PARAMETRIC RISK Overview

Parametric Risk Advisors Llc is an investment advisor that manages 3.7 BN dollars in regulatory AUM and has 13 employees, of which 9 perform investment advisory functions.

The manager's has disclosed holdings from 06/30/07 to 09/30/16. The fund's latest filing disclosed 1BN in positions, representing 40% of the manager's regulatory AUM.

PARAMETRIC RISK StockAlpha

+5%
Top 25%
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Fundamental & Technical Factor Exposure

Market Cap Beta Volatility
Momentum (12M) Momentum (6M) Momentum (3M)
Price/Book Price/Earnings Price/Cash Flow
Dividend Yield Sales Growth Earnings Growth
ROE ROA ROC
EBIDTA Margin Debt/Assets Hedge Fund Crowding

PARAMETRIC RISK Since Last Filing Return Details

Ticker Size Sector Stock Move StockAlpha Attribution Days to Liquidate Trade Crowdedness
FB 37.26% Tech -10.03% -2.85% 0 37%
UPS 4.71% Industrials 7.14% 0.03% 0 20%
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FEATURED IN
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PARAMETRIC RISK Founders and Key Employees

Name Title In Position Since
Bradley S. Berggren Ceo/President March-2007
Aaron W. Singleton Treasurer March-2007
Kenneth L. Everding Chief Investment Officer May-2007
Lawrence M. Berman Secretary May-2007
Jonathan Orseck Chief Operating Officer May-2007
Christine C. Smith Chief Compliance Officer April-2015

PARAMETRIC RISK Brokers, Custodians, Auditors and Administrators

Type Company

PARAMETRIC RISK Investment Strategy

Methods of Analysis, Investment Strategies and Risk of Loss


Investment Strategies


PRA engages in three primary investment strategies. The first, DeltaShift, is call writing in which it sells call options against underlying equity or equity index positions with a goal of increasing portfolio return. The second, Dynamic Hedged Equity, is a risk management or hedging strategy in which PRA purchases index put options and sell index calls with the goal of reducing portfolio risk and volatility. Finally, PRA engages in Option Absolute Return Strategies (“OARS”), the sale of call and put spreads with the goal of generating incremental return for its clients.

PRA may enter into derivatives transactions to help manage overall risk or to gain or reduce investment exposure on behalf of clients. The derivatives instruments typically used by PRA

5



include listed, FLEX and over-the-counter options, over-the-counter ...
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PARAMETRIC RISK Portfolio Concentration

PARAMETRIC RISK Location

518 RIVERSIDE AVENUE
WESTPORT, Connecticut
UNITED STATES, 06880

PARAMETRIC RISK Contact Information

Phone Number: 203-227-1700
Fax Number: 203-227-1712
Website:

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