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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
+1.66%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.47B
AUM Growth
-$24M
Cap. Flow
-$38.6M
Cap. Flow %
-2.62%
Top 10 Hldgs %
63.9%
Holding
129
New
6
Increased
16
Reduced
14
Closed
8

Top Buys

Rank Stock Value
1
WOLF icon
Wolfspeed
WOLF
+$8.95M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$5.66M
3
KO icon
Coca-Cola
KO
+$4.18M
4
META icon
Meta Platforms (Facebook)
META
+$3.98M
5
DD
Du Pont De Nemours E I
DD
+$3.09M

Top Sells

Rank Stock Value
1
PCYC
PHARMACYCLICS INC
PCYC
+$36.7M
2
COP icon
ConocoPhillips
COP
+$7.34M
3
KSS icon
Kohl's
KSS
+$6.07M
4
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$5.78M
5
EFA icon
iShares MSCI EAFE ETF
EFA
+$4.01M

Sector Composition

Rank Sector Weight
1 Communication Services 40.53%
2 Industrials 10.79%
3 Technology 10.18%
4 Energy 7.37%
5 Financials 7.12%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ICE icon
101
Intercontinental Exchange
ICE
$79B
$1.07M 0.07%
22,880
– –
NVO
102
Novo Nordisk
NVO
$223B
$1.04M 0.07%
38,920
-1,080
-3% -$24.9K
EFA icon
103
iShares MSCI EAFE ETF
EFA
$76.5B
$1.03M 0.07%
16,100
-63,700
-80% -$4.01M
NEM icon
104
Newmont
NEM
$95.8B
$954K 0.06%
43,935
– –
TJX icon
105
TJX Companies
TJX
$171B
$915K 0.06%
26,118
– –
PSX icon
106
Phillips 66
PSX
$82.9B
$912K 0.06%
11,600
– –
KRFT
107
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$871K 0.06%
10,000
-9,000
-47% -$594K
DE icon
108
Deere & Co
DE
$161B
$861K 0.06%
9,816
– –
GILD icon
109
Gilead Sciences
GILD
$167B
$814K 0.06%
8,300
– –
ADM icon
110
Archer Daniels Midland
ADM
$41.4B
$797K 0.05%
16,821
– –
LMT icon
111
Lockheed Martin
LMT
$117B
$710K 0.05%
3,500
– –
PFE icon
112
Pfizer
PFE
$143B
$696K 0.05%
21,080
– –
CBOE icon
113
Cboe Global Markets
CBOE
$28.6B
$584K 0.04%
10,174
– –
ABBV icon
114
AbbVie
ABBV
$450B
$574K 0.04%
+9,808
New +$593K
CCI icon
115
Crown Castle
CCI
$34.6B
$561K 0.04%
6,800
– –
RTN
116
DELISTED
Raytheon Company
RTN
$546K 0.04%
5,000
– –
MPC icon
117
Marathon Petroleum
MPC
$91.3B
$512K 0.03%
10,000
– –
APA icon
118
APA Corp
APA
$12.4B
$470K 0.03%
7,795
– –
HSY icon
119
Hershey
HSY
$34.8B
$293K 0.02%
2,900
– –
MRO
120
DELISTED
Marathon Oil Corporation
MRO
$261K 0.02%
10,000
– –
APC
121
DELISTED
Anadarko Petroleum
APC
$221K 0.02%
2,674
– –
BKNG icon
122
Booking.com
BKNG
$141B
– –
-37,500
Closed -$1.71M
JCI icon
123
Johnson Controls International
JCI
$85.7B
– –
-46,795
Closed -$2.37M
KSS icon
124
Kohl's
KSS
$1.96B
– –
-99,500
Closed -$6.07M
MDY icon
125
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
– –
-21,900
Closed -$5.78M
2 3 4
5
6

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EDRAMF
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BIM
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Parametric Risk Advisors's Q1 2015 Portfolio in Review

As of Q1 2015, Parametric Risk Advisors held 129 positions worth $1.47B, down 1.6% from $1.5B the previous quarter. Its ten largest holdings account for 64% of the portfolio.

Parametric Risk Advisors's Q1 2015 filing shows 6 new, 16 increased, 14 reduced and 8 closed positions. Its largest new stake was Wolfspeed: 247,965 shares worth $8.8M. The largest sale was PHARMACYCLICS INC, an estimated $36.7M.

By sector, the portfolio is most concentrated in Communication Services at 41% of assets, up from 38% a quarter earlier, followed by Industrials and Technology.

  • Parametric Risk Advisors's largest Q1 2015 buy was Wolfspeed: 247,965 shares worth $8.8M.
  • Parametric Risk Advisors added most to State Street SPDR S&P 500 ETF Trust in Q1 2015, an estimated $5.66M increase.
  • Parametric Risk Advisors's biggest Q1 2015 reduction was ConocoPhillips, cutting an estimated $7.34M.
  • Parametric Risk Advisors fully exited PHARMACYCLICS INC in Q1 2015, selling an estimated $36.7M.
  • Parametric Risk Advisors's ten largest holdings make up 64% of its $1.47B portfolio in Q1 2015.
  • Parametric Risk Advisors opened 6 new positions and closed 8 in Q1 2015.
  • Parametric Risk Advisors's portfolio value fell 1.6% quarter-over-quarter to $1.47B.

Based on Parametric Risk Advisors's 13F filing for Q1 2015, filed 18 May 2015.