Parametric Risk Advisors Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Caterpillar
CAT
|
+$18.9M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$14.4M |
| 3 |
ExxonMobil
XOM
|
+$11.9M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$5.18M |
| 5 |
3M
MMM
|
+$3.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
APA Corp
APA
|
+$117M |
| 2 |
JB Hunt Transport Services
JBHT
|
+$17.2M |
| 3 |
Apple
AAPL
|
+$6.72M |
| 4 |
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 | |
|---|---|---|---|---|---|---|
|
151
JB Hunt Transport Services
JBHT
$28B
| – | – |
-233,100
| Closed | -$17.2M |
|
152
NetApp
NTAP
$31.3B
| – | – |
-30,000
| Closed | -$1.1M |
|
153
Regions Financial
RF
$27.6B
| – | – |
-39,015
| Closed | -$414K |
|
|
SCHW
154
Charles Schwab
SCHW
$179B
| – | – |
-8,767
| Closed | -$236K |
|
155
AT&T
T
$153B
| – | – |
-10,592
| Closed | -$283K |
|
|
156
Tyson Foods
TSN
$20.4B
| – | – |
-148,240
| Closed | -$5.57M |
|
|
SRCL
157
DELISTED
Stericycle Inc
SRCL
| – | – |
-10,000
| Closed | -$1.18M |
|
|
LGF
158
DELISTED
Lions Gate Entertainment
LGF
| – | – |
-6,656
| Closed | -$190K |
|
|
FNM
159
DELISTED
FANNIE MAE
FNM
| – | – |
-9,226
| Closed | -$36K |
|
|
SHPG
160
DELISTED
Shire pic
SHPG
| – | – |
-2,970
| Closed | -$699K |
|
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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.