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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
Cap. Flow
+$76.5M
Cap. Flow %
4.97%
Top 10 Hldgs %
69.12%
Holding
123
New
5
Increased
17
Reduced
21
Closed
5

Top Buys

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$75.4M
2
GS icon
Goldman Sachs
GS
+$29.4M
3
CHKP icon
Check Point Software Technologies
CHKP
+$5.1M
4
ACN icon
Accenture
ACN
+$4.92M
5
UPS icon
United Parcel Service
UPS
+$3.73M

Top Sells

Rank Stock Value
1
ATVI
Activision Blizzard
ATVI
+$10.7M
2
YUM icon
Yum! Brands
YUM
+$7.47M
3
DHI icon
D.R. Horton
DHI
+$7.37M
4
MCD icon
McDonald's
MCD
+$6.92M
5
IYR icon
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
SNDK
76
DELISTED
SANDISK CORP
SNDK
$1.97M 0.13%
36,319
– –
TFC icon
77
Truist Financial
TFC
$65.4B
$1.82M 0.12%
51,000
– –
GLW icon
78
Corning
GLW
$133B
$1.8M 0.12%
105,000
-25,450
-20% -$458K
JNPR
79
DELISTED
Juniper Networks
JNPR
$1.79M 0.12%
69,648
– –
HD icon
80
Home Depot
HD
$338B
$1.68M 0.11%
14,573
– –
BIDU icon
81
Baidu
BIDU
$36.5B
$1.66M 0.11%
12,078
– –
DIS icon
82
Walt Disney
DIS
$170B
$1.64M 0.11%
16,039
– –
PPG icon
83
PPG Industries
PPG
$26.2B
$1.58M 0.1%
18,000
– –
DRI icon
84
Darden Restaurants
DRI
$22.7B
$1.56M 0.1%
+25,429
New +$1.61M
BHP icon
85
BHP
BHP
$205B
$1.43M 0.09%
50,688
– –
BA icon
86
Boeing
BA
$169B
$1.43M 0.09%
10,900
– –
MDLZ icon
87
Mondelez International
MDLZ
$78.3B
$1.42M 0.09%
33,996
– –
IWM icon
88
iShares Russell 2000 ETF
IWM
$82.2B
$1.42M 0.09%
13,016
– –
WMT icon
89
Walmart Inc
WMT
$909B
$1.29M 0.08%
59,937
– –
LLL
90
DELISTED
L3 Technologies, Inc.
LLL
$1.29M 0.08%
12,346
– –
DIA icon
91
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$1.27M 0.08%
7,800
– –
GWW icon
92
W.W. Grainger
GWW
$65.9B
$1.25M 0.08%
5,798
– –
ADM icon
93
Archer Daniels Midland
ADM
$41.4B
$1.24M 0.08%
29,821
– –
OEF icon
94
PUT
iShares S&P 100 ETF
OEF
$20.1B
$1.18M 0.08%
+20,307
New +$1.82M
GILD icon
95
Gilead Sciences
GILD
$167B
$1.17M 0.08%
11,900
– –
IVV icon
96
iShares Core S&P 500 ETF
IVV
$881B
$1.16M 0.08%
6,030
-540
-8% -$110K
EEM icon
97
iShares MSCI Emerging Markets ETF
EEM
$28B
$1.09M 0.07%
33,208
– –
ICE icon
98
Intercontinental Exchange
ICE
$79B
$1.07M 0.07%
22,880
– –
TJX icon
99
TJX Companies
TJX
$171B
$933K 0.06%
26,118
– –
UNH icon
100
UnitedHealth
UNH
$387B
$928K 0.06%
8,000
– –
1 2 3
4
5

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EDRAMF
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BIM
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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.