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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
GIC icon
2726
Global Industrial
GIC
$1.34B
$479K ﹤0.01%
+50,911
New +$478K
KMR
2727
DELISTED
KINDER MORGAN MANAGEMENT LLC
KMR
$479K ﹤0.01%
+6,329
New +$484K
SUPX
2728
DELISTED
SUPERTEX INC
SUPX
$479K ﹤0.01%
+20,054
New +$437K
DGIT
2729
DELISTED
DIGITAL GENERATION INC COM STK (DE)
DGIT
$478K ﹤0.01%
+64,878
New +$445K
CMLS
2730
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$477K ﹤0.01%
+17,589
New +$485K
GSIG
2731
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
$477K ﹤0.01%
+59,369
New +$498K
IND.CL
2732
DELISTED
ING GROEP N.V.% ING PERPETUAL DEBT SECS
IND.CL
$475K ﹤0.01%
+19,092
New +$484K
RSE
2733
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$475K ﹤0.01%
+24,224
New +$472K
GEL icon
2734
Genesis Energy
GEL
$1.84B
$474K ﹤0.01%
+9,148
New +$453K
JPM.PRA.CL
2735
DELISTED
JPMORGAN CHASE & CO. Depositary Shares, each representing a 1/400 interest in a share of 5.45% Non-C
JPM.PRA.CL
$474K ﹤0.01%
+19,890
New +$496K
PEGA icon
2736
Pegasystems
PEGA
$4.41B
$473K ﹤0.01%
+57,108
New +$421K
SFE
2737
DELISTED
Safeguard Scientifics, Inc.
SFE
$473K ﹤0.01%
+29,479
New +$468K
TESS
2738
DELISTED
Tessco Technologies Inc
TESS
$472K ﹤0.01%
+17,878
New +$394K
BXE
2739
DELISTED
Bellatrix Exploration Ltd.
BXE
$472K ﹤0.01%
+15,516
New +$448K
USB.PRM
2740
DELISTED
U.S. Bancorp Depositary Shares, each representing 1/1000th interest in a share of Series F Non-Cumul
USB.PRM
$472K ﹤0.01%
+16,796
New +$495K
SBY
2741
DELISTED
Silver Bay Realty Trust Corp.
SBY
$471K ﹤0.01%
+28,450
New +$532K
FRAN
2742
DELISTED
Francesca's Holdings Corporation
FRAN
$470K ﹤0.01%
+1,408
New +$476K
FLOW
2743
DELISTED
FLOW INTL CORP
FLOW
$470K ﹤0.01%
+127,366
New +$470K
PSTB
2744
DELISTED
Park Sterling Corp.
PSTB
$470K ﹤0.01%
+79,452
New +$451K
MAKO
2745
DELISTED
MAKO SURGICAL CORP COM
MAKO
$469K ﹤0.01%
+38,932
New +$442K
FBRC
2746
DELISTED
FBR & Co. Common Stock
FBRC
$464K ﹤0.01%
+18,444
New +$405K
REX icon
2747
REX American Resources
REX
$1.46B
$463K ﹤0.01%
+96,522
New +$383K
RH icon
2748
RH
RH
$3.3B
$463K ﹤0.01%
+6,169
New +$306K
LUB
2749
DELISTED
Luby's Inc.
LUB
$463K ﹤0.01%
+54,763
New +$420K
GORO icon
2750
Goldgroup Mining Inc.
GORO
$151M
$462K ﹤0.01%
+53,029
New +$523K
108 109
110
111 112

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AF
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MCM
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PSUF
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IA
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SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.