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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
SDRL
3051
DELISTED
Seadrill Limited Common Stock
SDRL
$334K ﹤0.01%
80,331
+70,251
+697% +$462K
LX
3052
LexinFintech Holdings
LX
$194M
$331K ﹤0.01%
+29,618
New +$369K
HALL
3053
DELISTED
Hallmark Financial Services, Inc.
HALL
$330K ﹤0.01%
+2,321
New +$277K
QTTB icon
3054
Q32 Bio
QTTB
$447M
$329K ﹤0.01%
934
+20
+2% +$7.86K
EVH icon
3055
Evolent Health
EVH
$520M
$328K ﹤0.01%
41,318
-26,201
-39% -$310K
SBSW icon
3056
Sibanye-Stillwater
SBSW
$8.56B
$328K ﹤0.01%
69,065
+12,795
+23% +$50.7K
SFIX
3057
Stitch Fix
SFIX
$420M
$328K ﹤0.01%
+10,238
New +$275K
IJK icon
3058
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
$326K ﹤0.01%
5,760
-4,112
-42% -$228K
TMDX icon
3059
Transmedics
TMDX
$3.07B
$326K ﹤0.01%
+11,234
New +$307K
CWH icon
3060
Camping World
CWH
$417M
$325K ﹤0.01%
26,197
+2,270
+9% +$29.3K
ROSE
3061
DELISTED
Rosehill Resources Inc. Class A
ROSE
$325K ﹤0.01%
87,879
+26,704
+44% +$100K
NETI
3062
DELISTED
Eneti Inc.
NETI
$324K ﹤0.01%
7,589
+401
+6% +$17.1K
VHT icon
3063
Vanguard Health Care ETF
VHT
$19.3B
$323K ﹤0.01%
1,854
-504
-21% -$85.1K
ANAB icon
3064
AnaptysBio
ANAB
$1.67B
$322K ﹤0.01%
+5,714
New +$411K
TRK
3065
DELISTED
Speedway Motorsports, Inc.
TRK
$321K ﹤0.01%
17,315
+109
+0.6% +$1.89K
INBK icon
3066
First Internet Bancorp
INBK
$245M
$319K ﹤0.01%
14,805
+2,137
+17% +$45.5K
MRLN
3067
DELISTED
Marlin Business Services Corp
MRLN
$319K ﹤0.01%
12,804
-36
-0.3% -$811
HBM icon
3068
Hudbay
HBM
$13B
$318K ﹤0.01%
58,804
+244
+0.4% +$1.45K
SIGA icon
3069
SIGA Technologies
SIGA
$220M
$318K ﹤0.01%
55,919
+9,148
+20% +$50.7K
MOO icon
3070
VanEck Agribusiness ETF
MOO
$1.02B
$317K ﹤0.01%
4,749
– –
SSRM icon
3071
SSR Mining
SSRM
$7.6B
$314K ﹤0.01%
+22,999
New +$274K
PMBC
3072
DELISTED
Pacific Mercantile Bancorp
PMBC
$314K ﹤0.01%
38,019
+921
+2% +$7.32K
CCNE icon
3073
CNB Financial Corp
CCNE
$1.01B
$313K ﹤0.01%
11,078
-160
-1% -$4.3K
BALY icon
3074
Bally's
BALY
$476M
$312K ﹤0.01%
+10,487
New +$327K
OPBK icon
3075
OP Bancorp
OPBK
$226M
$312K ﹤0.01%
28,777
+13,189
+85% +$128K
121 122
123
124 125

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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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ACI
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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.