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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 | |
|---|---|---|---|---|---|---|---|
451
Freeport-McMoran
FCX
$99.8B
| $43.3M | 0.04% |
3,725,212
-113,206
| -3% | -$1.32M |
2013 Q2
24 quarters
|
|
452
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
| $43.2M | 0.04% |
2,488,583
+61,213
| +3% | +$1.06M |
2015 Q4
14 quarters
|
|
|
AXA
453
DELISTED
AXA ADS (1 ORD SHS)
AXA
| $43.1M | 0.04% |
1,647,295
+165,608
| +11% | +$4.34M |
2015 Q4
14 quarters
|
|
454
FMC
FMC
$879M
| $43M | 0.04% |
518,897
+36,236
| +8% | +$2.84M |
2013 Q2
24 quarters
|
|
455
Waters Corp
WAT
$42.9B
| $42.9M | 0.04% |
199,537
-697
| -0.3% | -$152K |
2013 Q2
24 quarters
|
|
456
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $42.8M | 0.04% |
671,423
+38,078
| +6% | +$2.19M |
2016 Q3
11 quarters
|
|
|
PBCT
457
DELISTED
People's United Financial Inc
PBCT
| $42.6M | 0.04% |
2,540,599
-65,934
| -3% | -$1.09M |
2013 Q2
24 quarters
|
|
458
Nebius Group N.V.
NBIS
$45B
| $42.6M | 0.04% |
1,121,531
-98,246
| -8% | -$3.65M |
2013 Q2
24 quarters
|
|
459
Coty
COTY
$2.81B
| $42.5M | 0.04% |
3,168,547
+47,054
| +2% | +$578K |
2014 Q1
21 quarters
|
|
460
DELISTED
WestRock Company
WRK
| $42.4M | 0.04% |
1,163,159
+120,858
| +12% | +$4.44M |
2015 Q3
15 quarters
|
|
|
WCG
461
DELISTED
Wellcare Health Plans, Inc.
WCG
| $42.2M | 0.03% |
148,176
+22,051
| +17% | +$6.08M |
2013 Q2
24 quarters
|
|
462
NRG Energy
NRG
$21.8B
| $42M | 0.03% |
1,197,133
-184,315
| -13% | -$6.95M |
2013 Q2
24 quarters
|
|
463
Huntington Ingalls Industries
HII
$10.7B
| $42M | 0.03% |
187,012
+23,556
| +14% | +$5.05M |
2013 Q2
24 quarters
|
|
464
Willis Towers Watson
WTW
$29.3B
| $41.8M | 0.03% |
218,312
+12,999
| +6% | +$2.35M |
2013 Q2
24 quarters
|
|
465
HF Sinclair
DINO
$22.3B
| $41.8M | 0.03% |
902,874
-115,210
| -11% | -$5.15M |
2013 Q2
24 quarters
|
|
466
Toronto Dominion Bank
TD
$197B
| $41.7M | 0.03% |
715,195
+34,514
| +5% | +$1.94M |
2013 Q2
24 quarters
|
|
467
DXC Technology
DXC
$2.18B
| $41.5M | 0.03% |
752,263
-245,698
| -25% | -$14.2M |
2017 Q2
8 quarters
|
|
468
DELISTED
Kellanova
K
| $41.3M | 0.03% |
820,373
+36,636
| +5% | +$1.95M |
2013 Q2
24 quarters
|
|
469
Akamai
AKAM
$12.6B
| $41.2M | 0.03% |
513,967
+31,589
| +7% | +$2.44M |
2013 Q2
24 quarters
|
|
470
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$55.6B
| $41.2M | 0.03% |
1,062,990
-21,669
| -2% | -$823K |
2018 Q4
2 quarters
|
|
471
Northern Trust
NTRS
$30.3B
| $41.1M | 0.03% |
456,377
-12,288
| -3% | -$1.13M |
2013 Q2
24 quarters
|
|
472
Workday
WDAY
$46B
| $41M | 0.03% |
199,677
+51,559
| +35% | +$10.4M |
2013 Q2
24 quarters
|
|
|
FRC
473
DELISTED
First Republic Bank
FRC
| $40.8M | 0.03% |
418,088
-13,654
| -3% | -$1.38M |
2013 Q2
24 quarters
|
|
|
ABB
474
DELISTED
ABB Ltd
ABB
| $40.8M | 0.03% |
2,037,394
+44,957
| +2% | +$876K |
2013 Q2
24 quarters
|
|
475
Las Vegas Sands
LVS
$24.6B
| $40.8M | 0.03% |
690,567
-21,074
| -3% | -$1.31M |
2013 Q2
24 quarters
|
|
Similar funds
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BAM
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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.