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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
SAP icon
151
SAP
SAP
$259B
$170M 0.12%
1,265,925
+142,184
+13% +$18.7M
2013 Q2
26 quarters
DEO icon
152
Diageo
DEO
$52.7B
$167M 0.12%
991,581
+33,051
+3% +$5.37M
2013 Q2
26 quarters
TDG icon
153
TransDigm Group
TDG
$63.6B
$166M 0.12%
296,809
+17,114
+6% +$9.37M
2013 Q2
26 quarters
ADI icon
154
Analog Devices
ADI
$199B
$165M 0.12%
1,386,512
-29,001
-2% -$3.27M
2013 Q2
26 quarters
AEP icon
155
American Electric Power
AEP
$68.8B
$164M 0.12%
1,733,695
+50,374
+3% +$4.65M
2013 Q2
26 quarters
WM icon
156
Waste Management
WM
$89.6B
$163M 0.12%
1,430,451
+32,531
+2% +$3.67M
2013 Q2
26 quarters
DFS icon
157
DELISTED
Discover Financial Services
DFS
$163M 0.12%
1,918,744
-39,703
-2% -$3.27M
2013 Q2
26 quarters
AGN
158
DELISTED
Allergan plc
AGN
$161M 0.12%
841,276
+22,468
+3% +$4.05M
2013 Q2
26 quarters
PLD icon
159
Prologis
PLD
$121B
$160M 0.12%
1,795,503
+68,108
+4% +$6.04M
2013 Q2
26 quarters
EW icon
160
Edwards Lifesciences
EW
$50.5B
$160M 0.12%
2,054,058
+47,373
+2% +$3.7M
2013 Q2
26 quarters
AZN icon
161
AstraZeneca
AZN
$258B
$157M 0.11%
1,567,540
+68,095
+5% +$6.41M
2013 Q2
26 quarters
VNQ icon
162
Vanguard Real Estate ETF
VNQ
$37B
$156M 0.11%
1,684,331
-238,416
-12% -$22.1M
2013 Q2
26 quarters
NSC icon
163
Norfolk Southern
NSC
$73.5B
$155M 0.11%
800,304
+150
+0% +$28.1K
2013 Q2
26 quarters
ROP icon
164
Roper Technologies
ROP
$38B
$151M 0.11%
425,456
-9,474
-2% -$3.27M
2013 Q2
26 quarters
MET icon
165
MetLife
MET
$64.6B
$151M 0.11%
2,956,534
+67,639
+2% +$3.27M
2013 Q2
26 quarters
ITOT icon
166
iShares Core S&P Total US Stock Market ETF
ITOT
$97B
$150M 0.11%
2,065,412
+26,774
+1% +$1.86M
2017 Q2
10 quarters
PGR icon
167
Progressive
PGR
$126B
$149M 0.11%
2,052,428
-25,600
-1% -$1.85M
2013 Q2
26 quarters
BAX icon
168
Baxter International
BAX
$13.3B
$148M 0.11%
1,773,632
-61,067
-3% -$5.05M
2013 Q2
26 quarters
MCHP icon
169
Microchip Technology
MCHP
$41.6B
$146M 0.11%
2,796,604
+29,658
+1% +$1.43M
2013 Q2
26 quarters
MAR icon
170
Marriott International
MAR
$103B
$146M 0.11%
961,791
+66,805
+7% +$8.95M
2013 Q2
26 quarters
PRU icon
171
Prudential Financial
PRU
$40.2B
$145M 0.11%
1,544,197
+73,731
+5% +$6.77M
2013 Q2
26 quarters
BP icon
172
BP
BP
$127B
$144M 0.11%
3,824,719
+40,128
+1% +$1.52M
2013 Q2
26 quarters
LHX icon
173
L3Harris
LHX
$45.5B
$143M 0.1%
723,526
+37,089
+5% +$7.44M
2013 Q2
26 quarters
TM icon
174
Toyota
TM
$230B
$142M 0.1%
1,013,453
+31,495
+3% +$4.4M
2013 Q2
26 quarters
EQIX icon
175
Equinix
EQIX
$98.9B
$141M 0.1%
242,271
+14,214
+6% +$7.99M
2013 Q2
26 quarters
5 6
7
8 9

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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.