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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
+1.18%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.52B
AUM Growth
+$48.3M
Cap. Flow
+$30.7M
Cap. Flow %
2.02%
Top 10 Hldgs %
58.31%
Holding
150
New
7
Increased
38
Reduced
28
Closed
10

Top Buys

Rank Stock Value
1
MMM icon
3M
MMM
+$19.7M
2
UPS icon
United Parcel Service
UPS
+$11.3M
3
AAP icon
Advance Auto Parts
AAP
+$9.26M
4
BX icon
Blackstone
BX
+$8.78M
5
AAPL icon
Apple
AAPL
+$6.93M

Top Sells

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$33.3M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$7.04M
3
IBM icon
IBM
IBM
+$6.56M
4
CHKP icon
Check Point Software Technologies
CHKP
+$5.59M
5
DHI icon
D.R. Horton
DHI
+$3.82M

Sector Composition

Rank Sector Weight
1 Communication Services 37.02%
2 Industrials 13.36%
3 Technology 12.56%
4 Financials 10.44%
5 Healthcare 7.88%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
V icon
101
Visa
V
$682B
$1.26M 0.08%
16,939
+14,000
+476% +$1.1M
MDLZ icon
102
Mondelez International
MDLZ
$78.3B
$1.23M 0.08%
27,000
– –
DEO icon
103
Diageo
DEO
$46.7B
$1.19M 0.08%
10,571
+5,891
+126% +$637K
ZTS icon
104
Zoetis
ZTS
$32.1B
$1.13M 0.07%
23,702
+7,206
+44% +$340K
NVS icon
105
Novartis
NVS
$293B
$1.1M 0.07%
14,918
+2,141
+17% +$148K
GWW icon
106
W.W. Grainger
GWW
$65.9B
$1.09M 0.07%
4,798
-1,000
-17% -$228K
QQQ icon
107
Invesco QQQ Trust
QQQ
$466B
$1.07M 0.07%
9,909
– –
TJX icon
108
TJX Companies
TJX
$171B
$1.01M 0.07%
26,118
– –
RTN
109
DELISTED
Raytheon Company
RTN
$1.01M 0.07%
7,412
-9,815
-57% -$1.28M
GILD icon
110
Gilead Sciences
GILD
$167B
$993K 0.07%
11,900
– –
MAR icon
111
Marriott International
MAR
$96.6B
$917K 0.06%
13,800
– –
KRFT
112
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$885K 0.06%
10,000
-18,000
-64% -$1.59M
LMT icon
113
Lockheed Martin
LMT
$117B
$869K 0.06%
3,500
– –
PYPL icon
114
PayPal
PYPL
$49.9B
$859K 0.06%
23,523
+9,226
+65% +$353K
BAC icon
115
Bank of America
BAC
$430B
$836K 0.06%
63,000
– –
EOG icon
116
EOG Resources
EOG
$74.5B
$834K 0.05%
10,001
+2,839
+40% +$227K
DE icon
117
Deere & Co
DE
$161B
$795K 0.05%
9,816
– –
ADM icon
118
Archer Daniels Midland
ADM
$41.4B
$721K 0.05%
16,821
-13,000
-44% -$518K
PX
119
DELISTED
Praxair Inc
PX
$700K 0.05%
6,225
+2,425
+64% +$275K
CE icon
120
Celanese
CE
$5.01B
$699K 0.05%
10,686
+2,391
+29% +$166K
CBOE icon
121
Cboe Global Markets
CBOE
$28.6B
$678K 0.04%
10,174
– –
BBBY
122
DELISTED
Bed Bath & Beyond Inc
BBBY
$676K 0.04%
15,638
+5,916
+61% +$268K
OXY icon
123
Occidental Petroleum
OXY
$54.6B
$648K 0.04%
8,577
-8,185
-49% -$612K
XHB icon
124
State Street SPDR S&P Homebuilders ETF
XHB
$2.08B
$635K 0.04%
18,928
– –
WM icon
125
Waste Management
WM
$96.1B
$614K 0.04%
9,266
+4,550
+96% +$275K
2 3 4
5
6

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Parametric Risk Advisors's Q2 2016 Portfolio in Review

As of Q2 2016, Parametric Risk Advisors held 150 positions worth $1.52B, up 3.3% from $1.47B the previous quarter. Its ten largest holdings account for 58% of the portfolio.

Parametric Risk Advisors's Q2 2016 filing shows 7 new, 38 increased, 28 reduced and 10 closed positions. Its largest new stake was Advance Auto Parts: 60,000 shares worth $9.7M. The largest sale was Meta Platforms (Facebook), an estimated $33.3M.

By sector, the portfolio is most concentrated in Communication Services at 37% of assets, down from 40% a quarter earlier, followed by Industrials and Technology.

  • Parametric Risk Advisors's largest Q2 2016 buy was Advance Auto Parts: 60,000 shares worth $9.7M.
  • Parametric Risk Advisors added most to 3M in Q2 2016, an estimated $19.7M increase.
  • Parametric Risk Advisors's biggest Q2 2016 reduction was Meta Platforms (Facebook), cutting an estimated $33.3M.
  • Parametric Risk Advisors fully exited Check Point Software Technologies in Q2 2016, selling an estimated $5.59M.
  • Parametric Risk Advisors's ten largest holdings make up 58% of its $1.52B portfolio in Q2 2016.
  • Parametric Risk Advisors opened 7 new positions and closed 10 in Q2 2016.
  • Parametric Risk Advisors's portfolio value rose 3.3% quarter-over-quarter to $1.52B.

Based on Parametric Risk Advisors's 13F filing for Q2 2016, filed 12 Aug 2016.