PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Return 18.53%
This Quarter Return
+5.02%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$47.4B
AUM Growth
+$2.21B
Cap. Flow
+$747M
Cap. Flow %
1.58%
Top 10 Hldgs %
12.24%
Holding
4,126
New
298
Increased
2,048
Reduced
1,601
Closed
127

Top Buys

1
IVV icon
iShares Core S&P 500 ETF
IVV
$188M
2
IWL icon
iShares Russell Top 200 ETF
IWL
$87M
3
VOO icon
Vanguard S&P 500 ETF
VOO
$62.5M
4
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
$43.1M
5
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
$42.8M

Top Sells

1
SPY icon
SPDR S&P 500 ETF Trust
SPY
$202M
2
EFA icon
iShares MSCI EAFE ETF
EFA
$116M
3
KMP
KINDER MORGAN ENER PNTRS L.P.
KMP
$78M
4
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$33M
5
FXH icon
First Trust Health Care AlphaDEX Fund
FXH
$33M

Sector Composition

1 Financials 13.72%
2 Technology 12.99%
3 Healthcare 12.33%
4 Industrials 9.24%
5 Consumer Discretionary 7.66%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
MORN icon
576
Morningstar
MORN
$10.8B
$14.6M 0.03%
225,752
-34,863
-13% -$2.26M
PZE
577
DELISTED
Petrobras Argentina S A
PZE
$14.6M 0.03%
2,951,462
-57,875
-2% -$286K
DGX icon
578
Quest Diagnostics
DGX
$20.5B
$14.6M 0.03%
217,072
-88,188
-29% -$5.91M
AVY icon
579
Avery Dennison
AVY
$13.1B
$14.5M 0.03%
280,361
-14,017
-5% -$727K
NAVI icon
580
Navient
NAVI
$1.37B
$14.5M 0.03%
670,195
+22,585
+3% +$488K
SYT
581
DELISTED
Syngenta Ag
SYT
$14.4M 0.03%
224,847
-63,271
-22% -$4.06M
SBAC icon
582
SBA Communications
SBAC
$21.2B
$14.4M 0.03%
129,997
+9,657
+8% +$1.07M
CTXS
583
DELISTED
Citrix Systems Inc
CTXS
$14.4M 0.03%
283,221
-4,875
-2% -$248K
NTES icon
584
NetEase
NTES
$85B
$14.4M 0.03%
723,960
-58,155
-7% -$1.15M
LM
585
DELISTED
Legg Mason, Inc.
LM
$14.3M 0.03%
267,671
+23,280
+10% +$1.24M
ACGL icon
586
Arch Capital
ACGL
$34.1B
$14.3M 0.03%
724,047
+51,465
+8% +$1.01M
GGP
587
DELISTED
GGP Inc.
GGP
$14.2M 0.03%
505,955
+70,273
+16% +$1.98M
PNW icon
588
Pinnacle West Capital
PNW
$10.6B
$14.2M 0.03%
207,615
+3,972
+2% +$271K
AVT icon
589
Avnet
AVT
$4.49B
$14.1M 0.03%
328,514
-1,189
-0.4% -$51.2K
EPC icon
590
Edgewell Personal Care
EPC
$1.09B
$14M 0.03%
146,844
-16,335
-10% -$1.56M
HA
591
DELISTED
Hawaiian Holdings, Inc.
HA
$14M 0.03%
537,153
+37,125
+7% +$967K
AVGO icon
592
Broadcom
AVGO
$1.58T
$14M 0.03%
1,389,450
+161,150
+13% +$1.62M
SWKS icon
593
Skyworks Solutions
SWKS
$11.2B
$14M 0.03%
191,942
-71,626
-27% -$5.21M
ADT
594
DELISTED
ADT CORP
ADT
$13.9M 0.03%
384,932
-5,476
-1% -$198K
PBR.A icon
595
Petrobras Class A
PBR.A
$72.8B
$13.9M 0.03%
1,839,690
-51,025
-3% -$387K
TEG
596
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
$13.9M 0.03%
179,127
-1,932
-1% -$150K
XLNX
597
DELISTED
Xilinx Inc
XLNX
$13.9M 0.03%
320,816
+26,371
+9% +$1.14M
RCL icon
598
Royal Caribbean
RCL
$95.7B
$13.8M 0.03%
167,671
+24,833
+17% +$2.05M
RSG icon
599
Republic Services
RSG
$71.7B
$13.7M 0.03%
341,018
+58,800
+21% +$2.37M
EW icon
600
Edwards Lifesciences
EW
$47.5B
$13.7M 0.03%
645,648
+105,444
+20% +$2.24M
22 23
24
25 26