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 | |
|---|---|---|---|---|---|---|
|
TW
651
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
| $13M | 0.03% |
98,121
+1,804
| +2% | +$238K |
|
|
DNB
652
DELISTED
Dun & Bradstreet
DNB
| $13M | 0.03% |
101,002
+7,487
| +8% | +$961K |
|
|
ENDP
653
DELISTED
Endo International plc
ENDP
| $12.8M | 0.03% |
142,671
+8,423
| +6% | +$756K |
|
654
Sociedad Química y Minera de Chile
SQM
$12B
| $12.8M | 0.03% |
719,384
+61,491
| +9% | +$1.09M |
|
655
CenterPoint Energy
CNP
$24.7B
| $12.7M | 0.03% |
620,618
-3,335
| -0.5% | -$68.1K |
|
656
Stellantis
STLA
$25.3B
| $12.7M | 0.03% |
1,190,377
-85,934
| -7% | -$914K |
|
|
DT
657
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
| $12.6M | 0.03% |
692,077
+105,080
| +18% | +$1.92M |
|
|
LPNT
658
DELISTED
LifePoint Health, Inc.
LPNT
| $12.6M | 0.03% |
171,620
+9,584
| +6% | +$704K |
|
659
AGNC Investment
AGNC
$10.7B
| $12.6M | 0.03% |
590,306
-9,775
| -2% | -$208K |
|
660
Marvell Technology
MRVL
$57.8B
| $12.6M | 0.03% |
856,324
+14,332
| +2% | +$211K |
|
661
Petrobras Class A
PBR.A
$75.5B
| $12.6M | 0.03% |
2,064,851
+225,161
| +12% | +$1.37M |
|
662
BlackRock Corporate High Yield Fund
HYT
$1.53B
| $12.5M | 0.03% |
1,119,765
+31,699
| +3% | +$354K |
|
|
PBCT
663
DELISTED
People's United Financial Inc
PBCT
| $12.5M | 0.03% |
819,140
+72,265
| +10% | +$1.1M |
|
664
White Mountains Insurance
WTM
$4.53B
| $12.4M | 0.03% |
18,156
+2,375
| +15% | +$1.63M |
|
665
OGE Energy
OGE
$8.85B
| $12.4M | 0.03% |
392,829
+17,936
| +5% | +$567K |
|
|
SUNE
666
DELISTED
SUNEDISON, INC COM
SUNE
| $12.4M | 0.03% |
517,171
-71,597
| -12% | -$1.72M |
|
667
Darden Restaurants
DRI
$24.7B
| $12.4M | 0.02% |
199,930
+9,099
| +5% | +$564K |
|
668
Nasdaq
NDAQ
$54.3B
| $12.3M | 0.02% |
726,024
+33,678
| +5% | +$572K |
|
669
Telefonica
TEF
$29.9B
| $12.3M | 0.02% |
1,136,369
+33,133
| +3% | +$359K |
|
|
PCL
670
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $12.3M | 0.02% |
282,914
+34,038
| +14% | +$1.48M |
|
|
TWO
671
Two Harbors Investment
TWO
$1.06B
| $12.2M | 0.02% |
144,124
+15,664
| +12% | +$1.33M |
|
|
AWH
672
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $12.2M | 0.02% |
302,961
+867
| +0.3% | +$35K |
|
673
Vanguard Short-Term Corporate Bond ETF
VCSH
$35.4B
| $12.2M | 0.02% |
152,457
+1,045
| +0.7% | +$83.8K |
|
674
Pampa Energía
PAM
$3.38B
| $12.2M | 0.02% |
690,680
-101,072
| -13% | -$1.79M |
|
675
Fair Isaac
FICO
$36.7B
| $12.2M | 0.02% |
137,303
-10,460
| -7% | -$928K |
|