We are live on ! Find out more
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
CVNA icon
2751
Carvana
CVNA
$53.3B
$765K ﹤0.01%
61,105
+18,040
+42% +$232K
BNED icon
2752
Barnes & Noble Education
BNED
$415M
$764K ﹤0.01%
2,273
+303
+15% +$116K
HMTV
2753
DELISTED
Hemisphere Media Group, Inc.
HMTV
$762K ﹤0.01%
58,988
+40,246
+215% +$563K
ZGNX
2754
DELISTED
Zogenix, Inc.
ZGNX
$761K ﹤0.01%
15,922
+2,935
+23% +$118K
KLXE icon
2755
KLX Energy Services
KLXE
$32.7M
$760K ﹤0.01%
7,444
-6,007
-45% -$729K
TTI icon
2756
TETRA Technologies
TTI
$1.01B
$756K ﹤0.01%
463,720
-59,817
-11% -$120K
PETS icon
2757
PetMed Express
PETS
$40.8M
$754K ﹤0.01%
48,097
-4,350
-8% -$85.6K
PETQ
2758
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$751K ﹤0.01%
22,777
+3,679
+19% +$108K
RFP
2759
DELISTED
Resolute Forest Products Inc.
RFP
$744K ﹤0.01%
103,380
-3,149
-3% -$22.1K
CLDR
2760
DELISTED
Cloudera, Inc.
CLDR
$743K ﹤0.01%
141,228
+61,326
+77% +$566K
YELL
2761
DELISTED
Yellow Corporation Common Stock
YELL
$742K ﹤0.01%
184,147
-42,130
-19% -$244K
OMAB icon
2762
Grupo Aeroportuario Centro Norte
OMAB
$4.86B
$738K ﹤0.01%
15,100
-795
-5% -$39.3K
BNFT
2763
DELISTED
Benefitfocus, Inc.
BNFT
$734K ﹤0.01%
27,028
+12,681
+88% +$426K
OSG
2764
DELISTED
Overseas Shipholding Group Inc.
OSG
$731K ﹤0.01%
388,739
-35,745
-8% -$66.2K
ALDR
2765
DELISTED
Alder Biopharmaceuticals
ALDR
$730K ﹤0.01%
62,015
+456
+0.7% +$5.52K
PKE icon
2766
Park Aerospace
PKE
$705M
$729K ﹤0.01%
43,682
-19,740
-31% -$317K
WHD icon
2767
Cactus
WHD
$4.86B
$727K ﹤0.01%
21,936
-1,605
-7% -$55.8K
AROW icon
2768
Arrow Financial
AROW
$707M
$726K ﹤0.01%
24,236
+1,649
+7% +$47.7K
ZEUS
2769
DELISTED
Olympic Steel
ZEUS
$724K ﹤0.01%
53,039
+16,662
+46% +$248K
TELL
2770
DELISTED
Tellurian Inc.
TELL
$722K ﹤0.01%
91,959
+60,240
+190% +$535K
MUS
2771
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$722K ﹤0.01%
58,120
-995
-2% -$12.1K
GHM icon
2772
Graham Corp
GHM
$1.01B
$719K ﹤0.01%
35,572
-3,084
-8% -$63.3K
TVRD
2773
Tvardi Therapeutics
TVRD
$24.3M
$716K ﹤0.01%
925
+19
+2% +$13.3K
ORTX
2774
DELISTED
Orchard Therapeutics plc American Depositary Shares
ORTX
$715K ﹤0.01%
5,107
-624
-11% -$110K
POWL icon
2775
Powell Industries
POWL
$6.66B
$713K ﹤0.01%
56,250
+5,571
+11% +$62K
109 110
111
112 113

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.