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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
MPG
3001
DELISTED
MPG OFFICE TRUST, INC COM
MPG
$273K ﹤0.01%
+87,024
New +$260K
OTEX icon
3002
Open Text
OTEX
$5.43B
$272K ﹤0.01%
+15,864
New +$259K
HGH
3003
DELISTED
THE HARTFORD FINANCIAL SERVICES GROUP, INC. 7.875% FIXED-TO-FLOATING RATE JR SUB DEBENTURE DUE 2042
HGH
$272K ﹤0.01%
+9,211
New +$280K
KEYW
3004
DELISTED
The KEYW Holding Corporation
KEYW
$272K ﹤0.01%
+20,514
New +$291K
GLRE icon
3005
Greenlight Captial
GLRE
$563M
$271K ﹤0.01%
+11,062
New +$272K
VHC icon
3006
VirnetX Holding Corp
VHC
$52.3M
$271K ﹤0.01%
+677
New +$288K
EVF
3007
Eaton Vance Senior Income Trust
EVF
$90.3M
$270K ﹤0.01%
+35,860
New +$272K
YELL
3008
DELISTED
Yellow Corporation Common Stock
YELL
$269K ﹤0.01%
+9,361
New +$144K
JBSS icon
3009
John B. Sanfilippo & Son
JBSS
$949M
$268K ﹤0.01%
+13,288
New +$265K
WAIR
3010
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$267K ﹤0.01%
+14,381
New +$238K
PGH
3011
DELISTED
Pengrowth Energy Corporation
PGH
$267K ﹤0.01%
+54,187
New +$270K
KERX
3012
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$266K ﹤0.01%
+35,574
New +$278K
FBNK
3013
DELISTED
First Connecticut Bancorp, Inc
FBNK
$265K ﹤0.01%
+19,065
New +$273K
REN
3014
DELISTED
Resolute Energy Corporaton
REN
$265K ﹤0.01%
+6,629
New +$296K
AXIA.PR
3015
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$264K ﹤0.01%
+66,491
New +$314K
ET
3016
DELISTED
EXACTTARGET INC COM STK (DE)
ET
$264K ﹤0.01%
+7,821
New +$196K
APAM icon
3017
Artisan Partners
APAM
$2.79B
$263K ﹤0.01%
+5,260
New +$236K
SHOS
3018
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
$262K ﹤0.01%
+5,995
New +$270K
MPR
3019
DELISTED
MET-PRO CORP
MPR
$262K ﹤0.01%
+19,491
New +$245K
BIL icon
3020
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.8B
$259K ﹤0.01%
+2,830
New +$259K
CONE
3021
DELISTED
CyrusOne Inc Common Stock
CONE
$259K ﹤0.01%
+12,478
New +$279K
MWO.CL
3022
DELISTED
MORGAN STANLEY CAPITAL TRUST V
MWO.CL
$258K ﹤0.01%
+10,544
New +$265K
VRA icon
3023
Vera Bradley
VRA
$105M
$257K ﹤0.01%
+11,866
New +$264K
GNK
3024
DELISTED
GENCO SHIPPING & TRADING LTD
GNK
$257K ﹤0.01%
+157,932
New +$277K
MCRI icon
3025
Monarch Casino & Resort
MCRI
$2.14B
$256K ﹤0.01%
+15,208
New +$206K
119 120
121
122 123

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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
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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.