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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
GDO
2651
Western Asset Global Corporate Defined Opportunity Fund
GDO
$76.3M
$964K ﹤0.01%
56,215
-5,279
-9% -$88.6K
BFYT
2652
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$964K ﹤0.01%
37,199
-60,219
-62% -$1.51M
IBTX
2653
DELISTED
Independent Bank Group, Inc.
IBTX
$964K ﹤0.01%
17,541
+3,900
+29% +$212K
PGTI
2654
DELISTED
PGT, Inc.
PGTI
$963K ﹤0.01%
57,618
-4,653
-7% -$70.8K
DSGX icon
2655
Descartes Systems
DSGX
$7.01B
$952K ﹤0.01%
25,758
+1,240
+5% +$48.2K
PACK icon
2656
Ranpak Holdings
PACK
$420M
$952K ﹤0.01%
+107,520
New +$1.07M
REI icon
2657
Ring Energy
REI
$378M
$952K ﹤0.01%
293,046
+129,867
+80% +$578K
PFBC icon
2658
Preferred Bank
PFBC
$1.23B
$949K ﹤0.01%
20,095
+3,044
+18% +$143K
VLGEA icon
2659
Village Super Market
VLGEA
$652M
$946K ﹤0.01%
35,666
-4,639
-12% -$126K
ETJ
2660
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$573M
$943K ﹤0.01%
100,301
-217,496
-68% -$2.04M
STNG icon
2661
Scorpio Tankers
STNG
$3.91B
$943K ﹤0.01%
31,943
+1,967
+7% +$49.8K
SFE
2662
DELISTED
Safeguard Scientifics, Inc.
SFE
$940K ﹤0.01%
77,898
-21,493
-22% -$252K
LOMA
2663
Loma Negra
LOMA
$1.13B
$939K ﹤0.01%
80,225
+3,276
+4% +$34.5K
CBB
2664
DELISTED
Cincinnati Bell Inc.
CBB
$939K ﹤0.01%
189,757
-133,537
-41% -$1.03M
TGH
2665
DELISTED
Textainer Group Holdings limited
TGH
$938K ﹤0.01%
93,015
-16,940
-15% -$167K
ACOR
2666
DELISTED
Acorda Therapeutics
ACOR
$936K ﹤0.01%
1,016
+27
+3% +$33.2K
LKSD
2667
DELISTED
LSC Communications, Inc.
LKSD
$932K ﹤0.01%
253,931
+4,054
+2% +$23.9K
SNDR icon
2668
Schneider National
SNDR
$6.04B
$927K ﹤0.01%
50,804
+4,511
+10% +$87.4K
OEC icon
2669
Orion
OEC
$358M
$925K ﹤0.01%
43,220
-3,577
-8% -$70.7K
EFR
2670
Eaton Vance Senior Floating-Rate Fund
EFR
$312M
$923K ﹤0.01%
+70,522
New +$936K
SD icon
2671
SandRidge Energy
SD
$518M
$923K ﹤0.01%
133,410
-24,995
-16% -$192K
GWPH
2672
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$920K ﹤0.01%
5,339
+432
+9% +$74.7K
GBDC icon
2673
Golub Capital BDC
GBDC
$3.38B
$917K ﹤0.01%
52,571
-152
-0.3% -$2.67K
VNOM icon
2674
Viper Energy
VNOM
$15.9B
$916K ﹤0.01%
29,710
-2,492
-8% -$77.1K
CASH icon
2675
Pathward Financial
CASH
$1.69B
$911K ﹤0.01%
32,487
+14,661
+82% +$373K
105 106
107
108 109

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MCM
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PSUF
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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.