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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
BXC icon
2926
BlueLinx
BXC
$624M
$477K ﹤0.01%
24,055
-6,873
-22% -$157K
CRAI icon
2927
CRA International
CRAI
$1.1B
$476K ﹤0.01%
12,430
-3,233
-21% -$140K
GTT
2928
DELISTED
GTT Communications, Inc.
GTT
$476K ﹤0.01%
27,065
-17,896
-40% -$553K
PCW
2929
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$475K ﹤0.01%
83,860
-3,022
-3% -$17.1K
CERS icon
2930
Cerus
CERS
$534M
$474K ﹤0.01%
84,316
-3,827
-4% -$21.2K
MEET
2931
DELISTED
The Meet Group, Inc. Common Stock
MEET
$473K ﹤0.01%
135,819
-92,860
-41% -$412K
FRST icon
2932
Primis Financial Corp
FRST
$397M
$468K ﹤0.01%
+30,599
New +$451K
GTS
2933
DELISTED
Triple-S Management Corporation
GTS
$468K ﹤0.01%
20,617
-976
-5% -$22.2K
MCHX icon
2934
Marchex
MCHX
$81.6M
$464K ﹤0.01%
98,634
-553
-0.6% -$2.64K
WAAS
2935
DELISTED
AquaVenture Holdings Limited
WAAS
$463K ﹤0.01%
23,160
+6,110
+36% +$116K
DTIL icon
2936
Precision BioSciences
DTIL
$215M
$462K ﹤0.01%
1,163
+750
+182% +$302K
SE icon
2937
Sea Limited
SE
$73.1B
$462K ﹤0.01%
13,918
+2,199
+19% +$59.6K
MBB icon
2938
iShares MBS ETF
MBB
$39B
$457K ﹤0.01%
4,247
-51
-1% -$5.43K
PYX
2939
DELISTED
Pyxus International, Inc.
PYX
$457K ﹤0.01%
30,082
-29,020
-49% -$547K
TFIN icon
2940
Triumph Financial Inc
TFIN
$1.72B
$456K ﹤0.01%
15,702
-279
-2% -$8.32K
MTLS
2941
Materialise
MTLS
$406M
$455K ﹤0.01%
23,287
+7,129
+44% +$116K
PCYO icon
2942
Pure Cycle
PCYO
$275M
$453K ﹤0.01%
42,764
+134
+0.3% +$1.34K
RNET
2943
DELISTED
RigNet, Inc.
RNET
$453K ﹤0.01%
44,977
+10,764
+31% +$99.4K
MHI
2944
DELISTED
Pioneer Municipal High Income Fund
MHI
$451K ﹤0.01%
36,951
-106,447
-74% -$1.28M
ALTR
2945
DELISTED
Altair Engineering Inc
ALTR
$451K ﹤0.01%
11,174
-3,528
-24% -$132K
MAV
2946
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$448K ﹤0.01%
41,709
+230
+0.6% +$2.46K
CLVS
2947
DELISTED
Clovis Oncology, Inc.
CLVS
$448K ﹤0.01%
30,110
-38,787
-56% -$701K
TVTX icon
2948
Travere Therapeutics
TVTX
$6.19B
$446K ﹤0.01%
22,214
-71,231
-76% -$1.41M
MEN
2949
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$446K ﹤0.01%
40,204
-764
-2% -$8.27K
GRBK icon
2950
Green Brick Partners
GRBK
$3.15B
$444K ﹤0.01%
+53,489
New +$482K
116 117
118
119 120

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PSUF
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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.