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Parametric Portfolio Associates

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
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
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
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 Held Since
INSY
3501
DELISTED
Insys Therapeutics, Inc.
INSY
– –
-27,351
Closed -$126K –
LXFT
3502
DELISTED
Luxoft Holding, Inc.
LXFT
– –
-74,066
Closed -$4.35M –
TIER icon
3503
DELISTED
TIER REIT, Inc.
TIER
– –
-196,325
Closed -$5.63M –
KEYW
3504
DELISTED
The KEYW Holding Corporation
KEYW
– –
-74,837
Closed -$645K –
FTD
3505
DELISTED
FTD Companies, Inc. Common Stock
FTD
– –
-67,208
Closed -$34K –
BMS
3506
DELISTED
Bemis
BMS
– –
-273,043
Closed -$15.1M –
OMAD.U
3507
DELISTED
One Madison Corporation
OMAD.U
– –
-97,686
Closed -$1.05M –
TVPT
3508
DELISTED
Travelport Worldwide Limited
TVPT
– –
-200,496
Closed -$3.15M –
EPE
3509
DELISTED
EP Energy Corporation
EPE
– –
-142,588
Closed -$37K –
MRT icon
3510
DELISTED
MedEquities Realty Trust, Inc.
MRT
– –
-148,398
Closed -$1.65M –
SIFI icon
3511
DELISTED
SI Financial Group, Inc. NEW MD
SIFI
– –
-15,332
Closed -$198K –
HIFR
3512
DELISTED
InfraREIT, Inc.
HIFR
– –
-93,954
Closed -$1.97M –
MXWL
3513
DELISTED
Maxwell Technologies Inc
MXWL
– –
-73,190
Closed -$327K –
BRS
3514
DELISTED
Bristow Group, Inc.
BRS
– –
-238,486
Closed -$265K –
WFT
3515
DELISTED
Weatherford International plc
WFT
– –
-103,125
Closed -$72K –
ULTI icon
3516
DELISTED
Ultimate Software Group Inc
ULTI
– –
-46,809
Closed -$15.5M –
USG icon
3517
DELISTED
Usg
USG
– –
-127,053
Closed -$5.5M –
ELLI
3518
DELISTED
Ellie Mae Inc
ELLI
– –
-29,954
Closed -$2.96M –
BEL
3519
DELISTED
Belmond Ltd.
BEL
– –
-191,293
Closed -$4.77M –
RDC
3520
DELISTED
Rowan Companies Plc
RDC
– –
-688,323
Closed -$7.43M –
ARRS
3521
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-189,123
Closed -$5.98M –
BHBK
3522
DELISTED
Blue Hills Bancorp, Inc.
BHBK
– –
-14,556
Closed -$348K –
NCOM
3523
DELISTED
National Commerce Corporation
NCOM
– –
-6,235
Closed -$244K –
IDTI
3524
DELISTED
Integrated Device Technology I
IDTI
– –
-253,743
Closed -$12.4M –
BLMT
3525
DELISTED
BSB Bancorp, Inc.
BLMT
– –
-7,889
Closed -$259K –
138 139 140
141
142

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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.