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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
(-2.7%)
Cap. Flow
-$80.3M
Cap. Flow
% of AUM
-5.41%
Top 10 Holdings %
Top 10 Hldgs %
61.06%
Holding
161
New
10
Increased
43
Reduced
34
Closed
13
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Caterpillar
CAT
|
+$18.9M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$14.4M |
| 3 |
ExxonMobil
XOM
|
+$11.9M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$5.18M |
| 5 |
3M
MMM
|
+$3.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
APA Corp
APA
|
+$117M |
| 2 |
JB Hunt Transport Services
JBHT
|
+$17.2M |
| 3 |
Apple
AAPL
|
+$6.72M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
126
Cboe Global Markets
CBOE
$28.6B
| $545K | 0.04% |
10,174
| – | – |
|
127
Sempra
SRE
$60.3B
| $544K | 0.04% |
10,324
-880
| -8% | -$45.3K |
|
128
Verizon
VZ
$182B
| $525K | 0.04% |
10,500
+500
| +5% | +$24.9K |
|
129
Visa
V
$682B
| $524K | 0.04% |
9,828
+2,600
| +36% | +$140K |
|
130
Aflac
AFL
$63.5B
| $522K | 0.04% |
17,936
+5,800
| +48% | +$177K |
|
131
Macy's
M
$6.23B
| $513K | 0.03% |
8,812
+700
| +9% | +$41.5K |
|
132
NextEra Energy
NEE
$185B
| $512K | 0.03% |
21,828
-1,120
| -5% | -$27K |
|
|
RTN
133
DELISTED
Raytheon Company
RTN
| $508K | 0.03% |
5,000
| – | – |
|
|
CERN
134
DELISTED
Cerner Corp
CERN
| $466K | 0.03% |
+7,822
| New | +$440K |
|
135
Marathon Petroleum
MPC
$91.3B
| $423K | 0.03% |
10,000
| – | – |
|
136
Live Nation Entertainment
LYV
$41.9B
| $399K | 0.03% |
+16,601
| New | +$384K |
|
137
Range Resources
RRC
$8.66B
| $376K | 0.03% |
5,547
+2,000
| +56% | +$153K |
|
|
MRO
138
DELISTED
Marathon Oil Corporation
MRO
| $376K | 0.03% |
10,000
| – | – |
|
139
PNC Financial Services
PNC
$101B
| $357K | 0.02% |
4,172
-750
| -15% | -$63.8K |
|
140
MetLife
MET
$60.5B
| $353K | 0.02% |
7,373
+1,459
| +25% | +$70.9K |
|
141
Dollar General
DG
$27.7B
| $352K | 0.02% |
5,752
-1,800
| -24% | -$108K |
|
|
COV
142
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $350K | 0.02% |
4,051
-1,200
| -23% | -$106K |
|
143
TechnipFMC
FTI
$28.7B
| $336K | 0.02% |
8,311
+3,494
| +73% | +$154K |
|
|
PPLI
144
People Inc
PPLI
$3.31B
| $336K | 0.02% |
+28,537
| New | +$345K |
|
145
Mohawk Industries
MHK
$6.8B
| $333K | 0.02% |
2,472
+550
| +29% | +$75.6K |
|
|
MON
146
DELISTED
Monsanto Co
MON
| $329K | 0.02% |
2,928
| – | – |
|
|
STI
147
DELISTED
SunTrust Banks, Inc.
STI
| $312K | 0.02% |
8,217
+1,371
| +20% | +$52.9K |
|
148
AutoNation
AN
$6.88B
| – | – |
-7,537
| Closed | -$450K |
|
149
AvalonBay Communities
AVB
$27.4B
| – | – |
-2,389
| Closed | -$340K |
|
150
Freeport-McMoran
FCX
$83.9B
| – | – |
-8,024
| Closed | -$293K |
|
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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.