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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
KMB icon
51
Kimberly-Clark
KMB
$36.2B
$4.99M 0.34%
37,100
+10,000
+37% +$1.3M
USB icon
52
US Bancorp
USB
$99.7B
$4.88M 0.33%
120,130
+53,848
+81% +$2.15M
BX icon
53
Blackstone
BX
$158B
$4.77M 0.32%
170,000
– –
CHRW icon
54
C.H. Robinson
CHRW
$24.3B
$4.68M 0.32%
63,082
-15,830
-20% -$1.09M
CME icon
55
CME Group
CME
$89B
$4.35M 0.3%
45,272
+2,692
+6% +$245K
YUM icon
56
Yum! Brands
YUM
$41.9B
$4.34M 0.29%
73,793
+9,525
+15% +$500K
ZBH icon
57
Zimmer Biomet
ZBH
$18.1B
$4.26M 0.29%
41,200
– –
DFS
58
DELISTED
Discover Financial Services
DFS
$3.85M 0.26%
75,524
– –
RJF icon
59
Raymond James Financial
RJF
$33.1B
$3.5M 0.24%
110,250
– –
ABT icon
60
Abbott
ABT
$172B
$3.47M 0.24%
83,000
-10,000
-11% -$396K
SYK icon
61
Stryker
SYK
$127B
$3.22M 0.22%
30,000
– –
GGP
62
DELISTED
GENERAL GROWTH PROPERTIES INC
GGP
$3.15M 0.21%
106,000
– –
MDT icon
63
Medtronic
MDT
$107B
$2.92M 0.2%
39,000
– –
RTX icon
64
RTX Corp
RTX
$262B
$2.9M 0.2%
46,081
– –
NTAP icon
65
NetApp
NTAP
$31.3B
$2.73M 0.19%
+100,000
New +$2.42M
LLY icon
66
Eli Lilly
LLY
$1.04T
$2.72M 0.18%
37,763
+2,977
+9% +$225K
DD
67
DELISTED
Du Pont De Nemours E I
DD
$2.6M 0.18%
41,100
– –
MCD icon
68
McDonald's
MCD
$194B
$2.54M 0.17%
20,235
-1,290
-6% -$154K
PPG icon
69
PPG Industries
PPG
$26.5B
$2.5M 0.17%
22,448
+4,448
+25% +$437K
BABA icon
70
Alibaba
BABA
$282B
$2.37M 0.16%
+30,000
New +$2.11M
BIDU icon
71
Baidu
BIDU
$38.4B
$2.31M 0.16%
12,078
– –
GLW icon
72
Corning
GLW
$136B
$2.26M 0.15%
108,175
– –
KRFT
73
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$2.2M 0.15%
28,000
+18,000
+180% +$1.41M
TXT icon
74
Textron
TXT
$15.8B
$2.19M 0.15%
60,000
– –
PNC icon
75
PNC Financial Services
PNC
$102B
$2.14M 0.15%
25,354
– –
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.