PPA
Parametric Portfolio Associates Portfolio holdings
AUM
$190B
1-Year Return
18.53%
This Quarter Return
+2.97%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$63.3B
AUM Growth
+$1.41B
(+2.3%)
Cap. Flow
+$535M
Cap. Flow
% of AUM
0.85%
Top 10 Holdings %
Top 10 Hldgs %
13.38%
Holding
4,111
New
138
Increased
2,049
Reduced
1,596
Closed
301
Top Buys
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$117M |
| 2 |
Pfizer
PFE
|
+$68.8M |
| 3 |
S&P Global
SPGI
|
+$54M |
| 4 |
Charter Communications
CHTR
|
+$50.4M |
| 5 |
WBA
Walgreens Boots Alliance
WBA
|
+$38.8M |
Top Sells
| 1 |
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
|
+$133M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
+$131M |
| 3 |
BXLT
BAXALTA INC COM STK (DE)
BXLT
|
+$60M |
| 4 |
MHFI
MCGRAW-HILL FINANCIAL INC COM
MHFI
|
+$50.5M |
| 5 |
iShares MSCI EAFE ETF
EFA
|
+$46.8M |
Sector Composition
| 1 | Financials | 12.84% |
| 2 | Healthcare | 12.68% |
| 3 | Technology | 12.27% |
| 4 | Industrials | 9.01% |
| 5 | Consumer Discretionary | 8.53% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
2001
iShares Core S&P Mid-Cap ETF
IJH
$101B
| $2.14M | ﹤0.01% |
71,695
-25,260
| -26% | -$755K |
|
|
KEYW
2002
DELISTED
The KEYW Holding Corporation
KEYW
| $2.13M | ﹤0.01% |
214,451
-134,161
| -38% | -$1.33M |
|
2003
Vera Bradley
VRA
$61.5M
| $2.13M | ﹤0.01% |
150,203
-1,025
| -0.7% | -$14.5K |
|
|
CIR
2004
DELISTED
CIRCOR International, Inc
CIR
| $2.12M | ﹤0.01% |
37,191
+20,487
| +123% | +$1.17M |
|
2005
ATN International
ATNI
$250M
| $2.12M | ﹤0.01% |
+27,178
| New | +$2.12M |
|
2006
Alnylam Pharmaceuticals
ALNY
$61.1B
| $2.11M | ﹤0.01% |
38,077
+11,198
| +42% | +$621K |
|
2007
Element Solutions
ESI
$6.36B
| $2.11M | ﹤0.01% |
237,728
+72,633
| +44% | +$645K |
|
2008
WaFd
WAFD
$2.46B
| $2.11M | ﹤0.01% |
86,893
+2,946
| +4% | +$71.5K |
|
2009
CBIZ
CBZ
$3.01B
| $2.11M | ﹤0.01% |
202,252
-32,400
| -14% | -$337K |
|
2010
Foreign Trade Bank of Latin America
BLX
$1.77B
| $2.1M | ﹤0.01% |
79,369
+2,226
| +3% | +$59K |
|
2011
Tompkins Financial
TMP
$1B
| $2.1M | ﹤0.01% |
32,312
-7,648
| -19% | -$497K |
|
2012
Scorpio Tankers
STNG
$2.99B
| $2.1M | ﹤0.01% |
49,985
-7,647
| -13% | -$321K |
|
2013
Sabra Healthcare REIT
SBRA
$4.57B
| $2.1M | ﹤0.01% |
101,646
+5,396
| +6% | +$111K |
|
2014
Titan International
TWI
$552M
| $2.09M | ﹤0.01% |
337,616
-5,677
| -2% | -$35.2K |
|
2015
WNS Holdings
WNS
$3.25B
| $2.09M | ﹤0.01% |
77,450
-3,805
| -5% | -$103K |
|
2016
Empire State Realty Trust
ESRT
$1.34B
| $2.08M | ﹤0.01% |
109,736
+21,775
| +25% | +$414K |
|
|
SHLM
2017
DELISTED
Schulman (A.) Inc
SHLM
| $2.08M | ﹤0.01% |
85,157
-758
| -0.9% | -$18.5K |
|
2018
US Foods
USFD
$17.9B
| $2.06M | ﹤0.01% |
+85,090
| New | +$2.06M |
|
2019
Pricesmart
PSMT
$3.52B
| $2.06M | ﹤0.01% |
21,996
+2,224
| +11% | +$208K |
|
2020
Shoe Carnival
SCVL
$636M
| $2.05M | ﹤0.01% |
163,862
-6,932
| -4% | -$86.9K |
|
2021
Rogers Corp
ROG
$1.47B
| $2.05M | ﹤0.01% |
33,573
+6,214
| +23% | +$380K |
|
|
USCR
2022
DELISTED
U S Concrete, Inc.
USCR
| $2.05M | ﹤0.01% |
33,653
-12,260
| -27% | -$747K |
|
|
GOOD
2023
Gladstone Commercial Corp
GOOD
$608M
| $2.05M | ﹤0.01% |
121,301
-6,650
| -5% | -$112K |
|
|
EGL
2024
DELISTED
Engility Holdings, Inc.
EGL
| $2.05M | ﹤0.01% |
96,917
-35,406
| -27% | -$748K |
|
2025
Orion Group Holdings
ORN
$299M
| $2.05M | ﹤0.01% |
385,205
-25,144
| -6% | -$133K |
|