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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
NTRA icon
3451
Natera
NTRA
$47B
– –
-12,331
Closed -$254K
NVG icon
3452
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.63B
– –
-14,380
Closed -$217K
PAAS icon
3453
Pan American Silver
PAAS
$21.9B
– –
-50,405
Closed -$668K
PMM
3454
Franklin Managed Municipal Income Trust
PMM
$267M
– –
-12,312
Closed -$92K
RDVY icon
3455
First Trust Rising Dividend Achievers ETF
RDVY
$25.4B
– –
-7,264
Closed -$217K
RICK icon
3456
RCI Hospitality Holdings
RICK
$231M
– –
-9,465
Closed -$217K
RILY icon
3457
BRC Group Holdings
RILY
$283M
– –
-10,026
Closed -$167K
RNAC icon
3458
Cartesian Therapeutics
RNAC
$290M
– –
-341
Closed -$24K
SCHK icon
3459
Schwab 1000 Index ETF
SCHK
$5.88B
– –
-238,118
Closed -$3.31M
SENEA icon
3460
Seneca Foods Class A
SENEA
$1.35B
– –
-13,802
Closed -$340K
SYRE icon
3461
Spyre Therapeutics
SYRE
$7.97B
– –
-450
Closed -$91K
TIPT icon
3462
Tiptree Inc
TIPT
$687M
– –
-16,971
Closed -$107K
TSQ icon
3463
Townsquare Media
TSQ
$105M
– –
-12,996
Closed -$74K
VCR icon
3464
Vanguard Consumer Discretionary ETF
VCR
$6.04B
– –
-1,305
Closed -$225K
VIGI icon
3465
Vanguard International Dividend Appreciation ETF
VIGI
$9.21B
– –
-4,900
Closed -$317K
VPL icon
3466
Vanguard FTSE Pacific ETF
VPL
$8.56B
– –
-4,843
Closed -$319K
VSTM icon
3467
Verastem
VSTM
$654M
– –
-1,574
Closed -$56K
TBCH
3468
Turtle Beach Corp
TBCH
$223M
– –
-36,294
Closed -$412K
SCWX
3469
DELISTED
SecureWorks Corp Class A Common Stock
SCWX
– –
-13,739
Closed -$253K
KA
3470
DELISTED
Kineta, Inc. Common Stock
KA
– –
-132
Closed -$23K
CBH
3471
DELISTED
Virtus Convertible & Income 2024 Target Term Fund
CBH
– –
-39,695
Closed -$357K
MARK
3472
DELISTED
Remark Holdings, Inc.
MARK
– –
-1,854
Closed -$34K
ATTO
3473
DELISTED
Atento S.A.
ATTO
– –
-2,327
Closed -$42K
ISEE
3474
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-11,834
Closed -$17K
BLCM
3475
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
– –
-2,254
Closed -$76K
137 138
139
140 141

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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.