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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 28.18%
2 Energy 15.29%
3 Industrials 12.58%
4 Technology 10.64%
5 Miscellaneous 7.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SYK icon
76
Stryker
SYK
$116B
$2.25M 0.16%
30,000
– –
PPG icon
77
PPG Industries
PPG
$25B
$2.02M 0.14%
21,318
– –
DIS icon
78
Walt Disney
DIS
$182B
$1.85M 0.13%
24,174
+15,235
+170% +$1.06M
GS icon
79
Goldman Sachs
GS
$302B
$1.7M 0.12%
9,610
– –
PSX icon
80
Phillips 66
PSX
$102B
$1.51M 0.11%
+19,637
New +$1.31M
MDLZ icon
81
Mondelez International
MDLZ
$78.2B
$1.5M 0.11%
+42,480
New +$1.41M
MSFT icon
82
Microsoft
MSFT
$3.71T
$1.43M 0.1%
38,332
-6,750
-15% -$245K
AAPL icon
83
Apple
AAPL
$4.67T
$1.33M 0.09%
66,360
+5,320
+9% +$101K
DE icon
84
Deere & Co
DE
$187B
$1.32M 0.09%
14,404
+9,816
+214% +$831K
IVV icon
85
iShares Core S&P 500 ETF
IVV
$889B
$1.25M 0.09%
6,738
-62
-0.9% -$11K
NTAP icon
86
NetApp
NTAP
$36.5B
$1.23M 0.09%
30,000
– –
AXP icon
87
American Express
AXP
$220B
$1.23M 0.09%
13,576
-883
-6% -$72.5K
SRCL
88
DELISTED
Stericycle Inc
SRCL
$1.16M 0.08%
10,000
– –
MDT icon
89
Medtronic
MDT
$120B
$1.15M 0.08%
20,000
– –
ICE icon
90
Intercontinental Exchange
ICE
$90.5B
$1.03M 0.07%
+22,880
New +$942K
NEM icon
91
Newmont
NEM
$135B
$1.01M 0.07%
43,935
– –
AMZN icon
92
Amazon
AMZN
$2.79T
$1.01M 0.07%
50,640
-4,600
-8% -$82.7K
COF icon
93
Capital One
COF
$135B
$996K 0.07%
+13,000
New +$926K
GILD icon
94
Gilead Sciences
GILD
$187B
$962K 0.07%
12,814
-2,037
-14% -$142K
BND icon
95
Vanguard Total Bond Market
BND
$160B
$897K 0.06%
11,200
– –
AMAT icon
96
Applied Materials
AMAT
$361B
$884K 0.06%
+50,000
New +$871K
OXY icon
97
Occidental Petroleum
OXY
$60B
$838K 0.06%
9,194
+832
+10% +$76K
TJX icon
98
TJX Companies
TJX
$145B
$832K 0.06%
+26,118
New +$791K
IWM icon
99
iShares Russell 2000 ETF
IWM
$81.2B
$786K 0.06%
6,816
-1,340
-16% -$148K
ADM icon
100
Archer Daniels Midland
ADM
$40.8B
$730K 0.05%
+16,821
New +$680K
2 3
4
5 6

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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.