PPA
Parametric Portfolio Associates Portfolio holdings
AUM
$190B
This Quarter Return
+2.06%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$61.9B
AUM Growth
+$61.9B
(+5.6%)
Cap. Flow
+$3.06B
Cap. Flow
% of AUM
4.94%
Top 10 Holdings %
Top 10 Hldgs %
13.35%
Holding
4,154
New
210
Increased
2,490
Reduced
1,250
Closed
182
Top Buys
| 1 |
Vanguard S&P 500 ETF
VOO
|
$137M |
| 2 |
Microsoft
MSFT
|
$95.4M |
| 3 |
Meta Platforms (Facebook)
META
|
$63M |
| 4 |
Broadcom
AVGO
|
$61.2M |
| 5 |
Macy's
M
|
$60.2M |
Top Sells
| 1 |
iShares Core S&P 500 ETF
IVV
|
$114M |
| 2 |
CB
CHUBB CORPORATION
CB
|
$76M |
| 3 |
iShares MSCI Emerging Markets ETF
EEM
|
$59.9M |
| 4 |
PCP
PRECISION CASTPARTS CORP
PCP
|
$51.2M |
| 5 |
BRCM
BROADCOM CORP CL-A
BRCM
|
$48.8M |
Sector Composition
| 1 | Financials | 12.89% |
| 2 | Technology | 12.63% |
| 3 | Healthcare | 11.94% |
| 4 | Industrials | 9.02% |
| 5 | Consumer Discretionary | 8.87% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
76
Abbott
ABT
$231B
| $131M | 0.21% |
3,139,729
+33,168
| +1% | +$1.39M |
|
77
American International
AIG
$45.1B
| $131M | 0.21% |
2,420,581
-364,140
| -13% | -$19.7M |
|
78
Kroger
KR
$44.9B
| $130M | 0.21% |
3,409,601
-119,240
| -3% | -$4.56M |
|
|
RAI
79
DELISTED
Reynolds American Inc
RAI
| $128M | 0.21% |
2,538,887
+201,926
| +9% | +$10.2M |
|
80
Danaher
DHR
$147B
| $127M | 0.21% |
1,337,274
-24,347
| -2% | -$2.31M |
|
|
81
Macy's
M
$3.66B
| $126M | 0.2% |
2,854,993
+1,364,790
| +92% | +$60.2M |
|
82
DuPont de Nemours
DD
$32.2B
| $126M | 0.2% |
2,471,279
+116,624
| +5% | +$5.93M |
|
83
Lockheed Martin
LMT
$106B
| $124M | 0.2% |
560,049
-4,531
| -0.8% | -$1M |
|
84
Goldman Sachs
GS
$226B
| $123M | 0.2% |
786,225
+6,110
| +0.8% | +$959K |
|
85
Elevance Health
ELV
$71.8B
| $121M | 0.2% |
869,045
-67,788
| -7% | -$9.42M |
|
86
Exelon
EXC
$44.1B
| $119M | 0.19% |
3,324,249
+1,516,713
| +84% | +$54.4M |
|
87
Union Pacific
UNP
$133B
| $119M | 0.19% |
1,497,539
-94,341
| -6% | -$7.5M |
|
88
Colgate-Palmolive
CL
$67.9B
| $119M | 0.19% |
1,684,477
+35,043
| +2% | +$2.48M |
|
89
Valero Energy
VLO
$47.9B
| $119M | 0.19% |
1,848,143
-30,563
| -2% | -$1.96M |
|
|
EMC
90
DELISTED
EMC CORPORATION
EMC
| $118M | 0.19% |
4,425,776
+446,736
| +11% | +$11.9M |
|
|
TWX
91
DELISTED
Time Warner Inc
TWX
| $117M | 0.19% |
1,618,055
+18,515
| +1% | +$1.34M |
|
92
Simon Property Group
SPG
$59B
| $115M | 0.19% |
555,405
+42,686
| +8% | +$8.87M |
|
93
Eli Lilly
LLY
$657B
| $115M | 0.19% |
1,595,681
-123,298
| -7% | -$8.88M |
|
94
Salesforce
CRM
$242B
| $115M | 0.19% |
1,555,031
-70,057
| -4% | -$5.17M |
|
95
Automatic Data Processing
ADP
$123B
| $114M | 0.18% |
1,273,775
-125,973
| -9% | -$11.3M |
|
96
SPDR S&P 500 ETF Trust
SPY
$653B
| $112M | 0.18% |
546,552
-60,896
| -10% | -$12.5M |
|
|
97
Broadcom
AVGO
$1.4T
| $112M | 0.18% |
723,835
+396,286
| +121% | +$61.2M |
|
98
PNC Financial Services
PNC
$81.7B
| $112M | 0.18% |
1,321,496
+78,937
| +6% | +$6.68M |
|
99
Thermo Fisher Scientific
TMO
$186B
| $111M | 0.18% |
783,762
+33,480
| +4% | +$4.74M |
|
100
United Parcel Service
UPS
$72.2B
| $110M | 0.18% |
1,044,398
-36,613
| -3% | -$3.86M |
|