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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
(-2.5%)
Cap. Flow
-$129M
Cap. Flow
% of AUM
-8.68%
Top 10 Holdings %
Top 10 Hldgs %
63.91%
Holding
140
New
–
Increased
18
Reduced
26
Closed
31
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Merck
MRK
|
+$4.22M |
| 2 |
WBA
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 | |
|---|---|---|---|---|---|---|
101
McKesson
MCK
$106B
| $475K | 0.03% |
2,850
| – | – |
|
|
JNPR
102
DELISTED
Juniper Networks
JNPR
| $435K | 0.03% |
18,100
-48,300
| -73% | -$1.12M |
|
103
Marathon Petroleum
MPC
$109B
| $406K | 0.03% |
10,000
| – | – |
|
104
Edison International
EIX
$21.8B
| $364K | 0.02% |
5,039
| – | – |
|
|
CB
105
DELISTED
CHUBB CORPORATION
CB
| $331K | 0.02% |
2,633
| – | – |
|
106
Amazon
AMZN
$2.79T
| $289K | 0.02% |
6,900
| – | – |
|
107
Valero Energy
VLO
$107B
| $256K | 0.02% |
4,829
| – | – |
|
|
APC
108
DELISTED
Anadarko Petroleum
APC
| $169K | 0.01% |
2,674
| – | – |
|
109
PUT
iShares S&P 100 ETF
OEF
$20.5B
| $59K | ﹤0.01% |
4,632
-1,728
| -27% | -$166K |
|
110
Accenture
ACN
$114B
| – | – |
-49,619
| Closed | -$5.62M |
|
|
111
Alibaba
BABA
$281B
| – | – |
-114,790
| Closed | -$9.13M |
|
112
Bank of America
BAC
$438B
| – | – |
-63,000
| Closed | -$836K |
|
|
113
Ball Corp
BALL
$16.6B
| – | – |
-300,000
| Closed | -$10.8M |
|
114
Biogen
BIIB
$32.6B
| – | – |
-7,000
| Closed | -$1.69M |
|
|
115
Blackstone
BX
$102B
| – | – |
-500,000
| Closed | -$12.3M |
|
116
Diageo
DEO
$49.6B
| – | – |
-10,571
| Closed | -$1.19M |
|
117
eBay
EBAY
$46B
| – | – |
-15,167
| Closed | -$355K |
|
118
W.W. Grainger
GWW
$62.4B
| – | – |
-4,798
| Closed | -$1.09M |
|
119
Hershey
HSY
$34.8B
| – | – |
-2,900
| Closed | -$329K |
|
120
iShares Biotechnology ETF
IBB
$10.6B
| – | – |
-6,690
| Closed | -$574K |
|
121
Intercontinental Exchange
ICE
$90.5B
| – | – |
-38,035
| Closed | -$1.95M |
|
122
Ionis Pharmaceuticals
IONS
$9.65B
| – | – |
-2,606
| Closed | -$61K |
|
|
123
iShares US Real Estate ETF
IYR
$4.44B
| – | – |
-270,000
| Closed | -$22.2M |
|
124
Mondelez International
MDLZ
$78.2B
| – | – |
-27,000
| Closed | -$1.23M |
|
125
Monster Beverage
MNST
$85.8B
| – | – |
-177,600
| Closed | -$2.38M |
|
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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.