We are live on ! Find out more
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
UN icon
151
DELISTED
Unilever NV New York Registry Shares
UN
$150M 0.12%
2,821,824
-60,458
-2% -$3.07M
2013 Q2
28 quarters
PSX icon
152
Phillips 66
PSX
$117B
$150M 0.12%
2,089,695
-21,050
-1% -$1.49M
2013 Q2
28 quarters
USB icon
153
US Bancorp
USB
$91B
$150M 0.12%
4,072,518
+31,691
+0.8% +$1.13M
2013 Q2
28 quarters
TMUS icon
154
T-Mobile US
TMUS
$171B
$150M 0.12%
1,438,215
+524,373
+57% +$50.3M
2013 Q2
28 quarters
ITOT icon
155
iShares Core S&P Total US Stock Market ETF
ITOT
$95.9B
$149M 0.11%
2,150,578
+134,927
+7% +$8.82M
2017 Q2
12 quarters
CMI icon
156
Cummins
CMI
$73.9B
$149M 0.11%
859,923
+21,881
+3% +$3.5M
2013 Q2
28 quarters
WM icon
157
Waste Management
WM
$89.6B
$147M 0.11%
1,391,303
-122,908
-8% -$12.4M
2013 Q2
28 quarters
BSX icon
158
Boston Scientific
BSX
$64.1B
$146M 0.11%
4,169,578
+365,782
+10% +$13.2M
2013 Q2
28 quarters
GIS icon
159
General Mills
GIS
$17.5B
$146M 0.11%
2,364,874
+115,687
+5% +$6.98M
2013 Q2
28 quarters
GE icon
160
GE Aerospace
GE
$328B
$146M 0.11%
4,281,305
-1,277,117
-23% -$43.1M
2013 Q2
28 quarters
AEP icon
161
American Electric Power
AEP
$68.9B
$144M 0.11%
1,812,595
-30,896
-2% -$2.52M
2013 Q2
28 quarters
EW icon
162
Edwards Lifesciences
EW
$49.8B
$144M 0.11%
2,079,518
+34,847
+2% +$2.48M
2013 Q2
28 quarters
EA icon
163
DELISTED
Electronic Arts
EA
$143M 0.11%
1,080,802
+26,588
+3% +$3.14M
2013 Q2
28 quarters
NSC icon
164
Norfolk Southern
NSC
$72.7B
$143M 0.11%
811,879
+6,343
+0.8% +$1.07M
2013 Q2
28 quarters
DE icon
165
Deere & Co
DE
$172B
$141M 0.11%
899,114
-110,398
-11% -$16M
2013 Q2
28 quarters
ILMN icon
166
Illumina
ILMN
$39.6B
$141M 0.11%
391,837
+22,558
+6% +$7.26M
2013 Q2
28 quarters
MCK icon
167
McKesson
MCK
$117B
$141M 0.11%
919,981
+97,585
+12% +$14.1M
2013 Q2
28 quarters
BBY icon
168
Best Buy
BBY
$19.7B
$138M 0.11%
1,582,222
+55,440
+4% +$4.2M
2013 Q2
28 quarters
GPN icon
169
Global Payments
GPN
$22B
$136M 0.1%
803,391
+2,323
+0.3% +$387K
2013 Q2
28 quarters
CB icon
170
Chubb
CB
$137B
$136M 0.1%
1,073,706
-320,020
-23% -$37.1M
2013 Q2
28 quarters
AMP icon
171
Ameriprise Financial
AMP
$44B
$135M 0.1%
896,594
+65,789
+8% +$8.43M
2013 Q2
28 quarters
AZO icon
172
AutoZone
AZO
$50.2B
$134M 0.1%
118,984
+631
+0.5% +$665K
2013 Q2
28 quarters
CLX icon
173
Clorox
CLX
$10.4B
$134M 0.1%
609,513
-7,319
-1% -$1.46M
2013 Q2
28 quarters
AON icon
174
Aon
AON
$61.4B
$134M 0.1%
693,541
+4,292
+0.6% +$800K
2013 Q2
28 quarters
DD icon
175
DuPont de Nemours
DD
$17.7B
$134M 0.1%
2,002,510
+330,288
+20% +$19.3M
2013 Q2
28 quarters
5 6
7
8 9

Similar funds

NN Investment Partners Holdings
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
Amalgamated Financial
Amalgamated Financial New York $12.6B AUM
Melvin Capital Management
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
People's United Financial
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IndexIQ Advisors
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.