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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
MDT icon
51
Medtronic
MDT
$122B
$425M 0.31%
3,741,892
+208,920
+6% +$22.9M
2013 Q2
26 quarters
QCOM icon
52
Qualcomm
QCOM
$191B
$415M 0.3%
4,705,092
+147,956
+3% +$12.4M
2013 Q2
26 quarters
LOW icon
53
Lowe's Companies
LOW
$110B
$413M 0.3%
3,451,402
+75,868
+2% +$8.68M
2013 Q2
26 quarters
CVS icon
54
CVS Health
CVS
$118B
$412M 0.3%
5,544,371
+29,269
+0.5% +$2.06M
2013 Q2
26 quarters
ABBV icon
55
AbbVie
ABBV
$501B
$409M 0.3%
4,613,976
+349,281
+8% +$29M
2013 Q2
26 quarters
PM icon
56
Philip Morris
PM
$312B
$403M 0.29%
4,736,051
+443,856
+10% +$36.6M
2013 Q2
26 quarters
TMO icon
57
Thermo Fisher Scientific
TMO
$258B
$399M 0.29%
1,227,590
+23,782
+2% +$7.21M
2013 Q2
26 quarters
PYPL icon
58
PayPal
PYPL
$48.9B
$382M 0.28%
3,535,779
+132,590
+4% +$13.8M
2015 Q3
17 quarters
RTX icon
59
RTX Corp
RTX
$252B
$379M 0.28%
4,022,282
+80,345
+2% +$7.29M
2013 Q2
26 quarters
AMT icon
60
American Tower
AMT
$84.5B
$379M 0.28%
1,648,048
+18,949
+1% +$4.13M
2013 Q2
26 quarters
LLY icon
61
Eli Lilly
LLY
$1.12T
$377M 0.28%
2,866,998
-176,524
-6% -$20.5M
2013 Q2
26 quarters
NVDA icon
62
NVIDIA
NVDA
$5.25T
$370M 0.27%
62,843,840
+5,557,960
+10% +$28.9M
2013 Q2
26 quarters
IWF icon
63
iShares Russell 1000 Growth ETF
IWF
$127B
$358M 0.26%
8,128,812
-210,560
-3% -$8.79M
2013 Q2
26 quarters
AVGO icon
64
Broadcom
AVGO
$1.64T
$357M 0.26%
11,292,170
+552,740
+5% +$16.8M
2013 Q2
26 quarters
NFLX icon
65
Netflix
NFLX
$302B
$352M 0.26%
10,892,410
+803,280
+8% +$23.8M
2013 Q2
26 quarters
DHR icon
66
Danaher
DHR
$163B
$349M 0.25%
2,564,436
+20,453
+0.8% +$2.58M
2013 Q2
26 quarters
GE icon
67
GE Aerospace
GE
$324B
$346M 0.25%
6,229,084
+152,282
+3% +$7.87M
2013 Q2
26 quarters
SBUX icon
68
Starbucks
SBUX
$110B
$344M 0.25%
3,906,972
+140,491
+4% +$12M
2013 Q2
26 quarters
LIN icon
69
Linde
LIN
$227B
$342M 0.25%
1,605,807
+101,575
+7% +$20.5M
2018 Q4
4 quarters
TGT icon
70
Target
TGT
$71.2B
$333M 0.24%
2,598,338
+99,217
+4% +$11.6M
2013 Q2
26 quarters
TJX icon
71
TJX Companies
TJX
$159B
$332M 0.24%
5,445,083
-89,603
-2% -$5.3M
2013 Q2
26 quarters
MMM icon
72
3M
MMM
$85.3B
$318M 0.23%
2,157,869
-142,160
-6% -$19.9M
2013 Q2
26 quarters
USB icon
73
US Bancorp
USB
$89.4B
$316M 0.23%
5,325,262
+38,091
+0.7% +$2.2M
2013 Q2
26 quarters
INTU icon
74
Intuit
INTU
$88.2B
$314M 0.23%
1,197,105
-10,599
-0.9% -$2.77M
2013 Q2
26 quarters
TFC icon
75
Truist Financial
TFC
$56.9B
$306M 0.22%
5,440,431
+3,230,128
+146% +$175M
2013 Q2
26 quarters
1 2
3
4 5

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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.