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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
BLT
2026
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
$1.26M ﹤0.01%
+106,444
New +$1.42M
AFSI
2027
DELISTED
AmTrust Financial Services, Inc.
AFSI
$1.26M ﹤0.01%
+77,431
New +$1.17M
MFC icon
2028
Manulife Financial
MFC
$73.2B
$1.25M ﹤0.01%
+78,320
New +$1.19M
IRC
2029
DELISTED
INLAND REAL ESTATE CORP
IRC
$1.25M ﹤0.01%
+122,521
New +$1.31M
IRBT
2030
DELISTED
iRobot
IRBT
$1.25M ﹤0.01%
+31,422
New +$982K
EEM icon
2031
iShares MSCI Emerging Markets ETF
EEM
$28.6B
$1.25M ﹤0.01%
+32,444
New +$1.35M
DLB icon
2032
Dolby
DLB
$4.85B
$1.25M ﹤0.01%
+37,312
New +$1.25M
DNKN
2033
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.25M ﹤0.01%
+29,123
New +$1.17M
TC
2034
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
$1.25M ﹤0.01%
+411,623
New +$1.29M
WWW icon
2035
Wolverine World Wide
WWW
$1.56B
$1.25M ﹤0.01%
+45,578
New +$1.13M
HHH icon
2036
Howard Hughes
HHH
$3.93B
$1.24M ﹤0.01%
+11,643
New +$1.1M
LORL
2037
DELISTED
Loral Space and Communications, Inc.
LORL
$1.24M ﹤0.01%
+20,742
New +$1.27M
GNCMA
2038
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$1.24M ﹤0.01%
+158,887
New +$1.42M
NXST icon
2039
Nexstar Media Group
NXST
$5.67B
$1.24M ﹤0.01%
+35,048
New +$925K
ACI
2040
DELISTED
ARCH COAL, INC.
ACI
$1.24M ﹤0.01%
+32,897
New +$1.59M
SNDA icon
2041
Sonida Senior Living
SNDA
$2.03B
$1.24M ﹤0.01%
+3,466
New +$1.31M
TR icon
2042
Tootsie Roll Industries
TR
$2.9B
$1.24M ﹤0.01%
+57,249
New +$1.22M
CW icon
2043
Curtiss-Wright
CW
$27.5B
$1.24M ﹤0.01%
+33,348
New +$1.16M
OTTR icon
2044
Otter Tail
OTTR
$3.87B
$1.24M ﹤0.01%
+43,531
New +$1.28M
PRLB icon
2045
Protolabs
PRLB
$1.85B
$1.24M ﹤0.01%
+19,007
New +$1.02M
SXT icon
2046
Sensient Technologies
SXT
$5.32B
$1.24M ﹤0.01%
+30,513
New +$1.21M
MODV
2047
DELISTED
ModivCare
MODV
$1.23M ﹤0.01%
+42,317
New +$950K
ORN icon
2048
Orion Group Holdings
ORN
$503M
$1.23M ﹤0.01%
+101,854
New +$1.09M
RAVN
2049
DELISTED
Raven Industries Inc
RAVN
$1.23M ﹤0.01%
+41,073
New +$1.3M
CRK icon
2050
Comstock Resources
CRK
$3.82B
$1.23M ﹤0.01%
+15,645
New +$1.28M
80 81
82
83 84

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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.