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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+0.36%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$51.2B
AUM Growth
+$1.5B
Cap. Flow
+$1.8B
Cap. Flow %
3.51%
Top 10 Hldgs %
12.6%
Holding
4,130
New
182
Increased
2,226
Reduced
1,541
Closed
156

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$222M
2
VNQ icon
Vanguard Real Estate ETF
VNQ
+$80.1M
3
IWB icon
iShares Russell 1000 ETF
IWB
+$51.3M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$40.5M
5
MSFT icon
Microsoft
MSFT
+$39.9M

Top Sells

Rank Stock Value
1
FTSM icon
First Trust Enhanced Short Maturity ETF
FTSM
+$77.8M
2
LO
LORILLARD INC COM STK
LO
+$65.3M
3
VGK icon
Vanguard FTSE Europe ETF
VGK
+$47.7M
4
AMX icon
America Movil
AMX
+$47.4M
5
RGP
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
+$27.3M

Sector Composition

Rank Sector Weight
1 Financials 13.58%
2 Healthcare 13.18%
3 Technology 12.66%
4 Industrials 8.85%
5 Consumer Discretionary 8.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BRK.B icon
26
Berkshire Hathaway Class B
BRK.B
$1.1T
$273M 0.53%
2,004,808
-20,976
-1% -$2.99M
ORCL icon
27
Oracle
ORCL
$367B
$272M 0.53%
6,760,138
+219,149
+3% +$9.51M
V icon
28
Visa
V
$673B
$268M 0.52%
3,984,323
+157,151
+4% +$10.7M
BAC icon
29
Bank of America
BAC
$433B
$266M 0.52%
15,657,478
+18,638
+0.1% +$307K
CVS icon
30
CVS Health
CVS
$134B
$266M 0.52%
2,538,510
+13,639
+0.5% +$1.39M
CMCSA icon
31
Comcast
CMCSA
$84B
$263M 0.51%
8,734,382
+75,612
+0.9% +$2.22M
PEP icon
32
PepsiCo
PEP
$191B
$250M 0.49%
2,676,191
+94,261
+4% +$9.01M
KO icon
33
Coca-Cola
KO
$381B
$246M 0.48%
6,260,661
+196,228
+3% +$7.98M
META icon
34
Meta Platforms (Facebook)
META
$1.37T
$242M 0.47%
2,820,049
+231,345
+9% +$18.9M
BMY icon
35
Bristol-Myers Squibb
BMY
$132B
$229M 0.45%
3,444,502
+13,378
+0.4% +$882K
AMGN icon
36
Amgen
AMGN
$209B
$227M 0.44%
1,477,213
+77,594
+6% +$12.4M
PM icon
37
Philip Morris
PM
$299B
$226M 0.44%
2,824,750
+297,845
+12% +$24.5M
QCOM icon
38
Qualcomm
QCOM
$160B
$226M 0.44%
3,603,670
-8,624
-0.2% -$588K
UNH icon
39
UnitedHealth
UNH
$383B
$219M 0.43%
1,793,078
+89,761
+5% +$10.6M
CELG
40
DELISTED
Celgene Corp
CELG
$217M 0.42%
1,876,106
+63,111
+3% +$7.22M
WMT icon
41
Walmart Inc
WMT
$884B
$207M 0.4%
8,758,026
-70,938
-0.8% -$1.81M
SLB icon
42
SLB Ltd
SLB
$72.6B
$202M 0.39%
2,343,681
+58,274
+3% +$5.26M
MA icon
43
Mastercard
MA
$510B
$195M 0.38%
2,086,888
+51,368
+3% +$4.71M
MO icon
44
Altria Group
MO
$113B
$185M 0.36%
3,775,729
-21,423
-0.6% -$1.09M
COP icon
45
ConocoPhillips
COP
$145B
$183M 0.36%
2,979,789
+100,046
+3% +$6.52M
BIIB icon
46
Biogen
BIIB
$30.7B
$182M 0.36%
450,794
+21,085
+5% +$8.46M
ABBV icon
47
AbbVie
ABBV
$455B
$180M 0.35%
2,674,451
+307,811
+13% +$20.1M
MCD icon
48
McDonald's
MCD
$191B
$173M 0.34%
1,819,640
+96,073
+6% +$9.29M
NKE icon
49
Nike
NKE
$62.7B
$173M 0.34%
3,199,144
+81,058
+3% +$4.15M
AGN
50
DELISTED
Allergan plc
AGN
$169M 0.33%
555,364
-44,340
-7% -$13.2M
1
2
3 4 5

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MCM
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PSUF
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BAM
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Parametric Portfolio Associates's Q2 2015 Portfolio in Review

As of Q2 2015, Parametric Portfolio Associates held 4,130 positions worth $51.2B, up 3% from $49.7B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Parametric Portfolio Associates deployed $1.8B of net new capital in Q2 2015, opening 182 new positions and adding to 2,226 existing holdings. Its largest new stake was First Trust Financials AlphaDEX Fund: 1,229,951 shares worth $29.2M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 13% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was America Movil, an estimated $47.4M trimmed.

  • Parametric Portfolio Associates's largest Q2 2015 buy was First Trust Financials AlphaDEX Fund: 1,229,951 shares worth $29.2M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q2 2015, an estimated $222M increase.
  • Parametric Portfolio Associates's biggest Q2 2015 reduction was America Movil, cutting an estimated $47.4M.
  • Parametric Portfolio Associates fully exited First Trust Enhanced Short Maturity ETF in Q2 2015, selling an estimated $77.8M.
  • Parametric Portfolio Associates's ten largest holdings make up 13% of its $51.2B portfolio in Q2 2015.
  • Parametric Portfolio Associates opened 182 new positions and closed 156 in Q2 2015.
  • Parametric Portfolio Associates's portfolio value rose 3% quarter-over-quarter to $51.2B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2015, filed 14 Aug 2015.