$1.44 Billion is the total value of Parametric Risk Advisors LLC's 119 reported holdings in Q4 2015. The portfolio turnover from Q3 2015 to Q4 2015 was 9.2% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FB | Sell | FACEBOOK INC-A | $587,959,000 | -18.0% | 5,617,800 | -29.5% | 40.79% | -12.3% |
| UPS | Buy | UNITED PARCEL SERVICE-CL B | $51,905,000 | +2.1% | 539,386 | +4.7% | 3.60% | +9.2% |
| GS | GOLDMAN SACHS GROUP INC | $50,959,000 | +3.7% | 282,742 | 0.0% | 3.54% | +10.9% | |
| CMCSA | New | COMCAST CORP-CL A | $45,144,000 | – | 800,000 | +100.0% | 3.13% | – |
| ORCL | ORACLE CORP | $44,872,000 | +1.1% | 1,228,358 | 0.0% | 3.11% | +8.1% | |
| JNJ | Buy | JOHNSON & JOHNSON | $37,571,000 | +23.2% | 365,766 | +12.0% | 2.61% | +31.7% |
| DHI | DR HORTON INC | $31,710,000 | +9.1% | 990,000 | 0.0% | 2.20% | +16.6% | |
| XOM | Sell | EXXON MOBIL CORP | $25,959,000 | -49.7% | 333,017 | -52.0% | 1.80% | -46.2% |
| IVZ | INVESCO LTD | $25,110,000 | +7.2% | 750,000 | 0.0% | 1.74% | +14.6% | |
| KO | Buy | COCA-COLA CO/THE | $24,770,000 | +8.3% | 576,586 | +1.2% | 1.72% | +15.8% |
| SPY | Sell | SPDR TRUST SERIES 1 | $24,703,000 | +4.4% | 121,169 | -1.9% | 1.71% | +11.6% |
| MMM | Buy | 3M CO | $21,963,000 | +8.2% | 145,799 | +1.9% | 1.52% | +15.7% |
| GE | Sell | GENERAL ELECTRIC CO | $21,851,000 | +22.3% | 701,464 | -1.0% | 1.52% | +30.7% |
| IYR | ISHARES DJ US REAL ESTATE | $20,272,000 | +5.8% | 270,000 | 0.0% | 1.41% | +13.2% | |
| JBLU | Sell | JETBLUE AIRWAYS CORP | $18,951,000 | -12.1% | 836,700 | -0.0% | 1.32% | -6.1% |
| BLL | BALL CORP | $16,364,000 | +16.9% | 225,000 | 0.0% | 1.14% | +25.0% | |
| CAT | Sell | CATERPILLAR INC | $15,844,000 | -4.2% | 233,137 | -7.9% | 1.10% | +2.3% |
| PG | Buy | PROCTER & GAMBLE CO | $14,894,000 | +19.6% | 187,562 | +8.4% | 1.03% | +27.8% |
| AAPL | Buy | APPLE INC | $13,610,000 | +78.4% | 129,303 | +87.0% | 0.94% | +90.7% |
| EMR | Sell | EMERSON ELECTRIC CO | $13,517,000 | -15.6% | 282,600 | -22.1% | 0.94% | -9.8% |
| AMGN | Buy | AMGEN INC | $12,373,000 | +44.9% | 76,224 | +23.5% | 0.86% | +54.9% |
| TEVA | Buy | TEVA PHARM | $10,502,000 | +313.3% | 160,000 | +255.6% | 0.73% | +341.8% |
| INTU | Sell | INTUIT INC | $10,152,000 | +1.5% | 105,202 | -6.7% | 0.70% | +8.5% |
| DOW | Sell | DOW CHEMICAL | $10,039,000 | +10.1% | 195,000 | -9.3% | 0.70% | +17.7% |
| SLB | SCHLUMBERGER LTD | $9,561,000 | +1.1% | 137,073 | 0.0% | 0.66% | +8.0% | |
| GOOG | Buy | GOOGLE INC-CL C | $9,268,000 | +38.8% | 12,213 | +11.3% | 0.64% | +48.5% |
| CSCO | Buy | CISCO SYSTEMS INC | $9,177,000 | +177.1% | 337,946 | +167.9% | 0.64% | +196.3% |
| IBM | Sell | INTL BUSINESS MACHINES CORP | $8,693,000 | -17.6% | 63,168 | -13.2% | 0.60% | -12.0% |
| BMY | Buy | BRISTOL-MYERS SQUIBB CO | $8,411,000 | +72.7% | 122,272 | +48.6% | 0.58% | +84.8% |
| NTRS | Sell | NORTHERN TRUST CORP | $8,100,000 | +5.3% | 112,356 | -0.4% | 0.56% | +12.6% |
| WFC | Buy | WELLS FARGO & COMPANY | $8,053,000 | +5.9% | 148,137 | +0.0% | 0.56% | +13.2% |
| BRKB | BERKSHIRE HATHAWAY INC-CL B | $7,863,000 | +1.3% | 59,550 | 0.0% | 0.55% | +8.3% | |
| MSFT | Sell | MICROSOFT CORP | $6,809,000 | -31.5% | 122,725 | -45.3% | 0.47% | -26.8% |
| GIS | GENERAL MILLS INC | $6,631,000 | +2.7% | 115,000 | 0.0% | 0.46% | +9.8% | |
| CREE | CREE INC | $6,613,000 | +10.1% | 247,965 | 0.0% | 0.46% | +17.7% | |
| MS | MORGAN STANLEY | $6,167,000 | +1.0% | 193,876 | 0.0% | 0.43% | +8.1% | |
| PM | PHILIP MORRIS INTERNATIONAL | $6,066,000 | +10.8% | 69,000 | 0.0% | 0.42% | +18.6% | |
| JPM | Buy | JPMORGAN CHASE & CO | $5,778,000 | +18.5% | 87,500 | +9.4% | 0.40% | +26.5% |
| CL | Sell | COLGATE-PALMOLIVE CO | $5,751,000 | +4.4% | 86,319 | -0.6% | 0.40% | +11.5% |
| CVX | Buy | CHEVRON CORP | $5,600,000 | +44.1% | 62,255 | +26.4% | 0.39% | +54.4% |
| INTC | Buy | INTEL CORP | $5,361,000 | +45.4% | 155,613 | +27.2% | 0.37% | +55.6% |
| QCOM | Sell | QUALCOMM INC | $5,365,000 | -36.5% | 107,328 | -31.8% | 0.37% | -32.2% |
| CHKP | CHECK POINT SOFTWARE TECH | $5,198,000 | +2.6% | 63,870 | 0.0% | 0.36% | +9.7% | |
| ACN | ACCENTURE LTD-CL A | $5,185,000 | +6.3% | 49,619 | 0.0% | 0.36% | +13.9% | |
| BX | BLACKSTONE GROUP LP | $4,971,000 | -7.7% | 170,000 | 0.0% | 0.34% | -1.1% | |
| CHRW | Sell | C.H. ROBINSON WORLDWIDE INC | $4,894,000 | -9.1% | 78,912 | -0.6% | 0.34% | -2.6% |
| DATA | TABLEAU SOFTWARE INC-CL A | $4,711,000 | +18.1% | 50,000 | 0.0% | 0.33% | +26.3% | |
| PEP | PEPSICO INC | $4,667,000 | +6.0% | 46,703 | 0.0% | 0.32% | +13.3% | |
| WAG | Buy | WALGREEN CO | $4,343,000 | +93.5% | 51,000 | +88.9% | 0.30% | +106.2% |
| DVN | DEVON ENERGY CORPORATION | $4,292,000 | -13.7% | 134,140 | 0.0% | 0.30% | -7.7% | |
| RJF | RAYMOND JAMES FINANCIAL INC | $4,261,000 | +16.8% | 73,500 | 0.0% | 0.30% | +24.9% | |
| ABT | ABBOTT LABORATORIES | $4,177,000 | +11.7% | 93,000 | 0.0% | 0.29% | +19.3% | |
| ZBH | ZIMMER HOLDINGS INC | $4,104,000 | +9.2% | 40,000 | 0.0% | 0.28% | +16.8% | |
| DFS | DISCOVER FINANCIAL SERVICES | $4,050,000 | +3.2% | 75,524 | 0.0% | 0.28% | +10.2% | |
| GOOGL | Buy | GOOGLE INC-CL A | $3,906,000 | +61.9% | 5,020 | +32.8% | 0.27% | +72.6% |
| CME | CME GROUP INC | $3,858,000 | -2.3% | 42,580 | 0.0% | 0.27% | +4.7% | |
| KMB | KIMBERLY-CLARK CORP | $3,450,000 | +16.8% | 27,100 | 0.0% | 0.24% | +24.5% | |
| YUM | Sell | YUM! BRANDS INC | $3,375,000 | -14.6% | 46,203 | -6.6% | 0.23% | -8.9% |
| PCLN | PRICELINE.COM INC | $3,187,000 | +3.1% | 2,500 | 0.0% | 0.22% | +10.0% | |
| MDT | Sell | MEDTRONIC INC | $3,000,000 | -24.0% | 39,000 | -33.9% | 0.21% | -18.8% |
| LLY | Buy | ELI LILLY & CO | $2,931,000 | +28.3% | 34,786 | +27.5% | 0.20% | +37.2% |
| GGP | GENERAL GROWTH PROPERTIES | $2,884,000 | +4.8% | 106,000 | 0.0% | 0.20% | +11.7% | |
| JUNO | New | JUNO THERAPEUTICS INC | $2,858,000 | – | 65,000 | +100.0% | 0.20% | – |
| USB | Sell | US BANCORP | $2,828,000 | +0.9% | 66,282 | -3.0% | 0.20% | +7.7% |
| TGT | TARGET CORP | $2,793,000 | -7.7% | 38,470 | 0.0% | 0.19% | -1.0% | |
| SYK | STRYKER CORP | $2,788,000 | -1.2% | 30,000 | 0.0% | 0.19% | +5.5% | |
| UTX | UNITED TECHNOLOGIES CORP | $2,786,000 | +7.9% | 29,000 | 0.0% | 0.19% | +14.9% | |
| DD | Sell | DU PONT (E.I.) DE NEMOURS | $2,737,000 | +0.8% | 41,100 | -27.0% | 0.19% | +8.0% |
| CS | CREDIT SUISSE GROUP-SPON ADR | $2,586,000 | -9.7% | 119,206 | 0.0% | 0.18% | -3.8% | |
| MCD | Sell | MCDONALDS CORP | $2,543,000 | +17.8% | 21,525 | -1.7% | 0.18% | +25.7% |
| TXT | TEXTRON INC | $2,521,000 | +11.6% | 60,000 | 0.0% | 0.18% | +19.0% | |
| PNC | PNC FINANCIAL SERVICES GROUP | $2,416,000 | +6.8% | 25,354 | 0.0% | 0.17% | +14.3% | |
| BIDU | BAIDU INC - SPON ADR | $2,283,000 | +37.5% | 12,078 | 0.0% | 0.16% | +46.3% | |
| MNST | MONSTER BEVERAGE CORP | $2,205,000 | +10.2% | 14,800 | 0.0% | 0.15% | +17.7% | |
| BIIB | BIOGEN IDEC INC | $2,144,000 | +4.9% | 7,000 | 0.0% | 0.15% | +12.0% | |
| AXP | AMERICAN EXPRESS CO | $2,086,000 | -6.2% | 30,000 | 0.0% | 0.14% | +0.7% | |
| GLW | Buy | CORNING INC | $1,977,000 | +10.0% | 108,175 | +3.0% | 0.14% | +17.1% |
| BBT | BB&T CORP | $1,928,000 | +6.2% | 51,000 | 0.0% | 0.13% | +13.6% | |
| HD | HOME DEPOT INC | $1,927,000 | +14.5% | 14,573 | 0.0% | 0.13% | +22.9% | |
| JNPR | Sell | JUNIPER NETWORKS INC | $1,833,000 | +2.3% | 66,400 | -4.7% | 0.13% | +9.5% |
| COP | Sell | CONOCOPHILLIPS | $1,797,000 | -26.5% | 38,479 | -24.5% | 0.12% | -21.4% |
| PPG | PPG INDUSTRIES INC | $1,779,000 | +12.7% | 18,000 | 0.0% | 0.12% | +20.6% | |
| DIS | THE WALT DISNEY CO | $1,685,000 | +2.8% | 16,039 | 0.0% | 0.12% | +10.4% | |
| BA | BOEING CO | $1,576,000 | +10.4% | 10,900 | 0.0% | 0.11% | +17.2% | |
| LLL | L-3 COMMUNICATIONS HOLDINGS | $1,475,000 | +14.3% | 12,346 | 0.0% | 0.10% | +21.4% | |
| DRI | DARDEN RESTAURANTS INC | $1,447,000 | -7.1% | 22,731 | 0.0% | 0.10% | -1.0% | |
| DIA | SPDR DJIA TRUST | $1,357,000 | +7.0% | 7,800 | 0.0% | 0.09% | +14.6% | |
| WMT | WAL-MART STORES INC | $1,225,000 | -5.4% | 19,979 | 0.0% | 0.08% | +1.2% | |
| IVV | Sell | ISHARES S&P 500 INDEX FUND | $1,219,000 | +4.9% | 5,952 | -1.3% | 0.08% | +13.3% |
| GILD | GILEAD SCIENCES INC | $1,204,000 | +3.1% | 11,900 | 0.0% | 0.08% | +10.5% | |
| MDLZ | Sell | MONDELEZ INTERNATIONAL INC | $1,211,000 | -14.9% | 27,000 | -20.6% | 0.08% | -8.7% |
| GWW | WW GRAINGER INC | $1,175,000 | -5.8% | 5,798 | 0.0% | 0.08% | +1.2% | |
| ICE | INTERCONTINENTALEXCHANGE GRO | $1,173,000 | +9.1% | 4,576 | 0.0% | 0.08% | +15.7% | |
| BHP | BHP BILLITON LTD-SPON ADR | $1,165,000 | -18.5% | 45,217 | 0.0% | 0.08% | -12.9% | |
| ADM | ARCHER-DANIELS-MIDLAND CO | $1,094,000 | -11.5% | 29,821 | 0.0% | 0.08% | -5.0% | |
| BAC | New | BANK OF AMERICA CORP | $1,060,000 | – | 63,000 | +100.0% | 0.07% | – |
| IWM | Sell | ISHARES RUSSELL 2000 | $957,000 | -32.7% | 8,500 | -34.7% | 0.07% | -28.3% |
| EFA | ISHARES MSCI EAFE INDEX FUND | $945,000 | +2.4% | 16,100 | 0.0% | 0.07% | +10.0% | |
| UNH | UNITEDHEALTH GROUP INC | $941,000 | +1.4% | 8,000 | 0.0% | 0.06% | +8.3% | |
| SFM | SPROUTS FARMERS MARKET INC | $931,000 | +26.0% | 35,000 | 0.0% | 0.06% | +35.4% | |
| MAR | New | MARRIOTT INTERNATIONAL-CL A | $925,000 | – | 13,800 | +100.0% | 0.06% | – |
| TJX | TJX COMPANIES INC | $926,000 | -0.8% | 13,059 | 0.0% | 0.06% | +4.9% | |
| MRK | MERCK & CO. INC. | $898,000 | +6.9% | 17,000 | 0.0% | 0.06% | +12.7% | |
| EEM | Sell | ISHARES MSCI EMERGING MKT IN | $802,000 | -26.4% | 24,900 | -25.0% | 0.06% | -21.1% |
| NEM | NEWMONT MINING CORP | $790,000 | +11.9% | 43,935 | 0.0% | 0.06% | +19.6% | |
| LMT | LOCKHEED MARTIN CORP | $760,000 | +4.7% | 3,500 | 0.0% | 0.05% | +12.8% | |
| DE | DEERE & CO | $749,000 | +3.2% | 9,816 | 0.0% | 0.05% | +10.6% | |
| KRFT | KRAFT HEINZ CO/THE | $728,000 | +3.1% | 10,000 | 0.0% | 0.05% | +10.9% | |
| CBOE | CBOE HOLDINGS INC | $660,000 | -3.2% | 10,174 | 0.0% | 0.05% | +4.5% | |
| PFE | PFIZER INC | $646,000 | +2.9% | 20,000 | 0.0% | 0.04% | +9.8% | |
| RTN | RAYTHEON COMPANY | $623,000 | +14.1% | 5,000 | 0.0% | 0.04% | +22.9% | |
| ABBV | Sell | ABBVIE INC | $574,000 | +7.5% | 9,694 | -1.2% | 0.04% | +14.3% |
| MPC | MARATHON PETROLEUM CORP | $518,000 | +11.9% | 10,000 | 0.0% | 0.04% | +20.0% | |
| Sell | ISHARES RUSSELL 2000put | $430,000 | -63.5% | 14,724 | -27.5% | 0.03% | -60.5% | |
| UNP | New | UNION PACIFIC CORP | $391,000 | – | 5,000 | +100.0% | 0.03% | – |
| HSY | HERSHEY CO/THE | $259,000 | -2.6% | 2,900 | 0.0% | 0.02% | +5.9% | |
| APC | ANADARKO PETROLEUM CORP | $130,000 | -19.3% | 2,674 | 0.0% | 0.01% | -10.0% | |
| MRO | MARATHON OIL CORP | $126,000 | -18.2% | 10,000 | 0.0% | 0.01% | -10.0% | |
| APA | Exit | APACHE CORP | $0 | – | -7,795 | -100.0% | -0.02% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -58,228 | -100.0% | -0.05% | – |
| PSX | Exit | PHILLIPS 66-W/I | $0 | – | -11,600 | -100.0% | -0.06% | – |
| SNDK | Exit | SANDISK CORP | $0 | – | -36,319 | -100.0% | -0.13% | – |
| ACT | Exit | Allergain PLC | $0 | – | -15,000 | -100.0% | -0.26% | – |
| CMCSK | Exit | COMCAST CORP-SPECIAL CL A | $0 | – | -800,000 | -100.0% | -2.97% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-02-12
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.