We are live on ! Find out more
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
WRI
1401
DELISTED
Weingarten Realty Investors
WRI
$7.62M 0.01%
278,013
+35,420
+15% +$1.02M
RAMP icon
1402
LiveRamp
RAMP
$2.29B
$7.6M 0.01%
156,678
-9,492
-6% -$514K
LITE icon
1403
Lumentum
LITE
$80.3B
$7.59M 0.01%
142,139
-116
-0.1% -$6.18K
LCII icon
1404
LCI Industries
LCII
$2.5B
$7.59M 0.01%
84,325
+3,429
+4% +$303K
ONB icon
1405
Old National Bancorp
ONB
$9.89B
$7.58M 0.01%
456,595
-6,143
-1% -$103K
MOMO
1406
Hello Group
MOMO
$845M
$7.56M 0.01%
211,287
+125,449
+146% +$4.17M
TRMK icon
1407
Trustmark
TRMK
$2.69B
$7.56M 0.01%
227,428
+6,827
+3% +$231K
SIMO icon
1408
Silicon Motion
SIMO
$8.33B
$7.55M 0.01%
170,211
+35,148
+26% +$1.41M
LTHM
1409
DELISTED
Livent Corporation
LTHM
$7.53M 0.01%
1,088,677
+249,373
+30% +$2.24M
PRLB icon
1410
Protolabs
PRLB
$1.91B
$7.53M 0.01%
64,901
-6,769
-9% -$729K
BRC icon
1411
Brady Corp
BRC
$4.39B
$7.52M 0.01%
152,535
+10,903
+8% +$523K
ROG icon
1412
Rogers Corp
ROG
$2.24B
$7.52M 0.01%
43,557
+807
+2% +$131K
SBRA icon
1413
Sabra Healthcare REIT
SBRA
$5.27B
$7.51M 0.01%
381,323
+23,659
+7% +$461K
GLIBA
1414
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
$7.47M 0.01%
121,605
+7,287
+6% +$432K
PBR.A icon
1415
Petrobras Class A
PBR.A
$108B
$7.46M 0.01%
525,268
-3,770
-0.7% -$51.9K
DK icon
1416
Delek US
DK
$4.42B
$7.46M 0.01%
184,046
+14,162
+8% +$518K
GPOR
1417
DELISTED
Gulfport Energy Corp.
GPOR
$7.44M 0.01%
1,514,989
-19,893
-1% -$127K
EXLS icon
1418
EXL Service
EXLS
$5.82B
$7.43M 0.01%
562,105
+40,505
+8% +$497K
ICUI icon
1419
ICU Medical
ICUI
$4.38B
$7.43M 0.01%
29,502
-311
-1% -$72.1K
STAG icon
1420
STAG Industrial
STAG
$7.17B
$7.41M 0.01%
245,056
+58,916
+32% +$1.75M
BID
1421
DELISTED
Sotheby's
BID
$7.37M 0.01%
126,859
-3,225
-2% -$135K
HR
1422
DELISTED
Healthcare Realty Trust Incorporated
HR
$7.37M 0.01%
235,390
-1,141
-0.5% -$36.2K
AEO icon
1423
American Eagle Outfitters
AEO
$2.83B
$7.37M 0.01%
435,987
-156,978
-26% -$3.18M
SPSC icon
1424
SPS Commerce
SPSC
$3.06B
$7.37M 0.01%
144,128
+2,404
+2% +$125K
BT
1425
DELISTED
BT Group plc (ADR)
BT
$7.36M 0.01%
576,288
-729,190
-56% -$10.1M
55 56
57
58 59

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.