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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
GNK icon
3326
Genco Shipping & Trading
GNK
$1.13B
$87K ﹤0.01%
10,331
-1,809
-15% -$15K
NOG icon
3327
Northern Oil and Gas
NOG
$2.74B
$87K ﹤0.01%
4,516
-15,937
-78% -$368K
SIEN
3328
DELISTED
Sientra, Inc.
SIEN
$87K ﹤0.01%
1,406
-396
-22% -$28.5K
LXRX icon
3329
Lexicon Pharmaceuticals
LXRX
$1.02B
$86K ﹤0.01%
13,719
-3,876
-22% -$23.2K
PIR
3330
DELISTED
Pier 1 Imports, Inc.
PIR
$84K ﹤0.01%
11,157
-29,522
-73% -$401K
ELVT
3331
DELISTED
Elevate Credit, Inc.
ELVT
$83K ﹤0.01%
20,027
+6,323
+46% +$28.2K
EGAN icon
3332
eGain
EGAN
$203M
$82K ﹤0.01%
+10,060
New +$91K
NM
3333
DELISTED
Navios Maritime Holdings Inc.
NM
$82K ﹤0.01%
18,353
-32,827
-64% -$124K
FRTA
3334
DELISTED
Forterra, Inc
FRTA
$82K ﹤0.01%
16,439
+3,766
+30% +$18.3K
PLUG icon
3335
Plug Power
PLUG
$3.06B
$80K ﹤0.01%
35,611
-8,720
-20% -$21.6K
ARAY icon
3336
Accuray
ARAY
$32.7M
$79K ﹤0.01%
20,411
-703
-3% -$2.84K
XXII
3337
22nd Century Group
XXII
$2.23M
– –
0
– –
INFI
3338
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$76K ﹤0.01%
+42,114
New +$67.8K
ARDX icon
3339
Ardelyx
ARDX
$984M
$75K ﹤0.01%
27,825
-8,836
-24% -$26.6K
FBRX icon
3340
Forte Biosciences
FBRX
$75K ﹤0.01%
+30
New +$89K
MNKD icon
3341
MannKind Corp
MNKD
$1.27B
$75K ﹤0.01%
+65,482
New +$90.6K
NVAX icon
3342
Novavax
NVAX
$1.53B
$75K ﹤0.01%
12,825
+11,313
+748% +$89K
KDNY
3343
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
$75K ﹤0.01%
9,785
+5,367
+121% +$81.7K
NWHM
3344
DELISTED
THE NEW HOME COMPANY INC.
NWHM
$75K ﹤0.01%
19,450
-11,059
-36% -$50.3K
ABEO icon
3345
Abeona Therapeutics
ABEO
$339M
$74K ﹤0.01%
+621
New +$104K
LEE icon
3346
Lee Enterprises
LEE
$187M
$74K ﹤0.01%
+3,291
New +$90.1K
NL icon
3347
NLI Holdings
NL
$329M
$73K ﹤0.01%
20,059
-4,745
-19% -$17.2K
EMWP
3348
DELISTED
Eros Media World PLC
EMWP
$73K ﹤0.01%
2,693
-1,819
-40% -$245K
TRAK icon
3349
ReposiTrak
TRAK
$151M
$72K ﹤0.01%
13,379
-956
-7% -$6.35K
BVH
3350
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$72K ﹤0.01%
+2,940
New +$75.2K
132 133
134
135 136

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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.