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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
TFC icon
76
Truist Financial
TFC
$65.4B
$2.06M 0.14%
51,000
– –
MNST icon
77
Monster Beverage
MNST
$95.4B
$1.98M 0.13%
+88,800
New +$1.98M
BHP icon
78
BHP
BHP
$205B
$1.84M 0.12%
50,688
-2,788
-5% -$113K
DIS icon
79
Walt Disney
DIS
$170B
$1.83M 0.12%
16,039
– –
JNPR
80
DELISTED
Juniper Networks
JNPR
$1.81M 0.12%
69,648
– –
USB icon
81
US Bancorp
USB
$98.4B
$1.78M 0.12%
40,986
– –
IWM icon
82
iShares Russell 2000 ETF
IWM
$82.2B
$1.63M 0.11%
13,016
– –
HD icon
83
Home Depot
HD
$338B
$1.62M 0.11%
14,573
– –
BA icon
84
Boeing
BA
$169B
$1.51M 0.1%
10,900
+100
+0.9% +$14.6K
CBOE icon
85
Cboe Global Markets
CBOE
$28.6B
$1.5M 0.1%
26,174
+16,000
+157% +$922K
MDT icon
86
Medtronic
MDT
$106B
$1.48M 0.1%
20,000
– –
ADM icon
87
Archer Daniels Midland
ADM
$41.4B
$1.44M 0.1%
29,821
+13,000
+77% +$656K
WMT icon
88
Walmart Inc
WMT
$909B
$1.42M 0.09%
59,937
– –
LLL
89
DELISTED
L3 Technologies, Inc.
LLL
$1.4M 0.09%
12,346
– –
MDLZ icon
90
Mondelez International
MDLZ
$78.3B
$1.4M 0.09%
33,996
-270
-0.8% -$10.6K
GILD icon
91
Gilead Sciences
GILD
$167B
$1.39M 0.09%
11,900
+3,600
+43% +$393K
GWW icon
92
W.W. Grainger
GWW
$65.9B
$1.37M 0.09%
5,798
– –
DIA icon
93
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$1.37M 0.09%
7,800
– –
IVV icon
94
iShares Core S&P 500 ETF
IVV
$881B
$1.36M 0.09%
6,570
– –
SWN
95
DELISTED
Southwestern Energy Company
SWN
$1.32M 0.09%
58,228
– –
EEM icon
96
iShares MSCI Emerging Markets ETF
EEM
$28B
$1.32M 0.09%
33,208
– –
NVO
97
Novo Nordisk
NVO
$223B
$1.07M 0.07%
38,920
– –
KMB icon
98
Kimberly-Clark
KMB
$36B
$1.06M 0.07%
10,000
– –
NEM icon
99
Newmont
NEM
$95.8B
$1.03M 0.07%
43,935
– –
ICE icon
100
Intercontinental Exchange
ICE
$79B
$1.02M 0.07%
22,880
– –
2 3
4
5 6

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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.