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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 | |
|---|---|---|---|---|---|---|---|
276
Oneok
OKE
$57.1B
| $79.5M | 0.07% |
1,155,898
+78,777
| +7% | +$5.31M |
2013 Q2
24 quarters
|
|
277
T. Rowe Price
TROW
$21.6B
| $79.2M | 0.07% |
721,595
+16,986
| +2% | +$1.79M |
2013 Q2
24 quarters
|
|
278
Cencora
COR
$65.2B
| $79M | 0.07% |
926,294
-106,674
| -10% | -$8.44M |
2013 Q2
24 quarters
|
|
279
Fortive
FTV
$17.5B
| $78.6M | 0.06% |
1,529,199
-102,580
| -6% | -$5.33M |
2016 Q3
11 quarters
|
|
280
Rio Tinto
RIO
$147B
| $77.9M | 0.06% |
1,249,054
+102,094
| +9% | +$6.12M |
2013 Q2
24 quarters
|
|
281
TE Connectivity
TEL
$61.7B
| $76.4M | 0.06% |
797,718
+26,106
| +3% | +$2.36M |
2013 Q2
24 quarters
|
|
282
Zimmer Biomet
ZBH
$18B
| $76.1M | 0.06% |
665,423
+26,635
| +4% | +$3.12M |
2013 Q2
24 quarters
|
|
283
Paychex
PAYX
$39.4B
| $75.7M | 0.06% |
920,083
+53,679
| +6% | +$4.53M |
2013 Q2
24 quarters
|
|
284
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
| $75.3M | 0.06% |
1,262,991
+129,067
| +11% | +$7.7M |
2015 Q4
14 quarters
|
|
285
DTE Energy
DTE
$26.7B
| $75.3M | 0.06% |
691,674
+23,206
| +3% | +$2.49M |
2013 Q2
24 quarters
|
|
|
VIAB
286
DELISTED
Viacom Inc. Class B
VIAB
| $75M | 0.06% |
2,510,301
+103,138
| +4% | +$3.01M |
2013 Q2
24 quarters
|
|
287
DELISTED
AvalonBay Communities
AVB
| $73.2M | 0.06% |
360,403
+3,801
| +1% | +$770K |
2013 Q2
24 quarters
|
|
288
Corpay
CPAY
$26.7B
| $72.3M | 0.06% |
257,297
+13,798
| +6% | +$3.61M |
2013 Q2
24 quarters
|
|
289
Parker-Hannifin
PH
$121B
| $72.2M | 0.06% |
424,727
+7,155
| +2% | +$1.23M |
2013 Q2
24 quarters
|
|
290
Voya Financial
VOYA
$8.62B
| $71.2M | 0.06% |
1,286,972
+4,140
| +0.3% | +$222K |
2013 Q3
23 quarters
|
|
291
Dollar Tree
DLTR
$23.3B
| $70.6M | 0.06% |
657,540
+50,560
| +8% | +$5.32M |
2013 Q2
24 quarters
|
|
292
Monster Beverage
MNST
$88.8B
| $70.6M | 0.06% |
4,423,724
+150,896
| +4% | +$2.27M |
2013 Q2
24 quarters
|
|
293
PACCAR
PCAR
$58.3B
| $70.6M | 0.06% |
1,477,469
+74,778
| +5% | +$3.47M |
2013 Q2
24 quarters
|
|
294
McCormick & Company Non-Voting
MKC
$12.3B
| $70.2M | 0.06% |
905,870
-14,622
| -2% | -$1.13M |
2013 Q2
24 quarters
|
|
|
RDS.B
295
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $69.4M | 0.06% |
1,056,321
+126,446
| +14% | +$8.22M |
2013 Q2
24 quarters
|
|
296
American Airlines Group
AAL
$8.13B
| $69.3M | 0.06% |
2,124,543
+96,090
| +5% | +$3.1M |
2013 Q4
22 quarters
|
|
297
Expeditors International
EXPD
$25.8B
| $69M | 0.06% |
909,372
+25,437
| +3% | +$1.92M |
2013 Q2
24 quarters
|
|
298
Lumen Technologies, Inc. Common Stock
LUMN
$5.02B
| $68.7M | 0.06% |
5,843,769
+2,021,983
| +53% | +$22.7M |
2013 Q2
24 quarters
|
|
299
D.R. Horton
DHI
$39B
| $68.6M | 0.06% |
1,591,036
-116,407
| -7% | -$5.15M |
2013 Q2
24 quarters
|
|
300
M&T Bank
MTB
$31.6B
| $68.6M | 0.06% |
403,489
+26,322
| +7% | +$4.36M |
2013 Q2
24 quarters
|
|
Similar funds
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BAM
ACI
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.