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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
SCIU
2701
DELISTED
Global X Scientific Beta US ETF
SCIU
$861K ﹤0.01%
26,248
+16,776
+177% +$542K
HNGR
2702
DELISTED
Hanger Inc.
HNGR
$860K ﹤0.01%
44,911
+5,165
+13% +$100K
GLRE icon
2703
Greenlight Captial
GLRE
$502M
$857K ﹤0.01%
100,909
-53,302
-35% -$548K
PRIM icon
2704
Primoris Services
PRIM
$3.94B
$856K ﹤0.01%
40,889
-1,584
-4% -$32.5K
VKTX icon
2705
Viking Therapeutics
VKTX
$3.75B
$855K ﹤0.01%
103,027
-42,171
-29% -$360K
STEW
2706
SRH Total Return Fund
STEW
$1.79B
$853K ﹤0.01%
75,869
+30,973
+69% +$340K
NIHD
2707
DELISTED
NII Holdings, Inc. Common Stock
NIHD
$852K ﹤0.01%
504,278
-165,673
-25% -$316K
LOVE
2708
LoveSac
LOVE
$234M
$851K ﹤0.01%
+27,385
New +$941K
NIO icon
2709
NIO
NIO
$10.9B
$851K ﹤0.01%
+333,918
New +$1.34M
MGP
2710
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$851K ﹤0.01%
27,758
+3,205
+13% +$102K
HSKA
2711
DELISTED
Heska Corp
HSKA
$848K ﹤0.01%
9,951
+3,632
+57% +$283K
IYK icon
2712
iShares US Consumer Staples ETF
IYK
$1.42B
$846K ﹤0.01%
20,901
-18,681
-47% -$753K
TME icon
2713
Tencent Music
TME
$14B
$846K ﹤0.01%
+56,459
New +$892K
SWAV
2714
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$846K ﹤0.01%
+14,814
New +$719K
BYND icon
2715
Beyond Meat
BYND
$238M
$841K ﹤0.01%
+174
New +$582K
CEVA icon
2716
CEVA Inc
CEVA
$764M
$840K ﹤0.01%
34,510
+2,356
+7% +$57.9K
LGF.B
2717
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$839K ﹤0.01%
72,270
-260,610
-78% -$3.54M
MGPI icon
2718
MGP Ingredients
MGPI
$361M
$836K ﹤0.01%
12,612
-206
-2% -$14.5K
SRNE
2719
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$834K ﹤0.01%
312,406
+5,608
+2% +$20.2K
IGD
2720
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$516M
$832K ﹤0.01%
127,682
-50,032
-28% -$324K
DOMO icon
2721
Domo
DOMO
$182M
$831K ﹤0.01%
30,405
+8,558
+39% +$297K
UFI icon
2722
UNIFI
UFI
$139M
$829K ﹤0.01%
45,615
+13,447
+42% +$260K
SUZ icon
2723
Suzano
SUZ
$11B
$822K ﹤0.01%
96,508
+8,130
+9% +$78.4K
DGII icon
2724
Digi International
DGII
$2.88B
$819K ﹤0.01%
64,573
-7,274
-10% -$88.4K
MSBI icon
2725
Midland States Bancorp
MSBI
$685M
$819K ﹤0.01%
30,654
+3,046
+11% +$79K
107 108
109
110 111

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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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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.