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Parametric Risk Advisors Portfolio holdings
AUM
$1.48B
Turnover
22.14%
1-Year Est. Return
25%
This Fund
S&P 500
This Quarter Est. Return
+7.04%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.48B
AUM Growth
-$38.7M
(-2.5%)
Cap. Flow
-$129M
Cap. Flow % of AUM
Cap. Flow %
-8.68%
Top 10 Holdings %
Top 10 Hldgs %
63.91%
Holding
140
New
–
Increased
18
Reduced
26
Closed
31
Avg Time Held
Equity + Options
2.4
years
Top 10 Avg Time Held
Equity + Options
1.7
years
Top 20 Avg Time Held
Equity + Options
1.8
years
Avg Time Held Equity only
2.4
years
Top 10 Avg Time Held Equity only
1.7
years
Top 20 Avg Time Held Equity only
1.8
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Merck
MRK
|
+$4.22M |
| 2 |
Walgreens Boots Alliance
WBA
|
+$3.18M |
| 3 |
Coca-Cola
KO
|
+$2.93M |
| 4 |
Johnson & Johnson
JNJ
|
+$1.97M |
| 5 |
Abbott
ABT
|
+$1.07M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares US Real Estate ETF
IYR
|
+$22.2M |
| 2 |
Blackstone
BX
|
+$12.3M |
| 3 |
Ball Corp
BALL
|
+$10.8M |
| 4 |
Alibaba
BABA
|
+$9.13M |
| 5 |
GE Aerospace
GE
|
+$5.89M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 41.97% |
| 2 | Industrials | 13.32% |
| 3 | Technology | 12.13% |
| 4 | Financials | 9.82% |
| 5 | Healthcare | 8.14% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
Meta Platforms (Facebook)
META
$1.79T
| $552M | 37.26% |
4,305,449
+1,494
| +0% | +$185K |
2013 Q3
12 quarters
|
|
2
United Parcel Service
UPS
$82.9B
| $69.9M | 4.71% |
638,945
-18,700
| -3% | -$2.04M |
2013 Q2
13 quarters
|
|
3
Comcast
CMCSA
$77.8B
| $55.1M | 3.72% |
1,660,064
+2,834
| +0.2% | +$94.3K |
2015 Q4
3 quarters
|
|
4
Oracle
ORCL
$393B
| $47.4M | 3.2% |
1,207,597
-63,093
| -5% | -$2.57M |
2013 Q2
13 quarters
|
|
5
Goldman Sachs
GS
$255B
| $45.6M | 3.08% |
282,742
| – | – |
2013 Q2
13 quarters
|
|
6
State Street SPDR S&P 500 ETF Trust
SPY
$818B
| $44.3M | 2.99% |
204,617
-1,764
| -0.9% | -$381K |
2013 Q2
13 quarters
|
|
7
3M
MMM
$83.9B
| $43M | 2.9% |
292,052
-8,372
| -3% | -$1.25M |
2013 Q2
13 quarters
|
|
|
8
Johnson & Johnson
JNJ
$612B
| $35.5M | 2.39% |
300,106
+16,200
| +6% | +$1.97M |
2013 Q2
13 quarters
|
|
9
Texas Instruments
TXN
$253B
| $28.1M | 1.89% |
400,000
| – | – |
2016 Q1
2 quarters
|
|
10
D.R. Horton
DHI
$38B
| $26.1M | 1.76% |
865,000
| – | – |
2013 Q2
13 quarters
|
|
11
Apple
AAPL
$5T
| $23.8M | 1.61% |
842,720
-64,500
| -7% | -$1.71M |
2015 Q1
6 quarters
|
|
12
Invesco
IVZ
$12.5B
| $23.5M | 1.58% |
750,000
| – | – |
2013 Q2
13 quarters
|
|
13
Caterpillar
CAT
$333B
| $20.3M | 1.37% |
228,225
+220
| +0.1% | +$18K |
2013 Q2
13 quarters
|
|
14
ExxonMobil
XOM
$734B
| $19.5M | 1.32% |
223,758
-65,172
| -23% | -$5.78M |
2013 Q2
13 quarters
|
|
15
Cisco
CSCO
$420B
| $18.6M | 1.25% |
585,396
| – | – |
2013 Q2
13 quarters
|
|
16
Procter & Gamble
PG
$366B
| $18.5M | 1.25% |
206,082
-9,311
| -4% | -$809K |
2013 Q2
13 quarters
|
|
17
Emerson Electric
EMR
$89.7B
| $15.4M | 1.04% |
282,600
| – | – |
2013 Q2
13 quarters
|
|
|
18
GE Aerospace
GE
$323B
| $15M | 1.01% |
105,434
-39,510
| -27% | -$5.89M |
2013 Q2
13 quarters
|
|
|
19
Coca-Cola
KO
$402B
| $14.8M | 1% |
348,571
+66,800
| +24% | +$2.93M |
2013 Q2
13 quarters
|
|
20
Morgan Stanley
MS
$281B
| $13.7M | 0.93% |
428,028
-37,000
| -8% | -$1.1M |
2013 Q3
12 quarters
|
|
21
Microchip Technology
MCHP
$40.7B
| $13M | 0.88% |
419,352
| – | – |
2016 Q1
2 quarters
|
|
22
Amgen
AMGN
$230B
| $12.7M | 0.86% |
76,154
| – | – |
2013 Q2
13 quarters
|
|
23
JetBlue
JBLU
$1.09B
| $12.5M | 0.84% |
725,700
| – | – |
2013 Q2
13 quarters
|
|
|
24
DELISTED
Walgreens Boots Alliance
WBA
| $11.6M | 0.78% |
143,834
+39,000
| +37% | +$3.18M |
2015 Q3
4 quarters
|
|
25
Alphabet (Google) Class C
GOOG
$4.16T
| $11M | 0.74% |
282,920
-105,140
| -27% | -$3.99M |
2013 Q2
13 quarters
|
|
Similar funds
ACN
CCM
BIM
MAM
Parametric Risk Advisors's Q3 2016 Portfolio in Review
As of Q3 2016, Parametric Risk Advisors held 140 positions worth $1.48B, down 2.5% from $1.52B the previous quarter. Its ten largest holdings account for 64% of the portfolio.
Parametric Risk Advisors withdrew a net $129M in Q3 2016, closing 31 positions and reducing 26 holdings. Its most notable exit was iShares US Real Estate ETF, an estimated $22.2M position sold in full.
By sector, the portfolio is most concentrated in Communication Services at 42% of assets, up from 37% a quarter earlier, followed by Industrials and Technology.
Against the trend, Parametric Risk Advisors added an estimated $4.22M to Merck.
- Parametric Risk Advisors added most to Merck in Q3 2016, an estimated $4.22M increase.
- Parametric Risk Advisors's biggest Q3 2016 reduction was GE Aerospace, cutting an estimated $5.89M.
- Parametric Risk Advisors fully exited iShares US Real Estate ETF in Q3 2016, selling an estimated $22.2M.
- Parametric Risk Advisors's ten largest holdings make up 64% of its $1.48B portfolio in Q3 2016.
- Parametric Risk Advisors opened 0 new positions and closed 31 in Q3 2016.
- Parametric Risk Advisors's portfolio value fell 2.5% quarter-over-quarter to $1.48B.
Based on Parametric Risk Advisors's 13F filing for Q3 2016, filed 14 Nov 2016.