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Parametric Portfolio Associates

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
Cap. Flow
+$1.6B
Cap. Flow %
1.32%
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
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$121M
2
DOW icon
Dow Inc
DOW
+$103M
3
MSFT icon
Microsoft
MSFT
+$75M
4
ACN icon
Accenture
ACN
+$58.5M
5
AMZN icon
Amazon
AMZN
+$53.4M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$257M
2
DD icon
DuPont de Nemours
DD
+$113M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$74M
4
MMM icon
3M
MMM
+$56.4M
5
OXY icon
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
LYB icon
176
LyondellBasell Industries
LYB
$20.2B
$129M 0.11%
1,497,297
-52,789
-3% -$4.5M
2013 Q2
24 quarters
FITB icon
177
Fifth Third Bancorp
FITB
$45.8B
$128M 0.11%
4,575,000
+63,921
+1% +$1.75M
2013 Q2
24 quarters
EOG icon
178
EOG Resources
EOG
$80.1B
$128M 0.11%
1,369,352
-10,317
-0.7% -$959K
2013 Q2
24 quarters
AZO icon
179
AutoZone
AZO
$49.1B
$127M 0.1%
115,181
+461
+0.4% +$485K
2013 Q2
24 quarters
MTD icon
180
Mettler-Toledo International
MTD
$33.1B
$126M 0.1%
149,571
-3,073
-2% -$2.32M
2013 Q2
24 quarters
MU icon
181
Micron Technology
MU
$1.03T
$125M 0.1%
3,238,887
-324,652
-9% -$12.4M
2013 Q2
24 quarters
MAR icon
182
Marriott International
MAR
$101B
$123M 0.1%
876,603
+20,265
+2% +$2.69M
2013 Q2
24 quarters
GD icon
183
General Dynamics
GD
$91B
$121M 0.1%
664,736
+28,528
+4% +$4.91M
2013 Q2
24 quarters
ETR icon
184
Entergy
ETR
$49.5B
$120M 0.1%
2,337,348
-9,066
-0.4% -$442K
2013 Q2
24 quarters
CMI icon
185
Cummins
CMI
$72.3B
$119M 0.1%
695,506
+23,861
+4% +$3.91M
2013 Q2
24 quarters
MCHP icon
186
Microchip Technology
MCHP
$39.6B
$119M 0.1%
2,742,156
-140,084
-5% -$6.22M
2013 Q2
24 quarters
EW icon
187
Edwards Lifesciences
EW
$50B
$119M 0.1%
1,925,598
-2,979
-0.2% -$180K
2013 Q2
24 quarters
FISV icon
188
Fiserv Inc
FISV
$25.2B
$118M 0.1%
1,291,580
+63,537
+5% +$5.57M
2013 Q2
24 quarters
AON icon
189
Aon
AON
$60.8B
$117M 0.1%
608,318
+14,919
+3% +$2.7M
2013 Q2
24 quarters
TTE icon
190
TotalEnergies
TTE
$196B
$117M 0.1%
2,103,952
+172,197
+9% +$9.4M
2013 Q2
24 quarters
LRCX icon
191
Lam Research
LRCX
$341B
$117M 0.1%
6,236,700
-105,240
-2% -$2M
2013 Q2
24 quarters
TM icon
192
Toyota
TM
$227B
$117M 0.1%
940,038
+10,442
+1% +$1.27M
2013 Q2
24 quarters
ED icon
193
Consolidated Edison
ED
$40.8B
$116M 0.1%
1,327,250
+13,502
+1% +$1.16M
2013 Q2
24 quarters
EBAY icon
194
eBay
EBAY
$54.6B
$116M 0.1%
2,936,644
+128,658
+5% +$4.84M
2013 Q2
24 quarters
FDX icon
195
FedEx
FDX
$69.5B
$116M 0.1%
705,135
-43,721
-6% -$7.65M
2013 Q2
24 quarters
TT icon
196
Trane Technologies
TT
$99.8B
$116M 0.1%
912,796
+128,268
+16% +$15.3M
2013 Q2
24 quarters
AZN icon
197
AstraZeneca
AZN
$260B
$115M 0.1%
1,390,578
+81,627
+6% +$6.4M
2013 Q2
24 quarters
ORLY icon
198
O'Reilly Automotive
ORLY
$71.5B
$115M 0.1%
4,673,865
+350,625
+8% +$8.88M
2013 Q2
24 quarters
ADSK icon
199
Autodesk
ADSK
$50.8B
$115M 0.09%
703,440
-40,652
-5% -$6.83M
2013 Q2
24 quarters
CTSH icon
200
Cognizant
CTSH
$29.4B
$114M 0.09%
1,797,316
-63,614
-3% -$4.17M
2013 Q2
24 quarters
6 7
8
9 10

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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.