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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
-1.4%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.54B
AUM Growth
+$32.5M
(+2.2%)
Cap. Flow
+$76.5M
Cap. Flow
% of AUM
4.97%
Top 10 Holdings %
Top 10 Hldgs %
69.12%
Holding
123
New
5
Increased
17
Reduced
21
Closed
5
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$75.4M |
| 2 |
Goldman Sachs
GS
|
+$29.4M |
| 3 |
Check Point Software Technologies
CHKP
|
+$5.1M |
| 4 |
Accenture
ACN
|
+$4.92M |
| 5 |
United Parcel Service
UPS
|
+$3.73M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
ATVI
Activision Blizzard
ATVI
|
+$10.7M |
| 2 |
Yum! Brands
YUM
|
+$7.47M |
| 3 |
D.R. Horton
DHI
|
+$7.37M |
| 4 |
McDonald's
MCD
|
+$6.92M |
| 5 |
iShares US Real Estate ETF
IYR
|
+$5.83M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 47.32% |
| 2 | Industrials | 10.26% |
| 3 | Financials | 8.72% |
| 4 | Technology | 7.97% |
| 5 | Healthcare | 4.9% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Amgen
AMGN
$198B
| $8.54M | 0.55% |
61,731
-1,340
| -2% | -$211K |
|
27
Qualcomm
QCOM
$181B
| $8.45M | 0.55% |
157,328
| – | – |
|
28
Berkshire Hathaway Class B
BRK.B
$1.06T
| $7.76M | 0.5% |
59,550
| – | – |
|
29
Northern Trust
NTRS
$34.2B
| $7.69M | 0.5% |
112,860
| – | – |
|
30
Apple
AAPL
$4.9T
| $7.63M | 0.5% |
276,640
+81,200
| +42% | +$2.38M |
|
31
Wells Fargo
WFC
$265B
| $7.61M | 0.49% |
148,135
-17,448
| -11% | -$959K |
|
32
General Mills
GIS
$20.3B
| $6.46M | 0.42% |
115,000
-60,600
| -35% | -$3.47M |
|
33
Morgan Stanley
MS
$339B
| $6.11M | 0.4% |
193,876
+6,528
| +3% | +$238K |
|
34
Wolfspeed
WOLF
$1.55B
| $6.01M | 0.39% |
247,965
| – | – |
|
35
Colgate-Palmolive
CL
$74.4B
| $5.51M | 0.36% |
86,813
| – | – |
|
36
Philip Morris
PM
$301B
| $5.47M | 0.36% |
69,000
| – | – |
|
37
Blackstone
BX
$155B
| $5.38M | 0.35% |
173,230
+50,950
| +42% | +$1.84M |
|
38
C.H. Robinson
CHRW
$24.6B
| $5.38M | 0.35% |
79,412
+14,850
| +23% | +$997K |
|
|
39
Check Point Software Technologies
CHKP
$14.3B
| $5.07M | 0.33% |
+63,870
| New | +$5.1M |
|
40
Devon Energy
DVN
$50.6B
| $4.97M | 0.32% |
134,140
| – | – |
|
41
JPMorgan Chase
JPM
$907B
| $4.88M | 0.32% |
80,000
-4,000
| -5% | -$262K |
|
|
42
Accenture
ACN
$87.9B
| $4.88M | 0.32% |
+49,619
| New | +$4.92M |
|
43
Bristol-Myers Squibb
BMY
$124B
| $4.87M | 0.32% |
82,272
+26,000
| +46% | +$1.65M |
|
44
PepsiCo
PEP
$187B
| $4.4M | 0.29% |
46,703
+10,880
| +30% | +$1.04M |
|
|
AGN
45
DELISTED
Allergan plc
AGN
| $4.08M | 0.26% |
15,000
| – | – |
|
|
DATA
46
DELISTED
Tableau Software, Inc.
DATA
| $3.99M | 0.26% |
50,000
| – | – |
|
|
47
Yum! Brands
YUM
$40.8B
| $3.95M | 0.26% |
68,784
-123,436
| -64% | -$7.47M |
|
48
CME Group
CME
$88.5B
| $3.95M | 0.26% |
42,580
-45,500
| -52% | -$4.32M |
|
49
Medtronic
MDT
$106B
| $3.95M | 0.26% |
59,000
+39,000
| +195% | +$2.87M |
|
|
DFS
50
DELISTED
Discover Financial Services
DFS
| $3.93M | 0.25% |
75,524
| – | – |
|
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Parametric Risk Advisors's Q3 2015 Portfolio in Review
As of Q3 2015, Parametric Risk Advisors held 123 positions worth $1.54B, up 2.2% from $1.51B the previous quarter. Its ten largest holdings account for 69% of the portfolio.
Parametric Risk Advisors deployed $76.5M of net new capital in Q3 2015, opening 5 new positions and adding to 17 existing holdings. Its largest new stake was Check Point Software Technologies: 63,870 shares worth $5.07M.
By sector, the portfolio is most concentrated in Communication Services at 47% of assets, up from 41% a quarter earlier, followed by Industrials and Financials.
On the sell side, the largest reduction was Yum! Brands, an estimated $7.47M trimmed.
- Parametric Risk Advisors's largest Q3 2015 buy was Check Point Software Technologies: 63,870 shares worth $5.07M.
- Parametric Risk Advisors added most to Meta Platforms (Facebook) in Q3 2015, an estimated $75.4M increase.
- Parametric Risk Advisors's biggest Q3 2015 reduction was Yum! Brands, cutting an estimated $7.47M.
- Parametric Risk Advisors fully exited Activision Blizzard in Q3 2015, selling an estimated $10.7M.
- Parametric Risk Advisors's ten largest holdings make up 69% of its $1.54B portfolio in Q3 2015.
- Parametric Risk Advisors opened 5 new positions and closed 5 in Q3 2015.
- Parametric Risk Advisors's portfolio value rose 2.2% quarter-over-quarter to $1.54B.
Based on Parametric Risk Advisors's 13F filing for Q3 2015, filed 16 Nov 2015.