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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
RTN
76
DELISTED
Raytheon Company
RTN
$2.11M 0.14%
17,227
+12,227
+245% +$1.51M
DIA icon
77
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$2.05M 0.14%
11,588
+3,788
+49% +$631K
MNST icon
78
Monster Beverage
MNST
$97.7B
$1.97M 0.13%
88,800
– –
MRK icon
79
Merck
MRK
$315B
$1.96M 0.13%
38,776
+20,960
+118% +$1.03M
COP icon
80
ConocoPhillips
COP
$137B
$1.95M 0.13%
48,479
+10,000
+26% +$380K
HD icon
81
Home Depot
HD
$347B
$1.94M 0.13%
14,573
– –
AXP icon
82
American Express
AXP
$247B
$1.84M 0.13%
30,000
– –
BIIB icon
83
Biogen
BIIB
$30.8B
$1.82M 0.12%
7,000
– –
ICE icon
84
Intercontinental Exchange
ICE
$80.2B
$1.79M 0.12%
38,035
+15,155
+66% +$737K
WMT icon
85
Walmart Inc
WMT
$915B
$1.78M 0.12%
77,946
+18,009
+30% +$395K
TFC icon
86
Truist Financial
TFC
$66.3B
$1.7M 0.12%
51,000
– –
JNPR
87
DELISTED
Juniper Networks
JNPR
$1.69M 0.12%
66,400
– –
DIS icon
88
Walt Disney
DIS
$173B
$1.59M 0.11%
16,039
– –
SLB icon
89
SLB Ltd
SLB
$70.4B
$1.58M 0.11%
21,481
-115,592
-84% -$8.13M
HCA icon
90
HCA Healthcare
HCA
$85.6B
$1.49M 0.1%
+19,070
New +$1.33M
LLL
91
DELISTED
L3 Technologies, Inc.
LLL
$1.46M 0.1%
12,346
– –
BA icon
92
Boeing
BA
$169B
$1.38M 0.09%
10,900
– –
GWW icon
93
W.W. Grainger
GWW
$66.2B
$1.35M 0.09%
5,798
– –
IVV icon
94
iShares Core S&P 500 ETF
IVV
$881B
$1.23M 0.08%
5,952
– –
BHP icon
95
BHP
BHP
$205B
$1.17M 0.08%
50,688
– –
NEM icon
96
Newmont
NEM
$97B
$1.17M 0.08%
43,935
– –
OXY icon
97
Occidental Petroleum
OXY
$53.4B
$1.15M 0.08%
+16,762
New +$1.12M
GILD icon
98
Gilead Sciences
GILD
$169B
$1.09M 0.07%
11,900
– –
ADM icon
99
Archer Daniels Midland
ADM
$40B
$1.08M 0.07%
29,821
– –
MDLZ icon
100
Mondelez International
MDLZ
$78.8B
$1.08M 0.07%
27,000
– –
2 3
4
5 6

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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.