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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
BMTC
2676
DELISTED
Bryn Mawr Bank Corp
BMTC
$911K ﹤0.01%
24,405
+2,755
+13% +$103K
AAMI
2677
Acadian Asset Management
AAMI
$3.4B
$909K ﹤0.01%
79,631
+42,144
+112% +$533K
EYE icon
2678
National Vision
EYE
$1.37B
$907K ﹤0.01%
29,500
+12,143
+70% +$348K
PFSI icon
2679
PennyMac Financial
PFSI
$3.81B
$906K ﹤0.01%
40,841
+749
+2% +$16.7K
CIVI
2680
DELISTED
Civitas Resources
CIVI
$905K ﹤0.01%
43,344
+24,679
+132% +$539K
CNOB icon
2681
Center Bancorp
CNOB
$1.6B
$894K ﹤0.01%
39,439
+1,350
+4% +$29.1K
FOLD
2682
DELISTED
Amicus Therapeutics
FOLD
$894K ﹤0.01%
71,667
-17,144
-19% -$218K
INFN
2683
DELISTED
Infinera Corporation Common Stock
INFN
$889K ﹤0.01%
305,574
+24,272
+9% +$91.2K
BMRC icon
2684
Bank of Marin Bancorp
BMRC
$431M
$886K ﹤0.01%
21,592
+307
+1% +$12.9K
CETV
2685
DELISTED
Central European Media Enterprises Ltd
CETV
$885K ﹤0.01%
202,925
+67,072
+49% +$266K
VSI
2686
DELISTED
Vitamin Shoppe Inc.
VSI
$883K ﹤0.01%
224,014
-16,052
-7% -$82.9K
VRRM icon
2687
Verra Mobility
VRRM
$667M
$882K ﹤0.01%
+67,394
New +$898K
DS
2688
DELISTED
Drive Shack Inc.
DS
$882K ﹤0.01%
187,986
-58,727
-24% -$285K
RDFN
2689
DELISTED
Redfin
RDFN
$877K ﹤0.01%
48,781
-76,545
-61% -$1.47M
CORT icon
2690
Corcept Therapeutics
CORT
$12.3B
$876K ﹤0.01%
78,607
-74,730
-49% -$833K
FOF icon
2691
Cohen & Steers Closed End Opportunity Fund
FOF
$376M
$876K ﹤0.01%
68,504
-28,933
-30% -$364K
SRCE icon
2692
1st Source
SRCE
$2.08B
$876K ﹤0.01%
18,889
+1,813
+11% +$83.1K
CSW
2693
CSW Industrials
CSW
$5.19B
$875K ﹤0.01%
12,847
+4,424
+53% +$277K
RMAX
2694
DELISTED
RE/MAX Holdings
RMAX
$872K ﹤0.01%
28,357
-10,381
-27% -$373K
ARTNA icon
2695
Artesian Resources
ARTNA
$368M
$870K ﹤0.01%
23,414
+1,287
+6% +$46.7K
TIGO icon
2696
Millicom
TIGO
$15.7B
$870K ﹤0.01%
+15,621
New +$894K
YORW icon
2697
York Water
YORW
$554M
$866K ﹤0.01%
24,246
+64
+0.3% +$2.2K
EWA icon
2698
iShares MSCI Australia ETF
EWA
$1.34B
$864K ﹤0.01%
38,333
-242
-0.6% -$5.3K
IWP icon
2699
iShares Russell Mid-Cap Growth ETF
IWP
$20.2B
$864K ﹤0.01%
12,112
+1,500
+14% +$104K
ASUR icon
2700
Asure Software
ASUR
$262M
$861K ﹤0.01%
104,621
+1,236
+1% +$8.51K
106 107
108
109 110

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.