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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
PYPL icon
126
PayPal
PYPL
$49.2B
– –
-23,523
Closed -$859K –
QQQ icon
127
Invesco QQQ Trust
QQQ
$443B
– –
-9,909
Closed -$1.07M –
RJF icon
128
Raymond James Financial
RJF
$31.3B
– –
-110,250
Closed -$3.62M –
SWKS icon
129
Skyworks Solutions
SWKS
$19.3B
– –
-43,602
Closed -$2.5M –
ZTS icon
130
Zoetis
ZTS
$32.3B
– –
-23,702
Closed -$1.12M –
CPAY icon
131
Corpay
CPAY
$29.1B
– –
-1,012
Closed -$145K –
QVCGA
132
DELISTED
QVC Group Inc Series A
QVCGA
– –
-448
Closed -$551K –
BBBY
133
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-15,638
Closed -$676K –
AGN
134
DELISTED
Allergan plc
AGN
– –
-15,000
Closed -$3.47M –
DATA
135
DELISTED
Tableau Software, Inc.
DATA
– –
-75,000
Closed -$3.67M –
LLL
136
DELISTED
L3 Technologies, Inc.
LLL
– –
-12,346
Closed -$1.81M –
PX icon
137
DELISTED
Praxair Inc
PX
– –
-6,225
Closed -$700K –
DD icon
138
DELISTED
Du Pont De Nemours E I
DD
– –
-41,100
Closed -$2.66M –
CKP
139
DELISTED
CHECKPOINT SYSTEMS INC
CKP
– –
-63,870
Closed -$5.09M –
KRFT
140
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
– –
-10,000
Closed -$885K –
2 3 4 5
6

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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.