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 | |
|---|---|---|---|---|---|---|
1401
Healthcare Services Group
HCSG
$1.2B
| $6.49M | 0.01% |
265,111
-41,801
| -14% | -$1.02M |
|
|
CHL
1402
DELISTED
China Mobile Limited
CHL
| $6.48M | 0.01% |
192,524
-288,206
| -60% | -$9.7M |
|
1403
CAE Inc
CAE
$8.44B
| $6.48M | 0.01% |
400,011
-141,328
| -26% | -$2.29M |
|
|
SGI
1404
Somnigroup International Inc.
SGI
$17.9B
| $6.47M | 0.01% |
359,732
-43,428
| -11% | -$781K |
|
1405
Urban Outfitters
URBN
$6.33B
| $6.46M | 0.01% |
424,577
-650,477
| -61% | -$9.9M |
|
1406
Watts Water Technologies
WTS
$9.29B
| $6.46M | 0.01% |
79,735
-21,106
| -21% | -$1.71M |
|
1407
Terreno Realty
TRNO
$5.92B
| $6.45M | ﹤0.01% |
122,506
-27,816
| -19% | -$1.46M |
|
1408
Madison Square Garden
MSGS
$4.93B
| $6.43M | ﹤0.01% |
43,796
-54,453
| -55% | -$8M |
|
|
PSB
1409
DELISTED
PS Business Parks, Inc.
PSB
| $6.42M | ﹤0.01% |
48,513
+2,573
| +6% | +$341K |
|
1410
Virtu Financial
VIRT
$3.27B
| $6.42M | ﹤0.01% |
271,942
-19,266
| -7% | -$455K |
|
1411
Mine Safety
MSA
$6.63B
| $6.41M | ﹤0.01% |
56,028
-3,773
| -6% | -$432K |
|
1412
RLI Corp
RLI
$6.08B
| $6.41M | ﹤0.01% |
156,184
-46,772
| -23% | -$1.92M |
|
1413
Kilroy Realty
KRC
$4.98B
| $6.41M | ﹤0.01% |
109,199
-16,300
| -13% | -$957K |
|
1414
Cannae Holdings
CNNE
$1.1B
| $6.4M | ﹤0.01% |
155,695
-25,287
| -14% | -$1.04M |
|
1415
Energizer
ENR
$1.94B
| $6.4M | ﹤0.01% |
134,698
-25,553
| -16% | -$1.21M |
|
1416
ABM Industries
ABM
$2.82B
| $6.38M | ﹤0.01% |
175,691
-3,047
| -2% | -$111K |
|
1417
Dana Inc
DAN
$2.73B
| $6.35M | ﹤0.01% |
520,483
-84,782
| -14% | -$1.03M |
|
1418
Aaon
AAON
$6.93B
| $6.34M | ﹤0.01% |
175,130
+19,514
| +13% | +$706K |
|
1419
Quaker Houghton
KWR
$2.42B
| $6.34M | ﹤0.01% |
34,122
-4,404
| -11% | -$818K |
|
1420
Crocs
CROX
$4.42B
| $6.32M | ﹤0.01% |
171,614
-14,064
| -8% | -$518K |
|
1421
Papa John's
PZZA
$1.63B
| $6.3M | ﹤0.01% |
79,364
+5,158
| +7% | +$410K |
|
|
HMSY
1422
DELISTED
HMS Holdings Corp.
HMSY
| $6.29M | ﹤0.01% |
194,296
+31,949
| +20% | +$1.03M |
|
|
PFPT
1423
DELISTED
Proofpoint, Inc.
PFPT
| $6.29M | ﹤0.01% |
56,608
-3,457
| -6% | -$384K |
|
1424
VEON
VEON
$3.56B
| $6.27M | ﹤0.01% |
139,326
+8,410
| +6% | +$378K |
|
1425
Pure Storage
PSTG
$27B
| $6.27M | ﹤0.01% |
361,499
+261,622
| +262% | +$4.53M |
|