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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
EEM icon
101
iShares MSCI Emerging Markets ETF
EEM
$28B
$699K 0.05%
16,732
-3,490
-17% -$146K
CELG
102
DELISTED
Celgene Corp
CELG
$656K 0.05%
7,770
-1,118
-13% -$88.5K
NFLX icon
103
Netflix
NFLX
$290B
$646K 0.05%
122,850
+16,100
+15% +$79K
BA icon
104
Boeing
BA
$169B
$612K 0.04%
4,487
-1,711
-28% -$222K
EBAY icon
105
eBay
EBAY
$49.8B
$583K 0.04%
25,269
-37,593
-60% -$832K
V icon
106
Visa
V
$682B
$569K 0.04%
10,212
– –
BAC icon
107
Bank of America
BAC
$430B
$563K 0.04%
36,174
– –
CBOE icon
108
Cboe Global Markets
CBOE
$28.6B
$529K 0.04%
10,174
– –
AFL icon
109
Aflac
AFL
$63.5B
$504K 0.04%
15,098
– –
KRFT
110
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$485K 0.03%
+9,000
New +$481K
EL icon
111
Estee Lauder
EL
$29.7B
$479K 0.03%
6,356
-322
-5% -$23.3K
CXO
112
DELISTED
CONCHO RESOURCES INC.
CXO
$456K 0.03%
+4,221
New +$457K
DG icon
113
Dollar General
DG
$27.7B
$436K 0.03%
+7,232
New +$425K
RF icon
114
Regions Financial
RF
$27B
$436K 0.03%
44,090
– –
MON
115
DELISTED
Monsanto Co
MON
$423K 0.03%
3,633
– –
M icon
116
Macy's
M
$6.23B
$415K 0.03%
7,769
– –
CP icon
117
Canadian Pacific Kansas City
CP
$83.2B
$412K 0.03%
+13,615
New +$392K
ESRX
118
DELISTED
Express Scripts Holding Company
ESRX
$402K 0.03%
+5,729
New +$374K
DHR icon
119
Danaher
DHR
$144B
$398K 0.03%
7,671
-4,022
-34% -$198K
ROK icon
120
Rockwell Automation
ROK
$51.4B
$388K 0.03%
+3,282
New +$365K
PNC icon
121
PNC Financial Services
PNC
$101B
$382K 0.03%
4,922
-1,111
-18% -$83.3K
T icon
122
AT&T
T
$152B
$378K 0.03%
14,238
– –
COST icon
123
Costco
COST
$417B
$371K 0.03%
3,118
-158
-5% -$18.9K
BEAM
124
DELISTED
BEAM INC COM STK (DE)
BEAM
$368K 0.03%
5,410
-274
-5% -$18.5K
COV
125
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
$358K 0.03%
5,251
-745
-12% -$48.5K
3 4
5
6 7

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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.