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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
QQQ icon
101
Invesco QQQ Trust
QQQ
$466B
$1.08M 0.07%
+9,909
New +$1.03M
UNH icon
102
UnitedHealth
UNH
$384B
$1.03M 0.07%
8,000
– –
TJX icon
103
TJX Companies
TJX
$171B
$1.02M 0.07%
26,118
– –
SFM icon
104
Sprouts Farmers Market
SFM
$6.93B
$1.02M 0.07%
35,000
– –
MAR icon
105
Marriott International
MAR
$97.9B
$982K 0.07%
13,800
– –
IWM icon
106
iShares Russell 2000 ETF
IWM
$82.2B
$940K 0.06%
8,500
– –
EFA icon
107
iShares MSCI EAFE ETF
EFA
$76.5B
$920K 0.06%
16,100
– –
EEM icon
108
iShares MSCI Emerging Markets ETF
EEM
$28B
$853K 0.06%
24,900
– –
BAC icon
109
Bank of America
BAC
$432B
$852K 0.06%
63,000
– –
NVS icon
110
Novartis
NVS
$291B
$829K 0.06%
+12,777
New +$869K
LMT icon
111
Lockheed Martin
LMT
$118B
$775K 0.05%
3,500
– –
DE icon
112
Deere & Co
DE
$162B
$756K 0.05%
9,816
– –
ZTS icon
113
Zoetis
ZTS
$32.2B
$731K 0.05%
+16,496
New +$700K
CBOE icon
114
Cboe Global Markets
CBOE
$29.1B
$665K 0.05%
10,174
– –
XHB icon
115
State Street SPDR S&P Homebuilders ETF
XHB
$2.08B
$641K 0.04%
+18,928
New +$588K
PFE icon
116
Pfizer
PFE
$143B
$593K 0.04%
21,080
– –
IBB icon
117
iShares Biotechnology ETF
IBB
$9.23B
$582K 0.04%
+6,690
New +$598K
PYPL icon
118
PayPal
PYPL
$50B
$552K 0.04%
+14,297
New +$517K
CE icon
119
Celanese
CE
$5.02B
$543K 0.04%
+8,295
New +$515K
EOG icon
120
EOG Resources
EOG
$73.7B
$520K 0.04%
+7,162
New +$495K
DEO icon
121
Diageo
DEO
$47.5B
$505K 0.03%
+4,680
New +$495K
BBBY
122
DELISTED
Bed Bath & Beyond Inc
BBBY
$483K 0.03%
+9,722
New +$455K
QVCGA
123
DELISTED
QVC Group Inc Series A
QVCGA
$466K 0.03%
+380
New +$463K
MCK icon
124
McKesson
MCK
$98.5B
$448K 0.03%
+2,850
New +$461K
ADI icon
125
Analog Devices
ADI
$185B
$444K 0.03%
+7,500
New +$400K
3 4
5
6 7

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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.