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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
QUAD icon
1176
Quad
QUAD
$448M
$3.34M 0.01%
+138,492
New +$3.15M
MTG icon
1177
MGIC Investment
MTG
$6.36B
$3.33M 0.01%
+548,525
New +$3.12M
CQB
1178
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
$3.32M 0.01%
+304,006
New +$2.81M
ERIE icon
1179
Erie Indemnity
ERIE
$12.1B
$3.32M 0.01%
+41,637
New +$3.24M
GPN icon
1180
Global Payments
GPN
$22.8B
$3.31M 0.01%
+142,948
New +$3.34M
HYG icon
1181
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$3.29M 0.01%
+36,237
New +$3.4M
X
1182
DELISTED
US Steel
X
$3.29M 0.01%
+187,811
New +$3.32M
TD icon
1183
Toronto Dominion Bank
TD
$197B
$3.29M 0.01%
+81,792
New +$3.29M
CMC icon
1184
Commercial Metals
CMC
$7.49B
$3.29M 0.01%
+222,497
New +$3.28M
FFIV icon
1185
F5
FFIV
$22.5B
$3.27M 0.01%
+47,583
New +$3.66M
IHG icon
1186
InterContinental Hotels
IHG
$23.5B
$3.27M 0.01%
+83,299
New +$3.45M
LEAP
1187
DELISTED
LEAP WIRELESS INTERNATIONAL INC NEW
LEAP
$3.27M 0.01%
+485,928
New +$2.85M
AEG icon
1188
Aegon
AEG
$13.5B
$3.27M 0.01%
+711,369
New +$3.14M
EFII
1189
DELISTED
Electronics for Imaging
EFII
$3.26M 0.01%
+115,341
New +$3.09M
BGFV
1190
DELISTED
Big 5 Sporting Goods
BGFV
$3.26M 0.01%
+148,544
New +$2.78M
SNP
1191
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$3.26M 0.01%
+46,336
New +$3.75M
TRN icon
1192
Trinity Industries
TRN
$2.92B
$3.26M 0.01%
+235,374
New +$3.44M
IGR
1193
CBRE Global Real Estate Income Fund
IGR
$713M
$3.25M 0.01%
+360,640
New +$3.44M
ATML
1194
DELISTED
ATMEL CORP
ATML
$3.25M 0.01%
+443,035
New +$3.13M
NNN icon
1195
NNN REIT
NNN
$9.38B
$3.24M 0.01%
+94,291
New +$3.54M
RDEN
1196
DELISTED
ELIZABETH ARDEN INC
RDEN
$3.24M 0.01%
+72,029
New +$3.2M
WLL
1197
DELISTED
Whiting Petroleum Corporation
WLL
$3.24M 0.01%
+234
New +$3.26M
MTZ icon
1198
MasTec
MTZ
$25.7B
$3.24M 0.01%
+98,469
New +$2.97M
WLK icon
1199
Westlake Corp
WLK
$9.31B
$3.24M 0.01%
+67,170
New +$3.02M
MD icon
1200
Pediatrix Medical
MD
$2.17B
$3.23M 0.01%
+70,638
New +$3.16M
46 47
48
49 50

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BAM
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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.