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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
MTCH icon
1651
Match Group
MTCH
$9.54B
$5.38M ﹤0.01%
79,971
+3,090
+4% +$202K
PRI icon
1652
Primerica
PRI
$8.94B
$5.38M ﹤0.01%
44,841
+2,085
+5% +$258K
COHR
1653
DELISTED
Coherent Inc
COHR
$5.38M ﹤0.01%
39,415
+6,199
+19% +$837K
MC icon
1654
Moelis & Co
MC
$5.07B
$5.37M ﹤0.01%
153,731
+30,571
+25% +$1.11M
VMI icon
1655
Valmont Industries
VMI
$9.19B
$5.36M ﹤0.01%
42,250
+889
+2% +$111K
PCH
1656
DELISTED
PotlatchDeltic
PCH
$5.33M ﹤0.01%
136,736
+22,291
+19% +$837K
SUPN icon
1657
Supernus Pharmaceuticals
SUPN
$2.54B
$5.32M ﹤0.01%
160,784
-45,937
-22% -$1.57M
CPS icon
1658
Cooper-Standard Automotive
CPS
$473M
$5.32M ﹤0.01%
116,081
+30,295
+35% +$1.45M
TXRH icon
1659
Texas Roadhouse
TXRH
$13.1B
$5.29M ﹤0.01%
98,614
-8,978
-8% -$505K
DMB
1660
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$195M
$5.29M ﹤0.01%
396,857
-72,310
-15% -$961K
OTTR icon
1661
Otter Tail
OTTR
$3.81B
$5.28M ﹤0.01%
100,045
-693
-0.7% -$35.3K
BMI icon
1662
Badger Meter
BMI
$3.93B
$5.27M ﹤0.01%
88,300
-18,908
-18% -$1.05M
MDP
1663
DELISTED
Meredith Corporation
MDP
$5.27M ﹤0.01%
95,671
-6,414
-6% -$359K
WBT
1664
DELISTED
Welbilt, Inc.
WBT
$5.26M ﹤0.01%
315,288
-17,288
-5% -$283K
WD icon
1665
Walker & Dunlop
WD
$1.42B
$5.26M ﹤0.01%
98,852
+3,099
+3% +$164K
INDB icon
1666
Independent Bank
INDB
$3.89B
$5.26M ﹤0.01%
69,044
+1,044
+2% +$81.3K
TRS icon
1667
TriMas Corp
TRS
$1.42B
$5.24M ﹤0.01%
169,160
-26,343
-13% -$807K
AA icon
1668
Alcoa
AA
$13.3B
$5.24M ﹤0.01%
223,739
-93,872
-30% -$2.34M
BLUE
1669
DELISTED
bluebird bio
BLUE
$5.23M ﹤0.01%
3,177
+141
+5% +$244K
HURN icon
1670
Huron Consulting
HURN
$2.54B
$5.22M ﹤0.01%
103,562
-6,533
-6% -$320K
VIRT icon
1671
Virtu Financial
VIRT
$5.86B
$5.21M ﹤0.01%
239,288
+180,266
+305% +$4.24M
LSXMA
1672
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$5.2M ﹤0.01%
190,484
-1,702
-0.9% -$47.1K
MEDP icon
1673
Medpace
MEDP
$16.8B
$5.19M ﹤0.01%
79,335
+411
+0.5% +$23.7K
PLCE icon
1674
Children's Place
PLCE
$54.9M
$5.19M ﹤0.01%
54,395
+5,739
+12% +$586K
PLAY icon
1675
Dave & Buster's
PLAY
$327M
$5.17M ﹤0.01%
127,615
-27,047
-17% -$1.38M
65 66
67
68 69

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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.