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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
+4.03%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$121B
AUM Growth
+$5.36B
Cap. Flow
+$1.6B
Cap. Flow %
1.32%
Top 10 Hldgs %
15.87%
Holding
4,088
New
164
Increased
2,088
Reduced
1,678
Closed
134

Top Buys

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$121M
2
DOW icon
Dow Inc
DOW
+$103M
3
MSFT icon
Microsoft
MSFT
+$75M
4
ACN icon
Accenture
ACN
+$58.5M
5
AMZN icon
Amazon
AMZN
+$53.4M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$257M
2
DD icon
DuPont de Nemours
DD
+$113M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$74M
4
MMM icon
3M
MMM
+$56.4M
5
OXY icon
Occidental Petroleum
OXY
+$51.4M

Sector Composition

Rank Sector Weight
1 Technology 15.29%
2 Financials 14.37%
3 Miscellaneous 13.77%
4 Healthcare 11.88%
5 Consumer Discretionary 8.84%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TEF
901
DELISTED
Telefonica
TEF
$16.1M 0.01%
2,406,573
-46,151
-2% -$307K
LAD icon
902
Lithia Motors
LAD
$8.14B
$16.1M 0.01%
135,361
+3,202
+2% +$354K
ZEN
903
DELISTED
ZENDESK INC
ZEN
$16M 0.01%
180,036
-8,741
-5% -$751K
UBSI icon
904
United Bankshares
UBSI
$6.48B
$16M 0.01%
431,244
+40,550
+10% +$1.52M
WSM icon
905
Williams-Sonoma
WSM
$27.7B
$16M 0.01%
491,328
+14,880
+3% +$427K
ODFL icon
906
Old Dominion Freight Line
ODFL
$41.2B
$15.8M 0.01%
318,582
-5,274
-2% -$257K
MYI icon
907
BlackRock MuniYield Quality Fund III
MYI
$714M
$15.8M 0.01%
1,194,305
+87,552
+8% +$1.14M
XEC
908
DELISTED
CIMAREX ENERGY CO
XEC
$15.7M 0.01%
265,321
+107,970
+69% +$6.9M
LOPE icon
909
Grand Canyon Education
LOPE
$3.94B
$15.7M 0.01%
134,512
-5,396
-4% -$644K
BWXT icon
910
BWX Technologies
BWXT
$14B
$15.7M 0.01%
302,040
-7,899
-3% -$394K
MIC
911
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$15.7M 0.01%
387,698
-10,672
-3% -$438K
MDU icon
912
MDU Resources
MDU
$4.16B
$15.7M 0.01%
1,601,311
-113,456
-7% -$1.1M
NVR icon
913
NVR
NVR
$17B
$15.7M 0.01%
4,655
-9
-0.2% -$28.9K
TTEK icon
914
Tetra Tech
TTEK
$9.36B
$15.7M 0.01%
997,785
+46,945
+5% +$633K
NFG icon
915
National Fuel Gas
NFG
$7.89B
$15.6M 0.01%
296,569
+164,383
+124% +$9.36M
TMX
916
DELISTED
Terminix Global Holdings, Inc.
TMX
$15.6M 0.01%
300,001
-6,744
-2% -$347K
RNG icon
917
RingCentral
RNG
$5.79B
$15.6M 0.01%
135,938
-5,621
-4% -$648K
TXNM
918
TXNM Energy Inc
TXNM
$5.94B
$15.6M 0.01%
306,418
-9,233
-3% -$440K
EIM
919
Eaton Vance Municipal Bond Fund
EIM
$493M
$15.6M 0.01%
1,254,256
-504,303
-29% -$6.28M
MFGP
920
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$15.5M 0.01%
593,582
+3,945
+0.7% +$104K
NGHC
921
DELISTED
National General Holdings Corp
NGHC
$15.5M 0.01%
676,934
-21,392
-3% -$510K
WES icon
922
Western Midstream Partners
WES
$20B
$15.5M 0.01%
503,775
-11,944
-2% -$368K
IDA icon
923
Idacorp
IDA
$7.85B
$15.5M 0.01%
154,180
-6,192
-4% -$625K
BSAC icon
924
Banco Santander Chile
BSAC
$16.6B
$15.5M 0.01%
517,488
-7,168
-1% -$208K
ARDC
925
Are Dynamic Credit Allocation Fund
ARDC
$296M
$15.5M 0.01%
1,022,987
+37,324
+4% +$564K
35 36
37
38 39

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MCM
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Parametric Portfolio Associates's Q2 2019 Portfolio in Review

As of Q2 2019, Parametric Portfolio Associates held 4,088 positions worth $121B, up 4.6% from $116B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q2 2019 filing shows 164 new, 2,088 increased, 1,678 reduced and 134 closed positions. Its largest new stake was Dow Inc: 1,951,242 shares worth $96.2M. The largest sale was iShares Core S&P 500 ETF, an estimated $257M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 15% a quarter earlier, followed by Financials and Miscellaneous.

  • Parametric Portfolio Associates's largest Q2 2019 buy was Dow Inc: 1,951,242 shares worth $96.2M.
  • Parametric Portfolio Associates added most to iShares Russell 1000 Growth ETF in Q2 2019, an estimated $121M increase.
  • Parametric Portfolio Associates's biggest Q2 2019 reduction was iShares Core S&P 500 ETF, cutting an estimated $257M.
  • Parametric Portfolio Associates fully exited iShares iBoxx $ High Yield Corporate Bond ETF in Q2 2019, selling an estimated $36.1M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $121B portfolio in Q2 2019.
  • Parametric Portfolio Associates opened 164 new positions and closed 134 in Q2 2019.
  • Parametric Portfolio Associates's portfolio value rose 4.6% quarter-over-quarter to $121B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2019, filed 13 Aug 2019.