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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
UEC icon
3401
Uranium Energy
UEC
$6.14B
$30K ﹤0.01%
22,172
+331
+2% +$456
KDMN
3402
DELISTED
Kadmon Holdings, Inc.
KDMN
$30K ﹤0.01%
+14,579
New +$32.5K
TLPH icon
3403
Talphera
TLPH
$62.3M
$26K ﹤0.01%
+508
New +$30.5K
KG
3404
Kestrel Group
KG
$59.2M
$24K ﹤0.01%
1,882
+1,222
+185% +$16.9K
TUES
3405
DELISTED
Tuesday Morning Corp
TUES
$20K ﹤0.01%
11,699
-98,976
-89% -$180K
EYPT icon
3406
EyePoint Inc
EYPT
$386M
$18K ﹤0.01%
+1,119
New +$18.8K
QHC
3407
DELISTED
Quorum Health Corporation
QHC
$18K ﹤0.01%
13,178
-145,437
-92% -$239K
MCF
3408
DELISTED
Contango Oil & Gas Co.
MCF
$18K ﹤0.01%
10,200
-1,405
-12% -$3.68K
LLEX
3409
DELISTED
Lilis Energy, Inc. Common Stock
LLEX
$12K ﹤0.01%
20,337
-49,292
-71% -$46.2K
SFUN
3410
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$10K ﹤0.01%
323
-1,546
-83% -$97.5K
AREX
3411
DELISTED
Approach Resources Inc.
AREX
$7K ﹤0.01%
25,151
-27,210
-52% -$8.43K
PHIIK
3412
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
$7K ﹤0.01%
57,755
-6
-0% -$1
UPL
3413
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$5K ﹤0.01%
29,881
-129
-0.4% -$55
ACWX icon
3414
iShares MSCI ACWI ex US ETF
ACWX
$12.5B
– –
-4,890
Closed -$226K
AMSC icon
3415
American Superconductor
AMSC
$1.38B
– –
-83,477
Closed -$1.07M
ANGI icon
3416
Angi Inc
ANGI
$204M
– –
-1,787
Closed -$276K
AQMS icon
3417
Aqua Metals
AQMS
$9.7M
– –
-54
Closed -$33K
ATEN icon
3418
A10 Networks
ATEN
$1.87B
– –
-35,054
Closed -$249K
ATRA icon
3419
Atara Biotherapeutics
ATRA
$92.3M
– –
-384
Closed -$382K
BCML icon
3420
BayCom
BCML
$331M
– –
-9,177
Closed -$208K
COGT icon
3421
Cogent Biosciences
COGT
$6.02B
– –
-3,457
Closed -$61K
CPRX
3422
DELISTED
Catalyst Pharmaceutical
CPRX
– –
-186,708
Closed -$952K
DESP
3423
DELISTED
Despegar.com
DESP
– –
-21,244
Closed -$317K
DLTH icon
3424
Duluth Holdings
DLTH
$140M
– –
-10,929
Closed -$261K
DMF
3425
DELISTED
BNY Mellon Municipal Income
DMF
– –
-117,857
Closed -$991K
135 136
137
138 139

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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.