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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 | |
|---|---|---|---|---|---|---|
76
Corning
GLW
$133B
| $1.98M | 0.14% |
108,175
+3,175
| +3% | +$57.6K |
|
77
Truist Financial
TFC
$65.4B
| $1.93M | 0.13% |
51,000
| – | – |
|
78
Home Depot
HD
$338B
| $1.93M | 0.13% |
14,573
| – | – |
|
|
JNPR
79
DELISTED
Juniper Networks
JNPR
| $1.83M | 0.13% |
66,400
-3,248
| -5% | -$96.1K |
|
80
ConocoPhillips
COP
$140B
| $1.8M | 0.12% |
38,479
-12,500
| -25% | -$653K |
|
81
PPG Industries
PPG
$26.2B
| $1.78M | 0.12% |
18,000
| – | – |
|
82
Walt Disney
DIS
$170B
| $1.69M | 0.12% |
16,039
| – | – |
|
83
Boeing
BA
$169B
| $1.58M | 0.11% |
10,900
| – | – |
|
|
LLL
84
DELISTED
L3 Technologies, Inc.
LLL
| $1.48M | 0.1% |
12,346
| – | – |
|
85
Darden Restaurants
DRI
$22.7B
| $1.45M | 0.1% |
22,731
-2,698
| -11% | -$157K |
|
86
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $1.36M | 0.09% |
7,800
| – | – |
|
87
Walmart Inc
WMT
$909B
| $1.23M | 0.09% |
59,937
| – | – |
|
88
iShares Core S&P 500 ETF
IVV
$881B
| $1.22M | 0.08% |
5,952
-78
| -1% | -$16.1K |
|
89
Mondelez International
MDLZ
$78.3B
| $1.21M | 0.08% |
27,000
-6,996
| -21% | -$313K |
|
90
Gilead Sciences
GILD
$167B
| $1.2M | 0.08% |
11,900
| – | – |
|
91
W.W. Grainger
GWW
$65.9B
| $1.18M | 0.08% |
5,798
| – | – |
|
92
Intercontinental Exchange
ICE
$79B
| $1.17M | 0.08% |
22,880
| – | – |
|
93
BHP
BHP
$205B
| $1.17M | 0.08% |
50,688
| – | – |
|
94
Archer Daniels Midland
ADM
$41.4B
| $1.09M | 0.08% |
29,821
| – | – |
|
95
Bank of America
BAC
$430B
| $1.06M | 0.07% |
+63,000
| New | +$1.07M |
|
96
iShares Russell 2000 ETF
IWM
$82.2B
| $957K | 0.07% |
8,500
-4,516
| -35% | -$521K |
|
97
iShares MSCI EAFE ETF
EFA
$76.5B
| $945K | 0.07% |
16,100
| – | – |
|
98
UnitedHealth
UNH
$387B
| $941K | 0.07% |
8,000
| – | – |
|
99
Sprouts Farmers Market
SFM
$7.13B
| $931K | 0.06% |
35,000
| – | – |
|
100
TJX Companies
TJX
$171B
| $926K | 0.06% |
26,118
| – | – |
|
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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.