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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
LTM
1276
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$9.09M 0.01%
970,127
+54,410
+6% +$523K
AXS icon
1277
AXIS Capital
AXS
$7.26B
$9.06M 0.01%
151,896
-14,073
-8% -$819K
MBT
1278
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$9.06M 0.01%
973,113
+188,397
+24% +$1.53M
BDC icon
1279
Belden
BDC
$4.5B
$9.06M 0.01%
152,077
+14,789
+11% +$849K
NBIX icon
1280
Neurocrine Biosciences
NBIX
$15.7B
$9.05M 0.01%
107,218
+15,698
+17% +$1.29M
CAKE icon
1281
Cheesecake Factory
CAKE
$5.58B
$9.05M 0.01%
206,980
-62,073
-23% -$2.9M
VGM icon
1282
Invesco Trust Investment Grade Municipals
VGM
$563M
$9.05M 0.01%
713,955
+18,657
+3% +$231K
NSP icon
1283
Insperity
NSP
$2.04B
$9.03M 0.01%
73,908
-20,145
-21% -$2.43M
AN icon
1284
AutoNation
AN
$6.62B
$9.01M 0.01%
214,924
+25,929
+14% +$1.03M
FWONK icon
1285
Liberty Media Series C
FWONK
$25.5B
$8.95M 0.01%
247,452
+46,410
+23% +$1.68M
RLI icon
1286
RLI Corp
RLI
$5.9B
$8.95M 0.01%
208,758
+16,886
+9% +$694K
VEON icon
1287
VEON
VEON
$4.19B
$8.94M 0.01%
127,699
-5,894
-4% -$352K
IVR icon
1288
Invesco Mortgage Capital
IVR
$792M
$8.93M 0.01%
55,388
+160
+0.3% +$25.8K
WAGE
1289
DELISTED
WageWorks, Inc.
WAGE
$8.92M 0.01%
175,588
+6,720
+4% +$318K
IGSB icon
1290
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.4B
$8.86M 0.01%
165,871
+49
+0% +$2.59K
MTOR
1291
DELISTED
MERITOR, Inc.
MTOR
$8.85M 0.01%
364,819
+36,218
+11% +$814K
CTLT
1292
DELISTED
CATALENT, INC.
CTLT
$8.82M 0.01%
162,645
+30,422
+23% +$1.39M
ALGT icon
1293
Allegiant Air
ALGT
$2.16B
$8.8M 0.01%
61,326
+2,389
+4% +$335K
DCP
1294
DELISTED
DCP Midstream, LP
DCP
$8.79M 0.01%
300,054
-6,549
-2% -$204K
RPAI
1295
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$8.79M 0.01%
747,091
-28,467
-4% -$349K
ETSY icon
1296
Etsy
ETSY
$7.67B
$8.78M 0.01%
143,051
-57,496
-29% -$3.75M
WTFC icon
1297
Wintrust Financial
WTFC
$10.3B
$8.77M 0.01%
119,894
+13,701
+13% +$1M
VVV icon
1298
Valvoline
VVV
$4.1B
$8.75M 0.01%
447,931
-223,258
-33% -$4.12M
WDFC icon
1299
WD-40
WDFC
$2.91B
$8.73M 0.01%
54,893
-7,775
-12% -$1.28M
SAGE
1300
DELISTED
Sage Therapeutics
SAGE
$8.73M 0.01%
47,662
+11,323
+31% +$1.93M
50 51
52
53 54

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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.