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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
EFA icon
101
iShares MSCI EAFE ETF
EFA
$76.5B
$1.02M 0.07%
16,100
– –
UNH icon
102
UnitedHealth
UNH
$384B
$976K 0.06%
+8,000
New +$946K
MRK icon
103
Merck
MRK
$315B
$968K 0.06%
17,816
-23,652
-57% -$1.33M
DE icon
104
Deere & Co
DE
$162B
$953K 0.06%
9,816
– –
SFM icon
105
Sprouts Farmers Market
SFM
$6.93B
$944K 0.06%
+35,000
New +$1.07M
PSX icon
106
Phillips 66
PSX
$80.7B
$934K 0.06%
11,600
– –
TJX icon
107
TJX Companies
TJX
$171B
$864K 0.06%
26,118
– –
KRFT
108
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$851K 0.06%
10,000
– –
PFE icon
109
Pfizer
PFE
$143B
$671K 0.04%
21,080
– –
ABBV icon
110
AbbVie
ABBV
$449B
$659K 0.04%
9,808
– –
LMT icon
111
Lockheed Martin
LMT
$118B
$651K 0.04%
3,500
– –
CCI icon
112
Crown Castle
CCI
$34.4B
$546K 0.04%
6,800
– –
MPC icon
113
Marathon Petroleum
MPC
$89.3B
$523K 0.03%
10,000
– –
RTN
114
DELISTED
Raytheon Company
RTN
$478K 0.03%
5,000
– –
APA icon
115
APA Corp
APA
$12.1B
$449K 0.03%
7,795
– –
MRO
116
DELISTED
Marathon Oil Corporation
MRO
$265K 0.02%
10,000
– –
HSY icon
117
Hershey
HSY
$35.4B
$258K 0.02%
2,900
– –
APC
118
DELISTED
Anadarko Petroleum
APC
$209K 0.01%
2,674
– –
ACN icon
119
Accenture
ACN
$88.5B
– –
-29,619
Closed -$2.77M
CHKP icon
120
Check Point Software Technologies
CHKP
$14.2B
– –
-63,870
Closed -$5.24M
EOG icon
121
EOG Resources
EOG
$73.7B
– –
-200,000
Closed -$18.3M
HUM icon
122
Humana
HUM
$46.4B
– –
-16,103
Closed -$2.87M
RY icon
123
Royal Bank of Canada
RY
$300B
– –
-67,631
Closed -$4.08M
WBA
124
DELISTED
Walgreens Boots Alliance
WBA
– –
-50,000
Closed -$4.23M
IOC
125
DELISTED
Interoil Corporation
IOC
– –
-32,100
Closed -$1.48M
2 3 4
5
6

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EDRAMF
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BIM
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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.