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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
LII icon
1151
Lennox International
LII
$19.1B
$3.47M 0.01%
+53,697
New +$3.38M
NUAN
1152
DELISTED
Nuance Communications, Inc.
NUAN
$3.46M 0.01%
+217,410
New +$3.7M
MCR
1153
DELISTED
MFS Charter Income Trust
MCR
$3.46M 0.01%
+374,344
New +$3.73M
SWX icon
1154
Southwest Gas
SWX
$6.7B
$3.46M 0.01%
+74,009
New +$3.61M
DF
1155
DELISTED
Dean Foods Company
DF
$3.46M 0.01%
+172,662
New +$3.16M
CIM
1156
Chimera Investment
CIM
$1.05B
$3.46M 0.01%
+76,770
New +$3.64M
ARE icon
1157
Alexandria Real Estate Equities
ARE
$9.05B
$3.45M 0.01%
+52,555
New +$3.71M
SKS
1158
DELISTED
SAKS INCORPORATED
SKS
$3.44M 0.01%
+252,267
New +$3.25M
SUSQ
1159
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
$3.44M 0.01%
+267,650
New +$3.2M
DEG
1160
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
$3.44M 0.01%
+222,380
New +$3.41M
EHC icon
1161
Encompass Health
EHC
$11.3B
$3.44M 0.01%
+150,005
New +$3.39M
PZZA icon
1162
Papa John's
PZZA
$1.01B
$3.43M 0.01%
+105,024
New +$3.35M
ACWV icon
1163
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.29B
$3.42M 0.01%
+57,269
New +$3.56M
LGF
1164
DELISTED
Lions Gate Entertainment
LGF
$3.42M 0.01%
+124,485
New +$3.26M
MKTAY
1165
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$3.42M 0.01%
+63,028
New +$3.05M
EGN
1166
DELISTED
Energen
EGN
$3.41M 0.01%
+65,332
New +$3.35M
ABCO
1167
DELISTED
Advisory Board Co
ABCO
$3.41M 0.01%
+62,398
New +$3.17M
NIHD
1168
DELISTED
NII HOLDINGS INC CL B
NIHD
$3.4M 0.01%
+510,131
New +$3.66M
AM
1169
DELISTED
AMERICAN GREETINGS CORP CL A
AM
$3.39M 0.01%
+186,022
New +$3.41M
LNG icon
1170
Cheniere Energy
LNG
$54.1B
$3.38M 0.01%
+121,668
New +$3.42M
EGP icon
1171
EastGroup Properties
EGP
$11.5B
$3.38M 0.01%
+60,008
New +$3.62M
CNI icon
1172
Canadian National Railway
CNI
$77.9B
$3.37M 0.01%
+69,374
New +$3.42M
RCI icon
1173
Rogers Communications
RCI
$17.7B
$3.36M 0.01%
+85,823
New +$4.07M
SKX
1174
DELISTED
Skechers
SKX
$3.36M 0.01%
+419,517
New +$3.05M
WW
1175
DELISTED
WW International
WW
$3.34M 0.01%
+72,643
New +$3.17M
45 46
47
48 49

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PSUF
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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.