PPA
Parametric Portfolio Associates Portfolio holdings
AUM
$190B
This Quarter Return
+4.86%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$71.8B
AUM Growth
+$71.8B
(+7.8%)
Cap. Flow
+$3.24B
Cap. Flow
% of AUM
4.5%
Top 10 Holdings %
Top 10 Hldgs %
13.71%
Holding
3,927
New
158
Increased
1,870
Reduced
1,716
Closed
153
Top Buys
| 1 |
iShares Core S&P 500 ETF
IVV
|
$223M |
| 2 |
iShares Russell 2000 ETF
IWM
|
$197M |
| 3 |
iShares Russell 1000 Value ETF
IWD
|
$187M |
| 4 |
SPDR S&P 500 ETF Trust
SPY
|
$186M |
| 5 |
United Parcel Service
UPS
|
$161M |
Top Sells
| 1 |
AGN
Allergan plc
AGN
|
$66.3M |
| 2 |
SPDR Dow Jones REIT ETF
RWR
|
$59.8M |
| 3 |
Visa
V
|
$52.3M |
| 4 |
Petrobras Class A
PBR.A
|
$46.5M |
| 5 |
Alcoa
AA
|
$44.9M |
Sector Composition
| 1 | Financials | 14.69% |
| 2 | Technology | 12.71% |
| 3 | Healthcare | 11.07% |
| 4 | Industrials | 9.5% |
| 5 | Consumer Discretionary | 8.13% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
26
Merck
MRK
$212B
| $416M | 0.58% |
7,058,308
+276,711
| +4% | +$16.3M |
|
27
Comcast
CMCSA
$124B
| $406M | 0.57% |
5,879,651
+771,561
| +15% | +$53.3M |
|
28
Citigroup
C
$175B
| $395M | 0.55% |
6,644,585
+733,927
| +12% | +$43.6M |
|
29
Cisco
CSCO
$267B
| $393M | 0.55% |
12,989,740
+784,270
| +6% | +$23.7M |
|
30
Home Depot
HD
$406B
| $388M | 0.54% |
2,897,089
+51,368
| +2% | +$6.89M |
|
31
PepsiCo
PEP
$203B
| $359M | 0.5% |
3,433,787
+305,621
| +10% | +$32M |
|
32
Coca-Cola
KO
$295B
| $351M | 0.49% |
8,458,682
+715,247
| +9% | +$29.7M |
|
33
Philip Morris
PM
$257B
| $332M | 0.46% |
3,632,341
-246,355
| -6% | -$22.5M |
|
34
Qualcomm
QCOM
$170B
| $329M | 0.46% |
5,041,537
-624,015
| -11% | -$40.7M |
|
35
3M
MMM
$81.2B
| $325M | 0.45% |
1,818,482
+307,101
| +20% | +$54.8M |
|
36
Walmart
WMT
$782B
| $318M | 0.44% |
4,601,751
+174,279
| +4% | +$12M |
|
37
Oracle
ORCL
$631B
| $312M | 0.43% |
8,104,775
+761,484
| +10% | +$29.3M |
|
|
38
SPDR S&P 500 ETF Trust
SPY
$656B
| $308M | 0.43% |
1,379,131
+834,257
| +153% | +$186M |
|
39
Walt Disney
DIS
$210B
| $297M | 0.41% |
2,845,790
+130,062
| +5% | +$13.6M |
|
|
40
United Parcel Service
UPS
$72.3B
| $295M | 0.41% |
2,573,773
+1,403,241
| +120% | +$161M |
|
41
Altria Group
MO
$112B
| $287M | 0.4% |
4,251,105
-68,360
| -2% | -$4.62M |
|
42
Mastercard
MA
$535B
| $280M | 0.39% |
2,707,200
-59,935
| -2% | -$6.19M |
|
43
Amgen
AMGN
$154B
| $272M | 0.38% |
1,860,876
-31,177
| -2% | -$4.56M |
|
|
CELG
44
DELISTED
Celgene Corp
CELG
| $260M | 0.36% |
2,245,768
-302,420
| -12% | -$35M |
|
45
McDonald's
MCD
$224B
| $258M | 0.36% |
2,121,218
-18,260
| -0.9% | -$2.22M |
|
46
Texas Instruments
TXN
$181B
| $243M | 0.34% |
3,325,702
+441,955
| +15% | +$32.2M |
|
47
CVS Health
CVS
$92.9B
| $242M | 0.34% |
3,063,593
+318,364
| +12% | +$25.1M |
|
|
48
iShares Russell 2000 ETF
IWM
$66.7B
| $237M | 0.33% |
1,758,123
+1,462,588
| +495% | +$197M |
|
49
Gilead Sciences
GILD
$140B
| $236M | 0.33% |
3,299,577
+287,089
| +10% | +$20.6M |
|
50
Schlumberger
SLB
$52.4B
| $222M | 0.31% |
2,648,493
+60,159
| +2% | +$5.05M |
|