We are live on ! Find out more
PRA

Parametric Risk Advisors Portfolio holdings

AUM $1.48B
1-Year Est. Return 25%
This Fund
S&P 500
This Quarter Est. Return
+8.41%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.42B
AUM Growth
-$8.58M
Cap. Flow
-$150M
Cap. Flow %
-10.62%
Top 10 Hldgs %
59.02%
Holding
157
New
24
Increased
24
Reduced
38
Closed
8

Top Buys

Rank Stock Value
1
WOLF icon
Wolfspeed
WOLF
+$27.1M
2
PCYC
PHARMACYCLICS INC
PCYC
+$13.6M
3
ATVI
Activision Blizzard
ATVI
+$9.44M
4
EOG icon
EOG Resources
EOG
+$8.31M
5
APA icon
APA Corp
APA
+$6.43M

Top Sells

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$141M
2
HPQ icon
HP
HPQ
+$25.2M
3
CHRW icon
C.H. Robinson
CHRW
+$9.17M
4
UPS icon
United Parcel Service
UPS
+$8.97M
5
PG icon
Procter & Gamble
PG
+$5.95M

Sector Composition

Rank Sector Weight
1 Communication Services 28.15%
2 Energy 15.26%
3 Industrials 12.58%
4 Technology 10.64%
5 Consumer Discretionary 7.12%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IBM icon
26
IBM
IBM
$200B
$10.2M 0.72%
57,008
+28,603
+101% +$4.93M
JBLU icon
27
JetBlue
JBLU
$2.02B
$10.1M 0.71%
1,181,100
-48,900
-4% -$388K
PG icon
28
Procter & Gamble
PG
$349B
$10M 0.71%
123,366
-72,976
-37% -$5.95M
ATVI
29
DELISTED
Activision Blizzard
ATVI
$9.79M 0.69%
+548,900
New +$9.44M
DD icon
30
DuPont de Nemours
DD
$18.3B
$9.77M 0.69%
86,874
-5,923
-6% -$607K
INTU icon
31
Intuit
INTU
$79.6B
$9.65M 0.68%
126,405
-6,730
-5% -$484K
SPY icon
32
State Street SPDR S&P 500 ETF Trust
SPY
$774B
$9.18M 0.65%
49,696
-736
-1% -$130K
AMGN icon
33
Amgen
AMGN
$198B
$9.09M 0.64%
79,665
+28,400
+55% +$3.23M
KSS icon
34
Kohl's
KSS
$1.96B
$8.38M 0.59%
147,592
-39,791
-21% -$2.18M
INTC icon
35
Intel
INTC
$478B
$7.91M 0.56%
304,787
– –
YUM icon
36
Yum! Brands
YUM
$40.8B
$7.8M 0.55%
143,569
+13,928
+11% +$717K
RY icon
37
Royal Bank of Canada
RY
$299B
$7.74M 0.55%
115,111
-52,275
-31% -$3.47M
ZBH icon
38
Zimmer Biomet
ZBH
$17.6B
$7.46M 0.53%
82,400
– –
WFC icon
39
Wells Fargo
WFC
$265B
$7.38M 0.52%
162,615
– –
NTRS icon
40
Northern Trust
NTRS
$34.2B
$6.99M 0.49%
112,860
– –
GE icon
41
GE Aerospace
GE
$364B
$6.96M 0.49%
51,818
+12,919
+33% +$1.63M
CSCO icon
42
Cisco
CSCO
$441B
$6.43M 0.45%
286,793
– –
CME icon
43
CME Group
CME
$88.5B
$6.28M 0.44%
80,080
– –
JPM icon
44
JPMorgan Chase
JPM
$907B
$6.04M 0.43%
103,279
– –
IOC
45
DELISTED
Interoil Corporation
IOC
$5.66M 0.4%
109,900
+27,800
+34% +$1.92M
GIS icon
46
General Mills
GIS
$20.3B
$5.52M 0.39%
110,600
– –
HD icon
47
Home Depot
HD
$338B
$5.3M 0.37%
64,328
+14,573
+29% +$1.14M
BIDU icon
48
Baidu
BIDU
$36.5B
$5.14M 0.36%
28,905
– –
MCD icon
49
McDonald's
MCD
$190B
$5.04M 0.36%
51,923
– –
TSN icon
50
Tyson Foods
TSN
$20.3B
$4.96M 0.35%
148,240
– –
1
2
3 4 5

Similar funds

TH
TMFS Holdings Overland Park, Kansas $1.2B AUM 9.33% 1-Year Est. Return
GF
Gerstein Fisher New York $811M AUM 13.96% 1-Year Est. Return
ACN
Advisor Consultant Network Cleveland, Ohio $705M AUM
GAIA
Global Atlantic Investment Advisors Indianapolis, Indiana $678M AUM 9.05% 1-Year Est. Return
EDRAMF
Edmond de Rothschild Asset Management (France) Paris, France $2.3B AUM 15.71% 1-Year Est. Return
CCM
Cornerstone Capital Management Edina, Minnesota $635M AUM 11.91% 1-Year Est. Return
BIM
BRC Investment Management Greenwood Village, Colorado $593M AUM 27.29% 1-Year Est. Return
MAM
Mizuho Asset Management Tokyo, Japan $462M AUM 15.39% 1-Year Est. Return

Parametric Risk Advisors's Q4 2013 Portfolio in Review

As of Q4 2013, Parametric Risk Advisors held 157 positions worth $1.42B, down 0.6% from $1.42B the previous quarter. Its ten largest holdings account for 59% of the portfolio.

Parametric Risk Advisors withdrew a net $150M in Q4 2013, closing 8 positions and reducing 38 holdings. Its most notable exit was HP, an estimated $25.2M position sold in full.

By sector, the portfolio is most concentrated in Communication Services at 28% of assets, down from 35% a quarter earlier, followed by Energy and Industrials.

Against the trend, Parametric Risk Advisors opened a new position in Wolfspeed worth $27.5M.

  • Parametric Risk Advisors's largest Q4 2013 buy was Wolfspeed: 439,332 shares worth $27.5M.
  • Parametric Risk Advisors added most to EOG Resources in Q4 2013, an estimated $8.31M increase.
  • Parametric Risk Advisors's biggest Q4 2013 reduction was Meta Platforms (Facebook), cutting an estimated $141M.
  • Parametric Risk Advisors fully exited HP in Q4 2013, selling an estimated $25.2M.
  • Parametric Risk Advisors's ten largest holdings make up 59% of its $1.42B portfolio in Q4 2013.
  • Parametric Risk Advisors opened 24 new positions and closed 8 in Q4 2013.
  • Parametric Risk Advisors's portfolio value fell 0.6% quarter-over-quarter to $1.42B.

Based on Parametric Risk Advisors's 13F filing for Q4 2013, filed 13 Feb 2014.