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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
WTI icon
2576
W&T Offshore
WTI
$539M
$1.16M ﹤0.01%
233,783
-50,473
-18% -$272K
BHVN
2577
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$1.16M ﹤0.01%
26,379
+3,116
+13% +$176K
LNW
2578
DELISTED
Light & Wonder
LNW
$1.15M ﹤0.01%
58,160
+788
+1% +$16.3K
RRD
2579
DELISTED
RR Donnelley & Sons Co.
RRD
$1.15M ﹤0.01%
584,531
-624,171
-52% -$2.06M
HTT
2580
High Templar Tech Ltd
HTT
$408M
$1.15M ﹤0.01%
+153,444
New +$1.06M
RRGB icon
2581
Red Robin
RRGB
$176M
$1.15M ﹤0.01%
37,557
-1,915
-5% -$58.8K
ESPR
2582
DELISTED
Esperion Therapeutics
ESPR
$1.15M ﹤0.01%
24,639
+1,903
+8% +$89.4K
APPS icon
2583
Digital Turbine
APPS
$1.34B
$1.14M ﹤0.01%
+228,534
New +$919K
MX
2584
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.14M ﹤0.01%
116,652
-3,220
-3% -$31.6K
TITN icon
2585
Titan Machinery
TITN
$416M
$1.14M ﹤0.01%
55,357
-24,066
-30% -$404K
DPLO
2586
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$1.14M ﹤0.01%
186,992
+63,019
+51% +$335K
CCRN
2587
DELISTED
Cross Country Healthcare
CCRN
$1.13M ﹤0.01%
120,521
+41,289
+52% +$318K
JHMM icon
2588
John Hancock Multifactor Mid Cap ETF
JHMM
$6.07B
$1.13M ﹤0.01%
30,953
-1,498
-5% -$53.7K
OPK icon
2589
Opko Health
OPK
$1.1B
$1.13M ﹤0.01%
462,177
+15,286
+3% +$33.3K
PNNT
2590
Pennant Park Investment Corp
PNNT
$242M
$1.13M ﹤0.01%
178,549
+8,166
+5% +$55K
FPE icon
2591
First Trust Preferred Securities and Income ETF
FPE
$6.3B
$1.13M ﹤0.01%
58,079
-4,125
-7% -$79.3K
XLRN
2592
DELISTED
Acceleron Pharma
XLRN
$1.12M ﹤0.01%
27,346
+3,352
+14% +$139K
XRN
2593
Chiron Real Estate Inc
XRN
$487M
$1.12M ﹤0.01%
21,353
+12,060
+130% +$630K
CRESY
2594
Cresud
CRESY
$784M
$1.12M ﹤0.01%
113,946
-40,655
-26% -$391K
SPN
2595
DELISTED
Superior Energy Services, Inc.
SPN
$1.12M ﹤0.01%
86,023
-25,672
-23% -$755K
ELP
2596
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.12M ﹤0.01%
219,870
-14,943
-6% -$66.1K
RLGT icon
2597
Radiant Logistics
RLGT
$408M
$1.11M ﹤0.01%
181,655
-12,300
-6% -$80.3K
TLRA
2598
DELISTED
Telaria, Inc.
TLRA
$1.11M ﹤0.01%
148,291
-57,165
-28% -$428K
AIMT
2599
DELISTED
Aimmune Therapeutics
AIMT
$1.1M ﹤0.01%
52,738
+15,936
+43% +$328K
HCI icon
2600
HCI Group
HCI
$2.32B
$1.09M ﹤0.01%
27,055
-19,023
-41% -$790K
102 103
104
105 106

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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.