$1.48 Billion is the total value of Parametric Risk Advisors LLC's 158 reported holdings in Q3 2014. The portfolio turnover from Q2 2014 to Q3 2014 was 15.2% .
Value | Shares | ↓ Weighting | ||||||
---|---|---|---|---|---|---|---|---|
FB | Buy | FACEBOOK INC-A | $548,805,000 | +17.8% | 6,943,377 | +0.3% | 36.99% | +21.0% |
XOM | Buy | EXXON MOBIL CORP | $67,070,000 | +12.3% | 713,135 | +20.2% | 4.52% | +15.4% |
ORCL | Buy | ORACLE CORP | $53,395,000 | -0.5% | 1,394,858 | +5.4% | 3.60% | +2.2% |
UPS | Sell | UNITED PARCEL SERVICE-CL B | $52,980,000 | -5.1% | 539,020 | -0.9% | 3.57% | -2.5% |
CMCSK | COMCAST CORP-SPECIAL CL A | $42,800,000 | +0.3% | 800,000 | 0.0% | 2.88% | +3.1% | |
JNJ | JOHNSON & JOHNSON | $33,650,000 | +1.9% | 315,693 | 0.0% | 2.27% | +4.7% | |
IVZ | INVESCO LTD | $29,610,000 | +4.6% | 750,000 | 0.0% | 2.00% | +7.5% | |
SPY | Buy | SPDR TRUST SERIES 1 | $28,013,000 | +105.9% | 142,182 | +104.5% | 1.89% | +111.4% |
DHI | DR HORTON INC | $25,445,000 | -16.5% | 1,240,000 | 0.0% | 1.72% | -14.2% | |
IYR | ISHARES DJ US REAL ESTATE | $24,220,000 | -3.6% | 350,000 | 0.0% | 1.63% | -1.0% | |
EOG | Sell | EOG RESOURCES INC | $19,804,000 | -16.0% | 200,000 | -0.9% | 1.34% | -13.6% |
MMM | Buy | 3M CO | $19,569,000 | +23.1% | 138,122 | +24.4% | 1.32% | +26.5% |
CREE | Buy | CREE INC | $19,203,000 | -15.1% | 468,946 | +3.6% | 1.29% | -12.8% |
CAT | Buy | CATERPILLAR INC | $18,354,000 | +2311.8% | 185,340 | +2545.4% | 1.24% | +2374.0% |
KO | COCA-COLA CO/THE | $15,037,000 | +0.7% | 352,477 | 0.0% | 1.01% | +3.6% | |
COP | Buy | CONOCOPHILLIPS | $14,343,000 | -4.4% | 187,443 | +7.1% | 0.97% | -1.7% |
PG | Buy | PROCTER & GAMBLE CO | $14,257,000 | +11.5% | 170,250 | +4.6% | 0.96% | +14.5% |
BLL | BALL CORP | $14,236,000 | +0.9% | 225,000 | 0.0% | 0.96% | +3.8% | |
IBM | Buy | INTL BUSINESS MACHINES CORP | $14,231,000 | +5.4% | 74,968 | +0.6% | 0.96% | +8.2% |
SLB | Buy | SCHLUMBERGER LTD | $13,939,000 | -10.6% | 137,073 | +3.7% | 0.94% | -8.2% |
Sell | T-MOBILE US INC | $13,693,000 | -61.9% | 184,148 | -7.0% | 0.92% | -60.9% | |
AMGN | Buy | AMGEN INC | $13,319,000 | +56.9% | 94,821 | +32.2% | 0.90% | +61.2% |
PCYC | PHARMACYCLICS INC | $13,258,000 | +30.9% | 112,900 | 0.0% | 0.89% | +34.6% | |
QCOM | Buy | QUALCOMM INC | $12,292,000 | -4.9% | 164,399 | +0.7% | 0.83% | -2.4% |
BRKB | Sell | BERKSHIRE HATHAWAY INC-CL B | $11,493,000 | -0.2% | 83,195 | -8.6% | 0.78% | +2.6% |
DOW | DOW CHEMICAL | $11,275,000 | +1.9% | 215,000 | 0.0% | 0.76% | +4.7% | |
GE | GENERAL ELECTRIC CO | $11,259,000 | -2.5% | 439,464 | 0.0% | 0.76% | +0.1% | |
INTU | INTUIT INC | $11,079,000 | +8.8% | 126,405 | 0.0% | 0.75% | +11.8% | |
JBLU | JETBLUE AIRWAYS CORP | $10,936,000 | -2.1% | 1,029,800 | 0.0% | 0.74% | +0.5% | |
PWR | QUANTA SERVICES INC | $9,798,000 | +4.9% | 270,000 | 0.0% | 0.66% | +7.8% | |
ATVI | ACTIVISION BLIZZARD INC | $9,229,000 | -6.8% | 443,900 | 0.0% | 0.62% | -4.2% | |
GIS | Buy | GENERAL MILLS INC | $8,859,000 | +29.1% | 175,600 | +34.5% | 0.60% | +32.7% |
INTC | Sell | INTEL CORP | $8,457,000 | +3.9% | 242,887 | -7.7% | 0.57% | +6.7% |
MCD | MCDONALDS CORP | $8,160,000 | -5.9% | 86,065 | 0.0% | 0.55% | -3.3% | |
NTRS | NORTHERN TRUST CORP | $7,678,000 | +5.9% | 112,860 | 0.0% | 0.52% | +9.1% | |
WFC | WELLS FARGO & COMPANY | $7,472,000 | -1.3% | 144,044 | 0.0% | 0.50% | +1.4% | |
EMR | Sell | EMERSON ELECTRIC CO | $7,323,000 | -16.4% | 117,020 | -11.4% | 0.49% | -14.1% |
KSS | Sell | KOHLS CORP | $7,140,000 | -8.2% | 116,992 | -20.7% | 0.48% | -5.7% |
MS | Sell | MORGAN STANLEY | $6,770,000 | -11.8% | 195,848 | -17.5% | 0.46% | -9.3% |
CME | CME GROUP INC | $6,403,000 | +12.7% | 80,080 | 0.0% | 0.43% | +15.8% | |
GOOGL | Buy | GOOGLE INC-CL A | $6,273,000 | +24.1% | 10,865 | +23.7% | 0.42% | +27.4% |
MSFT | Buy | MICROSOFT CORP | $6,249,000 | +12.9% | 134,791 | +1.5% | 0.42% | +16.0% |
DFS | Buy | DISCOVER FINANCIAL SERVICES | $6,158,000 | +7.6% | 95,640 | +3.6% | 0.42% | +10.7% |
HD | Sell | HOME DEPOT INC | $6,139,000 | +7.0% | 66,920 | -5.5% | 0.41% | +10.1% |
JPM | Sell | JPMORGAN CHASE & CO | $5,782,000 | +3.2% | 95,979 | -1.3% | 0.39% | +6.0% |
PM | PHILIP MORRIS INTERNATIONAL | $5,755,000 | -1.1% | 69,000 | 0.0% | 0.39% | +1.6% | |
DVN | Buy | DEVON ENERGY CORPORATION | $5,702,000 | +128.8% | 83,630 | +166.4% | 0.38% | +135.6% |
CSCO | CISCO SYSTEMS INC | $5,583,000 | +1.3% | 221,793 | 0.0% | 0.38% | +3.9% | |
MDY | Midcap SPDR Trust Series 1 | $5,460,000 | -4.3% | 21,900 | 0.0% | 0.37% | -1.6% | |
CHRW | C.H. ROBINSON WORLDWIDE INC | $5,350,000 | +4.0% | 80,665 | 0.0% | 0.36% | +6.8% | |
EFA | Buy | ISHARES MSCI EAFE INDEX FUND | $5,117,000 | +3453.5% | 79,800 | +3700.0% | 0.34% | +3733.3% |
RY | Sell | ROYAL BANK OF CANADA | $4,832,000 | -40.4% | 67,631 | -40.4% | 0.33% | -38.7% |
ZBH | ZIMMER HOLDINGS INC | $4,022,000 | -3.2% | 40,000 | 0.0% | 0.27% | -0.4% | |
RJF | RAYMOND JAMES FINANCIAL INC | $3,938,000 | +5.6% | 73,500 | 0.0% | 0.26% | +8.2% | |
ABT | ABBOTT LABORATORIES | $3,904,000 | +1.7% | 93,865 | 0.0% | 0.26% | +4.4% | |
WDC | WESTERN DIGITAL CORP | $3,893,000 | +5.4% | 40,000 | 0.0% | 0.26% | +8.3% | |
CL | COLGATE-PALMOLIVE CO | $3,587,000 | -4.3% | 55,000 | 0.0% | 0.24% | -1.6% | |
MRK | MERCK & CO. INC. | $3,570,000 | +2.5% | 60,225 | 0.0% | 0.24% | +5.2% | |
SNDK | Sell | SANDISK CORP | $3,557,000 | -9.0% | 36,319 | -2.9% | 0.24% | -6.2% |
C | Sell | CITIGROUP INC | $3,466,000 | -0.8% | 66,885 | -9.8% | 0.23% | +2.2% |
CS | CREDIT SUISSE GROUP-SPON ADR | $3,295,000 | -2.6% | 119,206 | 0.0% | 0.22% | 0.0% | |
AXP | Buy | AMERICAN EXPRESS CO | $3,166,000 | +264.3% | 36,161 | +294.7% | 0.21% | +273.7% |
BRCM | New | BROADCOM CORP-CL A | $3,112,000 | – | 77,000 | +100.0% | 0.21% | – |
YUM | Sell | YUM! BRANDS INC | $3,064,000 | -20.2% | 42,568 | -9.9% | 0.21% | -17.9% |
IWM | ISHARES RUSSELL 2000 | $3,064,000 | -8.0% | 28,016 | 0.0% | 0.21% | -5.0% | |
LLY | ELI LILLY & CO | $3,067,000 | +4.3% | 47,286 | 0.0% | 0.21% | +7.3% | |
UTX | Sell | UNITED TECHNOLOGIES CORP | $3,062,000 | -15.6% | 29,000 | -7.7% | 0.21% | -13.4% |
CVX | Sell | CHEVRON CORP | $3,058,000 | -10.2% | 25,627 | -1.7% | 0.21% | -7.6% |
NKE | Buy | NIKE INC -CL B | $3,013,000 | +28.8% | 33,774 | +11.9% | 0.20% | +31.8% |
WAG | WALGREEN CO | $2,964,000 | -20.0% | 50,000 | 0.0% | 0.20% | -17.7% | |
BMY | Buy | BRISTOL-MYERS SQUIBB CO | $2,880,000 | +18.7% | 56,272 | +12.5% | 0.19% | +22.0% |
BIIB | Buy | BIOGEN IDEC INC | $2,861,000 | +959.6% | 8,649 | +911.6% | 0.19% | +972.2% |
GLW | Buy | CORNING INC | $2,853,000 | -7.5% | 147,500 | +5.0% | 0.19% | -5.0% |
BHP | BHP BILLITON LTD-SPON ADR | $2,662,000 | -14.0% | 45,217 | 0.0% | 0.18% | -11.8% | |
BIDU | Sell | BAIDU INC - SPON ADR | $2,636,000 | -6.6% | 12,078 | -20.0% | 0.18% | -3.8% |
NOW | SERVICENOW INC | $2,586,000 | -5.1% | 44,000 | 0.0% | 0.17% | -2.8% | |
SYK | STRYKER CORP | $2,423,000 | -4.2% | 30,000 | 0.0% | 0.16% | -1.8% | |
USB | US BANCORP | $2,342,000 | -3.4% | 55,986 | 0.0% | 0.16% | -0.6% | |
TXT | TEXTRON INC | $2,159,000 | -6.0% | 60,000 | 0.0% | 0.15% | -3.3% | |
JCI | JOHNSON CONTROLS INC | $2,156,000 | -11.9% | 49,000 | 0.0% | 0.14% | -9.9% | |
DIS | Sell | THE WALT DISNEY CO | $2,122,000 | +0.9% | 23,834 | -2.9% | 0.14% | +3.6% |
MNST | New | MONSTER BEVERAGE CORP | $1,985,000 | – | 21,650 | +100.0% | 0.13% | – |
BBT | New | BB&T CORP | $1,898,000 | – | 51,000 | +100.0% | 0.13% | – |
RIG | TRANSOCEAN INC | $1,876,000 | -29.0% | 58,671 | 0.0% | 0.13% | -27.2% | |
PSX | Buy | PHILLIPS 66-W/I | $1,838,000 | +107.7% | 22,600 | +105.5% | 0.12% | +113.8% |
ACT | Buy | ACTAVIS INC | $1,810,000 | +62.3% | 7,500 | +50.0% | 0.12% | +67.1% |
BA | Buy | BOEING CO | $1,784,000 | +8.6% | 14,005 | +8.5% | 0.12% | +11.1% |
PPG | Sell | PPG INDUSTRIES INC | $1,771,000 | -20.9% | 9,000 | -15.6% | 0.12% | -19.0% |
IOC | Sell | INTEROIL CORP | $1,742,000 | -70.4% | 32,100 | -65.1% | 0.12% | -69.6% |
PCLN | Sell | PRICELINE.COM INC | $1,738,000 | -44.2% | 1,500 | -42.0% | 0.12% | -42.6% |
GILD | Sell | GILEAD SCIENCES INC | $1,594,000 | -9.0% | 14,975 | -29.1% | 0.11% | -7.0% |
TGT | TARGET CORP | $1,567,000 | +8.1% | 25,000 | 0.0% | 0.11% | +11.6% | |
WMT | Sell | WAL-MART STORES INC | $1,528,000 | -57.6% | 19,979 | -58.4% | 0.10% | -56.4% |
LLL | New | L-3 COMMUNICATIONS HOLDINGS | $1,468,000 | – | 12,346 | +100.0% | 0.10% | – |
GWW | New | WW GRAINGER INC | $1,459,000 | – | 5,798 | +100.0% | 0.10% | – |
MDLZ | MONDELEZ INTERNATIONAL INC | $1,433,000 | -8.9% | 41,814 | 0.0% | 0.10% | -5.8% | |
PEP | PEPSICO INC | $1,417,000 | +4.2% | 15,223 | 0.0% | 0.10% | +7.9% | |
GS | Sell | GOLDMAN SACHS GROUP INC | $1,421,000 | -1.5% | 7,742 | -10.1% | 0.10% | +1.1% |
AAPL | Sell | APPLE INC | $1,365,000 | -82.1% | 13,553 | -83.5% | 0.09% | -81.6% |
DIA | SPDR DJIA TRUST | $1,327,000 | +1.3% | 7,800 | 0.0% | 0.09% | +3.5% | |
IVV | ISHARES S&P 500 INDEX FUND | $1,303,000 | +0.7% | 6,570 | 0.0% | 0.09% | +3.5% | |
MDT | MEDTRONIC INC | $1,239,000 | -2.8% | 20,000 | 0.0% | 0.08% | 0.0% | |
TJX | Buy | TJX COMPANIES INC | $1,134,000 | +63.4% | 19,159 | +46.7% | 0.08% | +65.2% |
DD | New | DU PONT (E.I.) DE NEMOURS | $1,091,000 | – | 15,200 | +100.0% | 0.07% | – |
KMB | KIMBERLY-CLARK CORP | $1,076,000 | -3.2% | 10,000 | 0.0% | 0.07% | 0.0% | |
KRFT | KRAFT FOODS GROUP INC | $1,072,000 | -5.9% | 19,000 | 0.0% | 0.07% | -4.0% | |
NEM | NEWMONT MINING CORP | $1,013,000 | -9.4% | 43,935 | 0.0% | 0.07% | -6.8% | |
APC | Buy | ANADARKO PETROLEUM CORP | $922,000 | +365.7% | 9,086 | +401.4% | 0.06% | +376.9% |
MO | Buy | ALTRIA GROUP INC | $898,000 | +41.4% | 19,552 | +29.0% | 0.06% | +45.2% |
ICE | INTERCONTINENTALEXCHANGE GRO | $893,000 | +3.4% | 4,576 | 0.0% | 0.06% | +5.3% | |
AMZN | Buy | AMAZON.COM INC | $877,000 | +72.0% | 2,719 | +73.3% | 0.06% | +78.8% |
ADM | ARCHER-DANIELS-MIDLAND CO | $860,000 | +15.9% | 16,821 | 0.0% | 0.06% | +18.4% | |
DE | DEERE & CO | $805,000 | -9.4% | 9,816 | 0.0% | 0.05% | -6.9% | |
COST | Buy | COSTCO WHOLESALE CORP | $756,000 | +38.7% | 6,032 | +27.5% | 0.05% | +41.7% |
APA | Sell | APACHE CORP | $732,000 | -99.4% | 7,795 | -99.3% | 0.05% | -99.4% |
STZ | Sell | CONSTELLATION BRANDS INC-A | $706,000 | -12.0% | 8,100 | -11.0% | 0.05% | -9.4% |
EEM | ISHARES MSCI EMERGING MKT IN | $695,000 | -3.9% | 16,732 | 0.0% | 0.05% | 0.0% | |
SPG | Buy | SIMON PROPERTY | $678,000 | +118.7% | 4,126 | +121.1% | 0.05% | +130.0% |
ROK | ROCKWELL AUTOMATION INC | $675,000 | -12.2% | 6,141 | 0.0% | 0.04% | -10.0% | |
HSY | Sell | HERSHEY CO/THE | $657,000 | -76.3% | 6,884 | -75.9% | 0.04% | -75.8% |
LMT | New | LOCKHEED MARTIN CORP | $640,000 | – | 3,500 | +100.0% | 0.04% | – |
BAC | BANK OF AMERICA CORP | $617,000 | +11.0% | 36,174 | 0.0% | 0.04% | +16.7% | |
PFE | PFIZER INC | $591,000 | -0.5% | 20,000 | 0.0% | 0.04% | +2.6% | |
OXY | Buy | OCCIDENTAL PETROLEUM CORP | $568,000 | +41.6% | 5,911 | +51.1% | 0.04% | +46.2% |
CELG | Sell | CELGENE CORP | $566,000 | -15.1% | 5,970 | -23.2% | 0.04% | -13.6% |
DHR | DANAHER CORP | $553,000 | -3.5% | 7,282 | 0.0% | 0.04% | -2.6% | |
CBOE | CBOE HOLDINGS INC | $545,000 | +8.8% | 10,174 | 0.0% | 0.04% | +12.1% | |
SRE | Sell | SEMPRA ENERGY | $544,000 | -7.3% | 5,162 | -7.9% | 0.04% | -5.1% |
V | Buy | VISA INC-CLASS A SHARES | $524,000 | +37.5% | 2,457 | +36.0% | 0.04% | +40.0% |
NEE | Sell | NEXTERA ENERGY INC | $512,000 | -12.9% | 5,457 | -4.9% | 0.04% | -10.3% |
AFL | Buy | AFLAC INC | $522,000 | +38.1% | 8,968 | +47.8% | 0.04% | +40.0% |
M | Buy | MACYS INC | $513,000 | +8.9% | 8,812 | +8.6% | 0.04% | +12.9% |
VZ | Buy | VERIZON COMMUNICATIONS INC | $525,000 | +7.4% | 10,500 | +5.0% | 0.04% | +9.4% |
RTN | RAYTHEON COMPANY | $508,000 | +10.2% | 5,000 | 0.0% | 0.03% | +13.3% | |
CERN | New | CERNER CORP | $466,000 | – | 7,822 | +100.0% | 0.03% | – |
MPC | MARATHON PETROLEUM CORP | $423,000 | +8.5% | 5,000 | 0.0% | 0.03% | +11.5% | |
LYV | New | LIVE NATION ENTERTAINMENT IN | $399,000 | – | 16,601 | +100.0% | 0.03% | – |
RRC | Buy | RANGE RESOURCES CORP | $376,000 | +22.1% | 5,547 | +56.4% | 0.02% | +25.0% |
MRO | MARATHON OIL CORP | $376,000 | -5.8% | 10,000 | 0.0% | 0.02% | -3.8% | |
DG | Sell | DOLLAR GENERAL CORP | $352,000 | -18.7% | 5,752 | -23.8% | 0.02% | -14.3% |
PNC | Sell | PNC FINANCIAL SERVICES GROUP | $357,000 | -18.5% | 4,172 | -15.2% | 0.02% | -17.2% |
COV | Sell | COVIDIEN LTD | $350,000 | -26.2% | 4,051 | -22.9% | 0.02% | -22.6% |
MET | Buy | METLIFE INC | $353,000 | +20.5% | 6,571 | +24.7% | 0.02% | +26.3% |
FTI | Buy | FMC TECHNOLOGIES INC | $336,000 | +53.4% | 6,184 | +72.5% | 0.02% | +64.3% |
IACI | New | IAC/INTERACTIVECORP | $336,000 | – | 5,100 | +100.0% | 0.02% | – |
MON | MONSANTO CO | $329,000 | -9.9% | 2,928 | 0.0% | 0.02% | -8.3% | |
MHK | Buy | MOHAWK INDUSTRIES INC | $333,000 | +25.2% | 2,472 | +28.6% | 0.02% | +29.4% |
STI | Buy | SUNTRUST BANKS INC | $312,000 | +13.9% | 8,217 | +20.0% | 0.02% | +16.7% |
FNMA | Exit | FANNIE MAE | $0 | – | -9,226 | -100.0% | -0.00% | – |
LGF | Exit | LIONS GATE ENTERTAINMENT COR | $0 | – | -6,656 | -100.0% | -0.01% | – |
SCHW | Exit | SCHWAB (CHARLES) CORP | $0 | – | -8,767 | -100.0% | -0.02% | – |
FCX | Exit | FREEPORT-MCMORAN COPPER | $0 | – | -8,024 | -100.0% | -0.02% | – |
T | Exit | AT&T INC | $0 | – | -8,000 | -100.0% | -0.02% | – |
AVB | Exit | AVALONBAY COMMUN | $0 | – | -2,389 | -100.0% | -0.02% | – |
RF | Exit | REGIONS FINANCIAL CORP | $0 | – | -39,015 | -100.0% | -0.03% | – |
AN | Exit | AUTONATION INC | $0 | – | -7,537 | -100.0% | -0.03% | – |
SHPG | Exit | SHIRE PLC - ADR EQUITY | $0 | – | -2,970 | -100.0% | -0.05% | – |
NTAP | Exit | NETAPP INC | $0 | – | -30,000 | -100.0% | -0.07% | – |
SRCL | Exit | STERICYCLE INC | $0 | – | -10,000 | -100.0% | -0.08% | – |
TSN | Exit | TYSON FOODS INC-CL A | $0 | – | -148,240 | -100.0% | -0.36% | – |
JBHT | Exit | HUNT (JB) TRANSPRT SVCS INC | $0 | – | -233,100 | -100.0% | -1.13% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-11-12
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.