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 | |
|---|---|---|---|---|---|---|
|
EMD
501
Western Asset Emerging Markets Debt Fund
EMD
$607M
| $18.1M | 0.04% |
1,147,966
+141,393
| +14% | +$2.23M |
|
502
Liberty Global Class C
LBTYK
$3.99B
| $18.1M | 0.04% |
448,203
+28,560
| +7% | +$1.15M |
|
503
SPDR Bloomberg High Yield Bond ETF
JNK
$8.1B
| $18M | 0.04% |
152,927
+58,323
| +62% | +$6.86M |
|
|
CHK
504
DELISTED
Chesapeake Energy Corporation
CHK
| $18M | 0.04% |
6,347
-928
| -13% | -$2.63M |
|
505
Community Health Systems
CYH
$409M
| $17.8M | 0.04% |
412,467
-4,273
| -1% | -$185K |
|
|
BF
506
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
| $17.7M | 0.04% |
178,398
-15,708
| -8% | -$1.56M |
|
507
AstraZeneca
AZN
$251B
| $17.7M | 0.04% |
517,874
+38,776
| +8% | +$1.33M |
|
|
CS
508
DELISTED
Credit Suisse Group
CS
| $17.7M | 0.04% |
657,597
+144,745
| +28% | +$3.9M |
|
509
Expedia Group
EXPE
$26.7B
| $17.7M | 0.04% |
188,063
+2,759
| +1% | +$260K |
|
510
Avery Dennison
AVY
$12.8B
| $17.7M | 0.04% |
334,493
+54,132
| +19% | +$2.86M |
|
|
MWV
511
DELISTED
MEADWESTVACO CORP
MWV
| $17.7M | 0.04% |
354,558
-13,189
| -4% | -$658K |
|
512
The Mosaic Company
MOS
$10.6B
| $17.7M | 0.04% |
383,875
+84,151
| +28% | +$3.88M |
|
|
RAD
513
DELISTED
Rite Aid Corporation
RAD
| $17.6M | 0.04% |
101,479
-33,895
| -25% | -$5.89M |
|
|
HCF
514
DELISTED
NEXPOINT CREDIT STRATEGIES FUND
HCF
| $17.5M | 0.04% |
1,439,649
-46,236
| -3% | -$563K |
|
515
Leggett & Platt
LEG
$1.35B
| $17.5M | 0.04% |
380,102
-2,738
| -0.7% | -$126K |
|
|
DNY
516
DELISTED
DONNELLEY R R & SONS CO
DNY
| $17.5M | 0.04% |
909,957
-105,331
| -10% | -$2.02M |
|
517
Idexx Laboratories
IDXX
$51B
| $17.4M | 0.04% |
225,658
-36,732
| -14% | -$2.84M |
|
518
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.75B
| $17.4M | 0.04% |
1,792,802
+30,052
| +2% | +$292K |
|
|
TRW
519
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $17.4M | 0.04% |
165,661
-9,149
| -5% | -$959K |
|
520
TechnipFMC
FTI
$16.8B
| $17.3M | 0.03% |
630,013
-146,961
| -19% | -$4.05M |
|
521
Comerica
CMA
$8.9B
| $17.3M | 0.03% |
383,838
+43,813
| +13% | +$1.98M |
|
522
Newmont
NEM
$86.2B
| $17.3M | 0.03% |
796,434
+172,633
| +28% | +$3.75M |
|
523
Illumina
ILMN
$14.7B
| $17.3M | 0.03% |
95,611
+4,898
| +5% | +$885K |
|
|
NPM
524
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
| $17.2M | 0.03% |
1,212,313
+2,023
| +0.2% | +$28.7K |
|
525
Unilever
UL
$154B
| $17.2M | 0.03% |
412,263
+44,354
| +12% | +$1.85M |
|