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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
SYK icon
76
Stryker
SYK
$123B
$2.42M 0.16%
30,000
– –
USB icon
77
US Bancorp
USB
$98.4B
$2.34M 0.16%
55,986
– –
TXT icon
78
Textron
TXT
$15.9B
$2.16M 0.15%
60,000
– –
JCI icon
79
Johnson Controls International
JCI
$85.7B
$2.16M 0.15%
46,795
– –
DIS icon
80
Walt Disney
DIS
$170B
$2.12M 0.14%
23,834
-700
-3% -$61.7K
MNST icon
81
Monster Beverage
MNST
$95.4B
$1.99M 0.13%
+129,900
New +$1.7M
TFC icon
82
Truist Financial
TFC
$65.4B
$1.9M 0.13%
+51,000
New +$1.93M
RIG icon
83
Transocean
RIG
$5.69B
$1.88M 0.13%
58,671
– –
PSX icon
84
Phillips 66
PSX
$82.9B
$1.84M 0.12%
22,600
+11,600
+105% +$966K
AGN
85
DELISTED
Allergan plc
AGN
$1.81M 0.12%
7,500
+2,500
+50% +$559K
BA icon
86
Boeing
BA
$169B
$1.78M 0.12%
14,005
+1,100
+9% +$139K
PPG icon
87
PPG Industries
PPG
$26.2B
$1.77M 0.12%
18,000
-3,318
-16% -$338K
IOC
88
DELISTED
Interoil Corporation
IOC
$1.74M 0.12%
32,100
-59,800
-65% -$3.49M
BKNG icon
89
Booking.com
BKNG
$141B
$1.74M 0.12%
37,500
-27,175
-42% -$1.34M
GILD icon
90
Gilead Sciences
GILD
$167B
$1.59M 0.11%
14,975
-6,139
-29% -$601K
TGT icon
91
Target
TGT
$63.4B
$1.57M 0.11%
25,000
– –
WMT icon
92
Walmart Inc
WMT
$909B
$1.53M 0.1%
59,937
-84,000
-58% -$2.12M
LLL
93
DELISTED
L3 Technologies, Inc.
LLL
$1.47M 0.1%
+12,346
New +$1.4M
GWW icon
94
W.W. Grainger
GWW
$65.9B
$1.46M 0.1%
+5,798
New +$1.42M
MDLZ icon
95
Mondelez International
MDLZ
$78.3B
$1.43M 0.1%
41,814
– –
GS icon
96
Goldman Sachs
GS
$314B
$1.42M 0.1%
7,742
-868
-10% -$152K
PEP icon
97
PepsiCo
PEP
$187B
$1.42M 0.1%
15,223
– –
AAPL icon
98
Apple
AAPL
$4.9T
$1.36M 0.09%
54,212
-273,948
-83% -$6.72M
DIA icon
99
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$1.33M 0.09%
7,800
– –
IVV icon
100
iShares Core S&P 500 ETF
IVV
$881B
$1.3M 0.09%
6,570
– –
2 3
4
5 6

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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.