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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
CIA icon
3301
Citizens
CIA
$194M
$114K ﹤0.01%
15,623
-6,989
-31% -$47.9K
ARA
3302
DELISTED
American Renal Associates Holdings, Inc
ARA
$114K ﹤0.01%
+15,372
New +$101K
AXAS
3303
DELISTED
Abraxas Petroleum Corp
AXAS
$114K ﹤0.01%
5,523
-72
-1% -$1.75K
GAIA icon
3304
Gaia
GAIA
$39.4M
$112K ﹤0.01%
14,812
+2,901
+24% +$24.4K
RMTI icon
3305
Rockwell Medical
RMTI
$32.9M
$112K ﹤0.01%
339
-381
-53% -$193K
SBBP
3306
DELISTED
Strongbridge Biopharma plc.
SBBP
$112K ﹤0.01%
+35,793
New +$131K
VHC icon
3307
VirnetX Holding Corp
VHC
$51.1M
$110K ﹤0.01%
+884
New +$110K
SLDB icon
3308
Solid Biosciences
SLDB
$1.05B
$109K ﹤0.01%
+1,269
New +$138K
MGY.WS
3309
DELISTED
Magnolia Oil & Gas Corporation
MGY.WS
$106K ﹤0.01%
31,731
– –
CLUB
3310
DELISTED
Town Sports International Holdings, Inc.
CLUB
$105K ﹤0.01%
48,483
-13,339
-22% -$44.6K
PSIX
3311
Power Solutions International
PSIX
$837M
$104K ﹤0.01%
10,716
-129
-1% -$1.25K
TXMD icon
3312
TherapeuticsMD
TXMD
$25.7M
$103K ﹤0.01%
789
+3
+0.4% +$538
GREK
3313
Global X MSCI Greece ETF
GREK
$343M
$102K ﹤0.01%
3,543
-2,902
-45% -$75.2K
INO icon
3314
Inovio Pharmaceuticals
INO
$133M
$102K ﹤0.01%
2,886
+1,226
+74% +$48.7K
RBBN icon
3315
Ribbon Communications
RBBN
$363M
$102K ﹤0.01%
+20,880
New +$102K
PVLA
3316
Palvella Therapeutics
PVLA
$2.16B
$100K ﹤0.01%
265
+54
+26% +$16.1K
ECOR icon
3317
electroCore
ECOR
$86.8M
$99K ﹤0.01%
+3,308
New +$201K
MBIO icon
3318
Mustang Bio
MBIO
$4.07M
$99K ﹤0.01%
36
+13
+57% +$37.1K
ESXB
3319
DELISTED
Community Bankers Trust Corporation
ESXB
$97K ﹤0.01%
11,435
+476
+4% +$3.6K
PRGX
3320
DELISTED
PRGX Global, Inc.
PRGX
$96K ﹤0.01%
+14,231
New +$102K
GOGL
3321
DELISTED
Golden Ocean Group
GOGL
$95K ﹤0.01%
+16,310
New +$85.3K
NHTC icon
3322
Natural Health Trends
NHTC
$13.7M
$94K ﹤0.01%
11,662
-4,789
-29% -$50.1K
NEX
3323
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$94K ﹤0.01%
13,926
-4,996
-26% -$46.7K
JNCE
3324
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
$93K ﹤0.01%
18,847
-2,417
-11% -$12.8K
DVAX
3325
DELISTED
Dynavax Technologies
DVAX
$91K ﹤0.01%
22,748
-613
-3% -$3.55K
131 132
133
134 135

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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.