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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 | |
|---|---|---|---|---|---|---|---|
26
Intuit
INTU
$94.8B
| $11M | 0.74% |
99,698
-5,504
| -5% | -$616K |
2013 Q2
13 quarters
|
|
27
Berkshire Hathaway Class B
BRK.B
$1.17T
| $10.3M | 0.7% |
71,306
+907
| +1% | +$133K |
2013 Q2
13 quarters
|
|
28
Medtronic
MDT
$124B
| $10.1M | 0.68% |
117,200
-1,100
| -0.9% | -$95.9K |
2013 Q2
13 quarters
|
|
29
Advance Auto Parts
AAP
$2.82B
| $8.95M | 0.6% |
60,000
| – | – |
2016 Q2
1 quarter
|
|
30
Qualcomm
QCOM
$185B
| $8.82M | 0.6% |
128,813
+4,300
| +3% | +$262K |
2013 Q2
13 quarters
|
|
31
Teva Pharmaceutical Industries Limited
TEVA
$46.9B
| $8.74M | 0.59% |
190,000
| – | – |
2015 Q1
6 quarters
|
|
32
Bank of Montreal
BMO
$118B
| $8.52M | 0.57% |
129,901
| – | – |
2016 Q1
2 quarters
|
|
33
JPMorgan Chase
JPM
$894B
| $8.04M | 0.54% |
120,692
| – | – |
2013 Q2
13 quarters
|
|
34
Wells Fargo
WFC
$249B
| $7.88M | 0.53% |
177,856
-52,132
| -23% | -$2.49M |
2013 Q2
13 quarters
|
|
|
35
Merck
MRK
$363B
| $7.54M | 0.51% |
126,618
+72,122
| +132% | +$4.22M |
2013 Q2
13 quarters
|
|
36
Microsoft
MSFT
$3.87T
| $7.48M | 0.51% |
129,933
-13,583
| -9% | -$767K |
2013 Q2
13 quarters
|
|
37
Bristol-Myers Squibb
BMY
$129B
| $7.4M | 0.5% |
137,272
| – | – |
2014 Q2
9 quarters
|
|
38
General Mills
GIS
$18.8B
| $7.35M | 0.5% |
115,000
| – | – |
2013 Q2
13 quarters
|
|
39
PepsiCo
PEP
$189B
| $7.22M | 0.49% |
66,423
-50,000
| -43% | -$5.39M |
2013 Q2
13 quarters
|
|
40
DuPont de Nemours
DD
$18.2B
| $7.2M | 0.49% |
54,888
-18,165
| -25% | -$2.42M |
2013 Q2
13 quarters
|
|
41
Colgate-Palmolive
CL
$77.6B
| $6.54M | 0.44% |
88,238
| – | – |
2014 Q1
10 quarters
|
|
42
Wolfspeed
WOLF
$1.2B
| $6.38M | 0.43% |
247,965
| – | – |
2015 Q1
6 quarters
|
|
43
Honeywell
HON
$69.2B
| $6.18M | 0.42% |
58,983
| – | – |
2016 Q1
2 quarters
|
|
44
US Bancorp
USB
$93.5B
| $6M | 0.4% |
139,795
+11,602
| +9% | +$493K |
2013 Q2
13 quarters
|
|
45
Intel
INTC
$452B
| $5.87M | 0.4% |
155,613
| – | – |
2013 Q2
13 quarters
|
|
46
DELISTED
Discover Financial Services
DFS
| $5.24M | 0.35% |
92,574
+18,000
| +24% | +$1.03M |
2014 Q1
10 quarters
|
|
47
Zimmer Biomet
ZBH
$18.8B
| $5.2M | 0.35% |
41,200
| – | – |
2013 Q2
13 quarters
|
|
48
Philip Morris
PM
$314B
| $5.01M | 0.34% |
51,500
| – | – |
2013 Q2
13 quarters
|
|
49
Yum! Brands
YUM
$42.1B
| $4.82M | 0.33% |
73,793
| – | – |
2013 Q2
13 quarters
|
|
50
CME Group
CME
$110B
| $4.73M | 0.32% |
45,226
-41,211
| -48% | -$4.3M |
2013 Q2
13 quarters
|
|
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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.