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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
C icon
51
Citigroup
C
$217B
$4.31M 0.29%
78,000
-60,000
-43% -$3.26M
INTC icon
52
Intel
INTC
$478B
$4.22M 0.28%
138,813
– –
CSCO icon
53
Cisco
CSCO
$441B
$4.04M 0.27%
146,953
-221,793
-60% -$6.36M
CHRW icon
54
C.H. Robinson
CHRW
$24.6B
$4.03M 0.27%
64,562
+13,840
+27% +$912K
BMY icon
55
Bristol-Myers Squibb
BMY
$124B
$3.74M 0.25%
56,272
– –
DD
56
DELISTED
Du Pont De Nemours E I
DD
$3.6M 0.24%
59,284
– –
PEP icon
57
PepsiCo
PEP
$187B
$3.34M 0.22%
35,823
+20,600
+135% +$1.97M
CS
58
DELISTED
Credit Suisse Group
CS
$3.29M 0.22%
119,206
– –
TXT icon
59
Textron
TXT
$15.9B
$3.26M 0.22%
72,993
– –
RTX icon
60
RTX Corp
RTX
$261B
$3.22M 0.21%
46,081
– –
TGT icon
61
Target
TGT
$63.4B
$3.14M 0.21%
38,470
+14,800
+63% +$1.2M
WDC icon
62
Western Digital
WDC
$164B
$3.14M 0.21%
52,920
– –
COP icon
63
ConocoPhillips
COP
$140B
$3.13M 0.21%
50,979
– –
BKNG icon
64
Booking.com
BKNG
$141B
$2.88M 0.19%
+62,500
New +$2.98M
SYK icon
65
Stryker
SYK
$123B
$2.87M 0.19%
30,000
– –
BIIB icon
66
Biogen
BIIB
$30.4B
$2.83M 0.19%
7,000
– –
GGP
67
DELISTED
GENERAL GROWTH PROPERTIES INC
GGP
$2.72M 0.18%
106,000
-1,800
-2% -$46.2K
TEVA icon
68
Teva Pharmaceuticals
TEVA
$37.3B
$2.66M 0.18%
45,000
– –
GLW icon
69
Corning
GLW
$133B
$2.57M 0.17%
130,450
– –
PNC icon
70
PNC Financial Services
PNC
$101B
$2.42M 0.16%
25,354
– –
BIDU icon
71
Baidu
BIDU
$36.5B
$2.4M 0.16%
12,078
– –
AXP icon
72
American Express
AXP
$242B
$2.33M 0.15%
30,000
– –
LLY icon
73
Eli Lilly
LLY
$1.05T
$2.28M 0.15%
27,286
-20,000
-42% -$1.52M
SNDK
74
DELISTED
SANDISK CORP
SNDK
$2.11M 0.14%
36,319
– –
PPG icon
75
PPG Industries
PPG
$26.2B
$2.06M 0.14%
18,000
– –
1 2
3
4 5

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EDRAMF
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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.