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
Cap. Flow
+$535M
Cap. Flow %
0.85%
Top 10 Hldgs %
13.38%
Holding
4,111
New
138
Increased
2,049
Reduced
1,596
Closed
301

Top Buys

1
VOO icon
Vanguard S&P 500 ETF
VOO
+$117M
2
PFE icon
Pfizer
PFE
+$68.8M
3
SPGI icon
S&P Global
SPGI
+$54M
4
CHTR icon
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
IVV icon
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
EFA icon
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
AES icon
501
AES
AES
$9.06B
$21.2M 0.03%
1,700,742
+279,740
+20% +$3.49M
BRCD
502
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$21.2M 0.03%
2,306,028
-236,364
-9% -$2.17M
NDAQ icon
503
Nasdaq
NDAQ
$54.5B
$21.1M 0.03%
980,394
+39,891
+4% +$860K
BCS icon
504
Barclays
BCS
$69.9B
$21.1M 0.03%
2,958,988
+620,356
+27% +$4.42M
LLTC
505
DELISTED
Linear Technology Corp
LLTC
$21.1M 0.03%
452,862
-28,812
-6% -$1.34M
NTT
506
DELISTED
Nippon Telegraph & Telephone
NTT
$21.1M 0.03%
447,444
+7,814
+2% +$368K
AZN icon
507
AstraZeneca
AZN
$253B
$21.1M 0.03%
697,399
+67,731
+11% +$2.04M
CIB icon
508
Grupo Cibest S.A. American Depositary Shares (each representing four (4) Preferred Shares)
CIB
$12.6B
$21M 0.03%
601,715
+2,896
+0.5% +$101K
ACGL icon
509
Arch Capital
ACGL
$33.9B
$20.9M 0.03%
870,843
+25,203
+3% +$605K
AAL icon
510
American Airlines Group
AAL
$8.42B
$20.9M 0.03%
736,881
-504,706
-41% -$14.3M
BVN icon
511
Compañía de Minas Buenaventura
BVN
$5.08B
$20.9M 0.03%
1,745,526
-265,026
-13% -$3.17M
BIG
512
DELISTED
Big Lots, Inc.
BIG
$20.9M 0.03%
416,148
+28,860
+7% +$1.45M
BT
513
DELISTED
BT Group plc (ADR)
BT
$20.8M 0.03%
748,520
-111,648
-13% -$3.11M
SCG
514
DELISTED
Scana
SCG
$20.8M 0.03%
274,639
-20,794
-7% -$1.57M
LYG icon
515
Lloyds Banking Group
LYG
$64.9B
$20.7M 0.03%
6,979,655
-443,748
-6% -$1.32M
MORN icon
516
Morningstar
MORN
$10.9B
$20.7M 0.03%
253,307
-645
-0.3% -$52.7K
FCN icon
517
FTI Consulting
FCN
$5.41B
$20.6M 0.03%
507,128
+235,599
+87% +$9.58M
UHS icon
518
Universal Health Services
UHS
$11.8B
$20.5M 0.03%
152,638
+4,842
+3% +$649K
NBL
519
DELISTED
Noble Energy, Inc.
NBL
$20.4M 0.03%
569,328
+6,864
+1% +$246K
AIV
520
Aimco
AIV
$1.1B
$20.4M 0.03%
3,462,431
-185,358
-5% -$1.09M
DHI icon
521
D.R. Horton
DHI
$54.9B
$20.2M 0.03%
642,301
+144,375
+29% +$4.55M
DDS icon
522
Dillards
DDS
$9.03B
$20.2M 0.03%
332,762
-25,842
-7% -$1.57M
NTRS icon
523
Northern Trust
NTRS
$24.3B
$20.1M 0.03%
303,396
+21,546
+8% +$1.43M
AKZOY
524
DELISTED
AKZO NOBEL N V ADR
AKZOY
$20.1M 0.03%
955,100
-8,864
-0.9% -$186K
ARW icon
525
Arrow Electronics
ARW
$6.49B
$20.1M 0.03%
323,908
+48,145
+17% +$2.98M
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