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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
(-0.6%)
Cap. Flow
-$150M
Cap. Flow
% of AUM
-10.62%
Top 10 Holdings %
Top 10 Hldgs %
59.02%
Holding
157
New
24
Increased
24
Reduced
38
Closed
8
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Wolfspeed
WOLF
|
+$27.1M |
| 2 |
PCYC
PHARMACYCLICS INC
PCYC
|
+$13.6M |
| 3 |
ATVI
Activision Blizzard
ATVI
|
+$9.44M |
| 4 |
EOG Resources
EOG
|
+$8.31M |
| 5 |
APA Corp
APA
|
+$6.43M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$141M |
| 2 |
HP
HPQ
|
+$25.2M |
| 3 |
C.H. Robinson
CHRW
|
+$9.17M |
| 4 |
United Parcel Service
UPS
|
+$8.97M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
MRO
126
DELISTED
Marathon Oil Corporation
MRO
| $355K | 0.03% |
10,050
+1,735
| +21% | +$61.9K |
|
127
Morgan Stanley
MS
$339B
| $344K | 0.02% |
10,962
| – | – |
|
|
LGF
128
DELISTED
Lions Gate Entertainment
LGF
| $323K | 0.02% |
+10,205
| New | +$337K |
|
129
Sempra
SRE
$60.3B
| $319K | 0.02% |
7,116
| – | – |
|
130
NextEra Energy
NEE
$185B
| $318K | 0.02% |
14,868
| – | – |
|
131
Freeport-McMoran
FCX
$83.9B
| $303K | 0.02% |
8,024
-901
| -10% | -$31.9K |
|
|
SHPG
132
DELISTED
Shire pic
SHPG
| $301K | 0.02% |
2,129
| – | – |
|
133
Range Resources
RRC
$8.66B
| $299K | 0.02% |
3,547
| – | – |
|
134
Boston Properties
BXP
$11.1B
| $298K | 0.02% |
2,968
| – | – |
|
135
MetLife
MET
$60.5B
| $284K | 0.02% |
5,914
| – | – |
|
136
AvalonBay Communities
AVB
$27.4B
| $282K | 0.02% |
2,389
| – | – |
|
|
STI
137
DELISTED
SunTrust Banks, Inc.
STI
| $252K | 0.02% |
6,846
| – | – |
|
138
Nike
NKE
$64.9B
| $239K | 0.02% |
6,078
| – | – |
|
|
SCHW
139
Charles Schwab
SCHW
$177B
| $228K | 0.02% |
8,767
| – | – |
|
140
Duke Energy
DUK
$97.5B
| $216K | 0.02% |
3,134
| – | – |
|
141
TechnipFMC
FTI
$28.7B
| $187K | 0.01% |
+4,817
| New | +$187K |
|
142
Verizon
VZ
$182B
| $185K | 0.01% |
3,764
-3,953
| -51% | -$194K |
|
143
Halliburton
HAL
$29.4B
| $182K | 0.01% |
3,587
-6,055
| -63% | -$313K |
|
144
Edison International
EIX
$29.9B
| $176K | 0.01% |
3,798
| – | – |
|
|
CAM
145
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $126K | 0.01% |
2,121
| – | – |
|
146
Rogers Corp
ROG
$2.36B
| $120K | 0.01% |
+480
| New | +$28.9K |
|
147
Biogen
BIIB
$30.4B
| $89K | 0.01% |
+317
| New | +$82K |
|
148
Comcast
CMCSA
$85B
| – | – |
-14,070
| Closed | -$317K |
|
149
Ecolab
ECL
$76.8B
| – | – |
-45,000
| Closed | -$4.44M |
|
|
150
HP
HPQ
$22.7B
| – | – |
-2,642,400
| Closed | -$25.2M |
|
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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.