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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
IIIN icon
2876
Insteel Industries
IIIN
$590M
$547K ﹤0.01%
26,262
+5,161
+24% +$104K
UCFC
2877
DELISTED
United Community Financial Corp
UCFC
$547K ﹤0.01%
57,144
+3,267
+6% +$30.5K
CO
2878
DELISTED
Global Cord Blood Corporation
CO
$546K ﹤0.01%
94,469
+15,934
+20% +$105K
CVEO icon
2879
Civeo
CVEO
$342M
$545K ﹤0.01%
26,424
-1,671
-6% -$36.1K
DBEF icon
2880
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.38B
$545K ﹤0.01%
17,226
-482
-3% -$15.3K
LYFT icon
2881
Lyft
LYFT
$6.7B
$545K ﹤0.01%
+8,290
New +$498K
GIFI
2882
DELISTED
Gulf Island Fabrication
GIFI
$543K ﹤0.01%
76,541
+1,152
+2% +$9.5K
RDNT icon
2883
RadNet
RDNT
$5.87B
$540K ﹤0.01%
39,142
-28,535
-42% -$366K
LEN.B icon
2884
Lennar Class B
LEN.B
$20.5B
$538K ﹤0.01%
14,701
-204
-1% -$7.98K
CCXI
2885
DELISTED
ChemoCentryx, Inc.
CCXI
$538K ﹤0.01%
57,809
+2,319
+4% +$26.8K
PENG
2886
Penguin Solutions Inc
PENG
$2.54B
$537K ﹤0.01%
+46,728
New +$473K
GLO
2887
Clough Global Opportunities Fund
GLO
$247M
$535K ﹤0.01%
57,241
-29,465
-34% -$282K
NCSM icon
2888
NCS Multistage Holdings
NCSM
$136M
$533K ﹤0.01%
7,509
+677
+10% +$50.5K
NEXT icon
2889
NextDecade
NEXT
$1.96B
$533K ﹤0.01%
84,293
-59,924
-42% -$334K
CZNC icon
2890
Citizens & Northern Corp
CZNC
$458M
$532K ﹤0.01%
20,206
-223
-1% -$6.08K
EPOL icon
2891
iShares MSCI Poland ETF
EPOL
$841M
$532K ﹤0.01%
22,396
-384
-2% -$8.77K
AFI
2892
DELISTED
Armstrong Flooring, Inc.
AFI
$530K ﹤0.01%
53,812
-27,021
-33% -$334K
TLND
2893
DELISTED
Talend S.A. American Depositary Shares
TLND
$528K ﹤0.01%
13,671
+3,841
+39% +$179K
RTL
2894
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
$526K ﹤0.01%
+48,212
New +$503K
DSPG
2895
DELISTED
DSP Group Inc
DSPG
$526K ﹤0.01%
36,638
+593
+2% +$8.55K
PETX
2896
DELISTED
Aratana Therapeutics, Inc.
PETX
$519K ﹤0.01%
100,644
+35,070
+53% +$158K
XLU icon
2897
State Street Utilities Select Sector SPDR ETF
XLU
$21.9B
$517K ﹤0.01%
17,334
-3,036
-15% -$89.2K
XLP icon
2898
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$516K ﹤0.01%
8,890
-733
-8% -$42K
LE icon
2899
Lands' End
LE
$370M
$514K ﹤0.01%
42,058
-20,153
-32% -$305K
FDN icon
2900
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.43B
$512K ﹤0.01%
3,563
+117
+3% +$16.7K
114 115
116
117 118

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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.