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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
+37.31%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.42B
AUM Growth
-$27.9M
Cap. Flow
-$241M
Cap. Flow %
-16.91%
Top 10 Hldgs %
63.66%
Holding
138
New
8
Increased
14
Reduced
51
Closed
5

Top Buys

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$361M
2
APA icon
APA Corp
APA
+$63.5M
3
IOC
Interoil Corporation
IOC
+$6.13M
4
HD icon
Home Depot
HD
+$3.55M
5
PEP icon
PepsiCo
PEP
+$3.08M

Top Sells

Rank Stock Value
1
BRK.B icon
Berkshire Hathaway Class B
BRK.B
+$29.8M
2
DIS icon
Walt Disney
DIS
+$23.2M
3
UPS icon
United Parcel Service
UPS
+$8.89M
4
CHRW icon
C.H. Robinson
CHRW
+$7.76M
5
HPQ icon
HP
HPQ
+$7.3M

Sector Composition

Rank Sector Weight
1 Communication Services 35.49%
2 Energy 13.58%
3 Industrials 12.35%
4 Technology 8.06%
5 Healthcare 6.21%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EMR icon
26
Emerson Electric
EMR
$77.9B
$9.67M 0.68%
149,483
-3,200
-2% -$196K
DD icon
27
DuPont de Nemours
DD
$18.1B
$9.02M 0.63%
92,797
– –
EOG icon
28
EOG Resources
EOG
$73.7B
$8.96M 0.63%
105,850
– –
INTU icon
29
Intuit
INTU
$80.6B
$8.83M 0.62%
133,135
– –
SPY icon
30
State Street SPDR S&P 500 ETF Trust
SPY
$774B
$8.47M 0.59%
50,432
– –
JBLU icon
31
JetBlue
JBLU
$2.1B
$8.2M 0.58%
1,230,000
+47,250
+4% +$305K
COP icon
32
ConocoPhillips
COP
$137B
$8M 0.56%
115,095
+30,683
+36% +$2.05M
INTC icon
33
Intel
INTC
$487B
$6.99M 0.49%
304,787
– –
CSCO icon
34
Cisco
CSCO
$432B
$6.72M 0.47%
286,793
-56,064
-16% -$1.39M
WFC icon
35
Wells Fargo
WFC
$267B
$6.72M 0.47%
162,615
-109,358
-40% -$4.67M
YUM icon
36
Yum! Brands
YUM
$41.9B
$6.65M 0.47%
129,641
– –
ZBH icon
37
Zimmer Biomet
ZBH
$18.1B
$6.57M 0.46%
82,400
– –
NTRS icon
38
Northern Trust
NTRS
$34.9B
$6.14M 0.43%
112,860
– –
CME icon
39
CME Group
CME
$89B
$5.92M 0.42%
80,080
-22,500
-22% -$1.66M
IOC
40
DELISTED
Interoil Corporation
IOC
$5.86M 0.41%
+82,100
New +$6.13M
AMGN icon
41
Amgen
AMGN
$201B
$5.74M 0.4%
51,265
– –
JPM icon
42
JPMorgan Chase
JPM
$912B
$5.34M 0.37%
103,279
– –
GIS icon
43
General Mills
GIS
$20.7B
$5.3M 0.37%
110,600
-57,100
-34% -$2.87M
IBM icon
44
IBM
IBM
$206B
$5.03M 0.35%
28,405
-4,019
-12% -$731K
MCD icon
45
McDonald's
MCD
$194B
$5M 0.35%
51,923
– –
BIDU icon
46
Baidu
BIDU
$38.4B
$4.49M 0.31%
28,905
-18,300
-39% -$2.36M
GE icon
47
GE Aerospace
GE
$361B
$4.45M 0.31%
38,899
-9,966
-20% -$1.14M
ECL icon
48
Ecolab
ECL
$77.6B
$4.44M 0.31%
45,000
-5,000
-10% -$465K
CAT icon
49
Caterpillar
CAT
$404B
$4.42M 0.31%
52,978
-1,203
-2% -$102K
TSN icon
50
Tyson Foods
TSN
$20.4B
$4.19M 0.29%
148,240
– –
1
2
3 4 5

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EDRAMF
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BIM
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Parametric Risk Advisors's Q3 2013 Portfolio in Review

As of Q3 2013, Parametric Risk Advisors held 138 positions worth $1.42B, down 1.9% from $1.45B the previous quarter. Its ten largest holdings account for 64% of the portfolio.

Parametric Risk Advisors withdrew a net $241M in Q3 2013, closing 5 positions and reducing 51 holdings. Its most notable exit was Leggett & Platt, an estimated $3.58M position sold in full.

By sector, the portfolio is most concentrated in Communication Services at 35% of assets, up from 2.8% a quarter earlier, followed by Energy and Industrials.

Against the trend, Parametric Risk Advisors opened a new position in Meta Platforms (Facebook) worth $488M.

  • Parametric Risk Advisors's largest Q3 2013 buy was Meta Platforms (Facebook): 9,708,534 shares worth $488M.
  • Parametric Risk Advisors added most to APA Corp in Q3 2013, an estimated $63.5M increase.
  • Parametric Risk Advisors's biggest Q3 2013 reduction was Berkshire Hathaway Class B, cutting an estimated $29.8M.
  • Parametric Risk Advisors fully exited Leggett & Platt in Q3 2013, selling an estimated $3.58M.
  • Parametric Risk Advisors's ten largest holdings make up 64% of its $1.42B portfolio in Q3 2013.
  • Parametric Risk Advisors opened 8 new positions and closed 5 in Q3 2013.
  • Parametric Risk Advisors's portfolio value fell 1.9% quarter-over-quarter to $1.42B.

Based on Parametric Risk Advisors's 13F filing for Q3 2013, filed 27 Nov 2013.