PPA
Parametric Portfolio Associates Portfolio holdings
AUM $190B
1-Year Return
18.53%
This Quarter Return
+2.09%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$49.7B
AUM Growth
+$2.26B
(+4.8%)
Cap. Flow
+$1.74B
Cap. Flow
% of AUM
3.51%
Top 10 Holdings %
Top 10 Hldgs %
12.03%
Holding
4,142
New
144
Increased
2,398
Reduced
1,363
Closed
194
Top Buys
| 1 |
AGN
Allergan plc
AGN
|
+$79.1M |
| 2 |
First Trust Enhanced Short Maturity ETF
FTSM
|
+$77.8M |
| 3 |
Vanguard S&P 500 ETF
VOO
|
+$56.4M |
| 4 |
Vanguard FTSE Europe ETF
VGK
|
+$47.4M |
| 5 |
SPDR Dow Jones REIT ETF
RWR
|
+$45.9M |
Top Sells
| 1 |
AGN
ALLERGAN INC
AGN
|
+$131M |
| 2 |
iShares Russell Top 200 ETF
IWL
|
+$87M |
| 3 |
COV
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
|
+$67.8M |
| 4 |
First Trust Consumer Staples AlphaDEX Fund
FXG
|
+$43.6M |
| 5 |
First Trust Technology AlphaDEX Fund
FXL
|
+$43.6M |
Sector Composition
| 1 | Financials | 13.12% |
| 2 | Healthcare | 12.91% |
| 3 | Technology | 12.91% |
| 4 | Industrials | 9.01% |
| 5 | Consumer Discretionary | 8.11% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
AFAM
1801
DELISTED
Almost Family Inc
AFAM
| $2.5M | 0.01% |
55,907
-3,468
| -6% | -$155K |
|
1802
Sabre
SABR
$746M
| $2.5M | 0.01% |
102,846
+9,813
| +11% | +$238K |
|
|
AFSI
1803
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $2.49M | 0.01% |
87,394
+2,002
| +2% | +$57K |
|
1804
Andersons Inc
ANDE
$1.33B
| $2.49M | 0.01% |
60,112
-16,071
| -21% | -$665K |
|
1805
Glacier Bancorp
GBCI
$5.71B
| $2.48M | 0.01% |
98,644
-26,885
| -21% | -$676K |
|
1806
Cal-Maine
CALM
$5.34B
| $2.48M | 0.01% |
63,469
+1,493
| +2% | +$58.3K |
|
1807
Diamondback Energy
FANG
$39.2B
| $2.48M | 0.01% |
32,267
+10,146
| +46% | +$779K |
|
1808
Fulton Financial
FULT
$3.48B
| $2.48M | 0.01% |
200,806
+21,706
| +12% | +$268K |
|
|
ANH
1809
DELISTED
Anworth Mortgage Asset Corporation
ANH
| $2.48M | 0.01% |
486,358
+185,946
| +62% | +$947K |
|
|
CTLT
1810
DELISTED
CATALENT, INC.
CTLT
| $2.47M | 0.01% |
79,389
+12,872
| +19% | +$401K |
|
1811
Cousins Properties
CUZ
$4.91B
| $2.47M | 0.01% |
82,598
-5,879
| -7% | -$176K |
|
1812
Canadian Imperial Bank of Commerce
CM
$73.8B
| $2.47M | 0.01% |
68,058
+7,299
| +12% | +$265K |
|
1813
KKR & Co
KKR
$130B
| $2.47M | 0.01% |
108,054
+10,331
| +11% | +$236K |
|
1814
Interface
TILE
$1.71B
| $2.47M | 0.01% |
118,623
-12,116
| -9% | -$252K |
|
|
CLDT
1815
Chatham Lodging
CLDT
$348M
| $2.46M | 0.01% |
83,771
+49,659
| +146% | +$1.46M |
|
1816
Strategic Education
STRA
$1.95B
| $2.46M | 0.01% |
46,111
+10,080
| +28% | +$538K |
|
1817
Lattice Semiconductor
LSCC
$8.92B
| $2.46M | 0.01% |
388,171
+5,119
| +1% | +$32.5K |
|
|
FDML
1818
DELISTED
Federal-Mogul Holdings Corporation
FDML
| $2.46M | ﹤0.01% |
184,761
+152
| +0.1% | +$2.02K |
|
1819
Grand Canyon Education
LOPE
$5.82B
| $2.46M | ﹤0.01% |
56,719
-11,876
| -17% | -$514K |
|
|
ALEX
1820
Alexander & Baldwin
ALEX
$1.33B
| $2.45M | ﹤0.01% |
56,794
+11,736
| +26% | +$507K |
|
|
ARI
1821
Apollo Commercial Real Estate
ARI
$1.5B
| $2.45M | ﹤0.01% |
142,749
+9,971
| +8% | +$171K |
|
1822
Comfort Systems
FIX
$27.4B
| $2.45M | ﹤0.01% |
116,482
-3,344
| -3% | -$70.4K |
|
1823
EnerSys
ENS
$4.05B
| $2.45M | ﹤0.01% |
38,099
+4,805
| +14% | +$309K |
|
|
GHL
1824
DELISTED
Greenhill & Co., Inc.
GHL
| $2.44M | ﹤0.01% |
61,581
-6,490
| -10% | -$257K |
|
|
CATM
1825
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $2.44M | ﹤0.01% |
64,956
+988
| +2% | +$37.1K |
|