PPA
Parametric Portfolio Associates Portfolio holdings
AUM
$190B
1-Year Return
18.53%
This Quarter Return
+6.72%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$114B
AUM Growth
+$8.81B
(+8.3%)
Cap. Flow
+$2.91B
Cap. Flow
% of AUM
2.54%
Top 10 Holdings %
Top 10 Hldgs %
15.97%
Holding
4,052
New
175
Increased
2,320
Reduced
1,402
Closed
113
Top Buys
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$221M |
| 2 |
iShares Russell 1000 Growth ETF
IWF
|
+$161M |
| 3 |
iShares Core S&P US Value ETF
IUSV
|
+$135M |
| 4 |
Credicorp
BAP
|
+$79.7M |
| 5 |
Johnson & Johnson
JNJ
|
+$53.9M |
Top Sells
| 1 |
iShares MSCI EAFE Small-Cap ETF
SCZ
|
+$170M |
| 2 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$159M |
| 3 |
Wells Fargo
WFC
|
+$113M |
| 4 |
Vanguard S&P 500 ETF
VOO
|
+$62.1M |
| 5 |
XL
XL Group Ltd.
XL
|
+$55.8M |
Sector Composition
| 1 | Technology | 14.82% |
| 2 | Financials | 13.98% |
| 3 | Healthcare | 12.24% |
| 4 | Consumer Discretionary | 8.83% |
| 5 | Industrials | 8.52% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
351
M&T Bank
MTB
$31.2B
| $54.3M | 0.05% |
330,004
+7,466
| +2% | +$1.23M |
|
|
ABB
352
DELISTED
ABB Ltd.
ABB
| $54.1M | 0.05% |
2,288,829
+24,158
| +1% | +$571K |
|
353
Comerica
CMA
$8.88B
| $53.8M | 0.05% |
596,795
-32,849
| -5% | -$2.96M |
|
354
Agilent Technologies
A
$35.8B
| $53.1M | 0.05% |
753,114
+19,216
| +3% | +$1.36M |
|
|
VAR
355
DELISTED
Varian Medical Systems, Inc.
VAR
| $52.8M | 0.05% |
471,454
-8,684
| -2% | -$972K |
|
356
Quest Diagnostics
DGX
$20.4B
| $52.7M | 0.05% |
488,574
+26,244
| +6% | +$2.83M |
|
|
SHPG
357
DELISTED
Shire pic
SHPG
| $52.7M | 0.05% |
290,606
+8,737
| +3% | +$1.58M |
|
358
Unilever
UL
$155B
| $52.7M | 0.05% |
957,800
+41,004
| +4% | +$2.25M |
|
359
Cardinal Health
CAH
$36B
| $52.6M | 0.05% |
974,624
+159,295
| +20% | +$8.6M |
|
|
COL
360
DELISTED
Rockwell Collins
COL
| $52.4M | 0.05% |
373,168
+9,156
| +3% | +$1.29M |
|
|
DCM
361
DELISTED
NTT DOCOMO, Inc.
DCM
| $52.1M | 0.05% |
1,935,317
+96,039
| +5% | +$2.58M |
|
362
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
| $52M | 0.05% |
4,105,918
+50,849
| +1% | +$644K |
|
363
Rio Tinto
RIO
$101B
| $51.9M | 0.05% |
1,017,162
-31,569
| -3% | -$1.61M |
|
364
NRG Energy
NRG
$29.5B
| $51.7M | 0.05% |
1,382,644
-145,300
| -10% | -$5.43M |
|
|
ALXN
365
DELISTED
Alexion Pharmaceuticals Inc
ALXN
| $51.5M | 0.05% |
370,709
-20,784
| -5% | -$2.89M |
|
366
Aptiv
APTV
$17.9B
| $51.4M | 0.04% |
612,639
-16,162
| -3% | -$1.36M |
|
367
Western Digital
WDC
$32.8B
| $51.3M | 0.04% |
1,160,436
-182,872
| -14% | -$8.09M |
|
368
Freeport-McMoran
FCX
$63B
| $51.3M | 0.04% |
3,687,648
-362,437
| -9% | -$5.05M |
|
369
Citizens Financial Group
CFG
$22.3B
| $51.2M | 0.04% |
1,327,260
-210,990
| -14% | -$8.14M |
|
370
Leidos
LDOS
$23B
| $50.5M | 0.04% |
730,744
-10,662
| -1% | -$737K |
|
371
Invesco
IVZ
$9.91B
| $50.4M | 0.04% |
2,204,090
+263,569
| +14% | +$6.03M |
|
372
Advanced Micro Devices
AMD
$253B
| $50.2M | 0.04% |
1,624,607
+382,883
| +31% | +$11.8M |
|
373
CenterPoint Energy
CNP
$24.5B
| $50.2M | 0.04% |
1,814,980
+118,064
| +7% | +$3.26M |
|
374
Royal Bank of Canada
RY
$203B
| $50.1M | 0.04% |
625,131
+41,773
| +7% | +$3.35M |
|
375
KT
KT
$9.64B
| $50M | 0.04% |
3,370,019
+432,357
| +15% | +$6.42M |
|