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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
Cap. Flow
-$253M
Cap. Flow %
-17.54%
Top 10 Hldgs %
64.24%
Holding
123
New
5
Increased
18
Reduced
30
Closed
6

Top Buys

Rank Stock Value
1
CMCSA icon
Comcast
CMCSA
+$48.2M
2
TEVA icon
Teva Pharmaceuticals
TEVA
+$7.11M
3
AAPL icon
Apple
AAPL
+$6.87M
4
CSCO icon
Cisco
CSCO
+$5.84M
5
JNJ icon
Johnson & Johnson
JNJ
+$3.94M

Top Sells

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$242M
2
CMCSK
COMCAST CORP SPL A (NEW)
CMCSK
+$45.8M
3
XOM icon
ExxonMobil
XOM
+$28.9M
4
MSFT icon
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
MAR icon
101
Marriott International
MAR
$96.6B
$925K 0.06%
+13,800
New +$998K
MRK icon
102
Merck
MRK
$315B
$898K 0.06%
17,816
– –
EEM icon
103
iShares MSCI Emerging Markets ETF
EEM
$28B
$802K 0.06%
24,900
-8,308
-25% -$285K
NEM icon
104
Newmont
NEM
$95.8B
$790K 0.05%
43,935
– –
LMT icon
105
Lockheed Martin
LMT
$117B
$760K 0.05%
3,500
– –
DE icon
106
Deere & Co
DE
$161B
$749K 0.05%
9,816
– –
KRFT
107
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$728K 0.05%
10,000
– –
CBOE icon
108
Cboe Global Markets
CBOE
$28.6B
$660K 0.05%
10,174
– –
PFE icon
109
Pfizer
PFE
$143B
$646K 0.04%
21,080
– –
RTN
110
DELISTED
Raytheon Company
RTN
$623K 0.04%
5,000
– –
ABBV icon
111
AbbVie
ABBV
$450B
$574K 0.04%
9,694
-114
-1% -$6.57K
MPC icon
112
Marathon Petroleum
MPC
$91.3B
$518K 0.04%
10,000
– –
OEF icon
113
PUT
iShares S&P 100 ETF
OEF
$20.1B
$430K 0.03%
14,724
-5,583
-27% -$512K
UNP icon
114
Union Pacific
UNP
$179B
$391K 0.03%
+5,000
New +$429K
HSY icon
115
Hershey
HSY
$34.8B
$259K 0.02%
2,900
– –
APC
116
DELISTED
Anadarko Petroleum
APC
$130K 0.01%
2,674
– –
MRO
117
DELISTED
Marathon Oil Corporation
MRO
$126K 0.01%
10,000
– –
APA icon
118
APA Corp
APA
$12.4B
– –
-7,795
Closed -$305K
PSX icon
119
Phillips 66
PSX
$82.9B
– –
-11,600
Closed -$891K
SWN
120
DELISTED
Southwestern Energy Company
SWN
– –
-58,228
Closed -$739K
AGN
121
DELISTED
Allergan plc
AGN
– –
-15,000
Closed -$4.08M
SNDK
122
DELISTED
SANDISK CORP
SNDK
– –
-36,319
Closed -$1.97M
CMCSK
123
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
– –
-800,000
Closed -$45.8M
1 2 3 4
5

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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.