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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
EZPW icon
2251
Ezcorp Inc
EZPW
$2.03B
$2.16M ﹤0.01%
228,234
-113,234
-33% -$1.1M
CHCT
2252
Community Healthcare Trust
CHCT
$428M
$2.16M ﹤0.01%
54,707
+10,283
+23% +$383K
EGO icon
2253
Eldorado Gold
EGO
$11.9B
$2.15M ﹤0.01%
370,237
-68,880
-16% -$290K
FOX icon
2254
Fox Class B
FOX
$25.8B
$2.15M ﹤0.01%
58,895
-50,461
-46% -$1.83M
BOOT icon
2255
Boot Barn
BOOT
$4.69B
$2.15M ﹤0.01%
60,246
-12,357
-17% -$372K
WSR
2256
DELISTED
Whitestone REIT
WSR
$2.14M ﹤0.01%
168,845
+42,424
+34% +$532K
ACH
2257
DELISTED
Alum Corp of China Ltd
ACH
$2.14M ﹤0.01%
242,811
+67,825
+39% +$639K
PLAN
2258
DELISTED
Anaplan, Inc.
PLAN
$2.14M ﹤0.01%
42,332
+11,376
+37% +$470K
THD icon
2259
iShares MSCI Thailand ETF
THD
$351M
$2.13M ﹤0.01%
22,337
-535
-2% -$48.3K
TILE icon
2260
Interface
TILE
$2.23B
$2.13M ﹤0.01%
139,140
+8,337
+6% +$131K
TBRG
2261
DELISTED
TruBridge
TBRG
$2.13M ﹤0.01%
76,626
+281
+0.4% +$7.85K
ARWR icon
2262
Arrowhead Research
ARWR
$12B
$2.13M ﹤0.01%
80,302
+30,147
+60% +$662K
MIK
2263
DELISTED
Michaels Stores, Inc
MIK
$2.12M ﹤0.01%
243,770
-15,845
-6% -$167K
AQN icon
2264
Algonquin Power & Utilities
AQN
$4.36B
$2.12M ﹤0.01%
174,802
-3,394
-2% -$39.7K
IOVA icon
2265
Iovance Biotherapeutics
IOVA
$3.63B
$2.12M ﹤0.01%
86,318
+64,405
+294% +$970K
PTLA
2266
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$2.12M ﹤0.01%
78,006
+10,065
+15% +$316K
SPNT icon
2267
SiriusPoint
SPNT
$2.81B
$2.12M ﹤0.01%
204,924
+9,404
+5% +$101K
NBHC icon
2268
National Bank Holdings
NBHC
$1.84B
$2.1M ﹤0.01%
57,850
-6,412
-10% -$232K
BRSS
2269
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$2.1M ﹤0.01%
48,004
-16,684
-26% -$710K
USCR
2270
DELISTED
U S Concrete, Inc.
USCR
$2.1M ﹤0.01%
42,219
+3,343
+9% +$156K
FLWS icon
2271
1-800-Flowers.com
FLWS
$239M
$2.1M ﹤0.01%
111,035
+1,320
+1% +$25.2K
RGS icon
2272
Regis Corp
RGS
$67.8M
$2.1M ﹤0.01%
6,315
-793
-11% -$300K
CHRS icon
2273
Coherus Oncology
CHRS
$218M
$2.09M ﹤0.01%
+94,688
New +$1.64M
PRK icon
2274
Park National Corp
PRK
$3.58B
$2.09M ﹤0.01%
21,036
-684
-3% -$66.3K
AUY
2275
DELISTED
Yamana Gold, Inc.
AUY
$2.09M ﹤0.01%
828,801
-58,530
-7% -$129K
89 90
91
92 93

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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.