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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
(+2.2%)
Cap. Flow
-$35.9M
Cap. Flow
% of AUM
-2.44%
Top 10 Holdings %
Top 10 Hldgs %
60.41%
Holding
151
New
34
Increased
34
Reduced
16
Closed
8
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$23.2M |
| 2 |
Texas Instruments
TXN
|
+$21.2M |
| 3 |
Microchip Technology
MCHP
|
+$9.34M |
| 4 |
Bank of Montreal
BMO
|
+$7.12M |
| 5 |
Cisco
CSCO
|
+$6.37M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$108M |
| 2 |
Coca-Cola
KO
|
+$10.6M |
| 3 |
SLB Ltd
SLB
|
+$8.13M |
| 4 |
Northern Trust
NTRS
|
+$8.1M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
PX
126
DELISTED
Praxair Inc
PX
| $435K | 0.03% |
+3,800
| New | +$397K |
|
127
Phillips 66
PSX
$82.9B
| $433K | 0.03% |
+5,000
| New | +$406K |
|
128
Union Pacific
UNP
$179B
| $398K | 0.03% |
5,000
| – | – |
|
129
Marathon Petroleum
MPC
$91.3B
| $372K | 0.03% |
10,000
| – | – |
|
130
Edison International
EIX
$29.9B
| $362K | 0.02% |
+5,039
| New | +$327K |
|
|
CB
131
DELISTED
CHUBB CORPORATION
CB
| $315K | 0.02% |
+2,645
| New | +$343K |
|
132
Valero Energy
VLO
$91.9B
| $310K | 0.02% |
+4,829
| New | +$307K |
|
133
Waste Management
WM
$96.1B
| $278K | 0.02% |
+4,716
| New | +$260K |
|
134
Hershey
HSY
$34.8B
| $267K | 0.02% |
2,900
| – | – |
|
135
Visa
V
$682B
| $225K | 0.02% |
+2,939
| New | +$214K |
|
136
Starbucks
SBUX
$120B
| $213K | 0.01% |
+3,576
| New | +$208K |
|
137
Amazon
AMZN
$2.66T
| $207K | 0.01% |
+6,960
| New | +$198K |
|
138
Skyworks Solutions
SWKS
$8.93B
| $192K | 0.01% |
+2,471
| New | +$168K |
|
139
eBay
EBAY
$49.8B
| $143K | 0.01% |
+5,985
| New | +$146K |
|
140
Corpay
CPAY
$23.9B
| $142K | 0.01% |
+957
| New | +$124K |
|
|
APC
141
DELISTED
Anadarko Petroleum
APC
| $125K | 0.01% |
2,674
| – | – |
|
142
Ionis Pharmaceuticals
IONS
$8.99B
| $106K | 0.01% |
+2,606
| New | +$106K |
|
143
PUT
iShares S&P 100 ETF
OEF
$20.1B
| $45K | ﹤0.01% |
6,360
-8,364
| -57% | -$730K |
|
144
AbbVie
ABBV
$450B
| – | – |
-9,694
| Closed | -$574K |
|
145
Darden Restaurants
DRI
$22.7B
| – | – |
-22,731
| Closed | -$1.45M |
|
146
Devon Energy
DVN
$50.6B
| – | – |
-134,140
| Closed | -$4.29M |
|
|
147
Northern Trust
NTRS
$34.2B
| – | – |
-112,356
| Closed | -$8.1M |
|
|
MRO
148
DELISTED
Marathon Oil Corporation
MRO
| – | – |
-10,000
| Closed | -$126K |
|
|
CS
149
DELISTED
Credit Suisse Group
CS
| – | – |
-119,206
| Closed | -$2.59M |
|
|
DATA
150
DELISTED
Tableau Software, Inc.
DATA
| – | – |
-50,000
| Closed | -$4.71M |
|
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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.