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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
+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
Cap. Flow
+$2.19B
Cap. Flow %
1.77%
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
VOO icon
Vanguard S&P 500 ETF
VOO
+$151M
2
FIS icon
Fidelity National Information Services
FIS
+$84.4M
3
LHX icon
L3Harris
LHX
+$74.3M
4
OXY icon
Occidental Petroleum
OXY
+$62.3M
5
AAPL icon
Apple
AAPL
+$55.8M

Top Sells

Rank Stock Value
1
RHT
Red Hat Inc
RHT
+$105M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$96.4M
3
APC icon
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
CNCE
3476
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
– –
-11,349
Closed -$136K –
ASAP
3477
DELISTED
Waitr Holdings Inc. Common Stock
ASAP
– –
-1,061
Closed -$133K –
OTIC
3478
DELISTED
Otonomy, Inc.
OTIC
– –
-12,627
Closed -$35K –
CLVS
3479
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-30,110
Closed -$448K –
CCXI icon
3480
DELISTED
ChemoCentryx, Inc.
CCXI
– –
-57,809
Closed -$538K –
HMTV
3481
DELISTED
Hemisphere Media Group, Inc.
HMTV
– –
-58,988
Closed -$762K –
VWTR
3482
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
– –
-10,396
Closed -$121K –
SFUN
3483
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
– –
-323
Closed -$10K –
PTE
3484
DELISTED
PolarityTE, Inc. Common Stock
PTE
– –
-879
Closed -$125K –
MEN
3485
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
– –
-40,204
Closed -$446K –
OXFD
3486
DELISTED
Oxford Immunotec Global PLC Ordinary Shares
OXFD
– –
-10,489
Closed -$144K –
EIDX
3487
DELISTED
Eidos Therapeutics, Inc. Common Stock
EIDX
– –
-35,058
Closed -$1.09M –
FRAN
3488
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-6,903
Closed -$41K –
AKCA
3489
DELISTED
Akcea Therapeutics Inc
AKCA
– –
-11,955
Closed -$280K –
CHAP
3490
DELISTED
Chaparral Energy, Inc.
CHAP
– –
-13,313
Closed -$63K –
RTW
3491
DELISTED
RTW Retailwinds, Inc.
RTW
– –
-19,441
Closed -$33K –
TUES
3492
DELISTED
Tuesday Morning Corp
TUES
– –
-11,699
Closed -$20K –
NTGN
3493
DELISTED
Neon Therapeutics, Inc. Common Stock
NTGN
– –
-37,408
Closed -$177K –
QHC
3494
DELISTED
Quorum Health Corporation
QHC
– –
-13,178
Closed -$18K –
HABT
3495
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
– –
-27,019
Closed -$283K –
CSS
3496
DELISTED
CSS Industries, Inc.
CSS
– –
-34,064
Closed -$166K –
PIR
3497
DELISTED
Pier 1 Imports, Inc.
PIR
– –
-11,157
Closed -$84K –
MLNT
3498
DELISTED
Melinta Therapeutics, Inc. Common Stock
MLNT
– –
-21,410
Closed -$142K –
BKJ
3499
DELISTED
Bancorp of New Jersey, Inc.
BKJ
– –
-18,035
Closed -$251K –
CRR
3500
DELISTED
Carbo Ceramics Inc.
CRR
– –
-52,065
Closed -$70K –
138 139
140
141 142

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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.