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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
MDC
1526
DELISTED
M.D.C. Holdings, Inc.
MDC
$2.29M 0.01%
+97,646
New +$2.54M
JNY
1527
DELISTED
JONES GROUP INC COM STK (PA)
JNY
$2.29M 0.01%
+166,249
New +$2.32M
ABM icon
1528
ABM Industries
ABM
$2.84B
$2.28M 0.01%
+93,028
New +$2.13M
IRM icon
1529
Iron Mountain
IRM
$37.8B
$2.28M 0.01%
+92,726
New +$2.99M
SHG icon
1530
Shinhan Financial Group
SHG
$33.6B
$2.28M 0.01%
+69,988
New +$2.39M
WIW
1531
Western Asset Inflation-Linked Opportunities & Income Fund
WIW
$507M
$2.28M 0.01%
+192,138
New +$2.46M
STC icon
1532
Stewart Information Services
STC
$2.02B
$2.28M 0.01%
+86,906
New +$2.36M
HTS
1533
DELISTED
HATTERAS FINANCIAL CORP
HTS
$2.27M 0.01%
+92,125
New +$2.43M
KNGT
1534
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$2.27M 0.01%
+134,982
New +$2.27M
RLI icon
1535
RLI Corp
RLI
$5.88B
$2.26M 0.01%
+118,412
New +$2.19M
ELX
1536
DELISTED
EMULEX CORP
ELX
$2.26M 0.01%
+346,678
New +$2.18M
CIE
1537
DELISTED
Cobalt International Energy, Inc
CIE
$2.26M 0.01%
+5,661
New +$2.29M
GVA icon
1538
Granite Construction
GVA
$5.49B
$2.25M 0.01%
+75,754
New +$2.24M
NMO
1539
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$2.25M 0.01%
+172,650
New +$2.4M
AWR icon
1540
American States Water
AWR
$3.37B
$2.25M 0.01%
+83,790
New +$2.28M
FFBC icon
1541
First Financial Bancorp
FFBC
$3.52B
$2.24M 0.01%
+150,390
New +$2.31M
ITGR icon
1542
Integer Holdings
ITGR
$3.38B
$2.24M 0.01%
+74,906
New +$2.12M
SYKE
1543
DELISTED
SYKES Enterprises Inc
SYKE
$2.24M 0.01%
+142,062
New +$2.2M
GWR
1544
DELISTED
Genesee & Wyoming Inc.
GWR
$2.23M 0.01%
+26,303
New +$2.3M
MCRS
1545
DELISTED
MICROS SYSTEMS INC
MCRS
$2.23M 0.01%
+51,726
New +$2.24M
DDD icon
1546
3D Systems Corp
DDD
$430M
$2.23M 0.01%
+50,791
New +$2.1M
PSO icon
1547
Pearson
PSO
$10.1B
$2.23M 0.01%
+124,400
New +$2.26M
EPAC icon
1548
Enerpac Tool Group
EPAC
$1.78B
$2.23M 0.01%
+67,550
New +$2.16M
SYNA icon
1549
Synaptics
SYNA
$4.55B
$2.23M 0.01%
+57,753
New +$2.31M
WAL icon
1550
Western Alliance Bancorporation
WAL
$9.04B
$2.23M 0.01%
+140,580
New +$2.04M
60 61
62
63 64

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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
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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.