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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
CSCO icon
26
Cisco
CSCO
$448B
$773M 0.62%
15,637,956
-363,844
-2% -$18.9M
2013 Q2
25 quarters
PFE icon
27
Pfizer
PFE
$166B
$744M 0.6%
21,813,270
-1,071,482
-5% -$39M
2013 Q2
25 quarters
CMCSA icon
28
Comcast
CMCSA
$74.7B
$727M 0.59%
16,125,466
+951,833
+6% +$42.2M
2013 Q2
25 quarters
KO icon
29
Coca-Cola
KO
$395B
$671M 0.54%
12,325,827
+445,296
+4% +$23.8M
2013 Q2
25 quarters
WMT icon
30
Walmart Inc
WMT
$922B
$657M 0.53%
16,605,828
-34,455
-0.2% -$1.3M
2013 Q2
25 quarters
WFC icon
31
Wells Fargo
WFC
$243B
$624M 0.5%
12,370,499
+796,884
+7% +$37.5M
2013 Q2
25 quarters
ORCL icon
32
Oracle
ORCL
$396B
$596M 0.48%
10,834,700
+82,767
+0.8% +$4.57M
2013 Q2
25 quarters
MCD icon
33
McDonald's
MCD
$169B
$593M 0.48%
2,762,545
+10,471
+0.4% +$2.24M
2013 Q2
25 quarters
C icon
34
Citigroup
C
$205B
$579M 0.47%
8,385,270
+56,578
+0.7% +$3.85M
2013 Q2
25 quarters
BA icon
35
Boeing
BA
$146B
$575M 0.46%
1,511,415
+32,801
+2% +$11.7M
2013 Q2
25 quarters
ABT icon
36
Abbott
ABT
$178B
$556M 0.45%
6,650,297
+90,358
+1% +$7.68M
2013 Q2
25 quarters
ADBE icon
37
Adobe
ADBE
$93.7B
$510M 0.41%
1,844,737
+14,524
+0.8% +$4.24M
2013 Q2
25 quarters
IBM icon
38
IBM
IBM
$215B
$484M 0.39%
3,479,638
+69,702
+2% +$9.4M
2013 Q2
25 quarters
AMGN icon
39
Amgen
AMGN
$230B
$455M 0.37%
2,353,360
+154,094
+7% +$29.6M
2013 Q2
25 quarters
NKE icon
40
Nike
NKE
$52.4B
$451M 0.36%
4,797,867
+45,829
+1% +$3.93M
2013 Q2
25 quarters
TXN icon
41
Texas Instruments
TXN
$256B
$450M 0.36%
3,482,544
+103,330
+3% +$12.7M
2013 Q2
25 quarters
COST icon
42
Costco
COST
$435B
$449M 0.36%
1,556,848
+46,008
+3% +$12.9M
2013 Q2
25 quarters
HON icon
43
Honeywell
HON
$65.8B
$435M 0.35%
2,729,008
+22,707
+0.8% +$3.61M
2013 Q2
25 quarters
CRM icon
44
Salesforce
CRM
$194B
$425M 0.34%
2,865,625
+62,191
+2% +$9.45M
2013 Q2
25 quarters
UNP icon
45
Union Pacific
UNP
$170B
$417M 0.34%
2,572,435
-3,091
-0.1% -$520K
2013 Q2
25 quarters
ACN icon
46
Accenture
ACN
$132B
$415M 0.34%
2,159,506
+116,172
+6% +$22.5M
2013 Q2
25 quarters
NEE icon
47
NextEra Energy
NEE
$163B
$410M 0.33%
7,038,148
+244,316
+4% +$13.2M
2013 Q2
25 quarters
SPY icon
48
State Street SPDR S&P 500 ETF Trust
SPY
$813B
$406M 0.33%
1,367,025
-143,810
-10% -$42.5M
2013 Q2
25 quarters
IEFA icon
49
iShares Core MSCI EAFE ETF
IEFA
$189B
$401M 0.32%
6,567,408
+517,681
+9% +$31.2M
2015 Q3
16 quarters
MDT icon
50
Medtronic
MDT
$121B
$384M 0.31%
3,532,972
+153,612
+5% +$16M
2013 Q2
25 quarters
1
2
3 4 5

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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.