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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
CSCO icon
51
Cisco
CSCO
$441B
$5.51M 0.36%
221,793
-65,000
-23% -$1.55M
CHRW icon
52
C.H. Robinson
CHRW
$24.6B
$5.15M 0.34%
80,665
+3,297
+4% +$194K
GOOG icon
53
Alphabet (Google) Class C
GOOG
$4.22T
$5.05M 0.33%
176,182
+23,452
+15% +$636K
ZBH icon
54
Zimmer Biomet
ZBH
$17.6B
$4.15M 0.27%
41,200
-41,200
-50% -$4.02M
SNDK
55
DELISTED
SANDISK CORP
SNDK
$3.91M 0.26%
37,419
-400
-1% -$36.3K
ABT icon
56
Abbott
ABT
$175B
$3.84M 0.25%
93,865
– –
YUM icon
57
Yum! Brands
YUM
$40.8B
$3.84M 0.25%
65,753
-82,518
-56% -$4.59M
CL icon
58
Colgate-Palmolive
CL
$74.4B
$3.75M 0.25%
55,000
– –
RJF icon
59
Raymond James Financial
RJF
$32.8B
$3.73M 0.24%
110,250
– –
WBA
60
DELISTED
Walgreens Boots Alliance
WBA
$3.71M 0.24%
50,000
– –
WDC icon
61
Western Digital
WDC
$164B
$3.69M 0.24%
+52,920
New +$3.55M
RTX icon
62
RTX Corp
RTX
$261B
$3.63M 0.24%
49,926
-1,253
-2% -$92.3K
WMT icon
63
Walmart Inc
WMT
$909B
$3.6M 0.24%
143,937
– –
C icon
64
Citigroup
C
$217B
$3.49M 0.23%
74,185
– –
MRK icon
65
Merck
MRK
$315B
$3.48M 0.23%
63,116
– –
CVX icon
66
Chevron
CVX
$373B
$3.4M 0.22%
26,077
– –
CS
67
DELISTED
Credit Suisse Group
CS
$3.38M 0.22%
119,206
– –
IWM icon
68
iShares Russell 2000 ETF
IWM
$82.2B
$3.33M 0.22%
28,016
-2,300
-8% -$261K
BKNG icon
69
Booking.com
BKNG
$141B
$3.11M 0.2%
64,675
– –
BHP icon
70
BHP
BHP
$205B
$3.1M 0.2%
53,476
– –
GLW icon
71
Corning
GLW
$133B
$3.08M 0.2%
140,500
-3,172
-2% -$67.3K
LLY icon
72
Eli Lilly
LLY
$1.05T
$2.94M 0.19%
47,286
-50,000
-51% -$2.98M
BIDU icon
73
Baidu
BIDU
$36.5B
$2.82M 0.19%
15,105
– –
HSY icon
74
Hershey
HSY
$34.8B
$2.78M 0.18%
28,524
+2,119
+8% +$208K
NOW icon
75
ServiceNow
NOW
$106B
$2.73M 0.18%
220,000
– –
1 2
3
4 5

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EDRAMF
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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.