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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
(+5.4%)
Cap. Flow
-$45.9M
Cap. Flow
% of AUM
-3.01%
Top 10 Holdings %
Top 10 Hldgs %
60.71%
Holding
162
New
3
Increased
21
Reduced
40
Closed
11
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
3M
MMM
|
+$10.2M |
| 2 |
Johnson & Johnson
JNJ
|
+$7.4M |
| 3 |
ExxonMobil
XOM
|
+$3.7M |
| 4 |
Western Digital
WDC
|
+$3.55M |
| 5 |
Morgan Stanley
MS
|
+$3.39M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
PACCAR
PCAR
|
+$36.8M |
| 2 |
EOG Resources
EOG
|
+$10.5M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
+$5.56M |
| 4 |
Yum! Brands
YUM
|
+$4.59M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
126
AutoNation
AN
$6.99B
| $450K | 0.03% |
7,537
| – | – |
|
127
PNC Financial Services
PNC
$102B
| $438K | 0.03% |
4,922
| – | – |
|
128
Dollar General
DG
$28B
| $433K | 0.03% |
7,552
| – | – |
|
129
Regions Financial
RF
$27.6B
| $414K | 0.03% |
39,015
-5,075
| -12% | -$52.9K |
|
130
Occidental Petroleum
OXY
$53.4B
| $401K | 0.03% |
4,082
-4,175
| -51% | -$392K |
|
|
MRO
131
DELISTED
Marathon Oil Corporation
MRO
| $399K | 0.03% |
10,000
| – | – |
|
132
Marathon Petroleum
MPC
$89.3B
| $390K | 0.03% |
10,000
| – | – |
|
133
Visa
V
$694B
| $381K | 0.03% |
7,228
-4,304
| -37% | -$225K |
|
134
Aflac
AFL
$62.6B
| $378K | 0.02% |
12,136
-2,962
| -20% | -$92.4K |
|
|
MON
135
DELISTED
Monsanto Co
MON
| $365K | 0.02% |
2,928
-705
| -19% | -$82.5K |
|
136
AvalonBay Communities
AVB
$27.8B
| $340K | 0.02% |
2,389
| – | – |
|
137
Simon Property Group
SPG
$74.1B
| $310K | 0.02% |
1,866
-118
| -6% | -$19.3K |
|
138
Range Resources
RRC
$8.54B
| $308K | 0.02% |
3,547
| – | – |
|
139
Freeport-McMoran
FCX
$84.2B
| $293K | 0.02% |
8,024
| – | – |
|
140
MetLife
MET
$60.3B
| $293K | 0.02% |
5,914
| – | – |
|
141
AT&T
T
$153B
| $283K | 0.02% |
10,592
-4,316
| -29% | -$116K |
|
|
STI
142
DELISTED
SunTrust Banks, Inc.
STI
| $274K | 0.02% |
6,846
| – | – |
|
143
Biogen
BIIB
$30.8B
| $270K | 0.02% |
855
| – | – |
|
144
Mohawk Industries
MHK
$6.99B
| $266K | 0.02% |
1,922
| – | – |
|
|
SCHW
145
Charles Schwab
SCHW
$179B
| $236K | 0.02% |
8,767
| – | – |
|
146
TechnipFMC
FTI
$28.7B
| $219K | 0.01% |
4,817
| – | – |
|
|
APC
147
DELISTED
Anadarko Petroleum
APC
| $198K | 0.01% |
1,812
| – | – |
|
|
LGF
148
DELISTED
Lions Gate Entertainment
LGF
| $190K | 0.01% |
6,656
-4,000
| -38% | -$108K |
|
|
149
iShares MSCI EAFE ETF
EFA
$76.5B
| $144K | 0.01% |
2,100
-81,100
| -97% | -$5.56M |
|
|
FNM
150
DELISTED
FANNIE MAE
FNM
| $36K | ﹤0.01% |
9,226
| – | – |
|
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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.