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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
WCC
1251
WESCO International
WCC
$16.4B
$9.44M 0.01%
186,350
-4,025
-2% -$211K
MDSO
1252
DELISTED
Medidata Solutions, Inc.
MDSO
$9.44M 0.01%
104,290
+15,112
+17% +$1.33M
PDM
1253
Piedmont Realty Trust
PDM
$1.19B
$9.44M 0.01%
473,484
+69,828
+17% +$1.44M
FNV icon
1254
Franco-Nevada
FNV
$51.3B
$9.43M 0.01%
111,114
+1,995
+2% +$151K
MSM icon
1255
MSC Industrial Direct
MSM
$6.66B
$9.43M 0.01%
126,949
-15,330
-11% -$1.18M
MCY icon
1256
Mercury Insurance
MCY
$5.7B
$9.41M 0.01%
150,633
-8,317
-5% -$464K
LEXEA
1257
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
$9.31M 0.01%
194,909
+24,551
+14% +$1.08M
DY icon
1258
Dycom Industries
DY
$8.88B
$9.31M 0.01%
158,176
+56,416
+55% +$2.89M
WTS icon
1259
Watts Water Technologies
WTS
$12.2B
$9.31M 0.01%
99,902
-6,320
-6% -$540K
MLKN icon
1260
MillerKnoll
MLKN
$1.58B
$9.29M 0.01%
207,708
+26,404
+15% +$999K
WBC
1261
DELISTED
WABCO HOLDINGS INC.
WBC
$9.28M 0.01%
70,002
+2,265
+3% +$299K
KNX icon
1262
Knight Transportation
KNX
$10.9B
$9.26M 0.01%
282,018
+4,054
+1% +$129K
SAFM
1263
DELISTED
Sanderson Farms Inc
SAFM
$9.26M 0.01%
67,798
-2,994
-4% -$425K
MAC icon
1264
Macerich
MAC
$6.73B
$9.25M 0.01%
276,293
-12,522
-4% -$492K
CMP icon
1265
Compass Minerals
CMP
$1.03B
$9.24M 0.01%
168,086
+19,859
+13% +$1.1M
EWC icon
1266
iShares MSCI Canada ETF
EWC
$6.85B
$9.24M 0.01%
322,718
+2,033
+0.6% +$57.3K
RGEN icon
1267
Repligen
RGEN
$9.95B
$9.23M 0.01%
107,434
+40,549
+61% +$2.76M
GRUB
1268
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$9.2M 0.01%
58,962
-4,602
-7% -$627K
CMD
1269
DELISTED
Cantel Medical Corporation
CMD
$9.19M 0.01%
113,941
+16,947
+17% +$1.19M
ABM icon
1270
ABM Industries
ABM
$2.77B
$9.16M 0.01%
228,888
-47,793
-17% -$1.82M
MTZ icon
1271
MasTec
MTZ
$19.4B
$9.14M 0.01%
177,436
+12,513
+8% +$618K
PBF icon
1272
PBF Energy
PBF
$8.45B
$9.13M 0.01%
291,741
-238,533
-45% -$7.12M
FCFS icon
1273
FirstCash
FCFS
$9.51B
$9.12M 0.01%
91,152
-1,246
-1% -$118K
DBRG icon
1274
DigitalBridge
DBRG
$2.99B
$9.1M 0.01%
454,998
+182,766
+67% +$3.79M
WING icon
1275
Wingstop
WING
$3.09B
$9.09M 0.01%
95,966
+4,538
+5% +$370K
49 50
51
52 53

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AF
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MCM
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PSUF
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IA
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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.