PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B

1-Year Est. Return 18.52%

This Fund

S&P 500

This Quarter Est. Return

1 Year Est. Return

+18.52%

3 Year Est. Return

5 Year Est. Return

10 Year Est. Return

AUM

$190B

AUM Growth

-$5.29B (-2.7%)

Cap. Flow

Cap. Flow % of AUM

Top 10 Holdings % Top 10 Hldgs %

Holding

3,846

New

Increased

Reduced

Closed

Top Buys

1		+$329M
2		+$218M
3		+$215M
4	Advanced Micro Devices AMD	+$206M
5	Berkshire Hathaway Class B BRK.B	+$153M

Top Sells

1		+$679M
2		+$210M
3		+$178M
4	XLNX Xilinx Inc XLNX	+$175M
5	INFO IHS Markit Ltd. Common Shares INFO	+$159M

Sector Composition

1	Technology	24.28%
2	Financials	13.19%
3	Healthcare	12.81%
4	Consumer Discretionary	10.38%
5	Industrials	7.95%

Communication Services

Advertising Agencies

Broadcasting

Electronic Gaming & Multimedia

Entertainment

Internet Content & Information

Publishing

Telecom Services

Consumer Discretionary

Apparel Manufacturing

Apparel Retail

Auto Manufacturers

Auto Parts

Auto & Truck Dealerships

Department Stores

Footwear & Accessories

Furnishings, Fixtures & Appliances

Gambling

Home Improvement Retail

Internet Retail

Leisure

Lodging

Luxury Goods

Packaging & Containers

Personal Services

Recreational Vehicles

Residential Construction

Resorts & Casinos

Restaurants

Specialty Retail

Textile Manufacturing

Travel Services

Consumer Staples

Beverages - Brewers

Beverages - Non-Alcoholic

Beverages - Wineries & Distilleries

Confectioners

Discount Stores

Education & Training Services

Farm Products

Food Distribution

Grocery Stores

Household & Personal Products

Packaged Foods

Tobacco

Energy

Oil & Gas Drilling

Oil & Gas Equipment & Services

Oil & Gas Exploration & Production

Oil & Gas Integrated

Oil & Gas Midstream

Oil & Gas Refining & Marketing

Thermal Coal

Uranium

Financials

Asset Management

Banks - Diversified

Banks - Regional

Capital Markets

Credit Services

Diversified Insurance

Financial Conglomerates

Financial Data & Stock Exchanges

Insurance Brokers

Life Insurance

Mortgage Finance

Property & Casualty Insurance

Reinsurance

Shell Companies

Specialty - Insurance

Healthcare

Biotechnology

Diagnostics & Research

Drug Manufacturers - General

Drug Manufacturers - Specialty & Generic

Healthcare Plans

Health Information Services

Medical Care Facilities

Medical Devices

Medical Distribution

Medical Instruments & Supplies

Pharmaceutical Retailers

Industrials

Aerospace & Defense

Airlines

Airports & Air Services

Building Products & Equipment

Business Equipment & Supplies

Conglomerates

Consulting Services

Electrical Equipment & Parts

Engineering & Construction

Farm & Heavy Construction Machinery

Industrial Distribution

Infrastructure Operations

Integrated Freight & Logistics

Marine Shipping

Metal Fabrication

Pollution & Treatment Controls

Railroads

Rental & Leasing Services

Security & Protection Services

Specialty Business Services

Specialty Industrial Machinery

Staffing & Employment Services

Tools & Accessories

Trucking

Waste Management

Materials

Agricultural Inputs

Aluminum

Building Materials

Chemicals

Coking Coal

Copper

Gold

Lumber & Wood Production

Other Industrial Metals & Mining

Other Precious Metals & Mining

Paper & Paper Products

Silver

Specialty Chemicals

Steel

Real Estate

Diversified REIT

Healthcare Facilities REIT

Hotel & Motel REIT

Industrial REIT

Mortgage REIT

Office REIT

Real Estate Development

Real Estate Diversified

Real Estate Services

Residential REIT

Retail REIT

Specialty REIT

Technology

Communication Equipment

Computer Hardware

Consumer Electronics

Electronic Components

Electronics & Computer Distribution

Information Technology Services

Scientific & Technical Instruments

Semiconductor Equipment & Materials

Semiconductors

Software - Application

Software - Infrastructure

Solar

Utilities

Diversified Utilities

Electric Utilities

Gas Utilities

Independent Power Producers

Renewable Electricity

Water Utilities

#	Name	Market Value	Portfolio Weight	Shares or Principal
1051	1051 First Bancorp FBP $3.35B	$17.2M	0.01%	1,312,744 -16,792
1052	1052 Agnico Eagle Mines AEM $117B	$17.2M	0.01%	281,070 +100,038
1053	1053 Vanguard Long-Term Treasury ETF VGLT $10.3B	$17.1M	0.01%	213,280 +295
1054	1054 First American FAF $7.13B	$17.1M	0.01%	264,337 +14,040
1055	1055 ITT ITT $16.5B	$17.1M	0.01%	226,804 -6,441
1056	1056 First Commonwealth Financial FCF $1.83B	$17M	0.01%	1,124,596 -1,843
1057	1057 Vail Resorts MTN $4.94B	$17M	0.01%	65,430 +7,070
1058	1058 Carter's CRI $1.31B	$17M	0.01%	184,984 +35,492
1059	1059 GATX Corp GATX $6.57B	$17M	0.01%	137,980 +20,366
1060	1060 Bloomin' Brands BLMN $541M	$17M	0.01%	774,420 +143,941
1061	1061 Woodward WWD $23B	$17M	0.01%	135,902 +11,464
1062	1062 Jefferies Financial Group JEF $9.23B	$17M	0.01%	540,406 -11,902
1063	LHCG 1063 DELISTED LHC Group LLC LHCG	$17M	0.01%	100,646 +13,450
1064	BCPC 1064 Balchem Corp BCPC $5.87B	$17M	0.01%	124,027 -12,830
1065	1065 Littelfuse LFUS $8.66B	$16.9M	0.01%	67,810 -3,980
1066	PRFT 1066 DELISTED Perficient Inc PRFT	$16.9M	0.01%	153,618 -7,814
1067	1067 ServisFirst Bancshares SFBS $4.4B	$16.9M	0.01%	177,111 +6,892
1068	1068 CONMED CNMD $1.34B	$16.8M	0.01%	113,425 +16,334
1069	1069 Diodes DIOD $3.06B	$16.7M	0.01%	192,153 +8,706
1070	1070 Clean Harbors CLH $15.7B	$16.7M	0.01%	149,718 +7,868
1071	SKX 1071 DELISTED Skechers SKX	$16.7M	0.01%	409,512 +6,991
1072	1072 NetEase NTES $73.2B	$16.7M	0.01%	186,054 +1,686
1073	1073 TRI-Continental Corp TY $1.73B	$16.6M	0.01%	537,671 -59,638
1074	ITCI 1074 DELISTED Intra-Cellular Therapies Inc. ITCI	$16.5M	0.01%	269,677 -4,903
1075	1075 EPR Properties EPR $4.56B	$16.5M	0.01%	301,475 +14