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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 | |
|---|---|---|---|---|---|---|---|
3401
Uranium Energy
UEC
$3.95B
| $30K | ﹤0.01% |
22,172
+331
| +2% | +$456 |
2018 Q3
3 quarters
|
|
|
KDMN
3402
DELISTED
Kadmon Holdings, Inc.
KDMN
| $30K | ﹤0.01% |
+14,579
| New | +$32.5K |
2019 Q2
0 quarters
|
|
3403
Talphera
TLPH
$56.6M
| $26K | ﹤0.01% |
+508
| New | +$30.5K |
2019 Q2
0 quarters
|
|
3404
Kestrel Group
KG
$35.9M
| $24K | ﹤0.01% |
1,882
+1,222
| +185% | +$16.9K |
2013 Q2
24 quarters
|
|
|
TUES
3405
DELISTED
Tuesday Morning Corp
TUES
| $20K | ﹤0.01% |
11,699
-98,976
| -89% | -$180K |
2013 Q2
24 quarters
|
|
3406
EyePoint Inc
EYPT
$257M
| $18K | ﹤0.01% |
+1,119
| New | +$18.8K |
2019 Q2
0 quarters
|
|
|
QHC
3407
DELISTED
Quorum Health Corporation
QHC
| $18K | ﹤0.01% |
13,178
-145,437
| -92% | -$239K |
2016 Q2
12 quarters
|
|
|
MCF
3408
DELISTED
Contango Oil & Gas Co.
MCF
| $18K | ﹤0.01% |
10,200
-1,405
| -12% | -$3.68K |
2013 Q2
24 quarters
|
|
|
LLEX
3409
DELISTED
Lilis Energy, Inc. Common Stock
LLEX
| $12K | ﹤0.01% |
20,337
-49,292
| -71% | -$46.2K |
2017 Q4
6 quarters
|
|
|
SFUN
3410
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $10K | ﹤0.01% |
323
-1,546
| -83% | -$97.5K |
2015 Q4
14 quarters
|
|
|
AREX
3411
DELISTED
Approach Resources Inc.
AREX
| $7K | ﹤0.01% |
25,151
-27,210
| -52% | -$8.43K |
2014 Q4
18 quarters
|
|
|
PHIIK
3412
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
| $7K | ﹤0.01% |
57,755
-6
| -0% | -$1 |
2013 Q2
24 quarters
|
|
|
UPL
3413
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $5K | ﹤0.01% |
29,881
-129
| -0.4% | -$55 |
2017 Q2
8 quarters
|
|
3414
iShares MSCI ACWI ex US ETF
ACWX
$17.4B
| – | – |
-4,890
| Closed | -$226K | – |
|
3415
American Superconductor
AMSC
$1.28B
| – | – |
-83,477
| Closed | -$1.07M | – |
|
3416
Angi Inc
ANGI
$259M
| – | – |
-1,787
| Closed | -$276K | – |
|
3417
Aqua Metals
AQMS
$5.95M
| – | – |
-54
| Closed | -$33K | – |
|
3418
A10 Networks
ATEN
$1.77B
| – | – |
-35,054
| Closed | -$249K | – |
|
3419
Atara Biotherapeutics
ATRA
$95.2M
| – | – |
-384
| Closed | -$382K | – |
|
3420
BayCom
BCML
$341M
| – | – |
-9,177
| Closed | -$208K | – |
|
3421
Cogent Biosciences
COGT
$5.09B
| – | – |
-3,457
| Closed | -$61K | – |
|
3422
DELISTED
Catalyst Pharmaceutical
CPRX
| – | – |
-186,708
| Closed | -$952K | – |
|
3423
DELISTED
Despegar.com
DESP
| – | – |
-21,244
| Closed | -$317K | – |
|
3424
Duluth Holdings
DLTH
$154M
| – | – |
-10,929
| Closed | -$261K | – |
|
|
DMF
3425
DELISTED
BNY Mellon Municipal Income
DMF
| – | – |
-117,857
| Closed | -$991K | – |
|
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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.