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 | |
|---|---|---|---|---|---|---|
651
Hasbro
HAS
$11.1B
| $24.9M | 0.02% |
332,186
-11,129
| -3% | -$834K |
|
652
Macy's
M
$4.57B
| $24.7M | 0.02% |
3,589,028
+364,782
| +11% | +$2.51M |
|
653
AB InBev
BUD
$116B
| $24.6M | 0.02% |
499,077
+214,232
| +75% | +$10.6M |
|
654
Sealed Air
SEE
$4.86B
| $24.5M | 0.02% |
747,163
-22,096
| -3% | -$726K |
|
|
VER
655
DELISTED
VEREIT, Inc.
VER
| $24.5M | 0.02% |
761,457
-140,492
| -16% | -$4.52M |
|
656
FNB Corp
FNB
$5.92B
| $24.3M | 0.02% |
3,239,452
-85,968
| -3% | -$645K |
|
|
AEL
657
DELISTED
American Equity Investment Life Holding Company
AEL
| $24.3M | 0.02% |
982,415
-124,483
| -11% | -$3.08M |
|
658
Fair Isaac
FICO
$36.9B
| $24.3M | 0.02% |
58,059
-2,442
| -4% | -$1.02M |
|
|
HZNP
659
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $24.3M | 0.02% |
436,642
-54,344
| -11% | -$3.02M |
|
|
CS
660
DELISTED
Credit Suisse Group
CS
| $24.2M | 0.02% |
2,346,567
-9,823
| -0.4% | -$101K |
|
|
BBBY
661
DELISTED
Bed Bath & Beyond Inc
BBBY
| $24.1M | 0.02% |
2,277,557
-26,574
| -1% | -$282K |
|
662
Ollie's Bargain Outlet
OLLI
$8.12B
| $24.1M | 0.02% |
246,966
+83,352
| +51% | +$8.14M |
|
663
Cognex
CGNX
$7.49B
| $24.1M | 0.02% |
402,813
+44,419
| +12% | +$2.65M |
|
664
Gaming and Leisure Properties
GLPI
$13.6B
| $24M | 0.02% |
694,613
-72,693
| -9% | -$2.52M |
|
665
Alnylam Pharmaceuticals
ALNY
$59.6B
| $24M | 0.02% |
161,790
+7,370
| +5% | +$1.09M |
|
|
AV
666
DELISTED
Aviva Plc
AV
| $23.9M | 0.02% |
3,462,845
+254,745
| +8% | +$1.76M |
|
667
Cheniere Energy
LNG
$51.3B
| $23.9M | 0.02% |
493,954
+33,663
| +7% | +$1.63M |
|
668
ACI Worldwide
ACIW
$5.28B
| $23.8M | 0.02% |
881,536
+5,950
| +0.7% | +$161K |
|
|
VE
669
DELISTED
VEOLIA ENVIRONNEMENT
VE
| $23.7M | 0.02% |
1,051,056
-87,711
| -8% | -$1.98M |
|
670
Burlington
BURL
$18.3B
| $23.5M | 0.02% |
119,500
-809
| -0.7% | -$159K |
|
671
Reinsurance Group of America
RGA
$12.7B
| $23.5M | 0.02% |
299,886
-57,103
| -16% | -$4.48M |
|
672
CNO Financial Group
CNO
$3.85B
| $23.5M | 0.02% |
1,509,434
-333,395
| -18% | -$5.19M |
|
673
Henry Schein
HSIC
$8.21B
| $23.5M | 0.02% |
402,297
-79,643
| -17% | -$4.65M |
|
|
DISH
674
DELISTED
DISH Network Corp.
DISH
| $23.5M | 0.02% |
680,183
+181,501
| +36% | +$6.26M |
|
|
EON
675
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
| $23.3M | 0.02% |
2,082,056
-312,585
| -13% | -$3.49M |
|