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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
+7.92%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.52B
AUM Growth
+$78.2M
Cap. Flow
-$45.9M
Cap. Flow %
-3.01%
Top 10 Hldgs %
60.71%
Holding
162
New
3
Increased
21
Reduced
40
Closed
11

Top Buys

Rank Stock Value
1
MMM icon
3M
MMM
+$10.2M
2
JNJ icon
Johnson & Johnson
JNJ
+$7.4M
3
XOM icon
ExxonMobil
XOM
+$3.7M
4
WDC icon
Western Digital
WDC
+$3.55M
5
MS icon
Morgan Stanley
MS
+$3.39M

Top Sells

Rank Stock Value
1
PCAR icon
PACCAR
PCAR
+$36.8M
2
EOG icon
EOG Resources
EOG
+$10.5M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$5.56M
4
YUM icon
Yum! Brands
YUM
+$4.59M
5
ZBH icon
Zimmer Biomet
ZBH
+$4.02M

Sector Composition

Rank Sector Weight
1 Communication Services 31.27%
2 Energy 16.45%
3 Technology 10.51%
4 Industrials 9.77%
5 Financials 6.81%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DD icon
26
DuPont de Nemours
DD
$18.3B
$11.1M 0.73%
84,899
– –
INTU icon
27
Intuit
INTU
$79.6B
$10.2M 0.67%
126,405
– –
PCYC
28
DELISTED
PHARMACYCLICS INC
PCYC
$10.1M 0.66%
112,900
– –
ATVI
29
DELISTED
Activision Blizzard
ATVI
$9.9M 0.65%
443,900
– –
PWR icon
30
Quanta Services
PWR
$94.3B
$9.34M 0.61%
270,000
+20,000
+8% +$692K
EMR icon
31
Emerson Electric
EMR
$78.2B
$8.76M 0.57%
132,020
-301
-0.2% -$20.2K
MCD icon
32
McDonald's
MCD
$190B
$8.67M 0.57%
86,065
-1,969
-2% -$199K
AMGN icon
33
Amgen
AMGN
$198B
$8.49M 0.56%
71,721
-2,000
-3% -$232K
INTC icon
34
Intel
INTC
$478B
$8.14M 0.53%
263,287
-41,500
-14% -$1.14M
RY icon
35
Royal Bank of Canada
RY
$299B
$8.11M 0.53%
113,531
-1,465
-1% -$99.4K
KSS icon
36
Kohl's
KSS
$1.96B
$7.78M 0.51%
147,592
– –
MS icon
37
Morgan Stanley
MS
$339B
$7.67M 0.5%
237,348
+110,000
+86% +$3.39M
AAPL icon
38
Apple
AAPL
$4.9T
$7.62M 0.5%
328,160
+110,208
+51% +$2.35M
WFC icon
39
Wells Fargo
WFC
$265B
$7.57M 0.5%
144,044
– –
NTRS icon
40
Northern Trust
NTRS
$34.2B
$7.25M 0.48%
112,860
– –
GIS icon
41
General Mills
GIS
$20.3B
$6.86M 0.45%
130,600
+15,000
+13% +$800K
IOC
42
DELISTED
Interoil Corporation
IOC
$5.88M 0.39%
91,900
-18,000
-16% -$1.15M
PM icon
43
Philip Morris
PM
$301B
$5.82M 0.38%
69,000
– –
HD icon
44
Home Depot
HD
$338B
$5.74M 0.38%
70,841
+6,347
+10% +$501K
DFS
45
DELISTED
Discover Financial Services
DFS
$5.72M 0.38%
92,340
– –
MDY icon
46
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
$5.71M 0.37%
21,900
– –
CME icon
47
CME Group
CME
$88.5B
$5.68M 0.37%
80,080
– –
JPM icon
48
JPMorgan Chase
JPM
$907B
$5.61M 0.37%
97,279
– –
TSN icon
49
Tyson Foods
TSN
$20.3B
$5.57M 0.37%
148,240
– –
MSFT icon
50
Microsoft
MSFT
$2.93T
$5.54M 0.36%
132,747
+11,415
+9% +$462K
1
2
3 4 5

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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 2014 Portfolio in Review

As of Q2 2014, Parametric Risk Advisors held 162 positions worth $1.52B, up 5.4% from $1.45B the previous quarter. Its ten largest holdings account for 61% of the portfolio.

Parametric Risk Advisors withdrew a net $45.9M in Q2 2014, closing 11 positions and reducing 40 holdings. Its most notable exit was PACCAR, an estimated $36.8M position sold in full.

By sector, the portfolio is most concentrated in Communication Services at 31% of assets, up from 29% a quarter earlier, followed by Energy and Technology.

Against the trend, Parametric Risk Advisors opened a new position in Western Digital worth $3.69M.

  • Parametric Risk Advisors's largest Q2 2014 buy was Western Digital: 52,920 shares worth $3.69M.
  • Parametric Risk Advisors added most to 3M in Q2 2014, an estimated $10.2M increase.
  • Parametric Risk Advisors's biggest Q2 2014 reduction was EOG Resources, cutting an estimated $10.5M.
  • Parametric Risk Advisors fully exited PACCAR in Q2 2014, selling an estimated $36.8M.
  • Parametric Risk Advisors's ten largest holdings make up 61% of its $1.52B portfolio in Q2 2014.
  • Parametric Risk Advisors opened 3 new positions and closed 11 in Q2 2014.
  • Parametric Risk Advisors's portfolio value rose 5.4% quarter-over-quarter to $1.52B.

Based on Parametric Risk Advisors's 13F filing for Q2 2014, filed 12 Aug 2014.