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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
END
2751
DELISTED
ENDEAVOUR INTERNATIONAL CORP NEW (NV)
END
$460K ﹤0.01%
+119,674
New +$375K
CWB icon
2752
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.64B
$459K ﹤0.01%
+10,757
New +$463K
SMS
2753
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
$459K ﹤0.01%
+60,741
New +$572K
CYD icon
2754
China Yuchai International
CYD
$1.69B
$458K ﹤0.01%
+25,996
New +$414K
STGW icon
2755
Stagwell
STGW
$1.84B
$458K ﹤0.01%
+38,123
New +$433K
USPH icon
2756
US Physical Therapy
USPH
$1.14B
$458K ﹤0.01%
+16,583
New +$439K
CEA
2757
DELISTED
China Eastern Airlines
CEA
$456K ﹤0.01%
+29,613
New +$554K
DTSI
2758
DELISTED
DTS, Inc.
DTSI
$456K ﹤0.01%
+22,152
New +$412K
GTE icon
2759
Gran Tierra Energy
GTE
$260M
$455K ﹤0.01%
+7,577
New +$451K
TDJ
2760
DELISTED
TELEPHONE AND DATA SYSTEMS, INC. 7% Senior Notes due 2060,
TDJ
$454K ﹤0.01%
+17,589
New +$467K
FLY
2761
DELISTED
Fly Leasing Limited
FLY
$454K ﹤0.01%
+26,928
New +$431K
MRLN
2762
DELISTED
Marlin Business Services Corp
MRLN
$453K ﹤0.01%
+19,870
New +$462K
GCOM
2763
DELISTED
GLOBECOMM SYSTEMS INC
GCOM
$452K ﹤0.01%
+35,744
New +$446K
SNBR
2764
DELISTED
Sleep Number
SNBR
$451K ﹤0.01%
+18,010
New +$386K
STEW
2765
SRH Total Return Fund
STEW
$1.75B
$451K ﹤0.01%
+60,631
New +$449K
MHR
2766
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
$451K ﹤0.01%
+123,462
New +$421K
MMSI icon
2767
Merit Medical Systems
MMSI
$4.43B
$448K ﹤0.01%
+40,157
New +$430K
TGS icon
2768
Transportadora de Gas del Sur
TGS
$4.59B
$448K ﹤0.01%
+264,422
New +$448K
TRNO icon
2769
Terreno Realty
TRNO
$7.68B
$448K ﹤0.01%
+24,188
New +$454K
GGS
2770
DELISTED
GLOBAL GEOPHYSICAL SERVICES, INC COM STK
GGS
$448K ﹤0.01%
+94,983
New +$327K
KRO icon
2771
KRONOS Worldwide
KRO
$761M
$447K ﹤0.01%
+27,494
New +$442K
ATCO
2772
DELISTED
Atlas Corp.
ATCO
$447K ﹤0.01%
+21,519
New +$471K
NXTM
2773
DELISTED
NxStage Medical Inc.
NXTM
$447K ﹤0.01%
+31,321
New +$394K
CLS icon
2774
Celestica
CLS
$35.1B
$445K ﹤0.01%
+47,116
New +$414K
LGTY
2775
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$444K ﹤0.01%
+51,040
New +$425K
109 110
111
112 113

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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
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BAM
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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.