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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
MOV icon
2001
Movado Group
MOV
$838M
$1.31M ﹤0.01%
+38,837
New +$1.27M
SCO
2002
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$1.31M ﹤0.01%
+430,652
New +$1.31M
GTLS
2003
DELISTED
Chart Industries
GTLS
$1.31M ﹤0.01%
+13,933
New +$1.22M
AMED
2004
DELISTED
Amedisys
AMED
$1.3M ﹤0.01%
+112,258
New +$1.29M
PERY
2005
DELISTED
Perry Ellis International Inc
PERY
$1.3M ﹤0.01%
+64,098
New +$1.24M
ACO
2006
DELISTED
AMCOL International Corp
ACO
$1.3M ﹤0.01%
+41,005
New +$1.26M
TIVO
2007
DELISTED
TIVO INC
TIVO
$1.3M ﹤0.01%
+117,592
New +$1.39M
ATMI
2008
DELISTED
A T M I INC
ATMI
$1.29M ﹤0.01%
+54,767
New +$1.25M
PNC.PRP
2009
DELISTED
THE PNC FINANCIAL SERVICES GROUP, INC.
PNC.PRP
$1.29M ﹤0.01%
+48,156
New +$1.33M
BAS
2010
DELISTED
Basis Energy Services, Inc.
BAS
$1.29M ﹤0.01%
+188
New +$1.4M
VRNT
2011
DELISTED
Verint Systems
VRNT
$1.29M ﹤0.01%
+71,543
New +$1.25M
SPIL
2012
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
$1.28M ﹤0.01%
+204,909
New +$1.19M
TXI
2013
DELISTED
TEXAS INDUSTRIES INC
TXI
$1.28M ﹤0.01%
+19,685
New +$1.28M
CCJ icon
2014
Cameco
CCJ
$37.9B
$1.28M ﹤0.01%
+61,954
New +$1.26M
NEWP
2015
DELISTED
NEWPORT CORP
NEWP
$1.28M ﹤0.01%
+91,887
New +$1.3M
SGI
2016
DELISTED
Silicon Graphics Intl.
SGI
$1.28M ﹤0.01%
+95,425
New +$1.31M
GOV
2017
DELISTED
Government Properties Income Trust
GOV
$1.28M ﹤0.01%
+50,612
New +$1.29M
SXC icon
2018
SunCoke Energy
SXC
$784M
$1.27M ﹤0.01%
+90,539
New +$1.39M
HOUS
2019
DELISTED
Anywhere Real Estate
HOUS
$1.26M ﹤0.01%
+26,340
New +$1.29M
DVR
2020
DELISTED
CAL DIVE INTERNATIONAL INC COM
DVR
$1.26M ﹤0.01%
+672,604
New +$1.25M
MSEX icon
2021
Middlesex Water
MSEX
$1.09B
$1.26M ﹤0.01%
+63,363
New +$1.23M
STEL
2022
DELISTED
STELLARONE CORPORATION COM
STEL
$1.26M ﹤0.01%
+64,158
New +$1.04M
ROG icon
2023
Rogers Corp
ROG
$2.14B
$1.26M ﹤0.01%
+26,633
New +$1.21M
IPCM
2024
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
$1.26M ﹤0.01%
+24,534
New +$1.15M
EZPW icon
2025
Ezcorp Inc
EZPW
$1.84B
$1.26M ﹤0.01%
+74,374
New +$1.39M
79 80
81
82 83

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AF
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MCM
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PSUF
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IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
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.