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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
NAD icon
1301
Nuveen Quality Municipal Income Fund
NAD
$2.72B
$2.89M 0.01%
+209,782
New +$3.09M
WAFD icon
1302
WaFd
WAFD
$2.69B
$2.89M 0.01%
+152,903
New +$2.63M
PACW
1303
DELISTED
PacWest Bancorp
PACW
$2.89M 0.01%
+94,182
New +$2.65M
ESND
1304
DELISTED
Essendant Inc.
ESND
$2.88M 0.01%
+85,992
New +$2.97M
PDLI
1305
DELISTED
PDL BioPharma, Inc.
PDLI
$2.88M 0.01%
+373,658
New +$2.91M
HYT icon
1306
BlackRock Corporate High Yield Fund
HYT
$1.35B
$2.88M 0.01%
+240,644
New +$3.06M
SHO icon
1307
Sunstone Hotel Investors
SHO
$2.2B
$2.88M 0.01%
+238,577
New +$2.91M
VMC icon
1308
Vulcan Materials
VMC
$36.9B
$2.87M 0.01%
+59,320
New +$3.04M
HHS icon
1309
Harte-Hanks
HHS
$17.9M
$2.87M 0.01%
+33,365
New +$2.76M
ZTS icon
1310
Zoetis
ZTS
$32.2B
$2.86M 0.01%
+92,723
New +$3M
MCY icon
1311
Mercury Insurance
MCY
$6.01B
$2.86M 0.01%
+65,101
New +$2.8M
CVI icon
1312
CVR Energy
CVI
$3.43B
$2.86M 0.01%
+60,335
New +$3.31M
MINT icon
1313
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$2.86M 0.01%
+28,241
New +$2.87M
WCN
1314
Waste Connections
WCN
$42.7B
$2.86M 0.01%
+104,219
New +$2.68M
RRGB icon
1315
Red Robin
RRGB
$136M
$2.85M 0.01%
+51,725
New +$2.58M
GTIV
1316
DELISTED
GENTIVA HEALTH SERVICES INC
GTIV
$2.85M 0.01%
+286,385
New +$2.97M
FCNCA icon
1317
First Citizens BancShares
FCNCA
$24.3B
$2.85M 0.01%
+14,827
New +$2.85M
ANN
1318
DELISTED
ANN INC
ANN
$2.84M 0.01%
+85,668
New +$2.6M
BYD icon
1319
Boyd Gaming
BYD
$6.64B
$2.84M 0.01%
+251,581
New +$2.84M
AF
1320
DELISTED
Astoria Financial Corporation
AF
$2.84M 0.01%
+263,692
New +$2.61M
ACH
1321
Accendra Health
ACH
$247M
$2.84M 0.01%
+84,003
New +$2.79M
HYV
1322
DELISTED
BALCKROCK CORP HG YLD FD V INC
HYV
$2.84M 0.01%
+232,230
New +$3.02M
CWT icon
1323
California Water Service
CWT
$3.04B
$2.83M 0.01%
+144,960
New +$2.88M
RAMP icon
1324
LiveRamp
RAMP
$2.3B
$2.83M 0.01%
+124,566
New +$2.61M
BONT
1325
DELISTED
Bon-Ton Stores Inc/The
BONT
$2.82M 0.01%
+156,085
New +$2.68M
51 52
53
54 55

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MCM
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PSUF
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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.