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
EMR icon
176
Emerson Electric
EMR
$89B
$132M 0.1%
2,125,474
-9,209
-0.4% -$523K
2013 Q2
28 quarters
ROST icon
177
Ross Stores
ROST
$75.6B
$130M 0.1%
1,527,859
-90,376
-6% -$8.19M
2013 Q2
28 quarters
NVO icon
178
Novo Nordisk
NVO
$171B
$128M 0.1%
3,919,710
-439,550
-10% -$14M
2013 Q2
28 quarters
LHX icon
179
L3Harris
LHX
$45.6B
$128M 0.1%
755,920
-62,821
-8% -$11.8M
2013 Q2
28 quarters
SBAC icon
180
SBA Communications
SBAC
$19.8B
$128M 0.1%
430,000
-4,467
-1% -$1.32M
2013 Q2
28 quarters
MCHP icon
181
Microchip Technology
MCHP
$40.2B
$127M 0.1%
2,421,028
-71,028
-3% -$3.2M
2013 Q2
28 quarters
ORLY icon
182
O'Reilly Automotive
ORLY
$72B
$127M 0.1%
4,512,180
+12,645
+0.3% +$331K
2013 Q2
28 quarters
VRSN icon
183
VeriSign
VRSN
$27.1B
$127M 0.1%
612,477
+44,858
+8% +$9.31M
2013 Q2
28 quarters
TM icon
184
Toyota
TM
$229B
$125M 0.1%
991,540
-98,881
-9% -$12.3M
2013 Q2
28 quarters
COF icon
185
Capital One
COF
$123B
$123M 0.09%
1,966,432
-5,440
-0.3% -$339K
2013 Q2
28 quarters
VLO icon
186
Valero Energy
VLO
$129B
$122M 0.09%
2,071,605
+41,691
+2% +$2.49M
2013 Q2
28 quarters
MSCI icon
187
MSCI
MSCI
$41.1B
$121M 0.09%
363,495
-47,793
-12% -$15.5M
2013 Q2
28 quarters
TROW icon
188
T. Rowe Price
TROW
$21.4B
$120M 0.09%
973,401
+25,055
+3% +$2.86M
2013 Q2
28 quarters
STT icon
189
State Street
STT
$44.9B
$119M 0.09%
1,879,535
+65,433
+4% +$3.95M
2013 Q2
28 quarters
CNC icon
190
Centene
CNC
$34.3B
$117M 0.09%
1,848,133
+99,405
+6% +$6.47M
2013 Q2
28 quarters
MTD icon
191
Mettler-Toledo International
MTD
$32.6B
$116M 0.09%
144,210
+5,562
+4% +$4.14M
2013 Q2
28 quarters
AIG icon
192
American International
AIG
$41.9B
$115M 0.09%
3,685,105
+117,083
+3% +$3.29M
2013 Q2
28 quarters
DEO icon
193
Diageo
DEO
$52.7B
$115M 0.09%
853,697
-15,369
-2% -$2.11M
2013 Q2
28 quarters
CTXS
194
DELISTED
Citrix Systems Inc
CTXS
$114M 0.09%
769,966
+25,625
+3% +$3.69M
2013 Q2
28 quarters
WEC icon
195
WEC Energy
WEC
$35.2B
$113M 0.09%
1,288,054
-101,722
-7% -$9.18M
2013 Q2
28 quarters
PRU icon
196
Prudential Financial
PRU
$39.9B
$113M 0.09%
1,852,122
+289,018
+18% +$17M
2013 Q2
28 quarters
GD icon
197
General Dynamics
GD
$92.7B
$112M 0.09%
752,593
-11,495
-2% -$1.62M
2013 Q2
28 quarters
SNY icon
198
Sanofi
SNY
$96.3B
$112M 0.09%
2,201,150
-215,099
-9% -$10.5M
2013 Q2
28 quarters
SCHW icon
199
Charles Schwab
SCHW
$159B
$112M 0.09%
3,305,102
+289,290
+10% +$10.4M
2013 Q2
28 quarters
IDXX icon
200
Idexx Laboratories
IDXX
$44B
$109M 0.08%
331,469
+11,655
+4% +$3.37M
2013 Q2
28 quarters
6 7
8
9 10

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.