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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
HAL icon
101
Halliburton
HAL
$29.4B
$464K 0.03%
9,642
-2,362
-20% -$111K
CBOE icon
102
Cboe Global Markets
CBOE
$28.6B
$460K 0.03%
10,174
-8,600
-46% -$408K
PNC icon
103
PNC Financial Services
PNC
$101B
$437K 0.03%
6,033
– –
RF icon
104
Regions Financial
RF
$27B
$408K 0.03%
44,090
– –
MON
105
DELISTED
Monsanto Co
MON
$379K 0.03%
3,633
– –
COST icon
106
Costco
COST
$417B
$377K 0.03%
3,276
-301
-8% -$34.7K
DE icon
107
Deere & Co
DE
$161B
$373K 0.03%
4,588
– –
BEAM
108
DELISTED
BEAM INC COM STK (DE)
BEAM
$367K 0.03%
5,684
-197
-3% -$12.6K
COV
109
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
$365K 0.03%
5,996
-767
-11% -$46.8K
T icon
110
AT&T
T
$152B
$364K 0.03%
14,238
– –
VZ icon
111
Verizon
VZ
$182B
$360K 0.03%
7,717
-3,725
-33% -$182K
M icon
112
Macy's
M
$6.23B
$336K 0.02%
7,769
– –
BXP icon
113
Boston Properties
BXP
$11.1B
$317K 0.02%
2,968
-339
-10% -$35.9K
CMCSA icon
114
Comcast
CMCSA
$85B
$317K 0.02%
14,070
-14,386
-51% -$313K
SRE icon
115
Sempra
SRE
$60.3B
$305K 0.02%
7,116
– –
AVB icon
116
AvalonBay Communities
AVB
$27.4B
$304K 0.02%
2,389
-223
-9% -$29.4K
NEE icon
117
NextEra Energy
NEE
$185B
$298K 0.02%
14,868
– –
FCX icon
118
Freeport-McMoran
FCX
$83.9B
$295K 0.02%
8,925
– –
MS icon
119
Morgan Stanley
MS
$339B
$295K 0.02%
+10,962
New +$294K
MRO
120
DELISTED
Marathon Oil Corporation
MRO
$290K 0.02%
8,315
– –
RRC icon
121
Range Resources
RRC
$8.66B
$269K 0.02%
3,547
– –
UNP icon
122
Union Pacific
UNP
$179B
$269K 0.02%
3,458
-4,622
-57% -$365K
APC
123
DELISTED
Anadarko Petroleum
APC
$266K 0.02%
2,863
-204
-7% -$18.6K
SHPG
124
DELISTED
Shire pic
SHPG
$255K 0.02%
2,129
– –
MET icon
125
MetLife
MET
$60.5B
$247K 0.02%
+5,914
New +$255K
2 3 4
5
6

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TH
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GF
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ACN
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GAIA
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EDRAMF
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CCM
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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.