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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
JUNO
151
DELISTED
Juno Therapeutics, Inc.
JUNO
– –
-65,000
Closed -$2.86M
3 4 5 6
7

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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.