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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
PLD icon
101
Prologis
PLD
$119B
$222M 0.17%
2,373,520
+207,976
+10% +$18.6M
2013 Q2
28 quarters
ISRG icon
102
Intuitive Surgical
ISRG
$151B
$219M 0.17%
1,152,894
+7,461
+0.7% +$1.34M
2013 Q2
28 quarters
DUK icon
103
Duke Energy
DUK
$94.5B
$216M 0.17%
2,700,621
-142,250
-5% -$12M
2013 Q2
28 quarters
UPS icon
104
United Parcel Service
UPS
$82.5B
$215M 0.17%
1,935,298
+245,809
+15% +$24.5M
2013 Q2
28 quarters
ZTS icon
105
Zoetis
ZTS
$32.6B
$215M 0.16%
1,565,981
-9,621
-0.6% -$1.26M
2013 Q2
28 quarters
CL icon
106
Colgate-Palmolive
CL
$74.3B
$213M 0.16%
2,901,927
-11,161
-0.4% -$793K
2013 Q2
28 quarters
NOW icon
107
ServiceNow
NOW
$145B
$212M 0.16%
2,613,370
+78,490
+3% +$5.54M
2013 Q2
28 quarters
AXP icon
108
American Express
AXP
$211B
$209M 0.16%
2,199,176
-103,062
-4% -$9.49M
2013 Q2
28 quarters
GS icon
109
Goldman Sachs
GS
$256B
$207M 0.16%
1,049,534
-45,132
-4% -$8.47M
2013 Q2
28 quarters
NEM icon
110
Newmont
NEM
$124B
$205M 0.16%
3,321,918
-19,351
-0.6% -$1.15M
2013 Q2
28 quarters
MRSH icon
111
Marsh
MRSH
$89.6B
$205M 0.16%
1,907,714
+33,157
+2% +$3.36M
2013 Q2
28 quarters
EQIX icon
112
Equinix
EQIX
$96.8B
$204M 0.16%
291,160
+16,551
+6% +$11.2M
2013 Q2
28 quarters
EBAY icon
113
eBay
EBAY
$53.3B
$203M 0.16%
3,875,315
+73,197
+2% +$3.09M
2013 Q2
28 quarters
APD icon
114
Air Products & Chemicals
APD
$66.1B
$203M 0.16%
839,875
+8,049
+1% +$1.84M
2013 Q2
28 quarters
TSLA icon
115
Tesla
TSLA
$1.39T
$202M 0.16%
2,811,960
+259,545
+10% +$14M
2013 Q2
28 quarters
CAT icon
116
Caterpillar
CAT
$337B
$202M 0.16%
1,597,213
-131,822
-8% -$15.6M
2013 Q2
28 quarters
ICE icon
117
Intercontinental Exchange
ICE
$89.6B
$200M 0.15%
2,182,583
-46,938
-2% -$4.3M
2013 Q2
28 quarters
LRCX icon
118
Lam Research
LRCX
$332B
$197M 0.15%
6,092,960
-217,230
-3% -$5.92M
2013 Q2
28 quarters
CME icon
119
CME Group
CME
$105B
$194M 0.15%
1,192,446
-153,114
-11% -$27.4M
2013 Q2
28 quarters
NOC icon
120
Northrop Grumman
NOC
$73.2B
$190M 0.15%
618,702
-20,998
-3% -$6.89M
2013 Q2
28 quarters
MU icon
121
Micron Technology
MU
$1.01T
$188M 0.14%
3,647,822
+57,944
+2% +$2.73M
2013 Q2
28 quarters
SPY icon
122
State Street SPDR S&P 500 ETF Trust
SPY
$805B
$186M 0.14%
603,788
-454,961
-43% -$133M
2013 Q2
28 quarters
SYK icon
123
Stryker
SYK
$113B
$185M 0.14%
1,024,664
+52,913
+5% +$9.76M
2013 Q2
28 quarters
ATVI
124
DELISTED
Activision Blizzard
ATVI
$183M 0.14%
2,409,696
+343,135
+17% +$23.9M
2013 Q2
28 quarters
ADSK icon
125
Autodesk
ADSK
$50B
$181M 0.14%
757,979
+9,049
+1% +$1.78M
2013 Q2
28 quarters
3 4
5
6 7

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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.