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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
AAOI icon
2901
Applied Optoelectronics
AAOI
$9.02B
$510K ﹤0.01%
49,599
+28,918
+140% +$309K
MGY icon
2902
Magnolia Oil & Gas
MGY
$6.22B
$510K ﹤0.01%
44,073
+18,976
+76% +$233K
EMCI
2903
DELISTED
EMC INS Group Inc
EMCI
$509K ﹤0.01%
14,129
+154
+1% +$5.28K
TEUM
2904
DELISTED
Pareteum Corporation
TEUM
$508K ﹤0.01%
194,633
-9,632
-5% -$38.1K
VNE
2905
DELISTED
Veoneer, Inc.
VNE
$505K ﹤0.01%
29,173
-16,250
-36% -$341K
BSRR icon
2906
Sierra Bancorp
BSRR
$516M
$504K ﹤0.01%
18,568
+8,999
+94% +$231K
JPS
2907
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$503K ﹤0.01%
52,982
-19,439
-27% -$181K
LIND icon
2908
Lindblad Expeditions
LIND
$1.94B
$502K ﹤0.01%
27,941
+10,795
+63% +$177K
XENT
2909
DELISTED
Intersect ENT, Inc
XENT
$502K ﹤0.01%
22,076
-3,855
-15% -$104K
TCRR
2910
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
$501K ﹤0.01%
35,044
+6,672
+24% +$106K
HCKT icon
2911
Hackett Group
HCKT
$282M
$500K ﹤0.01%
29,790
+247
+0.8% +$3.98K
ATRC icon
2912
AtriCure
ATRC
$2.47B
$499K ﹤0.01%
16,738
+1,006
+6% +$29.4K
BCEL
2913
DELISTED
Atreca, Inc. Class A Common Stock
BCEL
$499K ﹤0.01%
+26,500
New +$478K
MRSN
2914
DELISTED
Mersana Therapeutics
MRSN
$498K ﹤0.01%
4,915
+214
+5% +$25.2K
SAFE
2915
DELISTED
Safehold Inc.
SAFE
$498K ﹤0.01%
16,490
+3,680
+29% +$97.8K
MRNA icon
2916
Moderna
MRNA
$55.1B
$496K ﹤0.01%
+33,890
New +$728K
FLNT
2917
Fluent
FLNT
$111M
$491K ﹤0.01%
15,212
+11,040
+265% +$389K
CLS icon
2918
Celestica
CLS
$37.7B
$490K ﹤0.01%
71,754
-30,725
-30% -$224K
LASR icon
2919
nLIGHT
LASR
$2.48B
$489K ﹤0.01%
25,453
+1,647
+7% +$36.2K
OTE
2920
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$489K ﹤0.01%
67,801
-949
-1% -$6.84K
PIM
2921
Franklin Master Intermediate Income Trust
PIM
$153M
$484K ﹤0.01%
105,523
-33,851
-24% -$154K
IIIV icon
2922
i3 Verticals
IIIV
$293M
$482K ﹤0.01%
+16,350
New +$404K
PRTA icon
2923
Prothena Corp
PRTA
$479M
$482K ﹤0.01%
45,617
+16,083
+54% +$165K
RYZ
2924
Ryerson Holding Corp
RYZ
$1.31B
$481K ﹤0.01%
57,801
-25,934
-31% -$228K
ARQ icon
2925
Arq
ARQ
$94.3M
$479K ﹤0.01%
37,906
+14,091
+59% +$175K
115 116
117
118 119

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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.