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 | |
|---|---|---|---|---|---|---|
101
Eli Lilly
LLY
$660B
| $128M | 0.18% |
1,744,046
+141,982
| +9% | +$10.4M |
|
102
PNC Financial Services
PNC
$80.5B
| $128M | 0.18% |
1,096,265
-177,127
| -14% | -$20.7M |
|
103
Target
TGT
$41.7B
| $127M | 0.18% |
1,763,243
+50,956
| +3% | +$3.68M |
|
|
DD
104
DELISTED
Du Pont De Nemours E I
DD
| $127M | 0.18% |
1,729,073
+77,761
| +5% | +$5.71M |
|
|
RAI
105
DELISTED
Reynolds American Inc
RAI
| $126M | 0.18% |
2,255,470
-254,535
| -10% | -$14.3M |
|
106
EOG Resources
EOG
$66.8B
| $126M | 0.18% |
1,246,123
-61,080
| -5% | -$6.18M |
|
107
Intuit
INTU
$186B
| $124M | 0.17% |
1,081,677
+14,519
| +1% | +$1.66M |
|
|
AGN
108
DELISTED
Allergan plc
AGN
| $124M | 0.17% |
589,062
-315,822
| -35% | -$66.3M |
|
|
AET
109
DELISTED
Aetna Inc
AET
| $123M | 0.17% |
992,262
+27,390
| +3% | +$3.4M |
|
110
Abbott
ABT
$228B
| $122M | 0.17% |
3,185,894
+12,135
| +0.4% | +$466K |
|
111
Kraft Heinz
KHC
$31.2B
| $121M | 0.17% |
1,380,067
+2,048
| +0.1% | +$179K |
|
112
Applied Materials
AMAT
$125B
| $120M | 0.17% |
3,724,772
+57,051
| +2% | +$1.84M |
|
113
Capital One
COF
$142B
| $120M | 0.17% |
1,377,181
+45,247
| +3% | +$3.95M |
|
114
Adobe
ADBE
$146B
| $120M | 0.17% |
1,166,361
-2,437
| -0.2% | -$251K |
|
115
Crown Castle
CCI
$42.9B
| $120M | 0.17% |
1,379,268
-379,779
| -22% | -$33M |
|
116
International Paper
IP
$25.8B
| $119M | 0.17% |
2,239,744
+376,952
| +20% | +$20M |
|
117
Chubb
CB
$110B
| $119M | 0.17% |
898,511
+47,251
| +6% | +$6.24M |
|
118
Thermo Fisher Scientific
TMO
$183B
| $118M | 0.16% |
838,318
-6,898
| -0.8% | -$973K |
|
119
Kimberly-Clark
KMB
$42.5B
| $118M | 0.16% |
1,034,607
+63,160
| +7% | +$7.21M |
|
120
iShares Core US Aggregate Bond ETF
AGG
$130B
| $118M | 0.16% |
1,092,183
+531,580
| +95% | +$57.4M |
|
121
eBay
EBAY
$40.8B
| $117M | 0.16% |
3,948,788
-1,247,707
| -24% | -$37M |
|
122
HP
HPQ
$26.7B
| $114M | 0.16% |
7,698,007
+379,861
| +5% | +$5.64M |
|
123
Marathon Petroleum
MPC
$54.4B
| $112M | 0.16% |
2,222,191
-67,158
| -3% | -$3.38M |
|
124
Halliburton
HAL
$18.6B
| $112M | 0.16% |
2,064,827
+115,691
| +6% | +$6.26M |
|
125
Aflac
AFL
$56.4B
| $111M | 0.16% |
1,601,365
-129,532
| -7% | -$9.02M |
|