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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 | |
|---|---|---|---|---|---|---|---|
76
Truist Financial
TFC
$59.3B
| $1.92M | 0.13% |
51,000
| – | – |
2014 Q3
8 quarters
|
|
77
American Express
AXP
$210B
| $1.92M | 0.13% |
30,000
| – | – |
2013 Q2
13 quarters
|
|
78
Home Depot
HD
$318B
| $1.88M | 0.13% |
14,573
| – | – |
2013 Q2
13 quarters
|
|
79
Newmont
NEM
$117B
| $1.73M | 0.12% |
43,935
| – | – |
2013 Q2
13 quarters
|
|
80
Boeing
BA
$133B
| $1.7M | 0.11% |
12,900
| – | – |
2013 Q2
13 quarters
|
|
81
BHP
BHP
$210B
| $1.57M | 0.11% |
50,688
| – | – |
2013 Q2
13 quarters
|
|
82
Walt Disney
DIS
$190B
| $1.49M | 0.1% |
16,039
| – | – |
2013 Q2
13 quarters
|
|
83
HCA Healthcare
HCA
$97.4B
| $1.44M | 0.1% |
19,070
| – | – |
2016 Q1
2 quarters
|
|
84
Novartis
NVS
$298B
| $1.41M | 0.09% |
19,885
+4,967
| +33% | +$362K |
2016 Q1
2 quarters
|
|
85
Visa
V
$754B
| $1.4M | 0.09% |
16,939
| – | – |
2016 Q1
2 quarters
|
|
86
EOG Resources
EOG
$84.5B
| $1.24M | 0.08% |
12,780
+2,779
| +28% | +$244K |
2016 Q1
2 quarters
|
|
87
Regeneron Pharmaceuticals
REGN
$84B
| $1.03M | 0.07% |
2,570
-2,030
| -44% | -$814K |
2016 Q2
1 quarter
|
|
|
RTN
88
DELISTED
Raytheon Company
RTN
| $1M | 0.07% |
7,368
-44
| -0.6% | -$6.12K |
2014 Q1
10 quarters
|
|
89
TJX Companies
TJX
$154B
| $977K | 0.07% |
26,118
| – | – |
2013 Q4
11 quarters
|
|
90
Gilead Sciences
GILD
$197B
| $942K | 0.06% |
11,900
| – | – |
2013 Q2
13 quarters
|
|
91
Marriott International
MAR
$102B
| $929K | 0.06% |
13,800
| – | – |
2015 Q4
3 quarters
|
|
92
Lockheed Martin
LMT
$144B
| $839K | 0.06% |
3,500
| – | – |
2014 Q3
8 quarters
|
|
93
Celanese
CE
$5.34B
| $838K | 0.06% |
12,590
+1,904
| +18% | +$124K |
2016 Q1
2 quarters
|
|
94
Deere & Co
DE
$172B
| $838K | 0.06% |
9,816
| – | – |
2013 Q2
13 quarters
|
|
95
Archer Daniels Midland
ADM
$37.7B
| $709K | 0.05% |
16,821
| – | – |
2013 Q4
11 quarters
|
|
96
Occidental Petroleum
OXY
$62.7B
| $697K | 0.05% |
9,560
+983
| +11% | +$73.6K |
2016 Q1
2 quarters
|
|
97
Cboe Global Markets
CBOE
$33.9B
| $660K | 0.04% |
10,174
| – | – |
2013 Q2
13 quarters
|
|
98
Waste Management
WM
$94.3B
| $572K | 0.04% |
8,966
-300
| -3% | -$19.6K |
2016 Q1
2 quarters
|
|
99
State Street SPDR S&P Homebuilders ETF
XHB
$1.39B
| $505K | 0.03% |
14,868
-4,060
| -21% | -$143K |
2016 Q1
2 quarters
|
|
100
Union Pacific
UNP
$178B
| $488K | 0.03% |
5,000
| – | – |
2015 Q4
3 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.