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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
+5.63%
1 Year Est. Return
+25%
3 Year Est. Return
+67.73%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.48B
AUM Growth
-$40.8M
Cap. Flow
-$80.3M
Cap. Flow %
-5.41%
Top 10 Hldgs %
61.06%
Holding
161
New
10
Increased
43
Reduced
34
Closed
13

Top Buys

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$18.9M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$14.4M
3
XOM icon
ExxonMobil
XOM
+$11.9M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$5.18M
5
MMM icon
3M
MMM
+$3.9M

Top Sells

Rank Stock Value
1
APA icon
APA Corp
APA
+$117M
2
JBHT icon
JB Hunt Transport Services
JBHT
+$17.2M
3
AAPL icon
Apple
AAPL
+$6.72M
4
TSN icon
Tyson Foods
TSN
+$5.57M
5
IOC
Interoil Corporation
IOC
+$3.49M

Sector Composition

Rank Sector Weight
1 Communication Services 37.82%
2 Technology 10.24%
3 Industrials 10.03%
4 Energy 8.91%
5 Financials 7.18%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MDT icon
101
Medtronic
MDT
$106B
$1.24M 0.08%
20,000
– –
TJX icon
102
TJX Companies
TJX
$171B
$1.13M 0.08%
38,318
+12,200
+47% +$344K
DD
103
DELISTED
Du Pont De Nemours E I
DD
$1.09M 0.07%
+16,006
New +$1.01M
KMB icon
104
Kimberly-Clark
KMB
$36B
$1.08M 0.07%
10,430
– –
KRFT
105
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
$1.07M 0.07%
19,000
– –
NEM icon
106
Newmont
NEM
$95.8B
$1.01M 0.07%
43,935
– –
APC
107
DELISTED
Anadarko Petroleum
APC
$922K 0.06%
9,086
+7,274
+401% +$785K
MO icon
108
Altria Group
MO
$124B
$898K 0.06%
19,552
+4,400
+29% +$188K
ICE icon
109
Intercontinental Exchange
ICE
$79B
$893K 0.06%
22,880
– –
AMZN icon
110
Amazon
AMZN
$2.66T
$877K 0.06%
54,380
+23,000
+73% +$383K
ADM icon
111
Archer Daniels Midland
ADM
$41.4B
$860K 0.06%
16,821
– –
DE icon
112
Deere & Co
DE
$161B
$805K 0.05%
9,816
– –
COST icon
113
Costco
COST
$417B
$756K 0.05%
6,032
+1,300
+27% +$157K
APA icon
114
APA Corp
APA
$12.4B
$732K 0.05%
7,795
-1,183,685
-99% -$117M
STZ icon
115
Constellation Brands
STZ
$22.7B
$706K 0.05%
8,100
-1,000
-11% -$87K
EEM icon
116
iShares MSCI Emerging Markets ETF
EEM
$28B
$695K 0.05%
16,732
– –
SPG icon
117
Simon Property Group
SPG
$74.2B
$678K 0.05%
4,126
+2,260
+121% +$380K
ROK icon
118
Rockwell Automation
ROK
$51.4B
$675K 0.05%
6,141
– –
HSY icon
119
Hershey
HSY
$34.8B
$657K 0.04%
6,884
-21,640
-76% -$2M
LMT icon
120
Lockheed Martin
LMT
$117B
$640K 0.04%
+3,500
New +$596K
BAC icon
121
Bank of America
BAC
$430B
$617K 0.04%
36,174
– –
PFE icon
122
Pfizer
PFE
$143B
$591K 0.04%
21,080
– –
OXY icon
123
Occidental Petroleum
OXY
$54.6B
$568K 0.04%
6,170
+2,088
+51% +$200K
CELG
124
DELISTED
Celgene Corp
CELG
$566K 0.04%
5,970
-1,800
-23% -$162K
DHR icon
125
Danaher
DHR
$144B
$553K 0.04%
10,834
– –
3 4
5
6 7

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BIM
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Parametric Risk Advisors's Q3 2014 Portfolio in Review

As of Q3 2014, Parametric Risk Advisors held 161 positions worth $1.48B, down 2.7% from $1.52B the previous quarter. Its ten largest holdings account for 61% of the portfolio.

Parametric Risk Advisors withdrew a net $80.3M in Q3 2014, closing 13 positions and reducing 34 holdings. Its most notable exit was JB Hunt Transport Services, an estimated $17.2M position sold in full.

By sector, the portfolio is most concentrated in Communication Services at 38% of assets, up from 31% a quarter earlier, followed by Technology and Industrials.

Against the trend, Parametric Risk Advisors opened a new position in BROADCOM CORP CL-A worth $3.11M.

  • Parametric Risk Advisors's largest Q3 2014 buy was BROADCOM CORP CL-A: 77,000 shares worth $3.11M.
  • Parametric Risk Advisors added most to Caterpillar in Q3 2014, an estimated $18.9M increase.
  • Parametric Risk Advisors's biggest Q3 2014 reduction was APA Corp, cutting an estimated $117M.
  • Parametric Risk Advisors fully exited JB Hunt Transport Services in Q3 2014, selling an estimated $17.2M.
  • Parametric Risk Advisors's ten largest holdings make up 61% of its $1.48B portfolio in Q3 2014.
  • Parametric Risk Advisors opened 10 new positions and closed 13 in Q3 2014.
  • Parametric Risk Advisors's portfolio value fell 2.7% quarter-over-quarter to $1.48B.

Based on Parametric Risk Advisors's 13F filing for Q3 2014, filed 12 Nov 2014.