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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
LLY icon
51
Eli Lilly
LLY
$1.05T
$3.89M 0.27%
77,286
– –
HD icon
52
Home Depot
HD
$338B
$3.77M 0.26%
49,755
+46,000
+1,225% +$3.55M
PM icon
53
Philip Morris
PM
$301B
$3.75M 0.26%
43,280
+91
+0.2% +$7.96K
CS
54
DELISTED
Credit Suisse Group
CS
$3.64M 0.26%
119,206
– –
RTX icon
55
RTX Corp
RTX
$261B
$3.52M 0.25%
51,887
+45,388
+698% +$2.97M
AGG icon
56
iShares Core US Aggregate Bond ETF
AGG
$139B
$3.4M 0.24%
31,743
– –
MMM icon
57
3M
MMM
$83.4B
$3.4M 0.24%
34,086
– –
PEP icon
58
PepsiCo
PEP
$187B
$3.36M 0.24%
42,290
+37,450
+774% +$3.08M
ABT icon
59
Abbott
ABT
$175B
$3.12M 0.22%
93,865
+506
+0.5% +$17.8K
BHP icon
60
BHP
BHP
$205B
$3.01M 0.21%
53,476
– –
WMT icon
61
Walmart Inc
WMT
$909B
$2.88M 0.2%
117,000
– –
CVX icon
62
Chevron
CVX
$373B
$2.83M 0.2%
23,295
-306
-1% -$37.6K
RIG icon
63
Transocean
RIG
$5.69B
$2.65M 0.19%
59,671
– –
BRCM
64
DELISTED
BROADCOM CORP CL-A
BRCM
$2.29M 0.16%
88,000
– –
SNDK
65
DELISTED
SANDISK CORP
SNDK
$2.25M 0.16%
37,819
– –
MRK icon
66
Merck
MRK
$315B
$2.23M 0.16%
48,969
-94,425
-66% -$4.31M
TXT icon
67
Textron
TXT
$15.9B
$2.21M 0.16%
80,000
– –
HSY icon
68
Hershey
HSY
$34.8B
$2.19M 0.15%
23,648
+1,810
+8% +$169K
TFC icon
69
Truist Financial
TFC
$65.4B
$2.13M 0.15%
63,061
-850
-1% -$29.7K
GLW icon
70
Corning
GLW
$133B
$2.08M 0.15%
142,363
+12,180
+9% +$180K
USB icon
71
US Bancorp
USB
$98.4B
$2.05M 0.14%
55,986
– –
SYK icon
72
Stryker
SYK
$123B
$2.03M 0.14%
+30,000
New +$2.07M
PPG icon
73
PPG Industries
PPG
$26.2B
$1.78M 0.13%
21,318
-1,424
-6% -$114K
GS icon
74
Goldman Sachs
GS
$314B
$1.52M 0.11%
9,610
-25,921
-73% -$4.17M
MSFT icon
75
Microsoft
MSFT
$2.93T
$1.5M 0.11%
45,082
-5,705
-11% -$188K
1 2
3
4 5

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BIM
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MAM
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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.