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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
| 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
| 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
| 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 | |
|---|---|---|---|---|---|---|
|
1
Meta Platforms (Facebook)
META
$1.69T
| $588M | 40.79% |
5,617,800
-2,353,373
| -30% | -$242M |
|
2
United Parcel Service
UPS
$99.6B
| $51.9M | 3.6% |
539,386
+24,400
| +5% | +$2.49M |
|
3
Goldman Sachs
GS
$323B
| $51M | 3.54% |
282,742
| – | – |
|
|
4
Comcast
CMCSA
$86.1B
| $45.1M | 3.13% |
+1,600,000
| New | +$48.2M |
|
5
Oracle
ORCL
$358B
| $44.9M | 3.11% |
1,228,358
| – | – |
|
|
6
Johnson & Johnson
JNJ
$602B
| $37.6M | 2.61% |
365,766
+39,210
| +12% | +$3.94M |
|
7
D.R. Horton
DHI
$43.8B
| $31.7M | 2.2% |
990,000
| – | – |
|
|
8
ExxonMobil
XOM
$605B
| $26M | 1.8% |
333,017
-361,213
| -52% | -$28.9M |
|
9
Invesco
IVZ
$13.4B
| $25.1M | 1.74% |
750,000
| – | – |
|
10
Coca-Cola
KO
$365B
| $24.8M | 1.72% |
576,586
+6,686
| +1% | +$284K |
|
11
State Street SPDR S&P 500 ETF Trust
SPY
$774B
| $24.7M | 1.71% |
121,169
-2,326
| -2% | -$478K |
|
12
3M
MMM
$84.4B
| $22M | 1.52% |
174,376
+3,170
| +2% | +$407K |
|
13
GE Aerospace
GE
$361B
| $21.9M | 1.52% |
146,369
-1,492
| -1% | -$212K |
|
14
iShares US Real Estate ETF
IYR
$4.83B
| $20.3M | 1.41% |
270,000
| – | – |
|
15
JetBlue
JBLU
$2.1B
| $19M | 1.31% |
836,700
-100
| -0% | -$2.49K |
|
16
Ball Corp
BALL
$16.8B
| $16.4M | 1.14% |
450,000
| – | – |
|
17
Caterpillar
CAT
$404B
| $15.8M | 1.1% |
233,137
-20,007
| -8% | -$1.4M |
|
18
Procter & Gamble
PG
$353B
| $14.9M | 1.03% |
187,562
+14,500
| +8% | +$1.11M |
|
|
19
Apple
AAPL
$4.89T
| $13.6M | 0.94% |
517,212
+240,572
| +87% | +$6.87M |
|
20
Emerson Electric
EMR
$77.9B
| $13.5M | 0.94% |
282,600
-80,000
| -22% | -$3.81M |
|
21
Alphabet (Google) Class C
GOOG
$4.32T
| $13.2M | 0.91% |
344,660
+49,540
| +17% | +$1.78M |
|
22
Amgen
AMGN
$201B
| $12.4M | 0.86% |
76,224
+14,493
| +23% | +$2.28M |
|
|
23
Teva Pharmaceuticals
TEVA
$37.5B
| $10.5M | 0.73% |
160,000
+115,000
| +256% | +$7.11M |
|
24
Intuit
INTU
$80.6B
| $10.2M | 0.7% |
105,202
-7,503
| -7% | -$725K |
|
25
DuPont de Nemours
DD
$18.1B
| $10M | 0.7% |
77,002
-7,897
| -9% | -$1.01M |
|
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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.