, Inc.
SNNA
– –
-10,197
Closed -$191K
STT.PRE.CL
3472
DELISTED
State Street Corporation Depository Shares, each representing a 1/4,000th ownership interest in a sh
STT.PRE.CL
– –
-25,701
Closed -$676K
BBT.PRH
3473
DELISTED
BB&T Corporation
BBT.PRH
– –
-36,600
Closed -$974K
COF.PRD.CL
3474
DELISTED
CAPITAL ONE FINANCIAL CORPORATION SERIES D
COF.PRD.CL
– –
-23,171
Closed -$612K
COF.PRC.CL
3475
DELISTED
Capital One Financial Corporation
COF.PRC.CL
– –
-17,908
Closed -$464K
137 138
139
140 141

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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.