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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
+8.76%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$137B
AUM Growth
+$12.9B
Cap. Flow
+$2.66B
Cap. Flow %
1.95%
Top 10 Hldgs %
17.59%
Holding
4,082
New
143
Increased
2,108
Reduced
1,670
Closed
127
Avg Time Held
4.4 years
Top 10 Avg Time Held
4.5 years
Top 20 Avg Time Held
2.9 years

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$951M
2
TFC icon
Truist Financial
TFC
+$175M
3
BMY icon
Bristol-Myers Squibb
BMY
+$167M
4
VOO icon
Vanguard S&P 500 ETF
VOO
+$152M
5
META icon
Meta Platforms (Facebook)
META
+$56.3M

Top Sells

Rank Stock Value
1
CELG
Celgene Corp
CELG
+$228M
2
STI icon
SunTrust Banks, Inc.
STI
+$167M
3
VIAB
Viacom Inc. Class B
VIAB
+$52.9M
4
OXY icon
Occidental Petroleum
OXY
+$49.8M
5
CVX icon
Chevron
CVX
+$47.4M

Sector Composition

Rank Sector Weight
1 Technology 16.99%
2 Financials 14.37%
3 Miscellaneous 13.7%
4 Healthcare 11.86%
5 Consumer Discretionary 8.48%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
CTSH icon
226
Cognizant
CTSH
$29.7B
$110M 0.08%
1,776,532
+14,150
+0.8% +$875K
2013 Q2
26 quarters
EOG icon
227
EOG Resources
EOG
$82.9B
$110M 0.08%
1,308,143
+63,580
+5% +$4.66M
2013 Q2
26 quarters
GIS icon
228
General Mills
GIS
$17.7B
$109M 0.08%
2,026,102
+17,727
+0.9% +$934K
2013 Q2
26 quarters
TTE icon
229
TotalEnergies
TTE
$201B
$108M 0.08%
1,961,083
+30,466
+2% +$1.61M
2013 Q2
26 quarters
ES icon
230
Eversource Energy
ES
$25.2B
$108M 0.08%
1,272,244
+27,526
+2% +$2.29M
2013 Q2
26 quarters
HPQ icon
231
HP
HPQ
$27.1B
$106M 0.08%
5,161,212
-637,451
-11% -$12.1M
2013 Q2
26 quarters
ZBH icon
232
Zimmer Biomet
ZBH
$18.1B
$105M 0.08%
720,376
+9,166
+1% +$1.27M
2013 Q2
26 quarters
HPE icon
233
Hewlett Packard
HPE
$73.2B
$104M 0.08%
6,573,202
-39,909
-0.6% -$638K
2015 Q4
16 quarters
FDX icon
234
FedEx
FDX
$69.5B
$104M 0.08%
688,592
-22,550
-3% -$3.48M
2013 Q2
26 quarters
SPTM icon
235
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
$104M 0.08%
2,611,349
-21,467
-0.8% -$818K
2018 Q4
4 quarters
JCI icon
236
Johnson Controls International
JCI
$88.1B
$104M 0.08%
2,546,321
+87,074
+4% +$3.67M
2013 Q2
26 quarters
STZ icon
237
Constellation Brands
STZ
$22.2B
$103M 0.08%
541,336
-46,338
-8% -$8.75M
2013 Q2
26 quarters
EA icon
238
DELISTED
Electronic Arts
EA
$103M 0.08%
955,325
+57,943
+6% +$5.75M
2013 Q2
26 quarters
FE icon
239
FirstEnergy
FE
$26.7B
$103M 0.07%
2,109,435
-117,680
-5% -$5.62M
2013 Q2
26 quarters
ATVI
240
DELISTED
Activision Blizzard
ATVI
$102M 0.07%
1,721,116
+70,194
+4% +$3.89M
2013 Q2
26 quarters
KEY icon
241
KeyCorp
KEY
$21.3B
$102M 0.07%
5,052,434
+12,533
+0.2% +$236K
2013 Q2
26 quarters
CMS icon
242
CMS Energy
CMS
$21.5B
$102M 0.07%
1,617,546
-46,489
-3% -$2.9M
2013 Q2
26 quarters
HSBC icon
243
HSBC
HSBC
$323B
$101M 0.07%
2,594,851
+158,424
+7% +$6.01M
2013 Q2
26 quarters
PEG icon
244
Public Service Enterprise Group
PEG
$35.6B
$101M 0.07%
1,706,201
-7,238
-0.4% -$439K
2013 Q2
26 quarters
GWW icon
245
W.W. Grainger
GWW
$62.7B
$99.9M 0.07%
295,081
-9,912
-3% -$3.15M
2013 Q2
26 quarters
VRSN icon
246
VeriSign
VRSN
$27.3B
$99.6M 0.07%
517,172
+9,281
+2% +$1.74M
2013 Q2
26 quarters
OKE icon
247
Oneok
OKE
$58.8B
$99.5M 0.07%
1,314,881
+39,365
+3% +$2.81M
2013 Q2
26 quarters
TROW icon
248
T. Rowe Price
TROW
$21.5B
$99.1M 0.07%
813,494
+21,048
+3% +$2.49M
2013 Q2
26 quarters
OMC icon
249
Omnicom Group
OMC
$22.1B
$99M 0.07%
1,221,492
-3,127
-0.3% -$245K
2013 Q2
26 quarters
SRE icon
250
Sempra
SRE
$54.5B
$98.1M 0.07%
1,294,620
+62,746
+5% +$4.6M
2013 Q2
26 quarters
8 9
10
11 12

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Parametric Portfolio Associates's Q4 2019 Portfolio in Review

As of Q4 2019, Parametric Portfolio Associates held 4,082 positions worth $137B, up 10% from $124B the previous quarter. Its ten largest holdings account for 18% of the portfolio.

Parametric Portfolio Associates's Q4 2019 filing shows 143 new, 2,108 increased, 1,670 reduced and 127 closed positions. Its largest new stake was NuStar Energy L.P.: 370,033 shares worth $9.56M. The largest sale was Celgene Corp, an estimated $228M.

By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 16% a quarter earlier, followed by Financials and Miscellaneous.

  • Parametric Portfolio Associates's largest Q4 2019 buy was NuStar Energy L.P.: 370,033 shares worth $9.56M.
  • Parametric Portfolio Associates added most to Microsoft in Q4 2019, an estimated $951M increase.
  • Parametric Portfolio Associates's biggest Q4 2019 reduction was Occidental Petroleum, cutting an estimated $49.8M.
  • Parametric Portfolio Associates fully exited Celgene Corp in Q4 2019, selling an estimated $228M.
  • Parametric Portfolio Associates's ten largest holdings make up 18% of its $137B portfolio in Q4 2019.
  • Parametric Portfolio Associates opened 143 new positions and closed 127 in Q4 2019.
  • Parametric Portfolio Associates's portfolio value rose 10% quarter-over-quarter to $137B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2019, filed 14 Feb 2020.