SEC 13F Intelligence

Managers / Q3 2019 · view latest →

PARAMETRIC PORTFOLIO ASSOCIATES LLC

CIK 0000932859 · 800 FIFTH AVENUE, SUITE 2800, SEATTLE, WA, 98104 · 2066945575

Reported Value
$124.0B
Q3 2019
Positions
3,942
Filings on Record
15
2019–present window
Filed
Nov 15, 2019
original filing

Summary

Parametric Portfolio Associates LLC reported $124.0B in U.S.-listed holdings across 3,942 positions for Q3 2019.

Its largest position, MSFT, represents 2.7% of the portfolio.

Compared with Q2 2019, the fund opened 176 new positions and exited 191.

Portfolio Metrics

Turnover
+5.1%
vs prior filed quarter
Top-10 Concentration
+16.0%
share of reported value
Largest Position
+2.7%
Microsoft
New / Exited
176 / 191
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q4 ’18: $100.8BQ4 ’18Q1 ’19: $115.7BQ2 ’19: $121.1BQ2 ’19Q3 ’19: $124.0BQ4 ’19: $136.9BQ4 ’19Q1 ’20: $109.3BQ2 ’20: $130.3BQ2 ’20Q3 ’20: $139.3BQ4 ’20: $160.2BQ4 ’20Q1 ’21: $174.3BQ2 ’21: $191.8BQ2 ’21Q3 ’21: $176.0BQ4 ’21: $195.5BQ4 ’21Q1 ’22: $190.2Bfilingsflow.com

Portfolio Composition

By security type
Common Stock: 73.4%ADR: 11.0%ETP: 6.3%Other: 5.4%REIT: 2.7%Other: 1.1%
  • Common Stock · 73.4% · $91.1B
  • ADR · 11.0% · $13.6B
  • ETP · 6.3% · $7.8B
  • Other · 5.4% · $6.7B
  • REIT · 2.7% · $3.4B
  • Other · 1.1% · $1.4B

Quarter-over-Quarter Changes full breakdown →

vs Q2 2019 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
LHXL3HARRIS TECHNOLOGIES INCNEW+686.4K686.4K+$143M$143M
GLGLOBE LIFE INCNEW+419.6K419.6K+$40M$40M
XRXXEROX CORPNEW+1.20M1.20M+$36M$36M
UPM-KYMMENE OYJ-UNSPON ADRNEW+959.9K959.9K+$28M$28M
SERVICE PROPERTIES TRUSTNEW+838.1K838.1K+$22M$22M
VCRRXVERSUS CAP RL ESTNEW+837.6K837.6K+$22M$22M
SPDR S&P METALS & MINING ETFNEW+842.8K842.8K+$21M$21M
TCFTCF FINANCIAL CORPNEW+487.0K487.0K+$19M$19M

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q3 2019

49 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1MSFTMICROSOFT CORPhistory →Common Stock2.68%$3.3B23.91M
2AAPLAPPLE INC COMhistory →Common Stock2.53%$3.1B14.02M
3VANGAURD S&P 500 ETFETF2.14%$2.7B9.75M
4ISHARES CORE S&P 500 ETFETF1.79%$2.2B7.42M
5GOOGLALPHABET INC - CL ACommon Stock1.76%$2.2B1.79M
6AMZNAMAZON.COM INChistory →Common Stock1.63%$2.0B1.16M
7METAFACEBOOK INC Ahistory →Common Stock1.20%$1.5B8.33M
8JPMJPMORGAN CHASE & COhistory →Common Stock1.07%$1.3B11.29M
9JNJJOHNSON & JOHNSONhistory →Common Stock1.01%$1.2B9.64M
10VVISA INChistory →Common Stock0.89%$1.1B6.38M
11PGPROCTER & GAMBLE CO/THEhistory →Common Stock0.87%$1.1B8.68M
12BRK/BBERKSHIRE HATHAWAY INChistory →Common Stock0.81%$1.0B4.84M
13MRKMERCK & CO INChistory →Common Stock0.77%$960M11.41M
14TAT&T INChistory →Common Stock0.75%$931M24.60M
15BACVERIZON COMMUNICATIONS INChistory →Common Stock0.72%$894M14.81M
16HDHOME DEPOT INC/THEhistory →Common Stock0.70%$864M3.72M
17MAMASTERCARD INChistory →Common Stock0.68%$846M3.12M
18CHVCHEVRON CORPhistory →Common Stock0.68%$842M7.10M
19INTCINTEL CORPhistory →Common Stock0.67%$830M16.10M
20BACBANK OF AMERICA CORPhistory →Common Stock0.65%$807M27.68M
21EXMOCEXXON MOBIL CORPhistory →Common Stock0.65%$803M11.37M
22DISWALT DISNEY CO/THEhistory →Common Stock0.64%$798M6.12M
23UNHUNITEDHEALTH GROUP INChistory →Common Stock0.64%$793M3.65M
24PEPPEPSICO INC/NChistory →Common Stock0.63%$779M5.68M
25CSCOCISCO SYSTEMS INChistory →Common Stock0.62%$773M15.64M
26PFEPFIZER INChistory →Common Stock0.60%$744M20.70M
27CMCSACOMCAST CORPhistory →Common Stock0.59%$727M16.13M
28KOCOCA-COLA CO/THEhistory →Common Stock0.54%$671M12.33M
29WMTWALMART INChistory →Common Stock0.53%$657M5.54M
30WFCWELLS FARGO & COhistory →Common Stock0.50%$624M12.37M
31ORCLORACLE CORPhistory →Common Stock0.48%$596M10.83M
32MCDMCDONALD'S CORPhistory →Common Stock0.48%$593M2.76M
33TRVCCITIGROUP INChistory →Common Stock0.47%$579M8.39M
34BABOEING CO/THEhistory →Common Stock0.46%$575M1.51M
35ABTABBOTT LABORATORIEShistory →Common Stock0.45%$556M6.65M
36ADBEADOBE INChistory →Common Stock0.41%$510M1.84M
37IBMINTERNATIONAL BUSINESS MACHINEhistory →Common Stock0.39%$484M3.33M
38AMGNAMGEN INChistory →Common Stock0.37%$455M2.35M
39NKENIKE INChistory →Common Stock0.36%$451M4.80M
40TXNTEXAS INSTRUMENTS INChistory →Common Stock0.36%$450M3.48M
41COSTCOSTCO WHOLESALE CORPhistory →Common Stock0.36%$449M1.56M
42HONGBPHONEYWELL INTERNATIONAL INChistory →Common Stock0.35%$435M2.57M
43CRMSALESFORCE.COM INChistory →Common Stock0.34%$425M2.87M
44UNPUNION PACIFIC CORPhistory →Common Stock0.34%$417M2.57M
45ACCENTURE PLCCommon Stock0.34%$415M2.16M
46NEENEXTERA ENERGY INChistory →Common Stock0.33%$410M1.76M
47SPDR TR UNIT SER 1ETF0.33%$406M1.37M
48ISHARES TR CORE MSCI EAFEETF0.32%$401M6.57M
49MEDTRONIC PLCCommon Stock0.31%$384M3.53M

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2022$190.2B3,673May 16, 202213F-HRchanges · EDGAR ↗
Q4 2021$195.5B3,626Feb 15, 202213F-HRchanges · EDGAR ↗
Q3 2021$176.0B3,598Nov 15, 202113F-HRchanges · EDGAR ↗
Q2 2021$191.8B4,190Aug 13, 202113F-HRchanges · EDGAR ↗
Q1 2021$174.3B4,046May 17, 202113F-HRchanges · EDGAR ↗
Q4 2020$160.2B3,988Feb 12, 202113F-HRchanges · EDGAR ↗
Q3 2020$139.3B3,923Nov 12, 202013F-HRchanges · EDGAR ↗
Q2 2020$130.3B3,909Aug 13, 202013F-HRchanges · EDGAR ↗
Q1 2020$109.3B3,919May 13, 202013F-HRchanges · EDGAR ↗
Q4 2019$136.9B3,957Feb 14, 202013F-HRchanges · EDGAR ↗
Q3 2019$124.0B3,942Nov 15, 201913F-HRchanges · EDGAR ↗
Q2 2019$121.1B3,957Aug 13, 201913F-HRchanges · EDGAR ↗
Q1 2019$115.7B3,937May 9, 201913F-HRchanges · EDGAR ↗
Q4 2018$100.8B3,912Feb 14, 201913F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.