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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
AAPL icon
1
Apple
AAPL
$4.9T
$1.22B 2.38%
38,802,220
+722,880
+2% +$23.1M
VOO icon
2
Vanguard S&P 500 ETF
VOO
$972B
$926M 1.81%
4,904,989
+173,937
+4% +$33.5M
IVV icon
3
iShares Core S&P 500 ETF
IVV
$872B
$734M 1.43%
3,544,099
+1,050,340
+42% +$222M
MSFT icon
4
Microsoft
MSFT
$3.35T
$666M 1.3%
15,075,380
+875,198
+6% +$39.9M
XOM icon
5
ExxonMobil
XOM
$651B
$607M 1.19%
7,299,497
+136,435
+2% +$11.7M
GOOG icon
6
Alphabet (Google) Class C
GOOG
$4.08T
$525M 1.02%
19,788,300
+1,014,758
+5% +$27.2M
JPM icon
7
JPMorgan Chase
JPM
$933B
$495M 0.97%
7,306,097
+499,260
+7% +$32.6M
JNJ icon
8
Johnson & Johnson
JNJ
$617B
$447M 0.87%
4,582,948
+167,969
+4% +$16.8M
WFC icon
9
Wells Fargo
WFC
$258B
$444M 0.87%
7,887,367
+46,434
+0.6% +$2.59M
T icon
10
AT&T
T
$159B
$390M 0.76%
14,548,321
+1,168,308
+9% +$30.2M
PFE icon
11
Pfizer
PFE
$142B
$387M 0.76%
12,172,055
+444,586
+4% +$14.5M
GE icon
12
GE Aerospace
GE
$368B
$385M 0.75%
3,024,844
+10,254
+0.3% +$1.33M
CVX icon
13
Chevron
CVX
$383B
$364M 0.71%
3,775,198
+9,480
+0.3% +$995K
PG icon
14
Procter & Gamble
PG
$335B
$335M 0.65%
4,277,083
+732
+0% +$58.9K
INTC icon
15
Intel
INTC
$460B
$331M 0.65%
10,876,280
+597,229
+6% +$19.3M
GILD icon
16
Gilead Sciences
GILD
$163B
$320M 0.63%
2,734,850
+102,433
+4% +$11.2M
VZ icon
17
Verizon
VZ
$193B
$309M 0.6%
6,622,607
+472,513
+8% +$23.1M
IWF icon
18
iShares Russell 1000 Growth ETF
IWF
$120B
$305M 0.6%
12,339,788
+1,610,788
+15% +$40.5M
DIS icon
19
Walt Disney
DIS
$167B
$298M 0.58%
2,609,868
+70,433
+3% +$7.73M
C icon
20
Citigroup
C
$222B
$295M 0.58%
5,338,056
+449,523
+9% +$24.5M
AMZN icon
21
Amazon
AMZN
$2.53T
$295M 0.58%
13,578,720
+1,157,000
+9% +$24.2M
IBM icon
22
IBM
IBM
$209B
$289M 0.56%
1,859,339
+71,113
+4% +$11.4M
MRK icon
23
Merck
MRK
$321B
$284M 0.56%
5,232,620
+156,538
+3% +$8.78M
HD icon
24
Home Depot
HD
$332B
$278M 0.54%
2,505,508
+118,410
+5% +$13.3M
CSCO icon
25
Cisco
CSCO
$448B
$277M 0.54%
10,101,417
+560,662
+6% +$16.1M
1
2 3 4 5

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MCM
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PSUF
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IA
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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.