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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
DAY
2726
DELISTED
Dayforce
DAY
$818K ﹤0.01%
16,296
+3,954
+32% +$200K
LMAT icon
2727
LeMaitre Vascular
LMAT
$1.84B
$812K ﹤0.01%
29,008
-1,214
-4% -$33.7K
ARES icon
2728
Ares Management
ARES
$32.1B
$811K ﹤0.01%
31,005
-158
-0.5% -$4.01K
FDT icon
2729
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.31B
$805K ﹤0.01%
14,920
-4,434
-23% -$238K
ESTC icon
2730
Elastic
ESTC
$10.5B
$803K ﹤0.01%
10,752
+4,920
+84% +$402K
RC
2731
Ready Capital
RC
$302M
$802K ﹤0.01%
53,856
+13,760
+34% +$204K
HTBK
2732
DELISTED
Heritage Commerce
HTBK
$800K ﹤0.01%
65,320
+38,984
+148% +$480K
TOWR
2733
DELISTED
Tower International, Inc.
TOWR
$799K ﹤0.01%
40,971
-5,129
-11% -$106K
LQDT icon
2734
Liquidity Services
LQDT
$1.3B
$798K ﹤0.01%
130,977
-20,242
-13% -$129K
HBNC icon
2735
Horizon Bancorp
HBNC
$1B
$797K ﹤0.01%
48,773
+1,262
+3% +$20.4K
CIGI icon
2736
Colliers International
CIGI
$5.26B
$793K ﹤0.01%
11,073
+167
+2% +$11K
EBSB
2737
DELISTED
Meridian Bancorp, Inc.
EBSB
$792K ﹤0.01%
44,271
+3,023
+7% +$51.7K
CWK icon
2738
Cushman & Wakefield Ltd
CWK
$3.31B
$790K ﹤0.01%
44,168
+16,325
+59% +$298K
TRUP icon
2739
Trupanion
TRUP
$1.3B
$788K ﹤0.01%
21,808
-8,242
-27% -$271K
ECOM
2740
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$786K ﹤0.01%
89,703
+15,971
+22% +$166K
AAIC
2741
DELISTED
Arlington Asset Investment Corp.
AAIC
$785K ﹤0.01%
114,163
+40,366
+55% +$297K
RDWR icon
2742
Radware
RDWR
$1.2B
$783K ﹤0.01%
31,667
+22,765
+256% +$568K
SMHI icon
2743
SEACOR Marine Holdings
SMHI
$255M
$779K ﹤0.01%
52,078
-7,151
-12% -$98.5K
GASS icon
2744
StealthGas
GASS
$353M
$778K ﹤0.01%
226,084
-20,800
-8% -$70.3K
CASS icon
2745
Cass Information Systems
CASS
$725M
$775K ﹤0.01%
15,994
+5,118
+47% +$240K
GPRO icon
2746
GoPro
GPRO
$111M
$775K ﹤0.01%
141,939
-14,060
-9% -$89.4K
DFRG
2747
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$775K ﹤0.01%
97,356
-20,681
-18% -$137K
PDFS icon
2748
PDF Solutions
PDFS
$1.89B
$773K ﹤0.01%
58,884
-1,529
-3% -$19.6K
MBWM icon
2749
Mercantile Bank Corp
MBWM
$1.04B
$770K ﹤0.01%
23,645
+5,785
+32% +$190K
FMN
2750
Federated Hermes Premier Municipal Income Fund
FMN
$86.6M
$768K ﹤0.01%
55,839
-927
-2% -$12.6K
108 109
110
111 112

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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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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.