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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
ROP icon
126
Roper Technologies
ROP
$37.9B
$181M 0.14%
466,422
+14,411
+3% +$5.16M
2013 Q2
28 quarters
BIIB icon
127
Biogen
BIIB
$34.4B
$180M 0.14%
672,299
-39,298
-6% -$11.8M
2013 Q2
28 quarters
BKNG icon
128
Booking.com
BKNG
$123B
$179M 0.14%
2,805,075
-25,250
-0.9% -$1.54M
2013 Q2
28 quarters
SAP icon
129
SAP
SAP
$259B
$178M 0.14%
1,269,652
-37,416
-3% -$4.61M
2013 Q2
28 quarters
ETN icon
130
Eaton
ETN
$152B
$176M 0.13%
2,009,813
-190,737
-9% -$15.7M
2013 Q2
28 quarters
TFC icon
131
Truist Financial
TFC
$57.5B
$175M 0.13%
4,659,924
-96,092
-2% -$3.46M
2013 Q2
28 quarters
SO icon
132
Southern Company
SO
$105B
$173M 0.13%
3,334,188
-151,308
-4% -$8.41M
2013 Q2
28 quarters
AMD icon
133
Advanced Micro Devices
AMD
$863B
$171M 0.13%
3,256,390
+150,226
+5% +$7.96M
2013 Q2
28 quarters
FISV icon
134
Fiserv Inc
FISV
$25.3B
$171M 0.13%
1,747,512
+24,503
+1% +$2.47M
2013 Q2
28 quarters
ADI icon
135
Analog Devices
ADI
$192B
$168M 0.13%
1,373,236
-46,644
-3% -$5.12M
2013 Q2
28 quarters
CSX icon
136
CSX Corp
CSX
$90.2B
$168M 0.13%
7,239,996
-162,222
-2% -$3.59M
2013 Q2
28 quarters
ASML icon
137
ASML
ASML
$631B
$167M 0.13%
453,116
+2,788
+0.6% +$875K
2013 Q2
28 quarters
BAX icon
138
Baxter International
BAX
$13.1B
$166M 0.13%
1,923,485
+41,843
+2% +$3.64M
2013 Q2
28 quarters
PNC icon
139
PNC Financial Services
PNC
$86.7B
$163M 0.13%
1,548,512
-21,445
-1% -$2.26M
2013 Q2
28 quarters
PGR icon
140
Progressive
PGR
$127B
$161M 0.12%
2,015,567
-133,273
-6% -$10.4M
2013 Q2
28 quarters
ALL icon
141
Allstate
ALL
$62.7B
$160M 0.12%
1,645,734
+32,833
+2% +$3.23M
2013 Q2
28 quarters
TRV icon
142
Travelers Companies
TRV
$81.2B
$159M 0.12%
1,392,986
-86,386
-6% -$9.1M
2013 Q2
28 quarters
GLD icon
143
SPDR Gold Trust
GLD
$141B
$158M 0.12%
943,401
+941,382
+46,626% +$152M
2019 Q1
5 quarters
AZN icon
144
AstraZeneca
AZN
$257B
$155M 0.12%
1,465,575
-28,794
-2% -$2.97M
2013 Q2
28 quarters
VNQ icon
145
Vanguard Real Estate ETF
VNQ
$36.8B
$155M 0.12%
1,972,053
+18,067
+0.9% +$1.37M
2013 Q2
28 quarters
EXC icon
146
Exelon
EXC
$44.8B
$154M 0.12%
5,968,715
-33,881
-0.6% -$900K
2013 Q2
28 quarters
TSM icon
147
TSMC
TSM
$2.14T
$153M 0.12%
2,695,822
-1,485,711
-36% -$78.3M
2013 Q2
28 quarters
EL icon
148
Estee Lauder
EL
$37.9B
$153M 0.12%
809,428
-43,489
-5% -$7.77M
2013 Q2
28 quarters
REGN icon
149
Regeneron Pharmaceuticals
REGN
$81.4B
$151M 0.12%
242,438
+21,141
+10% +$12M
2013 Q2
28 quarters
COP icon
150
ConocoPhillips
COP
$176B
$151M 0.12%
3,588,579
+475,421
+15% +$19.2M
2013 Q2
28 quarters
4 5
6
7 8

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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.