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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

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

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

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
META icon
1
Meta Platforms (Facebook)
META
$1.69T
$613M 40.65%
7,149,173
+13,300
+0.2% +$1.09M
XOM icon
2
ExxonMobil
XOM
$605B
$56.5M 3.75%
679,230
-15,011
-2% -$1.29M
ORCL icon
3
Oracle
ORCL
$358B
$49.5M 3.28%
1,228,358
– –
CMCSK
4
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$48M 3.18%
800,000
– –
UPS icon
5
United Parcel Service
UPS
$99.6B
$46.2M 3.07%
477,178
-18,942
-4% -$1.88M
DHI icon
6
D.R. Horton
DHI
$43.8B
$33.9M 2.25%
1,240,000
– –
JNJ icon
7
Johnson & Johnson
JNJ
$602B
$30.9M 2.05%
316,556
– –
IVZ icon
8
Invesco
IVZ
$13.4B
$28.1M 1.86%
750,000
– –
GS icon
9
Goldman Sachs
GS
$323B
$27.7M 1.84%
132,742
+125,000
+1,615% +$25.5M
SPY icon
10
State Street SPDR S&P 500 ETF Trust
SPY
$774B
$25.8M 1.71%
125,102
– –
IYR icon
11
iShares US Real Estate ETF
IYR
$4.83B
$25M 1.66%
350,000
– –
KO icon
12
Coca-Cola
KO
$365B
$22.4M 1.48%
569,900
+147,708
+35% +$6.01M
MMM icon
13
3M
MMM
$84.4B
$22.1M 1.46%
171,206
– –
EMR icon
14
Emerson Electric
EMR
$77.9B
$21.6M 1.43%
388,974
– –
CAT icon
15
Caterpillar
CAT
$404B
$21.5M 1.42%
253,144
+50,956
+25% +$4.38M
GE icon
16
GE Aerospace
GE
$361B
$18.8M 1.25%
147,861
-626
-0.4% -$81.2K
JBLU icon
17
JetBlue
JBLU
$2.1B
$17.4M 1.15%
837,000
– –
BALL icon
18
Ball Corp
BALL
$16.8B
$15.8M 1.05%
450,000
– –
PG icon
19
Procter & Gamble
PG
$353B
$13.4M 0.89%
170,662
– –
YUM icon
20
Yum! Brands
YUM
$41.9B
$12.4M 0.83%
192,220
+112,315
+141% +$7.12M
IBM icon
21
IBM
IBM
$206B
$11.8M 0.78%
76,115
-16,475
-18% -$2.65M
SLB icon
22
SLB Ltd
SLB
$70.4B
$11.8M 0.78%
137,073
– –
INTU icon
23
Intuit
INTU
$80.6B
$11.7M 0.77%
115,605
– –
DD icon
24
DuPont de Nemours
DD
$18.1B
$11M 0.73%
84,899
– –
ATVI
25
DELISTED
Activision Blizzard
ATVI
$10.7M 0.71%
440,472
– –
1
2 3 4 5

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GAIA
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EDRAMF
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CCM
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BIM
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MAM
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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.