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 | |
|---|---|---|---|---|---|---|
951
Xerox
XRX
$456M
| $13.3M | 0.01% |
866,702
-39,931
| -4% | -$611K |
|
952
Sun Life Financial
SLF
$33B
| $13.2M | 0.01% |
359,631
+11,915
| +3% | +$438K |
|
953
Coherent
COHR
$16.1B
| $13.2M | 0.01% |
279,785
-61,434
| -18% | -$2.9M |
|
954
Compañía de Minas Buenaventura
BVN
$5.09B
| $13.2M | 0.01% |
1,443,204
-197,442
| -12% | -$1.8M |
|
955
InterContinental Hotels
IHG
$18.6B
| $13.2M | 0.01% |
297,157
-99,484
| -25% | -$4.41M |
|
|
TMIC
956
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
| $13.2M | 0.01% |
234,689
-33,757
| -13% | -$1.89M |
|
957
Lumentum
LITE
$11.5B
| $13.1M | 0.01% |
160,628
-17,912
| -10% | -$1.46M |
|
958
Korea Electric Power
KEP
$18.1B
| $13.1M | 0.01% |
1,638,836
-102,993
| -6% | -$822K |
|
|
TWNK
959
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $13M | 0.01% |
1,066,948
-3,845
| -0.4% | -$47K |
|
|
FLIR
960
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $13M | 0.01% |
320,910
-35,525
| -10% | -$1.44M |
|
961
BlackLine
BL
$3.32B
| $13M | 0.01% |
156,876
+54,822
| +54% | +$4.55M |
|
|
SEO
962
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
| $13M | 0.01% |
1,083,487
-238,605
| -18% | -$2.86M |
|
963
Watsco
WSO
$15.8B
| $13M | 0.01% |
72,925
+1,361
| +2% | +$242K |
|
964
Trinity Industries
TRN
$2.28B
| $12.9M | 0.01% |
607,728
-105,204
| -15% | -$2.24M |
|
965
Grifois
GRFS
$6.7B
| $12.8M | 0.01% |
703,427
+3,811
| +0.5% | +$69.5K |
|
966
Neogen
NEOG
$1.21B
| $12.8M | 0.01% |
329,266
+10,444
| +3% | +$405K |
|
|
IPHI
967
DELISTED
INPHI CORPORATION
IPHI
| $12.8M | 0.01% |
108,584
-12,518
| -10% | -$1.47M |
|
|
SIX
968
DELISTED
Six Flags Entertainment Corp.
SIX
| $12.7M | 0.01% |
663,046
-138,500
| -17% | -$2.66M |
|
969
Waste Connections
WCN
$45.3B
| $12.7M | 0.01% |
135,470
-10,918
| -7% | -$1.02M |
|
970
Rentokil
RTO
$12.8B
| $12.7M | 0.01% |
391,800
+95,932
| +32% | +$3.11M |
|
|
STAY
971
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $12.7M | 0.01% |
1,131,642
-57,080
| -5% | -$639K |
|
972
Prosperity Bancshares
PB
$6.4B
| $12.7M | 0.01% |
213,097
-19,210
| -8% | -$1.14M |
|
973
Jones Lang LaSalle
JLL
$14.6B
| $12.6M | 0.01% |
122,234
-37,250
| -23% | -$3.85M |
|
974
Five Below
FIVE
$8.05B
| $12.6M | 0.01% |
118,211
+7,179
| +6% | +$768K |
|
975
PTC
PTC
$24.5B
| $12.6M | 0.01% |
162,357
+124
| +0.1% | +$9.65K |
|