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Parametric Portfolio Associates Portfolio holdings
AUM
$190B
Turnover
10.22%
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
(+4.6%)
Cap. Flow
+$1.6B
Cap. Flow
% of AUM
1.32%
Top 10 Holdings %
Top 10 Hldgs %
15.87%
Holding
4,088
New
164
Increased
2,088
Reduced
1,678
Closed
134
Avg Time Held Equity + Options
4.1
years
Top 10 Avg Time Held Equity + Options
4
years
Top 20 Avg Time Held Equity + Options
3.6
years
Avg Time Held Equity only
4.1
years
Top 10 Avg Time Held Equity only
4
years
Top 20 Avg Time Held Equity only
3.6
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 1000 Growth ETF
IWF
|
+$121M |
| 2 |
Dow Inc
DOW
|
+$103M |
| 3 |
Microsoft
MSFT
|
+$75M |
| 4 |
Accenture
ACN
|
+$58.5M |
| 5 |
Amazon
AMZN
|
+$53.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$257M |
| 2 |
DuPont de Nemours
DD
|
+$113M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$74M |
| 4 |
3M
MMM
|
+$56.4M |
| 5 |
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 | Held Since | |
|---|---|---|---|---|---|---|---|
3326
Genco Shipping & Trading
GNK
$1.07B
| $87K | ﹤0.01% |
10,331
-1,809
| -15% | -$15K |
2019 Q1
1 quarter
|
|
3327
Northern Oil and Gas
NOG
$2.89B
| $87K | ﹤0.01% |
4,516
-15,937
| -78% | -$368K |
2018 Q3
3 quarters
|
|
|
SIEN
3328
DELISTED
Sientra, Inc.
SIEN
| $87K | ﹤0.01% |
1,406
-396
| -22% | -$28.5K |
2015 Q1
17 quarters
|
|
3329
Lexicon Pharmaceuticals
LXRX
$676M
| $86K | ﹤0.01% |
13,719
-3,876
| -22% | -$23.2K |
2017 Q4
6 quarters
|
|
|
PIR
3330
DELISTED
Pier 1 Imports, Inc.
PIR
| $84K | ﹤0.01% |
11,157
-29,522
| -73% | -$401K |
2013 Q2
24 quarters
|
|
|
ELVT
3331
DELISTED
Elevate Credit, Inc.
ELVT
| $83K | ﹤0.01% |
20,027
+6,323
| +46% | +$28.2K |
2018 Q3
3 quarters
|
|
3332
eGain
EGAN
$145M
| $82K | ﹤0.01% |
+10,060
| New | +$91K |
2019 Q2
0 quarters
|
|
|
NM
3333
DELISTED
Navios Maritime Holdings Inc.
NM
| $82K | ﹤0.01% |
18,353
-32,827
| -64% | -$124K |
2018 Q3
3 quarters
|
|
|
FRTA
3334
DELISTED
Forterra, Inc
FRTA
| $82K | ﹤0.01% |
16,439
+3,766
| +30% | +$18.3K |
2018 Q1
5 quarters
|
|
3335
Plug Power
PLUG
$1.93B
| $80K | ﹤0.01% |
35,611
-8,720
| -20% | -$21.6K |
2017 Q1
9 quarters
|
|
3336
Accuray
ARAY
$18.6M
| $79K | ﹤0.01% |
20,411
-703
| -3% | -$2.84K |
2013 Q2
24 quarters
|
|
|
XXII
3337
22nd Century Group
XXII
$239K
| – | – |
0
| – | – |
2018 Q3
3 quarters
|
|
|
INFI
3338
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $76K | ﹤0.01% |
+42,114
| New | +$67.8K |
2019 Q2
0 quarters
|
|
3339
Ardelyx
ARDX
$798M
| $75K | ﹤0.01% |
27,825
-8,836
| -24% | -$26.6K |
2018 Q4
2 quarters
|
|
3340
DELISTED
Forte Biosciences
FBRX
| $75K | ﹤0.01% |
+30
| New | +$89K |
2019 Q2
0 quarters
|
|
3341
MannKind Corp
MNKD
$977M
| $75K | ﹤0.01% |
+65,482
| New | +$90.6K |
2019 Q2
0 quarters
|
|
3342
Novavax
NVAX
$1.86B
| $75K | ﹤0.01% |
12,825
+11,313
| +748% | +$89K |
2018 Q1
5 quarters
|
|
|
KDNY
3343
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
| $75K | ﹤0.01% |
9,785
+5,367
| +121% | +$81.7K |
2016 Q2
12 quarters
|
|
|
NWHM
3344
DELISTED
THE NEW HOME COMPANY INC.
NWHM
| $75K | ﹤0.01% |
19,450
-11,059
| -36% | -$50.3K |
2018 Q4
2 quarters
|
|
3345
Abeona Therapeutics
ABEO
$253M
| $74K | ﹤0.01% |
+621
| New | +$104K |
2019 Q2
0 quarters
|
|
3346
Lee Enterprises
LEE
$143M
| $74K | ﹤0.01% |
+3,291
| New | +$90.1K |
2019 Q2
0 quarters
|
|
3347
NLI Holdings
NL
$324M
| $73K | ﹤0.01% |
20,059
-4,745
| -19% | -$17.2K |
2016 Q1
13 quarters
|
|
|
EMWP
3348
DELISTED
Eros Media World PLC
EMWP
| $73K | ﹤0.01% |
2,693
-1,819
| -40% | -$245K |
2014 Q4
18 quarters
|
|
3349
ReposiTrak
TRAK
$131M
| $72K | ﹤0.01% |
13,379
-956
| -7% | -$6.35K |
2018 Q3
3 quarters
|
|
|
BVH
3350
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $72K | ﹤0.01% |
+2,940
| New | +$75.2K |
2019 Q2
0 quarters
|
|
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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.