PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
This Quarter Return
+5.02%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$47.4B
AUM Growth
+$47.4B
Cap. Flow
+$881M
Cap. Flow %
1.86%
Top 10 Hldgs %
12.24%
Holding
4,126
New
298
Increased
2,055
Reduced
1,600
Closed
127

Top Buys

1
IVV icon
iShares Core S&P 500 ETF
IVV
$188M
2
IWL icon
iShares Russell Top 200 ETF
IWL
$87M
3
VOO icon
Vanguard S&P 500 ETF
VOO
$62.5M
4
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
$43.1M
5
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
$42.8M

Top Sells

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
$202M
2
EFA icon
iShares MSCI EAFE ETF
EFA
$116M
3
KMP
KINDER MORGAN ENER PNTRS L.P.
KMP
$78M
4
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$33M
5
FXH icon
First Trust Health Care AlphaDEX Fund
FXH
$33M

Sector Composition

1 Financials 13.72%
2 Technology 12.99%
3 Healthcare 12.33%
4 Industrials 9.24%
5 Consumer Discretionary 7.66%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
PNC icon
101
PNC Financial Services
PNC
$80.7B
$89.2M 0.19%
977,213
+11,229
+1% +$1.02M
COF icon
102
Capital One
COF
$142B
$88.4M 0.19%
1,070,311
+4,860
+0.5% +$401K
IWL icon
103
iShares Russell Top 200 ETF
IWL
$1.79B
$87M 0.18%
+1,844,325
New +$87M
DUK icon
104
Duke Energy
DUK
$94.5B
$86.8M 0.18%
1,038,614
+11,408
+1% +$953K
AMAT icon
105
Applied Materials
AMAT
$124B
$86.2M 0.18%
3,460,865
+109,236
+3% +$2.72M
AGN
106
DELISTED
Allergan plc
AGN
$85.9M 0.18%
333,842
+45,281
+16% +$11.7M
KMB icon
107
Kimberly-Clark
KMB
$42.5B
$85.9M 0.18%
743,254
-346
-0% -$3.73M
DFS
108
DELISTED
Discover Financial Services
DFS
$85.5M 0.18%
1,305,022
-2,711
-0.2% -$178K
MET icon
109
MetLife
MET
$53.6B
$85.1M 0.18%
1,573,357
-202,220
-11% -$10.9M
TWC
110
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$84.7M 0.18%
556,863
+3,527
+0.6% +$536K
NVS icon
111
Novartis
NVS
$248B
$81.9M 0.17%
884,005
+62,140
+8% +$5.76M
ADP icon
112
Automatic Data Processing
ADP
$121B
$78.3M 0.17%
939,494
+70,999
+8% -$4.15M
CTSH icon
113
Cognizant
CTSH
$35.1B
$78.1M 0.16%
1,483,358
+85,059
+6% +$4.48M
TJX icon
114
TJX Companies
TJX
$155B
$77.7M 0.16%
1,133,680
+67,294
+6% +$4.62M
F icon
115
Ford
F
$46.2B
$77.1M 0.16%
4,975,461
+145,458
+3% +$2.25M
NEE icon
116
NextEra Energy, Inc.
NEE
$148B
$76.8M 0.16%
722,265
+17,367
+2% +$1.85M
SPY icon
117
SPDR S&P 500 ETF Trust
SPY
$656B
$76.5M 0.16%
372,387
-980,939
-72% -$202M
ACN icon
118
Accenture
ACN
$158B
$76.1M 0.16%
852,320
-39,102
-4% -$3.49M
TMO icon
119
Thermo Fisher Scientific
TMO
$183B
$75.8M 0.16%
604,770
+11,773
+2% +$1.48M
ETP
120
DELISTED
Energy Transfer Partners L.p.
ETP
$75.1M 0.16%
1,155,822
+174,719
+18% +$11.4M
RTN
121
DELISTED
Raytheon Company
RTN
$74M 0.16%
684,508
-22,302
-3% -$2.41M
HUM icon
122
Humana
HUM
$37.5B
$73.7M 0.16%
513,434
+40,109
+8% +$5.76M
MMP
123
DELISTED
Magellan Midstream Partners, L.P.
MMP
$73.6M 0.16%
890,672
+100,692
+13% +$8.32M
VLO icon
124
Valero Energy
VLO
$48.3B
$72.7M 0.15%
1,468,053
+199,793
+16% +$9.89M
PRU icon
125
Prudential Financial
PRU
$37.8B
$72.4M 0.15%
800,200
-43,933
-5% -$3.97M
3 4
5
6 7