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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
+1.62%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$124B
AUM Growth
+$2.86B
(+2.4%)
Cap. Flow
+$2.19B
Cap. Flow
% of AUM
1.77%
Top 10 Holdings %
Top 10 Hldgs %
15.96%
Holding
4,116
New
162
Increased
2,309
Reduced
1,443
Closed
177
Avg Time Held Equity + Options
4.2
years
Top 10 Avg Time Held Equity + Options
4.3
years
Top 20 Avg Time Held Equity + Options
3
years
Avg Time Held Equity only
4.2
years
Top 10 Avg Time Held Equity only
4.3
years
Top 20 Avg Time Held Equity only
3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$151M |
| 2 |
Fidelity National Information Services
FIS
|
+$84.4M |
| 3 |
L3Harris
LHX
|
+$74.3M |
| 4 |
Occidental Petroleum
OXY
|
+$62.3M |
| 5 |
Apple
AAPL
|
+$55.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
RHT
Red Hat Inc
RHT
|
+$105M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
+$96.4M |
| 3 |
Anadarko Petroleum
APC
|
+$90.4M |
| 4 |
WP
Worldpay, Inc.
WP
|
+$59.6M |
| 5 |
LLL
L3 Technologies, Inc.
LLL
|
+$56.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 15.58% |
| 2 | Financials | 14.34% |
| 3 | Miscellaneous | 13.8% |
| 4 | Healthcare | 11.45% |
| 5 | Consumer Discretionary | 8.73% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
276
DTE Energy
DTE
$27B
| $80.5M | 0.06% |
711,495
+19,821
| +3% | +$2.19M |
2013 Q2
25 quarters
|
|
277
D.R. Horton
DHI
$38.8B
| $79.9M | 0.06% |
1,516,717
-74,319
| -5% | -$3.55M |
2013 Q2
25 quarters
|
|
278
DELISTED
AvalonBay Communities
AVB
| $79.4M | 0.06% |
368,753
+8,350
| +2% | +$1.75M |
2013 Q2
25 quarters
|
|
279
Lincoln National
LNC
$7.62B
| $79.3M | 0.06% |
1,314,633
+40,777
| +3% | +$2.44M |
2013 Q2
25 quarters
|
|
|
TWTR
280
DELISTED
Twitter, Inc.
TWTR
| $78.9M | 0.06% |
1,915,775
+261,481
| +16% | +$10.7M |
2014 Q1
22 quarters
|
|
281
Dollar Tree
DLTR
$23.3B
| $78.5M | 0.06% |
687,223
+29,683
| +5% | +$3.11M |
2013 Q2
25 quarters
|
|
282
Paychex
PAYX
$39.7B
| $78.3M | 0.06% |
946,260
+26,177
| +3% | +$2.18M |
2013 Q2
25 quarters
|
|
283
Conagra Brands
CAG
$6.9B
| $77.7M | 0.06% |
2,533,062
+151,604
| +6% | +$4.37M |
2013 Q2
25 quarters
|
|
284
HDFC Bank
HDB
$122B
| $77.5M | 0.06% |
2,715,388
+61,876
| +2% | +$1.76M |
2013 Q2
25 quarters
|
|
285
Cencora
COR
$65B
| $77.4M | 0.06% |
940,152
+13,858
| +1% | +$1.19M |
2013 Q2
25 quarters
|
|
286
TE Connectivity
TEL
$61.4B
| $76.9M | 0.06% |
825,667
+27,949
| +4% | +$2.57M |
2013 Q2
25 quarters
|
|
287
PPL Corp
PPL
$26.5B
| $76.6M | 0.06% |
2,431,272
-173,942
| -7% | -$5.26M |
2013 Q2
25 quarters
|
|
288
International Paper
IP
$18B
| $74.9M | 0.06% |
1,892,102
-160,351
| -8% | -$6.27M |
2013 Q2
25 quarters
|
|
289
Infosys
INFY
$49.5B
| $74.1M | 0.06% |
6,515,085
+318,989
| +5% | +$3.59M |
2013 Q2
25 quarters
|
|
290
KLA
KLAC
$216B
| $73.9M | 0.06% |
4,636,780
+120,210
| +3% | +$1.68M |
2013 Q2
25 quarters
|
|
291
British American Tobacco
BTI
$129B
| $73.9M | 0.06% |
2,001,397
+72,456
| +4% | +$2.65M |
2013 Q2
25 quarters
|
|
292
Everest Group
EG
$14.9B
| $73M | 0.06% |
274,408
+23,470
| +9% | +$5.93M |
2013 Q2
25 quarters
|
|
293
Genuine Parts
GPC
$18.5B
| $72.7M | 0.06% |
729,523
-95,359
| -12% | -$9.15M |
2013 Q2
25 quarters
|
|
294
Expeditors International
EXPD
$25.4B
| $72.6M | 0.06% |
977,681
+68,309
| +8% | +$5M |
2013 Q2
25 quarters
|
|
295
McCormick & Company Non-Voting
MKC
$12.5B
| $72.6M | 0.06% |
929,246
+23,376
| +3% | +$1.88M |
2013 Q2
25 quarters
|
|
296
Vivmark Residential
VMRK
$47.3B
| $72.5M | 0.06% |
840,170
+32,697
| +4% | +$2.67M |
2013 Q2
25 quarters
|
|
297
Quest Diagnostics
DGX
$25.9B
| $72.4M | 0.06% |
676,788
+19,279
| +3% | +$1.98M |
2013 Q2
25 quarters
|
|
298
Sony
SONY
$145B
| $72.3M | 0.06% |
6,113,695
+335,840
| +6% | +$3.79M |
2013 Q2
25 quarters
|
|
299
Western Digital
WDC
$125B
| $72.2M | 0.06% |
1,602,632
+291,794
| +22% | +$12.5M |
2013 Q2
25 quarters
|
|
300
Ameren
AEE
$29.4B
| $71.8M | 0.06% |
897,097
+12,797
| +1% | +$982K |
2013 Q2
25 quarters
|
|
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Parametric Portfolio Associates's Q3 2019 Portfolio in Review
As of Q3 2019, Parametric Portfolio Associates held 4,116 positions worth $124B, up 2.4% from $121B the previous quarter. Its ten largest holdings account for 16% of the portfolio.
Parametric Portfolio Associates's Q3 2019 filing shows 162 new, 2,309 increased, 1,443 reduced and 177 closed positions. Its largest new stake was State Street SPDR S&P Metals & Mining ETF: 842,780 shares worth $21.4M. The largest sale was Red Hat Inc, an estimated $105M.
By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 15% a quarter earlier, followed by Financials and Miscellaneous.
- Parametric Portfolio Associates's largest Q3 2019 buy was State Street SPDR S&P Metals & Mining ETF: 842,780 shares worth $21.4M.
- Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2019, an estimated $151M increase.
- Parametric Portfolio Associates's biggest Q3 2019 reduction was iShares Core S&P 500 ETF, cutting an estimated $96.4M.
- Parametric Portfolio Associates fully exited Red Hat Inc in Q3 2019, selling an estimated $105M.
- Parametric Portfolio Associates's ten largest holdings make up 16% of its $124B portfolio in Q3 2019.
- Parametric Portfolio Associates opened 162 new positions and closed 177 in Q3 2019.
- Parametric Portfolio Associates's portfolio value rose 2.4% quarter-over-quarter to $124B.
Based on Parametric Portfolio Associates's 13F filing for Q3 2019, filed 15 Nov 2019.