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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
LILA icon
3026
Liberty Latin America Class A
LILA
$1.68B
$361K ﹤0.01%
32,691
+5,125
+19% +$62.7K
ZVO
3027
DELISTED
Zovio Inc. Common Stock
ZVO
$358K ﹤0.01%
100,058
-4,181
-4% -$20.8K
DERM
3028
DELISTED
Dermira, Inc.
DERM
$357K ﹤0.01%
37,293
-103,234
-73% -$1.11M
CLPR
3029
Clipper Realty
CLPR
$53.6M
$355K ﹤0.01%
31,740
+672
+2% +$8.65K
NXH
3030
Neighborhood Intelligence Inc
NXH
$375M
$354K ﹤0.01%
34,617
-3,307
-9% -$30.9K
EVC icon
3031
Entravision Communication
EVC
$745M
$354K ﹤0.01%
113,319
-14,477
-11% -$44K
MOBL
3032
DELISTED
MobileIron, Inc.
MOBL
$354K ﹤0.01%
57,157
-7,572
-12% -$42.9K
UUUU icon
3033
Energy Fuels
UUUU
$3.67B
$353K ﹤0.01%
112,805
-44,969
-29% -$136K
NVEC icon
3034
NVE Corp
NVEC
$488M
$351K ﹤0.01%
5,047
+1,521
+43% +$127K
GCAP
3035
DELISTED
Gain Capital Holdings, Inc.
GCAP
$351K ﹤0.01%
85,061
+52,315
+160% +$251K
FATE icon
3036
Fate Therapeutics
FATE
$291M
$350K ﹤0.01%
17,263
+2,763
+19% +$49.8K
PTVCB
3037
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$349K ﹤0.01%
+20,096
New +$342K
NRIM icon
3038
Northrim BanCorp
NRIM
$571M
$348K ﹤0.01%
39,080
+7,492
+24% +$64.8K
HRTG icon
3039
Heritage Insurance Holdings
HRTG
$1.01B
$347K ﹤0.01%
22,495
-11,170
-33% -$164K
NMFC icon
3040
New Mountain Finance
NMFC
$712M
$347K ﹤0.01%
24,862
-12,532
-34% -$175K
SCHB icon
3041
Schwab US Broad Market ETF
SCHB
$44.7B
$347K ﹤0.01%
+29,514
New +$341K
FRBK
3042
DELISTED
Republic First Bancorp Inc
FRBK
$346K ﹤0.01%
70,421
+31,725
+82% +$161K
MFM
3043
Aberdeen Municipal Income Fund
MFM
$221M
$345K ﹤0.01%
49,413
-111,407
-69% -$767K
TPB icon
3044
Turning Point Brands
TPB
$1.68B
$343K ﹤0.01%
6,997
-775
-10% -$37.4K
BSET icon
3045
Bassett Furniture
BSET
$162M
$341K ﹤0.01%
22,371
-300
-1% -$4.81K
GPRK icon
3046
GeoPark
GPRK
$638M
$339K ﹤0.01%
18,338
-789
-4% -$13.2K
LORL
3047
DELISTED
Loral Space and Communications, Inc.
LORL
$338K ﹤0.01%
9,786
-1,899
-16% -$68.7K
SCID
3048
DELISTED
Global X Scientific Beta Europe ETF
SCID
$338K ﹤0.01%
13,922
-8,634
-38% -$211K
EQBK icon
3049
Equity Bancshares
EQBK
$1.02B
$334K ﹤0.01%
+12,528
New +$334K
GWRS icon
3050
Global Water Resources
GWRS
$263M
$334K ﹤0.01%
32,032
+2,667
+9% +$26.2K
120 121
122
123 124

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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.