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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
(-6.5%)
Cap. Flow
-$253M
Cap. Flow
% of AUM
-17.54%
Top 10 Holdings %
Top 10 Hldgs %
64.24%
Holding
123
New
5
Increased
18
Reduced
30
Closed
6
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Comcast
CMCSA
|
+$48.2M |
| 2 |
Teva Pharmaceuticals
TEVA
|
+$7.11M |
| 3 |
Apple
AAPL
|
+$6.87M |
| 4 |
Cisco
CSCO
|
+$5.84M |
| 5 |
Johnson & Johnson
JNJ
|
+$3.94M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$242M |
| 2 |
CMCSK
COMCAST CORP SPL A (NEW)
CMCSK
|
+$45.8M |
| 3 |
ExxonMobil
XOM
|
+$28.9M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
51
Raymond James Financial
RJF
$32.8B
| $4.26M | 0.3% |
110,250
| – | – |
|
52
Abbott
ABT
$175B
| $4.18M | 0.29% |
93,000
| – | – |
|
53
Zimmer Biomet
ZBH
$17.6B
| $4.1M | 0.28% |
41,200
| – | – |
|
|
DFS
54
DELISTED
Discover Financial Services
DFS
| $4.05M | 0.28% |
75,524
| – | – |
|
55
CME Group
CME
$88.5B
| $3.86M | 0.27% |
42,580
| – | – |
|
56
Kimberly-Clark
KMB
$36B
| $3.45M | 0.24% |
27,100
| – | – |
|
57
Yum! Brands
YUM
$40.8B
| $3.38M | 0.23% |
64,268
-4,516
| -7% | -$236K |
|
58
Booking.com
BKNG
$141B
| $3.19M | 0.22% |
62,500
| – | – |
|
59
Medtronic
MDT
$106B
| $3M | 0.21% |
39,000
-20,000
| -34% | -$1.51M |
|
60
Eli Lilly
LLY
$1.05T
| $2.93M | 0.2% |
34,786
+7,500
| +27% | +$622K |
|
|
GGP
61
DELISTED
GENERAL GROWTH PROPERTIES INC
GGP
| $2.88M | 0.2% |
106,000
| – | – |
|
|
JUNO
62
DELISTED
Juno Therapeutics, Inc.
JUNO
| $2.86M | 0.2% |
+65,000
| New | +$3.22M |
|
63
US Bancorp
USB
$98.4B
| $2.83M | 0.2% |
66,282
-2,072
| -3% | -$88.6K |
|
64
Target
TGT
$63.4B
| $2.79M | 0.19% |
38,470
| – | – |
|
65
Stryker
SYK
$123B
| $2.79M | 0.19% |
30,000
| – | – |
|
66
RTX Corp
RTX
$261B
| $2.79M | 0.19% |
46,081
| – | – |
|
|
DD
67
DELISTED
Du Pont De Nemours E I
DD
| $2.74M | 0.19% |
41,100
-15,200
| -27% | -$965K |
|
|
CS
68
DELISTED
Credit Suisse Group
CS
| $2.59M | 0.18% |
119,206
| – | – |
|
69
McDonald's
MCD
$190B
| $2.54M | 0.18% |
21,525
-375
| -2% | -$41.9K |
|
70
Textron
TXT
$15.9B
| $2.52M | 0.17% |
60,000
| – | – |
|
71
PNC Financial Services
PNC
$101B
| $2.42M | 0.17% |
25,354
| – | – |
|
72
Baidu
BIDU
$36.5B
| $2.28M | 0.16% |
12,078
| – | – |
|
73
Monster Beverage
MNST
$95.4B
| $2.21M | 0.15% |
88,800
| – | – |
|
74
Biogen
BIIB
$30.4B
| $2.14M | 0.15% |
7,000
| – | – |
|
75
American Express
AXP
$242B
| $2.09M | 0.14% |
30,000
| – | – |
|
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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.