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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 | |
|---|---|---|---|---|---|---|---|
401
Par Pacific Holdings
PARR
$4.21B
| $49.7M | 0.04% |
2,424,031
+2,361,071
| +3,750% | +$46M |
2017 Q4
6 quarters
|
|
402
Cardinal Health
CAH
$58.5B
| $49.7M | 0.04% |
1,055,648
+1,369
| +0.1% | +$63.1K |
2013 Q2
24 quarters
|
|
|
ANZ
403
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
| $49.6M | 0.04% |
2,501,916
+324,078
| +15% | +$6.43M |
2015 Q4
14 quarters
|
|
404
Ametek
AME
$56.9B
| $49.5M | 0.04% |
545,208
+49,030
| +10% | +$4.2M |
2013 Q2
24 quarters
|
|
405
Xerox
XRX
$330M
| $49.3M | 0.04% |
1,391,678
+232,621
| +20% | +$7.77M |
2013 Q2
24 quarters
|
|
406
Cincinnati Financial
CINF
$25.9B
| $49.2M | 0.04% |
474,779
+4,686
| +1% | +$450K |
2013 Q2
24 quarters
|
|
|
DCM
407
DELISTED
NTT DOCOMO, Inc.
DCM
| $49.2M | 0.04% |
2,108,242
+96,176
| +5% | +$2.24M |
2018 Q2
4 quarters
|
|
408
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.29B
| $49M | 0.04% |
449,911
+139,418
| +45% | +$16.1M |
2018 Q3
3 quarters
|
|
409
iShares Russell 1000 ETF
IWB
$48.8B
| $49M | 0.04% |
301,190
-204,903
| -40% | -$32.8M |
2018 Q2
4 quarters
|
|
410
Molson Coors Class B
TAP
$7.38B
| $49M | 0.04% |
875,346
-65,199
| -7% | -$3.81M |
2013 Q2
24 quarters
|
|
411
T-Mobile US
TMUS
$171B
| $49M | 0.04% |
661,100
-88,548
| -12% | -$6.58M |
2013 Q2
24 quarters
|
|
412
Weyerhaeuser
WY
$14.2B
| $48.8M | 0.04% |
1,851,624
+193,176
| +12% | +$4.91M |
2013 Q2
24 quarters
|
|
413
Nucor
NUE
$58.7B
| $48.7M | 0.04% |
883,951
+47,619
| +6% | +$2.62M |
2013 Q2
24 quarters
|
|
414
Takeda Pharmaceutical
TAK
$62.7B
| $48.6M | 0.04% |
2,747,586
-565,410
| -17% | -$10.3M |
2018 Q4
2 quarters
|
|
415
Fomento Económico Mexicano
FMX
$43.3B
| $48.4M | 0.04% |
500,250
+3,549
| +0.7% | +$344K |
2013 Q2
24 quarters
|
|
416
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
| $48.1M | 0.04% |
653,212
+20,172
| +3% | +$1.48M |
2015 Q4
14 quarters
|
|
417
Brown-Forman Class B
BF.B
$13.2B
| $47.8M | 0.04% |
862,316
+4,870
| +0.6% | +$260K |
2013 Q2
24 quarters
|
|
418
Mid-America Apartment Communities
MAA
$13.5B
| $47.4M | 0.04% |
402,751
+27,266
| +7% | +$3.07M |
2013 Q2
24 quarters
|
|
419
Western Digital
WDC
$127B
| $47.1M | 0.04% |
1,310,838
-166,702
| -11% | -$5.71M |
2013 Q2
24 quarters
|
|
420
Mitsubishi UFJ Financial
MUFG
$247B
| $47.1M | 0.04% |
9,906,678
-970,709
| -9% | -$4.66M |
2018 Q2
4 quarters
|
|
|
TIF
421
DELISTED
Tiffany & Co.
TIF
| $47M | 0.04% |
501,825
-17,911
| -3% | -$1.78M |
2013 Q2
24 quarters
|
|
422
Vanguard Morningstar Mid-Cap ETF
VO
$106B
| $46.8M | 0.04% |
1,120,728
+5,584
| +0.5% | +$228K |
2017 Q1
9 quarters
|
|
423
Dover
DOV
$26.4B
| $46.7M | 0.04% |
466,520
+26,629
| +6% | +$2.55M |
2013 Q2
24 quarters
|
|
424
ICICI Bank
IBN
$108B
| $46.7M | 0.04% |
3,710,156
-446,146
| -11% | -$5.17M |
2013 Q2
24 quarters
|
|
425
Baker Hughes
BKR
$55.6B
| $46.6M | 0.04% |
1,891,952
+213,432
| +13% | +$5.15M |
2017 Q3
7 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.