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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
+6.55%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$100B
AUM Growth
+$8.17B
Cap. Flow
+$2.84B
Cap. Flow %
2.83%
Top 10 Hldgs %
14.86%
Holding
4,211
New
173
Increased
2,323
Reduced
1,382
Closed
308

Top Buys

1
IVV icon
iShares Core S&P 500 ETF
IVV
+$417M
2
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$124M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$116M
4
WFC icon
Wells Fargo
WFC
+$115M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$99.8M

Top Sells

1
GE icon
GE Aerospace
GE
+$71.9M
2
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$71.8M
3
BCR
CR Bard Inc.
BCR
+$60.5M
4
VEA icon
Vanguard FTSE Developed Markets ETF
VEA
+$49.3M
5
CVS icon
CVS Health
CVS
+$42.9M

Sector Composition

1 Financials 15.26%
2 Technology 13.25%
3 Healthcare 11.09%
4 Industrials 8.97%
5 Consumer Discretionary 8.26%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MSBI icon
2976
Midland States Bancorp
MSBI
$639M
$408K ﹤0.01%
12,557
+699
+6% +$22.7K
FPI
2977
Farmland Partners
FPI
$422M
$407K ﹤0.01%
46,880
+8,319
+22% +$74.6K
DCPH
2978
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$406K ﹤0.01%
+17,894
New +$350K
STEW
2979
SRH Total Return Fund
STEW
$1.76B
$402K ﹤0.01%
36,283
+3,313
+10% +$35.2K
PKD
2980
DELISTED
Parker Drilling Company
PKD
$401K ﹤0.01%
26,756
-987
-4% -$15.2K
LXRX icon
2981
Lexicon Pharmaceuticals
LXRX
$1.03B
$398K ﹤0.01%
+40,285
New +$419K
KLDX
2982
DELISTED
KLONDEX MINES LTD
KLDX
$398K ﹤0.01%
152,324
+48,280
+46% +$138K
GSM icon
2983
FerroAtlántica
GSM
$624M
$396K ﹤0.01%
24,427
-95,591
-80% -$1.48M
AXS.PRE icon
2984
AXIS Capital Holdings Ltd Series E
AXS.PRE
$415M
$395K ﹤0.01%
15,713
+3,155
+25% +$80.2K
NKSH icon
2985
National Bankshares
NKSH
$232M
$393K ﹤0.01%
8,649
-568
-6% -$25.8K
NXP icon
2986
Nuveen Select Tax-Free Income Portfolio
NXP
$909M
$393K ﹤0.01%
26,903
-6,070
-18% -$89.7K
PTVCB
2987
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$392K ﹤0.01%
16,348
-6,089
-27% -$142K
PAGP icon
2988
Plains GP Holdings
PAGP
$5.08B
$388K ﹤0.01%
+17,695
New +$372K
MPAA icon
2989
Motorcar Parts of America
MPAA
$266M
$387K ﹤0.01%
15,491
-6,681
-30% -$178K
MRSN
2990
DELISTED
Mersana Therapeutics
MRSN
$387K ﹤0.01%
942
+1
+0.1% +$436
RUN icon
2991
Sunrun
RUN
$2.86B
$386K ﹤0.01%
65,475
-33,621
-34% -$193K
CB
2992
DELISTED
CHUBB CORPORATION
CB
$382K ﹤0.01%
2,611
-17
-0.6% -$2.49K
TELL
2993
DELISTED
Tellurian Inc.
TELL
$381K ﹤0.01%
39,111
+5,736
+17% +$61.4K
PHX
2994
DELISTED
PHX Minerals
PHX
$380K ﹤0.01%
18,469
-5,720
-24% -$128K
PCSB
2995
DELISTED
PCSB Financial Corporation
PCSB
$380K ﹤0.01%
19,940
+495
+3% +$9.51K
MRLN
2996
DELISTED
Marlin Business Services Corp
MRLN
$379K ﹤0.01%
16,938
+2,633
+18% +$65.4K
WRD
2997
DELISTED
WildHorse Resource Development
WRD
$378K ﹤0.01%
+20,519
New +$308K
NG icon
2998
NovaGold Resources
NG
$2.28B
$377K ﹤0.01%
95,912
-5,742
-6% -$22.8K
MCF
2999
DELISTED
Contango Oil & Gas Co.
MCF
$377K ﹤0.01%
80,103
-88,809
-53% -$340K
GPJA
3000
Georgia Power Company Series 2017A 5.00% Junior Subordinated Notes due Oct 1 2077
GPJA
$226M
$376K ﹤0.01%
14,684
-2,372
-14% -$59.7K
118 119
120
121 122

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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 Q4 2017 Portfolio in Review

As of Q4 2017, Parametric Portfolio Associates held 4,211 positions worth $100B, up 8.9% from $92.1B the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Parametric Portfolio Associates's Q4 2017 filing shows 173 new, 2,323 increased, 1,382 reduced and 308 closed positions. Its largest new stake was Arcos Dorados Holdings: 1,731,459 shares worth $17.4M. The largest sale was GE Aerospace, an estimated $71.9M.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 15% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q4 2017 buy was Arcos Dorados Holdings: 1,731,459 shares worth $17.4M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2017, an estimated $417M increase.
  • Parametric Portfolio Associates's biggest Q4 2017 reduction was GE Aerospace, cutting an estimated $71.9M.
  • Parametric Portfolio Associates fully exited Level 3 Communications Inc in Q4 2017, selling an estimated $32.2M.
  • Parametric Portfolio Associates's ten largest holdings make up 15% of its $100B portfolio in Q4 2017.
  • Parametric Portfolio Associates opened 173 new positions and closed 308 in Q4 2017.
  • Parametric Portfolio Associates's portfolio value rose 8.9% quarter-over-quarter to $100B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2017, filed 14 Feb 2018.