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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
UCTT
2376
Ultra Clean Holdings
UCTT
$3.15B
$1.75M ﹤0.01%
125,574
+4,285
+4% +$54.6K
AORT icon
2377
Artivion
AORT
$1.31B
$1.74M ﹤0.01%
58,260
-5,980
-9% -$177K
EXPR
2378
DELISTED
Express, Inc.
EXPR
$1.74M ﹤0.01%
31,919
+3,049
+11% +$208K
VRA icon
2379
Vera Bradley
VRA
$94.1M
$1.74M ﹤0.01%
145,055
+16,706
+13% +$198K
LTRPA
2380
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$1.74M ﹤0.01%
140,219
-59,116
-30% -$775K
PGNX
2381
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$1.74M ﹤0.01%
281,847
+79,392
+39% +$383K
VRS
2382
DELISTED
Verso Corporation
VRS
$1.74M ﹤0.01%
91,180
-33,502
-27% -$677K
DXPE icon
2383
DXP Enterprises
DXPE
$2.88B
$1.74M ﹤0.01%
45,805
+234
+0.5% +$8.98K
PR
2384
Permian Resources
PR
$19B
$1.74M ﹤0.01%
228,771
+154,783
+209% +$1.38M
EXTR icon
2385
Extreme Networks
EXTR
$2.95B
$1.74M ﹤0.01%
268,206
+1,146
+0.4% +$7.57K
YETI icon
2386
Yeti Holdings
YETI
$3.03B
$1.73M ﹤0.01%
59,882
+10,140
+20% +$292K
ALG icon
2387
Alamo Group
ALG
$2.01B
$1.73M ﹤0.01%
17,306
+226
+1% +$22.6K
WAIR
2388
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$1.73M ﹤0.01%
155,505
-12,685
-8% -$122K
PAHC icon
2389
Phibro Animal Health
PAHC
$1.53B
$1.72M ﹤0.01%
54,258
+2,133
+4% +$66.9K
LCI
2390
DELISTED
Lannett Company, Inc.
LCI
$1.72M ﹤0.01%
70,855
+1,587
+2% +$41.9K
FFG
2391
DELISTED
FBL Financial Group
FFG
$1.72M ﹤0.01%
26,929
-3,619
-12% -$231K
BZH icon
2392
Beazer Homes USA
BZH
$886M
$1.71M ﹤0.01%
178,329
-33,238
-16% -$363K
OLP
2393
One Liberty Properties
OLP
$529M
$1.71M ﹤0.01%
58,959
+12,454
+27% +$360K
RARX
2394
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
$1.7M ﹤0.01%
56,619
+3,352
+6% +$76.8K
GEOS icon
2395
Geospace Technologies
GEOS
$68.3M
$1.7M ﹤0.01%
112,649
+71
+0.1% +$977
AGD
2396
abrdn Global Dynamic Dividend Fund
AGD
$330M
$1.7M ﹤0.01%
176,126
-13,806
-7% -$130K
JELD icon
2397
JELD-WEN Holding
JELD
$220M
$1.7M ﹤0.01%
79,891
+1,443
+2% +$29.1K
PFC
2398
DELISTED
Premier Financial Corp. Common Stock
PFC
$1.67M ﹤0.01%
58,551
+2,317
+4% +$66.4K
AMC icon
2399
AMC Entertainment Holdings
AMC
$2.31B
$1.67M ﹤0.01%
17,905
-1,638
-8% -$218K
CLW icon
2400
Clearwater Paper
CLW
$336M
$1.67M ﹤0.01%
90,183
-50,008
-36% -$936K
94 95
96
97 98

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MCM
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PSUF
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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.