PPA
Parametric Portfolio Associates Portfolio holdings
AUM
$190B
1-Year Return
18.53%
This Quarter Return
+0.36%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$51.2B
AUM Growth
+$1.5B
(+3%)
Cap. Flow
+$1.79B
Cap. Flow
% of AUM
3.5%
Top 10 Holdings %
Top 10 Hldgs %
12.6%
Holding
4,130
New
182
Increased
2,226
Reduced
1,541
Closed
156
Top Buys
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$218M |
| 2 |
Vanguard Real Estate ETF
VNQ
|
+$74.8M |
| 3 |
iShares Russell 1000 ETF
IWB
|
+$50.5M |
| 4 |
iShares Russell 1000 Growth ETF
IWF
|
+$39.9M |
| 5 |
Microsoft
MSFT
|
+$38.6M |
Top Sells
| 1 |
First Trust Enhanced Short Maturity ETF
FTSM
|
+$77.8M |
| 2 |
LO
LORILLARD INC COM STK
LO
|
+$65.3M |
| 3 |
America Movil
AMX
|
+$47.9M |
| 4 |
Vanguard FTSE Europe ETF
VGK
|
+$47.7M |
| 5 |
RGP
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
|
+$27.3M |
Sector Composition
| 1 | Financials | 13.58% |
| 2 | Healthcare | 13.19% |
| 3 | Technology | 12.71% |
| 4 | Industrials | 8.74% |
| 5 | Consumer Discretionary | 8.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
651
WPP
WPP
$5.83B
| $12.9M | 0.03% |
114,164
+18,198
| +19% | +$2.05M |
|
|
PACW
652
DELISTED
PacWest Bancorp
PACW
| $12.9M | 0.03% |
274,984
+18,664
| +7% | +$873K |
|
|
RAD
653
DELISTED
Rite Aid Corporation
RAD
| $12.8M | 0.03% |
76,941
-24,538
| -24% | -$4.1M |
|
654
Ryder
R
$7.59B
| $12.8M | 0.03% |
146,651
+1,735
| +1% | +$152K |
|
655
Las Vegas Sands
LVS
$37.3B
| $12.8M | 0.03% |
243,242
-1,631
| -0.7% | -$85.7K |
|
656
Cheniere Energy
LNG
$52B
| $12.7M | 0.02% |
183,975
-16,431
| -8% | -$1.14M |
|
657
Broadridge
BR
$29.2B
| $12.7M | 0.02% |
254,531
-9,083
| -3% | -$454K |
|
658
Acuity Brands
AYI
$10.1B
| $12.7M | 0.02% |
70,663
-149
| -0.2% | -$26.8K |
|
659
Carnival PLC
CUK
$37.1B
| $12.7M | 0.02% |
247,961
+20,583
| +9% | +$1.06M |
|
660
Palo Alto Networks
PANW
$133B
| $12.7M | 0.02% |
435,330
+38,544
| +10% | +$1.12M |
|
661
Fair Isaac
FICO
$37.1B
| $12.6M | 0.02% |
139,074
+1,771
| +1% | +$161K |
|
|
ITY
662
DELISTED
IMPERIAL TOBACCO GRP ADS(RP 2
ITY
| $12.6M | 0.02% |
130,803
+3,821
| +3% | +$369K |
|
|
NSANY
663
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
| $12.6M | 0.02% |
601,879
+36,984
| +7% | +$773K |
|
664
Liberty Global Class A
LBTYA
$3.93B
| $12.5M | 0.02% |
279,206
-2,418
| -0.9% | -$108K |
|
665
Core Laboratories
CLB
$579M
| $12.4M | 0.02% |
109,135
+22,557
| +26% | +$2.57M |
|
666
AXIS Capital
AXS
$7.57B
| $12.4M | 0.02% |
232,730
+13,763
| +6% | +$735K |
|
|
DISH
667
DELISTED
DISH Network Corp.
DISH
| $12.4M | 0.02% |
183,379
-8,390
| -4% | -$568K |
|
668
Telefônica Brasil
VIV
$19.7B
| $12.3M | 0.02% |
880,405
-357,763
| -29% | -$4.98M |
|
|
GAS
669
DELISTED
AGL RESOURCES INC (HOLDING CO)
GAS
| $12.3M | 0.02% |
263,400
-56,885
| -18% | -$2.65M |
|
670
H&R Block
HRB
$6.75B
| $12.3M | 0.02% |
413,264
-30,436
| -7% | -$902K |
|
671
BlackRock Corporate High Yield Fund
HYT
$1.53B
| $12.2M | 0.02% |
1,131,397
+11,632
| +1% | +$126K |
|
672
Spirit AeroSystems
SPR
$4.74B
| $12.1M | 0.02% |
220,323
+87,832
| +66% | +$4.84M |
|
|
TW
673
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
| $12.1M | 0.02% |
96,443
-1,678
| -2% | -$211K |
|
|
CDK
674
DELISTED
CDK Global, Inc.
CDK
| $12.1M | 0.02% |
224,706
-15,959
| -7% | -$861K |
|
|
HCBK
675
DELISTED
HUDSON CITY BANCORP INC
HCBK
| $12M | 0.02% |
1,216,651
-86,711
| -7% | -$857K |
|