PPA
Parametric Portfolio Associates Portfolio holdings
AUM
$190B
1-Year Return
18.53%
This Quarter Return
+2.09%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$49.7B
AUM Growth
+$2.26B
(+4.8%)
Cap. Flow
+$1.74B
Cap. Flow
% of AUM
3.51%
Top 10 Holdings %
Top 10 Hldgs %
12.03%
Holding
4,142
New
144
Increased
2,398
Reduced
1,363
Closed
194
Top Buys
| 1 |
AGN
Allergan plc
AGN
|
+$79.1M |
| 2 |
First Trust Enhanced Short Maturity ETF
FTSM
|
+$77.8M |
| 3 |
Vanguard S&P 500 ETF
VOO
|
+$56.4M |
| 4 |
Vanguard FTSE Europe ETF
VGK
|
+$47.4M |
| 5 |
SPDR Dow Jones REIT ETF
RWR
|
+$45.9M |
Top Sells
| 1 |
AGN
ALLERGAN INC
AGN
|
+$131M |
| 2 |
iShares Russell Top 200 ETF
IWL
|
+$87M |
| 3 |
COV
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
|
+$67.8M |
| 4 |
First Trust Consumer Staples AlphaDEX Fund
FXG
|
+$43.6M |
| 5 |
First Trust Technology AlphaDEX Fund
FXL
|
+$43.6M |
Sector Composition
| 1 | Financials | 13.12% |
| 2 | Healthcare | 12.91% |
| 3 | Technology | 12.91% |
| 4 | Industrials | 9.01% |
| 5 | Consumer Discretionary | 8.11% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
OCR
451
DELISTED
OMNICARE INC
OCR
| $20.7M | 0.04% |
268,359
-7,576
| -3% | -$584K |
|
452
Sally Beauty Holdings
SBH
$1.44B
| $20.6M | 0.04% |
598,459
+41,827
| +8% | +$1.44M |
|
453
W.W. Grainger
GWW
$47.2B
| $20.6M | 0.04% |
87,199
-236
| -0.3% | -$55.7K |
|
454
C.H. Robinson
CHRW
$15B
| $20.6M | 0.04% |
280,754
+46,700
| +20% | +$3.42M |
|
455
Loews
L
$19.9B
| $20.4M | 0.04% |
499,205
-27,305
| -5% | -$1.11M |
|
456
Equifax
EFX
$30.3B
| $20.3M | 0.04% |
218,746
-1,907
| -0.9% | -$177K |
|
457
Textron
TXT
$14.4B
| $20.3M | 0.04% |
457,645
+23,501
| +5% | +$1.04M |
|
|
HNT
458
DELISTED
HEALTH NET INC
HNT
| $20.2M | 0.04% |
333,666
+21,154
| +7% | +$1.28M |
|
459
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.8B
| $20.2M | 0.04% |
+610,164
| New | +$20.2M |
|
460
Eastman Chemical
EMN
$7.62B
| $20.1M | 0.04% |
290,449
-5,545
| -2% | -$384K |
|
461
Dover
DOV
$24.1B
| $20.1M | 0.04% |
359,819
-10,800
| -3% | -$603K |
|
|
RENX
462
DELISTED
RELX N.V.
RENX
| $20M | 0.04% |
1,235,197
+18,395
| +2% | +$298K |
|
463
Reinsurance Group of America
RGA
$12.6B
| $19.9M | 0.04% |
213,408
+1,237
| +0.6% | +$115K |
|
464
Lam Research
LRCX
$135B
| $19.8M | 0.04% |
2,815,590
+163,340
| +6% | +$1.15M |
|
465
Rockwell Automation
ROK
$38.1B
| $19.7M | 0.04% |
170,160
+20,260
| +14% | +$2.35M |
|
466
Pitney Bowes
PBI
$1.94B
| $19.7M | 0.04% |
843,867
-22,657
| -3% | -$528K |
|
|
ANZ
467
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
| $19.7M | 0.04% |
708,061
+91,207
| +15% | +$2.53M |
|
|
AXA
468
DELISTED
AXA ADS (1 ORD SHS)
AXA
| $19.5M | 0.04% |
773,168
+43,097
| +6% | +$1.09M |
|
469
Agilent Technologies
A
$35.3B
| $19.5M | 0.04% |
469,321
+18,020
| +4% | +$749K |
|
|
VAR
470
DELISTED
Varian Medical Systems, Inc.
VAR
| $19.5M | 0.04% |
236,245
-13,679
| -5% | -$1.13M |
|
|
POM
471
DELISTED
PEPCO HOLDINGS, INC.
POM
| $19.5M | 0.04% |
725,256
+56,126
| +8% | +$1.51M |
|
472
Advance Auto Parts
AAP
$3.57B
| $19.4M | 0.04% |
129,870
+5,358
| +4% | +$802K |
|
473
Morningstar
MORN
$10.6B
| $19.4M | 0.04% |
259,171
+33,419
| +15% | +$2.5M |
|
474
BlackRock Credit Allocation Income Trust
BTZ
$1.04B
| $19.4M | 0.04% |
1,440,817
+40,857
| +3% | +$550K |
|
475
Sumitomo Mitsui Financial
SMFG
$108B
| $19.4M | 0.04% |
2,500,284
+628,520
| +34% | +$4.86M |
|