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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
+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
CAT icon
51
Caterpillar
CAT
$405B
$4.81M 0.34%
52,978
– –
PEP icon
52
PepsiCo
PEP
$187B
$4.71M 0.33%
56,778
+14,488
+34% +$1.2M
CHRW icon
53
C.H. Robinson
CHRW
$24.6B
$4.44M 0.31%
76,030
-155,926
-67% -$9.17M
LLY icon
54
Eli Lilly
LLY
$1.05T
$3.94M 0.28%
77,286
– –
C icon
55
Citigroup
C
$217B
$3.87M 0.27%
74,185
+60,000
+423% +$3.04M
RJF icon
56
Raymond James Financial
RJF
$32.8B
$3.84M 0.27%
+110,250
New +$3.42M
WMT icon
57
Walmart Inc
WMT
$909B
$3.77M 0.27%
143,937
+26,937
+23% +$696K
MMM icon
58
3M
MMM
$83.4B
$3.77M 0.27%
32,143
-1,943
-6% -$207K
PM icon
59
Philip Morris
PM
$301B
$3.75M 0.27%
43,074
-206
-0.5% -$18K
RTX icon
60
RTX Corp
RTX
$261B
$3.72M 0.26%
51,887
– –
CS
61
DELISTED
Credit Suisse Group
CS
$3.7M 0.26%
119,206
– –
ABT icon
62
Abbott
ABT
$175B
$3.6M 0.25%
93,865
– –
AGG icon
63
iShares Core US Aggregate Bond ETF
AGG
$139B
$3.38M 0.24%
31,743
– –
NOW icon
64
ServiceNow
NOW
$106B
$3.14M 0.22%
+280,000
New +$2.96M
MRK icon
65
Merck
MRK
$315B
$3.09M 0.22%
64,688
+15,719
+32% +$719K
BHP icon
66
BHP
BHP
$205B
$3.08M 0.22%
53,476
– –
BKNG icon
67
Booking.com
BKNG
$141B
$3.01M 0.21%
+64,675
New +$2.88M
TXT icon
68
Textron
TXT
$15.9B
$2.94M 0.21%
80,000
– –
CVX icon
69
Chevron
CVX
$373B
$2.91M 0.21%
23,295
– –
RIG icon
70
Transocean
RIG
$5.69B
$2.9M 0.2%
58,671
-1,000
-2% -$48.9K
GLW icon
71
Corning
GLW
$133B
$2.75M 0.19%
154,192
+11,829
+8% +$195K
SNDK
72
DELISTED
SANDISK CORP
SNDK
$2.67M 0.19%
37,819
– –
EMC
73
DELISTED
EMC CORPORATION
EMC
$2.52M 0.18%
+100,000
New +$2.42M
HSY icon
74
Hershey
HSY
$34.8B
$2.27M 0.16%
23,376
-272
-1% -$26.1K
USB icon
75
US Bancorp
USB
$98.4B
$2.26M 0.16%
55,986
– –
1 2
3
4 5

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EDRAMF
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BIM
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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.