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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
+21.78%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$130B
AUM Growth
+$21B
Cap. Flow
-$783M
Cap. Flow %
-0.6%
Top 10 Hldgs %
21.37%
Holding
4,121
New
201
Increased
1,660
Reduced
2,033
Closed
213
Avg Time Held
4.7 years
Top 10 Avg Time Held
4.3 years
Top 20 Avg Time Held
3.4 years

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$668M
2
GLD icon
SPDR Gold Trust
GLD
+$152M
3
ABBV icon
AbbVie
ABBV
+$124M
4
MSFT icon
Microsoft
MSFT
+$110M
5
AMZN icon
Amazon
AMZN
+$86.2M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$873M
2
AGN
Allergan plc
AGN
+$166M
3
RTN
Raytheon Company
RTN
+$152M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$133M
5
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$91.1M

Sector Composition

Rank Sector Weight
1 Technology 20.88%
2 Miscellaneous 13.36%
3 Healthcare 12.72%
4 Financials 11.85%
5 Consumer Discretionary 9.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
GILD icon
51
Gilead Sciences
GILD
$194B
$444M 0.34%
5,772,461
+441,749
+8% +$33.9M
2013 Q2
28 quarters
AMT icon
52
American Tower
AMT
$85.7B
$438M 0.34%
1,695,823
+12,591
+0.7% +$3.11M
2013 Q2
28 quarters
IEFA icon
53
iShares Core MSCI EAFE ETF
IEFA
$190B
$423M 0.32%
7,394,771
-64,320
-0.9% -$3.49M
2015 Q3
19 quarters
QCOM icon
54
Qualcomm
QCOM
$187B
$420M 0.32%
4,603,235
+59,253
+1% +$4.75M
2013 Q2
28 quarters
DHR icon
55
Danaher
DHR
$162B
$415M 0.32%
2,644,691
+90,946
+4% +$13.1M
2013 Q2
28 quarters
C icon
56
Citigroup
C
$207B
$380M 0.29%
7,441,921
-546,550
-7% -$25.9M
2013 Q2
28 quarters
INTU icon
57
Intuit
INTU
$86.1B
$378M 0.29%
1,277,432
-32,885
-3% -$9.02M
2013 Q2
28 quarters
CVS icon
58
CVS Health
CVS
$118B
$375M 0.29%
5,768,842
-12,831
-0.2% -$808K
2013 Q2
28 quarters
IBM icon
59
IBM
IBM
$218B
$371M 0.29%
3,216,274
+9,354
+0.3% +$1.09M
2013 Q2
28 quarters
MDT icon
60
Medtronic
MDT
$121B
$360M 0.28%
3,924,052
+92,053
+2% +$8.83M
2013 Q2
28 quarters
HON icon
61
Honeywell
HON
$67.2B
$356M 0.27%
2,614,081
-132,708
-5% -$17.6M
2013 Q2
28 quarters
LIN icon
62
Linde
LIN
$229B
$353M 0.27%
1,662,661
-48,532
-3% -$9.37M
2018 Q4
6 quarters
AVGO icon
63
Broadcom
AVGO
$1.59T
$351M 0.27%
11,117,020
+384,230
+4% +$10.8M
2013 Q2
28 quarters
SPGI icon
64
S&P Global
SPGI
$126B
$344M 0.26%
1,044,498
+43,171
+4% +$13M
2016 Q2
16 quarters
TGT icon
65
Target
TGT
$70.3B
$342M 0.26%
2,855,554
+134,351
+5% +$15.3M
2013 Q2
28 quarters
MMM icon
66
3M
MMM
$84.6B
$333M 0.26%
2,552,556
+358,659
+16% +$45.2M
2013 Q2
28 quarters
LMT icon
67
Lockheed Martin
LMT
$126B
$323M 0.25%
884,165
+28,669
+3% +$10.8M
2013 Q2
28 quarters
PM icon
68
Philip Morris
PM
$318B
$314M 0.24%
4,478,915
-517,747
-10% -$37.8M
2013 Q2
28 quarters
SBUX icon
69
Starbucks
SBUX
$110B
$305M 0.23%
4,150,339
+182,892
+5% +$13.7M
2013 Q2
28 quarters
CHTR icon
70
Charter Communications
CHTR
$12.6B
$278M 0.21%
544,812
+12,838
+2% +$6.51M
2013 Q2
28 quarters
MCO icon
71
Moody's
MCO
$83.2B
$278M 0.21%
1,011,290
+16,620
+2% +$4.22M
2013 Q2
28 quarters
KR icon
72
Kroger
KR
$37.4B
$277M 0.21%
8,170,632
+989,496
+14% +$32.1M
2013 Q2
28 quarters
BABA icon
73
Alibaba
BABA
$273B
$274M 0.21%
1,272,289
-56,806
-4% -$11.8M
2014 Q3
23 quarters
FIS icon
74
Fidelity National Information Services
FIS
$18.4B
$274M 0.21%
2,041,136
+4,976
+0.2% +$653K
2013 Q2
28 quarters
VRTX icon
75
Vertex Pharmaceuticals
VRTX
$127B
$270M 0.21%
929,046
-22,113
-2% -$6M
2013 Q2
28 quarters
1 2
3
4 5

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Parametric Portfolio Associates's Q2 2020 Portfolio in Review

As of Q2 2020, Parametric Portfolio Associates held 4,121 positions worth $130B, up 19% from $109B the previous quarter. Its ten largest holdings account for 21% of the portfolio.

Parametric Portfolio Associates's Q2 2020 filing shows 201 new, 1,660 increased, 2,033 reduced and 213 closed positions. Its largest new stake was Otis Worldwide: 986,524 shares worth $56.1M. The largest sale was iShares Core S&P 500 ETF, an estimated $873M.

By sector, the portfolio is most concentrated in Technology at 21% of assets, up from 19% a quarter earlier, followed by Miscellaneous and Healthcare.

  • Parametric Portfolio Associates's largest Q2 2020 buy was Otis Worldwide: 986,524 shares worth $56.1M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q2 2020, an estimated $668M increase.
  • Parametric Portfolio Associates's biggest Q2 2020 reduction was iShares Core S&P 500 ETF, cutting an estimated $873M.
  • Parametric Portfolio Associates fully exited Allergan plc in Q2 2020, selling an estimated $166M.
  • Parametric Portfolio Associates's ten largest holdings make up 21% of its $130B portfolio in Q2 2020.
  • Parametric Portfolio Associates opened 201 new positions and closed 213 in Q2 2020.
  • Parametric Portfolio Associates's portfolio value rose 19% quarter-over-quarter to $130B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2020, filed 13 Aug 2020.