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 9.23%
5 Consumer Discretionary 7.66%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
JLL icon
626
Jones Lang LaSalle
JLL
$14.5B
$12.9M 0.03%
85,940
+11,781
+16% +$1.77M
CS
627
DELISTED
Credit Suisse Group
CS
$12.9M 0.03%
512,852
+32,148
+7% +$806K
ATVI
628
DELISTED
Activision Blizzard Inc.
ATVI
$12.8M 0.03%
633,319
+92,458
+17% +$1.86M
ALV icon
629
Autoliv
ALV
$9.66B
$12.7M 0.03%
166,470
+4,139
+3% +$316K
BOE icon
630
BlackRock Enhanced Global Dividend Trust
BOE
$646M
$12.7M 0.03%
965,680
+167,079
+21% +$2.19M
HAS icon
631
Hasbro
HAS
$11B
$12.7M 0.03%
230,050
-996
-0.4% -$54.8K
KLAC icon
632
KLA
KLAC
$121B
$12.6M 0.03%
179,608
+10,449
+6% +$735K
TFCF
633
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$12.6M 0.03%
341,756
-36,223
-10% -$1.34M
KEX icon
634
Kirby Corp
KEX
$4.9B
$12.6M 0.03%
156,068
-1,589
-1% -$128K
ORAN
635
DELISTED
Orange
ORAN
$12.6M 0.03%
742,984
+36,490
+5% +$617K
AV
636
DELISTED
Aviva Plc
AV
$12.5M 0.03%
841,677
+74,786
+10% +$1.11M
AME icon
637
Ametek
AME
$43.3B
$12.5M 0.03%
237,066
+21,239
+10% +$1.12M
ESS icon
638
Essex Property Trust
ESS
$17.3B
$12.5M 0.03%
60,346
+5,410
+10% +$1.12M
WAT icon
639
Waters Corp
WAT
$17.9B
$12.4M 0.03%
110,353
-3,477
-3% -$392K
EQT icon
640
EQT Corp
EQT
$31.4B
$12.4M 0.03%
301,698
+31,789
+12% +$1.31M
HYT icon
641
BlackRock Corporate High Yield Fund
HYT
$1.47B
$12.4M 0.03%
1,088,066
+16,754
+2% +$191K
LBTYA icon
642
Liberty Global Class A
LBTYA
$3.94B
$12.4M 0.03%
298,844
+6,843
+2% +$283K
HUN icon
643
Huntsman Corp
HUN
$1.95B
$12.4M 0.03%
542,207
-23,683
-4% -$539K
ITC
644
DELISTED
ITC HOLDINGS CORP
ITC
$12.3M 0.03%
305,387
+5,783
+2% +$234K
CHKP icon
645
Check Point Software Technologies
CHKP
$21.1B
$12.3M 0.03%
157,014
-10,236
-6% -$804K
AXS icon
646
AXIS Capital
AXS
$7.58B
$12.3M 0.03%
240,906
+12,228
+5% +$625K
CHY
647
Calamos Convertible and High Income Fund
CHY
$883M
$12.3M 0.03%
889,611
-58,115
-6% -$804K
MRVL icon
648
Marvell Technology
MRVL
$57.6B
$12.2M 0.03%
841,992
-5,491
-0.6% -$79.6K
FL
649
DELISTED
Foot Locker
FL
$12.2M 0.03%
216,945
-47,641
-18% -$2.68M
CPN
650
DELISTED
Calpine Corporation
CPN
$12.2M 0.03%
549,830
+34,502
+7% +$764K
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