We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|---|
351
Regeneron Pharmaceuticals
REGN
$82B
| $58.7M | 0.05% |
187,461
-60,403
| -24% | -$20.1M |
2013 Q2
24 quarters
|
|
352
RELX
RELX
$66.7B
| $58.6M | 0.05% |
2,400,305
+205,431
| +9% | +$4.73M |
2013 Q2
24 quarters
|
|
353
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.03B
| $58.5M | 0.05% |
4,239,304
-160,245
| -4% | -$2.15M |
2017 Q2
8 quarters
|
|
354
Citizens Financial Group
CFG
$26.7B
| $58.2M | 0.05% |
1,646,723
+133,188
| +9% | +$4.64M |
2014 Q3
19 quarters
|
|
355
Nuveen Quality Municipal Income Fund
NAD
$2.41B
| $58.1M | 0.05% |
4,150,503
-45,372
| -1% | -$620K |
2017 Q2
8 quarters
|
|
356
Ball Corp
BALL
$16.6B
| $57.8M | 0.05% |
826,475
+18,586
| +2% | +$1.15M |
2013 Q2
24 quarters
|
|
|
TWTR
357
DELISTED
Twitter, Inc.
TWTR
| $57.7M | 0.05% |
1,654,294
+185,084
| +13% | +$6.79M |
2014 Q1
21 quarters
|
|
358
People Inc
PPLI
$2.99B
| $57.7M | 0.05% |
1,483,650
+28,626
| +2% | +$1.14M |
2013 Q2
24 quarters
|
|
359
Prudential
PUK
$29.6B
| $57.7M | 0.05% |
1,356,894
+40,242
| +3% | +$1.68M |
2013 Q2
24 quarters
|
|
|
CERN
360
DELISTED
Cerner Corp
CERN
| $57.4M | 0.05% |
783,490
+51,391
| +7% | +$3.47M |
2013 Q2
24 quarters
|
|
|
NTT
361
DELISTED
Nippon Telegraph & Telephone
NTT
| $57.3M | 0.05% |
1,232,331
+57,453
| +5% | +$2.67M |
2013 Q2
24 quarters
|
|
362
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$40.5B
| $57M | 0.05% |
1,926,731
-3,573
| -0.2% | -$105K |
2018 Q4
2 quarters
|
|
363
Sumitomo Mitsui Financial Group, Inc American Depositary Shares (each representing 1.2 shares of Common Stock)
SMFG
$155B
| $56.9M | 0.05% |
8,059,713
+475,620
| +6% | +$3.37M |
2013 Q2
24 quarters
|
|
364
Aptiv
APTV
$9.38B
| $56.8M | 0.05% |
703,143
+84,011
| +14% | +$6.65M |
2013 Q2
24 quarters
|
|
365
Pultegroup
PHM
$21.5B
| $56.6M | 0.05% |
1,791,101
+15,300
| +0.9% | +$477K |
2013 Q2
24 quarters
|
|
366
Pinnacle West Capital
PNW
$12.3B
| $56.6M | 0.05% |
601,926
+29,445
| +5% | +$2.81M |
2013 Q2
24 quarters
|
|
367
SK Telecom
SKM
$12.6B
| $56.5M | 0.05% |
1,385,277
+111,201
| +9% | +$4.41M |
2013 Q2
24 quarters
|
|
|
LLL
368
DELISTED
L3 Technologies, Inc.
LLL
| $56.2M | 0.05% |
229,114
+3,520
| +2% | +$822K |
2013 Q2
24 quarters
|
|
|
VAR
369
DELISTED
Varian Medical Systems, Inc.
VAR
| $55.7M | 0.05% |
409,391
-9,377
| -2% | -$1.25M |
2013 Q2
24 quarters
|
|
|
WBK
370
DELISTED
Westpac Banking Corporation
WBK
| $55.6M | 0.05% |
2,789,330
+463,909
| +20% | +$8.88M |
2013 Q2
24 quarters
|
|
371
Banco Bradesco
BBD
$45B
| $54.7M | 0.05% |
7,414,840
+1,095,456
| +17% | +$7.49M |
2013 Q2
24 quarters
|
|
372
Lear
LEA
$5.99B
| $54.7M | 0.05% |
575,562
+42,314
| +8% | +$5.94M |
2013 Q2
24 quarters
|
|
373
Keysight
KEYS
$58.2B
| $54.3M | 0.04% |
604,105
+27,019
| +5% | +$2.29M |
2014 Q4
18 quarters
|
|
374
Host Hotels & Resorts
HST
$16.3B
| $54.2M | 0.04% |
2,973,568
+29,112
| +1% | +$549K |
2013 Q2
24 quarters
|
|
375
Kohl's
KSS
$2.54B
| $53.5M | 0.04% |
1,125,723
-183,999
| -14% | -$11.1M |
2013 Q2
24 quarters
|
|
Similar funds
SCC
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.