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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
+4.74%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.47B
AUM Growth
+$31.2M
Cap. Flow
-$35.9M
Cap. Flow %
-2.44%
Top 10 Hldgs %
60.41%
Holding
151
New
34
Increased
34
Reduced
16
Closed
8

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$23.2M
2
TXN icon
Texas Instruments
TXN
+$21.2M
3
MCHP icon
Microchip Technology
MCHP
+$9.34M
4
BMO icon
Bank of Montreal
BMO
+$7.12M
5
CSCO icon
Cisco
CSCO
+$6.37M

Top Sells

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$108M
2
KO icon
Coca-Cola
KO
+$10.6M
3
SLB icon
SLB Ltd
SLB
+$8.13M
4
NTRS icon
Northern Trust
NTRS
+$8.1M
5
JNJ icon
Johnson & Johnson
JNJ
+$6.16M

Sector Composition

Rank Sector Weight
1 Communication Services 40.15%
2 Technology 12.67%
3 Industrials 11.94%
4 Financials 9.83%
5 Healthcare 6.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PEP icon
26
PepsiCo
PEP
$187B
$10.9M 0.74%
106,723
+60,020
+129% +$5.93M
BALL icon
27
Ball Corp
BALL
$16.7B
$10.7M 0.73%
300,000
-150,000
-33% -$5.11M
TEVA icon
28
Teva Pharmaceuticals
TEVA
$37.3B
$10.2M 0.69%
190,000
+30,000
+19% +$1.76M
MCHP icon
29
Microchip Technology
MCHP
$44B
$10.1M 0.69%
+419,352
New +$9.34M
DD icon
30
DuPont de Nemours
DD
$18.3B
$9.92M 0.67%
77,002
– –
MS icon
31
Morgan Stanley
MS
$339B
$9.91M 0.67%
396,130
+202,254
+104% +$5.16M
IBM icon
32
IBM
IBM
$200B
$9.57M 0.65%
66,074
– –
MSFT icon
33
Microsoft
MSFT
$2.93T
$9.1M 0.62%
164,688
+41,963
+34% +$2.2M
BRK.B icon
34
Berkshire Hathaway Class B
BRK.B
$1.06T
$8.95M 0.61%
63,049
+3,499
+6% +$464K
BMY icon
35
Bristol-Myers Squibb
BMY
$124B
$8.77M 0.6%
137,272
+15,000
+12% +$946K
CL icon
36
Colgate-Palmolive
CL
$74.4B
$7.89M 0.54%
111,719
+25,400
+29% +$1.69M
BMO icon
37
Bank of Montreal
BMO
$127B
$7.88M 0.54%
+129,901
New +$7.12M
JPM icon
38
JPMorgan Chase
JPM
$907B
$7.59M 0.52%
128,192
+40,692
+47% +$2.38M
GIS icon
39
General Mills
GIS
$20.3B
$7.29M 0.49%
115,000
– –
WOLF icon
40
Wolfspeed
WOLF
$1.55B
$7.22M 0.49%
247,965
– –
TGT icon
41
Target
TGT
$63.4B
$6.21M 0.42%
75,470
+37,000
+96% +$2.79M
QCOM icon
42
Qualcomm
QCOM
$181B
$6.15M 0.42%
120,265
+12,937
+12% +$631K
HON icon
43
Honeywell
HON
$71.3B
$5.94M 0.4%
+58,983
New +$5.53M
BKNG icon
44
Booking.com
BKNG
$141B
$5.93M 0.4%
115,000
+52,500
+84% +$2.51M
ACN icon
45
Accenture
ACN
$87.9B
$5.73M 0.39%
49,619
– –
CHKP icon
46
Check Point Software Technologies
CHKP
$14.3B
$5.59M 0.38%
63,870
– –
CVX icon
47
Chevron
CVX
$373B
$5.35M 0.36%
56,057
-6,198
-10% -$542K
WBA
48
DELISTED
Walgreens Boots Alliance
WBA
$5.31M 0.36%
63,000
+12,000
+24% +$958K
PM icon
49
Philip Morris
PM
$301B
$5.05M 0.34%
51,500
-17,500
-25% -$1.6M
INTC icon
50
Intel
INTC
$478B
$5.03M 0.34%
155,613
– –
1
2
3 4 5

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EDRAMF
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BIM
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Parametric Risk Advisors's Q1 2016 Portfolio in Review

As of Q1 2016, Parametric Risk Advisors held 151 positions worth $1.47B, up 2.2% from $1.44B the previous quarter. Its ten largest holdings account for 60% of the portfolio.

Parametric Risk Advisors's Q1 2016 filing shows 34 new, 34 increased, 16 reduced and 8 closed positions. Its largest new stake was Texas Instruments: 400,000 shares worth $23M. The largest sale was Meta Platforms (Facebook), an estimated $108M.

By sector, the portfolio is most concentrated in Communication Services at 40% of assets, down from 45% a quarter earlier, followed by Technology and Industrials.

  • Parametric Risk Advisors's largest Q1 2016 buy was Texas Instruments: 400,000 shares worth $23M.
  • Parametric Risk Advisors added most to State Street SPDR S&P 500 ETF Trust in Q1 2016, an estimated $23.2M increase.
  • Parametric Risk Advisors's biggest Q1 2016 reduction was Meta Platforms (Facebook), cutting an estimated $108M.
  • Parametric Risk Advisors fully exited Northern Trust in Q1 2016, selling an estimated $8.1M.
  • Parametric Risk Advisors's ten largest holdings make up 60% of its $1.47B portfolio in Q1 2016.
  • Parametric Risk Advisors opened 34 new positions and closed 8 in Q1 2016.
  • Parametric Risk Advisors's portfolio value rose 2.2% quarter-over-quarter to $1.47B.

Based on Parametric Risk Advisors's 13F filing for Q1 2016, filed 13 May 2016.