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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
FSCT
2976
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
$416K ﹤0.01%
12,290
-20,202
-62% -$742K
ASC icon
2977
Ardmore Shipping
ASC
$709M
$415K ﹤0.01%
50,957
+5,720
+13% +$39.9K
PI icon
2978
Impinj
PI
$5.2B
$414K ﹤0.01%
+14,477
New +$353K
SPWH icon
2979
Sportsman's Warehouse
SPWH
$45.3M
$414K ﹤0.01%
109,623
+12,678
+13% +$53.9K
TK icon
2980
Teekay
TK
$1.14B
$414K ﹤0.01%
120,340
-7,196
-6% -$27.7K
NVGS icon
2981
Navigator Holdings
NVGS
$1.36B
$413K ﹤0.01%
44,152
+2,425
+6% +$25.3K
AKH
2982
DELISTED
AIR France-KLM
AKH
$413K ﹤0.01%
43,153
-2,145
-5% -$20.5K
LQDA icon
2983
Liquidia Corp
LQDA
$6.06B
$412K ﹤0.01%
51,517
+4,450
+9% +$41.8K
FVD icon
2984
First Trust Value Line Dividend Fund
FVD
$8.26B
$411K ﹤0.01%
12,172
+3,523
+41% +$117K
IWY icon
2985
iShares Russell Top 200 Growth ETF
IWY
$16B
$411K ﹤0.01%
4,792
-1,503
-24% -$126K
OSBC icon
2986
Old Second Bancorp
OSBC
$1.28B
$411K ﹤0.01%
32,184
-13,260
-29% -$170K
FSV icon
2987
FirstService
FSV
$6.18B
$409K ﹤0.01%
4,259
+325
+8% +$29.4K
EVOP
2988
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
$408K ﹤0.01%
+12,931
New +$377K
CTO
2989
CTO Realty Growth
CTO
$809M
$407K ﹤0.01%
25,132
+1,764
+8% +$28.9K
IMGN
2990
DELISTED
Immunogen Inc
IMGN
$407K ﹤0.01%
187,581
+23,147
+14% +$54.7K
GTHX
2991
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
$406K ﹤0.01%
+13,229
New +$279K
GTES icon
2992
Gates Industrial Corp
GTES
$6.55B
$401K ﹤0.01%
35,113
-10,616
-23% -$143K
YARW
2993
Yarrow Bioscience
YARW
$98.8M
$401K ﹤0.01%
19
+8
+73% +$198K
REV
2994
DELISTED
Revlon, Inc.
REV
$399K ﹤0.01%
20,643
+1,393
+7% +$30.4K
XLRE icon
2995
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.38B
$397K ﹤0.01%
10,805
-2,102
-16% -$76.8K
GABC icon
2996
German American Bancorp
GABC
$1.88B
$396K ﹤0.01%
13,163
+2,106
+19% +$61.9K
ORBC
2997
DELISTED
ORBCOMM, Inc.
ORBC
$394K ﹤0.01%
54,341
-89,158
-62% -$635K
LFVN icon
2998
LifeVantage
LFVN
$79.7M
$393K ﹤0.01%
30,284
+4,881
+19% +$58K
CVGI icon
2999
Commercial Vehicle Group
CVGI
$127M
$392K ﹤0.01%
48,936
+3,150
+7% +$24.6K
SCZ icon
3000
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.3B
$392K ﹤0.01%
6,822
-5,202
-43% -$300K
118 119
120
121 122

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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.