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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
NPTN
3476
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-202,175
Closed -$1.27M
MBII
3477
DELISTED
Marrone Bio Innovations, Inc.
MBII
– –
-12,792
Closed -$20K
CALA
3478
DELISTED
Calithera Biosciences, Inc
CALA
– –
-649
Closed -$87K
ACBI
3479
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
– –
-53,627
Closed -$956K
TLGT
3480
DELISTED
Teligent, Inc
TLGT
– –
-5,204
Closed -$60K
NNA
3481
DELISTED
Navios Maritime Acquisition Corporation
NNA
– –
-20,902
Closed -$132K
IEC
3482
DELISTED
IEC Electronics Corp.
IEC
– –
-60,000
Closed -$411K
HOME
3483
DELISTED
At Home Group Inc.
HOME
– –
-22,311
Closed -$398K
NEOS
3484
DELISTED
Neos Therapeutics, Inc
NEOS
– –
-55,850
Closed -$146K
OSB
3485
DELISTED
Norbord Inc.
OSB
– –
-11,321
Closed -$312K
ZOM
3486
DELISTED
Zomedica Corp.
ZOM
– –
-15,109
Closed -$5K
SHLO
3487
DELISTED
Shiloh Industries Inc
SHLO
– –
-10,856
Closed -$60K
ENT
3488
DELISTED
Global Eagle Entertainment Inc.
ENT
– –
-7,062
Closed -$125K
TTPH
3489
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
– –
-2,041
Closed -$55K
INAP
3490
DELISTED
Internap Corporation
INAP
– –
-11,431
Closed -$57K
HOS
3491
DELISTED
Hornbeck Offshore Services, Inc.
HOS
– –
-16,500
Closed -$20K
SNNA
3492
DELISTED
Sienna Biopharmaceuticals, Inc.
SNNA
– –
-18,170
Closed -$42K
NVTR
3493
DELISTED
Nuvectra Corporation Common Stock
NVTR
– –
-99,173
Closed -$1.09M
AAC
3494
DELISTED
AAC Holdings
AAC
– –
-48,656
Closed -$90K
AMR
3495
DELISTED
Alta Mesa Resources Inc
AMR
– –
-11,093
Closed -$3K
FRED
3496
DELISTED
Fred's Inc
FRED
– –
-41,361
Closed -$102K
HIVE
3497
DELISTED
Aerohive Networks
HIVE
– –
-11,783
Closed -$53K
SXCP
3498
DELISTED
SunCoke Energy Partners, L.P.
SXCP
– –
-47,366
Closed -$590K
SFS
3499
DELISTED
Smart & Final Stores, Inc.
SFS
– –
-183,943
Closed -$909K
QTNA
3500
DELISTED
Quantenna Communications, Inc. Common Stock
QTNA
– –
-53,248
Closed -$1.3M
138 139
140
141 142

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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.