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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
AMAT icon
101
Applied Materials
AMAT
$341B
$241M 0.18%
3,951,825
+107,379
+3% +$6.03M
2013 Q2
26 quarters
CB icon
102
Chubb
CB
$136B
$238M 0.17%
1,526,536
+15,318
+1% +$2.34M
2013 Q2
26 quarters
CI icon
103
Cigna
CI
$79B
$236M 0.17%
1,156,029
-14,377
-1% -$2.64M
2013 Q2
26 quarters
DG icon
104
Dollar General
DG
$29.5B
$233M 0.17%
1,493,818
-22,689
-1% -$3.6M
2013 Q2
26 quarters
SHW icon
105
Sherwin-Williams
SHW
$81.8B
$233M 0.17%
1,195,473
-29,166
-2% -$5.56M
2013 Q2
26 quarters
AIG icon
106
American International
AIG
$41.4B
$227M 0.17%
4,424,877
-435,954
-9% -$23.1M
2013 Q2
26 quarters
MS icon
107
Morgan Stanley
MS
$286B
$227M 0.17%
4,434,367
+222,155
+5% +$10.5M
2013 Q2
26 quarters
MCO icon
108
Moody's
MCO
$83.8B
$225M 0.16%
948,550
-3,276
-0.3% -$728K
2013 Q2
26 quarters
COF icon
109
Capital One
COF
$122B
$221M 0.16%
2,150,942
-233
-0% -$22.5K
2013 Q2
26 quarters
KMB icon
110
Kimberly-Clark
KMB
$34.6B
$220M 0.16%
1,597,968
-310
-0% -$41.9K
2013 Q2
26 quarters
VLO icon
111
Valero Energy
VLO
$128B
$218M 0.16%
2,331,515
+54,667
+2% +$5.17M
2013 Q2
26 quarters
HUM icon
112
Humana
HUM
$51.9B
$218M 0.16%
593,828
-18,371
-3% -$5.83M
2013 Q2
26 quarters
IEMG icon
113
iShares Core MSCI Emerging Markets ETF
IEMG
$154B
$215M 0.16%
4,005,858
-212,090
-5% -$10.9M
2015 Q3
17 quarters
ECL icon
114
Ecolab
ECL
$81.5B
$211M 0.15%
1,092,961
-35,605
-3% -$6.76M
2013 Q2
26 quarters
SYK icon
115
Stryker
SYK
$112B
$211M 0.15%
1,004,482
-23,400
-2% -$4.86M
2013 Q2
26 quarters
NOC icon
116
Northrop Grumman
NOC
$71B
$210M 0.15%
611,602
-7,573
-1% -$2.66M
2013 Q2
26 quarters
ICE icon
117
Intercontinental Exchange
ICE
$88.9B
$208M 0.15%
2,245,620
+48,946
+2% +$4.54M
2013 Q2
26 quarters
SYY icon
118
Sysco
SYY
$40.4B
$206M 0.15%
2,410,742
+93,576
+4% +$7.58M
2013 Q2
26 quarters
ZTS icon
119
Zoetis
ZTS
$32.4B
$206M 0.15%
1,557,466
+36,617
+2% +$4.55M
2013 Q2
26 quarters
ISRG icon
120
Intuitive Surgical
ISRG
$151B
$206M 0.15%
1,045,785
+34,065
+3% +$6.38M
2013 Q2
26 quarters
TRV icon
121
Travelers Companies
TRV
$80.1B
$200M 0.15%
1,458,192
-73,795
-5% -$10M
2013 Q2
26 quarters
D icon
122
Dominion Energy
D
$55.3B
$199M 0.15%
2,404,089
+132,744
+6% +$10.8M
2013 Q2
26 quarters
SO icon
123
Southern Company
SO
$103B
$199M 0.15%
3,124,106
+64,635
+2% +$4.01M
2013 Q2
26 quarters
KR icon
124
Kroger
KR
$37B
$199M 0.15%
6,856,108
-167,911
-2% -$4.45M
2013 Q2
26 quarters
MRSH icon
125
Marsh
MRSH
$89B
$199M 0.15%
1,782,297
+22,556
+1% +$2.36M
2013 Q2
26 quarters
3 4
5
6 7

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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.