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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 | |
|---|---|---|---|---|---|---|
51
Chevron
CVX
$366B
| $3.88M | 0.25% |
49,255
+100
| +0.2% | +$8.42K |
|
52
Zimmer Biomet
ZBH
$18.1B
| $3.76M | 0.24% |
41,200
-41,200
| -50% | -$4.13M |
|
53
Abbott
ABT
$172B
| $3.74M | 0.24% |
93,000
| – | – |
|
54
Intel
INTC
$487B
| $3.69M | 0.24% |
122,313
-16,500
| -12% | -$477K |
|
55
Raymond James Financial
RJF
$33.1B
| $3.65M | 0.24% |
110,250
| – | – |
|
56
Cisco
CSCO
$432B
| $3.31M | 0.22% |
126,153
-20,800
| -14% | -$562K |
|
57
Booking.com
BKNG
$143B
| $3.09M | 0.2% |
62,500
| – | – |
|
58
Target
TGT
$63.7B
| $3.03M | 0.2% |
38,470
| – | – |
|
59
Kimberly-Clark
KMB
$36.2B
| $2.96M | 0.19% |
27,100
+17,100
| +171% | +$1.88M |
|
|
CS
60
DELISTED
Credit Suisse Group
CS
| $2.87M | 0.19% |
119,206
| – | – |
|
61
Stryker
SYK
$127B
| $2.82M | 0.18% |
30,000
| – | – |
|
62
US Bancorp
USB
$99.7B
| $2.8M | 0.18% |
68,354
+27,368
| +67% | +$1.19M |
|
|
GGP
63
DELISTED
GENERAL GROWTH PROPERTIES INC
GGP
| $2.75M | 0.18% |
106,000
| – | – |
|
|
DD
64
DELISTED
Du Pont De Nemours E I
DD
| $2.71M | 0.18% |
56,300
-2,984
| -5% | -$159K |
|
65
RTX Corp
RTX
$262B
| $2.58M | 0.17% |
46,081
| – | – |
|
66
Teva Pharmaceuticals
TEVA
$37.5B
| $2.54M | 0.16% |
45,000
| – | – |
|
67
ConocoPhillips
COP
$137B
| $2.44M | 0.16% |
50,979
| – | – |
|
68
Eli Lilly
LLY
$1.04T
| $2.28M | 0.15% |
27,286
| – | – |
|
69
PNC Financial Services
PNC
$102B
| $2.26M | 0.15% |
25,354
| – | – |
|
70
Textron
TXT
$15.8B
| $2.26M | 0.15% |
60,000
-12,993
| -18% | -$538K |
|
|
WBA
71
DELISTED
Walgreens Boots Alliance
WBA
| $2.24M | 0.15% |
+27,000
| New | +$2.44M |
|
72
American Express
AXP
$247B
| $2.22M | 0.14% |
30,000
| – | – |
|
|
73
McDonald's
MCD
$194B
| $2.16M | 0.14% |
21,900
-71,000
| -76% | -$6.92M |
|
74
Biogen
BIIB
$30.8B
| $2.04M | 0.13% |
7,000
| – | – |
|
75
Monster Beverage
MNST
$97.7B
| $2M | 0.13% |
88,800
| – | – |
|
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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.