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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 | |
|---|---|---|---|---|---|---|---|
226
Hewlett Packard
HPE
$77.8B
| $102M | 0.08% |
6,800,690
-247,777
| -4% | -$3.76M |
2015 Q4
14 quarters
|
|
227
Archer Daniels Midland
ADM
$40B
| $101M | 0.08% |
2,473,274
+16,029
| +0.7% | +$664K |
2013 Q2
24 quarters
|
|
228
FirstEnergy
FE
$26.4B
| $100M | 0.08% |
2,344,704
-63,073
| -3% | -$2.65M |
2013 Q2
24 quarters
|
|
229
General Mills
GIS
$17.6B
| $99.7M | 0.08% |
1,898,110
+90,002
| +5% | +$4.65M |
2013 Q2
24 quarters
|
|
230
VF Corp
VFC
$6.68B
| $99.2M | 0.08% |
1,135,721
-36,726
| -3% | -$3.16M |
2013 Q2
24 quarters
|
|
231
CMS Energy
CMS
$21B
| $98.4M | 0.08% |
1,699,508
+114,603
| +7% | +$6.43M |
2013 Q2
24 quarters
|
|
|
AGN
232
DELISTED
Allergan plc
AGN
| $97.6M | 0.08% |
582,676
-148,973
| -20% | -$20.6M |
2013 Q2
24 quarters
|
|
233
PPG Industries
PPG
$24B
| $96.8M | 0.08% |
829,803
+60,591
| +8% | +$6.91M |
2013 Q2
24 quarters
|
|
|
234
Dow Inc
DOW
$21.4B
| $96.2M | 0.08% |
+1,951,242
| New | +$103M |
2019 Q2
0 quarters
|
|
235
United Airlines
UAL
$32.9B
| $94.7M | 0.08% |
1,081,505
-25,634
| -2% | -$2.17M |
2013 Q2
24 quarters
|
|
236
Eversource Energy
ES
$24.9B
| $93.8M | 0.08% |
1,238,149
+33,354
| +3% | +$2.44M |
2013 Q2
24 quarters
|
|
237
Clorox
CLX
$10.4B
| $93.3M | 0.08% |
609,453
-30,131
| -5% | -$4.6M |
2013 Q2
24 quarters
|
|
238
ServiceNow
NOW
$154B
| $93.2M | 0.08% |
1,697,305
-172,245
| -9% | -$9.05M |
2013 Q2
24 quarters
|
|
239
Newmont
NEM
$122B
| $93.2M | 0.08% |
2,422,150
+507,184
| +26% | +$17.1M |
2013 Q2
24 quarters
|
|
240
Hershey
HSY
$33.9B
| $92.9M | 0.08% |
693,284
-13,074
| -2% | -$1.66M |
2013 Q2
24 quarters
|
|
241
J.M. Smucker
SJM
$13.5B
| $92.8M | 0.08% |
806,021
+6,444
| +0.8% | +$787K |
2013 Q2
24 quarters
|
|
|
XLNX
242
DELISTED
Xilinx Inc
XLNX
| $92.3M | 0.08% |
782,830
-63,110
| -7% | -$7.36M |
2013 Q2
24 quarters
|
|
243
Public Storage
PSA
$55.2B
| $92M | 0.08% |
386,280
+18,201
| +5% | +$4.17M |
2013 Q2
24 quarters
|
|
244
Johnson Controls International
JCI
$89.4B
| $92M | 0.08% |
2,226,715
+270,448
| +14% | +$10.4M |
2013 Q2
24 quarters
|
|
245
DELISTED
Electronic Arts
EA
| $90.8M | 0.08% |
896,472
+4,732
| +0.5% | +$451K |
2013 Q2
24 quarters
|
|
246
DELISTED
Anadarko Petroleum
APC
| $90.4M | 0.07% |
1,281,740
+102,388
| +9% | +$6.86M |
2013 Q2
24 quarters
|
|
247
Best Buy
BBY
$19.8B
| $89.9M | 0.07% |
1,288,874
-1,702
| -0.1% | -$119K |
2013 Q2
24 quarters
|
|
248
Williams Companies
WMB
$84.7B
| $89.9M | 0.07% |
3,204,914
+309,547
| +11% | +$8.6M |
2013 Q2
24 quarters
|
|
249
Xcel Energy
XEL
$46.9B
| $89.2M | 0.07% |
1,499,015
+28,797
| +2% | +$1.66M |
2013 Q2
24 quarters
|
|
250
SBA Communications
SBAC
$19.5B
| $88.7M | 0.07% |
394,499
+3,169
| +0.8% | +$669K |
2013 Q2
24 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.