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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 | |
|---|---|---|---|---|---|---|---|
201
GSK
GSK
$98.2B
| $117M | 0.09% |
2,189,405
+60,958
| +3% | +$3.14M |
2013 Q2
25 quarters
|
|
202
Ford
F
$49.1B
| $117M | 0.09% |
12,733,975
+16,406
| +0.1% | +$156K |
2013 Q2
25 quarters
|
|
203
Illumina
ILMN
$40.5B
| $115M | 0.09% |
389,634
-4,028
| -1% | -$1.19M |
2013 Q2
25 quarters
|
|
204
Entergy
ETR
$49.7B
| $115M | 0.09% |
1,953,888
-383,460
| -16% | -$21M |
2013 Q2
25 quarters
|
|
205
Bank of New York Mellon
BNY
$96.4B
| $114M | 0.09% |
2,530,105
+105,498
| +4% | +$4.7M |
2013 Q2
25 quarters
|
|
206
Newmont
NEM
$122B
| $114M | 0.09% |
3,012,891
+590,741
| +24% | +$23M |
2013 Q2
25 quarters
|
|
207
Trane Technologies
TT
$101B
| $113M | 0.09% |
917,537
+4,741
| +0.5% | +$579K |
2013 Q2
25 quarters
|
|
208
Ameriprise Financial
AMP
$44.4B
| $112M | 0.09% |
759,801
+3,686
| +0.5% | +$517K |
2013 Q2
25 quarters
|
|
209
iShares 1-3 Year Treasury Bond ETF
SHY
$26.8B
| $112M | 0.09% |
1,315,349
+10,582
| +0.8% | +$897K |
2014 Q4
19 quarters
|
|
210
Marriott International
MAR
$101B
| $111M | 0.09% |
894,986
+18,383
| +2% | +$2.44M |
2013 Q2
25 quarters
|
|
211
General Mills
GIS
$17.6B
| $111M | 0.09% |
2,008,375
+110,265
| +6% | +$5.94M |
2013 Q2
25 quarters
|
|
212
HP
HPQ
$27.8B
| $110M | 0.09% |
5,798,663
-413,281
| -7% | -$8.12M |
2013 Q2
25 quarters
|
|
213
Novo Nordisk
NVO
$173B
| $109M | 0.09% |
4,201,144
+141,940
| +3% | +$3.59M |
2013 Q2
25 quarters
|
|
214
Hershey
HSY
$33.9B
| $108M | 0.09% |
697,605
+4,321
| +0.6% | +$653K |
2013 Q2
25 quarters
|
|
215
Johnson Controls International
JCI
$89.4B
| $108M | 0.09% |
2,459,247
+232,532
| +10% | +$9.85M |
2013 Q2
25 quarters
|
|
216
FirstEnergy
FE
$26.4B
| $107M | 0.09% |
2,227,115
-117,589
| -5% | -$5.32M |
2013 Q2
25 quarters
|
|
217
Mettler-Toledo International
MTD
$32.8B
| $106M | 0.09% |
151,119
+1,548
| +1% | +$1.14M |
2013 Q2
25 quarters
|
|
218
CMS Energy
CMS
$21B
| $106M | 0.09% |
1,664,035
-35,473
| -2% | -$2.15M |
2013 Q2
25 quarters
|
|
219
Eversource Energy
ES
$24.9B
| $106M | 0.09% |
1,244,718
+6,569
| +0.5% | +$522K |
2013 Q2
25 quarters
|
|
220
Public Service Enterprise Group
PEG
$35B
| $106M | 0.09% |
1,713,439
-95,059
| -5% | -$5.68M |
2013 Q2
25 quarters
|
|
221
Cognizant
CTSH
$29.6B
| $106M | 0.09% |
1,762,382
-34,934
| -2% | -$2.21M |
2013 Q2
25 quarters
|
|
222
ASML
ASML
$637B
| $106M | 0.09% |
426,386
+22,598
| +6% | +$5.09M |
2013 Q2
25 quarters
|
|
223
Global Payments
GPN
$22.3B
| $105M | 0.08% |
659,405
+240,795
| +58% | +$39.3M |
2013 Q2
25 quarters
|
|
224
SLB Ltd
SLB
$71.8B
| $104M | 0.08% |
3,039,778
+193,738
| +7% | +$7.08M |
2013 Q2
25 quarters
|
|
225
Autodesk
ADSK
$51.2B
| $104M | 0.08% |
702,868
-572
| -0.1% | -$89K |
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.