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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
META icon
1
Meta Platforms (Facebook)
META
$1.64T
$717M 46.51%
7,971,173
+822,000
+11% +$75.4M
XOM icon
2
ExxonMobil
XOM
$611B
$51.6M 3.35%
694,230
+15,000
+2% +$1.16M
UPS icon
3
United Parcel Service
UPS
$100B
$50.8M 3.3%
514,986
+37,808
+8% +$3.73M
GS icon
4
Goldman Sachs
GS
$314B
$49.1M 3.19%
282,742
+150,000
+113% +$29.4M
CMCSK
5
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$45.8M 2.97%
800,000
– –
ORCL icon
6
Oracle
ORCL
$364B
$44.4M 2.88%
1,228,358
– –
JNJ icon
7
Johnson & Johnson
JNJ
$609B
$30.5M 1.98%
326,556
+10,000
+3% +$967K
DHI icon
8
D.R. Horton
DHI
$42.4B
$29.1M 1.89%
990,000
-250,000
-20% -$7.37M
SPY icon
9
State Street SPDR S&P 500 ETF Trust
SPY
$774B
$23.7M 1.54%
123,495
-1,607
-1% -$326K
IVZ icon
10
Invesco
IVZ
$13.1B
$23.4M 1.52%
750,000
– –
KO icon
11
Coca-Cola
KO
$351B
$22.9M 1.48%
569,900
– –
JBLU icon
12
JetBlue
JBLU
$2.02B
$21.6M 1.4%
836,800
-200
-0% -$4.71K
MMM icon
13
3M
MMM
$83.4B
$20.3M 1.32%
171,206
– –
IYR icon
14
iShares US Real Estate ETF
IYR
$4.83B
$19.2M 1.24%
270,000
-80,000
-23% -$5.83M
GE icon
15
GE Aerospace
GE
$364B
$17.9M 1.16%
147,861
– –
CAT icon
16
Caterpillar
CAT
$405B
$16.5M 1.07%
253,144
– –
EMR icon
17
Emerson Electric
EMR
$78.2B
$16M 1.04%
362,600
-26,374
-7% -$1.3M
BALL icon
18
Ball Corp
BALL
$16.7B
$14M 0.91%
450,000
– –
PG icon
19
Procter & Gamble
PG
$349B
$12.4M 0.81%
173,062
+2,400
+1% +$180K
IBM icon
20
IBM
IBM
$200B
$10.5M 0.68%
76,115
– –
INTU icon
21
Intuit
INTU
$79.6B
$10M 0.65%
112,705
-2,900
-3% -$281K
MSFT icon
22
Microsoft
MSFT
$2.93T
$9.93M 0.64%
224,425
– –
SLB icon
23
SLB Ltd
SLB
$70.3B
$9.45M 0.61%
137,073
– –
DD icon
24
DuPont de Nemours
DD
$18.3B
$9.12M 0.59%
84,899
– –
GOOG icon
25
Alphabet (Google) Class C
GOOG
$4.22T
$9.09M 0.59%
295,120
+50,500
+21% +$1.55M
1
2 3 4 5

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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.