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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
+4.01%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.45B
AUM Growth
+$29.9M
Cap. Flow
-$23.6M
Cap. Flow %
-1.63%
Top 10 Hldgs %
58.41%
Holding
170
New
21
Increased
43
Reduced
33
Closed
11

Top Buys

Rank Stock Value
1
EOG icon
EOG Resources
EOG
+$8.81M
2
PWR icon
Quanta Services
PWR
+$8.34M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$5.5M
4
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$5.37M
5
DFS
Discover Financial Services
DFS
+$5.17M

Top Sells

Rank Stock Value
1
A icon
Agilent Technologies
A
+$44.3M
2
HMC icon
Honda
HMC
+$27.9M
3
PCAR icon
PACCAR
PCAR
+$17.3M
4
GOOG icon
Alphabet (Google) Class C
GOOG
+$9.3M
5
SLB icon
SLB Ltd
SLB
+$5.43M

Sector Composition

Rank Sector Weight
1 Communication Services 29.31%
2 Energy 14.4%
3 Industrials 11.73%
4 Technology 11.03%
5 Financials 7.04%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DD icon
26
DuPont de Nemours
DD
$18.1B
$10.4M 0.72%
84,899
-1,975
-2% -$233K
INTU icon
27
Intuit
INTU
$80.6B
$9.82M 0.68%
126,405
– –
JBLU icon
28
JetBlue
JBLU
$2.1B
$9.78M 0.68%
1,125,400
-55,700
-5% -$488K
PWR icon
29
Quanta Services
PWR
$94.7B
$9.22M 0.64%
+250,000
New +$8.34M
AMGN icon
30
Amgen
AMGN
$201B
$9.09M 0.63%
73,721
-5,944
-7% -$721K
ATVI
31
DELISTED
Activision Blizzard
ATVI
$9.07M 0.63%
443,900
-105,000
-19% -$1.99M
EMR icon
32
Emerson Electric
EMR
$77.9B
$8.84M 0.61%
132,321
-16,531
-11% -$1.09M
MCD icon
33
McDonald's
MCD
$194B
$8.63M 0.6%
88,034
+36,111
+70% +$3.45M
KSS icon
34
Kohl's
KSS
$1.98B
$8.38M 0.58%
147,592
– –
YUM icon
35
Yum! Brands
YUM
$41.9B
$8.04M 0.56%
148,271
+4,702
+3% +$248K
INTC icon
36
Intel
INTC
$487B
$7.87M 0.54%
304,787
– –
RY icon
37
Royal Bank of Canada
RY
$300B
$7.59M 0.52%
114,996
-115
-0.1% -$7.43K
ZBH icon
38
Zimmer Biomet
ZBH
$18.1B
$7.57M 0.52%
82,400
– –
NTRS icon
39
Northern Trust
NTRS
$34.9B
$7.4M 0.51%
112,860
– –
WFC icon
40
Wells Fargo
WFC
$267B
$7.17M 0.5%
144,044
-18,571
-11% -$865K
IOC
41
DELISTED
Interoil Corporation
IOC
$7.12M 0.49%
109,900
– –
TSN icon
42
Tyson Foods
TSN
$20.4B
$6.52M 0.45%
148,240
– –
CSCO icon
43
Cisco
CSCO
$432B
$6.43M 0.44%
286,793
– –
GIS icon
44
General Mills
GIS
$20.7B
$5.99M 0.41%
115,600
+5,000
+5% +$248K
CME icon
45
CME Group
CME
$89B
$5.93M 0.41%
80,080
– –
JPM icon
46
JPMorgan Chase
JPM
$912B
$5.91M 0.41%
97,279
-6,000
-6% -$347K
LLY icon
47
Eli Lilly
LLY
$1.04T
$5.73M 0.4%
97,286
+20,000
+26% +$1.12M
PM icon
48
Philip Morris
PM
$296B
$5.65M 0.39%
69,000
+25,926
+60% +$2.09M
EFA icon
49
iShares MSCI EAFE ETF
EFA
$76.5B
$5.59M 0.39%
+83,200
New +$5.5M
MDY icon
50
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
$5.49M 0.38%
+21,900
New +$5.37M
1
2
3 4 5

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Parametric Risk Advisors's Q1 2014 Portfolio in Review

As of Q1 2014, Parametric Risk Advisors held 170 positions worth $1.45B, up 2.1% from $1.42B the previous quarter. Its ten largest holdings account for 58% of the portfolio.

Parametric Risk Advisors's Q1 2014 filing shows 21 new, 43 increased, 33 reduced and 11 closed positions. Its largest new stake was Quanta Services: 250,000 shares worth $9.22M. The largest sale was Agilent Technologies, an estimated $44.3M.

By sector, the portfolio is most concentrated in Communication Services at 29% of assets, up from 28% a quarter earlier, followed by Energy and Industrials.

  • Parametric Risk Advisors's largest Q1 2014 buy was Quanta Services: 250,000 shares worth $9.22M.
  • Parametric Risk Advisors added most to EOG Resources in Q1 2014, an estimated $8.81M increase.
  • Parametric Risk Advisors's biggest Q1 2014 reduction was PACCAR, cutting an estimated $17.3M.
  • Parametric Risk Advisors fully exited Agilent Technologies in Q1 2014, selling an estimated $44.3M.
  • Parametric Risk Advisors's ten largest holdings make up 58% of its $1.45B portfolio in Q1 2014.
  • Parametric Risk Advisors opened 21 new positions and closed 11 in Q1 2014.
  • Parametric Risk Advisors's portfolio value rose 2.1% quarter-over-quarter to $1.45B.

Based on Parametric Risk Advisors's 13F filing for Q1 2014, filed 12 May 2014.