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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
+2.63%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.5B
AUM Growth
+$14.7M
Cap. Flow
-$15.2M
Cap. Flow %
-1.02%
Top 10 Hldgs %
62.02%
Holding
156
New
8
Increased
19
Reduced
37
Closed
33

Top Buys

Rank Stock Value
1
PCYC
PHARMACYCLICS INC
PCYC
+$23.9M
2
EMR icon
Emerson Electric
EMR
+$17M
3
META icon
Meta Platforms (Facebook)
META
+$10.8M
4
GE icon
GE Aerospace
GE
+$6.98M
5
CHKP icon
Check Point Software Technologies
CHKP
+$4.75M

Top Sells

Rank Stock Value
1
WOLF icon
Wolfspeed
WOLF
+$19.2M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$8.95M
3
ORCL icon
Oracle
ORCL
+$7.78M
4
HD icon
Home Depot
HD
+$5.08M
5
AMGN icon
Amgen
AMGN
+$4.95M

Sector Composition

Rank Sector Weight
1 Communication Services 37.61%
2 Industrials 11.54%
3 Technology 9.6%
4 Energy 8.25%
5 Financials 7.27%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MCD icon
26
McDonald's
MCD
$194B
$11M 0.74%
117,665
+31,600
+37% +$2.96M
INTU icon
27
Intuit
INTU
$80.6B
$10.7M 0.71%
115,605
-10,800
-9% -$961K
CSCO icon
28
Cisco
CSCO
$432B
$10.3M 0.69%
371,246
+149,453
+67% +$3.86M
AMGN icon
29
Amgen
AMGN
$201B
$10M 0.67%
63,071
-31,750
-33% -$4.95M
DD icon
30
DuPont de Nemours
DD
$18.1B
$9.81M 0.65%
84,899
– –
GIS icon
31
General Mills
GIS
$20.7B
$9.37M 0.63%
175,600
– –
ATVI
32
DELISTED
Activision Blizzard
ATVI
$8.88M 0.59%
440,472
-3,428
-0.8% -$69.2K
WFC icon
33
Wells Fargo
WFC
$267B
$7.9M 0.53%
144,044
– –
NTRS icon
34
Northern Trust
NTRS
$34.9B
$7.61M 0.51%
112,860
– –
C icon
35
Citigroup
C
$221B
$7.47M 0.5%
138,000
+71,115
+106% +$3.78M
MS icon
36
Morgan Stanley
MS
$343B
$7.27M 0.49%
187,348
-8,500
-4% -$302K
CME icon
37
CME Group
CME
$89B
$7.1M 0.47%
80,080
– –
CVX icon
38
Chevron
CVX
$366B
$6.5M 0.43%
57,955
+32,328
+126% +$3.67M
GOOG icon
39
Alphabet (Google) Class C
GOOG
$4.32T
$6.45M 0.43%
245,292
+27,395
+13% +$735K
KSS icon
40
Kohl's
KSS
$1.98B
$6.07M 0.41%
99,500
-17,492
-15% -$1.01M
MDY icon
41
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
$5.78M 0.39%
21,900
– –
DVN icon
42
Devon Energy
DVN
$49.6B
$5.76M 0.38%
94,140
+10,510
+13% +$637K
CL icon
43
Colgate-Palmolive
CL
$75.3B
$5.74M 0.38%
83,000
+28,000
+51% +$1.89M
PM icon
44
Philip Morris
PM
$296B
$5.62M 0.38%
69,000
– –
MSFT icon
45
Microsoft
MSFT
$2.98T
$5.52M 0.37%
118,904
-15,887
-12% -$746K
JPM icon
46
JPMorgan Chase
JPM
$912B
$5.26M 0.35%
84,000
-11,979
-12% -$721K
INTC icon
47
Intel
INTC
$487B
$5.04M 0.34%
138,813
-104,074
-43% -$3.62M
CHKP icon
48
Check Point Software Technologies
CHKP
$14.2B
$5.02M 0.33%
+63,870
New +$4.75M
DFS
49
DELISTED
Discover Financial Services
DFS
$4.95M 0.33%
75,524
-20,116
-21% -$1.29M
EFA icon
50
iShares MSCI EAFE ETF
EFA
$76.5B
$4.86M 0.32%
79,800
– –
1
2
3 4 5

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Parametric Risk Advisors's Q4 2014 Portfolio in Review

As of Q4 2014, Parametric Risk Advisors held 156 positions worth $1.5B, up 0.99% from $1.48B the previous quarter. Its ten largest holdings account for 62% of the portfolio.

Parametric Risk Advisors's Q4 2014 filing shows 8 new, 19 increased, 37 reduced and 33 closed positions. Its largest new stake was Check Point Software Technologies: 63,870 shares worth $5.02M. The largest sale was Wolfspeed, an estimated $19.2M.

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

  • Parametric Risk Advisors's largest Q4 2014 buy was Check Point Software Technologies: 63,870 shares worth $5.02M.
  • Parametric Risk Advisors added most to PHARMACYCLICS INC in Q4 2014, an estimated $23.9M increase.
  • Parametric Risk Advisors's biggest Q4 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $8.95M.
  • Parametric Risk Advisors fully exited Wolfspeed in Q4 2014, selling an estimated $19.2M.
  • Parametric Risk Advisors's ten largest holdings make up 62% of its $1.5B portfolio in Q4 2014.
  • Parametric Risk Advisors opened 8 new positions and closed 33 in Q4 2014.
  • Parametric Risk Advisors's portfolio value rose 0.99% quarter-over-quarter to $1.5B.

Based on Parametric Risk Advisors's 13F filing for Q4 2014, filed 11 Feb 2015.