We are live on !
Find out more
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
(+10%)
Cap. Flow
+$2.66B
Cap. Flow % of AUM
Cap. Flow %
1.95%
Top 10 Holdings %
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 |
Microsoft
MSFT
|
+$951M |
| 2 |
Truist Financial
TFC
|
+$175M |
| 3 |
Bristol-Myers Squibb
BMY
|
+$167M |
| 4 |
Vanguard S&P 500 ETF
VOO
|
+$152M |
| 5 |
Meta Platforms (Facebook)
META
|
+$56.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CELG
Celgene Corp
CELG
|
+$228M |
| 2 |
SunTrust Banks, Inc.
STI
|
+$167M |
| 3 |
VIAB
Viacom Inc. Class B
VIAB
|
+$52.9M |
| 4 |
Occidental Petroleum
OXY
|
+$49.8M |
| 5 |
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% |
Similar funds
BAM
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 $9.6M. 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 $9.6M.
- 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.