PARAMETRIC PORTFOLIO ASSOCIATES LLC Information

1918 EIGHTH AVE, SEATTLE, Washington, 98101, (206) 694-5575

Report Date: 06/30/2015

Position Statistics

Total Positions 4,078
New Positions 160
Increased Positions 2,381
Decreased Positions 1,675
Positions with Activity 4,056
Sold Out Positions 133
Total Mkt Value (in $ millions) 47,161

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 3.43%
Capital Goods 3.83%
Conglomerates 0.16%
Consumer Cyclical 3.13%
Consumer/Non-Cyclical 6.74%
Energy 6.04%
Financial 23.21%
Healthcare 10.61%
Services 17.83%
Technology 15.81%
Transportation 2.27%
Utilities 3.47%

4,078 Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
VANGUARD INDEX FDS REIT ETF 84,484 72,342 595.79 1,170,145
NESTLE S A SPONSORED ADR 83,383 4,900 6.24 1,148,524
KIMBERLY CLARK CORP COM 82,815 3,450 4.35 799,995
MONSANTO CO NEW COM 82,761 -3,245 (3.77) 864,346
HUMANA INC COM 81,451 -12,824 (13.6) 448,718
SALESFORCE COM INC COM 81,335 6,597 8.83 1,211,598
CIGNA CORPORATION COM 80,819 119 .15 579,847
AUTOMATIC DATA PROCESSING INC COM 80,642 7,164 9.75 1,058,986
WISDOMTREE TR JAPN HEDGE EQT 78,661 10,825 15.96 1,614,213
THERMO FISHER SCIENTIFIC INC COM 78,231 2,005 2.63 645,626
TJX COS INC NEW COM 77,690 100 .13 1,097,930
DUKE ENERGY CORP NEW COM NEW 77,596 6,822 9.64 1,136,778
NEXTERA ENERGY INC COM 77,398 5,195 7.19 817,986
KRAFT HEINZ CO COM 75,547 4,152 5.82 1,070,531
AMERISOURCEBERGEN CORP COM 75,141 213 .28 759,079
FORD MTR CO DEL COM PAR $0.01 74,990 916 1.24 5,530,200
TEVA PHARMACEUTICAL INDS LTD ADR 74,849 9,418 14.39 1,179,846
ISHARES TR MSCI EAFE ETF 74,422 -17,897 (19.39) 1,291,832
GENERAL MLS INC COM 74,335 9,658 14.93 1,313,564
CHUBB CORP COM 73,451 3,750 5.38 612,293