PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Return 18.53%
This Quarter Return
+6.55%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$100B
AUM Growth
+$8.17B
Cap. Flow
+$3.04B
Cap. Flow %
3.04%
Top 10 Hldgs %
14.86%
Holding
4,210
New
173
Increased
2,323
Reduced
1,381
Closed
308

Top Buys

1
IVV icon
iShares Core S&P 500 ETF
IVV
+$428M
2
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$126M
3
WFC icon
Wells Fargo
WFC
+$123M
4
VOO icon
Vanguard S&P 500 ETF
VOO
+$119M
5
XLE icon
Energy Select Sector SPDR Fund
XLE
+$105M

Top Sells

1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$73.8M
2
GE icon
GE Aerospace
GE
+$62.9M
3
BCR
CR Bard Inc.
BCR
+$60.6M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$50.1M
5
CVS icon
CVS Health
CVS
+$42.8M

Sector Composition

1 Financials 15.26%
2 Technology 13.27%
3 Healthcare 11.13%
4 Industrials 8.91%
5 Consumer Discretionary 8.26%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
UDR icon
826
UDR
UDR
$12.7B
$15.7M 0.02%
407,643
+51,615
+14% +$1.99M
FLS icon
827
Flowserve
FLS
$7.35B
$15.6M 0.02%
371,406
+10,848
+3% +$457K
STM icon
828
STMicroelectronics
STM
$23B
$15.6M 0.02%
715,906
-99,281
-12% -$2.17M
TDC icon
829
Teradata
TDC
$1.99B
$15.6M 0.02%
405,862
-2,388
-0.6% -$91.8K
SIG icon
830
Signet Jewelers
SIG
$3.75B
$15.6M 0.02%
275,829
-8,352
-3% -$472K
TCF
831
DELISTED
TCF Financial Corporation
TCF
$15.5M 0.02%
757,802
+32,439
+4% +$665K
GOLD
832
DELISTED
Randgold Resources Ltd
GOLD
$15.5M 0.02%
157,034
+5,469
+4% +$541K
ALLE icon
833
Allegion
ALLE
$14.6B
$15.5M 0.02%
194,769
-4,116
-2% -$327K
HWM icon
834
Howmet Aerospace
HWM
$74.1B
$15.4M 0.02%
739,090
-48,354
-6% -$1.01M
FNSR
835
DELISTED
Finisar Corp
FNSR
$15.4M 0.02%
758,468
+167,992
+28% +$3.42M
GSG icon
836
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1B
$15.4M 0.02%
944,957
+27
+0% +$440
STWD icon
837
Starwood Property Trust
STWD
$7.6B
$15.4M 0.02%
719,972
+32,453
+5% +$693K
RGC
838
DELISTED
Regal Entertainment Group
RGC
$15.4M 0.02%
667,173
+114,648
+21% +$2.64M
SINA
839
DELISTED
Sina Corp
SINA
$15.3M 0.02%
153,010
+69,511
+83% +$6.97M
DECK icon
840
Deckers Outdoor
DECK
$16.9B
$15.3M 0.02%
1,145,460
+189,630
+20% +$2.54M
DLX icon
841
Deluxe
DLX
$858M
$15.3M 0.02%
199,384
-37,660
-16% -$2.89M
MGLN
842
DELISTED
Magellan Health Services, Inc.
MGLN
$15.3M 0.02%
158,615
+28,440
+22% +$2.75M
FANG icon
843
Diamondback Energy
FANG
$40.4B
$15.3M 0.02%
121,290
+14,090
+13% +$1.78M
LII icon
844
Lennox International
LII
$19.6B
$15.2M 0.02%
73,129
-3,847
-5% -$801K
EVHC
845
DELISTED
Envision Healthcare Holdings Inc
EVHC
$15.2M 0.02%
440,524
+236,797
+116% +$8.18M
AYI icon
846
Acuity Brands
AYI
$10.1B
$15.2M 0.02%
86,486
-117,315
-58% -$20.6M
CHT icon
847
Chunghwa Telecom
CHT
$34.5B
$15.2M 0.02%
428,775
-38,053
-8% -$1.35M
NDAQ icon
848
Nasdaq
NDAQ
$54.3B
$15.2M 0.02%
591,729
+28,755
+5% +$736K
SLG icon
849
SL Green Realty
SLG
$4.29B
$15.1M 0.02%
154,884
+5,507
+4% +$538K
LCI
850
DELISTED
Lannett Company, Inc.
LCI
$15.1M 0.02%
162,789
+51,650
+46% +$4.79M
32 33
34
35 36