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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
CHGG icon
2026
Chegg
CHGG
$93.7M
$3.03M ﹤0.01%
78,619
-40,823
-34% -$1.54M
LIVN icon
2027
LivaNova
LIVN
$4.43B
$3.03M ﹤0.01%
42,134
-10,845
-20% -$794K
FM
2028
DELISTED
iShares Frontier and Select EM ETF
FM
$3.03M ﹤0.01%
102,233
-2,862
-3% -$82.5K
ECHO
2029
EchoStar
ECHO
$25.2B
$3.03M ﹤0.01%
84,239
+6,722
+9% +$224K
GKOS icon
2030
Glaukos
GKOS
$10.6B
$3.02M ﹤0.01%
40,087
+4,980
+14% +$357K
FTAI icon
2031
FTAI Aviation
FTAI
$20B
$3.02M ﹤0.01%
234,084
-4,690
-2% -$64K
LABL
2032
DELISTED
Multi-Color Corp
LABL
$3.01M ﹤0.01%
60,249
-3,089
-5% -$154K
IWN icon
2033
iShares Russell 2000 Value ETF
IWN
$14.5B
$3.01M ﹤0.01%
24,949
+5,705
+30% +$689K
TGE
2034
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$3M ﹤0.01%
141,860
+457
+0.3% +$10.8K
RETA
2035
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$2.99M ﹤0.01%
31,703
+1,318
+4% +$114K
LADR
2036
Ladder Capital
LADR
$1.25B
$2.99M ﹤0.01%
179,770
-74,004
-29% -$1.23M
XLV icon
2037
State Street Health Care Select Sector SPDR ETF
XLV
$44.5B
$2.98M ﹤0.01%
32,207
-1,634
-5% -$147K
HEES
2038
DELISTED
H&E Equipment Services
HEES
$2.98M ﹤0.01%
102,492
-10,464
-9% -$291K
BTG icon
2039
B2Gold
BTG
$7.48B
$2.98M ﹤0.01%
982,581
-107,443
-10% -$294K
NEWR
2040
DELISTED
New Relic, Inc.
NEWR
$2.97M ﹤0.01%
34,383
-12,349
-26% -$1.22M
CSR
2041
Centerspace
CSR
$881M
$2.97M ﹤0.01%
50,657
-11,012
-18% -$656K
HUBG icon
2042
HUB Group
HUBG
$2.42B
$2.97M ﹤0.01%
141,612
-75,234
-35% -$1.58M
BKS
2043
DELISTED
Barnes & Noble
BKS
$2.95M ﹤0.01%
440,793
-96,286
-18% -$525K
FSTR icon
2044
Foster
FSTR
$393M
$2.94M ﹤0.01%
107,457
-7,168
-6% -$164K
RNST icon
2045
Renasant Corp
RNST
$3.76B
$2.93M ﹤0.01%
81,518
+370
+0.5% +$13K
AUB icon
2046
Atlantic Union Bankshares
AUB
$5.81B
$2.93M ﹤0.01%
82,828
-22,230
-21% -$774K
STBA icon
2047
S&T Bancorp
STBA
$1.76B
$2.92M ﹤0.01%
77,985
-3,896
-5% -$151K
PCTY icon
2048
Paylocity
PCTY
$8.38B
$2.92M ﹤0.01%
31,116
+5,837
+23% +$554K
ICPT
2049
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$2.92M ﹤0.01%
36,632
-23,941
-40% -$2.14M
GIII icon
2050
G-III Apparel Group
GIII
$1.41B
$2.9M ﹤0.01%
98,688
-39,166
-28% -$1.34M
80 81
82
83 84

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MCM
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PSUF
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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.