$1.48 Billion is the total value of Parametric Risk Advisors LLC's 110 reported holdings in Q3 2016. The portfolio turnover from Q2 2016 to Q3 2016 was 22.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FB | Buy | FACEBOOK INC-A | $552,260,000 | +12.3% | 4,305,449 | +0.0% | 37.26% | +15.2% |
| UPS | Sell | UNITED PARCEL SERVICE-CL B | $69,875,000 | -1.4% | 638,945 | -2.8% | 4.72% | +1.2% |
| CMCSA | Buy | COMCAST CORP-CL A | $55,064,000 | +1.9% | 830,032 | +0.2% | 3.72% | +4.6% |
| ORCL | Sell | ORACLE CORP | $47,434,000 | -8.8% | 1,207,597 | -5.0% | 3.20% | -6.4% |
| GS | GOLDMAN SACHS GROUP INC | $45,598,000 | +8.5% | 282,742 | 0.0% | 3.08% | +11.4% | |
| SPY | Sell | SPDR TRUST SERIES 1 | $44,259,000 | +2.4% | 204,617 | -0.9% | 2.99% | +5.0% |
| MMM | Sell | 3M CO | $43,034,000 | -2.2% | 244,191 | -2.8% | 2.90% | +0.4% |
| JNJ | Buy | JOHNSON & JOHNSON | $35,452,000 | +2.9% | 300,106 | +5.7% | 2.39% | +5.7% |
| TXN | TEXAS INSTRUMENTS INC | $28,072,000 | +12.0% | 400,000 | 0.0% | 1.89% | +14.9% | |
| DHI | DR HORTON INC | $26,123,000 | -4.1% | 865,000 | 0.0% | 1.76% | -1.6% | |
| AAPL | Sell | APPLE INC | $23,817,000 | +9.8% | 210,680 | -7.1% | 1.61% | +12.7% |
| IVZ | INVESCO LTD | $23,453,000 | +22.4% | 750,000 | 0.0% | 1.58% | +25.6% | |
| CAT | Buy | CATERPILLAR INC | $20,260,000 | +17.2% | 228,225 | +0.1% | 1.37% | +20.2% |
| XOM | Sell | EXXON MOBIL CORP | $19,530,000 | -27.9% | 223,758 | -22.6% | 1.32% | -26.0% |
| CSCO | CISCO SYSTEMS INC | $18,569,000 | +10.6% | 585,396 | 0.0% | 1.25% | +13.5% | |
| PG | Sell | PROCTER & GAMBLE CO | $18,496,000 | +1.4% | 206,082 | -4.3% | 1.25% | +4.1% |
| EMR | EMERSON ELECTRIC CO | $15,405,000 | +4.5% | 282,600 | 0.0% | 1.04% | +7.2% | |
| GE | Sell | GENERAL ELECTRIC CO | $14,967,000 | -31.6% | 505,284 | -27.3% | 1.01% | -29.8% |
| KO | Buy | COCA-COLA CO/THE | $14,752,000 | +15.5% | 348,571 | +23.7% | 1.00% | +18.5% |
| MS | Sell | MORGAN STANLEY | $13,723,000 | +13.6% | 428,028 | -8.0% | 0.93% | +16.6% |
| MCHP | MICROCHIP TECHNOLOGY INC | $13,029,000 | +22.4% | 209,676 | 0.0% | 0.88% | +25.6% | |
| AMGN | AMGEN INC | $12,703,000 | +9.6% | 76,154 | 0.0% | 0.86% | +12.5% | |
| JBLU | JETBLUE AIRWAYS CORP | $12,511,000 | +4.1% | 725,700 | 0.0% | 0.84% | +6.8% | |
| WAG | Buy | WALGREEN CO | $11,596,000 | +32.8% | 143,834 | +37.2% | 0.78% | +36.2% |
| GOOGL | Buy | GOOGLE INC-CL C | $10,996,000 | +139.0% | 14,146 | +116.3% | 0.74% | +144.9% |
| INTU | Sell | INTUIT INC | $10,968,000 | -6.6% | 99,698 | -5.2% | 0.74% | -4.1% |
| BRKB | Buy | BERKSHIRE HATHAWAY INC-CL B | $10,302,000 | +1.1% | 71,306 | +1.3% | 0.70% | +3.7% |
| MDT | Sell | MEDTRONIC INC | $10,126,000 | -1.4% | 117,200 | -0.9% | 0.68% | +1.2% |
| AAP | ADVANCE AUTO PARTS INC | $8,947,000 | -7.7% | 60,000 | 0.0% | 0.60% | -5.3% | |
| QCOM | Buy | QUALCOMM INC | $8,824,000 | +32.3% | 128,813 | +3.5% | 0.60% | +35.5% |
| TEVA | TEVA PHARM | $8,742,000 | -8.4% | 190,000 | 0.0% | 0.59% | -6.1% | |
| BMO | BANK OF MONTREAL | $8,518,000 | +3.4% | 129,901 | 0.0% | 0.58% | +6.3% | |
| JPM | JPMORGAN CHASE & CO | $8,037,000 | +7.2% | 120,692 | 0.0% | 0.54% | +9.9% | |
| WFC | Sell | WELLS FARGO & COMPANY | $7,875,000 | -27.7% | 177,856 | -22.7% | 0.53% | -25.8% |
| MRK | Buy | MERCK & CO. INC. | $7,540,000 | +151.7% | 120,819 | +132.3% | 0.51% | +158.4% |
| MSFT | Sell | MICROSOFT CORP | $7,484,000 | +1.9% | 129,933 | -9.5% | 0.50% | +4.6% |
| BMY | BRISTOL-MYERS SQUIBB CO | $7,402,000 | -26.7% | 137,272 | 0.0% | 0.50% | -24.8% | |
| GIS | GENERAL MILLS INC | $7,346,000 | -10.4% | 115,000 | 0.0% | 0.50% | -8.0% | |
| PEP | Sell | PEPSICO INC | $7,225,000 | -41.4% | 66,423 | -42.9% | 0.49% | -40.0% |
| DOW | Sell | DOW CHEMICAL | $7,204,000 | -21.7% | 139,000 | -24.9% | 0.49% | -19.7% |
| CL | COLGATE-PALMOLIVE CO | $6,542,000 | +1.3% | 88,238 | 0.0% | 0.44% | +3.8% | |
| CREE | CREE INC | $6,378,000 | +5.2% | 247,965 | 0.0% | 0.43% | +8.0% | |
| HON | HONEYWELL INTERNATIONAL INC | $6,179,000 | +0.2% | 53,000 | 0.0% | 0.42% | +3.0% | |
| USB | Buy | US BANCORP | $5,996,000 | +16.0% | 139,795 | +9.1% | 0.40% | +19.1% |
| INTC | INTEL CORP | $5,874,000 | +15.1% | 155,613 | 0.0% | 0.40% | +17.9% | |
| DFS | Buy | DISCOVER FINANCIAL SERVICES | $5,235,000 | +31.0% | 92,574 | +24.1% | 0.35% | +34.2% |
| ZBH | ZIMMER HOLDINGS INC | $5,201,000 | +8.0% | 40,000 | 0.0% | 0.35% | +10.7% | |
| PM | PHILIP MORRIS INTERNATIONAL | $5,007,000 | -4.4% | 51,500 | 0.0% | 0.34% | -1.7% | |
| YUM | YUM! BRANDS INC | $4,817,000 | +9.5% | 53,050 | 0.0% | 0.32% | +12.5% | |
| CME | Sell | CME GROUP INC | $4,727,000 | -43.9% | 45,226 | -47.7% | 0.32% | -42.4% |
| WMT | Buy | WAL-MART STORES INC | $4,678,000 | +2.7% | 64,861 | +4.0% | 0.32% | +5.7% |
| ABT | Buy | ABBOTT LABORATORIES | $4,567,000 | +40.0% | 108,000 | +30.1% | 0.31% | +43.3% |
| CHRW | C.H. ROBINSON WORLDWIDE INC | $4,445,000 | -5.1% | 63,082 | 0.0% | 0.30% | -2.6% | |
| TGT | TARGET CORP | $4,167,000 | -1.6% | 60,670 | 0.0% | 0.28% | +0.7% | |
| COP | CONOCOPHILLIPS | $4,106,000 | -0.3% | 94,464 | 0.0% | 0.28% | +2.2% | |
| SYK | STRYKER CORP | $3,492,000 | -2.9% | 30,000 | 0.0% | 0.24% | 0.0% | |
| MTB | M & T BANK CORP | $3,483,000 | -1.8% | 30,000 | 0.0% | 0.24% | +0.9% | |
| IVV | ISHARES S&P 500 INDEX FUND | $3,433,000 | +3.4% | 15,779 | 0.0% | 0.23% | +6.4% | |
| KMB | KIMBERLY-CLARK CORP | $3,418,000 | -8.3% | 27,100 | 0.0% | 0.23% | -5.7% | |
| PFE | PFIZER INC | $3,373,000 | -3.8% | 99,589 | 0.0% | 0.23% | -1.3% | |
| NTAP | Sell | NETAPP INC | $3,310,000 | +34.6% | 92,400 | -7.6% | 0.22% | +37.7% |
| IBM | INTL BUSINESS MACHINES CORP | $3,077,000 | +4.7% | 19,368 | 0.0% | 0.21% | +7.8% | |
| LLY | ELI LILLY & CO | $3,031,000 | +1.9% | 37,763 | 0.0% | 0.20% | +4.6% | |
| UTX | UNITED TECHNOLOGIES CORP | $2,946,000 | -0.9% | 29,000 | 0.0% | 0.20% | +1.5% | |
| CVX | Sell | CHEVRON CORP | $2,848,000 | -7.2% | 27,668 | -5.5% | 0.19% | -5.0% |
| GLW | CORNING INC | $2,558,000 | +15.5% | 108,175 | 0.0% | 0.17% | +18.5% | |
| PCLN | Sell | PRICELINE.COM INC | $2,502,000 | -4.6% | 1,700 | -19.0% | 0.17% | -1.7% |
| TXT | TEXTRON INC | $2,385,000 | +8.7% | 60,000 | 0.0% | 0.16% | +11.8% | |
| PPG | PPG INDUSTRIES INC | $2,320,000 | -0.8% | 22,448 | 0.0% | 0.16% | +1.9% | |
| MCD | MCDONALDS CORP | $2,319,000 | -4.1% | 20,105 | 0.0% | 0.16% | -1.9% | |
| PNC | PNC FINANCIAL SERVICES GROUP | $2,284,000 | +10.7% | 25,354 | 0.0% | 0.15% | +13.2% | |
| BIDU | BAIDU INC - SPON ADR | $2,199,000 | +10.2% | 12,078 | 0.0% | 0.15% | +13.0% | |
| DIA | SPDR DJIA TRUST | $2,118,000 | +2.1% | 11,588 | 0.0% | 0.14% | +5.1% | |
| CELG | CELGENE CORP | $2,062,000 | +6.0% | 19,730 | 0.0% | 0.14% | +8.6% | |
| SLB | Buy | SCHLUMBERGER LTD | $1,971,000 | +5.7% | 25,065 | +6.3% | 0.13% | +8.1% |
| AXP | AMERICAN EXPRESS CO | $1,921,000 | +5.4% | 30,000 | 0.0% | 0.13% | +8.3% | |
| BBT | BB&T CORP | $1,924,000 | +5.9% | 51,000 | 0.0% | 0.13% | +9.2% | |
| HD | HOME DEPOT INC | $1,875,000 | +0.8% | 14,573 | 0.0% | 0.13% | +4.1% | |
| NEM | NEWMONT MINING CORP | $1,726,000 | +0.4% | 43,935 | 0.0% | 0.12% | +2.7% | |
| BA | BOEING CO | $1,699,000 | +1.4% | 12,900 | 0.0% | 0.12% | +4.5% | |
| BHP | BHP BILLITON LTD-SPON ADR | $1,567,000 | +21.4% | 45,217 | 0.0% | 0.11% | +24.7% | |
| DIS | THE WALT DISNEY CO | $1,489,000 | -5.1% | 16,039 | 0.0% | 0.10% | -2.9% | |
| HCA | HCA Holdings, Inc | $1,442,000 | -1.8% | 19,070 | 0.0% | 0.10% | 0.0% | |
| V | VISA INC-CLASS A SHARES | $1,401,000 | +11.5% | 16,939 | 0.0% | 0.10% | +14.5% | |
| NVS | Buy | NOVARTIS ADR | $1,407,000 | +27.6% | 17,818 | +33.3% | 0.10% | +30.1% |
| EOG | Buy | EOG RESOURCES INC | $1,236,000 | +48.2% | 12,780 | +27.8% | 0.08% | +50.9% |
| REGN | Sell | REGENERON PHARMACEUTICALS | $1,033,000 | -35.7% | 2,570 | -44.1% | 0.07% | -34.0% |
| RTN | Sell | RAYTHEON COMPANY | $1,003,000 | -0.5% | 7,368 | -0.6% | 0.07% | +3.0% |
| TJX | TJX COMPANIES INC | $977,000 | -3.2% | 13,059 | 0.0% | 0.07% | 0.0% | |
| GILD | GILEAD SCIENCES INC | $942,000 | -5.1% | 11,900 | 0.0% | 0.06% | -1.5% | |
| MAR | MARRIOTT INTERNATIONAL-CL A | $929,000 | +1.3% | 13,800 | 0.0% | 0.06% | +5.0% | |
| DE | DEERE & CO | $838,000 | +5.4% | 9,816 | 0.0% | 0.06% | +9.6% | |
| LMT | LOCKHEED MARTIN CORP | $839,000 | -3.5% | 3,500 | 0.0% | 0.06% | 0.0% | |
| CE | Buy | CELANESE CORP-SERIES A | $838,000 | +19.9% | 12,590 | +17.8% | 0.06% | +23.9% |
| ADM | ARCHER-DANIELS-MIDLAND CO | $709,000 | -1.7% | 16,821 | 0.0% | 0.05% | +2.1% | |
| OXY | Buy | OCCIDENTAL PETROLEUM CORP | $697,000 | +7.6% | 9,560 | +11.5% | 0.05% | +9.3% |
| CBOE | CBOE HOLDINGS INC | $660,000 | -2.7% | 10,174 | 0.0% | 0.04% | 0.0% | |
| WM | Sell | WASTE MANAGEMENT INC | $572,000 | -6.8% | 8,966 | -3.2% | 0.04% | -2.5% |
| XHB | Sell | SPDR S&P HOMEBUILDERS ETF | $505,000 | -20.5% | 14,868 | -21.4% | 0.03% | -19.0% |
| UNP | UNION PACIFIC CORP | $488,000 | +11.9% | 5,000 | 0.0% | 0.03% | +13.8% | |
| MCK | MCKESSON CORP | $475,000 | -10.7% | 2,850 | 0.0% | 0.03% | -8.6% | |
| JNPR | Sell | JUNIPER NETWORKS INC | $435,000 | -70.9% | 18,100 | -72.7% | 0.03% | -70.4% |
| MPC | MARATHON PETROLEUM CORP | $406,000 | +6.8% | 10,000 | 0.0% | 0.03% | +8.0% | |
| EIX | EDISON INTERNATIONAL | $364,000 | -6.9% | 5,039 | 0.0% | 0.02% | -3.8% | |
| CB | CHUBB CORP | $331,000 | -3.8% | 2,633 | 0.0% | 0.02% | -4.3% | |
| AMZN | AMAZON.COM INC | $289,000 | +17.0% | 345 | 0.0% | 0.02% | +18.8% | |
| VLO | VALERO ENERGY CORP | $256,000 | +4.1% | 4,829 | 0.0% | 0.02% | +6.2% | |
| APC | ANADARKO PETROLEUM CORP | $169,000 | +19.0% | 2,674 | 0.0% | 0.01% | +22.2% | |
| Sell | ISHARES RUSSELL 2000put | $59,000 | +9.3% | 4,632 | -27.2% | 0.00% | 0.0% | |
| IONS | Exit | IONIS PHARMACEUTICALS INC | $0 | – | -2,606 | -100.0% | -0.00% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -1,012 | -100.0% | -0.01% | – |
| HSY | Exit | HERSHEY CO/THE | $0 | – | -2,900 | -100.0% | -0.02% | – |
| EBAY | Exit | EBAY INC | $0 | – | -15,167 | -100.0% | -0.02% | – |
| QRTEA | Exit | LIBERTY INTERACTIVE CORP | $0 | – | -21,738 | -100.0% | -0.04% | – |
| IBB | Exit | iShares Nasdaq Biotechnology ETF | $0 | – | -2,230 | -100.0% | -0.04% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -15,638 | -100.0% | -0.04% | – |
| PX | Exit | PRAXAIR INC | $0 | – | -6,225 | -100.0% | -0.05% | – |
| BAC | Exit | BANK OF AMERICA CORP | $0 | – | -63,000 | -100.0% | -0.06% | – |
| PYPL | Exit | PAYPAL HOLDINGS INC | $0 | – | -23,523 | -100.0% | -0.06% | – |
| KRFT | Exit | KRAFT HEINZ CO/THE | $0 | – | -10,000 | -100.0% | -0.06% | – |
| QQQ | Exit | Nasdaq 100 ETF | $0 | – | -9,909 | -100.0% | -0.07% | – |
| GWW | Exit | WW GRAINGER INC | $0 | – | -4,798 | -100.0% | -0.07% | – |
| ZTS | Exit | ZOETIS INC | $0 | – | -23,702 | -100.0% | -0.07% | – |
| DEO | Exit | DIAGEO PLC-SPONSORED ADR | $0 | – | -10,571 | -100.0% | -0.08% | – |
| MDLZ | Exit | MONDELEZ INTERNATIONAL INC | $0 | – | -27,000 | -100.0% | -0.08% | – |
| BIIB | Exit | BIOGEN IDEC INC | $0 | – | -7,000 | -100.0% | -0.11% | – |
| LLL | Exit | L-3 COMMUNICATIONS HOLDINGS | $0 | – | -12,346 | -100.0% | -0.12% | – |
| ICE | Exit | INTERCONTINENTALEXCHANGE GRO | $0 | – | -7,607 | -100.0% | -0.13% | – |
| MNST | Exit | MONSTER BEVERAGE CORP | $0 | – | -14,800 | -100.0% | -0.16% | – |
| SWKS | Exit | STARBUCKS CORP | $0 | – | -43,602 | -100.0% | -0.16% | – |
| DD | Exit | DU PONT (E.I.) DE NEMOURS | $0 | – | -41,100 | -100.0% | -0.18% | – |
| ACT | Exit | Allergain PLC | $0 | – | -15,000 | -100.0% | -0.23% | – |
| RJF | Exit | RAYMOND JAMES FINANCIAL INC | $0 | – | -73,500 | -100.0% | -0.24% | – |
| DATA | Exit | TABLEAU SOFTWARE INC-CL A | $0 | – | -75,000 | -100.0% | -0.24% | – |
| CKP | Exit | CHECK POINT SOFTWARE TECH | $0 | – | -63,870 | -100.0% | -0.34% | – |
| ACN | Exit | ACCENTURE LTD-CL A | $0 | – | -49,619 | -100.0% | -0.37% | – |
| GOOG | Exit | GOOGLE INC-CL C | $0 | – | -12,863 | -100.0% | -0.58% | – |
| BABA | Exit | ALIBABA GROUP HOLDING-SP ADR | $0 | – | -114,790 | -100.0% | -0.60% | – |
| BLL | Exit | BALL CORP | $0 | – | -150,000 | -100.0% | -0.71% | – |
| BX | Exit | BLACKSTONE GROUP LP | $0 | – | -500,000 | -100.0% | -0.81% | – |
| IYR | Exit | ISHARES DJ US REAL ESTATE | $0 | – | -270,000 | -100.0% | -1.46% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-11-14
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| UNITED PARCEL SERVICE-CL B | 14 | Q3 2016 | 4.7% |
| ORACLE CORP | 14 | Q3 2016 | 3.8% |
| EXXON MOBIL CORP | 14 | Q3 2016 | 4.5% |
| JOHNSON & JOHNSON | 14 | Q3 2016 | 2.6% |
| DR HORTON INC | 14 | Q3 2016 | 2.4% |
| INVESCO LTD | 14 | Q3 2016 | 2.0% |
| SPDR TRUST SERIES 1 | 14 | Q3 2016 | 3.4% |
| GOLDMAN SACHS GROUP INC | 14 | Q3 2016 | 3.5% |
| 3M CO | 14 | Q3 2016 | 2.9% |
| COCA-COLA CO/THE | 14 | Q3 2016 | 1.7% |
View Parametric Risk Advisors LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2016-11-14 |
| 13F-HR | 2016-08-12 |
| 13F-HR | 2016-05-13 |
| 13F-HR | 2016-02-12 |
| 13F-HR | 2015-11-16 |
| 13F-HR | 2015-08-14 |
| 13F-HR | 2015-05-18 |
| 13F-HR | 2015-02-11 |
| 13F-HR | 2014-11-12 |
| 13F-HR | 2014-08-12 |
View Parametric Risk Advisors LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.