We are live on ! Find out more
PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
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

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
PLD icon
101
Prologis
PLD
$134B
$222M 0.17%
2,373,520
+207,976
+10% +$18.6M
ISRG icon
102
Intuitive Surgical
ISRG
$132B
$219M 0.17%
1,152,894
+7,461
+0.7% +$1.34M
DUK icon
103
Duke Energy
DUK
$93.5B
$216M 0.17%
2,700,621
-142,250
-5% -$12M
UPS icon
104
United Parcel Service
UPS
$89.7B
$215M 0.17%
1,935,298
+245,809
+15% +$24.5M
ZTS icon
105
Zoetis
ZTS
$32.1B
$215M 0.16%
1,565,981
-9,621
-0.6% -$1.26M
CL icon
106
Colgate-Palmolive
CL
$72.3B
$213M 0.16%
2,901,927
-11,161
-0.4% -$793K
NOW icon
107
ServiceNow
NOW
$150B
$212M 0.16%
2,613,370
+78,490
+3% +$5.54M
AXP icon
108
American Express
AXP
$225B
$209M 0.16%
2,199,176
-103,062
-4% -$9.49M
GS icon
109
Goldman Sachs
GS
$301B
$207M 0.16%
1,049,534
-45,132
-4% -$8.47M
NEM icon
110
Newmont
NEM
$134B
$205M 0.16%
3,321,918
-19,351
-0.6% -$1.15M
MRSH
111
Marsh
MRSH
$92.1B
$205M 0.16%
1,907,714
+33,157
+2% +$3.36M
EQIX icon
112
Equinix
EQIX
$103B
$204M 0.16%
291,160
+16,551
+6% +$11.2M
EBAY icon
113
eBay
EBAY
$47B
$203M 0.16%
3,875,315
+73,197
+2% +$3.09M
APD icon
114
Air Products & Chemicals
APD
$68.5B
$203M 0.16%
839,875
+8,049
+1% +$1.84M
TSLA icon
115
Tesla
TSLA
$1.37T
$202M 0.16%
2,811,960
+259,545
+10% +$14M
CAT icon
116
Caterpillar
CAT
$368B
$202M 0.16%
1,597,213
-131,822
-8% -$15.6M
ICE icon
117
Intercontinental Exchange
ICE
$91.3B
$200M 0.15%
2,182,583
-46,938
-2% -$4.3M
LRCX icon
118
Lam Research
LRCX
$381B
$197M 0.15%
6,092,960
-217,230
-3% -$5.92M
CME icon
119
CME Group
CME
$103B
$194M 0.15%
1,192,446
-153,114
-11% -$27.4M
NOC icon
120
Northrop Grumman
NOC
$77.5B
$190M 0.15%
618,702
-20,998
-3% -$6.89M
MU icon
121
Micron Technology
MU
$1.05T
$188M 0.14%
3,647,822
+57,944
+2% +$2.73M
SPY icon
122
State Street SPDR S&P 500 ETF Trust
SPY
$826B
$186M 0.14%
603,788
-454,961
-43% -$133M
SYK icon
123
Stryker
SYK
$127B
$185M 0.14%
1,024,664
+52,913
+5% +$9.76M
ATVI
124
DELISTED
Activision Blizzard
ATVI
$183M 0.14%
2,409,696
+343,135
+17% +$23.9M
ADSK icon
125
Autodesk
ADSK
$54.9B
$181M 0.14%
757,979
+9,049
+1% +$1.78M
3 4
5
6 7

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
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.