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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
| 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
| 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
| 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 | |
|---|---|---|---|---|---|---|
1
Meta Platforms (Facebook)
META
$1.64T
| $549M | 36.99% |
6,943,377
+19,665
| +0.3% | +$1.44M |
|
|
2
ExxonMobil
XOM
$611B
| $67.1M | 4.52% |
713,135
+119,955
| +20% | +$11.9M |
|
3
Oracle
ORCL
$364B
| $53.4M | 3.6% |
1,394,858
+70,860
| +5% | +$2.87M |
|
4
United Parcel Service
UPS
$100B
| $53M | 3.57% |
539,020
-4,920
| -0.9% | -$489K |
|
|
CMCSK
5
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $42.8M | 2.88% |
800,000
| – | – |
|
6
Johnson & Johnson
JNJ
$609B
| $33.6M | 2.27% |
315,693
| – | – |
|
7
Invesco
IVZ
$13.1B
| $29.6M | 2% |
750,000
| – | – |
|
|
8
State Street SPDR S&P 500 ETF Trust
SPY
$774B
| $28M | 1.89% |
142,182
+72,656
| +105% | +$14.4M |
|
9
D.R. Horton
DHI
$42.4B
| $25.4M | 1.72% |
1,240,000
| – | – |
|
10
iShares US Real Estate ETF
IYR
$4.83B
| $24.2M | 1.63% |
350,000
| – | – |
|
11
EOG Resources
EOG
$74.5B
| $19.8M | 1.33% |
200,000
-1,738
| -0.9% | -$189K |
|
|
12
3M
MMM
$83.4B
| $19.6M | 1.32% |
165,194
+32,412
| +24% | +$3.9M |
|
13
Wolfspeed
WOLF
$1.55B
| $19.2M | 1.29% |
468,946
+16,160
| +4% | +$746K |
|
|
14
Caterpillar
CAT
$405B
| $18.4M | 1.24% |
185,340
+178,334
| +2,545% | +$18.9M |
|
15
Coca-Cola
KO
$351B
| $15M | 1.01% |
352,477
| – | – |
|
16
ConocoPhillips
COP
$140B
| $14.3M | 0.97% |
187,443
+12,500
| +7% | +$1.02M |
|
17
Procter & Gamble
PG
$349B
| $14.3M | 0.96% |
170,250
+7,555
| +5% | +$619K |
|
18
Ball Corp
BALL
$16.7B
| $14.2M | 0.96% |
450,000
| – | – |
|
19
IBM
IBM
$200B
| $14.2M | 0.96% |
78,417
+489
| +0.6% | +$89.1K |
|
20
SLB Ltd
SLB
$70.3B
| $13.9M | 0.94% |
137,073
+4,844
| +4% | +$528K |
|
21
Amgen
AMGN
$198B
| $13.3M | 0.9% |
94,821
+23,100
| +32% | +$3.02M |
|
|
PCYC
22
DELISTED
PHARMACYCLICS INC
PCYC
| $13.3M | 0.89% |
112,900
| – | – |
|
23
Qualcomm
QCOM
$181B
| $12.3M | 0.83% |
164,399
+1,137
| +0.7% | +$87K |
|
24
Berkshire Hathaway Class B
BRK.B
$1.06T
| $11.5M | 0.77% |
83,195
-7,800
| -9% | -$1.04M |
|
25
DuPont de Nemours
DD
$18.3B
| $11.3M | 0.76% |
84,899
| – | – |
|
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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.