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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
IVE icon
3001
iShares S&P 500 Value ETF
IVE
$50.2B
$390K ﹤0.01%
+3,342
New +$383K
KBE icon
3002
State Street SPDR S&P Bank ETF
KBE
$1.69B
$386K ﹤0.01%
8,901
-4
-0% -$174
LQD icon
3003
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.9B
$385K ﹤0.01%
3,096
+1,246
+67% +$150K
LBC
3004
DELISTED
Luther Burbank Corporation Common Stock
LBC
$384K ﹤0.01%
35,296
+10,258
+41% +$107K
FLIC
3005
DELISTED
First of Long Island Corp
FLIC
$383K ﹤0.01%
19,066
-363
-2% -$8.02K
ZAGG
3006
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$383K ﹤0.01%
55,061
+22,606
+70% +$170K
TUFN
3007
DELISTED
Tufin Software Technologies Ltd.
TUFN
$380K ﹤0.01%
+14,667
New +$333K
QURE icon
3008
uniQure
QURE
$3.38B
$378K ﹤0.01%
4,835
+376
+8% +$24K
GOGO icon
3009
Gogo Inc
GOGO
$369M
$377K ﹤0.01%
94,702
+38,739
+69% +$188K
TTSH
3010
DELISTED
Tile Shop Holdings
TTSH
$375K ﹤0.01%
93,833
+21,926
+30% +$104K
ASPS icon
3011
Altisource Portfolio Solutions
ASPS
$62.8M
$374K ﹤0.01%
2,378
+634
+36% +$113K
CARO
3012
DELISTED
Carolina Financial Corp.
CARO
$374K ﹤0.01%
10,661
-3,052
-22% -$109K
CDXS icon
3013
Codexis
CDXS
$174M
$373K ﹤0.01%
20,252
-54,912
-73% -$1.06M
LOB icon
3014
Live Oak Bancshares
LOB
$1.86B
$372K ﹤0.01%
21,707
+1,666
+8% +$27.4K
TA
3015
DELISTED
TravelCenters of America LLC
TA
$372K ﹤0.01%
20,533
– –
XLE icon
3016
State Street Energy Select Sector SPDR ETF
XLE
$41.2B
$371K ﹤0.01%
11,644
-4,444
-28% -$142K
DOO
3017
Bombardier Recreational Products
DOO
$4.54B
$370K ﹤0.01%
10,326
-806
-7% -$25.1K
TLYS icon
3018
Tilly's
TLYS
$121M
$367K ﹤0.01%
48,144
-1,602
-3% -$16.2K
STAA icon
3019
STAAR Surgical
STAA
$1.11B
$366K ﹤0.01%
12,462
-1,161
-9% -$33.5K
CLNE icon
3020
Clean Energy Fuels
CLNE
$359M
$365K ﹤0.01%
136,755
+20,794
+18% +$60.4K
SUP
3021
DELISTED
Superior Industries International
SUP
$365K ﹤0.01%
105,574
-155,991
-60% -$717K
WTBA icon
3022
West Bancorporation
WTBA
$485M
$365K ﹤0.01%
17,215
+2,450
+17% +$52K
CALX icon
3023
Calix
CALX
$2.36B
$364K ﹤0.01%
55,436
-9,793
-15% -$66.1K
SILK
3024
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
$363K ﹤0.01%
+7,485
New +$318K
FNWB icon
3025
First Northwest Bancorp
FNWB
$108M
$362K ﹤0.01%
22,298
+1,180
+6% +$19K
119 120
121
122 123

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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.