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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
PYPL icon
126
PayPal
PYPL
$49.9B
– –
-23,523
Closed -$859K
QQQ icon
127
Invesco QQQ Trust
QQQ
$466B
– –
-9,909
Closed -$1.07M
RJF icon
128
Raymond James Financial
RJF
$32.8B
– –
-110,250
Closed -$3.62M
SWKS icon
129
Skyworks Solutions
SWKS
$8.93B
– –
-43,602
Closed -$2.5M
ZTS icon
130
Zoetis
ZTS
$32.1B
– –
-23,702
Closed -$1.13M
CPAY icon
131
Corpay
CPAY
$23.9B
– –
-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
137
DELISTED
Praxair Inc
PX
– –
-6,225
Closed -$700K
DD
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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EDRAMF
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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.