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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
TFC icon
76
Truist Financial
TFC
$65.4B
$1.92M 0.13%
51,000
– –
AXP icon
77
American Express
AXP
$242B
$1.92M 0.13%
30,000
– –
HD icon
78
Home Depot
HD
$338B
$1.88M 0.13%
14,573
– –
NEM icon
79
Newmont
NEM
$95.8B
$1.73M 0.12%
43,935
– –
BA icon
80
Boeing
BA
$169B
$1.7M 0.11%
12,900
– –
BHP icon
81
BHP
BHP
$205B
$1.57M 0.11%
50,688
– –
DIS icon
82
Walt Disney
DIS
$170B
$1.49M 0.1%
16,039
– –
HCA icon
83
HCA Healthcare
HCA
$82.3B
$1.44M 0.1%
19,070
– –
NVS icon
84
Novartis
NVS
$293B
$1.41M 0.09%
19,885
+4,967
+33% +$362K
V icon
85
Visa
V
$682B
$1.4M 0.09%
16,939
– –
EOG icon
86
EOG Resources
EOG
$74.5B
$1.24M 0.08%
12,780
+2,779
+28% +$244K
REGN icon
87
Regeneron Pharmaceuticals
REGN
$70.9B
$1.03M 0.07%
2,570
-2,030
-44% -$814K
RTN
88
DELISTED
Raytheon Company
RTN
$1M 0.07%
7,368
-44
-0.6% -$6.12K
TJX icon
89
TJX Companies
TJX
$171B
$977K 0.07%
26,118
– –
GILD icon
90
Gilead Sciences
GILD
$167B
$942K 0.06%
11,900
– –
MAR icon
91
Marriott International
MAR
$96.6B
$929K 0.06%
13,800
– –
LMT icon
92
Lockheed Martin
LMT
$117B
$839K 0.06%
3,500
– –
CE icon
93
Celanese
CE
$5.01B
$838K 0.06%
12,590
+1,904
+18% +$124K
DE icon
94
Deere & Co
DE
$161B
$838K 0.06%
9,816
– –
ADM icon
95
Archer Daniels Midland
ADM
$41.4B
$709K 0.05%
16,821
– –
OXY icon
96
Occidental Petroleum
OXY
$54.6B
$697K 0.05%
9,560
+983
+11% +$73.6K
CBOE icon
97
Cboe Global Markets
CBOE
$28.6B
$660K 0.04%
10,174
– –
WM icon
98
Waste Management
WM
$96.1B
$572K 0.04%
8,966
-300
-3% -$19.6K
XHB icon
99
State Street SPDR S&P Homebuilders ETF
XHB
$2.08B
$505K 0.03%
14,868
-4,060
-21% -$143K
UNP icon
100
Union Pacific
UNP
$179B
$488K 0.03%
5,000
– –
2 3
4
5 6

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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.