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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
CRVS icon
3376
Corvus Pharmaceuticals
CRVS
$1.19B
$50K ﹤0.01%
+13,359
New +$52.3K
ADMA icon
3377
ADMA Biologics
ADMA
$2.09B
$49K ﹤0.01%
+12,544
New +$55.4K
XELA
3378
DELISTED
Exela Technologies, Inc. Common Stock
XELA
$48K ﹤0.01%
+2
New +$68.2K
BGFV
3379
DELISTED
Big 5 Sporting Goods
BGFV
$46K ﹤0.01%
23,547
-124,205
-84% -$304K
LYTS icon
3380
LSI Industries
LYTS
$724M
$45K ﹤0.01%
+12,207
New +$41.6K
VOXX
3381
DELISTED
VOXX International Corporation Class A
VOXX
$44K ﹤0.01%
10,528
-8,233
-44% -$33.8K
LUMO
3382
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$44K ﹤0.01%
3,307
-4,457
-57% -$67.3K
ACGN
3383
DELISTED
Aceragen Inc
ACGN
$44K ﹤0.01%
+963
New +$45.6K
MN
3384
DELISTED
MANNING & NAPIER, INC.
MN
$43K ﹤0.01%
24,595
-3,557
-13% -$7.21K
MCRB icon
3385
Seres Therapeutics
MCRB
$51.3M
$42K ﹤0.01%
+648
New +$61.5K
AFMD
3386
DELISTED
Affimed
AFMD
$41K ﹤0.01%
+1,439
New +$48.5K
BBGI icon
3387
Beasley Broadcasting Group
BBGI
$36M
$41K ﹤0.01%
643
-785
-55% -$55.5K
FRAN
3388
DELISTED
Francesca's Holdings Corporation
FRAN
$41K ﹤0.01%
6,903
-152
-2% -$1.04K
ACHN
3389
DELISTED
Achillion Pharmaceuticals
ACHN
$41K ﹤0.01%
15,266
-5,748
-27% -$17K
PES
3390
DELISTED
Pioneer Energy Services Corp.
PES
$41K ﹤0.01%
162,183
-138,874
-46% -$152K
ARC
3391
DELISTED
ARC Document Solutions, Inc.
ARC
$41K ﹤0.01%
20,310
-5,522
-21% -$12.1K
VRDN icon
3392
Viridian Therapeutics
VRDN
$2.61B
$40K ﹤0.01%
1,292
-62
-5% -$2.49K
IBRX icon
3393
ImmunityBio
IBRX
$8.53B
$37K ﹤0.01%
+36,719
New +$42.4K
SCPH
3394
DELISTED
scPharmaceuticals
SCPH
$37K ﹤0.01%
11,544
-6,781
-37% -$22.2K
IDEX
3395
DELISTED
Ideanomics, Inc. Common Stock
IDEX
$37K ﹤0.01%
+121
New +$26.2K
PFIE
3396
DELISTED
Profire Energy, Inc
PFIE
$36K ﹤0.01%
24,022
-1,886
-7% -$2.99K
OTIC
3397
DELISTED
Otonomy, Inc.
OTIC
$35K ﹤0.01%
12,627
-11,728
-48% -$31.2K
GSM icon
3398
FerroAtlántica
GSM
$761M
$33K ﹤0.01%
19,561
+8,033
+70% +$15.3K
RTW
3399
DELISTED
RTW Retailwinds, Inc.
RTW
$33K ﹤0.01%
19,441
-27,558
-59% -$60K
LONE
3400
DELISTED
Lonestar Resources US Inc. Class A Common Stock
LONE
$32K ﹤0.01%
13,915
-2,131
-13% -$7.22K
134 135
136
137 138

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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.