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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
DBD
1776
DELISTED
Diebold Nixdorf Incorporated
DBD
$4.43M ﹤0.01%
483,923
-14,096
-3% -$147K
GBX icon
1777
The Greenbrier Companies
GBX
$1.42B
$4.43M ﹤0.01%
145,677
+3,576
+3% +$114K
CMO
1778
DELISTED
Capstead Mortgage Corp.
CMO
$4.42M ﹤0.01%
529,606
-6,013
-1% -$50.5K
ANDE icon
1779
Andersons Inc
ANDE
$2.19B
$4.42M ﹤0.01%
162,273
-37,117
-19% -$1.11M
SRCI
1780
DELISTED
SRC Energy Inc
SRCI
$4.42M ﹤0.01%
890,028
+81,642
+10% +$444K
QQQ icon
1781
Invesco QQQ Trust
QQQ
$489B
$4.4M ﹤0.01%
23,557
+6,569
+39% +$1.21M
VONG icon
1782
Vanguard Russell 1000 Growth ETF
VONG
$45.1B
$4.4M ﹤0.01%
108,384
+32,448
+43% +$1.29M
AVAL icon
1783
Grupo Aval
AVAL
$6.23B
$4.39M ﹤0.01%
550,474
-27,819
-5% -$212K
PUMP icon
1784
ProPetro Holding
PUMP
$1.35B
$4.38M ﹤0.01%
211,677
-108,802
-34% -$2.31M
IRT icon
1785
Independence Realty Trust
IRT
$3.84B
$4.38M ﹤0.01%
378,629
+26,923
+8% +$296K
DNOW icon
1786
DNOW Inc
DNOW
$2.88B
$4.38M ﹤0.01%
296,498
+20,995
+8% +$300K
CENTA icon
1787
Central Garden & Pet Co Class A
CENTA
$2.37B
$4.37M ﹤0.01%
221,844
-85,974
-28% -$1.73M
AJRD
1788
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$4.37M ﹤0.01%
97,664
+1,631
+2% +$60.8K
VONV icon
1789
Vanguard Russell 1000 Value ETF
VONV
$22B
$4.37M ﹤0.01%
78,320
+27,688
+55% +$1.52M
MQY icon
1790
BlackRock MuniYield Quality Fund
MQY
$795M
$4.37M ﹤0.01%
300,820
-15,712
-5% -$224K
FELE icon
1791
Franklin Electric
FELE
$4.45B
$4.36M ﹤0.01%
91,709
-3,399
-4% -$161K
BPYU
1792
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
$4.36M ﹤0.01%
230,559
-5,107
-2% -$102K
SSTK icon
1793
Shutterstock
SSTK
$221M
$4.35M ﹤0.01%
110,963
+512
+0.5% +$21.3K
USNA icon
1794
Usana Health Sciences
USNA
$259M
$4.35M ﹤0.01%
54,737
-8,069
-13% -$640K
PRAA icon
1795
PRA Group
PRAA
$721M
$4.32M ﹤0.01%
153,513
+11,175
+8% +$316K
BRFS
1796
DELISTED
BRF SA
BRFS
$4.32M ﹤0.01%
568,252
+15,183
+3% +$110K
SLAB icon
1797
Silicon Laboratories
SLAB
$7.29B
$4.31M ﹤0.01%
41,677
+3,023
+8% +$292K
CNA icon
1798
CNA Financial
CNA
$13.3B
$4.3M ﹤0.01%
91,297
-10,622
-10% -$484K
IPAR icon
1799
Interparfums
IPAR
$3.77B
$4.29M ﹤0.01%
64,585
+1,276
+2% +$89.1K
YELP icon
1800
Yelp
YELP
$1.26B
$4.29M ﹤0.01%
125,579
-59,937
-32% -$2.07M
70 71
72
73 74

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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.