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PRA

Parametric Risk Advisors Portfolio holdings

AUM $1.48B
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
Cap. Flow
-$129M
Cap. Flow %
-8.69%
Top 10 Hldgs %
63.91%
Holding
140
New
–
Increased
18
Reduced
26
Closed
31

Top Buys

1
MRK icon
Merck
MRK
+$4.22M
2
WBA
Walgreens Boots Alliance
WBA
+$3.18M
3
KO icon
Coca-Cola
KO
+$2.93M
4
JNJ icon
Johnson & Johnson
JNJ
+$1.97M
5
ABT icon
Abbott
ABT
+$1.07M

Top Sells

1
IYR icon
iShares US Real Estate ETF
IYR
+$22.2M
2
BX icon
Blackstone
BX
+$12.3M
3
BALL icon
Ball Corp
BALL
+$10.8M
4
BABA icon
Alibaba
BABA
+$9.13M
5
GE icon
GE Aerospace
GE
+$5.89M

Sector Composition

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
META icon
1
Meta Platforms (Facebook)
META
$1.69T
$552M 37.26%
4,305,449
+1,494
+0% +$185K
UPS icon
2
United Parcel Service
UPS
$99.6B
$69.9M 4.71%
638,945
-18,700
-3% -$2.04M
CMCSA icon
3
Comcast
CMCSA
$86.1B
$55.1M 3.72%
1,660,064
+2,834
+0.2% +$94.3K
ORCL icon
4
Oracle
ORCL
$358B
$47.4M 3.2%
1,207,597
-63,093
-5% -$2.57M
GS icon
5
Goldman Sachs
GS
$323B
$45.6M 3.08%
282,742
– –
SPY icon
6
State Street SPDR S&P 500 ETF Trust
SPY
$774B
$44.3M 2.99%
204,617
-1,764
-0.9% -$381K
MMM icon
7
3M
MMM
$84.4B
$43M 2.9%
292,052
-8,372
-3% -$1.25M
JNJ icon
8
Johnson & Johnson
JNJ
$602B
$35.5M 2.39%
300,106
+16,200
+6% +$1.97M
TXN icon
9
Texas Instruments
TXN
$265B
$28.1M 1.89%
400,000
– –
DHI icon
10
D.R. Horton
DHI
$43.8B
$26.1M 1.76%
865,000
– –
AAPL icon
11
Apple
AAPL
$4.89T
$23.8M 1.61%
842,720
-64,500
-7% -$1.71M
IVZ icon
12
Invesco
IVZ
$13.4B
$23.5M 1.58%
750,000
– –
CAT icon
13
Caterpillar
CAT
$404B
$20.3M 1.37%
228,225
+220
+0.1% +$18K
XOM icon
14
ExxonMobil
XOM
$605B
$19.5M 1.32%
223,758
-65,172
-23% -$5.78M
CSCO icon
15
Cisco
CSCO
$432B
$18.6M 1.25%
585,396
– –
PG icon
16
Procter & Gamble
PG
$353B
$18.5M 1.25%
206,082
-9,311
-4% -$809K
EMR icon
17
Emerson Electric
EMR
$77.9B
$15.4M 1.04%
282,600
– –
GE icon
18
GE Aerospace
GE
$361B
$15M 1.01%
105,434
-39,510
-27% -$5.89M
KO icon
19
Coca-Cola
KO
$365B
$14.8M 1%
348,571
+66,800
+24% +$2.93M
MS icon
20
Morgan Stanley
MS
$343B
$13.7M 0.93%
428,028
-37,000
-8% -$1.1M
MCHP icon
21
Microchip Technology
MCHP
$44.4B
$13M 0.88%
419,352
– –
AMGN icon
22
Amgen
AMGN
$201B
$12.7M 0.86%
76,154
– –
JBLU icon
23
JetBlue
JBLU
$2.1B
$12.5M 0.84%
725,700
– –
WBA
24
DELISTED
Walgreens Boots Alliance
WBA
$11.6M 0.78%
143,834
+39,000
+37% +$3.18M
GOOG icon
25
Alphabet (Google) Class C
GOOG
$4.32T
$11M 0.74%
282,920
-105,140
-27% -$3.99M
1
2 3 4 5

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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.