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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
CCI icon
126
Crown Castle
CCI
$34B
$197M 0.14%
1,383,416
-13,303
-1% -$1.81M
2013 Q2
26 quarters
GM icon
127
General Motors
GM
$73.4B
$195M 0.14%
5,326,941
-223,346
-4% -$8.12M
2013 Q2
26 quarters
CSX icon
128
CSX Corp
CSX
$90.2B
$193M 0.14%
8,020,341
+354,651
+5% +$8.39M
2013 Q2
26 quarters
AFL icon
129
Aflac
AFL
$59.2B
$193M 0.14%
3,655,746
-166,824
-4% -$8.85M
2013 Q2
26 quarters
RDS.A
130
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$193M 0.14%
3,265,595
+57,615
+2% +$3.36M
2013 Q2
26 quarters
ROST icon
131
Ross Stores
ROST
$75B
$191M 0.14%
1,644,182
+30,669
+2% +$3.45M
2013 Q2
26 quarters
EXC icon
132
Exelon
EXC
$43.8B
$191M 0.14%
5,878,792
+38,590
+0.7% +$1.25M
2013 Q2
26 quarters
BLK icon
133
Blackrock
BLK
$174B
$188M 0.14%
373,688
+15,948
+4% +$7.57M
2013 Q2
26 quarters
BIIB icon
134
Biogen
BIIB
$34.8B
$187M 0.14%
629,461
-2,242
-0.4% -$622K
2013 Q2
26 quarters
CL icon
135
Colgate-Palmolive
CL
$73.9B
$186M 0.14%
2,703,469
-139,895
-5% -$9.54M
2013 Q2
26 quarters
BSX icon
136
Boston Scientific
BSX
$64B
$186M 0.14%
4,114,676
-27,732
-0.7% -$1.16M
2013 Q2
26 quarters
DE icon
137
Deere & Co
DE
$175B
$186M 0.14%
1,073,245
+42,302
+4% +$7.29M
2013 Q2
26 quarters
FISV icon
138
Fiserv Inc
FISV
$25.1B
$184M 0.13%
1,594,184
+70,852
+5% +$7.82M
2013 Q2
26 quarters
HCA icon
139
HCA Healthcare
HCA
$101B
$183M 0.13%
1,237,645
-98,501
-7% -$13.2M
2013 Q2
26 quarters
LRCX icon
140
Lam Research
LRCX
$347B
$182M 0.13%
6,221,900
-328,330
-5% -$8.72M
2013 Q2
26 quarters
ETN icon
141
Eaton
ETN
$156B
$182M 0.13%
1,917,432
+28,848
+2% +$2.56M
2013 Q2
26 quarters
VRTX icon
142
Vertex Pharmaceuticals
VRTX
$129B
$180M 0.13%
823,584
+46,291
+6% +$9.37M
2013 Q2
26 quarters
MU icon
143
Micron Technology
MU
$1.05T
$179M 0.13%
3,326,647
+283,501
+9% +$13.5M
2013 Q2
26 quarters
UN icon
144
DELISTED
Unilever NV New York Registry Shares
UN
$178M 0.13%
3,089,243
+215,569
+8% +$12.7M
2013 Q2
26 quarters
EMR icon
145
Emerson Electric
EMR
$90.4B
$177M 0.13%
2,316,299
+21,281
+0.9% +$1.53M
2013 Q2
26 quarters
EL icon
146
Estee Lauder
EL
$38.8B
$176M 0.13%
854,275
+10,321
+1% +$2M
2013 Q2
26 quarters
MPC icon
147
Marathon Petroleum
MPC
$134B
$176M 0.13%
2,922,757
+86,008
+3% +$5.38M
2013 Q2
26 quarters
APD icon
148
Air Products & Chemicals
APD
$66B
$173M 0.13%
737,749
+20,061
+3% +$4.53M
2013 Q2
26 quarters
WBA icon
149
DELISTED
Walgreens Boots Alliance
WBA
$171M 0.12%
2,892,655
-213,431
-7% -$12.3M
2013 Q2
26 quarters
ALL icon
150
Allstate
ALL
$60.6B
$170M 0.12%
1,515,314
-5,104
-0.3% -$557K
2013 Q2
26 quarters
4 5
6
7 8

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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.