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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
HDSN
3276
Hudson Technologies
HDSN
$229M
$145K ﹤0.01%
168,777
-21,357
-11% -$34K
RDI icon
3277
Reading International Class A
RDI
$46M
$145K ﹤0.01%
+11,196
New +$161K
OXFD
3278
DELISTED
Oxford Immunotec Global PLC Ordinary Shares
OXFD
$144K ﹤0.01%
10,489
-15,838
-60% -$242K
INB
3279
DELISTED
Cohen & Steers Global Income Builder, Inc.
INB
$143K ﹤0.01%
15,992
-4,874
-23% -$41.7K
KNTK icon
3280
Kinetik
KNTK
$4.33B
$142K ﹤0.01%
+3,820
New +$190K
MLNT
3281
DELISTED
Melinta Therapeutics, Inc. Common Stock
MLNT
$142K ﹤0.01%
+21,410
New +$81.5K
BFIN
3282
DELISTED
BankFinancial
BFIN
$140K ﹤0.01%
10,036
-397
-4% -$5.76K
CNCE
3283
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
$136K ﹤0.01%
11,349
+1,089
+11% +$11.7K
ASAP
3284
DELISTED
Waitr Holdings Inc. Common Stock
ASAP
$133K ﹤0.01%
+1,061
New +$181K
CCO icon
3285
Clear Channel Outdoor Holdings
CCO
$1.19B
$128K ﹤0.01%
27,105
-11,673
-30% -$59.6K
KPTI icon
3286
Karyopharm Therapeutics
KPTI
$42.4M
$128K ﹤0.01%
+1,427
New +$115K
NBRV
3287
DELISTED
Nabriva Therapeutics plc Ordinary Shares Ireland
NBRV
$127K ﹤0.01%
209
+135
+182% +$82.8K
IOTS
3288
DELISTED
Adesto Technologies Corp
IOTS
$126K ﹤0.01%
15,427
-766
-5% -$5.49K
PTE
3289
DELISTED
PolarityTE, Inc. Common Stock
PTE
$125K ﹤0.01%
+879
New +$167K
TNAV
3290
DELISTED
Telenav Inc.
TNAV
$124K ﹤0.01%
15,460
+3,188
+26% +$22.2K
CRBP icon
3291
Corbus Pharmaceuticals
CRBP
$211M
$123K ﹤0.01%
+592
New +$127K
VRAY
3292
DELISTED
ViewRay, Inc.
VRAY
$123K ﹤0.01%
+13,949
New +$113K
BOCH
3293
DELISTED
Bank of Commerce Holdings (CA)
BOCH
$122K ﹤0.01%
11,382
-5,270
-32% -$56.1K
LJPC
3294
DELISTED
La Jolla Pharmaceutical Company
LJPC
$122K ﹤0.01%
13,236
+2,693
+26% +$20.3K
ICD
3295
DELISTED
Independence Contract Drilling, Inc.
ICD
$121K ﹤0.01%
3,819
+1,428
+60% +$69.8K
NBEV
3296
DELISTED
NewAge, Inc. Common Stock (Delaware)
NBEV
$121K ﹤0.01%
+25,868
New +$132K
VWTR
3297
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$121K ﹤0.01%
+10,396
New +$115K
LTS
3298
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$119K ﹤0.01%
34,778
-483
-1% -$1.67K
DEX
3299
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$118K ﹤0.01%
11,957
-365
-3% -$3.58K
CSLT
3300
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$116K ﹤0.01%
35,886
+19,015
+113% +$65.5K
130 131
132
133 134

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AF
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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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ACI
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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.