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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
+2.98%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$63.4B
AUM Growth
+$1.48B
Cap. Flow
+$543M
Cap. Flow %
0.86%
Top 10 Hldgs %
13.37%
Holding
4,113
New
138
Increased
2,051
Reduced
1,596
Closed
301

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$116M
2
PFE icon
Pfizer
PFE
+$65.7M
3
SPGI icon
S&P Global
SPGI
+$54.1M
4
CHTR icon
Charter Communications
CHTR
+$47.4M
5
HTZ
Hertz Global Holdings, Inc.
HTZ
+$38.4M

Top Sells

Rank Stock Value
1
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
+$133M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$130M
3
BXLT
BAXALTA INC COM STK (DE)
BXLT
+$60M
4
MHFI
MCGRAW-HILL FINANCIAL INC COM
MHFI
+$50.5M
5
EFA icon
iShares MSCI EAFE ETF
EFA
+$47.1M

Sector Composition

Rank Sector Weight
1 Financials 12.83%
2 Healthcare 12.65%
3 Technology 12.2%
4 Industrials 9.11%
5 Consumer Discretionary 8.52%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CWCO icon
3351
Consolidated Water Co
CWCO
$469M
– –
-10,132
Closed -$123K
DFE icon
3352
WisdomTree Europe SmallCap Dividend Fund
DFE
$163M
– –
-99,441
Closed -$5.67M
DLN icon
3353
WisdomTree US LargeCap Dividend Fund
DLN
$6.24B
– –
-6,398
Closed -$235K
DMB
3354
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$197M
– –
-183,795
Closed -$2.42M
DPG
3355
Duff & Phelps Utility and Infrastructure Fund
DPG
$539M
– –
-238,461
Closed -$3.79M
DSL
3356
DoubleLine Income Solutions Fund
DSL
$1.21B
– –
-234,555
Closed -$3.94M
DSU icon
3357
BlackRock Debt Strategies Fund
DSU
$591M
– –
-788,116
Closed -$8.2M
EAD
3358
Allspring Income Opportunities Fund
EAD
$372M
– –
-783,038
Closed -$5.93M
EEM icon
3359
iShares MSCI Emerging Markets ETF
EEM
$28B
– –
-799,476
Closed -$26.8M
EFA icon
3360
iShares MSCI EAFE ETF
EFA
$76.4B
– –
-818,091
Closed -$47.1M
EFT
3361
Eaton Vance Floating-Rate Income Trust
EFT
$283M
– –
-25,023
Closed -$329K
EHI
3362
Western Asset Global High Income Fund
EHI
$175M
– –
-749,263
Closed -$6.77M
EIM
3363
Eaton Vance Municipal Bond Fund
EIM
$492M
– –
-401,374
Closed -$5.34M
EOD
3364
Allspring Global Dividend Opportunity Fund
EOD
$276M
– –
-1,394,739
Closed -$8.33M
EOI
3365
Eaton Vance Enhanced Equity Income Fund
EOI
$808M
– –
-196,856
Closed -$2.47M
EPI icon
3366
WisdomTree India Earnings Fund ETF
EPI
$2.02B
– –
-31,461
Closed -$614K
ERC
3367
Allspring Multi-Sector Income Fund
ERC
$255M
– –
-1,071,533
Closed -$13.1M
ERII icon
3368
Energy Recovery
ERII
$434M
– –
-28,762
Closed -$297K
ETJ
3369
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
– –
-3,037,198
Closed -$28.8M
ETY icon
3370
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.27B
– –
-929,240
Closed -$9.91M
EVF
3371
Eaton Vance Senior Income Trust
EVF
$90.3M
– –
-74,878
Closed -$434K
EVG
3372
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
– –
-303,360
Closed -$4.05M
EVT icon
3373
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.06B
– –
-786,408
Closed -$15.1M
EVV
3374
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
– –
-1,180,863
Closed -$15.6M
EXG icon
3375
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.91B
– –
-205,781
Closed -$1.81M
133 134
135
136 137

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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 2016 Portfolio in Review

As of Q2 2016, Parametric Portfolio Associates held 4,113 positions worth $63.4B, up 2.4% from $61.9B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Parametric Portfolio Associates's Q2 2016 filing shows 138 new, 2,051 increased, 1,596 reduced and 301 closed positions. Its largest new stake was S&P Global: 503,821 shares worth $54M. The largest sale was TIME WARNER CABLE INC NEW COM STK, an estimated $133M.

By sector, the portfolio is most concentrated in Financials at 13% of assets, down from 13% a quarter earlier, followed by Healthcare and Technology.

  • Parametric Portfolio Associates's largest Q2 2016 buy was S&P Global: 503,821 shares worth $54M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q2 2016, an estimated $116M increase.
  • Parametric Portfolio Associates's biggest Q2 2016 reduction was iShares Core S&P 500 ETF, cutting an estimated $130M.
  • Parametric Portfolio Associates fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $133M.
  • Parametric Portfolio Associates's ten largest holdings make up 13% of its $63.4B portfolio in Q2 2016.
  • Parametric Portfolio Associates opened 138 new positions and closed 301 in Q2 2016.
  • Parametric Portfolio Associates's portfolio value rose 2.4% quarter-over-quarter to $63.4B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2016, filed 12 Aug 2016.