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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 | |
|---|---|---|---|---|---|---|---|
126
Kroger
KR
$37B
| $181M | 0.15% |
7,024,019
+88,930
| +1% | +$2.07M |
2013 Q2
25 quarters
|
|
127
Morgan Stanley
MS
$286B
| $180M | 0.15% |
4,212,212
+15,312
| +0.4% | +$654K |
2013 Q2
25 quarters
|
|
128
Vanguard Real Estate ETF
VNQ
$36.7B
| $179M | 0.14% |
1,922,747
+344,148
| +22% | +$31.2M |
2013 Q2
25 quarters
|
|
129
Altria Group
MO
$123B
| $178M | 0.14% |
4,350,886
-645,044
| -13% | -$29.7M |
2013 Q2
25 quarters
|
|
130
Cigna
CI
$79B
| $178M | 0.14% |
1,170,406
+1,712
| +0.1% | +$279K |
2013 Q2
25 quarters
|
|
131
Ross Stores
ROST
$75B
| $177M | 0.14% |
1,613,513
+13,576
| +0.8% | +$1.43M |
2013 Q2
25 quarters
|
|
132
CSX Corp
CSX
$90.2B
| $177M | 0.14% |
7,665,690
-92,994
| -1% | -$2.16M |
2013 Q2
25 quarters
|
|
133
Marsh
MRSH
$89B
| $176M | 0.14% |
1,759,741
+36,916
| +2% | +$3.69M |
2013 Q2
25 quarters
|
|
134
Deere & Co
DE
$175B
| $174M | 0.14% |
1,030,943
+15,559
| +2% | +$2.49M |
2013 Q2
25 quarters
|
|
135
DELISTED
Unilever NV New York Registry Shares
UN
| $173M | 0.14% |
2,873,674
+292,943
| +11% | +$17.6M |
2013 Q2
25 quarters
|
|
136
Marathon Petroleum
MPC
$134B
| $172M | 0.14% |
2,836,749
-157,287
| -5% | -$8.29M |
2013 Q2
25 quarters
|
|
137
DELISTED
Walgreens Boots Alliance
WBA
| $172M | 0.14% |
3,106,086
+212,891
| +7% | +$11.4M |
2013 Q2
25 quarters
|
|
138
Boston Scientific
BSX
$64B
| $169M | 0.14% |
4,142,408
+134,004
| +3% | +$5.68M |
2013 Q2
25 quarters
|
|
139
Estee Lauder
EL
$38.8B
| $168M | 0.14% |
843,954
+33,641
| +4% | +$6.43M |
2013 Q2
25 quarters
|
|
140
DELISTED
SunTrust Banks, Inc.
STI
| $167M | 0.13% |
2,430,754
-23,717
| -1% | -$1.52M |
2013 Q2
25 quarters
|
|
141
Allstate
ALL
$60.6B
| $165M | 0.13% |
1,520,418
-835
| -0.1% | -$87.1K |
2013 Q2
25 quarters
|
|
142
HCA Healthcare
HCA
$101B
| $161M | 0.13% |
1,336,146
-83,074
| -6% | -$10.7M |
2013 Q2
25 quarters
|
|
143
Waste Management
WM
$89.6B
| $161M | 0.13% |
1,397,920
+17,824
| +1% | +$2.08M |
2013 Q2
25 quarters
|
|
144
Progressive
PGR
$124B
| $161M | 0.13% |
2,078,028
+67,029
| +3% | +$5.27M |
2013 Q2
25 quarters
|
|
145
Baxter International
BAX
$13.3B
| $160M | 0.13% |
1,834,699
+36,166
| +2% | +$3.09M |
2013 Q2
25 quarters
|
|
146
Blackrock
BLK
$174B
| $159M | 0.13% |
357,740
+5,819
| +2% | +$2.59M |
2013 Q2
25 quarters
|
|
147
Air Products & Chemicals
APD
$66B
| $159M | 0.13% |
717,688
+16,714
| +2% | +$3.76M |
2013 Q2
25 quarters
|
|
148
DELISTED
Discover Financial Services
DFS
| $159M | 0.13% |
1,958,447
+54,484
| +3% | +$4.5M |
2013 Q2
25 quarters
|
|
149
Analog Devices
ADI
$196B
| $158M | 0.13% |
1,415,513
+56,317
| +4% | +$6.38M |
2013 Q2
25 quarters
|
|
150
Fiserv Inc
FISV
$25.1B
| $158M | 0.13% |
1,523,332
+231,752
| +18% | +$23.7M |
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.