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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
CTLP
3251
DELISTED
Cantaloupe
CTLP
$166K ﹤0.01%
22,305
-10,650
-32% -$66K
PBPB
3252
DELISTED
Potbelly
PBPB
$166K ﹤0.01%
32,548
+20,872
+179% +$142K
CSS
3253
DELISTED
CSS Industries, Inc.
CSS
$166K ﹤0.01%
34,064
-15,182
-31% -$88.4K
SHBI icon
3254
Shore Bancshares
SHBI
$772M
$165K ﹤0.01%
10,085
-1,461
-13% -$22.8K
MIN
3255
Aberdeen Intermediate Income Fund
MIN
$279M
$164K ﹤0.01%
42,490
-2,803
-6% -$10.6K
JILL icon
3256
J. Jill
JILL
$296M
$163K ﹤0.01%
16,374
+12,367
+309% +$236K
TCRT icon
3257
Alaunos Therapeutics
TCRT
$4.08M
$163K ﹤0.01%
187
+18
+11% +$12.4K
BTE icon
3258
Baytex Energy
BTE
$3.31B
$162K ﹤0.01%
105,254
+71,578
+213% +$130K
BRT
3259
BRT Apartments
BRT
$273M
$161K ﹤0.01%
11,370
-689
-6% -$9.4K
MSL
3260
DELISTED
Midsouth Bancorp, Inc.
MSL
$160K ﹤0.01%
+13,469
New +$159K
PZN
3261
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$159K ﹤0.01%
18,457
+380
+2% +$3.44K
AMBR
3262
DELISTED
Amber Road Inc
AMBR
$159K ﹤0.01%
12,160
+152
+1% +$1.71K
IO
3263
DELISTED
ION Geophysical Corporation
IO
$157K ﹤0.01%
19,501
-3,333
-15% -$35.3K
ROAN
3264
DELISTED
Roan Resources, Inc.
ROAN
$156K ﹤0.01%
+89,435
New +$323K
MCBC
3265
DELISTED
Macatawa Bank Corp
MCBC
$155K ﹤0.01%
15,131
+2,228
+17% +$23.1K
CEPU
3266
Central Puerto
CEPU
$2.01B
$153K ﹤0.01%
16,530
-592
-3% -$4.96K
RVSB icon
3267
Riverview Bancorp
RVSB
$103M
$153K ﹤0.01%
+17,909
New +$139K
FFNW
3268
DELISTED
First Financial Northwest, Inc
FFNW
$151K ﹤0.01%
10,657
+402
+4% +$6.31K
BAS
3269
DELISTED
Basis Energy Services, Inc.
BAS
$150K ﹤0.01%
78,716
-35,925
-31% -$93.6K
CRD.B icon
3270
Crawford & Co Class B
CRD.B
$582M
$149K ﹤0.01%
15,969
-815
-5% -$7.18K
SGRY icon
3271
Surgery Partners
SGRY
$1.79B
$148K ﹤0.01%
18,145
-4,520
-20% -$45.1K
USX
3272
DELISTED
U.S. Xpress Enterprises, Inc. Class A Common Stock
USX
$148K ﹤0.01%
+28,707
New +$175K
VSLR
3273
DELISTED
VIVINT SOLAR, INC.
VSLR
$148K ﹤0.01%
20,218
-18,864
-48% -$119K
LBY
3274
DELISTED
Libbey, Inc.
LBY
$147K ﹤0.01%
78,828
+7,048
+10% +$16.3K
ACET icon
3275
Adicet Bio
ACET
$84.8M
$146K ﹤0.01%
+128
New +$116K
129 130
131
132 133

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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.