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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
EFA icon
101
iShares MSCI EAFE ETF
EFA
$76.5B
$923K 0.06%
16,100
– –
PSX icon
102
Phillips 66
PSX
$82.9B
$891K 0.06%
11,600
– –
MRK icon
103
Merck
MRK
$315B
$840K 0.05%
17,816
– –
SFM icon
104
Sprouts Farmers Market
SFM
$7.13B
$739K 0.05%
35,000
– –
SWN
105
DELISTED
Southwestern Energy Company
SWN
$739K 0.05%
58,228
– –
DE icon
106
Deere & Co
DE
$161B
$726K 0.05%
9,816
– –
LMT icon
107
Lockheed Martin
LMT
$117B
$726K 0.05%
3,500
– –
NEM icon
108
Newmont
NEM
$95.8B
$706K 0.05%
43,935
– –
KRFT
109
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$706K 0.05%
10,000
– –
CBOE icon
110
Cboe Global Markets
CBOE
$28.6B
$682K 0.04%
10,174
-16,000
-61% -$1.01M
PFE icon
111
Pfizer
PFE
$143B
$628K 0.04%
21,080
– –
RTN
112
DELISTED
Raytheon Company
RTN
$546K 0.04%
5,000
– –
ABBV icon
113
AbbVie
ABBV
$450B
$534K 0.03%
9,808
– –
MPC icon
114
Marathon Petroleum
MPC
$91.3B
$463K 0.03%
10,000
– –
APA icon
115
APA Corp
APA
$12.4B
$305K 0.02%
7,795
– –
HSY icon
116
Hershey
HSY
$34.8B
$266K 0.02%
2,900
– –
APC
117
DELISTED
Anadarko Petroleum
APC
$161K 0.01%
2,674
– –
MRO
118
DELISTED
Marathon Oil Corporation
MRO
$154K 0.01%
10,000
– –
C icon
119
Citigroup
C
$217B
– –
-78,000
Closed -$4.31M
CCI icon
120
Crown Castle
CCI
$34.6B
– –
-6,800
Closed -$546K
NVO
121
Novo Nordisk
NVO
$223B
– –
-38,920
Closed -$1.07M
WDC icon
122
Western Digital
WDC
$164B
– –
-52,920
Closed -$3.14M
ATVI
123
DELISTED
Activision Blizzard
ATVI
– –
-440,472
Closed -$10.7M
1 2 3 4
5

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TH
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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 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.