PPA
Parametric Portfolio Associates Portfolio holdings
AUM
$190B
This Quarter Return
+2.97%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$63.3B
AUM Growth
+$63.3B
(+2.3%)
Cap. Flow
+$572M
Cap. Flow
% of AUM
0.9%
Top 10 Holdings %
Top 10 Hldgs %
13.38%
Holding
4,111
New
139
Increased
2,053
Reduced
1,592
Closed
301
Top Buys
| 1 |
Vanguard S&P 500 ETF
VOO
|
$117M |
| 2 |
Pfizer
PFE
|
$68.8M |
| 3 |
S&P Global
SPGI
|
$54M |
| 4 |
Charter Communications
CHTR
|
$50.4M |
| 5 |
WBA
Walgreens Boots Alliance
WBA
|
$38.8M |
Top Sells
| 1 |
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
|
$133M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
$131M |
| 3 |
BXLT
BAXALTA INC COM STK (DE)
BXLT
|
$60M |
| 4 |
MHFI
MCGRAW-HILL FINANCIAL INC COM
MHFI
|
$50.5M |
| 5 |
iShares MSCI EAFE ETF
EFA
|
$46.8M |
Sector Composition
| 1 | Financials | 12.84% |
| 2 | Healthcare | 12.68% |
| 3 | Technology | 12.27% |
| 4 | Industrials | 9.04% |
| 5 | Consumer Discretionary | 8.53% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
ESRX
101
DELISTED
Express Scripts Holding Company
ESRX
| $117M | 0.19% |
1,549,866
+137,343
| +10% | +$10.4M |
|
102
Target
TGT
$42B
| $116M | 0.18% |
1,666,179
-204,824
| -11% | -$14.3M |
|
103
Intercontinental Exchange
ICE
$100B
| $116M | 0.18% |
453,527
+68,672
| +18% | +$17.6M |
|
104
NextEra Energy, Inc.
NEE
$148B
| $115M | 0.18% |
885,226
+56,110
| +7% | +$7.32M |
|
105
Southern Company
SO
$101B
| $114M | 0.18% |
2,128,782
+112,601
| +6% | +$6.04M |
|
106
American Electric Power
AEP
$58.8B
| $114M | 0.18% |
1,628,485
+20,116
| +1% | +$1.41M |
|
107
SPDR S&P 500 ETF Trust
SPY
$656B
| $114M | 0.18% |
544,280
-2,272
| -0.4% | -$476K |
|
108
ConocoPhillips
COP
$118B
| $113M | 0.18% |
2,602,215
+200,456
| +8% | +$8.74M |
|
|
AET
109
DELISTED
Aetna Inc
AET
| $113M | 0.18% |
927,327
-27,857
| -3% | -$3.4M |
|
|
RTN
110
DELISTED
Raytheon Company
RTN
| $113M | 0.18% |
830,645
+40,280
| +5% | +$5.48M |
|
111
Chubb
CB
$111B
| $110M | 0.17% |
841,554
+2,321
| +0.3% | +$303K |
|
112
US Bancorp
USB
$75.5B
| $110M | 0.17% |
2,721,112
+52,496
| +2% | +$2.12M |
|
113
Adobe
ADBE
$148B
| $109M | 0.17% |
1,137,647
+130,242
| +13% | +$12.5M |
|
114
Illinois Tool Works
ITW
$76.2B
| $108M | 0.17% |
1,040,453
+23,043
| +2% | +$2.4M |
|
115
EOG Resources
EOG
$65.8B
| $108M | 0.17% |
1,292,293
+28,790
| +2% | +$2.4M |
|
116
Becton Dickinson
BDX
$54.3B
| $107M | 0.17% |
628,240
+148,292
| +31% | +$25.1M |
|
117
Goldman Sachs
GS
$221B
| $106M | 0.17% |
715,993
-70,232
| -9% | -$10.4M |
|
118
PNC Financial Services
PNC
$80.7B
| $106M | 0.17% |
1,306,061
-15,435
| -1% | -$1.26M |
|
119
Caterpillar
CAT
$194B
| $106M | 0.17% |
1,397,787
+48,002
| +4% | +$3.64M |
|
|
QVCGA
120
QVC Group, Inc. Series A Common Stock
QVCGA
$65.8M
| $106M | 0.17% |
4,170,135
+707,636
| +20% | +$18M |
|
121
Public Service Enterprise Group
PEG
$40.6B
| $104M | 0.16% |
2,228,784
+73,172
| +3% | +$3.41M |
|
122
Equinix
EQIX
$74.6B
| $103M | 0.16% |
266,000
+9,511
| +4% | +$3.69M |
|
|
DD
123
DELISTED
Du Pont De Nemours E I
DD
| $102M | 0.16% |
1,576,098
+42,484
| +3% | +$2.75M |
|
124
Broadcom
AVGO
$1.42T
| $101M | 0.16% |
651,038
-72,797
| -10% | -$11.3M |
|
125
Omnicom Group
OMC
$15B
| $98.3M | 0.16% |
1,206,444
-4,608
| -0.4% | -$376K |
|