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 | |
|---|---|---|---|---|---|---|
376
Cincinnati Financial
CINF
$24B
| $31.3M | 0.05% |
418,147
+18,259
| +5% | +$1.37M |
|
377
Pinnacle West Capital
PNW
$10.6B
| $31.3M | 0.05% |
385,929
+14,235
| +4% | +$1.15M |
|
378
Campbell Soup
CPB
$10.1B
| $31.3M | 0.05% |
469,871
+10,712
| +2% | +$713K |
|
379
Equifax
EFX
$30.8B
| $31.2M | 0.05% |
243,161
-5,360
| -2% | -$688K |
|
380
Unum
UNM
$12.6B
| $31.2M | 0.05% |
980,027
-64,320
| -6% | -$2.04M |
|
|
LVLT
381
DELISTED
Level 3 Communications Inc
LVLT
| $30.5M | 0.05% |
591,699
-4,296
| -0.7% | -$221K |
|
382
CenterPoint Energy
CNP
$24.7B
| $30.4M | 0.05% |
1,267,017
+228,636
| +22% | +$5.49M |
|
|
TWO
383
Two Harbors Investment
TWO
$1.08B
| $30.1M | 0.05% |
439,375
+164,644
| +60% | +$11.3M |
|
384
Carlisle Companies
CSL
$16.9B
| $29.9M | 0.05% |
283,170
+76,018
| +37% | +$8.03M |
|
385
DaVita
DVA
$9.86B
| $29.8M | 0.05% |
385,614
+10,240
| +3% | +$792K |
|
386
Host Hotels & Resorts
HST
$12B
| $29.7M | 0.05% |
1,829,517
-208,281
| -10% | -$3.38M |
|
387
Alaska Air
ALK
$7.28B
| $29.6M | 0.05% |
507,289
-63,378
| -11% | -$3.69M |
|
|
ANDV
388
DELISTED
Andeavor
ANDV
| $29.6M | 0.05% |
394,437
-69,912
| -15% | -$5.24M |
|
389
Oneok
OKE
$45.7B
| $29.5M | 0.05% |
621,054
+24,379
| +4% | +$1.16M |
|
390
Centene
CNC
$14.2B
| $29.4M | 0.05% |
825,182
+86,044
| +12% | +$3.07M |
|
|
TYC
391
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $29.3M | 0.05% |
656,284
+41,500
| +7% | +$1.85M |
|
392
Western Union
WU
$2.86B
| $29.2M | 0.05% |
1,522,182
+44,636
| +3% | +$856K |
|
393
Telefônica Brasil
VIV
$20.1B
| $29.2M | 0.05% |
2,144,020
+136,085
| +7% | +$1.85M |
|
394
Principal Financial Group
PFG
$17.8B
| $29M | 0.05% |
705,238
+125,530
| +22% | +$5.16M |
|
395
Avery Dennison
AVY
$13.1B
| $28.9M | 0.05% |
386,899
-8,505
| -2% | -$636K |
|
396
Reinsurance Group of America
RGA
$12.8B
| $28.8M | 0.05% |
297,275
-41,196
| -12% | -$4M |
|
397
Monster Beverage
MNST
$61B
| $28.5M | 0.05% |
1,065,420
+87,690
| +9% | +$2.35M |
|
398
Markel Group
MKL
$24.2B
| $28.5M | 0.05% |
29,942
-500
| -2% | -$476K |
|
|
BBBY
399
DELISTED
Bed Bath & Beyond Inc
BBBY
| $28.3M | 0.04% |
654,963
+83,734
| +15% | +$3.62M |
|
|
BHI
400
DELISTED
Baker Hughes
BHI
| $28.3M | 0.04% |
627,176
+950
| +0.2% | +$42.9K |
|