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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
ACTG icon
3101
Acacia Research
ACTG
$436M
$286K ﹤0.01%
96,493
+45,259
+88% +$141K
AVID
3102
DELISTED
Avid Technology Inc
AVID
$284K ﹤0.01%
31,119
-111,105
-78% -$907K
AGEN
3103
Agenus
AGEN
$345M
$283K ﹤0.01%
4,799
+2,973
+163% +$162K
ZEPP
3104
Zepp Health
ZEPP
$73.9M
$283K ﹤0.01%
7,085
+846
+14% +$35.3K
STXB
3105
DELISTED
Spirit of Texas Bancshares, Inc. Common Stock
STXB
$283K ﹤0.01%
12,589
+1,567
+14% +$34.6K
HABT
3106
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
$283K ﹤0.01%
27,019
+6,904
+34% +$75.1K
OLBK
3107
DELISTED
Old Line Bancshares, Inc.
OLBK
$283K ﹤0.01%
10,636
-10
-0.1% -$255
VIA
3108
DELISTED
Viacom Inc. Class A
VIA
$281K ﹤0.01%
8,249
+817
+11% +$28.3K
HURC icon
3109
Hurco Companies Inc
HURC
$149M
$280K ﹤0.01%
7,865
+1,416
+22% +$53.5K
VFH icon
3110
Vanguard Financials ETF
VFH
$13.9B
$280K ﹤0.01%
4,059
-397
-9% -$26.9K
AKCA
3111
DELISTED
Akcea Therapeutics Inc
AKCA
$280K ﹤0.01%
11,955
+4,339
+57% +$107K
HEDJ icon
3112
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.85B
$278K ﹤0.01%
8,408
+72
+0.9% +$2.37K
FMNB icon
3113
Farmers National Banc Corp
FMNB
$929M
$277K ﹤0.01%
18,674
-1,191
-6% -$16.9K
IPI icon
3114
Intrepid Potash
IPI
$506M
$277K ﹤0.01%
8,241
+2,716
+49% +$94.7K
OIBR
3115
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$277K ﹤0.01%
702,067
– –
ALCO icon
3116
Alico
ALCO
$300M
$275K ﹤0.01%
9,066
-8,663
-49% -$240K
ATE
3117
DELISTED
Advantest Corp
ATE
$275K ﹤0.01%
10,659
+211
+2% +$5.44K
ERII icon
3118
Energy Recovery
ERII
$397M
$274K ﹤0.01%
26,302
-7,496
-22% -$73.8K
QUAL icon
3119
iShares MSCI USA Quality Factor ETF
QUAL
$47.8B
$274K ﹤0.01%
+2,992
New +$269K
ELF icon
3120
e.l.f. Beauty
ELF
$6.14B
$273K ﹤0.01%
19,331
+3,735
+24% +$45.2K
OPTN
3121
DELISTED
OptiNose
OPTN
$273K ﹤0.01%
2,575
-4,834
-65% -$637K
SLP icon
3122
Simulations Plus
SLP
$372M
$272K ﹤0.01%
9,525
-973
-9% -$23.6K
GBLI icon
3123
Global Indemnity Group
GBLI
$434M
$270K ﹤0.01%
8,720
-1,324
-13% -$40K
KSA icon
3124
iShares MSCI Saudi Arabia ETF
KSA
$648M
$270K ﹤0.01%
+8,179
New +$275K
FPRX
3125
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$270K ﹤0.01%
44,855
+31,173
+228% +$298K
123 124
125
126 127

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MCM
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PSUF
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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.