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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
RY icon
51
Royal Bank of Canada
RY
$300B
$4.83M 0.33%
67,631
-45,900
-40% -$3.38M
ZBH icon
52
Zimmer Biomet
ZBH
$18.1B
$4.02M 0.27%
41,200
– –
RJF icon
53
Raymond James Financial
RJF
$33.1B
$3.94M 0.27%
110,250
– –
ABT icon
54
Abbott
ABT
$172B
$3.9M 0.26%
93,865
– –
WDC icon
55
Western Digital
WDC
$161B
$3.89M 0.26%
52,920
– –
CL icon
56
Colgate-Palmolive
CL
$75.3B
$3.59M 0.24%
55,000
– –
MRK icon
57
Merck
MRK
$315B
$3.57M 0.24%
63,116
– –
SNDK
58
DELISTED
SANDISK CORP
SNDK
$3.56M 0.24%
36,319
-1,100
-3% -$108K
C icon
59
Citigroup
C
$221B
$3.47M 0.23%
66,885
-7,300
-10% -$367K
CS
60
DELISTED
Credit Suisse Group
CS
$3.29M 0.22%
119,206
– –
AXP icon
61
American Express
AXP
$247B
$3.17M 0.21%
36,161
+27,000
+295% +$2.43M
BRCM
62
DELISTED
BROADCOM CORP CL-A
BRCM
$3.11M 0.21%
+77,000
New +$2.99M
LLY icon
63
Eli Lilly
LLY
$1.04T
$3.07M 0.21%
47,286
– –
IWM icon
64
iShares Russell 2000 ETF
IWM
$82.2B
$3.06M 0.21%
28,016
– –
YUM icon
65
Yum! Brands
YUM
$41.9B
$3.06M 0.21%
59,212
-6,541
-10% -$348K
RTX icon
66
RTX Corp
RTX
$262B
$3.06M 0.21%
46,081
-3,845
-8% -$264K
CVX icon
67
Chevron
CVX
$366B
$3.06M 0.21%
25,627
-450
-2% -$57.4K
NKE icon
68
Nike
NKE
$66.1B
$3.01M 0.2%
67,548
+7,200
+12% +$286K
WBA
69
DELISTED
Walgreens Boots Alliance
WBA
$2.96M 0.2%
50,000
– –
BMY icon
70
Bristol-Myers Squibb
BMY
$124B
$2.88M 0.19%
56,272
+6,272
+13% +$313K
BIIB icon
71
Biogen
BIIB
$30.8B
$2.86M 0.19%
8,649
+7,794
+912% +$2.57M
GLW icon
72
Corning
GLW
$136B
$2.85M 0.19%
147,500
+7,000
+5% +$146K
BHP icon
73
BHP
BHP
$205B
$2.66M 0.18%
53,476
– –
BIDU icon
74
Baidu
BIDU
$38.4B
$2.64M 0.18%
12,078
-3,027
-20% -$640K
NOW icon
75
ServiceNow
NOW
$107B
$2.59M 0.17%
220,000
– –
1 2
3
4 5

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EDRAMF
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BIM
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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.