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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

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

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

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
META icon
1
Meta Platforms (Facebook)
META
$1.69T
$524M 35.59%
4,593,355
-1,024,445
-18% -$108M
UPS icon
2
United Parcel Service
UPS
$99.6B
$57.9M 3.93%
548,906
+9,520
+2% +$925K
ORCL icon
3
Oracle
ORCL
$358B
$51.5M 3.5%
1,258,458
+30,100
+2% +$1.11M
CMCSA icon
4
Comcast
CMCSA
$86.1B
$50.3M 3.42%
1,647,898
+47,898
+3% +$1.37M
SPY icon
5
State Street SPDR S&P 500 ETF Trust
SPY
$774B
$49.4M 3.35%
240,317
+119,148
+98% +$23.2M
GS icon
6
Goldman Sachs
GS
$323B
$44.4M 3.01%
282,742
– –
JNJ icon
7
Johnson & Johnson
JNJ
$602B
$33.1M 2.25%
306,306
-59,460
-16% -$6.16M
DHI icon
8
D.R. Horton
DHI
$43.8B
$29.9M 2.03%
990,000
– –
XOM icon
9
ExxonMobil
XOM
$605B
$25.3M 1.72%
302,532
-30,485
-9% -$2.44M
GE icon
10
GE Aerospace
GE
$361B
$23.7M 1.61%
155,377
+9,008
+6% +$1.27M
IVZ icon
11
Invesco
IVZ
$13.4B
$23.1M 1.57%
750,000
– –
TXN icon
12
Texas Instruments
TXN
$265B
$23M 1.56%
+400,000
New +$21.2M
MMM icon
13
3M
MMM
$84.4B
$22.4M 1.52%
160,681
-13,695
-8% -$1.76M
IYR icon
14
iShares US Real Estate ETF
IYR
$4.83B
$21M 1.43%
270,000
– –
CAT icon
15
Caterpillar
CAT
$404B
$18.5M 1.25%
241,091
+7,954
+3% +$533K
AAPL icon
16
Apple
AAPL
$4.89T
$17.1M 1.16%
628,344
+111,132
+21% +$2.77M
CSCO icon
17
Cisco
CSCO
$432B
$16.7M 1.13%
585,396
+247,450
+73% +$6.37M
KO icon
18
Coca-Cola
KO
$365B
$15.4M 1.05%
332,771
-243,815
-42% -$10.6M
EMR icon
19
Emerson Electric
EMR
$77.9B
$15.4M 1.04%
282,600
– –
JBLU icon
20
JetBlue
JBLU
$2.1B
$15.3M 1.04%
725,700
-111,000
-13% -$2.33M
GOOG icon
21
Alphabet (Google) Class C
GOOG
$4.32T
$12.9M 0.87%
343,000
-1,660
-0.5% -$59.5K
PG icon
22
Procter & Gamble
PG
$353B
$11.9M 0.81%
144,954
-42,608
-23% -$3.43M
WFC icon
23
Wells Fargo
WFC
$267B
$11.6M 0.78%
238,851
+90,714
+61% +$4.44M
AMGN icon
24
Amgen
AMGN
$201B
$11.4M 0.78%
76,224
– –
INTU icon
25
Intuit
INTU
$80.6B
$10.9M 0.74%
105,202
– –
1
2 3 4 5

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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.