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 | |
|---|---|---|---|---|---|---|
76
US Bancorp
USB
$75.6B
| $156M | 0.22% |
3,040,203
+345,499
| +13% | +$17.7M |
|
77
DuPont de Nemours
DD
$31.7B
| $153M | 0.21% |
2,676,357
+4,796
| +0.2% | +$274K |
|
78
Delta Air Lines
DAL
$40.8B
| $150M | 0.21% |
3,056,345
+475,479
| +18% | +$23.4M |
|
79
Kroger
KR
$44.7B
| $147M | 0.2% |
4,254,446
+405,420
| +11% | +$14M |
|
80
Becton Dickinson
BDX
$52.8B
| $146M | 0.2% |
883,593
+194,237
| +28% | +$32.2M |
|
81
Colgate-Palmolive
CL
$67.2B
| $146M | 0.2% |
2,229,466
+300,584
| +16% | +$19.7M |
|
82
TJX Companies
TJX
$155B
| $146M | 0.2% |
1,941,837
+429,234
| +28% | +$32.2M |
|
83
Mondelez International
MDLZ
$78.3B
| $146M | 0.2% |
3,286,212
-345,494
| -10% | -$15.3M |
|
84
Northrop Grumman
NOC
$82.8B
| $144M | 0.2% |
617,283
-70,599
| -10% | -$16.4M |
|
85
General Motors
GM
$55.6B
| $143M | 0.2% |
4,108,647
-602,546
| -13% | -$21M |
|
86
Automatic Data Processing
ADP
$121B
| $141M | 0.2% |
1,368,896
+38,209
| +3% | +$3.93M |
|
87
Exelon
EXC
$43.5B
| $138M | 0.19% |
3,902,045
+248,193
| +7% | +$8.81M |
|
88
Lockheed Martin
LMT
$104B
| $137M | 0.19% |
549,702
+88,504
| +19% | +$22.1M |
|
89
PayPal
PYPL
$66.1B
| $137M | 0.19% |
3,478,870
-871,157
| -20% | -$34.4M |
|
90
Occidental Petroleum
OXY
$45.8B
| $137M | 0.19% |
1,919,094
-42,707
| -2% | -$3.04M |
|
91
Phillips 66
PSX
$52.7B
| $133M | 0.19% |
1,541,631
-39,978
| -3% | -$3.45M |
|
92
American Express
AXP
$228B
| $133M | 0.19% |
1,797,458
+109,869
| +7% | +$8.14M |
|
93
Valero Energy
VLO
$48.2B
| $133M | 0.18% |
1,940,755
+17,153
| +0.9% | +$1.17M |
|
94
Broadcom
AVGO
$1.42T
| $131M | 0.18% |
742,307
+61,720
| +9% | +$10.9M |
|
|
DFS
95
DELISTED
Discover Financial Services
DFS
| $131M | 0.18% |
1,811,775
+194,212
| +12% | +$14M |
|
96
Illinois Tool Works
ITW
$76.2B
| $131M | 0.18% |
1,066,259
+16,786
| +2% | +$2.06M |
|
|
RTN
97
DELISTED
Raytheon Company
RTN
| $130M | 0.18% |
918,029
+93,806
| +11% | +$13.3M |
|
98
Netflix
NFLX
$514B
| $130M | 0.18% |
1,048,005
+122,935
| +13% | +$15.2M |
|
99
Medtronic
MDT
$119B
| $130M | 0.18% |
1,819,461
-151,738
| -8% | -$10.8M |
|
100
Duke Energy
DUK
$94.1B
| $129M | 0.18% |
1,656,236
+129,774
| +9% | +$10.1M |
|