PPA
Parametric Portfolio Associates Portfolio holdings
AUM
$190B
1-Year Return
18.53%
This Quarter Return
+21.79%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$130B
AUM Growth
+$21B
(+19%)
Cap. Flow
-$586M
Cap. Flow
% of AUM
-0.45%
Top 10 Holdings %
Top 10 Hldgs %
21.37%
Holding
4,121
New
202
Increased
1,660
Reduced
2,033
Closed
213
Top Buys
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$703M |
| 2 |
SPDR Gold Trust
GLD
|
+$158M |
| 3 |
AbbVie
ABBV
|
+$138M |
| 4 |
Microsoft
MSFT
|
+$123M |
| 5 |
Amazon
AMZN
|
+$98.5M |
Top Sells
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$921M |
| 2 |
AGN
Allergan plc
AGN
|
+$166M |
| 3 |
RTN
Raytheon Company
RTN
|
+$152M |
| 4 |
SPDR S&P 500 ETF Trust
SPY
|
+$140M |
| 5 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$91.1M |
Sector Composition
| 1 | Technology | 20.73% |
| 2 | Healthcare | 12.56% |
| 3 | Financials | 11.58% |
| 4 | Consumer Discretionary | 9.18% |
| 5 | Communication Services | 7.88% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
COUP
601
DELISTED
Coupa Software Incorporated
COUP
| $28.3M | 0.02% |
102,138
+19,053
| +23% | +$5.28M |
|
602
Host Hotels & Resorts
HST
$12B
| $28.2M | 0.02% |
2,615,695
-249,830
| -9% | -$2.7M |
|
603
CRH
CRH
$75.2B
| $28.2M | 0.02% |
820,702
-64,628
| -7% | -$2.22M |
|
|
MITSY
604
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
| $28.1M | 0.02% |
95,368
-13,878
| -13% | -$4.1M |
|
|
XYZ
605
Block, Inc.
XYZ
$46.2B
| $28.1M | 0.02% |
267,885
-34,810
| -12% | -$3.65M |
|
606
Williams-Sonoma
WSM
$24.8B
| $28.1M | 0.02% |
684,506
+29,210
| +4% | +$1.2M |
|
607
MPLX
MPLX
$51.1B
| $28M | 0.02% |
1,617,564
-33,712
| -2% | -$583K |
|
608
Raymond James Financial
RJF
$33.1B
| $27.9M | 0.02% |
608,078
-94,341
| -13% | -$4.33M |
|
|
NFJ
609
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.23B
| $27.8M | 0.02% |
2,488,185
+110,903
| +5% | +$1.24M |
|
610
Nomura Holdings
NMR
$21.8B
| $27.8M | 0.02% |
6,262,156
-386,638
| -6% | -$1.72M |
|
611
Annaly Capital Management
NLY
$14.2B
| $27.7M | 0.02% |
1,056,803
+126,317
| +14% | +$3.31M |
|
612
Lamb Weston
LW
$8.02B
| $27.7M | 0.02% |
432,875
-25,187
| -5% | -$1.61M |
|
613
Dr. Reddy's Laboratories
RDY
$11.9B
| $27.6M | 0.02% |
2,605,000
-716,585
| -22% | -$7.6M |
|
614
Federal Realty Investment Trust
FRT
$8.78B
| $27.6M | 0.02% |
324,111
+122,349
| +61% | +$10.4M |
|
615
Pool Corp
POOL
$12.5B
| $27.6M | 0.02% |
101,536
-9,612
| -9% | -$2.61M |
|
616
Ally Financial
ALLY
$12.7B
| $27.6M | 0.02% |
1,390,771
-522,819
| -27% | -$10.4M |
|
617
Vistra
VST
$63.7B
| $27.6M | 0.02% |
1,479,846
-18,053
| -1% | -$336K |
|
618
UDR
UDR
$12.8B
| $27.4M | 0.02% |
733,615
-3,649
| -0.5% | -$136K |
|
|
CAJ
619
DELISTED
Canon, Inc.
CAJ
| $27.3M | 0.02% |
1,368,255
-220,092
| -14% | -$4.4M |
|
|
NBL
620
DELISTED
Noble Energy, Inc.
NBL
| $27.3M | 0.02% |
3,044,818
+597,681
| +24% | +$5.36M |
|
621
Bio-Techne
TECH
$8.42B
| $27.2M | 0.02% |
411,468
+3,788
| +0.9% | +$250K |
|
622
BlackRock MuniYield Quality Fund III
MYI
$723M
| $27.1M | 0.02% |
2,084,874
+260,233
| +14% | +$3.39M |
|
623
Wabtec
WAB
$32.6B
| $27M | 0.02% |
468,908
+169,740
| +57% | +$9.77M |
|
|
SCM
624
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
| $27M | 0.02% |
513,423
-6,491
| -1% | -$341K |
|
625
Harley-Davidson
HOG
$3.77B
| $26.8M | 0.02% |
1,127,574
+246,126
| +28% | +$5.85M |
|