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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 | |
|---|---|---|---|---|---|---|
151
Applied Materials
AMAT
$421B
| – | – |
-50,000
| Closed | -$1.02M |
|
152
Capital One
COF
$128B
| – | – |
-13,000
| Closed | -$1M |
|
153
Duke Energy
DUK
$97.5B
| – | – |
-3,134
| Closed | -$223K |
|
154
eBay
EBAY
$49.8B
| – | – |
-25,269
| Closed | -$587K |
|
155
Edison International
EIX
$29.9B
| – | – |
-5,970
| Closed | -$338K |
|
156
Netflix
NFLX
$290B
| – | – |
-52,850
| Closed | -$266K |
|
|
157
PACCAR
PCAR
$66.4B
| – | – |
-817,500
| Closed | -$36.8M |
|
|
CXO
158
DELISTED
CONCHO RESOURCES INC.
CXO
| – | – |
-1,853
| Closed | -$227K |
|
|
ESRX
159
DELISTED
Express Scripts Holding Company
ESRX
| – | – |
-5,729
| Closed | -$430K |
|
|
EMC
160
DELISTED
EMC CORPORATION
EMC
| – | – |
-100,000
| Closed | -$2.74M |
|
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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.