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
Cap. Flow
+$1.74B
Cap. Flow %
3.51%
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
FTSM icon
First Trust Enhanced Short Maturity ETF
FTSM
$77.8M
3
VOO icon
Vanguard S&P 500 ETF
VOO
$56.4M
4
VGK icon
Vanguard FTSE Europe ETF
VGK
$47.4M
5
RWR icon
SPDR Dow Jones REIT ETF
RWR
$45.9M

Top Sells

1
AGN
ALLERGAN INC
AGN
$131M
2
IWL icon
iShares Russell Top 200 ETF
IWL
$87M
3
COV
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
$67.8M
4
FXG icon
First Trust Consumer Staples AlphaDEX Fund
FXG
$43.6M
5
FXL icon
First Trust Technology AlphaDEX Fund
FXL
$43.6M

Sector Composition

1 Financials 13.12%
2 Healthcare 12.91%
3 Technology 12.91%
4 Industrials 9.02%
5 Consumer Discretionary 8.11%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
TEVA icon
151
Teva Pharmaceuticals
TEVA
$21.2B
$64.3M 0.13%
1,031,393
+158,511
+18% +$9.88M
BAX icon
152
Baxter International
BAX
$12.1B
$63.6M 0.13%
1,710,269
+9,388
+0.6% +$349K
APC
153
DELISTED
Anadarko Petroleum
APC
$63.4M 0.13%
765,757
+69,341
+10% +$5.74M
CB icon
154
Chubb
CB
$112B
$63.1M 0.13%
565,632
+14,398
+3% +$1.61M
BLK icon
155
Blackrock
BLK
$172B
$62.8M 0.13%
171,658
+7,394
+5% +$2.71M
M icon
156
Macy's
M
$4.61B
$62.3M 0.13%
959,808
+15,046
+2% +$977K
TM icon
157
Toyota
TM
$258B
$62.3M 0.13%
445,213
+14,767
+3% +$2.07M
MJN
158
DELISTED
Mead Johnson Nutrition Company
MJN
$62.2M 0.13%
618,677
+24,616
+4% +$2.47M
RAI
159
DELISTED
Reynolds American Inc
RAI
$61.7M 0.12%
1,790,140
+60,850
+4% +$2.1M
EMR icon
160
Emerson Electric
EMR
$74.9B
$61.6M 0.12%
1,087,844
-73,650
-6% -$4.17M
AEP icon
161
American Electric Power
AEP
$58.1B
$61.5M 0.12%
1,093,212
+14,689
+1% +$826K
EIX icon
162
Edison International
EIX
$21B
$61.2M 0.12%
980,436
+21,399
+2% +$1.34M
CX icon
163
Cemex
CX
$13.4B
$61.1M 0.12%
7,257,191
-306,874
-4% -$2.58M
AMT icon
164
American Tower
AMT
$91.4B
$61.1M 0.12%
648,478
+11,759
+2% +$1.11M
EL icon
165
Estee Lauder
EL
$31.5B
$61M 0.12%
733,183
+43,464
+6% +$3.61M
SHPG
166
DELISTED
Shire pic
SHPG
$60.9M 0.12%
254,665
+13,382
+6% +$3.2M
AMP icon
167
Ameriprise Financial
AMP
$48.3B
$60.8M 0.12%
464,969
-5,049
-1% -$661K
PRU icon
168
Prudential Financial
PRU
$38.3B
$60.8M 0.12%
756,973
-43,227
-5% -$3.47M
VWO icon
169
Vanguard FTSE Emerging Markets ETF
VWO
$96.1B
$60.7M 0.12%
1,484,961
+156,758
+12% +$6.41M
STT icon
170
State Street
STT
$32.4B
$60.3M 0.12%
820,279
+28,722
+4% +$2.11M
MHFI
171
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$60.3M 0.12%
583,224
+2,779
+0.5% +$287K
DE icon
172
Deere & Co
DE
$128B
$59.8M 0.12%
682,303
+113,288
+20% +$9.93M
PEG icon
173
Public Service Enterprise Group
PEG
$40.8B
$59.7M 0.12%
1,424,843
+39,343
+3% +$1.65M
BBWI icon
174
Bath & Body Works
BBWI
$6.57B
$59.6M 0.12%
782,419
+54,995
+8% +$4.19M
D icon
175
Dominion Energy
D
$50.2B
$59.4M 0.12%
837,546
+13,121
+2% +$930K
5 6
7
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