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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
+1.18%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.52B
AUM Growth
+$48.3M
(+3.3%)
Cap. Flow
+$30.7M
Cap. Flow % of AUM
Cap. Flow %
2.02%
Top 10 Holdings %
Top 10 Hldgs %
58.31%
Holding
150
New
7
Increased
38
Reduced
28
Closed
10
Avg Time Held
Equity + Options
1.9
years
Top 10 Avg Time Held
Equity + Options
1.8
years
Top 20 Avg Time Held
Equity + Options
1.8
years
Avg Time Held Equity only
1.9
years
Top 10 Avg Time Held Equity only
1.8
years
Top 20 Avg Time Held Equity only
1.8
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
3M
MMM
|
+$19.7M |
| 2 |
United Parcel Service
UPS
|
+$11.3M |
| 3 |
Advance Auto Parts
AAP
|
+$9.26M |
| 4 |
Blackstone
BX
|
+$8.78M |
| 5 |
Apple
AAPL
|
+$6.93M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$33.3M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$7.04M |
| 3 |
IBM
IBM
|
+$6.56M |
| 4 |
Check Point Software Technologies
CHKP
|
+$5.59M |
| 5 |
D.R. Horton
DHI
|
+$3.82M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 37.02% |
| 2 | Industrials | 13.36% |
| 3 | Technology | 12.56% |
| 4 | Financials | 10.44% |
| 5 | Healthcare | 7.88% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
Meta Platforms (Facebook)
META
$1.64T
| $492M | 32.34% |
4,303,955
-289,400
| -6% | -$33.3M |
2013 Q3
11 quarters
|
|
|
2
United Parcel Service
UPS
$95.7B
| $70.8M | 4.66% |
657,645
+108,739
| +20% | +$11.3M |
2013 Q2
12 quarters
|
|
3
Comcast
CMCSA
$89.3B
| $54M | 3.55% |
1,657,230
+9,332
| +0.6% | +$290K |
2015 Q4
2 quarters
|
|
4
Oracle
ORCL
$391B
| $52M | 3.42% |
1,270,690
+12,232
| +1% | +$488K |
2013 Q2
12 quarters
|
|
|
5
3M
MMM
$94.7B
| $44M | 2.89% |
300,424
+139,743
| +87% | +$19.7M |
2013 Q2
12 quarters
|
|
|
6
State Street SPDR S&P 500 ETF Trust
SPY
$800B
| $43.2M | 2.84% |
206,381
-33,936
| -14% | -$7.04M |
2013 Q2
12 quarters
|
|
7
Goldman Sachs
GS
$264B
| $42M | 2.76% |
282,742
| – | – |
2013 Q2
12 quarters
|
|
8
Johnson & Johnson
JNJ
$688B
| $34.4M | 2.26% |
283,906
-22,400
| -7% | -$2.55M |
2013 Q2
12 quarters
|
|
|
9
D.R. Horton
DHI
$39.5B
| $27.2M | 1.79% |
865,000
-125,000
| -13% | -$3.82M |
2013 Q2
12 quarters
|
|
10
ExxonMobil
XOM
$696B
| $27.1M | 1.78% |
288,930
-13,602
| -4% | -$1.2M |
2013 Q2
12 quarters
|
|
11
Texas Instruments
TXN
$277B
| $25.1M | 1.65% |
400,000
| – | – |
2016 Q1
1 quarter
|
|
12
iShares US Real Estate ETF
IYR
$3.98B
| $22.2M | 1.46% |
270,000
| – | – |
2013 Q2
12 quarters
|
|
13
GE Aerospace
GE
$344B
| $21.9M | 1.44% |
144,944
-10,433
| -7% | -$1.52M |
2013 Q2
12 quarters
|
|
|
14
Apple
AAPL
$5.18T
| $21.7M | 1.43% |
907,220
+278,876
| +44% | +$6.93M |
2015 Q1
5 quarters
|
|
15
Invesco
IVZ
$12.7B
| $19.2M | 1.26% |
750,000
| – | – |
2013 Q2
12 quarters
|
|
16
Procter & Gamble
PG
$394B
| $18.2M | 1.2% |
215,393
+70,439
| +49% | +$5.78M |
2013 Q2
12 quarters
|
|
17
Caterpillar
CAT
$275B
| $17.3M | 1.14% |
228,005
-13,086
| -5% | -$980K |
2013 Q2
12 quarters
|
|
18
Cisco
CSCO
$377B
| $16.8M | 1.1% |
585,396
| – | – |
2013 Q2
12 quarters
|
|
19
Emerson Electric
EMR
$91.3B
| $14.7M | 0.97% |
282,600
| – | – |
2013 Q2
12 quarters
|
|
20
Alphabet (Google) Class C
GOOG
$3.6T
| $13.5M | 0.89% |
388,060
+45,060
| +13% | +$1.62M |
2013 Q2
12 quarters
|
|
21
Coca-Cola
KO
$427B
| $12.8M | 0.84% |
281,771
-51,000
| -15% | -$2.3M |
2013 Q2
12 quarters
|
|
22
PepsiCo
PEP
$198B
| $12.3M | 0.81% |
116,423
+9,700
| +9% | +$1M |
2013 Q2
12 quarters
|
|
|
23
Blackstone
BX
$95B
| $12.3M | 0.81% |
500,000
+330,000
| +194% | +$8.78M |
2015 Q2
4 quarters
|
|
24
Morgan Stanley
MS
$298B
| $12.1M | 0.79% |
465,028
+68,898
| +17% | +$1.8M |
2013 Q3
11 quarters
|
|
25
JetBlue
JBLU
$1.42B
| $12M | 0.79% |
725,700
| – | – |
2013 Q2
12 quarters
|
|
Similar funds
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CCM
BIM
Parametric Risk Advisors's Q2 2016 Portfolio in Review
As of Q2 2016, Parametric Risk Advisors held 150 positions worth $1.52B, up 3.3% from $1.47B the previous quarter. Its ten largest holdings account for 58% of the portfolio.
Parametric Risk Advisors's Q2 2016 filing shows 7 new, 38 increased, 28 reduced and 10 closed positions. Its largest new stake was Advance Auto Parts: 60,000 shares worth $9.7M. The largest sale was Meta Platforms (Facebook), an estimated $33.3M.
By sector, the portfolio is most concentrated in Communication Services at 37% of assets, down from 40% a quarter earlier, followed by Industrials and Technology.
- Parametric Risk Advisors's largest Q2 2016 buy was Advance Auto Parts: 60,000 shares worth $9.7M.
- Parametric Risk Advisors added most to 3M in Q2 2016, an estimated $19.7M increase.
- Parametric Risk Advisors's biggest Q2 2016 reduction was Meta Platforms (Facebook), cutting an estimated $33.3M.
- Parametric Risk Advisors fully exited Check Point Software Technologies in Q2 2016, selling an estimated $5.59M.
- Parametric Risk Advisors's ten largest holdings make up 58% of its $1.52B portfolio in Q2 2016.
- Parametric Risk Advisors opened 7 new positions and closed 10 in Q2 2016.
- Parametric Risk Advisors's portfolio value rose 3.3% quarter-over-quarter to $1.52B.
Based on Parametric Risk Advisors's 13F filing for Q2 2016, filed 12 Aug 2016.