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
LMT icon
76
Lockheed Martin
LMT
$123B
$306M 0.22%
785,291
+17,616
+2% +$6.76M
2013 Q2
26 quarters
AXP icon
77
American Express
AXP
$212B
$303M 0.22%
2,437,018
-16,268
-0.7% -$1.94M
2013 Q2
26 quarters
GILD icon
78
Gilead Sciences
GILD
$195B
$302M 0.22%
4,646,721
-154,718
-3% -$10.1M
2013 Q2
26 quarters
MDLZ icon
79
Mondelez International
MDLZ
$80.4B
$301M 0.22%
5,458,875
+67,263
+1% +$3.6M
2013 Q2
26 quarters
BABA icon
80
Alibaba
BABA
$276B
$293M 0.21%
1,380,645
+293,577
+27% +$55.1M
2014 Q3
21 quarters
ELV icon
81
Elevance Health
ELV
$92.9B
$291M 0.21%
964,254
+17,857
+2% +$4.91M
2013 Q2
26 quarters
COP icon
82
ConocoPhillips
COP
$170B
$286M 0.21%
4,403,411
+455,611
+12% +$26.8M
2013 Q2
26 quarters
BKNG icon
83
Booking.com
BKNG
$125B
$278M 0.2%
3,385,075
-81,625
-2% -$6.41M
2013 Q2
26 quarters
ADP icon
84
Automatic Data Processing
ADP
$113B
$275M 0.2%
1,611,459
+62,509
+4% +$10.4M
2013 Q2
26 quarters
GS icon
85
Goldman Sachs
GS
$260B
$272M 0.2%
1,183,797
+22,516
+2% +$4.89M
2013 Q2
26 quarters
BDX icon
86
Becton Dickinson
BDX
$52.8B
$271M 0.2%
1,019,874
-54,763
-5% -$13.7M
2013 Q2
26 quarters
RTN
87
DELISTED
Raytheon Company
RTN
$269M 0.2%
1,222,556
+23,451
+2% +$4.96M
2013 Q2
26 quarters
PNC icon
88
PNC Financial Services
PNC
$85.7B
$265M 0.19%
1,659,667
+27,475
+2% +$4.12M
2013 Q2
26 quarters
FIS icon
89
Fidelity National Information Services
FIS
$18.6B
$265M 0.19%
1,901,910
+95,514
+5% +$12.8M
2013 Q2
26 quarters
MO icon
90
Altria Group
MO
$123B
$263M 0.19%
5,268,934
+918,048
+21% +$43.3M
2013 Q2
26 quarters
SPGI icon
91
S&P Global
SPGI
$125B
$254M 0.19%
931,676
+19,345
+2% +$5.03M
2016 Q2
14 quarters
UPS icon
92
United Parcel Service
UPS
$83.2B
$254M 0.19%
2,167,500
+53,804
+3% +$6.37M
2013 Q2
26 quarters
CME icon
93
CME Group
CME
$104B
$253M 0.18%
1,258,110
+22,666
+2% +$4.65M
2013 Q2
26 quarters
CAT icon
94
Caterpillar
CAT
$338B
$250M 0.18%
1,690,502
+110,986
+7% +$15.5M
2013 Q2
26 quarters
NVS icon
95
Novartis
NVS
$286B
$249M 0.18%
2,626,651
+87,857
+3% +$7.88M
2013 Q2
26 quarters
TSM icon
96
TSMC
TSM
$2.19T
$247M 0.18%
4,249,238
+258,115
+6% +$13.7M
2013 Q2
26 quarters
ITW icon
97
Illinois Tool Works
ITW
$77.2B
$245M 0.18%
1,365,117
+5,824
+0.4% +$987K
2013 Q2
26 quarters
CHTR icon
98
Charter Communications
CHTR
$12.6B
$245M 0.18%
505,479
+5,053
+1% +$2.33M
2013 Q2
26 quarters
PSX icon
99
Phillips 66
PSX
$115B
$243M 0.18%
2,185,307
+8,197
+0.4% +$921K
2013 Q2
26 quarters
DUK icon
100
Duke Energy
DUK
$92.7B
$242M 0.18%
2,651,454
-37,234
-1% -$3.41M
2013 Q2
26 quarters
2 3
4
5 6

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.