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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
WBA icon
201
DELISTED
Walgreens Boots Alliance
WBA
$109M 0.08%
2,581,611
-281,437
-10% -$12M
2013 Q2
28 quarters
AFL icon
202
Aflac
AFL
$59.8B
$108M 0.08%
3,003,749
-214,516
-7% -$7.75M
2013 Q2
28 quarters
HCA icon
203
HCA Healthcare
HCA
$99.5B
$108M 0.08%
1,109,155
-61,995
-5% -$6.44M
2013 Q2
28 quarters
ES icon
204
Eversource Energy
ES
$25.1B
$107M 0.08%
1,279,680
-48,817
-4% -$4.04M
2013 Q2
28 quarters
KLAC icon
205
KLA
KLAC
$220B
$106M 0.08%
5,452,590
+486,930
+10% +$8.32M
2013 Q2
28 quarters
BNY icon
206
Bank of New York Mellon
BNY
$96.4B
$106M 0.08%
2,737,541
+30,459
+1% +$1.11M
2013 Q2
28 quarters
SI icon
207
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$106M 0.08%
1,791,505
+572,837
+47% +$33.8M
2015 Q4
18 quarters
PARA icon
208
DELISTED
Paramount Global Class B
PARA
$105M 0.08%
4,493,174
+1,386,258
+45% +$26.7M
2013 Q2
28 quarters
FDX icon
209
FedEx
FDX
$69.3B
$105M 0.08%
747,012
-73,446
-9% -$9.24M
2013 Q2
28 quarters
MPC icon
210
Marathon Petroleum
MPC
$134B
$105M 0.08%
2,795,940
+28,949
+1% +$930K
2013 Q2
28 quarters
MSI icon
211
Motorola Solutions
MSI
$76.6B
$104M 0.08%
745,285
-144,526
-16% -$20.5M
2013 Q2
28 quarters
COR icon
212
Cencora
COR
$65.1B
$104M 0.08%
1,034,384
+52,703
+5% +$4.85M
2013 Q2
28 quarters
TDG icon
213
TransDigm Group
TDG
$62.9B
$104M 0.08%
234,284
-48,884
-17% -$18.5M
2013 Q2
28 quarters
PCAR icon
214
PACCAR
PCAR
$58.4B
$103M 0.08%
2,069,054
+208,245
+11% +$9.73M
2013 Q2
28 quarters
GSK icon
215
GSK
GSK
$99.3B
$102M 0.08%
2,005,529
-180,087
-8% -$9.24M
2013 Q2
28 quarters
KHC icon
216
The Kraft Heinz Company
KHC
$27.7B
$102M 0.08%
3,195,437
+822,371
+35% +$24.7M
2015 Q3
19 quarters
MNST icon
217
Monster Beverage
MNST
$89.2B
$102M 0.08%
5,864,184
+465,208
+9% +$7.59M
2013 Q2
28 quarters
YUM icon
218
Yum! Brands
YUM
$40.9B
$101M 0.08%
1,159,148
-74,344
-6% -$6.35M
2013 Q2
28 quarters
CAG icon
219
Conagra Brands
CAG
$6.82B
$100M 0.08%
2,845,152
+123,753
+5% +$4.13M
2013 Q2
28 quarters
XEL icon
220
Xcel Energy
XEL
$47.4B
$99.4M 0.08%
1,590,527
+2,020
+0.1% +$127K
2013 Q2
28 quarters
GLW icon
221
Corning
GLW
$115B
$99.2M 0.08%
3,830,168
-271,453
-7% -$6.15M
2013 Q2
28 quarters
GWW icon
222
W.W. Grainger
GWW
$62.3B
$99.1M 0.08%
315,379
+295
+0.1% +$85.2K
2013 Q2
28 quarters
FITB icon
223
Fifth Third Bancorp
FITB
$45.7B
$98.8M 0.08%
5,125,055
+331,226
+7% +$6.14M
2013 Q2
28 quarters
SWK icon
224
Stanley Black & Decker
SWK
$13.8B
$98.6M 0.08%
707,525
+33,892
+5% +$4.09M
2013 Q2
28 quarters
GM icon
225
General Motors
GM
$73.4B
$97.3M 0.07%
3,845,918
-1,018,429
-21% -$24.8M
2013 Q2
28 quarters
7 8
9
10 11

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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.