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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
+5.63%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.48B
AUM Growth
-$40.8M
Cap. Flow
-$80.3M
Cap. Flow %
-5.41%
Top 10 Hldgs %
61.06%
Holding
161
New
10
Increased
43
Reduced
34
Closed
13

Top Buys

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$18.9M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$14.4M
3
XOM icon
ExxonMobil
XOM
+$11.9M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$5.18M
5
MMM icon
3M
MMM
+$3.9M

Top Sells

Rank Stock Value
1
APA icon
APA Corp
APA
+$117M
2
JBHT icon
JB Hunt Transport Services
JBHT
+$17.2M
3
AAPL icon
Apple
AAPL
+$6.72M
4
TSN icon
Tyson Foods
TSN
+$5.57M
5
IOC
Interoil Corporation
IOC
+$3.49M

Sector Composition

Rank Sector Weight
1 Communication Services 37.82%
2 Technology 10.24%
3 Industrials 10.03%
4 Energy 8.91%
5 Financials 7.18%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GE icon
26
GE Aerospace
GE
$364B
$11.3M 0.76%
91,699
– –
INTU icon
27
Intuit
INTU
$79.6B
$11.1M 0.75%
126,405
– –
JBLU icon
28
JetBlue
JBLU
$2.02B
$10.9M 0.74%
1,029,800
– –
PWR icon
29
Quanta Services
PWR
$94.3B
$9.8M 0.66%
270,000
– –
ATVI
30
DELISTED
Activision Blizzard
ATVI
$9.23M 0.62%
443,900
– –
GIS icon
31
General Mills
GIS
$20.3B
$8.86M 0.6%
175,600
+45,000
+34% +$2.36M
INTC icon
32
Intel
INTC
$478B
$8.46M 0.57%
242,887
-20,400
-8% -$691K
MCD icon
33
McDonald's
MCD
$190B
$8.16M 0.55%
86,065
– –
NTRS icon
34
Northern Trust
NTRS
$34.2B
$7.68M 0.52%
112,860
– –
WFC icon
35
Wells Fargo
WFC
$265B
$7.47M 0.5%
144,044
– –
EMR icon
36
Emerson Electric
EMR
$78.2B
$7.32M 0.49%
117,020
-15,000
-11% -$974K
KSS icon
37
Kohl's
KSS
$1.96B
$7.14M 0.48%
116,992
-30,600
-21% -$1.73M
MS icon
38
Morgan Stanley
MS
$339B
$6.77M 0.46%
195,848
-41,500
-17% -$1.38M
CME icon
39
CME Group
CME
$88.5B
$6.4M 0.43%
80,080
– –
GOOG icon
40
Alphabet (Google) Class C
GOOG
$4.22T
$6.27M 0.42%
217,897
+41,715
+24% +$1.21M
MSFT icon
41
Microsoft
MSFT
$2.93T
$6.25M 0.42%
134,791
+2,044
+2% +$91.2K
DFS
42
DELISTED
Discover Financial Services
DFS
$6.16M 0.42%
95,640
+3,300
+4% +$207K
HD icon
43
Home Depot
HD
$338B
$6.14M 0.41%
66,920
-3,921
-6% -$336K
JPM icon
44
JPMorgan Chase
JPM
$907B
$5.78M 0.39%
95,979
-1,300
-1% -$76K
PM icon
45
Philip Morris
PM
$301B
$5.75M 0.39%
69,000
– –
DVN icon
46
Devon Energy
DVN
$50.6B
$5.7M 0.38%
83,630
+52,240
+166% +$3.88M
CSCO icon
47
Cisco
CSCO
$441B
$5.58M 0.38%
221,793
– –
MDY icon
48
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
$5.46M 0.37%
21,900
– –
CHRW icon
49
C.H. Robinson
CHRW
$24.6B
$5.35M 0.36%
80,665
– –
EFA icon
50
iShares MSCI EAFE ETF
EFA
$76.5B
$5.12M 0.34%
79,800
+77,700
+3,700% +$5.18M
1
2
3 4 5

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Parametric Risk Advisors's Q3 2014 Portfolio in Review

As of Q3 2014, Parametric Risk Advisors held 161 positions worth $1.48B, down 2.7% from $1.52B the previous quarter. Its ten largest holdings account for 61% of the portfolio.

Parametric Risk Advisors withdrew a net $80.3M in Q3 2014, closing 13 positions and reducing 34 holdings. Its most notable exit was JB Hunt Transport Services, an estimated $17.2M position sold in full.

By sector, the portfolio is most concentrated in Communication Services at 38% of assets, up from 31% a quarter earlier, followed by Technology and Industrials.

Against the trend, Parametric Risk Advisors opened a new position in BROADCOM CORP CL-A worth $3.11M.

  • Parametric Risk Advisors's largest Q3 2014 buy was BROADCOM CORP CL-A: 77,000 shares worth $3.11M.
  • Parametric Risk Advisors added most to Caterpillar in Q3 2014, an estimated $18.9M increase.
  • Parametric Risk Advisors's biggest Q3 2014 reduction was APA Corp, cutting an estimated $117M.
  • Parametric Risk Advisors fully exited JB Hunt Transport Services in Q3 2014, selling an estimated $17.2M.
  • Parametric Risk Advisors's ten largest holdings make up 61% of its $1.48B portfolio in Q3 2014.
  • Parametric Risk Advisors opened 10 new positions and closed 13 in Q3 2014.
  • Parametric Risk Advisors's portfolio value fell 2.7% quarter-over-quarter to $1.48B.

Based on Parametric Risk Advisors's 13F filing for Q3 2014, filed 12 Nov 2014.