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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
+1.46%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.51B
AUM Growth
+$33.9M
Cap. Flow
+$17.5M
Cap. Flow %
1.16%
Top 10 Hldgs %
63.63%
Holding
126
New
5
Increased
18
Reduced
15
Closed
8

Top Buys

Rank Stock Value
1
GS icon
Goldman Sachs
GS
+$25.5M
2
YUM icon
Yum! Brands
YUM
+$7.12M
3
KO icon
Coca-Cola
KO
+$6.01M
4
MSFT icon
Microsoft
MSFT
+$5.73M
5
AAPL icon
Apple
AAPL
+$5.11M

Top Sells

Rank Stock Value
1
EOG icon
EOG Resources
EOG
+$18.3M
2
CSCO icon
Cisco
CSCO
+$6.36M
3
CHKP icon
Check Point Software Technologies
CHKP
+$5.24M
4
WBA
Walgreens Boots Alliance
WBA
+$4.23M
5
RY icon
Royal Bank of Canada
RY
+$4.08M

Sector Composition

Rank Sector Weight
1 Communication Services 41.36%
2 Industrials 10.81%
3 Technology 9.21%
4 Financials 8.76%
5 Energy 5.81%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MSFT icon
26
Microsoft
MSFT
$2.93T
$9.91M 0.66%
224,425
+125,521
+127% +$5.73M
QCOM icon
27
Qualcomm
QCOM
$181B
$9.85M 0.65%
157,328
– –
GIS icon
28
General Mills
GIS
$20.3B
$9.78M 0.65%
175,600
– –
AMGN icon
29
Amgen
AMGN
$198B
$9.68M 0.64%
63,071
– –
WFC icon
30
Wells Fargo
WFC
$265B
$9.31M 0.62%
165,583
+20,700
+14% +$1.15M
MCD icon
31
McDonald's
MCD
$190B
$8.83M 0.59%
92,900
-24,765
-21% -$2.4M
ZBH icon
32
Zimmer Biomet
ZBH
$17.6B
$8.74M 0.58%
82,400
+41,200
+100% +$4.56M
NTRS icon
33
Northern Trust
NTRS
$34.2B
$8.63M 0.57%
112,860
– –
CME icon
34
CME Group
CME
$88.5B
$8.2M 0.54%
88,080
+10,500
+14% +$980K
BRK.B icon
35
Berkshire Hathaway Class B
BRK.B
$1.06T
$8.11M 0.54%
59,550
– –
DVN icon
36
Devon Energy
DVN
$50.6B
$7.98M 0.53%
134,140
+40,000
+42% +$2.59M
MS icon
37
Morgan Stanley
MS
$339B
$7.27M 0.48%
187,348
– –
WOLF icon
38
Wolfspeed
WOLF
$1.55B
$6.46M 0.43%
247,965
– –
GOOG icon
39
Alphabet (Google) Class C
GOOG
$4.22T
$6.41M 0.43%
244,620
-672
-0.3% -$18K
AAPL icon
40
Apple
AAPL
$4.9T
$6.13M 0.41%
195,440
+159,840
+449% +$5.11M
DATA
41
DELISTED
Tableau Software, Inc.
DATA
$5.76M 0.38%
50,000
– –
JPM icon
42
JPMorgan Chase
JPM
$907B
$5.69M 0.38%
84,000
-8,600
-9% -$561K
CL icon
43
Colgate-Palmolive
CL
$74.4B
$5.68M 0.38%
86,813
– –
PM icon
44
Philip Morris
PM
$301B
$5.53M 0.37%
69,000
– –
BX icon
45
Blackstone
BX
$155B
$4.9M 0.33%
+122,280
New +$5.02M
CVX icon
46
Chevron
CVX
$373B
$4.74M 0.31%
49,155
-8,800
-15% -$924K
ABT icon
47
Abbott
ABT
$175B
$4.56M 0.3%
93,000
– –
AGN
48
DELISTED
Allergan plc
AGN
$4.55M 0.3%
15,000
– –
RJF icon
49
Raymond James Financial
RJF
$32.8B
$4.38M 0.29%
110,250
– –
DFS
50
DELISTED
Discover Financial Services
DFS
$4.35M 0.29%
75,524
– –
1
2
3 4 5

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EDRAMF
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BIM
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MAM
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Parametric Risk Advisors's Q2 2015 Portfolio in Review

As of Q2 2015, Parametric Risk Advisors held 126 positions worth $1.51B, up 2.3% from $1.47B the previous quarter. Its ten largest holdings account for 64% of the portfolio.

Parametric Risk Advisors's Q2 2015 filing shows 5 new, 18 increased, 15 reduced and 8 closed positions. Its largest new stake was Blackstone: 122,280 shares worth $4.9M. The largest sale was EOG Resources, an estimated $18.3M.

By sector, the portfolio is most concentrated in Communication Services at 41% of assets, up from 41% a quarter earlier, followed by Industrials and Technology.

  • Parametric Risk Advisors's largest Q2 2015 buy was Blackstone: 122,280 shares worth $4.9M.
  • Parametric Risk Advisors added most to Goldman Sachs in Q2 2015, an estimated $25.5M increase.
  • Parametric Risk Advisors's biggest Q2 2015 reduction was Cisco, cutting an estimated $6.36M.
  • Parametric Risk Advisors fully exited EOG Resources in Q2 2015, selling an estimated $18.3M.
  • Parametric Risk Advisors's ten largest holdings make up 64% of its $1.51B portfolio in Q2 2015.
  • Parametric Risk Advisors opened 5 new positions and closed 8 in Q2 2015.
  • Parametric Risk Advisors's portfolio value rose 2.3% quarter-over-quarter to $1.51B.

Based on Parametric Risk Advisors's 13F filing for Q2 2015, filed 14 Aug 2015.