PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Return 18.53%
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
+$2.21B
Cap. Flow
+$747M
Cap. Flow %
1.58%
Top 10 Hldgs %
12.24%
Holding
4,126
New
298
Increased
2,048
Reduced
1,601
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
LLL
301
DELISTED
L3 Technologies, Inc.
LLL
$32.2M 0.07%
254,738
-39,639
-13% -$5M
IGSB icon
302
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$21.6B
$32M 0.07%
609,082
+115,792
+23% +$6.09M
ES icon
303
Eversource Energy
ES
$23.6B
$32M 0.07%
597,756
+20,831
+4% +$1.11M
SE
304
DELISTED
Spectra Energy Corp Wi
SE
$32M 0.07%
881,212
-58,726
-6% -$2.13M
MTB icon
305
M&T Bank
MTB
$31.2B
$31.5M 0.07%
250,386
-14,723
-6% -$1.85M
SWK icon
306
Stanley Black & Decker
SWK
$12.1B
$31.4M 0.07%
326,700
+7,150
+2% +$687K
REGN icon
307
Regeneron Pharmaceuticals
REGN
$60.8B
$31.4M 0.07%
76,452
-165
-0.2% -$67.7K
BTI icon
308
British American Tobacco
BTI
$122B
$31.3M 0.07%
581,396
+32,794
+6% +$1.77M
BG icon
309
Bunge Global
BG
$16.9B
$31.3M 0.07%
343,769
+53,063
+18% +$4.82M
SIAL
310
DELISTED
SIGMA - ALDRICH CORP
SIAL
$31.2M 0.07%
227,506
+102,880
+83% +$14.1M
CAG icon
311
Conagra Brands
CAG
$9.23B
$31.2M 0.07%
1,104,147
+936
+0.1% +$26.4K
EA icon
312
Electronic Arts
EA
$42.2B
$31.1M 0.07%
661,763
+18,390
+3% +$865K
VRTX icon
313
Vertex Pharmaceuticals
VRTX
$102B
$31.1M 0.07%
261,774
+22,736
+10% +$2.7M
BP icon
314
BP
BP
$87.4B
$30.9M 0.07%
977,339
+3,387
+0.3% +$107K
GSK icon
315
GSK
GSK
$81.6B
$30.8M 0.06%
575,854
+136,000
+31% +$7.27M
BBY icon
316
Best Buy
BBY
$16.1B
$30.6M 0.06%
785,975
-105,495
-12% -$4.11M
ANDV
317
DELISTED
Andeavor
ANDV
$30.3M 0.06%
407,330
+129,485
+47% +$9.63M
CMS icon
318
CMS Energy
CMS
$21.4B
$30.2M 0.06%
867,654
+15,909
+2% +$553K
BSX icon
319
Boston Scientific
BSX
$159B
$30.1M 0.06%
2,272,348
-474,624
-17% -$6.29M
AES icon
320
AES
AES
$9.21B
$30M 0.06%
2,178,317
+375,285
+21% +$5.17M
HST icon
321
Host Hotels & Resorts
HST
$12B
$30M 0.06%
1,260,124
+94,608
+8% +$2.25M
PRGO icon
322
Perrigo
PRGO
$3.12B
$29.8M 0.06%
178,299
+4,253
+2% +$711K
TYC
323
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$29.6M 0.06%
644,181
-20,354
-3% -$935K
PPL icon
324
PPL Corp
PPL
$26.6B
$29.6M 0.06%
873,486
+106,599
+14% +$3.61M
PGR icon
325
Progressive
PGR
$143B
$29.3M 0.06%
1,085,686
-30,594
-3% -$826K
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