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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
HNRG icon
3176
Hallador Energy
HNRG
$766M
$230K ﹤0.01%
40,779
+10,147
+33% +$54.7K
DSKE
3177
DELISTED
Daseke, Inc. Common Stock
DSKE
$229K ﹤0.01%
63,495
-4,541
-7% -$21.5K
EVF
3178
Eaton Vance Senior Income Trust
EVF
$90.3M
$228K ﹤0.01%
+36,604
New +$228K
MFIC icon
3179
MidCap Financial Investment
MFIC
$792M
$227K ﹤0.01%
14,381
-296
-2% -$4.65K
TCPC icon
3180
BlackRock TCP Capital
TCPC
$346M
$227K ﹤0.01%
15,962
+482
+3% +$6.97K
CIVB icon
3181
Civista Bancshares
CIVB
$571M
$226K ﹤0.01%
+10,089
New +$222K
OPCH icon
3182
Option Care Health
OPCH
$3.58B
$226K ﹤0.01%
21,709
-15,939
-42% -$130K
BCBP icon
3183
BCB Bancorp
BCBP
$156M
$224K ﹤0.01%
16,198
+5,668
+54% +$72.7K
LAND
3184
Gladstone Land Corp
LAND
$387M
$223K ﹤0.01%
19,329
+5,766
+43% +$71.3K
XBI icon
3185
State Street SPDR S&P Biotech ETF
XBI
$11.3B
$223K ﹤0.01%
+2,542
New +$217K
FTSI
3186
DELISTED
FTS International, Inc. Common Stock
FTSI
$223K ﹤0.01%
1,997
-236
-11% -$39K
EGLE
3187
DELISTED
Eagle Bulk Shipping Inc.
EGLE
$223K ﹤0.01%
6,081
+2,679
+79% +$94.9K
ITRN icon
3188
Ituran Location and Control
ITRN
$1B
$222K ﹤0.01%
7,378
+85
+1% +$2.87K
ULH icon
3189
Universal Logistics Holdings
ULH
$515M
$222K ﹤0.01%
9,877
-341
-3% -$7.29K
IVOO icon
3190
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.82B
$221K ﹤0.01%
3,360
– –
DAKT icon
3191
Daktronics
DAKT
$932M
$220K ﹤0.01%
35,666
-53,458
-60% -$372K
FEM icon
3192
First Trust Emerging Markets AlphaDEX Fund
FEM
$810M
$220K ﹤0.01%
8,732
-2,377
-21% -$57.9K
GNE icon
3193
Genie Energy
GNE
$391M
$220K ﹤0.01%
20,658
+3,151
+18% +$29.3K
URGN icon
3194
UroGen Pharma
URGN
$2.13B
$219K ﹤0.01%
+6,093
New +$225K
CCF
3195
DELISTED
Chase Corporation
CCF
$219K ﹤0.01%
+2,037
New +$202K
CSTE icon
3196
Caesarstone
CSTE
$109M
$217K ﹤0.01%
14,415
-1,525
-10% -$22.8K
VATE icon
3197
INNOVATE Corp
VATE
$104M
$217K ﹤0.01%
9,196
-1,136
-11% -$27.9K
VSEC icon
3198
VSE Corp
VSEC
$6.06B
$217K ﹤0.01%
7,580
-1,982
-21% -$56.9K
IWV icon
3199
iShares Russell 3000 ETF
IWV
$20.3B
$216K ﹤0.01%
1,251
-179
-13% -$30.4K
ASMB icon
3200
Assembly Biosciences
ASMB
$694M
$215K ﹤0.01%
1,331
-82
-6% -$15.6K
126 127
128
129 130

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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.