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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+2.45%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$34.3B
AUM Growth
–
Cap. Flow
+$34.4B
Cap. Flow %
100.41%
Top 10 Hldgs %
11.7%
Holding
3,715
New
3,714
Increased
–
Reduced
–
Closed
–

Top Buys

Rank Stock Value
1
XOM icon
ExxonMobil
XOM
+$612M
2
AAPL icon
Apple
AAPL
+$574M
3
CVX icon
Chevron
CVX
+$428M
4
MSFT icon
Microsoft
MSFT
+$392M
5
JNJ icon
Johnson & Johnson
JNJ
+$366M

Top Sells

No sells this quarter

Sector Composition

Rank Sector Weight
1 Financials 14.77%
2 Technology 11.87%
3 Healthcare 11.02%
4 Energy 9.48%
5 Industrials 9.13%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DMRC icon
2651
Digimarc Corp
DMRC
$133M
$528K ﹤0.01%
+25,421
New +$569K
STMP
2652
DELISTED
Stamps.com, Inc.
STMP
$528K ﹤0.01%
+13,400
New +$447K
AAT
2653
American Assets Trust
AAT
$1.49B
$527K ﹤0.01%
+17,071
New +$563K
AP icon
2654
Ampco-Pittsburgh
AP
$167M
$526K ﹤0.01%
+28,049
New +$514K
AVAV icon
2655
AeroVironment
AVAV
$7.57B
$526K ﹤0.01%
+26,087
New +$507K
MED icon
2656
Medifast
MED
$108M
$526K ﹤0.01%
+20,403
New +$536K
TRC icon
2657
Tejon Ranch
TRC
$476M
$525K ﹤0.01%
+19,557
New +$537K
SRGA
2658
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$524K ﹤0.01%
+4,643
New +$568K
LMOS
2659
DELISTED
Lumos Networks Corp
LMOS
$524K ﹤0.01%
+30,618
New +$447K
CWST icon
2660
Casella Waste Systems
CWST
$5.69B
$523K ﹤0.01%
+121,408
New +$499K
CHSP
2661
DELISTED
Chesapeake Lodging Trust
CHSP
$521K ﹤0.01%
+25,072
New +$566K
C.PRS
2662
DELISTED
CITIGROUP CAP IX 6.0% TR PFD
C.PRS
$521K ﹤0.01%
+20,881
New +$527K
UVSP icon
2663
Univest Financial
UVSP
$1.23B
$520K ﹤0.01%
+27,249
New +$483K
GFA
2664
DELISTED
Gafisa S.A.
GFA
$520K ﹤0.01%
+15,374
New +$755K
LYTS icon
2665
LSI Industries
LYTS
$853M
$518K ﹤0.01%
+64,053
New +$483K
TY icon
2666
TRI-Continental Corp
TY
$1.86B
$518K ﹤0.01%
+28,952
New +$522K
ARAY icon
2667
Accuray
ARAY
$28.4M
$517K ﹤0.01%
+90,020
New +$455K
C.PRN icon
2668
Citigroup Capital XIII 7.875% Fixed Rate/Floating Rate Trust Preferred Securities
C.PRN
$2.55B
$517K ﹤0.01%
+18,532
New +$521K
FBNC icon
2669
First Bancorp
FBNC
$2.6B
$517K ﹤0.01%
+36,652
New +$498K
CVO
2670
DELISTED
Cenevo, Inc.
CVO
$517K ﹤0.01%
+30,331
New +$520K
KOG
2671
DELISTED
KODIAK OIL & GAS CORP
KOG
$517K ﹤0.01%
+58,143
New +$491K
SP
2672
DELISTED
SP Plus Corporation
SP
$516K ﹤0.01%
+24,025
New +$520K
CRMT icon
2673
America's Car Mart
CRMT
$25.3M
$515K ﹤0.01%
+11,911
New +$540K
MWR.CL
2674
DELISTED
MORGAN STANLEY CAPITAL TRUST III
MWR.CL
$514K ﹤0.01%
+20,639
New +$520K
ARDNA
2675
DELISTED
ARDEN GROUP INC CL-A
ARDNA
$514K ﹤0.01%
+4,657
New +$514K
105 106
107
108 109

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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q2 2013 Portfolio in Review

Q2 2013 is the first quarter with a 13F filing on record for Parametric Portfolio Associates, which disclosed 3,715 positions worth $34.3B. Its ten largest holdings account for 12% of the portfolio.

Its largest position is ExxonMobil: 6,796,801 shares worth $614M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q2 2013 buy was ExxonMobil: 6,796,801 shares worth $614M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $34.3B portfolio in Q2 2013.
  • Parametric Portfolio Associates disclosed 3,715 positions in Q2 2013, its first 13F filing on record.

Based on Parametric Portfolio Associates's 13F filing for Q2 2013, filed 7 Aug 2013.