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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
VSEC icon
3076
VSE Corp
VSEC
$5.48B
$230K ﹤0.01%
+11,210
New +$180K
CAF
3077
Morgan Stanley China A Share Fund
CAF
$334M
$229K ﹤0.01%
+11,899
New +$269K
VGI
3078
Virtus Global Multi-Sector Income Fund
VGI
$81.2M
$227K ﹤0.01%
+12,997
New +$244K
TPLM
3079
DELISTED
Triangle Petroleum Corporation
TPLM
$227K ﹤0.01%
+32,360
New +$193K
AFQ.CL
3080
DELISTED
AMERICAN FINANCIAL GROUP INC 7% SENIOR NOTES DUE 2050 (OH)
AFQ.CL
$225K ﹤0.01%
+8,524
New +$230K
FIO
3081
DELISTED
FUSION-IO INC COM
FIO
$225K ﹤0.01%
+15,802
New +$237K
CCBG icon
3082
Capital City Bank Group
CCBG
$882M
$224K ﹤0.01%
+19,407
New +$228K
WP
3083
DELISTED
Worldpay, Inc.
WP
$224K ﹤0.01%
+8,101
New +$201K
NBIX icon
3084
Neurocrine Biosciences
NBIX
$17.7B
$223K ﹤0.01%
+16,681
New +$205K
PSA.PRQ
3085
DELISTED
PUBLIC STORAGE DEPOSITARY SHS REPSTG 1/1000TH PFD SHS
PSA.PRQ
$223K ﹤0.01%
+8,664
New +$235K
VNO.PRJ
3086
DELISTED
VORNADO RLTY TR PFD 6.875% CUMULATIVE RED SER J % (MD)
VNO.PRJ
$223K ﹤0.01%
+8,654
New +$235K
ATRI
3087
DELISTED
Atrion Corp
ATRI
$222K ﹤0.01%
+1,016
New +$210K
PSB.PRU.CL
3088
DELISTED
PS Business Parks, Inc. Depositary Shares Each Representing 1/1000 of a Share of 5.75% Cumulative Pr
PSB.PRU.CL
$222K ﹤0.01%
+9,490
New +$236K
EBSB
3089
DELISTED
Meridian Bancorp, Inc.
EBSB
$221K ﹤0.01%
+28,720
New +$213K
MBVT
3090
DELISTED
Merchants Bancshares Inc
MBVT
$221K ﹤0.01%
+7,470
New +$217K
NPF
3091
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$221K ﹤0.01%
+16,644
New +$238K
EXEL icon
3092
Exelixis
EXEL
$13.9B
$220K ﹤0.01%
+48,411
New +$229K
TCF.PRB.CL
3093
DELISTED
TCF Financial Corporation
TCF.PRB.CL
$220K ﹤0.01%
+8,352
New +$225K
JMI
3094
DELISTED
JAVELIN MTG INVESTMENT CORP COM
JMI
$219K ﹤0.01%
+15,569
New +$274K
PSA.PRP
3095
DELISTED
PUBLIC STORAGE DEPOSITARY SHS RPSTG % CUMV PFD SHS SER P
PSA.PRP
$219K ﹤0.01%
+8,576
New +$228K
RLD
3096
DELISTED
REALD INC COM STK
RLD
$218K ﹤0.01%
+15,711
New +$230K
PCMI
3097
DELISTED
PCM, Inc
PCMI
$217K ﹤0.01%
+22,580
New +$181K
BSRR icon
3098
Sierra Bancorp
BSRR
$548M
$216K ﹤0.01%
+14,582
New +$195K
CLDX icon
3099
Celldex Therapeutics
CLDX
$2.77B
$215K ﹤0.01%
+916
New +$180K
LPSN icon
3100
LivePerson
LPSN
$18.9M
$215K ﹤0.01%
+1,598
New +$258K
122 123
124
125 126

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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.