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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
MDLZ icon
76
Mondelez International
MDLZ
$81.6B
$269M 0.21%
5,261,287
-361,305
-6% -$18.6M
2013 Q2
28 quarters
RTX icon
77
RTX Corp
RTX
$261B
$268M 0.21%
4,356,964
+762,792
+21% +$47.6M
2013 Q2
28 quarters
AMAT icon
78
Applied Materials
AMAT
$325B
$268M 0.21%
4,429,034
+223,094
+5% +$12M
2013 Q2
28 quarters
ITW icon
79
Illinois Tool Works
ITW
$77.5B
$262M 0.2%
1,497,806
+61,215
+4% +$10M
2013 Q2
28 quarters
ADP icon
80
Automatic Data Processing
ADP
$114B
$260M 0.2%
1,743,700
+236,778
+16% +$33.9M
2013 Q2
28 quarters
DG icon
81
Dollar General
DG
$29.6B
$260M 0.2%
1,362,212
-123,313
-8% -$22.3M
2013 Q2
28 quarters
BLK icon
82
Blackrock
BLK
$176B
$259M 0.2%
475,442
+53,575
+13% +$27.1M
2013 Q2
28 quarters
IEMG icon
83
iShares Core MSCI Emerging Markets ETF
IEMG
$151B
$257M 0.2%
5,403,965
+1,305,346
+32% +$58.3M
2015 Q3
19 quarters
IWF icon
84
iShares Russell 1000 Growth ETF
IWF
$124B
$257M 0.2%
5,346,568
-603,248
-10% -$26.6M
2013 Q2
28 quarters
CCI icon
85
Crown Castle
CCI
$35B
$256M 0.2%
1,528,381
+28,616
+2% +$4.61M
2013 Q2
28 quarters
WFC icon
86
Wells Fargo
WFC
$252B
$252M 0.19%
9,840,801
-518,863
-5% -$14.2M
2013 Q2
28 quarters
BDX icon
87
Becton Dickinson
BDX
$52.2B
$251M 0.19%
1,076,152
+6,946
+0.6% +$1.67M
2013 Q2
28 quarters
MO icon
88
Altria Group
MO
$125B
$250M 0.19%
6,379,282
+574,385
+10% +$22.4M
2013 Q2
28 quarters
HUM icon
89
Humana
HUM
$49.6B
$250M 0.19%
645,647
+29,933
+5% +$11.2M
2013 Q2
28 quarters
TJX icon
90
TJX Companies
TJX
$162B
$250M 0.19%
4,950,814
-448,420
-8% -$22.5M
2013 Q2
28 quarters
VTI icon
91
Vanguard Morningstar Total Stock Market ETF
VTI
$689B
$250M 0.19%
1,594,655
-64,699
-4% -$9.54M
2017 Q1
13 quarters
ELV icon
92
Elevance Health
ELV
$92.9B
$241M 0.18%
915,051
+9,029
+1% +$2.41M
2013 Q2
28 quarters
KMB icon
93
Kimberly-Clark
KMB
$35.1B
$232M 0.18%
1,641,487
+5,307
+0.3% +$733K
2013 Q2
28 quarters
BA icon
94
Boeing
BA
$150B
$230M 0.18%
1,257,001
+147,580
+13% +$22.7M
2013 Q2
28 quarters
SHW icon
95
Sherwin-Williams
SHW
$81.4B
$228M 0.18%
1,185,999
-22,464
-2% -$4.05M
2013 Q2
28 quarters
MS icon
96
Morgan Stanley
MS
$284B
$228M 0.17%
4,714,638
+296,420
+7% +$12.4M
2013 Q2
28 quarters
ECL icon
97
Ecolab
ECL
$81B
$226M 0.17%
1,135,535
-49,567
-4% -$9.6M
2013 Q2
28 quarters
D icon
98
Dominion Energy
D
$55.9B
$225M 0.17%
2,777,393
-57,417
-2% -$4.61M
2013 Q2
28 quarters
CI icon
99
Cigna
CI
$79.9B
$225M 0.17%
1,198,838
-13,634
-1% -$2.59M
2013 Q2
28 quarters
NVS icon
100
Novartis
NVS
$286B
$223M 0.17%
2,549,664
-57,061
-2% -$4.93M
2013 Q2
28 quarters
2 3
4
5 6

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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.