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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
DB icon
1001
Deutsche Bank
DB
$75.8B
$13.6M 0.01%
1,776,384
-700,989
-28% -$5.41M
WAB icon
1002
Wabtec
WAB
$49.4B
$13.5M 0.01%
188,739
-17,166
-8% -$1.22M
OFG icon
1003
OFG Bancorp
OFG
$2.22B
$13.5M 0.01%
569,672
-62,538
-10% -$1.25M
GATX icon
1004
GATX Corp
GATX
$6.27B
$13.5M 0.01%
170,758
-6,187
-3% -$470K
ENOV icon
1005
Enovis
ENOV
$1.44B
$13.5M 0.01%
280,577
+170,082
+154% +$8.19M
DAR icon
1006
Darling Ingredients
DAR
$10.1B
$13.5M 0.01%
679,995
+1,007
+0.1% +$20.6K
DIN icon
1007
Dine Brands
DIN
$425M
$13.5M 0.01%
141,334
-29,488
-17% -$2.69M
DAN icon
1008
Dana Inc
DAN
$3.26B
$13.5M 0.01%
676,610
+57,924
+9% +$1.03M
HAE icon
1009
Haemonetics
HAE
$4.73B
$13.5M 0.01%
111,962
-21,958
-16% -$2.16M
TTM
1010
DELISTED
Tata Motors Limited
TTM
$13.5M 0.01%
1,153,474
-29,583
-3% -$402K
TWNK
1011
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$13.5M 0.01%
932,736
+3,139
+0.3% +$42.1K
TDC icon
1012
Teradata
TDC
$2.68B
$13.4M 0.01%
374,963
-65,379
-15% -$2.55M
GDDY icon
1013
GoDaddy
GDDY
$12.4B
$13.4M 0.01%
191,455
-8,097
-4% -$611K
XPO icon
1014
XPO
XPO
$22.1B
$13.4M 0.01%
671,121
+166,787
+33% +$3.4M
CCU icon
1015
Compañía de Cervecerías Unidas
CCU
$2.23B
$13.4M 0.01%
473,513
+43,243
+10% +$1.19M
MAT icon
1016
Mattel
MAT
$4.33B
$13.3M 0.01%
1,189,943
+79,928
+7% +$939K
FAF icon
1017
First American
FAF
$7.6B
$13.3M 0.01%
248,378
-22,963
-8% -$1.25M
TEVA icon
1018
Teva Pharmaceuticals
TEVA
$42.5B
$13.3M 0.01%
1,444,761
-152,124
-10% -$1.83M
HYT icon
1019
BlackRock Corporate High Yield Fund
HYT
$1.35B
$13.3M 0.01%
1,243,487
+31,492
+3% +$330K
HRC
1020
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$13.3M 0.01%
127,399
-21,681
-15% -$2.19M
AWI icon
1021
Armstrong World Industries
AWI
$7.4B
$13.3M 0.01%
137,106
+9,826
+8% +$879K
SQM icon
1022
Sociedad Química y Minera de Chile
SQM
$22.5B
$13.3M 0.01%
428,394
+70,744
+20% +$2.41M
TCF
1023
DELISTED
TCF Financial Corporation
TCF
$13.3M 0.01%
639,839
-34,272
-5% -$715K
VICI icon
1024
VICI Properties
VICI
$28.5B
$13.3M 0.01%
602,814
+451,774
+299% +$10.1M
PSO icon
1025
Pearson
PSO
$10.1B
$13.2M 0.01%
1,278,370
+123,120
+11% +$1.29M
39 40
41
42 43

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MCM
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PSUF
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BAM
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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.