PPA
Parametric Portfolio Associates Portfolio holdings
AUM
$190B
1-Year Return
18.53%
This Quarter Return
+21.79%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$130B
AUM Growth
+$21B
(+19%)
Cap. Flow
-$586M
Cap. Flow
% of AUM
-0.45%
Top 10 Holdings %
Top 10 Hldgs %
21.37%
Holding
4,121
New
202
Increased
1,660
Reduced
2,033
Closed
213
Top Buys
| 1 |
Vanguard S&P 500 ETF
VOO
|
$703M |
| 2 |
SPDR Gold Trust
GLD
|
$158M |
| 3 |
AbbVie
ABBV
|
$138M |
| 4 |
Microsoft
MSFT
|
$123M |
| 5 |
Amazon
AMZN
|
$98.5M |
Top Sells
| 1 |
iShares Core S&P 500 ETF
IVV
|
$921M |
| 2 |
AGN
Allergan plc
AGN
|
$166M |
| 3 |
RTN
Raytheon Company
RTN
|
$152M |
| 4 |
SPDR S&P 500 ETF Trust
SPY
|
$140M |
| 5 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
$91.1M |
Sector Composition
| 1 | Technology | 20.73% |
| 2 | Healthcare | 12.56% |
| 3 | Financials | 11.58% |
| 4 | Consumer Discretionary | 9.18% |
| 5 | Communication Services | 7.88% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
251
Archer Daniels Midland
ADM
$30.2B
| $88.4M | 0.07% |
2,214,689
-296,035
| -12% | -$11.8M |
|
252
Citizens Financial Group
CFG
$22.3B
| $87.8M | 0.07% |
3,478,047
+1,126,741
| +48% | +$28.4M |
|
253
McCormick & Company Non-Voting
MKC
$19B
| $87.7M | 0.07% |
977,570
+12,638
| +1% | +$1.13M |
|
254
D.R. Horton
DHI
$54.2B
| $85.9M | 0.07% |
1,548,798
-123,312
| -7% | -$6.84M |
|
|
FRC
255
DELISTED
First Republic Bank
FRC
| $85.4M | 0.07% |
806,042
+125,545
| +18% | +$13.3M |
|
256
Public Service Enterprise Group
PEG
$40.5B
| $85.1M | 0.07% |
1,730,892
+97,096
| +6% | +$4.77M |
|
257
Rio Tinto
RIO
$104B
| $85.1M | 0.07% |
1,514,466
-98,380
| -6% | -$5.53M |
|
258
iShares Core US Aggregate Bond ETF
AGG
$131B
| $83.8M | 0.06% |
708,482
+352,034
| +99% | +$41.6M |
|
259
Sempra
SRE
$52.9B
| $83.7M | 0.06% |
1,428,122
+69,130
| +5% | +$4.05M |
|
260
Kinder Morgan
KMI
$59.1B
| $83.7M | 0.06% |
5,515,366
-1,681,722
| -23% | -$25.5M |
|
261
Tyson Foods
TSN
$20B
| $83.4M | 0.06% |
1,396,887
-84,896
| -6% | -$5.07M |
|
262
Cognizant
CTSH
$35.1B
| $83.2M | 0.06% |
1,463,904
-205,597
| -12% | -$11.7M |
|
263
Cintas
CTAS
$82.4B
| $82.5M | 0.06% |
1,238,656
+16,648
| +1% | +$1.11M |
|
264
Rockwell Automation
ROK
$38.2B
| $82.1M | 0.06% |
385,285
+27,280
| +8% | +$5.81M |
|
265
British American Tobacco
BTI
$122B
| $82M | 0.06% |
2,113,191
-81,587
| -4% | -$3.17M |
|
|
XLNX
266
DELISTED
Xilinx Inc
XLNX
| $81.6M | 0.06% |
829,586
-8,010
| -1% | -$788K |
|
267
Seagate
STX
$40B
| $80.6M | 0.06% |
1,664,479
+12,431
| +0.8% | +$602K |
|
268
Paychex
PAYX
$48.7B
| $80.4M | 0.06% |
1,061,620
-4,610
| -0.4% | -$349K |
|
269
Cadence Design Systems
CDNS
$95.6B
| $80.3M | 0.06% |
836,661
-2,777
| -0.3% | -$266K |
|
270
Regions Financial
RF
$24.1B
| $80.1M | 0.06% |
7,207,117
-633,935
| -8% | -$7.05M |
|
271
Verisk Analytics
VRSK
$37.8B
| $79.4M | 0.06% |
466,648
+42,343
| +10% | +$7.21M |
|
272
DTE Energy
DTE
$28.4B
| $79.4M | 0.06% |
867,890
+106,212
| +14% | +$9.72M |
|
273
Eastman Chemical
EMN
$7.93B
| $79.4M | 0.06% |
1,140,125
+226,940
| +25% | +$15.8M |
|
274
Teleflex
TFX
$5.78B
| $78.4M | 0.06% |
215,426
+7,178
| +3% | +$2.61M |
|
275
ResMed
RMD
$40.6B
| $78M | 0.06% |
406,334
+11,352
| +3% | +$2.18M |
|