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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
FBK icon
3201
FB Financial Corp
FBK
$2.89B
$215K ﹤0.01%
5,883
-2,639
-31% -$93.2K
GLD icon
3202
SPDR Gold Trust
GLD
$149B
$215K ﹤0.01%
1,615
-1,256
-44% -$155K
NG icon
3203
NovaGold Resources
NG
$3.84B
$215K ﹤0.01%
+36,426
New +$156K
CDZI icon
3204
Cadiz
CDZI
$338M
$214K ﹤0.01%
19,007
+7,084
+59% +$72.2K
LBRT icon
3205
Liberty Energy
LBRT
$3.1B
$214K ﹤0.01%
13,225
+1,221
+10% +$18.7K
CBAY
3206
DELISTED
Cymabay Therapeutics
CBAY
$214K ﹤0.01%
29,838
+4,920
+20% +$55.7K
AMRX icon
3207
Amneal Pharmaceuticals
AMRX
$6.11B
$212K ﹤0.01%
29,520
-54,139
-65% -$554K
QTRX icon
3208
Quanterix
QTRX
$125M
$212K ﹤0.01%
+6,261
New +$162K
CMBT
3209
CMB.TECH NV
CMBT
$5.32B
$212K ﹤0.01%
22,437
-3,826
-15% -$34.7K
EEX
3210
DELISTED
Emerald Holding
EEX
$210K ﹤0.01%
18,849
-16,131
-46% -$201K
BCOV
3211
DELISTED
Brightcove, Inc.
BCOV
$210K ﹤0.01%
20,321
-15
-0.1% -$145
JAG
3212
DELISTED
Jagged Peak Energy Inc.
JAG
$210K ﹤0.01%
25,352
+1,624
+7% +$15.8K
LAZ icon
3213
Lazard
LAZ
$4.25B
$209K ﹤0.01%
+6,080
New +$218K
PTGX icon
3214
Protagonist Therapeutics
PTGX
$9.34B
$209K ﹤0.01%
17,233
+106
+0.6% +$1.17K
GAIN icon
3215
Gladstone Investment Corp
GAIN
$654M
$208K ﹤0.01%
18,526
-137
-0.7% -$1.63K
NTLA icon
3216
Intellia Therapeutics
NTLA
$1.8B
$208K ﹤0.01%
12,720
-2,953
-19% -$46.4K
SCHF icon
3217
Schwab International Equity ETF
SCHF
$69.3B
$206K ﹤0.01%
12,864
-3,772
-23% -$59.7K
SKY icon
3218
Champion Homes
SKY
$4.9B
$206K ﹤0.01%
+7,517
New +$171K
MPX
3219
DELISTED
Marine Products Corp
MPX
$203K ﹤0.01%
13,145
-628
-5% -$9.29K
PHO icon
3220
Invesco Water Resources ETF
PHO
$2.05B
$203K ﹤0.01%
+5,689
New +$195K
SRGA
3221
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$203K ﹤0.01%
1,589
+270
+20% +$38.9K
SMTA
3222
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
$201K ﹤0.01%
24,102
-13,045
-35% -$96.1K
ACRS icon
3223
Aclaris Therapeutics
ACRS
$885M
$199K ﹤0.01%
90,867
+33,646
+59% +$183K
QAT icon
3224
iShares MSCI Qatar ETF
QAT
$60M
$199K ﹤0.01%
+11,147
New +$204K
PRMW
3225
DELISTED
Primo Water Corporation
PRMW
$199K ﹤0.01%
16,149
-10,210
-39% -$137K
127 128
129
130 131

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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.