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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
+10.19%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.44B
AUM Growth
-$99.4M
Cap. Flow
-$253M
Cap. Flow %
-17.54%
Top 10 Hldgs %
64.24%
Holding
123
New
5
Increased
18
Reduced
30
Closed
6

Top Buys

Rank Stock Value
1
CMCSA icon
Comcast
CMCSA
+$48.2M
2
TEVA icon
Teva Pharmaceuticals
TEVA
+$7.11M
3
AAPL icon
Apple
AAPL
+$6.87M
4
CSCO icon
Cisco
CSCO
+$5.84M
5
JNJ icon
Johnson & Johnson
JNJ
+$3.94M

Top Sells

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$242M
2
CMCSK
COMCAST CORP SPL A (NEW)
CMCSK
+$45.8M
3
XOM icon
ExxonMobil
XOM
+$28.9M
4
MSFT icon
Microsoft
MSFT
+$5.35M
5
AGN
Allergan plc
AGN
+$4.08M

Sector Composition

Rank Sector Weight
1 Communication Services 45.12%
2 Industrials 11.07%
3 Financials 9.81%
4 Technology 9.09%
5 Healthcare 6.7%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SLB icon
26
SLB Ltd
SLB
$70.4B
$9.56M 0.66%
137,073
– –
CSCO icon
27
Cisco
CSCO
$432B
$9.18M 0.64%
337,946
+211,793
+168% +$5.84M
IBM icon
28
IBM
IBM
$206B
$8.69M 0.6%
66,074
-10,041
-13% -$1.35M
BMY icon
29
Bristol-Myers Squibb
BMY
$124B
$8.41M 0.58%
122,272
+40,000
+49% +$2.64M
NTRS icon
30
Northern Trust
NTRS
$34.9B
$8.1M 0.56%
112,356
-504
-0.4% -$36.2K
WFC icon
31
Wells Fargo
WFC
$267B
$8.05M 0.56%
148,137
+2
+0% +$109
BRK.B icon
32
Berkshire Hathaway Class B
BRK.B
$1.06T
$7.86M 0.55%
59,550
– –
MSFT icon
33
Microsoft
MSFT
$2.98T
$6.81M 0.47%
122,725
-101,700
-45% -$5.35M
GIS icon
34
General Mills
GIS
$20.7B
$6.63M 0.46%
115,000
– –
WOLF icon
35
Wolfspeed
WOLF
$1.62B
$6.61M 0.46%
247,965
– –
MS icon
36
Morgan Stanley
MS
$343B
$6.17M 0.43%
193,876
– –
PM icon
37
Philip Morris
PM
$296B
$6.07M 0.42%
69,000
– –
JPM icon
38
JPMorgan Chase
JPM
$912B
$5.78M 0.4%
87,500
+7,500
+9% +$488K
CL icon
39
Colgate-Palmolive
CL
$75.3B
$5.75M 0.4%
86,319
-494
-0.6% -$32.9K
CVX icon
40
Chevron
CVX
$366B
$5.6M 0.39%
62,255
+13,000
+26% +$1.17M
QCOM icon
41
Qualcomm
QCOM
$180B
$5.37M 0.37%
107,328
-50,000
-32% -$2.67M
INTC icon
42
Intel
INTC
$487B
$5.36M 0.37%
155,613
+33,300
+27% +$1.13M
CHKP icon
43
Check Point Software Technologies
CHKP
$14.2B
$5.2M 0.36%
63,870
– –
ACN icon
44
Accenture
ACN
$88.5B
$5.18M 0.36%
49,619
– –
BX icon
45
Blackstone
BX
$158B
$4.97M 0.34%
170,000
-3,230
-2% -$103K
CHRW icon
46
C.H. Robinson
CHRW
$24.3B
$4.89M 0.34%
78,912
-500
-0.6% -$33.7K
DATA
47
DELISTED
Tableau Software, Inc.
DATA
$4.71M 0.33%
50,000
– –
PEP icon
48
PepsiCo
PEP
$190B
$4.67M 0.32%
46,703
– –
WBA
49
DELISTED
Walgreens Boots Alliance
WBA
$4.34M 0.3%
51,000
+24,000
+89% +$2.04M
DVN icon
50
Devon Energy
DVN
$49.6B
$4.29M 0.3%
134,140
– –
1
2
3 4 5

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GF
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GAIA
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EDRAMF
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CCM
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BIM
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MAM
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Parametric Risk Advisors's Q4 2015 Portfolio in Review

As of Q4 2015, Parametric Risk Advisors held 123 positions worth $1.44B, down 6.5% from $1.54B the previous quarter. Its ten largest holdings account for 64% of the portfolio.

Parametric Risk Advisors withdrew a net $253M in Q4 2015, closing 6 positions and reducing 30 holdings. Its most notable exit was COMCAST CORP SPL A (NEW), an estimated $45.8M position sold in full.

By sector, the portfolio is most concentrated in Communication Services at 45% of assets, down from 47% a quarter earlier, followed by Industrials and Financials.

Against the trend, Parametric Risk Advisors opened a new position in Comcast worth $45.1M.

  • Parametric Risk Advisors's largest Q4 2015 buy was Comcast: 1,600,000 shares worth $45.1M.
  • Parametric Risk Advisors added most to Teva Pharmaceuticals in Q4 2015, an estimated $7.11M increase.
  • Parametric Risk Advisors's biggest Q4 2015 reduction was Meta Platforms (Facebook), cutting an estimated $242M.
  • Parametric Risk Advisors fully exited COMCAST CORP SPL A (NEW) in Q4 2015, selling an estimated $45.8M.
  • Parametric Risk Advisors's ten largest holdings make up 64% of its $1.44B portfolio in Q4 2015.
  • Parametric Risk Advisors opened 5 new positions and closed 6 in Q4 2015.
  • Parametric Risk Advisors's portfolio value fell 6.5% quarter-over-quarter to $1.44B.

Based on Parametric Risk Advisors's 13F filing for Q4 2015, filed 12 Feb 2016.