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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
KMI icon
176
Kinder Morgan
KMI
$75.8B
$141M 0.1%
6,662,056
+1,918
+0% +$38.8K
2013 Q2
26 quarters
MSI icon
177
Motorola Solutions
MSI
$76.7B
$140M 0.1%
866,925
+27,065
+3% +$4.46M
2013 Q2
26 quarters
SCHW icon
178
Charles Schwab
SCHW
$159B
$140M 0.1%
2,936,716
+104,194
+4% +$4.59M
2013 Q2
26 quarters
CMI icon
179
Cummins
CMI
$73.2B
$140M 0.1%
779,749
+26,149
+3% +$4.6M
2013 Q2
26 quarters
GLW icon
180
Corning
GLW
$114B
$139M 0.1%
4,784,752
-105,309
-2% -$3.06M
2013 Q2
26 quarters
STT icon
181
State Street
STT
$44.8B
$139M 0.1%
1,754,491
+151,552
+9% +$10.7M
2013 Q2
26 quarters
TSN icon
182
Tyson Foods
TSN
$19.3B
$139M 0.1%
1,524,336
+48,276
+3% +$4.15M
2013 Q2
26 quarters
AON icon
183
Aon
AON
$61.6B
$137M 0.1%
660,059
+23,108
+4% +$4.58M
2013 Q2
26 quarters
FITB icon
184
Fifth Third Bancorp
FITB
$45.8B
$137M 0.1%
4,467,408
-30,230
-0.7% -$886K
2013 Q2
26 quarters
AZO icon
185
AutoZone
AZO
$50.4B
$137M 0.1%
114,777
+24
+0% +$27.7K
2013 Q2
26 quarters
LYB icon
186
LyondellBasell Industries
LYB
$20.7B
$136M 0.1%
1,439,099
+83,336
+6% +$7.64M
2013 Q2
26 quarters
WELL icon
187
Welltower
WELL
$169B
$136M 0.1%
1,659,654
-71,180
-4% -$6.09M
2013 Q2
26 quarters
GSK icon
188
GSK
GSK
$99.3B
$135M 0.1%
2,301,415
+112,010
+5% +$6.23M
2013 Q2
26 quarters
NEM icon
189
Newmont
NEM
$124B
$135M 0.1%
3,095,514
+82,623
+3% +$3.23M
2013 Q2
26 quarters
RF icon
190
Regions Financial
RF
$23.3B
$134M 0.1%
7,822,235
-130,137
-2% -$2.14M
2013 Q2
26 quarters
ADSK icon
191
Autodesk
ADSK
$49.9B
$134M 0.1%
730,888
+28,020
+4% +$4.54M
2013 Q2
26 quarters
BNY icon
192
Bank of New York Mellon
BNY
$96.6B
$133M 0.1%
2,637,078
+106,973
+4% +$5.11M
2013 Q2
26 quarters
YUM icon
193
Yum! Brands
YUM
$41B
$131M 0.1%
1,301,795
+25,827
+2% +$2.68M
2013 Q2
26 quarters
ORLY icon
194
O'Reilly Automotive
ORLY
$72.2B
$131M 0.1%
4,478,010
-24,285
-0.5% -$695K
2013 Q2
26 quarters
NVO icon
195
Novo Nordisk
NVO
$171B
$130M 0.1%
4,504,422
+303,278
+7% +$8.4M
2013 Q2
26 quarters
DAL icon
196
Delta Air Lines
DAL
$49.4B
$130M 0.1%
2,225,592
-256,961
-10% -$14.4M
2013 Q2
26 quarters
ASML icon
197
ASML
ASML
$632B
$130M 0.09%
438,862
+12,476
+3% +$3.37M
2013 Q2
26 quarters
SLB icon
198
SLB Ltd
SLB
$73.4B
$129M 0.09%
3,209,202
+169,424
+6% +$6.05M
2013 Q2
26 quarters
DOC icon
199
Healthpeak Properties
DOC
$13B
$128M 0.09%
3,711,875
+427,097
+13% +$14.9M
2013 Q2
26 quarters
AMP icon
200
Ameriprise Financial
AMP
$44.2B
$128M 0.09%
767,105
+7,304
+1% +$1.13M
2013 Q2
26 quarters
6 7
8
9 10

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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.