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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
META icon
1
Meta Platforms (Facebook)
META
$1.64T
$492M 32.34%
4,303,955
-289,400
-6% -$33.3M
UPS icon
2
United Parcel Service
UPS
$100B
$70.8M 4.66%
657,645
+108,739
+20% +$11.3M
CMCSA icon
3
Comcast
CMCSA
$85B
$54M 3.55%
1,657,230
+9,332
+0.6% +$290K
ORCL icon
4
Oracle
ORCL
$364B
$52M 3.42%
1,270,690
+12,232
+1% +$488K
MMM icon
5
3M
MMM
$83.4B
$44M 2.89%
300,424
+139,743
+87% +$19.7M
SPY icon
6
State Street SPDR S&P 500 ETF Trust
SPY
$774B
$43.2M 2.84%
206,381
-33,936
-14% -$7.04M
GS icon
7
Goldman Sachs
GS
$314B
$42M 2.76%
282,742
– –
JNJ icon
8
Johnson & Johnson
JNJ
$609B
$34.4M 2.26%
283,906
-22,400
-7% -$2.55M
DHI icon
9
D.R. Horton
DHI
$42.4B
$27.2M 1.79%
865,000
-125,000
-13% -$3.82M
XOM icon
10
ExxonMobil
XOM
$611B
$27.1M 1.78%
288,930
-13,602
-4% -$1.2M
TXN icon
11
Texas Instruments
TXN
$258B
$25.1M 1.65%
400,000
– –
IYR icon
12
iShares US Real Estate ETF
IYR
$4.83B
$22.2M 1.46%
270,000
– –
GE icon
13
GE Aerospace
GE
$364B
$21.9M 1.44%
144,944
-10,433
-7% -$1.52M
AAPL icon
14
Apple
AAPL
$4.9T
$21.7M 1.43%
907,220
+278,876
+44% +$6.93M
IVZ icon
15
Invesco
IVZ
$13.1B
$19.2M 1.26%
750,000
– –
PG icon
16
Procter & Gamble
PG
$349B
$18.2M 1.2%
215,393
+70,439
+49% +$5.78M
CAT icon
17
Caterpillar
CAT
$405B
$17.3M 1.14%
228,005
-13,086
-5% -$980K
CSCO icon
18
Cisco
CSCO
$441B
$16.8M 1.1%
585,396
– –
EMR icon
19
Emerson Electric
EMR
$78.2B
$14.7M 0.97%
282,600
– –
GOOG icon
20
Alphabet (Google) Class C
GOOG
$4.22T
$13.5M 0.89%
388,060
+45,060
+13% +$1.62M
KO icon
21
Coca-Cola
KO
$351B
$12.8M 0.84%
281,771
-51,000
-15% -$2.3M
PEP icon
22
PepsiCo
PEP
$187B
$12.3M 0.81%
116,423
+9,700
+9% +$1M
BX icon
23
Blackstone
BX
$155B
$12.3M 0.81%
500,000
+330,000
+194% +$8.78M
MS icon
24
Morgan Stanley
MS
$339B
$12.1M 0.79%
465,028
+68,898
+17% +$1.8M
JBLU icon
25
JetBlue
JBLU
$2.02B
$12M 0.79%
725,700
– –
1
2 3 4 5

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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.