PPA
Parametric Portfolio Associates Portfolio holdings
AUM
$190B
1-Year Return
18.53%
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
+$1.41B
(+2.3%)
Cap. Flow
+$535M
Cap. Flow
% of AUM
0.85%
Top 10 Holdings %
Top 10 Hldgs %
13.38%
Holding
4,111
New
138
Increased
2,049
Reduced
1,596
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 | |
|---|---|---|---|---|---|---|
|
MRO
301
DELISTED
Marathon Oil Corporation
MRO
| $41.9M | 0.07% |
2,792,594
+438,336
| +19% | +$6.58M |
|
302
VeriSign
VRSN
$26.2B
| $41.8M | 0.07% |
483,136
+8,126
| +2% | +$703K |
|
303
Stanley Black & Decker
SWK
$12.1B
| $41.6M | 0.07% |
373,859
+16,891
| +5% | +$1.88M |
|
304
Zoetis
ZTS
$67.9B
| $41.2M | 0.07% |
867,477
-86,954
| -9% | -$4.13M |
|
305
Annaly Capital Management
NLY
$14.2B
| $40.6M | 0.06% |
917,929
+344,307
| +60% | +$15.2M |
|
306
Lear
LEA
$5.91B
| $40.4M | 0.06% |
580,151
+16,718
| +3% | +$1.16M |
|
307
Quest Diagnostics
DGX
$20.5B
| $40.4M | 0.06% |
496,198
+14,661
| +3% | +$1.19M |
|
308
DTE Energy
DTE
$28.4B
| $40.3M | 0.06% |
477,420
+10,805
| +2% | +$911K |
|
309
Enterprise Products Partners
EPD
$68.6B
| $40M | 0.06% |
1,368,529
-126,887
| -8% | -$3.71M |
|
310
Huntington Ingalls Industries
HII
$10.6B
| $39.9M | 0.06% |
237,170
+9,484
| +4% | +$1.59M |
|
311
KeyCorp
KEY
$20.8B
| $39.6M | 0.06% |
3,583,396
+300,485
| +9% | +$3.32M |
|
312
Edwards Lifesciences
EW
$47.5B
| $39.5M | 0.06% |
1,188,561
+15,768
| +1% | +$524K |
|
|
MMP
313
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $39.5M | 0.06% |
519,333
-76,855
| -13% | -$5.84M |
|
|
IM
314
DELISTED
Ingram Micro
IM
| $39.3M | 0.06% |
1,130,594
-45,095
| -4% | -$1.57M |
|
315
Liberty Global Class A
LBTYA
$4.05B
| $39.2M | 0.06% |
1,347,216
-224,816
| -14% | -$6.53M |
|
316
Reliance Steel & Aluminium
RS
$15.7B
| $39.1M | 0.06% |
508,940
-48,665
| -9% | -$3.74M |
|
317
Marriott International Class A Common Stock
MAR
$71.9B
| $39.1M | 0.06% |
588,462
-15,842
| -3% | -$1.05M |
|
318
Assurant
AIZ
$10.7B
| $39.1M | 0.06% |
453,104
+1,530
| +0.3% | +$132K |
|
319
Vertex Pharmaceuticals
VRTX
$102B
| $39M | 0.06% |
453,761
-87,469
| -16% | -$7.52M |
|
320
Freeport-McMoran
FCX
$66.5B
| $38.9M | 0.06% |
3,491,984
+795,312
| +29% | +$8.86M |
|
321
Carnival Corp
CCL
$42.8B
| $38.8M | 0.06% |
878,894
+78,355
| +10% | +$3.46M |
|
322
Western Digital
WDC
$31.9B
| $38.7M | 0.06% |
1,084,717
+206,585
| +24% | +$7.38M |
|
323
FirstEnergy
FE
$25.1B
| $37.9M | 0.06% |
1,085,728
+181,260
| +20% | +$6.33M |
|
|
HES
324
DELISTED
Hess
HES
| $37.9M | 0.06% |
630,271
+82,701
| +15% | +$4.97M |
|
325
Moody's
MCO
$89.5B
| $37.7M | 0.06% |
402,143
-173,747
| -30% | -$16.3M |
|