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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
+4.01%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.45B
AUM Growth
+$29.9M
Cap. Flow
-$23.6M
Cap. Flow %
-1.63%
Top 10 Hldgs %
58.41%
Holding
170
New
21
Increased
43
Reduced
33
Closed
11

Top Buys

Rank Stock Value
1
EOG icon
EOG Resources
EOG
+$8.81M
2
PWR icon
Quanta Services
PWR
+$8.34M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$5.5M
4
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$5.37M
5
DFS
Discover Financial Services
DFS
+$5.17M

Top Sells

Rank Stock Value
1
A icon
Agilent Technologies
A
+$44.3M
2
HMC icon
Honda
HMC
+$27.9M
3
PCAR icon
PACCAR
PCAR
+$17.3M
4
GOOG icon
Alphabet (Google) Class C
GOOG
+$9.3M
5
SLB icon
SLB Ltd
SLB
+$5.43M

Sector Composition

Rank Sector Weight
1 Communication Services 29.31%
2 Energy 14.4%
3 Industrials 11.73%
4 Technology 11.03%
5 Financials 7.04%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AMAT icon
101
Applied Materials
AMAT
$421B
$1.02M 0.07%
50,000
– –
COF icon
102
Capital One
COF
$128B
$1M 0.07%
13,000
– –
GILD icon
103
Gilead Sciences
GILD
$167B
$908K 0.06%
12,814
– –
ICE icon
104
Intercontinental Exchange
ICE
$79B
$905K 0.06%
22,880
– –
AXP icon
105
American Express
AXP
$242B
$825K 0.06%
9,161
-4,415
-33% -$394K
TJX icon
106
TJX Companies
TJX
$171B
$792K 0.05%
26,118
– –
STZ icon
107
Constellation Brands
STZ
$22.7B
$773K 0.05%
+9,100
New +$724K
OXY icon
108
Occidental Petroleum
OXY
$54.6B
$754K 0.05%
8,257
-937
-10% -$83.7K
ADM icon
109
Archer Daniels Midland
ADM
$41.4B
$730K 0.05%
16,821
– –
EEM icon
110
iShares MSCI Emerging Markets ETF
EEM
$28B
$686K 0.05%
16,732
– –
PFE icon
111
Pfizer
PFE
$143B
$642K 0.04%
+21,080
New +$629K
AMZN icon
112
Amazon
AMZN
$2.66T
$624K 0.04%
37,100
-13,540
-27% -$251K
BAC icon
113
Bank of America
BAC
$430B
$622K 0.04%
36,174
– –
V icon
114
Visa
V
$682B
$622K 0.04%
11,532
+1,320
+13% +$73.4K
ROK icon
115
Rockwell Automation
ROK
$51.4B
$609K 0.04%
4,888
+1,606
+49% +$191K
CAT icon
116
Caterpillar
CAT
$405B
$599K 0.04%
6,023
-46,955
-89% -$4.43M
MO icon
117
Altria Group
MO
$124B
$599K 0.04%
+16,000
New +$581K
EBAY icon
118
eBay
EBAY
$49.8B
$587K 0.04%
25,269
– –
CBOE icon
119
Cboe Global Markets
CBOE
$28.6B
$576K 0.04%
10,174
– –
VZ icon
120
Verizon
VZ
$182B
$574K 0.04%
12,076
+8,312
+221% +$393K
COST icon
121
Costco
COST
$417B
$565K 0.04%
5,062
+1,944
+62% +$222K
BA icon
122
Boeing
BA
$169B
$563K 0.04%
4,487
– –
DHR icon
123
Danaher
DHR
$144B
$562K 0.04%
11,141
+3,470
+45% +$177K
CELG
124
DELISTED
Celgene Corp
CELG
$542K 0.04%
7,770
– –
RTN
125
DELISTED
Raytheon Company
RTN
$494K 0.03%
+5,000
New +$475K
3 4
5
6 7

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Parametric Risk Advisors's Q1 2014 Portfolio in Review

As of Q1 2014, Parametric Risk Advisors held 170 positions worth $1.45B, up 2.1% from $1.42B the previous quarter. Its ten largest holdings account for 58% of the portfolio.

Parametric Risk Advisors's Q1 2014 filing shows 21 new, 43 increased, 33 reduced and 11 closed positions. Its largest new stake was Quanta Services: 250,000 shares worth $9.22M. The largest sale was Agilent Technologies, an estimated $44.3M.

By sector, the portfolio is most concentrated in Communication Services at 29% of assets, up from 28% a quarter earlier, followed by Energy and Industrials.

  • Parametric Risk Advisors's largest Q1 2014 buy was Quanta Services: 250,000 shares worth $9.22M.
  • Parametric Risk Advisors added most to EOG Resources in Q1 2014, an estimated $8.81M increase.
  • Parametric Risk Advisors's biggest Q1 2014 reduction was PACCAR, cutting an estimated $17.3M.
  • Parametric Risk Advisors fully exited Agilent Technologies in Q1 2014, selling an estimated $44.3M.
  • Parametric Risk Advisors's ten largest holdings make up 58% of its $1.45B portfolio in Q1 2014.
  • Parametric Risk Advisors opened 21 new positions and closed 11 in Q1 2014.
  • Parametric Risk Advisors's portfolio value rose 2.1% quarter-over-quarter to $1.45B.

Based on Parametric Risk Advisors's 13F filing for Q1 2014, filed 12 May 2014.