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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
JOUT icon
2851
Johnson Outdoors
JOUT
$481M
$586K ﹤0.01%
7,861
-1,016
-11% -$78.3K
OEF icon
2852
iShares S&P 100 ETF
OEF
$20.5B
$586K ﹤0.01%
4,523
-22
-0.5% -$2.81K
NVTA
2853
DELISTED
Invitae Corporation
NVTA
$586K ﹤0.01%
24,924
-33,027
-57% -$703K
VB icon
2854
Vanguard Morningstar Small-Cap ETF
VB
$81.3B
$585K ﹤0.01%
3,734
+995
+36% +$154K
QUOT
2855
DELISTED
Quotient Technology Inc
QUOT
$583K ﹤0.01%
54,274
+10,146
+23% +$103K
NVEE
2856
DELISTED
NV5 Global
NVEE
$582K ﹤0.01%
28,580
+1,576
+6% +$28.1K
SEI
2857
Solaris Energy Infrastructure
SEI
$3.28B
$580K ﹤0.01%
38,727
+5,097
+15% +$84.5K
APRN
2858
DELISTED
Blue Apron Holdings, Inc. Class A Common Stock
APRN
$579K ﹤0.01%
+7,139
New +$1.04M
PHD
2859
DELISTED
Pioneer Floating Rate Fund
PHD
$574K ﹤0.01%
53,697
+29,939
+126% +$317K
EB
2860
DELISTED
Eventbrite
EB
$573K ﹤0.01%
35,358
+22,035
+165% +$409K
VLRS
2861
Controladora Vuela Compania de Aviacion
VLRS
$775M
$569K ﹤0.01%
60,662
-13,019
-18% -$121K
VGSH icon
2862
Vanguard Short-Term Treasury ETF
VGSH
$30.2B
$568K ﹤0.01%
9,323
+569
+6% +$34.4K
PHX
2863
DELISTED
PHX Minerals
PHX
$566K ﹤0.01%
43,434
+6,165
+17% +$88.2K
XLC icon
2864
State Street Communication Services Select Sector SPDR ETF
XLC
$22.8B
$565K ﹤0.01%
11,476
+5,521
+93% +$268K
UPWK icon
2865
Upwork
UPWK
$1.13B
$564K ﹤0.01%
+35,094
New +$605K
IHC
2866
DELISTED
Independence Holding Company
IHC
$560K ﹤0.01%
14,472
+359
+3% +$13.3K
DHIL
2867
DELISTED
Diamond Hill
DHIL
$559K ﹤0.01%
+3,944
New +$563K
GDX icon
2868
VanEck Gold Miners ETF
GDX
$31B
$558K ﹤0.01%
21,845
+7,505
+52% +$165K
TPCO
2869
DELISTED
Tribune Publishing Company Common Stock
TPCO
$558K ﹤0.01%
69,993
-11,049
-14% -$114K
DF
2870
DELISTED
Dean Foods Company
DF
$558K ﹤0.01%
603,891
-315,508
-34% -$507K
TWI icon
2871
Titan International
TWI
$453M
$554K ﹤0.01%
113,239
+4,414
+4% +$24K
LXU icon
2872
LSB Industries
LXU
$748M
$553K ﹤0.01%
184,477
+66,367
+56% +$253K
WVE icon
2873
Wave Life Sciences
WVE
$993M
$553K ﹤0.01%
21,187
-3,549
-14% -$99.5K
MAXR
2874
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$551K ﹤0.01%
70,503
+30,542
+76% +$190K
DBVT
2875
DBV Technologies
DBVT
$851M
$550K ﹤0.01%
6,696
+1,446
+28% +$129K
113 114
115
116 117

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MCM
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PSUF
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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.