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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
RY icon
1401
Royal Bank of Canada
RY
$291B
$2.58M 0.01%
+44,287
New +$2.64M
MSGS icon
1402
Madison Square Garden
MSGS
$9.57B
$2.58M 0.01%
+61,009
New +$2.55M
CHS
1403
DELISTED
Chicos FAS, Inc.
CHS
$2.58M 0.01%
+150,999
New +$2.7M
SWFT
1404
DELISTED
Swift Transportation Company
SWFT
$2.56M 0.01%
+155,002
New +$2.38M
IDCC icon
1405
InterDigital
IDCC
$6.7B
$2.56M 0.01%
+57,383
New +$2.57M
FDML
1406
DELISTED
Federal-Mogul Holdings Corporation
FDML
$2.56M 0.01%
+250,722
New +$2.04M
AMCX icon
1407
AMC Global Media
AMCX
$445M
$2.55M 0.01%
+39,101
New +$2.52M
AIR icon
1408
AAR Corp
AIR
$5.46B
$2.55M 0.01%
+116,076
New +$2.24M
BOE icon
1409
BlackRock Enhanced Global Dividend Trust
BOE
$661M
$2.55M 0.01%
+188,890
New +$2.63M
SEMG
1410
DELISTED
SEMGROUP CORPORATION
SEMG
$2.55M 0.01%
+47,307
New +$2.51M
DY icon
1411
Dycom Industries
DY
$12.7B
$2.54M 0.01%
+109,787
New +$2.27M
MW
1412
DELISTED
THE MENS WAREHOUSE INC
MW
$2.54M 0.01%
+67,051
New +$2.33M
CODE
1413
DELISTED
SPANSION INC, CLASS A COMMON STOCK
CODE
$2.54M 0.01%
+202,542
New +$2.52M
LVNTA
1414
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$2.53M 0.01%
+121,192
New +$2.33M
NAVG
1415
DELISTED
Navigators Group Inc
NAVG
$2.53M 0.01%
+88,708
New +$2.59M
WOOF
1416
DELISTED
VCA Inc.
WOOF
$2.53M 0.01%
+96,947
New +$2.35M
DOLE
1417
DELISTED
DOLE FOOD CO INC NEW CMN STK (DE)
DOLE
$2.53M 0.01%
+198,147
New +$2.18M
SSL icon
1418
Sasol
SSL
$7.34B
$2.52M 0.01%
+58,256
New +$2.53M
MTOR
1419
DELISTED
MERITOR, Inc.
MTOR
$2.52M 0.01%
+357,078
New +$2.14M
SLAB icon
1420
Silicon Laboratories
SLAB
$7.17B
$2.52M 0.01%
+60,728
New +$2.51M
HERO
1421
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
$2.51M 0.01%
+356,832
New +$2.53M
ENTG icon
1422
Entegris
ENTG
$19.2B
$2.51M 0.01%
+267,557
New +$2.59M
BSY
1423
DELISTED
BRITISH SKY BRDCSTNG ADS (EACH REPTG 4 ORD SHS)
BSY
$2.51M 0.01%
+51,800
New +$2.51M
UHAL icon
1424
U-Haul Holding Co
UHAL
$14.3B
$2.5M 0.01%
+154,750
New +$2.57M
EWZ icon
1425
iShares MSCI Brazil ETF
EWZ
$9.08B
$2.5M 0.01%
+57,080
New +$2.96M
55 56
57
58 59

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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.