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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
PMO
1676
Franklin Municipal Opportunities Trust
PMO
$280M
$5.15M ﹤0.01%
406,626
-119,602
-23% -$1.49M
TTEC icon
1677
TTEC Holdings
TTEC
$69M
$5.14M ﹤0.01%
110,426
+41,853
+61% +$1.62M
AROC icon
1678
Archrock
AROC
$5.48B
$5.14M ﹤0.01%
484,926
+69,846
+17% +$687K
CPF icon
1679
Central Pacific Financial
CPF
$974M
$5.13M ﹤0.01%
171,323
+2,378
+1% +$69.3K
BBAR icon
1680
BBVA Argentina
BBAR
$2.96B
$5.12M ﹤0.01%
452,491
+355,050
+364% +$3.31M
TX icon
1681
Ternium
TX
$10.8B
$5.12M ﹤0.01%
228,200
-25,994
-10% -$650K
BYM
1682
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$5.12M ﹤0.01%
371,746
+59,394
+19% +$800K
CARS icon
1683
Cars.com
CARS
$639M
$5.11M ﹤0.01%
258,894
+16,001
+7% +$342K
AM icon
1684
Antero Midstream
AM
$10.6B
$5.09M ﹤0.01%
444,057
+313,367
+240% +$4.01M
MBI icon
1685
MBIA
MBI
$244M
$5.08M ﹤0.01%
545,461
-101,775
-16% -$950K
NAV
1686
DELISTED
Navistar International
NAV
$5.08M ﹤0.01%
147,375
+17,900
+14% +$594K
TCO
1687
DELISTED
Taubman Centers Inc.
TCO
$5.07M ﹤0.01%
124,137
-13,695
-10% -$659K
GTX icon
1688
Garrett Motion
GTX
$4.97B
$5.05M ﹤0.01%
329,324
-10,107
-3% -$172K
HLX icon
1689
Helix Energy Solutions
HLX
$1.49B
$5.04M ﹤0.01%
584,206
-11,555
-2% -$89.9K
ENIC icon
1690
Enel Chile
ENIC
$6.02B
$5.04M ﹤0.01%
1,053,760
-75,347
-7% -$362K
OXM icon
1691
Oxford Industries
OXM
$572M
$5M ﹤0.01%
65,971
-18,187
-22% -$1.39M
ARGO
1692
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$5M ﹤0.01%
67,505
+6,195
+10% +$454K
LGIH icon
1693
LGI Homes
LGIH
$1.34B
$5M ﹤0.01%
69,964
-4,470
-6% -$310K
GVA icon
1694
Granite Construction
GVA
$5.44B
$4.99M ﹤0.01%
103,639
+3,306
+3% +$145K
ETRN
1695
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$4.99M ﹤0.01%
253,132
+15,796
+7% +$328K
GGB icon
1696
Gerdau
GGB
$9.01B
$4.98M ﹤0.01%
1,614,352
+56,672
+4% +$166K
WMS icon
1697
Advanced Drainage Systems
WMS
$10.3B
$4.98M ﹤0.01%
151,829
-597
-0.4% -$17.2K
MDR
1698
DELISTED
McDermott International
MDR
$4.98M ﹤0.01%
515,250
-162,469
-24% -$1.3M
UTL icon
1699
Unitil
UTL
$968M
$4.97M ﹤0.01%
82,998
-19,362
-19% -$1.1M
SCL icon
1700
Stepan Co
SCL
$1.42B
$4.97M ﹤0.01%
54,064
+4,410
+9% +$393K
66 67
68
69 70

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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 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.