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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
EIGI
3351
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$71K ﹤0.01%
+14,854
New +$80.6K
METC icon
3352
Ramaco Resources Class A
METC
$843M
$70K ﹤0.01%
13,609
+1,725
+15% +$9.92K
CRR
3353
DELISTED
Carbo Ceramics Inc.
CRR
$70K ﹤0.01%
52,065
-169,544
-77% -$374K
RAIL icon
3354
FreightCar America
RAIL
$235M
$69K ﹤0.01%
11,728
+1,276
+12% +$8.24K
ACTA
3355
DELISTED
Actua Corp
ACTA
$69K ﹤0.01%
107,752
-22
-0% -$14
LFT
3356
Lument Finance Trust
LFT
$38.9M
$65K ﹤0.01%
19,205
+62
+0.3% +$213
PFSW
3357
DELISTED
PFSweb, Inc.
PFSW
$65K ﹤0.01%
+15,952
New +$68.5K
ONDK
3358
DELISTED
On Deck Capital, Inc.
ONDK
$64K ﹤0.01%
15,502
-52,842
-77% -$250K
KEG
3359
DELISTED
Key Energy Services, Inc. Common Stock
KEG
$64K ﹤0.01%
28,324
-20,754
-42% -$62.4K
BCRX icon
3360
BioCryst Pharmaceuticals
BCRX
$2.51B
$63K ﹤0.01%
16,655
-112,651
-87% -$678K
DWSN icon
3361
Dawson Geophysical
DWSN
$104M
$63K ﹤0.01%
25,133
+1,476
+6% +$3.67K
PACK.WS
3362
DELISTED
One Madison Corporation Warrants, each whole warrant is exercisable for one Class A Common Stock at
PACK.WS
$63K ﹤0.01%
+52,636
New +$67.4K
CHAP
3363
DELISTED
Chaparral Energy, Inc.
CHAP
$63K ﹤0.01%
+13,313
New +$66.6K
CELH icon
3364
Celsius Holdings
CELH
$8.35B
$61K ﹤0.01%
41,118
+4,098
+11% +$5.61K
MRNS
3365
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
$61K ﹤0.01%
3,696
+319
+9% +$5.54K
SVRA icon
3366
Savara
SVRA
$1.08B
$59K ﹤0.01%
+24,702
New +$219K
CVIA
3367
DELISTED
Covia Holdings Corporation Common Stock
CVIA
$58K ﹤0.01%
29,630
-21,914
-43% -$84.5K
NERV icon
3368
Minerva Neurosciences
NERV
$231M
$56K ﹤0.01%
+1,252
New +$62.7K
NYMX
3369
DELISTED
Nymox Pharmaceutical Corp
NYMX
$56K ﹤0.01%
38,762
-20,778
-35% -$36.4K
AXTI icon
3370
AXT Inc
AXTI
$3.84B
$55K ﹤0.01%
13,893
-2,013
-13% -$9.43K
OCUL icon
3371
Ocular Therapeutix
OCUL
$2.28B
$54K ﹤0.01%
12,258
-9,891
-45% -$36.6K
VUZI icon
3372
Vuzix
VUZI
$219M
$54K ﹤0.01%
13,082
-53,572
-80% -$153K
HSDT icon
3373
Solana Company
HSDT
$141M
– –
0
– –
AGFS
3374
DELISTED
AgroFresh Solutions Inc
AGFS
$53K ﹤0.01%
34,919
-91,896
-72% -$240K
IMH
3375
DELISTED
Impac Mortgage Holdings Inc.
IMH
$53K ﹤0.01%
17,137
-31,695
-65% -$110K
133 134
135
136 137

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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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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.