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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
BMA icon
2201
Banco Macro
BMA
$4.86B
$2.33M ﹤0.01%
32,055
+7,738
+32% +$400K
NTUS
2202
DELISTED
Natus Medical Inc
NTUS
$2.33M ﹤0.01%
90,791
+30,629
+51% +$780K
ARCC icon
2203
Ares Capital
ARCC
$14.3B
$2.33M ﹤0.01%
129,919
+1,542
+1% +$27.3K
VBTX
2204
DELISTED
Veritex Holdings
VBTX
$2.33M ﹤0.01%
89,782
-23,498
-21% -$609K
MUE
2205
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$2.33M ﹤0.01%
185,138
+30,628
+20% +$376K
ETD icon
2206
Ethan Allen Interiors
ETD
$597M
$2.32M ﹤0.01%
110,295
+10,079
+10% +$212K
ARNA
2207
DELISTED
Arena Pharmaceuticals Inc
ARNA
$2.31M ﹤0.01%
39,481
+34,231
+652% +$1.77M
TCMD icon
2208
Tactile Systems Technology
TCMD
$525M
$2.31M ﹤0.01%
40,609
+5,303
+15% +$276K
HCM icon
2209
HUTCHMED
HCM
$2.15B
$2.31M ﹤0.01%
104,896
+6,080
+6% +$174K
PSDO
2210
DELISTED
Presidio, Inc. Common Stock
PSDO
$2.3M ﹤0.01%
168,361
+9,502
+6% +$134K
RAVN
2211
DELISTED
Raven Industries Inc
RAVN
$2.29M ﹤0.01%
63,948
-2,409
-4% -$88.2K
EGRX
2212
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$2.29M ﹤0.01%
41,094
+7,062
+21% +$368K
HRI icon
2213
Herc Holdings
HRI
$5.03B
$2.28M ﹤0.01%
49,820
-14,405
-22% -$600K
APTS
2214
DELISTED
Preferred Apartment Communities, Inc.
APTS
$2.28M ﹤0.01%
152,217
-13,619
-8% -$212K
VRTU
2215
DELISTED
Virtusa Corporation
VRTU
$2.27M ﹤0.01%
51,183
-5,594
-10% -$273K
CII icon
2216
BlackRock Enhanced Captial and Income Fund
CII
$1.01B
$2.27M ﹤0.01%
143,575
+79,038
+122% +$1.25M
CENX icon
2217
Century Aluminum
CENX
$4.61B
$2.27M ﹤0.01%
327,897
-114,798
-26% -$853K
HFWA icon
2218
Heritage Financial
HFWA
$1.17B
$2.26M ﹤0.01%
76,655
-4,829
-6% -$145K
TI.A
2219
DELISTED
Telecom Italia 10 Svg
TI.A
$2.26M ﹤0.01%
439,756
+44,323
+11% +$224K
AKRX
2220
DELISTED
Akorn Inc
AKRX
$2.26M ﹤0.01%
438,184
+70,732
+19% +$272K
GPMT
2221
Granite Point Mortgage Trust
GPMT
$52.1M
$2.26M ﹤0.01%
117,556
+19,778
+20% +$376K
SBLK icon
2222
Star Bulk Carriers
SBLK
$3.4B
$2.26M ﹤0.01%
233,826
+15,212
+7% +$122K
GSBC icon
2223
Great Southern Bancorp
GSBC
$859M
$2.25M ﹤0.01%
37,567
+246
+0.7% +$14K
WMGI
2224
DELISTED
Wright Medical Group Inc
WMGI
$2.25M ﹤0.01%
75,312
-17,493
-19% -$534K
GLNG icon
2225
Golar LNG
GLNG
$5.13B
$2.25M ﹤0.01%
121,470
-53,051
-30% -$1.01M
87 88
89
90 91

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MCM
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PSUF
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IA
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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.