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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
AGO icon
1176
Assured Guaranty
AGO
$3.32B
$10.4M 0.01%
247,662
-10,525
-4% -$464K
OVV icon
1177
Ovintiv
OVV
$17.9B
$10.4M 0.01%
405,792
-593,326
-59% -$18.5M
WWD icon
1178
Woodward
WWD
$20.2B
$10.4M 0.01%
91,922
-97,343
-51% -$10.4M
OII icon
1179
Oceaneering
OII
$5.04B
$10.4M 0.01%
509,585
+25,951
+5% +$459K
VKQ icon
1180
Invesco Municipal Trust
VKQ
$541M
$10.4M 0.01%
842,738
-29,374
-3% -$356K
IEI icon
1181
iShares 3-7 Year Treasury Bond ETF
IEI
$17.7B
$10.4M 0.01%
82,419
-77
-0.1% -$9.52K
POST icon
1182
Post Holdings
POST
$3.87B
$10.3M 0.01%
152,044
+2,312
+2% +$162K
LFC
1183
DELISTED
China Life Insurance Company Ltd.
LFC
$10.3M 0.01%
836,328
-51,212
-6% -$650K
ITT icon
1184
ITT
ITT
$18.1B
$10.3M 0.01%
157,516
+1,156
+0.7% +$70.6K
SITC icon
1185
SITE Centers
SITC
$157M
$10.3M 0.01%
996,981
-51,166
-5% -$536K
AXTA icon
1186
Axalta
AXTA
$7.92B
$10.3M 0.01%
345,661
+88,863
+35% +$2.36M
OLN icon
1187
Olin
OLN
$1.95B
$10.3M 0.01%
469,144
+46,472
+11% +$1.03M
OMF icon
1188
OneMain Financial
OMF
$7.23B
$10.3M 0.01%
303,992
-10,754
-3% -$351K
CBRL icon
1189
Cracker Barrel
CBRL
$1.24B
$10.2M 0.01%
60,016
+1,630
+3% +$267K
JBTM
1190
JBT Marel
JBTM
$6.14B
$10.2M 0.01%
84,561
+9,288
+12% +$998K
ASX icon
1191
ASE Group
ASX
$98.4B
$10.2M 0.01%
2,589,499
+1,280,304
+98% +$5.35M
GCI
1192
DELISTED
Gannett Co., Inc
GCI
$10.2M 0.01%
1,253,471
+70,251
+6% +$625K
WSO icon
1193
Watsco Inc
WSO
$12.8B
$10.2M 0.01%
62,503
-1,899
-3% -$298K
NEO icon
1194
NeoGenomics
NEO
$2.32B
$10.2M 0.01%
465,624
+63,767
+16% +$1.4M
DEI icon
1195
Douglas Emmett
DEI
$1.97B
$10.2M 0.01%
256,003
+18,154
+8% +$744K
VC icon
1196
Visteon
VC
$2.72B
$10.2M 0.01%
174,030
+34,080
+24% +$2.08M
TEX icon
1197
Terex
TEX
$7.28B
$10.2M 0.01%
324,660
+20,660
+7% +$634K
WKC icon
1198
World Kinect Corp
WKC
$1.81B
$10.1M 0.01%
282,226
+51,411
+22% +$1.61M
PGRE
1199
DELISTED
Paramount Group
PGRE
$10.1M 0.01%
723,105
+114,853
+19% +$1.66M
BLKB icon
1200
Blackbaud
BLKB
$2.21B
$10.1M 0.01%
121,267
+6,625
+6% +$525K
46 47
48
49 50

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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.