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Parametric Risk Advisors

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
Cap. Flow
-$129M
Cap. Flow %
-8.68%
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
MRK icon
Merck
MRK
+$4.22M
2
WBA icon
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

Rank Stock Value
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

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
WMT icon
51
Walmart Inc
WMT
$948B
$4.68M 0.32%
194,583
+7,545
+4% +$183K
2013 Q2
13 quarters
ABT icon
52
Abbott
ABT
$179B
$4.57M 0.31%
108,000
+25,000
+30% +$1.07M
2013 Q2
13 quarters
CHRW icon
53
C.H. Robinson
CHRW
$16.3B
$4.44M 0.3%
63,082
– –
2013 Q2
13 quarters
TGT icon
54
Target
TGT
$67.7B
$4.17M 0.28%
60,670
– –
2014 Q1
10 quarters
COP icon
55
ConocoPhillips
COP
$179B
$4.11M 0.28%
94,464
– –
2013 Q2
13 quarters
SYK icon
56
Stryker
SYK
$115B
$3.49M 0.24%
30,000
– –
2013 Q3
12 quarters
MTB icon
57
M&T Bank
MTB
$31.6B
$3.48M 0.24%
30,000
– –
2016 Q2
1 quarter
IVV icon
58
iShares Core S&P 500 ETF
IVV
$885B
$3.43M 0.23%
15,779
– –
2013 Q2
13 quarters
KMB icon
59
Kimberly-Clark
KMB
$36.1B
$3.42M 0.23%
27,100
– –
2014 Q1
10 quarters
PFE icon
60
Pfizer
PFE
$170B
$3.37M 0.23%
104,967
– –
2014 Q1
10 quarters
NTAP icon
61
NetApp
NTAP
$45.3B
$3.31M 0.22%
92,400
-7,600
-8% -$232K
2016 Q1
2 quarters
IBM icon
62
IBM
IBM
$236B
$3.08M 0.21%
20,259
– –
2013 Q2
13 quarters
LLY icon
63
Eli Lilly
LLY
$1.15T
$3.03M 0.2%
37,763
– –
2013 Q2
13 quarters
RTX icon
64
RTX Corp
RTX
$266B
$2.95M 0.2%
46,081
– –
2013 Q2
13 quarters
CVX icon
65
Chevron
CVX
$449B
$2.85M 0.19%
27,668
-1,600
-5% -$163K
2013 Q2
13 quarters
GLW icon
66
Corning
GLW
$110B
$2.56M 0.17%
108,175
– –
2013 Q2
13 quarters
BKNG icon
67
Booking.com
BKNG
$114B
$2.5M 0.17%
42,500
-10,000
-19% -$558K
2015 Q2
5 quarters
TXT icon
68
Textron
TXT
$13.4B
$2.38M 0.16%
60,000
– –
2013 Q2
13 quarters
PPG icon
69
PPG Industries
PPG
$24.9B
$2.32M 0.16%
22,448
– –
2013 Q2
13 quarters
MCD icon
70
McDonald's
MCD
$176B
$2.32M 0.16%
20,105
– –
2013 Q2
13 quarters
PNC icon
71
PNC Financial Services
PNC
$90.1B
$2.28M 0.15%
25,354
– –
2015 Q1
6 quarters
BIDU icon
72
Baidu
BIDU
$26.4B
$2.2M 0.15%
12,078
– –
2013 Q2
13 quarters
DIA icon
73
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.4B
$2.12M 0.14%
11,588
– –
2014 Q1
10 quarters
CELG
74
DELISTED
Celgene Corp
CELG
$2.06M 0.14%
19,730
– –
2016 Q2
1 quarter
SLB icon
75
SLB Ltd
SLB
$78.9B
$1.97M 0.13%
25,065
+1,494
+6% +$119K
2013 Q2
13 quarters
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.