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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
AGRO icon
2276
Adecoagro
AGRO
$1.55B
$2.09M ﹤0.01%
292,355
-214,827
-42% -$1.47M
PRSU
2277
Pursuit Attractions and Hospitality Inc
PRSU
$1.36B
$2.09M ﹤0.01%
31,511
-1,142
-3% -$70.5K
DVY icon
2278
iShares Select Dividend ETF
DVY
$23.8B
$2.08M ﹤0.01%
20,858
+685
+3% +$67.6K
PLAB icon
2279
Photronics
PLAB
$1.64B
$2.08M ﹤0.01%
253,223
-50,563
-17% -$449K
ATSG
2280
DELISTED
Air Transport Services Group
ATSG
$2.07M ﹤0.01%
84,704
-4,542
-5% -$104K
FTR
2281
DELISTED
Frontier Communications Corp.
FTR
$2.06M ﹤0.01%
1,177,290
-772,239
-40% -$1.57M
ANIK icon
2282
Anika Therapeutics
ANIK
$282M
$2.06M ﹤0.01%
50,658
+38,771
+326% +$1.41M
IQ icon
2283
iQIYI
IQ
$888M
$2.06M ﹤0.01%
99,681
+73,856
+286% +$1.53M
APEI icon
2284
American Public Education
APEI
$842M
$2.06M ﹤0.01%
69,458
-15,552
-18% -$476K
NTGR icon
2285
NETGEAR
NTGR
$573M
$2.05M ﹤0.01%
81,184
-7,040
-8% -$205K
AERI
2286
DELISTED
Aerie Pharmaceuticals
AERI
$2.05M ﹤0.01%
69,244
-5,107
-7% -$197K
GOLF icon
2287
Acushnet Holdings
GOLF
$5.08B
$2.04M ﹤0.01%
77,739
-5,086
-6% -$126K
VSTO
2288
DELISTED
Vista Outdoor Inc.
VSTO
$2.04M ﹤0.01%
229,827
+24,357
+12% +$209K
WGO icon
2289
Winnebago Industries
WGO
$865M
$2.04M ﹤0.01%
52,676
-2,382
-4% -$83.8K
RYAM icon
2290
Rayonier Advanced Materials
RYAM
$582M
$2.03M ﹤0.01%
313,202
+103,633
+49% +$1.08M
REGI
2291
DELISTED
Renewable Energy Group, Inc.
REGI
$2.03M ﹤0.01%
127,814
-10,793
-8% -$199K
CAC icon
2292
Camden National
CAC
$957M
$2.02M ﹤0.01%
44,150
-3,382
-7% -$148K
VIVO
2293
DELISTED
Meridian Bioscience Inc
VIVO
$2.02M ﹤0.01%
170,483
-192,479
-53% -$2.32M
RAD
2294
DELISTED
Rite Aid Corporation
RAD
$2.01M ﹤0.01%
250,834
+70,501
+39% +$608K
SBSI icon
2295
Southside Bancshares
SBSI
$950M
$2.01M ﹤0.01%
62,011
-3,636
-6% -$123K
RBCAA icon
2296
Republic Bancorp
RBCAA
$1.86B
$2.01M ﹤0.01%
40,347
-1,935
-5% -$91.1K
CRMT icon
2297
America's Car Mart
CRMT
$20.6M
$2M ﹤0.01%
23,214
-6,324
-21% -$582K
P
2298
Everpure Inc
P
$31B
$2M ﹤0.01%
130,618
-10,965
-8% -$214K
WSFS icon
2299
WSFS Financial
WSFS
$4B
$1.99M ﹤0.01%
48,151
-6,490
-12% -$269K
CYH icon
2300
Community Health Systems
CYH
$413M
$1.98M ﹤0.01%
742,402
-284,703
-28% -$899K
90 91
92
93 94

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MCM
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PSUF
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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.