PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Return 18.53%
This Quarter Return
+3.02%
1 Year Return
+18.53%
3 Year Return
+86.89%
5 Year Return
+137.96%
10 Year Return
–
AUM
$83.5B
AUM Growth
+$18.1B
Cap. Flow
+$16.4B
Cap. Flow %
19.69%
Top 10 Hldgs %
13.59%
Holding
4,155
New
386
Increased
2,191
Reduced
1,398
Closed
156

Top Buys

1
JNJ icon
Johnson & Johnson
JNJ
$315M
2
MSFT icon
Microsoft
MSFT
$287M
3
UNH icon
UnitedHealth
UNH
$276M
4
AAPL icon
Apple
AAPL
$255M
5
JPM icon
JPMorgan Chase
JPM
$245M

Top Sells

1
IWD icon
iShares Russell 1000 Value ETF
IWD
$327M
2
VOO icon
Vanguard S&P 500 ETF
VOO
$93.8M
3
BAP icon
Credicorp
BAP
$71.7M
4
YHOO
Yahoo Inc
YHOO
$67.9M
5
TV icon
Televisa
TV
$57.1M

Sector Composition

1 Financials 14.37%
2 Technology 12.58%
3 Healthcare 11.84%
4 Industrials 9.03%
5 Consumer Discretionary 7.87%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
ETP
501
DELISTED
Energy Transfer Partners, L.P.
ETP
$26.7M 0.03%
1,310,975
-51,704
-4% -$1.05M
GAP
502
The Gap, Inc.
GAP
$8.83B
$26.7M 0.03%
1,214,112
+447,393
+58% +$9.84M
MAS icon
503
Masco
MAS
$15.9B
$26.6M 0.03%
696,563
+110,060
+19% +$4.21M
CTXS
504
DELISTED
Citrix Systems Inc
CTXS
$26.6M 0.03%
333,709
+49,351
+17% +$3.93M
CS
505
DELISTED
Credit Suisse Group
CS
$26.3M 0.03%
1,803,478
+86,952
+5% +$1.27M
NGG icon
506
National Grid
NGG
$69.6B
$26.3M 0.03%
466,428
+15,234
+3% +$858K
L icon
507
Loews
L
$20B
$26.1M 0.03%
557,610
+102,447
+23% +$4.8M
BNS icon
508
Scotiabank
BNS
$78.8B
$26M 0.03%
432,258
+48,348
+13% +$2.91M
CF icon
509
CF Industries
CF
$13.7B
$25.9M 0.03%
926,244
+338,828
+58% +$9.47M
MGA icon
510
Magna International
MGA
$12.9B
$25.8M 0.03%
557,537
-81,463
-13% -$3.77M
TFX icon
511
Teleflex
TFX
$5.78B
$25.8M 0.03%
124,056
-6,367
-5% -$1.32M
MFG icon
512
Mizuho Financial
MFG
$80.9B
$25.6M 0.03%
6,988,826
+873,660
+14% +$3.21M
WPZ
513
DELISTED
Williams Partners L.P.
WPZ
$25.6M 0.03%
637,105
+472,764
+288% +$19M
PRA icon
514
ProAssurance
PRA
$1.22B
$25.5M 0.03%
419,618
+3,045
+0.7% +$185K
VMC icon
515
Vulcan Materials
VMC
$39B
$25.5M 0.03%
200,961
+22,396
+13% +$2.84M
NCLH icon
516
Norwegian Cruise Line
NCLH
$11.6B
$25.4M 0.03%
468,752
-340,483
-42% -$18.5M
DT
517
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$25.4M 0.03%
1,412,186
+114,741
+9% +$2.07M
GL icon
518
Globe Life
GL
$11.3B
$25.4M 0.03%
332,034
-43,939
-12% -$3.36M
CAJ
519
DELISTED
Canon, Inc.
CAJ
$25.4M 0.03%
745,495
+89,871
+14% +$3.06M
OC icon
520
Owens Corning
OC
$13B
$25.3M 0.03%
378,699
+1,552
+0.4% +$104K
AKZOY
521
DELISTED
AKZO NOBEL N V ADR
AKZOY
$25.3M 0.03%
871,275
-111,391
-11% -$3.23M
PACW
522
DELISTED
PacWest Bancorp
PACW
$25.3M 0.03%
540,944
+106,903
+25% +$4.99M
AV
523
DELISTED
Aviva Plc
AV
$25.2M 0.03%
1,823,621
+13,773
+0.8% +$191K
NI icon
524
NiSource
NI
$19B
$25M 0.03%
984,815
+84,877
+9% +$2.15M
AEL
525
DELISTED
American Equity Investment Life Holding Company
AEL
$24.9M 0.03%
949,362
-19,340
-2% -$508K
19 20
21
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