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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
RIG icon
76
Transocean
RIG
$5.69B
$2.64M 0.17%
58,671
– –
SYK icon
77
Stryker
SYK
$123B
$2.53M 0.17%
30,000
– –
DVN icon
78
Devon Energy
DVN
$50.6B
$2.49M 0.16%
+31,390
New +$2.28M
JCI icon
79
Johnson Controls International
JCI
$85.7B
$2.45M 0.16%
46,795
– –
BMY icon
80
Bristol-Myers Squibb
BMY
$124B
$2.43M 0.16%
+50,000
New +$2.46M
USB icon
81
US Bancorp
USB
$98.4B
$2.42M 0.16%
55,986
– –
NKE icon
82
Nike
NKE
$64.9B
$2.34M 0.15%
60,348
– –
TXT icon
83
Textron
TXT
$15.9B
$2.3M 0.15%
60,000
– –
PPG icon
84
PPG Industries
PPG
$26.2B
$2.24M 0.15%
21,318
– –
DIS icon
85
Walt Disney
DIS
$170B
$2.1M 0.14%
24,534
– –
GILD icon
86
Gilead Sciences
GILD
$167B
$1.75M 0.11%
21,114
+8,300
+65% +$646K
BA icon
87
Boeing
BA
$169B
$1.64M 0.11%
12,905
+8,418
+188% +$1.1M
MDLZ icon
88
Mondelez International
MDLZ
$78.3B
$1.57M 0.1%
41,814
-13,186
-24% -$482K
TGT icon
89
Target
TGT
$63.4B
$1.45M 0.1%
25,000
– –
GS icon
90
Goldman Sachs
GS
$314B
$1.44M 0.09%
8,610
– –
PEP icon
91
PepsiCo
PEP
$187B
$1.36M 0.09%
15,223
-36,600
-71% -$3.16M
DIA icon
92
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$1.31M 0.09%
7,800
– –
IVV icon
93
iShares Core S&P 500 ETF
IVV
$881B
$1.29M 0.08%
6,570
– –
MDT icon
94
Medtronic
MDT
$106B
$1.27M 0.08%
20,000
– –
SRCL
95
DELISTED
Stericycle Inc
SRCL
$1.18M 0.08%
10,000
– –
KRFT
96
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$1.14M 0.07%
19,000
– –
NEM icon
97
Newmont
NEM
$95.8B
$1.12M 0.07%
43,935
– –
AGN
98
DELISTED
Allergan plc
AGN
$1.11M 0.07%
5,000
– –
KMB icon
99
Kimberly-Clark
KMB
$36B
$1.11M 0.07%
10,430
– –
NTAP icon
100
NetApp
NTAP
$32.1B
$1.1M 0.07%
30,000
– –
2 3
4
5 6

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TH
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GF
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ACN
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GAIA
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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.