PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Return 18.53%
This Quarter Return
+5.18%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$44.4B
AUM Growth
+$2.24B
Cap. Flow
+$305M
Cap. Flow %
0.69%
Top 10 Hldgs %
11.99%
Holding
3,994
New
152
Increased
2,134
Reduced
1,420
Closed
264

Top Buys

1
VOO icon
Vanguard S&P 500 ETF
VOO
$157M
2
IVV icon
iShares Core S&P 500 ETF
IVV
$34.5M
3
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
$30.4M
4
FXG icon
First Trust Consumer Staples AlphaDEX Fund
FXG
$29.5M
5
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$29.1M

Top Sells

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
$78.3M
2
IWO icon
iShares Russell 2000 Growth ETF
IWO
$43.5M
3
BND icon
Vanguard Total Bond Market
BND
$31M
4
BAC icon
Bank of America
BAC
$24.3M
5
EBAY icon
eBay
EBAY
$20.2M

Sector Composition

1 Financials 13.91%
2 Technology 12.56%
3 Healthcare 11.59%
4 Energy 9.8%
5 Industrials 9.48%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
BBN icon
3451
BlackRock Taxable Municipal Bond Trust
BBN
$1.02B
– –
-49,864
Closed -$1.01M
BGT icon
3452
BlackRock Floating Rate Income Trust
BGT
$317M
– –
-23,544
Closed -$335K
BIL icon
3453
SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$41.9B
– –
-3,790
Closed -$347K
BRX icon
3454
Brixmor Property Group
BRX
$8.61B
– –
-18,425
Closed -$393K
BXC icon
3455
BlueLinx
BXC
$669M
– –
-1,679
Closed -$22K
BBBY
3456
Bed Bath & Beyond, Inc.
BBBY
$503M
– –
-13,143
Closed -$214K
CCM
3457
Concord Medical Services
CCM
$22.7M
– –
-1,292
Closed -$98K
CERS icon
3458
Cerus
CERS
$255M
– –
-17,590
Closed -$84K
CEVA icon
3459
CEVA Inc
CEVA
$534M
– –
-25,039
Closed -$440K
CLNE icon
3460
Clean Energy Fuels
CLNE
$559M
– –
-13,995
Closed -$125K
CORT icon
3461
Corcept Therapeutics
CORT
$7.31B
– –
-29,555
Closed -$129K
CWCO icon
3462
Consolidated Water Co
CWCO
$534M
– –
-15,864
Closed -$209K
DBEF icon
3463
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$7.97B
– –
-237,486
Closed -$6.44M
DBL
3464
DoubleLine Opportunistic Credit Fund
DBL
$295M
– –
-32,286
Closed -$747K
DHT icon
3465
DHT Holdings
DHT
$1.97B
– –
-21,341
Closed -$166K
DRD
3466
DRDGold
DRD
$1.78B
– –
-17,645
Closed -$66K
DSM
3467
BNY Mellon Strategic Municipal Bond Fund
DSM
$280M
– –
-48,092
Closed -$375K
DVAX icon
3468
Dynavax Technologies
DVAX
$1.17B
– –
-1,138
Closed -$21K
DXJ icon
3469
WisdomTree Japan Hedged Equity Fund
DXJ
$3.77B
– –
-162,703
Closed -$7.7M
EBR icon
3470
Eletrobras Common Shares
EBR
$18.6B
– –
-552,654
Closed -$1.57M
EGO icon
3471
Eldorado Gold
EGO
$5.12B
– –
-4,945
Closed -$138K
EMB icon
3472
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13.4B
– –
-68,851
Closed -$7.67M
EMLC icon
3473
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$3.67B
– –
-160,777
Closed -$7.58M
ENPH icon
3474
Enphase Energy
ENPH
$4.78B
– –
-15,798
Closed -$116K
EOS
3475
Eaton Vance Enhance Equity Income Fund II
EOS
$1.28B
– –
-466,713
Closed -$6.17M
137 138
139
140 141