We are live on ! Find out more
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
HIG icon
251
Hartford Financial Services
HIG
$36.6B
$97.7M 0.07%
1,608,035
-18,925
-1% -$1.14M
2013 Q2
26 quarters
APH icon
252
Amphenol
APH
$196B
$97.6M 0.07%
7,210,696
+317,648
+5% +$4.05M
2013 Q2
26 quarters
CLX icon
253
Clorox
CLX
$10.5B
$97.1M 0.07%
632,546
+15,420
+2% +$2.3M
2013 Q2
26 quarters
HSY icon
254
Hershey
HSY
$34.3B
$96.5M 0.07%
656,557
-41,048
-6% -$6.09M
2013 Q2
26 quarters
STX icon
255
Seagate
STX
$145B
$95.5M 0.07%
1,605,639
-108,210
-6% -$6.22M
2013 Q2
26 quarters
MCK icon
256
McKesson
MCK
$117B
$95.5M 0.07%
690,613
+45,793
+7% +$6.47M
2013 Q2
26 quarters
SBAC icon
257
SBA Communications
SBAC
$19.8B
$95.1M 0.07%
394,629
+7,922
+2% +$1.88M
2013 Q2
26 quarters
PH icon
258
Parker-Hannifin
PH
$121B
$94.9M 0.07%
461,099
-40,957
-8% -$7.94M
2013 Q2
26 quarters
XEL icon
259
Xcel Energy
XEL
$47.7B
$94.3M 0.07%
1,484,896
+21,260
+1% +$1.33M
2013 Q2
26 quarters
LUV icon
260
Southwest Airlines
LUV
$19.3B
$93.7M 0.07%
1,735,987
+53,070
+3% +$2.94M
2013 Q2
26 quarters
AZ icon
261
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$93.7M 0.07%
3,868,504
+146,157
+4% +$3.54M
2015 Q4
16 quarters
SPG icon
262
Simon Property Group
SPG
$66.5B
$91.4M 0.07%
613,361
-18,237
-3% -$2.73M
2013 Q2
26 quarters
UAL icon
263
United Airlines
UAL
$31.2B
$91.2M 0.07%
1,035,487
-67,258
-6% -$6.04M
2013 Q2
26 quarters
HAL icon
264
Halliburton
HAL
$27.9B
$90.8M 0.07%
3,710,418
+507,622
+16% +$10.7M
2013 Q2
26 quarters
AGG icon
265
iShares Core US Aggregate Bond ETF
AGG
$138B
$90.7M 0.07%
807,142
+252,877
+46% +$28.5M
2013 Q2
26 quarters
PARA icon
266
DELISTED
Paramount Global Class B
PARA
$90.1M 0.07%
2,147,336
+1,104,028
+106% +$42.8M
2013 Q2
26 quarters
SI icon
267
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$89.6M 0.07%
1,378,486
+285,539
+26% +$18.6M
2015 Q4
16 quarters
PPL icon
268
PPL Corp
PPL
$26.5B
$89.4M 0.07%
2,492,713
+61,441
+3% +$2.06M
2013 Q2
26 quarters
BTI icon
269
British American Tobacco
BTI
$129B
$88.9M 0.07%
2,094,717
+93,320
+5% +$3.52M
2013 Q2
26 quarters
SHY icon
270
iShares 1-3 Year Treasury Bond ETF
SHY
$26.9B
$88.8M 0.06%
1,048,727
-266,622
-20% -$22.6M
2014 Q4
20 quarters
RWR icon
271
State Street SPDR Dow Jones REIT ETF
RWR
$1.79B
$88.1M 0.06%
863,845
+54,086
+7% +$5.6M
2018 Q4
4 quarters
KLAC icon
272
KLA
KLAC
$216B
$87M 0.06%
4,885,320
+248,540
+5% +$4.17M
2013 Q2
26 quarters
IP icon
273
International Paper
IP
$18B
$86.9M 0.06%
1,992,852
+100,750
+5% +$4.23M
2013 Q2
26 quarters
LUMN icon
274
Lumen Technologies, Inc. Common Stock
LUMN
$4.8B
$86.4M 0.06%
6,541,454
-432,840
-6% -$5.8M
2013 Q2
26 quarters
SONY icon
275
Sony
SONY
$145B
$86.1M 0.06%
6,333,665
+219,970
+4% +$2.74M
2013 Q2
26 quarters
9 10
11
12 13

Similar funds

NN Investment Partners Holdings
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
Amalgamated Financial
Amalgamated Financial New York $12.6B AUM
Melvin Capital Management
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
People's United Financial
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IndexIQ Advisors
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.