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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
SPNS
3076
DELISTED
Sapiens International
SPNS
$312K ﹤0.01%
18,763
+2,323
+14% +$36.1K
CHMI
3077
Cherry Hill Mortgage Investment Corp
CHMI
$108M
$310K ﹤0.01%
19,354
-752
-4% -$12.8K
GORO icon
3078
Goldgroup Mining
GORO
$492M
$308K ﹤0.01%
91,161
+15,816
+21% +$53.6K
IYH icon
3079
iShares US Healthcare ETF
IYH
$3.74B
$307K ﹤0.01%
7,865
-345
-4% -$13.1K
VTV icon
3080
Vanguard Morningstar Value ETF
VTV
$192B
$306K ﹤0.01%
2,761
+285
+12% +$31.1K
ASNA
3081
DELISTED
Ascena Retail Group, Inc.
ASNA
$306K ﹤0.01%
25,106
-7,113
-22% -$151K
KVHI icon
3082
KVH Industries
KVHI
$136M
$304K ﹤0.01%
27,987
+1,964
+8% +$19.4K
HAPN
3083
Happen Inc
HAPN
$2.06B
$304K ﹤0.01%
18,527
+6,418
+53% +$101K
AMRC icon
3084
Ameresco
AMRC
$1.17B
$303K ﹤0.01%
20,584
-3,199
-13% -$49K
TBPH icon
3085
Theravance Biopharma
TBPH
$885M
$303K ﹤0.01%
18,551
-2,570
-12% -$52.1K
ALNT icon
3086
Allient
ALNT
$1.58B
$302K ﹤0.01%
11,937
+2,422
+25% +$58K
CRNT icon
3087
Ceragon Networks
CRNT
$191M
$302K ﹤0.01%
103,026
+15,550
+18% +$50.9K
IMOS
3088
ChipMOS TECHNOLOGIES
IMOS
$1.93B
$301K ﹤0.01%
19,587
-1,855
-9% -$30.2K
MCB icon
3089
Metropolitan Bank Holding Corp
MCB
$1.14B
$301K ﹤0.01%
6,852
+828
+14% +$32.9K
STGW icon
3090
Stagwell
STGW
$2.14B
$301K ﹤0.01%
119,261
-3,320
-3% -$8.54K
BOLD
3091
DELISTED
Audentes Therapeutics, Inc
BOLD
$300K ﹤0.01%
7,936
+2,040
+35% +$78.4K
KIN
3092
DELISTED
Kindred Biosciences, Inc.
KIN
$299K ﹤0.01%
+35,884
New +$310K
OOMA icon
3093
Ooma
OOMA
$629M
$298K ﹤0.01%
28,410
-34,622
-55% -$439K
VHI icon
3094
Valhi
VHI
$511M
$297K ﹤0.01%
8,323
-1,950
-19% -$54.5K
SENS icon
3095
Senseonics Holdings Inc
SENS
$493M
$296K ﹤0.01%
7,264
+4,617
+174% +$195K
SPAB icon
3096
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$10.3B
$292K ﹤0.01%
10,000
– –
SND icon
3097
Smart Sand
SND
$220M
$291K ﹤0.01%
119,213
+14,473
+14% +$51.3K
CWCO icon
3098
Consolidated Water Co
CWCO
$476M
$289K ﹤0.01%
20,295
+6,492
+47% +$86.3K
ESSA
3099
DELISTED
ESSA Bancorp
ESSA
$289K ﹤0.01%
18,962
-2,727
-13% -$42K
INST
3100
DELISTED
Instructure, Inc.
INST
$289K ﹤0.01%
6,808
+40
+0.6% +$1.73K
122 123
124
125 126

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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.