PPA
Parametric Portfolio Associates Portfolio holdings
AUM
$190B
This Quarter Return
+2.97%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$63.3B
AUM Growth
+$63.3B
(+2.3%)
Cap. Flow
+$572M
Cap. Flow
% of AUM
0.9%
Top 10 Holdings %
Top 10 Hldgs %
13.38%
Holding
4,111
New
139
Increased
2,053
Reduced
1,592
Closed
301
Top Buys
| 1 |
Vanguard S&P 500 ETF
VOO
|
$117M |
| 2 |
Pfizer
PFE
|
$68.8M |
| 3 |
S&P Global
SPGI
|
$54M |
| 4 |
Charter Communications
CHTR
|
$50.4M |
| 5 |
WBA
Walgreens Boots Alliance
WBA
|
$38.8M |
Top Sells
| 1 |
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
|
$133M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
$131M |
| 3 |
BXLT
BAXALTA INC COM STK (DE)
BXLT
|
$60M |
| 4 |
MHFI
MCGRAW-HILL FINANCIAL INC COM
MHFI
|
$50.5M |
| 5 |
iShares MSCI EAFE ETF
EFA
|
$46.8M |
Sector Composition
| 1 | Financials | 12.84% |
| 2 | Healthcare | 12.68% |
| 3 | Technology | 12.27% |
| 4 | Industrials | 9.04% |
| 5 | Consumer Discretionary | 8.53% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
26
Home Depot
HD
$406B
| $358M | 0.57% |
2,805,680
+16,754
| +0.6% | +$2.14M |
|
27
Coca-Cola
KO
$297B
| $344M | 0.54% |
7,586,454
+418,915
| +6% | +$19M |
|
28
Cisco
CSCO
$268B
| $343M | 0.54% |
11,971,423
+265,517
| +2% | +$7.62M |
|
29
Comcast
CMCSA
$125B
| $325M | 0.51% |
4,978,874
+133,943
| +3% | +$8.73M |
|
30
PepsiCo
PEP
$203B
| $314M | 0.5% |
2,968,416
+584
| +0% | +$61.9K |
|
31
Bank of America
BAC
$371B
| $310M | 0.49% |
23,385,311
-875,943
| -4% | -$11.6M |
|
32
Qualcomm
QCOM
$170B
| $308M | 0.49% |
5,751,367
+315,904
| +6% | +$16.9M |
|
33
Walmart
WMT
$793B
| $302M | 0.48% |
4,129,279
+295,026
| +8% | +$21.5M |
|
34
Altria Group
MO
$112B
| $296M | 0.47% |
4,296,895
+282,453
| +7% | +$19.5M |
|
35
Oracle
ORCL
$628B
| $292M | 0.46% |
7,146,156
+103,358
| +1% | +$4.23M |
|
36
Amgen
AMGN
$153B
| $273M | 0.43% |
1,791,355
+62,876
| +4% | +$9.57M |
|
37
Walt Disney
DIS
$211B
| $267M | 0.42% |
2,727,545
+54,613
| +2% | +$5.34M |
|
38
Bristol-Myers Squibb
BMY
$96.7B
| $262M | 0.41% |
3,563,989
+139,326
| +4% | +$10.2M |
|
39
CVS Health
CVS
$93B
| $261M | 0.41% |
2,721,208
-31,711
| -1% | -$3.04M |
|
40
Gilead Sciences
GILD
$140B
| $259M | 0.41% |
3,109,538
+94,597
| +3% | +$7.89M |
|
|
CELG
41
DELISTED
Celgene Corp
CELG
| $257M | 0.41% |
2,607,279
+88,047
| +3% | +$8.68M |
|
42
3M
MMM
$81B
| $254M | 0.4% |
1,449,386
+145,163
| +11% | +$25.4M |
|
43
McDonald's
MCD
$226B
| $248M | 0.39% |
2,064,527
+69,257
| +3% | +$8.33M |
|
44
Mastercard
MA
$536B
| $242M | 0.38% |
2,744,864
+144,189
| +6% | +$12.7M |
|
45
Citigroup
C
$175B
| $237M | 0.37% |
5,580,121
-431,005
| -7% | -$18.3M |
|
|
WBA
46
DELISTED
Walgreens Boots Alliance
WBA
| $226M | 0.36% |
2,718,241
+466,466
| +21% | +$38.8M |
|
|
AGN
47
DELISTED
Allergan plc
AGN
| $212M | 0.33% |
915,478
+73,655
| +9% | +$17M |
|
48
Costco
COST
$421B
| $207M | 0.33% |
1,320,147
+63,556
| +5% | +$9.98M |
|
49
iShares Russell 1000 Growth ETF
IWF
$117B
| $201M | 0.32% |
2,005,788
+105,498
| +6% | +$10.6M |
|
50
Schlumberger
SLB
$52.2B
| $197M | 0.31% |
2,495,556
+313,677
| +14% | +$24.8M |
|