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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
BIG
1151
DELISTED
Big Lots, Inc.
BIG
$10.9M 0.01%
379,915
-326,021
-46% -$10.9M
MDC
1152
DELISTED
M.D.C. Holdings, Inc.
MDC
$10.9M 0.01%
357,909
-27,418
-7% -$807K
XHR
1153
Xenia Hotels & Resorts
XHR
$1.8B
$10.9M 0.01%
520,949
+62,434
+14% +$1.35M
ICL icon
1154
ICL Group
ICL
$7.23B
$10.9M 0.01%
2,088,652
+247,857
+13% +$1.31M
CBSH icon
1155
Commerce Bancshares
CBSH
$8.32B
$10.9M 0.01%
256,042
-32,943
-11% -$1.39M
SBH icon
1156
Sally Beauty Holdings
SBH
$1.55B
$10.8M 0.01%
808,915
-46,682
-5% -$763K
JACK icon
1157
Jack in the Box
JACK
$311M
$10.8M 0.01%
132,476
+7,796
+6% +$630K
PC
1158
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$10.8M 0.01%
1,298,907
-810,747
-38% -$6.72M
CZR icon
1159
Caesars Entertainment
CZR
$6.06B
$10.8M 0.01%
233,637
-7,898
-3% -$387K
INOV
1160
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$10.7M 0.01%
739,797
-287,604
-28% -$3.9M
CVI icon
1161
CVR Energy
CVI
$4.2B
$10.7M 0.01%
214,488
-33,623
-14% -$1.51M
TFSL icon
1162
TFS Financial
TFSL
$4.92B
$10.7M 0.01%
592,771
-26,075
-4% -$445K
ZAYO
1163
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$10.6M 0.01%
323,072
+13,209
+4% +$422K
MMSI icon
1164
Merit Medical Systems
MMSI
$5.4B
$10.6M 0.01%
178,436
-33,080
-16% -$1.9M
MOG.A icon
1165
Moog Inc Class A
MOG.A
$11.9B
$10.6M 0.01%
113,310
-19,603
-15% -$1.75M
AYI icon
1166
Acuity Brands
AYI
$10B
$10.6M 0.01%
76,869
-12,961
-14% -$1.78M
CTB
1167
DELISTED
Cooper Tire & Rubber Co.
CTB
$10.6M 0.01%
335,867
-8,477
-2% -$258K
FR icon
1168
First Industrial Realty Trust
FR
$8.21B
$10.6M 0.01%
287,745
+5,796
+2% +$206K
TREX icon
1169
Trex
TREX
$4.66B
$10.6M 0.01%
294,696
-63,566
-18% -$2.15M
CACC icon
1170
Credit Acceptance
CACC
$6.18B
$10.6M 0.01%
21,809
-2,426
-10% -$1.15M
ASB icon
1171
Associated Banc-Corp
ASB
$5.84B
$10.5M 0.01%
498,201
+39,654
+9% +$861K
AIF
1172
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$10.5M 0.01%
712,165
-38,822
-5% -$574K
TECK icon
1173
Teck Resources
TECK
$34B
$10.5M 0.01%
455,034
+14,609
+3% +$327K
ABG icon
1174
Asbury Automotive
ABG
$3.8B
$10.4M 0.01%
123,865
-3,560
-3% -$278K
VTLE
1175
DELISTED
Vital Energy
VTLE
$10.4M 0.01%
180,129
+140,297
+352% +$8.49M
45 46
47
48 49

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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.