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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
NGVC icon
2451
Vitamin Cottage Natural Grocers
NGVC
$633M
$1.5M ﹤0.01%
149,488
-2,387
-2% -$27.4K
NIE
2452
Virtus Equity & Convertible Income Fund
NIE
$722M
$1.5M ﹤0.01%
69,067
-4,733
-6% -$102K
VRN
2453
DELISTED
Veren
VRN
$1.49M ﹤0.01%
452,369
+20,624
+5% +$74.1K
HWKN icon
2454
Hawkins
HWKN
$2.51B
$1.49M ﹤0.01%
68,678
-3,184
-4% -$61K
HLIT icon
2455
Harmonic Inc
HLIT
$1.31B
$1.48M ﹤0.01%
266,834
-79,667
-23% -$442K
AKO.B icon
2456
Embotelladora Andina Series B
AKO.B
$4.66B
$1.47M ﹤0.01%
68,566
-626
-0.9% -$13.2K
AXGN icon
2457
Axogen
AXGN
$2.77B
$1.47M ﹤0.01%
74,422
+10,108
+16% +$216K
FWONA icon
2458
Liberty Media Series A
FWONA
$23.4B
$1.47M ﹤0.01%
42,871
+11,774
+38% +$411K
PACB icon
2459
Pacific Biosciences
PACB
$435M
$1.47M ﹤0.01%
243,197
+52,352
+27% +$367K
BITA
2460
DELISTED
Bitauto Holdings Limited
BITA
$1.47M ﹤0.01%
+140,080
New +$1.69M
PSXP
2461
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$1.47M ﹤0.01%
29,707
– –
TCBK icon
2462
TriCo Bancshares
TCBK
$1.72B
$1.47M ﹤0.01%
38,747
-2,578
-6% -$101K
SAIL
2463
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$1.46M ﹤0.01%
73,076
-36,660
-33% -$831K
RGNX icon
2464
Regenxbio
RGNX
$638M
$1.46M ﹤0.01%
28,469
-17,903
-39% -$894K
FG
2465
DELISTED
FGL Holdings Ordinary Shares
FG
$1.45M ﹤0.01%
172,711
+6,402
+4% +$53.7K
IMAX icon
2466
IMAX
IMAX
$2.76B
$1.45M ﹤0.01%
71,578
+5,402
+8% +$122K
FRGI
2467
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$1.44M ﹤0.01%
109,861
+39,233
+56% +$524K
RVNC
2468
DELISTED
Revance Therapeutics, Inc.
RVNC
$1.44M ﹤0.01%
111,215
+53,810
+94% +$678K
SHOE
2469
Shoe Station Group
SHOE
$372M
$1.44M ﹤0.01%
104,098
-56,828
-35% -$884K
CDR
2470
DELISTED
Cedar Realty Trust, Inc
CDR
$1.43M ﹤0.01%
81,883
-21,518
-21% -$430K
AXDX
2471
DELISTED
Accelerate Diagnostics
AXDX
$1.43M ﹤0.01%
6,255
+1,310
+26% +$256K
CRC
2472
DELISTED
California Resources Corporation
CRC
$1.43M ﹤0.01%
72,578
-18,140
-20% -$386K
KREF
2473
KKR Real Estate Finance Trust
KREF
$488M
$1.42M ﹤0.01%
71,389
+5,758
+9% +$116K
CAI
2474
DELISTED
CAI International, Inc.
CAI
$1.42M ﹤0.01%
57,298
-12,758
-18% -$305K
ICHR icon
2475
Ichor Holdings
ICHR
$2.08B
$1.42M ﹤0.01%
60,037
+12,871
+27% +$301K
97 98
99
100 101

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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.