Parametric Risk Advisors LLC - Q3 2014 holdings

$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 BuyFACEBOOK INC-A$548,805,000
+17.8%
6,943,377
+0.3%
36.99%
+21.0%
XOM BuyEXXON MOBIL CORP$67,070,000
+12.3%
713,135
+20.2%
4.52%
+15.4%
ORCL BuyORACLE CORP$53,395,000
-0.5%
1,394,858
+5.4%
3.60%
+2.2%
UPS SellUNITED 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%
800,0000.0%2.88%
+3.1%
JNJ  JOHNSON & JOHNSON$33,650,000
+1.9%
315,6930.0%2.27%
+4.7%
IVZ  INVESCO LTD$29,610,000
+4.6%
750,0000.0%2.00%
+7.5%
SPY BuySPDR 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%
1,240,0000.0%1.72%
-14.2%
IYR  ISHARES DJ US REAL ESTATE$24,220,000
-3.6%
350,0000.0%1.63%
-1.0%
EOG SellEOG RESOURCES INC$19,804,000
-16.0%
200,000
-0.9%
1.34%
-13.6%
MMM Buy3M CO$19,569,000
+23.1%
138,122
+24.4%
1.32%
+26.5%
CREE BuyCREE INC$19,203,000
-15.1%
468,946
+3.6%
1.29%
-12.8%
CAT BuyCATERPILLAR INC$18,354,000
+2311.8%
185,340
+2545.4%
1.24%
+2374.0%
KO  COCA-COLA CO/THE$15,037,000
+0.7%
352,4770.0%1.01%
+3.6%
COP BuyCONOCOPHILLIPS$14,343,000
-4.4%
187,443
+7.1%
0.97%
-1.7%
PG BuyPROCTER & GAMBLE CO$14,257,000
+11.5%
170,250
+4.6%
0.96%
+14.5%
BLL  BALL CORP$14,236,000
+0.9%
225,0000.0%0.96%
+3.8%
IBM BuyINTL BUSINESS MACHINES CORP$14,231,000
+5.4%
74,968
+0.6%
0.96%
+8.2%
SLB BuySCHLUMBERGER LTD$13,939,000
-10.6%
137,073
+3.7%
0.94%
-8.2%
SellT-MOBILE US INC$13,693,000
-61.9%
184,148
-7.0%
0.92%
-60.9%
AMGN BuyAMGEN INC$13,319,000
+56.9%
94,821
+32.2%
0.90%
+61.2%
PCYC  PHARMACYCLICS INC$13,258,000
+30.9%
112,9000.0%0.89%
+34.6%
QCOM BuyQUALCOMM INC$12,292,000
-4.9%
164,399
+0.7%
0.83%
-2.4%
BRKB SellBERKSHIRE 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%
215,0000.0%0.76%
+4.7%
GE  GENERAL ELECTRIC CO$11,259,000
-2.5%
439,4640.0%0.76%
+0.1%
INTU  INTUIT INC$11,079,000
+8.8%
126,4050.0%0.75%
+11.8%
JBLU  JETBLUE AIRWAYS CORP$10,936,000
-2.1%
1,029,8000.0%0.74%
+0.5%
PWR  QUANTA SERVICES INC$9,798,000
+4.9%
270,0000.0%0.66%
+7.8%
ATVI  ACTIVISION BLIZZARD INC$9,229,000
-6.8%
443,9000.0%0.62%
-4.2%
GIS BuyGENERAL MILLS INC$8,859,000
+29.1%
175,600
+34.5%
0.60%
+32.7%
INTC SellINTEL CORP$8,457,000
+3.9%
242,887
-7.7%
0.57%
+6.7%
MCD  MCDONALDS CORP$8,160,000
-5.9%
86,0650.0%0.55%
-3.3%
NTRS  NORTHERN TRUST CORP$7,678,000
+5.9%
112,8600.0%0.52%
+9.1%
WFC  WELLS FARGO & COMPANY$7,472,000
-1.3%
144,0440.0%0.50%
+1.4%
EMR SellEMERSON ELECTRIC CO$7,323,000
-16.4%
117,020
-11.4%
0.49%
-14.1%
KSS SellKOHLS CORP$7,140,000
-8.2%
116,992
-20.7%
0.48%
-5.7%
MS SellMORGAN STANLEY$6,770,000
-11.8%
195,848
-17.5%
0.46%
-9.3%
CME  CME GROUP INC$6,403,000
+12.7%
80,0800.0%0.43%
+15.8%
GOOGL BuyGOOGLE INC-CL A$6,273,000
+24.1%
10,865
+23.7%
0.42%
+27.4%
MSFT BuyMICROSOFT CORP$6,249,000
+12.9%
134,791
+1.5%
0.42%
+16.0%
DFS BuyDISCOVER FINANCIAL SERVICES$6,158,000
+7.6%
95,640
+3.6%
0.42%
+10.7%
HD SellHOME DEPOT INC$6,139,000
+7.0%
66,920
-5.5%
0.41%
+10.1%
JPM SellJPMORGAN CHASE & CO$5,782,000
+3.2%
95,979
-1.3%
0.39%
+6.0%
PM  PHILIP MORRIS INTERNATIONAL$5,755,000
-1.1%
69,0000.0%0.39%
+1.6%
DVN BuyDEVON ENERGY CORPORATION$5,702,000
+128.8%
83,630
+166.4%
0.38%
+135.6%
CSCO  CISCO SYSTEMS INC$5,583,000
+1.3%
221,7930.0%0.38%
+3.9%
MDY  Midcap SPDR Trust Series 1$5,460,000
-4.3%
21,9000.0%0.37%
-1.6%
CHRW  C.H. ROBINSON WORLDWIDE INC$5,350,000
+4.0%
80,6650.0%0.36%
+6.8%
EFA BuyISHARES MSCI EAFE INDEX FUND$5,117,000
+3453.5%
79,800
+3700.0%
0.34%
+3733.3%
RY SellROYAL 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%
40,0000.0%0.27%
-0.4%
RJF  RAYMOND JAMES FINANCIAL INC$3,938,000
+5.6%
73,5000.0%0.26%
+8.2%
ABT  ABBOTT LABORATORIES$3,904,000
+1.7%
93,8650.0%0.26%
+4.4%
WDC  WESTERN DIGITAL CORP$3,893,000
+5.4%
40,0000.0%0.26%
+8.3%
CL  COLGATE-PALMOLIVE CO$3,587,000
-4.3%
55,0000.0%0.24%
-1.6%
MRK  MERCK & CO. INC.$3,570,000
+2.5%
60,2250.0%0.24%
+5.2%
SNDK SellSANDISK CORP$3,557,000
-9.0%
36,319
-2.9%
0.24%
-6.2%
C SellCITIGROUP 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%
119,2060.0%0.22%0.0%
AXP BuyAMERICAN EXPRESS CO$3,166,000
+264.3%
36,161
+294.7%
0.21%
+273.7%
BRCM NewBROADCOM CORP-CL A$3,112,00077,000
+100.0%
0.21%
YUM SellYUM! BRANDS INC$3,064,000
-20.2%
42,568
-9.9%
0.21%
-17.9%
IWM  ISHARES RUSSELL 2000$3,064,000
-8.0%
28,0160.0%0.21%
-5.0%
LLY  ELI LILLY & CO$3,067,000
+4.3%
47,2860.0%0.21%
+7.3%
UTX SellUNITED TECHNOLOGIES CORP$3,062,000
-15.6%
29,000
-7.7%
0.21%
-13.4%
CVX SellCHEVRON CORP$3,058,000
-10.2%
25,627
-1.7%
0.21%
-7.6%
NKE BuyNIKE INC -CL B$3,013,000
+28.8%
33,774
+11.9%
0.20%
+31.8%
WAG  WALGREEN CO$2,964,000
-20.0%
50,0000.0%0.20%
-17.7%
BMY BuyBRISTOL-MYERS SQUIBB CO$2,880,000
+18.7%
56,272
+12.5%
0.19%
+22.0%
BIIB BuyBIOGEN IDEC INC$2,861,000
+959.6%
8,649
+911.6%
0.19%
+972.2%
GLW BuyCORNING 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%
45,2170.0%0.18%
-11.8%
BIDU SellBAIDU INC - SPON ADR$2,636,000
-6.6%
12,078
-20.0%
0.18%
-3.8%
NOW  SERVICENOW INC$2,586,000
-5.1%
44,0000.0%0.17%
-2.8%
SYK  STRYKER CORP$2,423,000
-4.2%
30,0000.0%0.16%
-1.8%
USB  US BANCORP$2,342,000
-3.4%
55,9860.0%0.16%
-0.6%
TXT  TEXTRON INC$2,159,000
-6.0%
60,0000.0%0.15%
-3.3%
JCI  JOHNSON CONTROLS INC$2,156,000
-11.9%
49,0000.0%0.14%
-9.9%
DIS SellTHE WALT DISNEY CO$2,122,000
+0.9%
23,834
-2.9%
0.14%
+3.6%
MNST NewMONSTER BEVERAGE CORP$1,985,00021,650
+100.0%
0.13%
BBT NewBB&T CORP$1,898,00051,000
+100.0%
0.13%
RIG  TRANSOCEAN INC$1,876,000
-29.0%
58,6710.0%0.13%
-27.2%
PSX BuyPHILLIPS 66-W/I$1,838,000
+107.7%
22,600
+105.5%
0.12%
+113.8%
ACT BuyACTAVIS INC$1,810,000
+62.3%
7,500
+50.0%
0.12%
+67.1%
BA BuyBOEING CO$1,784,000
+8.6%
14,005
+8.5%
0.12%
+11.1%
PPG SellPPG INDUSTRIES INC$1,771,000
-20.9%
9,000
-15.6%
0.12%
-19.0%
IOC SellINTEROIL CORP$1,742,000
-70.4%
32,100
-65.1%
0.12%
-69.6%
PCLN SellPRICELINE.COM INC$1,738,000
-44.2%
1,500
-42.0%
0.12%
-42.6%
GILD SellGILEAD SCIENCES INC$1,594,000
-9.0%
14,975
-29.1%
0.11%
-7.0%
TGT  TARGET CORP$1,567,000
+8.1%
25,0000.0%0.11%
+11.6%
WMT SellWAL-MART STORES INC$1,528,000
-57.6%
19,979
-58.4%
0.10%
-56.4%
LLL NewL-3 COMMUNICATIONS HOLDINGS$1,468,00012,346
+100.0%
0.10%
GWW NewWW GRAINGER INC$1,459,0005,798
+100.0%
0.10%
MDLZ  MONDELEZ INTERNATIONAL INC$1,433,000
-8.9%
41,8140.0%0.10%
-5.8%
PEP  PEPSICO INC$1,417,000
+4.2%
15,2230.0%0.10%
+7.9%
GS SellGOLDMAN SACHS GROUP INC$1,421,000
-1.5%
7,742
-10.1%
0.10%
+1.1%
AAPL SellAPPLE INC$1,365,000
-82.1%
13,553
-83.5%
0.09%
-81.6%
DIA  SPDR DJIA TRUST$1,327,000
+1.3%
7,8000.0%0.09%
+3.5%
IVV  ISHARES S&P 500 INDEX FUND$1,303,000
+0.7%
6,5700.0%0.09%
+3.5%
MDT  MEDTRONIC INC$1,239,000
-2.8%
20,0000.0%0.08%0.0%
TJX BuyTJX COMPANIES INC$1,134,000
+63.4%
19,159
+46.7%
0.08%
+65.2%
DD NewDU PONT (E.I.) DE NEMOURS$1,091,00015,200
+100.0%
0.07%
KMB  KIMBERLY-CLARK CORP$1,076,000
-3.2%
10,0000.0%0.07%0.0%
KRFT  KRAFT FOODS GROUP INC$1,072,000
-5.9%
19,0000.0%0.07%
-4.0%
NEM  NEWMONT MINING CORP$1,013,000
-9.4%
43,9350.0%0.07%
-6.8%
APC BuyANADARKO PETROLEUM CORP$922,000
+365.7%
9,086
+401.4%
0.06%
+376.9%
MO BuyALTRIA GROUP INC$898,000
+41.4%
19,552
+29.0%
0.06%
+45.2%
ICE  INTERCONTINENTALEXCHANGE GRO$893,000
+3.4%
4,5760.0%0.06%
+5.3%
AMZN BuyAMAZON.COM INC$877,000
+72.0%
2,719
+73.3%
0.06%
+78.8%
ADM  ARCHER-DANIELS-MIDLAND CO$860,000
+15.9%
16,8210.0%0.06%
+18.4%
DE  DEERE & CO$805,000
-9.4%
9,8160.0%0.05%
-6.9%
COST BuyCOSTCO WHOLESALE CORP$756,000
+38.7%
6,032
+27.5%
0.05%
+41.7%
APA SellAPACHE CORP$732,000
-99.4%
7,795
-99.3%
0.05%
-99.4%
STZ SellCONSTELLATION 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%
16,7320.0%0.05%0.0%
SPG BuySIMON PROPERTY$678,000
+118.7%
4,126
+121.1%
0.05%
+130.0%
ROK  ROCKWELL AUTOMATION INC$675,000
-12.2%
6,1410.0%0.04%
-10.0%
HSY SellHERSHEY CO/THE$657,000
-76.3%
6,884
-75.9%
0.04%
-75.8%
LMT NewLOCKHEED MARTIN CORP$640,0003,500
+100.0%
0.04%
BAC  BANK OF AMERICA CORP$617,000
+11.0%
36,1740.0%0.04%
+16.7%
PFE  PFIZER INC$591,000
-0.5%
20,0000.0%0.04%
+2.6%
OXY BuyOCCIDENTAL PETROLEUM CORP$568,000
+41.6%
5,911
+51.1%
0.04%
+46.2%
CELG SellCELGENE CORP$566,000
-15.1%
5,970
-23.2%
0.04%
-13.6%
DHR  DANAHER CORP$553,000
-3.5%
7,2820.0%0.04%
-2.6%
CBOE  CBOE HOLDINGS INC$545,000
+8.8%
10,1740.0%0.04%
+12.1%
SRE SellSEMPRA ENERGY$544,000
-7.3%
5,162
-7.9%
0.04%
-5.1%
V BuyVISA INC-CLASS A SHARES$524,000
+37.5%
2,457
+36.0%
0.04%
+40.0%
NEE SellNEXTERA ENERGY INC$512,000
-12.9%
5,457
-4.9%
0.04%
-10.3%
AFL BuyAFLAC INC$522,000
+38.1%
8,968
+47.8%
0.04%
+40.0%
M BuyMACYS INC$513,000
+8.9%
8,812
+8.6%
0.04%
+12.9%
VZ BuyVERIZON COMMUNICATIONS INC$525,000
+7.4%
10,500
+5.0%
0.04%
+9.4%
RTN  RAYTHEON COMPANY$508,000
+10.2%
5,0000.0%0.03%
+13.3%
CERN NewCERNER CORP$466,0007,822
+100.0%
0.03%
MPC  MARATHON PETROLEUM CORP$423,000
+8.5%
5,0000.0%0.03%
+11.5%
LYV NewLIVE NATION ENTERTAINMENT IN$399,00016,601
+100.0%
0.03%
RRC BuyRANGE RESOURCES CORP$376,000
+22.1%
5,547
+56.4%
0.02%
+25.0%
MRO  MARATHON OIL CORP$376,000
-5.8%
10,0000.0%0.02%
-3.8%
DG SellDOLLAR GENERAL CORP$352,000
-18.7%
5,752
-23.8%
0.02%
-14.3%
PNC SellPNC FINANCIAL SERVICES GROUP$357,000
-18.5%
4,172
-15.2%
0.02%
-17.2%
COV SellCOVIDIEN LTD$350,000
-26.2%
4,051
-22.9%
0.02%
-22.6%
MET BuyMETLIFE INC$353,000
+20.5%
6,571
+24.7%
0.02%
+26.3%
FTI BuyFMC TECHNOLOGIES INC$336,000
+53.4%
6,184
+72.5%
0.02%
+64.3%
IACI NewIAC/INTERACTIVECORP$336,0005,100
+100.0%
0.02%
MON  MONSANTO CO$329,000
-9.9%
2,9280.0%0.02%
-8.3%
MHK BuyMOHAWK INDUSTRIES INC$333,000
+25.2%
2,472
+28.6%
0.02%
+29.4%
STI BuySUNTRUST BANKS INC$312,000
+13.9%
8,217
+20.0%
0.02%
+16.7%
FNMA ExitFANNIE MAE$0-9,226
-100.0%
-0.00%
LGF ExitLIONS GATE ENTERTAINMENT COR$0-6,656
-100.0%
-0.01%
SCHW ExitSCHWAB (CHARLES) CORP$0-8,767
-100.0%
-0.02%
FCX ExitFREEPORT-MCMORAN COPPER$0-8,024
-100.0%
-0.02%
T ExitAT&T INC$0-8,000
-100.0%
-0.02%
AVB ExitAVALONBAY COMMUN$0-2,389
-100.0%
-0.02%
RF ExitREGIONS FINANCIAL CORP$0-39,015
-100.0%
-0.03%
AN ExitAUTONATION INC$0-7,537
-100.0%
-0.03%
SHPG ExitSHIRE PLC - ADR EQUITY$0-2,970
-100.0%
-0.05%
NTAP ExitNETAPP INC$0-30,000
-100.0%
-0.07%
SRCL ExitSTERICYCLE INC$0-10,000
-100.0%
-0.08%
TSN ExitTYSON FOODS INC-CL A$0-148,240
-100.0%
-0.36%
JBHT ExitHUNT (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
Signatures

The EDGAR filing(s) were signed by:

Top long-term holdings
NameQuarters ownedLatest quarter ownedMax weighting
UNITED PARCEL SERVICE-CL B14Q3 20164.7%
ORACLE CORP14Q3 20163.8%
EXXON MOBIL CORP14Q3 20164.5%
JOHNSON & JOHNSON14Q3 20162.6%
DR HORTON INC14Q3 20162.4%
INVESCO LTD14Q3 20162.0%
SPDR TRUST SERIES 114Q3 20163.4%
GOLDMAN SACHS GROUP INC14Q3 20163.5%
3M CO14Q3 20162.9%
COCA-COLA CO/THE14Q3 20161.7%

View Parametric Risk Advisors LLC's complete holdings history.

Latest filings
TypeFiled
13F-HR2016-11-14
13F-HR2016-08-12
13F-HR2016-05-13
13F-HR2016-02-12
13F-HR2015-11-16
13F-HR2015-08-14
13F-HR2015-05-18
13F-HR2015-02-11
13F-HR2014-11-12
13F-HR2014-08-12

View Parametric Risk Advisors LLC's complete filings history.

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