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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 | |
|---|---|---|---|---|---|---|
|
1
Meta Platforms (Facebook)
META
$1.64T
| $377M | 26.64% |
6,905,417
-2,803,117
| -29% | -$141M |
|
|
2
APA Corp
APA
$12.4B
| $102M | 7.23% |
1,191,480
+72,180
| +6% | +$6.43M |
|
|
3
United Parcel Service
UPS
$100B
| $60.3M | 4.26% |
573,825
-91,097
| -14% | -$8.97M |
|
4
ExxonMobil
XOM
$611B
| $53.8M | 3.8% |
531,313
-32,125
| -6% | -$2.97M |
|
5
Oracle
ORCL
$364B
| $53.4M | 3.77% |
1,395,093
+38,638
| +3% | +$1.33M |
|
6
PACCAR
PCAR
$66.4B
| $48.8M | 3.45% |
1,237,859
| – | – |
|
7
Agilent Technologies
A
$37.1B
| $44.3M | 3.13% |
1,083,450
| – | – |
|
|
CMCSK
8
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $39.9M | 2.82% |
800,000
| – | – |
|
9
Honda
HMC
$36.5B
| $27.9M | 1.97% |
6,446
| – | – |
|
10
D.R. Horton
DHI
$42.4B
| $27.7M | 1.95% |
1,240,000
| – | – |
|
|
11
Wolfspeed
WOLF
$1.55B
| $27.5M | 1.94% |
+439,332
| New | +$27.1M |
|
12
Invesco
IVZ
$13.1B
| $27.3M | 1.93% |
750,000
| – | – |
|
13
Johnson & Johnson
JNJ
$609B
| $22.4M | 1.58% |
244,153
+7,630
| +3% | +$703K |
|
14
iShares US Real Estate ETF
IYR
$4.83B
| $22.1M | 1.56% |
350,000
| – | – |
|
15
JB Hunt Transport Services
JBHT
$27.4B
| $18M | 1.27% |
233,100
| – | – |
|
|
16
EOG Resources
EOG
$74.5B
| $17M | 1.2% |
202,780
+96,930
| +92% | +$8.31M |
|
17
SLB Ltd
SLB
$70.3B
| $16.4M | 1.16% |
182,229
-38,500
| -17% | -$3.48M |
|
18
Coca-Cola
KO
$351B
| $14.6M | 1.03% |
352,477
+14,477
| +4% | +$571K |
|
19
Alphabet (Google) Class C
GOOG
$4.22T
| $13.2M | 0.93% |
472,203
-52,717
| -10% | -$1.33M |
|
20
Ball Corp
BALL
$16.7B
| $12.7M | 0.89% |
490,000
| – | – |
|
21
Qualcomm
QCOM
$181B
| $12.4M | 0.88% |
167,521
+897
| +0.5% | +$63.3K |
|
22
Berkshire Hathaway Class B
BRK.B
$1.06T
| $11.9M | 0.84% |
100,495
| – | – |
|
|
PCYC
23
DELISTED
PHARMACYCLICS INC
PCYC
| $11.8M | 0.84% |
+112,000
| New | +$13.6M |
|
24
ConocoPhillips
COP
$140B
| $11.6M | 0.82% |
163,626
+48,531
| +42% | +$3.48M |
|
25
Emerson Electric
EMR
$78.2B
| $10.4M | 0.74% |
148,852
-631
| -0.4% | -$42.1K |
|
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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.