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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
WMT icon
51
Walmart Inc
WMT
$915B
$4.68M 0.32%
194,583
+7,545
+4% +$183K
ABT icon
52
Abbott
ABT
$172B
$4.57M 0.31%
108,000
+25,000
+30% +$1.07M
CHRW icon
53
C.H. Robinson
CHRW
$24.3B
$4.45M 0.3%
63,082
– –
TGT icon
54
Target
TGT
$63.7B
$4.17M 0.28%
60,670
– –
COP icon
55
ConocoPhillips
COP
$137B
$4.11M 0.28%
94,464
– –
SYK icon
56
Stryker
SYK
$127B
$3.49M 0.24%
30,000
– –
MTB icon
57
M&T Bank
MTB
$36.8B
$3.48M 0.24%
30,000
– –
IVV icon
58
iShares Core S&P 500 ETF
IVV
$881B
$3.43M 0.23%
15,779
– –
KMB icon
59
Kimberly-Clark
KMB
$36.2B
$3.42M 0.23%
27,100
– –
PFE icon
60
Pfizer
PFE
$143B
$3.37M 0.23%
104,967
– –
NTAP icon
61
NetApp
NTAP
$31.3B
$3.31M 0.22%
92,400
-7,600
-8% -$232K
IBM icon
62
IBM
IBM
$206B
$3.08M 0.21%
20,259
– –
LLY icon
63
Eli Lilly
LLY
$1.04T
$3.03M 0.2%
37,763
– –
RTX icon
64
RTX Corp
RTX
$262B
$2.95M 0.2%
46,081
– –
CVX icon
65
Chevron
CVX
$366B
$2.85M 0.19%
27,668
-1,600
-5% -$163K
GLW icon
66
Corning
GLW
$136B
$2.56M 0.17%
108,175
– –
BKNG icon
67
Booking.com
BKNG
$143B
$2.5M 0.17%
42,500
-10,000
-19% -$558K
TXT icon
68
Textron
TXT
$15.8B
$2.38M 0.16%
60,000
– –
PPG icon
69
PPG Industries
PPG
$26.5B
$2.32M 0.16%
22,448
– –
MCD icon
70
McDonald's
MCD
$194B
$2.32M 0.16%
20,105
– –
PNC icon
71
PNC Financial Services
PNC
$102B
$2.28M 0.15%
25,354
– –
BIDU icon
72
Baidu
BIDU
$38.4B
$2.2M 0.15%
12,078
– –
DIA icon
73
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$2.12M 0.14%
11,588
– –
CELG
74
DELISTED
Celgene Corp
CELG
$2.06M 0.14%
19,730
– –
SLB icon
75
SLB Ltd
SLB
$70.4B
$1.97M 0.13%
25,065
+1,494
+6% +$119K
1 2
3
4 5

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GAIA
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EDRAMF
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BIM
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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.