$1.47 Billion is the total value of Parametric Risk Advisors LLC's 145 reported holdings in Q1 2016. The portfolio turnover from Q4 2015 to Q1 2016 was 35.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FB | Sell | FACEBOOK INC-A | $524,102,000 | -10.9% | 4,593,355 | -18.2% | 35.59% | -12.8% |
| UPS | Buy | UNITED PARCEL SERVICE-CL B | $57,893,000 | +11.5% | 548,906 | +1.8% | 3.93% | +9.2% |
| ORCL | Buy | ORACLE CORP | $51,484,000 | +14.7% | 1,258,458 | +2.5% | 3.50% | +12.3% |
| CMCSA | Buy | COMCAST CORP-CL A | $50,327,000 | +11.5% | 823,949 | +3.0% | 3.42% | +9.1% |
| SPY | Buy | SPDR TRUST SERIES 1 | $49,390,000 | +99.9% | 240,317 | +98.3% | 3.35% | +95.7% |
| GS | GOLDMAN SACHS GROUP INC | $44,385,000 | -12.9% | 282,742 | 0.0% | 3.01% | -14.8% | |
| JNJ | Sell | JOHNSON & JOHNSON | $33,142,000 | -11.8% | 306,306 | -16.3% | 2.25% | -13.7% |
| DHI | DR HORTON INC | $29,928,000 | -5.6% | 990,000 | 0.0% | 2.03% | -7.6% | |
| XOM | Sell | EXXON MOBIL CORP | $25,289,000 | -2.6% | 302,532 | -9.2% | 1.72% | -4.7% |
| GE | Buy | GENERAL ELECTRIC CO | $23,672,000 | +8.3% | 744,634 | +6.2% | 1.61% | +6.1% |
| IVZ | INVESCO LTD | $23,078,000 | -8.1% | 750,000 | 0.0% | 1.57% | -10.0% | |
| TXN | New | TEXAS INSTRUMENTS INC | $22,968,000 | – | 400,000 | +100.0% | 1.56% | – |
| MMM | Sell | 3M CO | $22,387,000 | +1.9% | 134,349 | -7.9% | 1.52% | -0.3% |
| IYR | ISHARES DJ US REAL ESTATE | $21,022,000 | +3.7% | 270,000 | 0.0% | 1.43% | +1.5% | |
| CAT | Buy | CATERPILLAR INC | $18,453,000 | +16.5% | 241,091 | +3.4% | 1.25% | +14.0% |
| AAPL | Buy | APPLE INC | $17,121,000 | +25.8% | 157,086 | +21.5% | 1.16% | +23.2% |
| CSCO | Buy | CISCO SYSTEMS INC | $16,666,000 | +81.6% | 585,396 | +73.2% | 1.13% | +77.7% |
| KO | Sell | COCA-COLA CO/THE | $15,437,000 | -37.7% | 332,771 | -42.3% | 1.05% | -39.0% |
| EMR | EMERSON ELECTRIC CO | $15,368,000 | +13.7% | 282,600 | 0.0% | 1.04% | +11.3% | |
| JBLU | Sell | JETBLUE AIRWAYS CORP | $15,327,000 | -19.1% | 725,700 | -13.3% | 1.04% | -20.8% |
| PG | Sell | PROCTER & GAMBLE CO | $11,931,000 | -19.9% | 144,954 | -22.7% | 0.81% | -21.6% |
| WFC | Buy | WELLS FARGO & COMPANY | $11,551,000 | +43.4% | 238,851 | +61.2% | 0.78% | +40.3% |
| AMGN | AMGEN INC | $11,428,000 | -7.6% | 76,224 | 0.0% | 0.78% | -9.6% | |
| PEP | Buy | PEPSICO INC | $10,937,000 | +134.3% | 106,723 | +128.5% | 0.74% | +129.3% |
| INTU | INTUIT INC | $10,942,000 | +7.8% | 105,202 | 0.0% | 0.74% | +5.5% | |
| BLL | Sell | BALL CORP | $10,694,000 | -34.6% | 150,000 | -33.3% | 0.73% | -36.0% |
| TEVA | Buy | TEVA PHARM | $10,167,000 | -3.2% | 190,000 | +18.8% | 0.69% | -5.3% |
| MCHP | New | MICROCHIP TECHNOLOGY INC | $10,106,000 | – | 209,676 | +100.0% | 0.69% | – |
| DOW | DOW CHEMICAL | $9,918,000 | -1.2% | 195,000 | 0.0% | 0.67% | -3.3% | |
| MS | Buy | MORGAN STANLEY | $9,907,000 | +60.6% | 396,130 | +104.3% | 0.67% | +57.2% |
| IBM | INTL BUSINESS MACHINES CORP | $9,567,000 | +10.1% | 63,168 | 0.0% | 0.65% | +7.8% | |
| MSFT | Buy | MICROSOFT CORP | $9,096,000 | +33.6% | 164,688 | +34.2% | 0.62% | +30.9% |
| GOOG | Sell | GOOGLE INC-CL C | $9,066,000 | -2.2% | 12,170 | -0.4% | 0.62% | -4.2% |
| BRKB | Buy | BERKSHIRE HATHAWAY INC-CL B | $8,945,000 | +13.8% | 63,049 | +5.9% | 0.61% | +11.2% |
| BMY | Buy | BRISTOL-MYERS SQUIBB CO | $8,769,000 | +4.3% | 137,272 | +12.3% | 0.60% | +2.1% |
| CL | Buy | COLGATE-PALMOLIVE CO | $7,893,000 | +37.2% | 111,719 | +29.4% | 0.54% | +34.3% |
| BMO | New | BANK OF MONTREAL | $7,884,000 | – | 129,901 | +100.0% | 0.54% | – |
| JPM | Buy | JPMORGAN CHASE & CO | $7,592,000 | +31.4% | 128,192 | +46.5% | 0.52% | +28.7% |
| GIS | GENERAL MILLS INC | $7,285,000 | +9.9% | 115,000 | 0.0% | 0.50% | +7.6% | |
| CREE | CREE INC | $7,216,000 | +9.1% | 247,965 | 0.0% | 0.49% | +6.8% | |
| TGT | Buy | TARGET CORP | $6,210,000 | +122.3% | 75,470 | +96.2% | 0.42% | +117.5% |
| QCOM | Buy | QUALCOMM INC | $6,150,000 | +14.6% | 120,265 | +12.1% | 0.42% | +12.4% |
| PCLN | Buy | PRICELINE.COM INC | $5,929,000 | +86.0% | 4,600 | +84.0% | 0.40% | +82.4% |
| HON | New | HONEYWELL INTERNATIONAL INC | $5,939,000 | – | 53,000 | +100.0% | 0.40% | – |
| ACN | ACCENTURE LTD-CL A | $5,726,000 | +10.4% | 49,619 | 0.0% | 0.39% | +8.1% | |
| CHKP | CHECK POINT SOFTWARE TECH | $5,587,000 | +7.5% | 63,870 | 0.0% | 0.38% | +5.0% | |
| CVX | Sell | CHEVRON CORP | $5,348,000 | -4.5% | 56,057 | -10.0% | 0.36% | -6.7% |
| WAG | Buy | WALGREEN CO | $5,307,000 | +22.2% | 63,000 | +23.5% | 0.36% | +19.6% |
| PM | Sell | PHILIP MORRIS INTERNATIONAL | $5,053,000 | -16.7% | 51,500 | -25.4% | 0.34% | -18.5% |
| INTC | INTEL CORP | $5,034,000 | -6.1% | 155,613 | 0.0% | 0.34% | -8.1% | |
| KMB | Buy | KIMBERLY-CLARK CORP | $4,990,000 | +44.6% | 37,100 | +36.9% | 0.34% | +41.8% |
| USB | Buy | US BANCORP | $4,876,000 | +72.4% | 120,130 | +81.2% | 0.33% | +68.9% |
| BX | BLACKSTONE GROUP LP | $4,769,000 | -4.1% | 170,000 | 0.0% | 0.32% | -6.1% | |
| CHRW | Sell | C.H. ROBINSON WORLDWIDE INC | $4,683,000 | -4.3% | 63,082 | -20.1% | 0.32% | -6.5% |
| CME | Buy | CME GROUP INC | $4,348,000 | +12.7% | 45,272 | +6.3% | 0.30% | +10.1% |
| YUM | Buy | YUM! BRANDS INC | $4,342,000 | +28.7% | 53,050 | +14.8% | 0.30% | +26.1% |
| ZBH | ZIMMER HOLDINGS INC | $4,265,000 | +3.9% | 40,000 | 0.0% | 0.29% | +1.8% | |
| DFS | DISCOVER FINANCIAL SERVICES | $3,846,000 | -5.0% | 75,524 | 0.0% | 0.26% | -7.1% | |
| GOOGL | Sell | GOOGLE INC-CL A | $3,799,000 | -2.7% | 4,980 | -0.8% | 0.26% | -4.8% |
| RJF | RAYMOND JAMES FINANCIAL INC | $3,499,000 | -17.9% | 73,500 | 0.0% | 0.24% | -19.6% | |
| ABT | Sell | ABBOTT LABORATORIES | $3,472,000 | -16.9% | 83,000 | -10.8% | 0.24% | -18.6% |
| SYK | STRYKER CORP | $3,219,000 | +15.5% | 30,000 | 0.0% | 0.22% | +13.5% | |
| GGP | GENERAL GROWTH PROPERTIES | $3,151,000 | +9.3% | 106,000 | 0.0% | 0.21% | +7.0% | |
| MDT | MEDTRONIC INC | $2,925,000 | -2.5% | 39,000 | 0.0% | 0.20% | -4.3% | |
| UTX | UNITED TECHNOLOGIES CORP | $2,903,000 | +4.2% | 29,000 | 0.0% | 0.20% | +2.1% | |
| NTAP | New | NETAPP INC | $2,729,000 | – | 100,000 | +100.0% | 0.18% | – |
| LLY | Buy | ELI LILLY & CO | $2,719,000 | -7.2% | 37,763 | +8.6% | 0.18% | -8.9% |
| DD | DU PONT (E.I.) DE NEMOURS | $2,602,000 | -4.9% | 41,100 | 0.0% | 0.18% | -6.8% | |
| MCD | Sell | MCDONALDS CORP | $2,543,000 | 0.0% | 20,235 | -6.0% | 0.17% | -1.7% |
| PPG | Buy | PPG INDUSTRIES INC | $2,503,000 | +40.7% | 22,448 | +24.7% | 0.17% | +38.2% |
| BABA | New | ALIBABA GROUP HOLDING-SP ADR | $2,371,000 | – | 30,000 | +100.0% | 0.16% | – |
| BIDU | BAIDU INC - SPON ADR | $2,305,000 | +1.0% | 12,078 | 0.0% | 0.16% | -0.6% | |
| GLW | CORNING INC | $2,260,000 | +14.3% | 108,175 | 0.0% | 0.15% | +11.7% | |
| TXT | TEXTRON INC | $2,188,000 | -13.2% | 60,000 | 0.0% | 0.15% | -14.9% | |
| KRFT | Buy | KRAFT HEINZ CO/THE | $2,200,000 | +202.2% | 28,000 | +180.0% | 0.15% | +192.2% |
| PNC | PNC FINANCIAL SERVICES GROUP | $2,144,000 | -11.3% | 25,354 | 0.0% | 0.15% | -13.1% | |
| RTN | Buy | RAYTHEON COMPANY | $2,113,000 | +239.2% | 17,227 | +244.5% | 0.14% | +232.6% |
| DIA | Buy | SPDR DJIA TRUST | $2,047,000 | +50.8% | 11,588 | +48.6% | 0.14% | +47.9% |
| MNST | MONSTER BEVERAGE CORP | $1,974,000 | -10.5% | 14,800 | 0.0% | 0.13% | -12.4% | |
| MRK | Buy | MERCK & CO. INC. | $1,958,000 | +118.0% | 37,000 | +117.6% | 0.13% | +114.5% |
| COP | Buy | CONOCOPHILLIPS | $1,952,000 | +8.6% | 48,479 | +26.0% | 0.13% | +6.4% |
| HD | HOME DEPOT INC | $1,944,000 | +0.9% | 14,573 | 0.0% | 0.13% | -1.5% | |
| AXP | AMERICAN EXPRESS CO | $1,842,000 | -11.7% | 30,000 | 0.0% | 0.12% | -13.8% | |
| BIIB | BIOGEN IDEC INC | $1,822,000 | -15.0% | 7,000 | 0.0% | 0.12% | -16.8% | |
| WMT | Buy | WAL-MART STORES INC | $1,780,000 | +45.3% | 25,982 | +30.0% | 0.12% | +42.4% |
| ICE | Buy | INTERCONTINENTALEXCHANGE GRO | $1,789,000 | +52.5% | 7,607 | +66.2% | 0.12% | +49.4% |
| JNPR | JUNIPER NETWORKS INC | $1,694,000 | -7.6% | 66,400 | 0.0% | 0.12% | -9.4% | |
| BBT | BB&T CORP | $1,697,000 | -12.0% | 51,000 | 0.0% | 0.12% | -14.2% | |
| SLB | Sell | SCHLUMBERGER LTD | $1,584,000 | -83.4% | 21,481 | -84.3% | 0.11% | -83.7% |
| DIS | THE WALT DISNEY CO | $1,593,000 | -5.5% | 16,039 | 0.0% | 0.11% | -7.7% | |
| HCA | New | HCA Holdings, Inc | $1,488,000 | – | 19,070 | +100.0% | 0.10% | – |
| LLL | L-3 COMMUNICATIONS HOLDINGS | $1,463,000 | -0.8% | 12,346 | 0.0% | 0.10% | -2.9% | |
| BA | BOEING CO | $1,384,000 | -12.2% | 10,900 | 0.0% | 0.09% | -13.8% | |
| GWW | WW GRAINGER INC | $1,353,000 | +15.1% | 5,798 | 0.0% | 0.09% | +12.2% | |
| IVV | ISHARES S&P 500 INDEX FUND | $1,230,000 | +0.9% | 5,952 | 0.0% | 0.08% | -1.2% | |
| BHP | BHP BILLITON LTD-SPON ADR | $1,171,000 | +0.5% | 45,217 | 0.0% | 0.08% | -1.2% | |
| NEM | NEWMONT MINING CORP | $1,168,000 | +47.8% | 43,935 | 0.0% | 0.08% | +43.6% | |
| OXY | New | OCCIDENTAL PETROLEUM CORP | $1,147,000 | – | 16,762 | +100.0% | 0.08% | – |
| MDLZ | MONDELEZ INTERNATIONAL INC | $1,083,000 | -10.6% | 27,000 | 0.0% | 0.07% | -11.9% | |
| ADM | ARCHER-DANIELS-MIDLAND CO | $1,083,000 | -1.0% | 29,821 | 0.0% | 0.07% | -2.6% | |
| GILD | GILEAD SCIENCES INC | $1,093,000 | -9.2% | 11,900 | 0.0% | 0.07% | -11.9% | |
| QQQ | New | Nasdaq 100 ETF | $1,082,000 | – | 9,909 | +100.0% | 0.07% | – |
| UNH | UNITEDHEALTH GROUP INC | $1,031,000 | +9.6% | 8,000 | 0.0% | 0.07% | +7.7% | |
| SFM | SPROUTS FARMERS MARKET INC | $1,016,000 | +9.1% | 35,000 | 0.0% | 0.07% | +6.2% | |
| TJX | TJX COMPANIES INC | $1,023,000 | +10.5% | 13,059 | 0.0% | 0.07% | +7.8% | |
| MAR | MARRIOTT INTERNATIONAL-CL A | $982,000 | +6.2% | 13,800 | 0.0% | 0.07% | +4.7% | |
| IWM | ISHARES RUSSELL 2000 | $940,000 | -1.8% | 8,500 | 0.0% | 0.06% | -3.0% | |
| EFA | ISHARES MSCI EAFE INDEX FUND | $920,000 | -2.6% | 16,100 | 0.0% | 0.06% | -6.1% | |
| BAC | BANK OF AMERICA CORP | $852,000 | -19.6% | 63,000 | 0.0% | 0.06% | -21.6% | |
| EEM | ISHARES MSCI EMERGING MKT IN | $853,000 | +6.4% | 24,900 | 0.0% | 0.06% | +3.6% | |
| NVS | New | NOVARTIS ADR | $829,000 | – | 11,449 | +100.0% | 0.06% | – |
| LMT | LOCKHEED MARTIN CORP | $775,000 | +2.0% | 3,500 | 0.0% | 0.05% | 0.0% | |
| DE | DEERE & CO | $756,000 | +0.9% | 9,816 | 0.0% | 0.05% | -1.9% | |
| ZTS | New | ZOETIS INC | $731,000 | – | 16,496 | +100.0% | 0.05% | – |
| CBOE | CBOE HOLDINGS INC | $665,000 | +0.8% | 10,174 | 0.0% | 0.04% | -2.2% | |
| XHB | New | SPDR S&P HOMEBUILDERS ETF | $641,000 | – | 18,928 | +100.0% | 0.04% | – |
| PFE | PFIZER INC | $593,000 | -8.2% | 20,000 | 0.0% | 0.04% | -11.1% | |
| IBB | New | iShares Nasdaq Biotechnology ETF | $582,000 | – | 2,230 | +100.0% | 0.04% | – |
| PYPL | New | PAYPAL HOLDINGS INC | $552,000 | – | 14,297 | +100.0% | 0.04% | – |
| CE | New | CELANESE CORP-SERIES A | $543,000 | – | 8,295 | +100.0% | 0.04% | – |
| EOG | New | EOG RESOURCES INC | $520,000 | – | 7,162 | +100.0% | 0.04% | – |
| DEO | New | DIAGEO PLC-SPONSORED ADR | $505,000 | – | 4,680 | +100.0% | 0.03% | – |
| BBBY | New | BED BATH & BEYOND INC | $483,000 | – | 9,722 | +100.0% | 0.03% | – |
| QRTEA | New | LIBERTY INTERACTIVE CORP | $466,000 | – | 18,470 | +100.0% | 0.03% | – |
| PX | New | PRAXAIR INC | $435,000 | – | 3,800 | +100.0% | 0.03% | – |
| MCK | New | MCKESSON CORP | $448,000 | – | 2,850 | +100.0% | 0.03% | – |
| ADI | New | ANALOG DEVICES | $444,000 | – | 7,500 | +100.0% | 0.03% | – |
| PSX | New | PHILLIPS 66-W/I | $433,000 | – | 5,000 | +100.0% | 0.03% | – |
| UNP | UNION PACIFIC CORP | $398,000 | +1.8% | 5,000 | 0.0% | 0.03% | 0.0% | |
| MPC | MARATHON PETROLEUM CORP | $372,000 | -28.2% | 10,000 | 0.0% | 0.02% | -30.6% | |
| EIX | New | EDISON INTERNATIONAL | $362,000 | – | 5,039 | +100.0% | 0.02% | – |
| CB | New | CHUBB CORP | $315,000 | – | 2,645 | +100.0% | 0.02% | – |
| VLO | New | VALERO ENERGY CORP | $310,000 | – | 4,829 | +100.0% | 0.02% | – |
| WM | New | WASTE MANAGEMENT INC | $278,000 | – | 4,716 | +100.0% | 0.02% | – |
| HSY | HERSHEY CO/THE | $267,000 | +3.1% | 2,900 | 0.0% | 0.02% | 0.0% | |
| V | New | VISA INC-CLASS A SHARES | $225,000 | – | 2,939 | +100.0% | 0.02% | – |
| AMZN | New | AMAZON.COM INC | $207,000 | – | 348 | +100.0% | 0.01% | – |
| SBUX | New | STARBUCKS CORP | $213,000 | – | 3,576 | +100.0% | 0.01% | – |
| SWKS | New | SKYWORKS SOLUTIONS INC | $192,000 | – | 2,471 | +100.0% | 0.01% | – |
| EBAY | New | EBAY INC | $143,000 | – | 5,985 | +100.0% | 0.01% | – |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $142,000 | – | 957 | +100.0% | 0.01% | – |
| APC | ANADARKO PETROLEUM CORP | $125,000 | -3.8% | 2,674 | 0.0% | 0.01% | -11.1% | |
| IONS | New | IONIS PHARMACEUTICALS INC | $106,000 | – | 2,606 | +100.0% | 0.01% | – |
| Sell | ISHARES RUSSELL 2000put | $45,000 | -89.5% | 6,360 | -56.8% | 0.00% | -90.0% | |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -10,000 | -100.0% | -0.01% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -9,694 | -100.0% | -0.04% | – |
| DRI | Exit | DARDEN RESTAURANTS INC | $0 | – | -22,731 | -100.0% | -0.10% | – |
| CS | Exit | CREDIT SUISSE GROUP-SPON ADR | $0 | – | -119,206 | -100.0% | -0.18% | – |
| JUNO | Exit | JUNO THERAPEUTICS INC | $0 | – | -65,000 | -100.0% | -0.20% | – |
| DVN | Exit | DEVON ENERGY CORPORATION | $0 | – | -134,140 | -100.0% | -0.30% | – |
| DATA | Exit | TABLEAU SOFTWARE INC-CL A | $0 | – | -50,000 | -100.0% | -0.33% | – |
| NTRS | Exit | NORTHERN TRUST CORP | $0 | – | -112,356 | -100.0% | -0.56% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-05-13
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.