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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
GPN icon
201
Global Payments
GPN
$22.1B
$127M 0.09%
697,931
+38,526
+6% +$6.61M
2013 Q2
26 quarters
BBY icon
202
Best Buy
BBY
$19.4B
$125M 0.09%
1,423,635
+37,392
+3% +$2.86M
2013 Q2
26 quarters
AMD icon
203
Advanced Micro Devices
AMD
$863B
$125M 0.09%
2,719,801
+331,716
+14% +$12.2M
2013 Q2
26 quarters
ILMN icon
204
Illumina
ILMN
$39.6B
$124M 0.09%
384,370
-5,264
-1% -$1.6M
2013 Q2
26 quarters
TT icon
205
Trane Technologies
TT
$101B
$124M 0.09%
930,485
+12,948
+1% +$1.64M
2013 Q2
26 quarters
EIX icon
206
Edison International
EIX
$21.5B
$124M 0.09%
1,637,764
-22,191
-1% -$1.57M
2013 Q2
26 quarters
ED icon
207
Consolidated Edison
ED
$41.5B
$123M 0.09%
1,362,452
-432
-0% -$38.7K
2013 Q2
26 quarters
DOW icon
208
Dow Inc
DOW
$21.6B
$122M 0.09%
2,230,737
+315,781
+16% +$16.3M
2019 Q2
2 quarters
DD icon
209
DuPont de Nemours
DD
$17.6B
$122M 0.09%
1,514,047
-227,765
-13% -$18.9M
2013 Q2
26 quarters
WEC icon
210
WEC Energy
WEC
$35.4B
$122M 0.09%
1,318,581
+25,522
+2% +$2.33M
2013 Q2
26 quarters
F icon
211
Ford
F
$49.6B
$121M 0.09%
13,026,458
+292,483
+2% +$2.63M
2013 Q2
26 quarters
GD icon
212
General Dynamics
GD
$93.1B
$119M 0.09%
677,173
+9,213
+1% +$1.65M
2013 Q2
26 quarters
EBAY icon
213
eBay
EBAY
$53.5B
$119M 0.09%
3,288,099
-11,427
-0.3% -$414K
2013 Q2
26 quarters
NXPI icon
214
NXP Semiconductors
NXPI
$57.8B
$118M 0.09%
925,092
-9,789
-1% -$1.14M
2013 Q2
26 quarters
MSCI icon
215
MSCI
MSCI
$41.4B
$118M 0.09%
455,356
-688
-0.2% -$168K
2013 Q2
26 quarters
MTD icon
216
Mettler-Toledo International
MTD
$32.5B
$117M 0.09%
147,371
-3,748
-2% -$2.71M
2013 Q2
26 quarters
SWK icon
217
Stanley Black & Decker
SWK
$14B
$117M 0.09%
704,973
+15,116
+2% +$2.34M
2013 Q2
26 quarters
VFC icon
218
VF Corp
VFC
$6.62B
$117M 0.09%
1,169,607
+16,748
+1% +$1.5M
2013 Q2
26 quarters
PPG icon
219
PPG Industries
PPG
$23.9B
$115M 0.08%
859,180
+10,633
+1% +$1.35M
2013 Q2
26 quarters
ETR icon
220
Entergy
ETR
$50.2B
$114M 0.08%
1,904,580
-49,308
-3% -$2.9M
2013 Q2
26 quarters
SPYV icon
221
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.8B
$114M 0.08%
3,257,017
+21,645
+0.7% +$723K
2018 Q4
4 quarters
NOW icon
222
ServiceNow
NOW
$147B
$113M 0.08%
1,993,730
+381,300
+24% +$20.1M
2013 Q2
26 quarters
SNY icon
223
Sanofi
SNY
$97.3B
$112M 0.08%
2,229,294
+125,882
+6% +$5.9M
2013 Q2
26 quarters
ADM icon
224
Archer Daniels Midland
ADM
$39.8B
$112M 0.08%
2,409,921
+39,974
+2% +$1.7M
2013 Q2
26 quarters
BHP icon
225
BHP
BHP
$212B
$111M 0.08%
2,281,058
+152,825
+7% +$6.94M
2013 Q2
26 quarters
7 8
9
10 11

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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.