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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 | |
|---|---|---|---|---|---|---|---|
376
KLA
KLAC
$228B
| $53.4M | 0.04% |
4,516,570
+439,150
| +11% | +$5.08M |
2013 Q2
24 quarters
|
|
377
Banco Santander
SAN
$195B
| $53.4M | 0.04% |
12,162,635
+261,606
| +2% | +$1.18M |
2013 Q2
24 quarters
|
|
378
DELISTED
Marathon Oil Corporation
MRO
| $53.3M | 0.04% |
3,750,940
-420,814
| -10% | -$6.51M |
2013 Q2
24 quarters
|
|
379
Corteva
CTVA
$8.59B
| $53.2M | 0.04% |
+1,799,065
| New | +$48.4M |
2019 Q2
0 quarters
|
|
380
Mohawk Industries
MHK
$8.39B
| $53.2M | 0.04% |
360,571
+18,717
| +5% | +$2.59M |
2013 Q2
24 quarters
|
|
381
Royal Bank of Canada
RY
$272B
| $52.6M | 0.04% |
662,640
+18,223
| +3% | +$1.42M |
2013 Q2
24 quarters
|
|
382
Diamondback Energy
FANG
$54.8B
| $52.4M | 0.04% |
480,810
+78,315
| +19% | +$8.18M |
2014 Q2
20 quarters
|
|
383
Verisk Analytics
VRSK
$24.4B
| $52.3M | 0.04% |
357,158
+11,762
| +3% | +$1.66M |
2013 Q2
24 quarters
|
|
384
Whirlpool
WHR
$1.83B
| $52.3M | 0.04% |
367,067
+24,810
| +7% | +$3.33M |
2013 Q2
24 quarters
|
|
385
Digital Realty Trust
DLR
$64.7B
| $52M | 0.04% |
441,598
+19,921
| +5% | +$2.37M |
2013 Q2
24 quarters
|
|
386
American Water Works
AWK
$26.4B
| $52M | 0.04% |
447,932
+10,253
| +2% | +$1.13M |
2013 Q2
24 quarters
|
|
387
Halliburton
HAL
$27.4B
| $51.8M | 0.04% |
2,277,497
-127,440
| -5% | -$3.31M |
2013 Q2
24 quarters
|
|
388
Zions Bancorporation
ZION
$9.2B
| $51.6M | 0.04% |
1,122,879
-12,548
| -1% | -$580K |
2013 Q2
24 quarters
|
|
389
Expedia Group
EXPE
$35B
| $51.5M | 0.04% |
387,467
+11,955
| +3% | +$1.47M |
2013 Q2
24 quarters
|
|
390
DELISTED
Comerica
CMA
| $51.5M | 0.04% |
709,088
+21,527
| +3% | +$1.6M |
2013 Q2
24 quarters
|
|
391
Rockwell Automation
ROK
$46.9B
| $51.5M | 0.04% |
314,082
-9,435
| -3% | -$1.59M |
2013 Q2
24 quarters
|
|
392
Huntington Bancshares
HBAN
$31B
| $51.4M | 0.04% |
3,722,581
+179,814
| +5% | +$2.41M |
2013 Q2
24 quarters
|
|
393
CarMax
KMX
$7.47B
| $50.7M | 0.04% |
584,297
+56,665
| +11% | +$4.43M |
2013 Q2
24 quarters
|
|
394
Amcor
AMCR
$20.2B
| $50.4M | 0.04% |
+877,801
| New | +$48.7M |
2019 Q2
0 quarters
|
|
395
AB InBev
BUD
$160B
| $50.4M | 0.04% |
569,578
+60,675
| +12% | +$5.2M |
2013 Q2
24 quarters
|
|
396
Middleby
MIDD
$4.91B
| $50.2M | 0.04% |
369,784
-8,550
| -2% | -$1.15M |
2013 Q2
24 quarters
|
|
397
Vulcan Materials
VMC
$32.7B
| $50.2M | 0.04% |
365,266
-24,677
| -6% | -$3.15M |
2013 Q2
24 quarters
|
|
398
Reinsurance Group of America
RGA
$17.2B
| $50M | 0.04% |
320,564
-3,580
| -1% | -$536K |
2013 Q2
24 quarters
|
|
399
CoStar Group
CSGP
$13B
| $49.9M | 0.04% |
901,470
+85,970
| +11% | +$4.39M |
2013 Q2
24 quarters
|
|
400
Itaú Unibanco
ITUB
$105B
| $49.8M | 0.04% |
7,271,501
+894,638
| +14% | +$5.63M |
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.