PPA
Parametric Portfolio Associates Portfolio holdings
AUM
$190B
This Quarter Return
+2.09%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$49.7B
AUM Growth
+$49.7B
(+4.8%)
Cap. Flow
+$1.97B
Cap. Flow
% of AUM
3.96%
Top 10 Holdings %
Top 10 Hldgs %
12.03%
Holding
4,142
New
143
Increased
2,407
Reduced
1,358
Closed
194
Top Buys
| 1 |
AGN
Allergan plc
AGN
|
$79.1M |
| 2 |
First Trust Enhanced Short Maturity ETF
FTSM
|
$77.8M |
| 3 |
Vanguard S&P 500 ETF
VOO
|
$56.4M |
| 4 |
Vanguard FTSE Europe ETF
VGK
|
$47.4M |
| 5 |
SPDR Dow Jones REIT ETF
RWR
|
$45.9M |
Top Sells
| 1 |
AGN
ALLERGAN INC
AGN
|
$131M |
| 2 |
iShares Russell Top 200 ETF
IWL
|
$87M |
| 3 |
COV
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
|
$67.8M |
| 4 |
First Trust Consumer Staples AlphaDEX Fund
FXG
|
$43.6M |
| 5 |
First Trust Technology AlphaDEX Fund
FXL
|
$43.6M |
Sector Composition
| 1 | Financials | 13.12% |
| 2 | Healthcare | 12.91% |
| 3 | Technology | 12.91% |
| 4 | Industrials | 9.02% |
| 5 | Consumer Discretionary | 8.11% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
101
Novartis
NVS
$248B
| $90.5M | 0.18% |
918,034
+34,029
| +4% | +$3.36M |
|
102
Valero Energy
VLO
$48.3B
| $90M | 0.18% |
1,414,082
-53,971
| -4% | -$3.43M |
|
103
Capital One
COF
$142B
| $89.6M | 0.18% |
1,137,356
+67,045
| +6% | +$5.28M |
|
|
TWC
104
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $88.8M | 0.18% |
592,578
+35,715
| +6% | +$5.35M |
|
105
Accenture
ACN
$158B
| $88.8M | 0.18% |
947,908
+95,588
| +11% | +$8.96M |
|
106
Ford
F
$46.2B
| $88.2M | 0.18% |
5,462,661
+487,200
| +10% | +$7.86M |
|
|
KRFT
107
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $88.1M | 0.18% |
1,011,697
+50,089
| +5% | +$4.36M |
|
108
Cencora
COR
$57.2B
| $86M | 0.17% |
756,929
+9,015
| +1% | +$1.02M |
|
109
United Parcel Service
UPS
$72.3B
| $85.2M | 0.17% |
879,255
+19,436
| +2% | +$1.88M |
|
110
Thermo Fisher Scientific
TMO
$183B
| $84.5M | 0.17% |
629,076
+24,306
| +4% | +$3.27M |
|
|
PARA
111
DELISTED
Paramount Global Class B
PARA
| $83.6M | 0.17% |
1,378,923
+148,687
| +12% | +$9.01M |
|
112
Automatic Data Processing
ADP
$121B
| $82.6M | 0.17% |
964,902
+25,408
| +3% | +$2.18M |
|
|
AET
113
DELISTED
Aetna Inc
AET
| $82.6M | 0.17% |
775,358
+49,838
| +7% | +$5.31M |
|
114
Kimberly-Clark
KMB
$42.5B
| $82.1M | 0.17% |
766,665
+23,411
| +3% | +$2.51M |
|
|
TFCFA
115
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $81.3M | 0.16% |
2,403,676
+35,077
| +1% | +$1.19M |
|
116
Duke Energy
DUK
$94.5B
| $79.6M | 0.16% |
1,036,838
-1,776
| -0.2% | -$136K |
|
117
NextEra Energy, Inc.
NEE
$148B
| $79.4M | 0.16% |
763,086
+40,821
| +6% | +$4.25M |
|
118
Applied Materials
AMAT
$124B
| $78.9M | 0.16% |
3,496,314
+35,449
| +1% | +$800K |
|
|
119
First Trust Enhanced Short Maturity ETF
FTSM
$6.16B
| $77.8M | 0.16% |
+1,296,127
| New | +$77.8M |
|
|
RTN
120
DELISTED
Raytheon Company
RTN
| $77M | 0.16% |
705,134
+20,626
| +3% | +$2.25M |
|
121
TJX Companies
TJX
$155B
| $76.8M | 0.15% |
1,096,514
-37,166
| -3% | -$2.6M |
|
122
WisdomTree Japan Hedged Equity Fund
DXJ
$3.72B
| $76.7M | 0.15% |
1,392,070
+515,659
| +59% | +$28.4M |
|
123
MetLife
MET
$53.6B
| $76.2M | 0.15% |
1,507,961
-65,396
| -4% | -$3.31M |
|
124
Cigna
CI
$80.2B
| $74.9M | 0.15% |
578,995
-1,751
| -0.3% | -$227K |
|
125
Marathon Petroleum
MPC
$54.4B
| $74.8M | 0.15% |
730,169
-17,819
| -2% | -$1.82M |
|