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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
META icon
1
Meta Platforms (Facebook)
META
$1.64T
$488M 34.22%
+9,708,534
New +$361M
APA icon
2
APA Corp
APA
$12.4B
$95.3M 6.69%
1,119,300
+764,100
+215% +$63.5M
UPS icon
3
United Parcel Service
UPS
$100B
$60.8M 4.26%
664,922
-101,173
-13% -$8.89M
XOM icon
4
ExxonMobil
XOM
$611B
$48.5M 3.4%
563,438
-17,048
-3% -$1.54M
PCAR icon
5
PACCAR
PCAR
$66.4B
$45.9M 3.22%
1,237,859
-450
-0% -$16.7K
ORCL icon
6
Oracle
ORCL
$364B
$45M 3.16%
1,356,455
– –
A icon
7
Agilent Technologies
A
$37.1B
$39.7M 2.79%
1,083,450
– –
CMCSK
8
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$34.7M 2.43%
800,000
– –
HPQ icon
9
HP
HPQ
$22.7B
$25.2M 1.77%
2,642,400
-660,600
-20% -$7.3M
DHI icon
10
D.R. Horton
DHI
$42.4B
$24.1M 1.69%
1,240,000
– –
HMC icon
11
Honda
HMC
$36.5B
$24.1M 1.69%
+6,446
New +$246K
IVZ icon
12
Invesco
IVZ
$13.1B
$23.9M 1.68%
750,000
– –
IYR icon
13
iShares US Real Estate ETF
IYR
$4.83B
$22.3M 1.57%
350,000
– –
JNJ icon
14
Johnson & Johnson
JNJ
$609B
$20.5M 1.44%
236,523
-31,665
-12% -$2.84M
SLB icon
15
SLB Ltd
SLB
$70.3B
$19.5M 1.37%
220,729
-40,000
-15% -$3.29M
JBHT icon
16
JB Hunt Transport Services
JBHT
$27.4B
$17M 1.19%
233,100
– –
PG icon
17
Procter & Gamble
PG
$349B
$14.8M 1.04%
196,342
-950
-0.5% -$75.6K
CHRW icon
18
C.H. Robinson
CHRW
$24.6B
$13.8M 0.97%
231,956
-132,187
-36% -$7.76M
KO icon
19
Coca-Cola
KO
$351B
$12.8M 0.9%
338,000
-168,932
-33% -$6.68M
GOOG icon
20
Alphabet (Google) Class C
GOOG
$4.22T
$11.5M 0.8%
524,920
+11,724
+2% +$259K
BRK.B icon
21
Berkshire Hathaway Class B
BRK.B
$1.06T
$11.4M 0.8%
100,495
-258,000
-72% -$29.8M
QCOM icon
22
Qualcomm
QCOM
$181B
$11.2M 0.79%
166,624
+46,540
+39% +$3.05M
BALL icon
23
Ball Corp
BALL
$16.7B
$11M 0.77%
490,000
– –
RY icon
24
Royal Bank of Canada
RY
$299B
$10.7M 0.75%
167,386
– –
KSS icon
25
Kohl's
KSS
$1.96B
$9.7M 0.68%
187,383
-19,908
-10% -$1.04M
1
2 3 4 5

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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.