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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
+2.08%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$49.7B
AUM Growth
+$2.26B
Cap. Flow
+$1.71B
Cap. Flow %
3.44%
Top 10 Hldgs %
12.03%
Holding
4,141
New
143
Increased
2,398
Reduced
1,364
Closed
193

Top Buys

Rank Stock Value
1
FTSM icon
First Trust Enhanced Short Maturity ETF
FTSM
+$77.8M
2
AGN
Allergan plc
AGN
+$75.8M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$56.5M
4
VGK icon
Vanguard FTSE Europe ETF
VGK
+$47.1M
5
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$46.2M

Top Sells

Rank Stock Value
1
AGN
Allergan Inc
AGN
+$131M
2
IWL icon
iShares Russell Top 200 ETF
IWL
+$87M
3
COV
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
+$67.8M
4
FXG icon
First Trust Consumer Staples AlphaDEX Fund
FXG
+$43.6M
5
FXL icon
First Trust Technology AlphaDEX Fund
FXL
+$43.6M

Sector Composition

Rank Sector Weight
1 Financials 13.12%
2 Healthcare 12.89%
3 Technology 12.84%
4 Industrials 9.14%
5 Consumer Discretionary 8.11%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AAPL icon
1
Apple
AAPL
$4.95T
$1.18B 2.38%
38,079,340
+1,427,032
+4% +$43.1M
VOO icon
2
Vanguard S&P 500 ETF
VOO
$968B
$895M 1.8%
4,731,052
+298,360
+7% +$56.5M
XOM icon
3
ExxonMobil
XOM
$642B
$609M 1.23%
7,163,062
+230,574
+3% +$20.4M
MSFT icon
4
Microsoft
MSFT
$2.89T
$577M 1.16%
14,200,182
+351,548
+3% +$15.3M
IVV icon
5
iShares Core S&P 500 ETF
IVV
$869B
$518M 1.04%
2,493,759
-193,846
-7% -$40.3M
GOOG icon
6
Alphabet (Google) Class C
GOOG
$3.99T
$516M 1.04%
18,773,542
+1,669,552
+10% +$44.7M
JNJ icon
7
Johnson & Johnson
JNJ
$641B
$444M 0.89%
4,414,979
+84,212
+2% +$8.56M
WFC icon
8
Wells Fargo
WFC
$264B
$427M 0.86%
7,840,933
+274,775
+4% +$14.8M
JPM icon
9
JPMorgan Chase
JPM
$947B
$412M 0.83%
6,806,837
+409,152
+6% +$24.2M
CVX icon
10
Chevron
CVX
$378B
$395M 0.8%
3,765,718
+185,856
+5% +$19.8M
PFE icon
11
Pfizer
PFE
$141B
$387M 0.78%
11,727,469
+725,482
+7% +$23.1M
GE icon
12
GE Aerospace
GE
$375B
$358M 0.72%
3,014,590
+202,471
+7% +$24.1M
PG icon
13
Procter & Gamble
PG
$346B
$350M 0.71%
4,276,351
+259,312
+6% +$22.3M
T icon
14
AT&T
T
$167B
$330M 0.66%
13,380,013
+1,125,099
+9% +$28.6M
INTC icon
15
Intel
INTC
$462B
$321M 0.65%
10,279,051
-355,156
-3% -$12M
VZ icon
16
Verizon
VZ
$198B
$299M 0.6%
6,150,094
+371,871
+6% +$17.9M
BRK.B icon
17
Berkshire Hathaway Class B
BRK.B
$1.07T
$292M 0.59%
2,025,784
+71,509
+4% +$10.5M
ORCL icon
18
Oracle
ORCL
$345B
$282M 0.57%
6,540,989
+329,880
+5% +$14.3M
MRK icon
19
Merck
MRK
$323B
$278M 0.56%
5,076,082
+179,173
+4% +$10.1M
IBM icon
20
IBM
IBM
$204B
$274M 0.55%
1,788,226
+221,280
+14% +$33.6M
HD icon
21
Home Depot
HD
$335B
$271M 0.55%
2,387,098
+175,073
+8% +$19.3M
DIS icon
22
Walt Disney
DIS
$168B
$266M 0.54%
2,539,435
+138,119
+6% +$13.9M
IWF icon
23
iShares Russell 1000 Growth ETF
IWF
$120B
$265M 0.53%
10,729,000
+367,488
+4% +$8.98M
CSCO icon
24
Cisco
CSCO
$452B
$263M 0.53%
9,540,755
+1,089,944
+13% +$30.7M
CVS icon
25
CVS Health
CVS
$137B
$261M 0.52%
2,524,871
+30,494
+1% +$3.09M
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 Q1 2015 Portfolio in Review

As of Q1 2015, Parametric Portfolio Associates held 4,141 positions worth $49.7B, up 4.8% from $47.4B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates deployed $1.71B of net new capital in Q1 2015, opening 143 new positions and adding to 2,398 existing holdings. Its largest new stake was First Trust Enhanced Short Maturity ETF: 1,296,127 shares worth $77.8M.

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

On the sell side, the largest reduction was iShares Core S&P 500 ETF, an estimated $40.3M trimmed.

  • Parametric Portfolio Associates's largest Q1 2015 buy was First Trust Enhanced Short Maturity ETF: 1,296,127 shares worth $77.8M.
  • Parametric Portfolio Associates added most to Allergan plc in Q1 2015, an estimated $75.8M increase.
  • Parametric Portfolio Associates's biggest Q1 2015 reduction was iShares Core S&P 500 ETF, cutting an estimated $40.3M.
  • Parametric Portfolio Associates fully exited Allergan Inc in Q1 2015, selling an estimated $131M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $49.7B portfolio in Q1 2015.
  • Parametric Portfolio Associates opened 143 new positions and closed 193 in Q1 2015.
  • Parametric Portfolio Associates's portfolio value rose 4.8% quarter-over-quarter to $49.7B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2015, filed 18 May 2015.