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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
OCSL icon
3226
Oaktree Specialty Lending
OCSL
$1.15B
$196K ﹤0.01%
12,084
+3,668
+44% +$59.3K
BWB icon
3227
Bridgewater Bancshares
BWB
$594M
$195K ﹤0.01%
16,865
+5,385
+47% +$58.6K
SYBX
3228
DELISTED
Synlogic
SYBX
$195K ﹤0.01%
+1,431
New +$174K
MR
3229
DELISTED
Montage Resources Corporation Common Stock
MR
$194K ﹤0.01%
+31,870
New +$318K
NGS icon
3230
Natural Gas Services Group
NGS
$447M
$193K ﹤0.01%
+11,718
New +$192K
EUFN icon
3231
iShares MSCI Europe Financials ETF
EUFN
$4.33B
$192K ﹤0.01%
10,585
– –
VERI icon
3232
Veritone
VERI
$80.2M
$192K ﹤0.01%
23,008
+9,942
+76% +$73.8K
CURO
3233
DELISTED
CURO Group Holdings Corp.
CURO
$190K ﹤0.01%
17,159
+2,096
+14% +$22.4K
DGICA icon
3234
Donegal Group Class A
DGICA
$714M
$189K ﹤0.01%
+12,375
New +$174K
BW icon
3235
Babcock & Wilcox
BW
$1.07B
$187K ﹤0.01%
54,544
+119
+0.2% +$459
IAU icon
3236
iShares Gold Trust
IAU
$66.1B
$187K ﹤0.01%
6,920
-15
-0.2% -$376
RCKT icon
3237
Rocket Pharmaceuticals
RCKT
$424M
$186K ﹤0.01%
+12,405
New +$216K
CBLK
3238
DELISTED
Carbon Black, Inc. Common Stock
CBLK
$184K ﹤0.01%
+11,018
New +$169K
TGTX icon
3239
TG Therapeutics
TGTX
$8.26B
$183K ﹤0.01%
21,152
+6,609
+45% +$50K
WATT icon
3240
Energous
WATT
$61.4M
$182K ﹤0.01%
69
+4
+6% +$11.7K
STR
3241
DELISTED
Sitio Royalties
STR
$179K ﹤0.01%
+5,337
New +$175K
NTGN
3242
DELISTED
Neon Therapeutics, Inc. Common Stock
NTGN
$177K ﹤0.01%
37,408
-2,093
-5% -$11.7K
LFCR icon
3243
Lifecore Biomedical
LFCR
$172M
$174K ﹤0.01%
18,590
-915
-5% -$9.24K
SHYF
3244
DELISTED
The Shyft Group
SHYF
$174K ﹤0.01%
15,844
+2,102
+15% +$19.4K
ADMS
3245
DELISTED
Adamas Pharmaceuticals
ADMS
$173K ﹤0.01%
+27,936
New +$161K
SB icon
3246
Safe Bulkers
SB
$868M
$172K ﹤0.01%
110,003
+46,480
+73% +$72.2K
SNDX icon
3247
Syndax Pharmaceuticals
SNDX
$1.74B
$171K ﹤0.01%
18,314
+5,162
+39% +$37.6K
TAC icon
3248
TransAlta
TAC
$3.86B
$170K ﹤0.01%
26,128
-715
-3% -$4.81K
BFX
3249
DELISTED
BowFlex Inc.
BFX
$169K ﹤0.01%
76,490
-97,332
-56% -$384K
CSTR
3250
DELISTED
CapStar Financial Holdings, Inc
CSTR
$168K ﹤0.01%
11,062
+595
+6% +$9.12K
128 129
130
131 132

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MCM
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PSUF
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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.