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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
LEXEA
3526
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
– –
-194,909
Closed -$9.31M –
MGY.WS icon
3527
DELISTED
Magnolia Oil & Gas Corporation
MGY.WS
– –
-31,731
Closed -$106K –
PETX
3528
DELISTED
Aratana Therapeutics, Inc.
PETX
– –
-100,644
Closed -$519K –
BRSS
3529
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
– –
-48,004
Closed -$2.1M –
HTZ.RT icon
3530
DELISTED
Hertz Global Holdings
HTZ.RT
– –
-1,109,078
Closed -$2.16M –
AMBR icon
3531
DELISTED
Amber Road Inc
AMBR
– –
-12,160
Closed -$159K –
HF icon
3532
DELISTED
HFF Inc.
HF
– –
-98,106
Closed -$4.46M –
LABL
3533
DELISTED
Multi-Color Corp
LABL
– –
-60,249
Closed -$3.01M –
LLL
3534
DELISTED
L3 Technologies, Inc.
LLL
– –
-229,114
Closed -$56.2M –
LION icon
3535
DELISTED
Fidelity Southern Corporation
LION
– –
-40,936
Closed -$1.27M –
ANW
3536
DELISTED
Aegean Marine Petroleum Network
ANW
$0 ﹤0.01%
39,600
– –
2013 Q3
24 quarters
TACO icon
3537
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
– –
-51,454
Closed -$660K –
ARC icon
3538
DELISTED
ARC Document Solutions, Inc.
ARC
– –
-20,310
Closed -$41K –
ESV
3539
DELISTED
Ensco Rowan plc
ESV
– –
-277,458
Closed -$2.37M –
UPM
3540
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
– –
-937,969
Closed -$24.9M –
VIA icon
3541
DELISTED
Viacom Inc. Class A
VIA
– –
-8,249
Closed -$281K –
PFSW
3542
DELISTED
PFSweb, Inc.
PFSW
– –
-15,952
Closed -$65K –
STFC
3543
DELISTED
State Auto Financial Corp
STFC
– –
-7,009
Closed -$245K –
LLEX
3544
DELISTED
Lilis Energy, Inc. Common Stock
LLEX
– –
-20,337
Closed -$12K –
TRCO
3545
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
– –
-410,175
Closed -$19M –
TSS
3546
DELISTED
Total System Services, Inc.
TSS
– –
-299,413
Closed -$38.4M –
EFII
3547
DELISTED
Electronics for Imaging
EFII
– –
-111,689
Closed -$4.12M –
IMH
3548
DELISTED
Impac Mortgage Holdings Inc.
IMH
– –
-17,137
Closed -$53K –
RHT
3549
DELISTED
Red Hat Inc
RHT
– –
-559,544
Closed -$105M –
FNSR
3550
DELISTED
Finisar Corp
FNSR
– –
-298,208
Closed -$6.82M –
139 140 141
142
143

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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.