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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
NVDA icon
26
NVIDIA
NVDA
$5.25T
$688M 0.53%
72,444,120
+4,320,640
+6% +$35M
2013 Q2
28 quarters
PFE icon
27
Pfizer
PFE
$168B
$671M 0.51%
21,613,466
+101,827
+0.5% +$3.46M
2013 Q2
28 quarters
AMGN icon
28
Amgen
AMGN
$235B
$655M 0.5%
2,775,891
+197,121
+8% +$45M
2013 Q2
28 quarters
ABBV icon
29
AbbVie
ABBV
$501B
$630M 0.48%
6,417,646
+1,402,888
+28% +$124M
2013 Q2
28 quarters
DIS icon
30
Walt Disney
DIS
$191B
$626M 0.48%
5,613,617
-50,607
-0.9% -$5.59M
2013 Q2
28 quarters
CMCSA icon
31
Comcast
CMCSA
$77.3B
$619M 0.48%
15,878,024
-531,620
-3% -$20.2M
2013 Q2
28 quarters
BAC icon
32
Bank of America
BAC
$362B
$616M 0.47%
25,951,618
-782,195
-3% -$18.5M
2013 Q2
28 quarters
ORCL icon
33
Oracle
ORCL
$408B
$612M 0.47%
11,067,110
+259,031
+2% +$13.7M
2013 Q2
28 quarters
NFLX icon
34
Netflix
NFLX
$302B
$611M 0.47%
13,435,670
+753,630
+6% +$32.1M
2013 Q2
28 quarters
ABT icon
35
Abbott
ABT
$181B
$604M 0.46%
6,603,754
+200,931
+3% +$18.2M
2013 Q2
28 quarters
CRM icon
36
Salesforce
CRM
$203B
$539M 0.41%
2,875,370
-120,649
-4% -$20.3M
2013 Q2
28 quarters
KO icon
37
Coca-Cola
KO
$396B
$538M 0.41%
12,037,611
-524,247
-4% -$24.1M
2013 Q2
28 quarters
CVX icon
38
Chevron
CVX
$430B
$513M 0.39%
5,747,697
+624,466
+12% +$55.9M
2013 Q2
28 quarters
BMY icon
39
Bristol-Myers Squibb
BMY
$124B
$511M 0.39%
8,691,601
+503,773
+6% +$30.1M
2013 Q2
28 quarters
XOM icon
40
ExxonMobil
XOM
$718B
$501M 0.38%
11,207,434
+1,613,806
+17% +$72.4M
2013 Q2
28 quarters
LLY icon
41
Eli Lilly
LLY
$1.12T
$498M 0.38%
3,035,285
-18,263
-0.6% -$2.8M
2013 Q2
28 quarters
NKE icon
42
Nike
NKE
$55.2B
$497M 0.38%
5,069,520
-406
-0% -$37.5K
2013 Q2
28 quarters
COST icon
43
Costco
COST
$433B
$487M 0.37%
1,605,245
-24,613
-2% -$7.49M
2013 Q2
28 quarters
ACN icon
44
Accenture
ACN
$138B
$482M 0.37%
2,245,477
+56,102
+3% +$10.6M
2013 Q2
28 quarters
MCD icon
45
McDonald's
MCD
$172B
$477M 0.37%
2,584,502
-174,991
-6% -$32.1M
2013 Q2
28 quarters
LOW icon
46
Lowe's Companies
LOW
$110B
$470M 0.36%
3,480,969
+159,778
+5% +$18.2M
2013 Q2
28 quarters
TMO icon
47
Thermo Fisher Scientific
TMO
$258B
$470M 0.36%
1,296,617
+32,032
+3% +$10.7M
2013 Q2
28 quarters
TXN icon
48
Texas Instruments
TXN
$255B
$469M 0.36%
3,693,785
+48,990
+1% +$5.71M
2013 Q2
28 quarters
NEE icon
49
NextEra Energy
NEE
$165B
$462M 0.35%
7,702,292
+94,072
+1% +$5.63M
2013 Q2
28 quarters
UNP icon
50
Union Pacific
UNP
$172B
$452M 0.35%
2,671,201
+183,912
+7% +$29.5M
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.