Parametric Risk Advisors
Latest statistics and disclosures from Parametric Risk Advisors's latest quarterly 13F-HR filing:
- Top 5 stock holdings are META, UPS, CMCSA, ORCL, GS, and represent 51.97% of Parametric Risk Advisors's stock portfolio.
- Added to shares of these 10 stocks: Google (+$5.9M), Merck & Co, Walgreen Company, KO, JNJ, ABT, DFS, USB, NVS, QCOM.
- Reduced shares in these 10 stocks: IYR (-$22M), , BALL (-$11M), BABA (-$9.1M), Google Inc Class C (-$8.9M), XOM (-$5.7M), , General Electric Company (-$5.6M), PEP (-$5.4M), Checkpoint Systems (-$5.1M).
- Sold out of its positions in Actavis, BABA, BALL, BAC, Bed Bath & Beyond, BIIB, Blackstone, Checkpoint Systems, DEO, E.I. du Pont de Nemours & Company.
- Parametric Risk Advisors was a net seller of stock by $-128M.
- Parametric Risk Advisors has $1.5B in assets under management (AUM), dropping by -2.56%.
- Central Index Key (CIK): 0001407409
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 109 positions in its portfolio as reported in the September 2016 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price | |
|---|---|---|---|---|---|---|
| Facebook Inc cl a (META) | 37.3 | $552M | 4.3M | 128.27 |
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| United Parcel Service (UPS) | 4.7 | $70M | -2% | 639k | 109.36 |
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| Comcast Corporation (CMCSA) | 3.7 | $55M | 830k | 66.34 |
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| Oracle Corporation (ORCL) | 3.2 | $47M | -4% | 1.2M | 39.28 |
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| Goldman Sachs (GS) | 3.1 | $46M | 283k | 161.27 |
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| Spdr S&p 500 Etf (SPY) | 3.0 | $44M | 205k | 216.30 |
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| 3M Company (MMM) | 2.9 | $43M | -2% | 244k | 176.23 |
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| Johnson & Johnson (JNJ) | 2.4 | $36M | +5% | 300k | 118.13 |
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| Texas Instruments Incorporated (TXN) | 1.9 | $28M | 400k | 70.18 |
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| D.R. Horton (DHI) | 1.8 | $26M | 865k | 30.20 |
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| Apple (AAPL) | 1.6 | $24M | -7% | 211k | 113.05 |
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| Invesco (IVZ) | 1.6 | $24M | 750k | 31.27 |
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| Caterpillar (CAT) | 1.4 | $20M | 228k | 88.77 |
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| Exxon Mobil Corporation (XOM) | 1.3 | $20M | -22% | 224k | 87.28 |
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| Cisco Systems (CSCO) | 1.2 | $19M | 585k | 31.72 |
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| Procter & Gamble Company (PG) | 1.2 | $19M | -4% | 206k | 89.75 |
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| Emerson Electric (EMR) | 1.0 | $15M | 283k | 54.51 |
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| General Electric Company | 1.0 | $15M | -27% | 505k | 29.62 |
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| Coca-Cola Company (KO) | 1.0 | $15M | +23% | 349k | 42.32 |
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| Morgan Stanley (MS) | 0.9 | $14M | -7% | 428k | 32.06 |
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| Microchip Technology (MCHP) | 0.9 | $13M | 210k | 62.14 |
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| Amgen (AMGN) | 0.9 | $13M | 76k | 166.81 |
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| JetBlue Airways Corporation (JBLU) | 0.8 | $13M | 726k | 17.24 |
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| Walgreen Company | 0.8 | $12M | +37% | 144k | 80.62 |
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| 0.7 | $11M | +116% | 14k | 777.32 |
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| Intuit (INTU) | 0.7 | $11M | -5% | 100k | 110.01 |
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| Berkshire Hathaway Inc. Class B | 0.7 | $10M | 71k | 144.48 |
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| Medtronic | 0.7 | $10M | 117k | 86.40 |
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| Qualcomm (QCOM) | 0.6 | $8.8M | +3% | 129k | 68.50 |
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| Advance Auto Parts (AAP) | 0.6 | $8.9M | 60k | 149.12 |
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| Teva Pharmaceutical Industries (TEVA) | 0.6 | $8.7M | 190k | 46.01 |
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| Bank Of Montreal Cadcom (BMO) | 0.6 | $8.5M | 130k | 65.57 |
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| JPMorgan Chase & Co. (JPM) | 0.5 | $8.0M | 121k | 66.59 |
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| Wells Fargo & Company (WFC) | 0.5 | $7.9M | -22% | 178k | 44.28 |
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| Merck & Co | 0.5 | $7.5M | +132% | 121k | 62.41 |
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| Microsoft Corporation (MSFT) | 0.5 | $7.5M | -9% | 130k | 57.60 |
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| Bristol Myers Squibb (BMY) | 0.5 | $7.4M | 137k | 53.92 |
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| General Mills (GIS) | 0.5 | $7.3M | 115k | 63.88 |
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| Dow Chemical Company | 0.5 | $7.2M | -24% | 139k | 51.83 |
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| Pepsi (PEP) | 0.5 | $7.2M | -42% | 66k | 108.77 |
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| Colgate-Palmolive Company (CL) | 0.4 | $6.5M | 88k | 74.14 |
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| Cree | 0.4 | $6.4M | 248k | 25.72 |
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| Honeywell International (HON) | 0.4 | $6.2M | 53k | 116.58 |
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| U.S. Bancorp (USB) | 0.4 | $6.0M | +9% | 140k | 42.89 |
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| Intel Corporation (INTC) | 0.4 | $5.9M | 156k | 37.75 |
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| Discover Financial Services (DFS) | 0.3 | $5.2M | +24% | 93k | 56.55 |
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| Zimmer Holdings (ZBH) | 0.3 | $5.2M | 40k | 130.02 |
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| Philip Morris International (PM) | 0.3 | $5.0M | 52k | 97.22 |
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| Yum! Brands (YUM) | 0.3 | $4.8M | 53k | 90.80 |
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| Cme (CME) | 0.3 | $4.7M | -47% | 45k | 104.52 |
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| Wal-Mart Stores (WMT) | 0.3 | $4.7M | +4% | 65k | 72.12 |
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| Abbott Laboratories (ABT) | 0.3 | $4.6M | +30% | 108k | 42.29 |
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| C.H. Robinson Worldwide (CHRW) | 0.3 | $4.4M | 63k | 70.46 |
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| ConocoPhillips (COP) | 0.3 | $4.1M | 95k | 43.47 |
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| Target Corporation (TGT) | 0.3 | $4.2M | 61k | 68.68 |
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| M&T Bank Corporation (MTB) | 0.2 | $3.5M | 30k | 116.10 |
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| Stryker Corporation (SYK) | 0.2 | $3.5M | 30k | 116.40 |
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| Pfizer (PFE) | 0.2 | $3.4M | 100k | 33.87 |
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| Kimberly-Clark Corporation (KMB) | 0.2 | $3.4M | 27k | 126.13 |
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| iShares S&P 500 Index (IVV) | 0.2 | $3.4M | 16k | 217.57 |
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| NetApp (NTAP) | 0.2 | $3.3M | -7% | 92k | 35.82 |
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| International Business Machines (IBM) | 0.2 | $3.1M | 19k | 158.87 |
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| Eli Lilly & Co. (LLY) | 0.2 | $3.0M | 38k | 80.26 |
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| United Technologies Corporation | 0.2 | $2.9M | 29k | 101.59 |
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| Chevron Corporation (CVX) | 0.2 | $2.8M | -5% | 28k | 102.93 |
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| Corning Incorporated (GLW) | 0.2 | $2.6M | 108k | 23.65 |
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| priceline.com Incorporated | 0.2 | $2.5M | -19% | 1.7k | 1471.76 |
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| McDonald's Corporation (MCD) | 0.2 | $2.3M | 20k | 115.34 |
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| PPG Industries (PPG) | 0.2 | $2.3M | 22k | 103.35 |
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| Textron (TXT) | 0.2 | $2.4M | 60k | 39.75 |
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| PNC Financial Services (PNC) | 0.1 | $2.3M | 25k | 90.08 |
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| Baidu (BIDU) | 0.1 | $2.2M | 12k | 182.07 |
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| Celgene Corporation | 0.1 | $2.1M | 20k | 104.51 |
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| SPDR Dow Jones Industrial Average ETF (DIA) | 0.1 | $2.1M | 12k | 182.78 |
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| American Express Company (AXP) | 0.1 | $1.9M | 30k | 64.03 |
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| Home Depot (HD) | 0.1 | $1.9M | 15k | 128.66 |
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| BB&T Corporation | 0.1 | $1.9M | 51k | 37.73 |
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| Schlumberger (SLB) | 0.1 | $2.0M | +6% | 25k | 78.64 |
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| Newmont Mining Corporation (NEM) | 0.1 | $1.7M | 44k | 39.29 |
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| Boeing Company (BA) | 0.1 | $1.7M | 13k | 131.71 |
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| BHP Billiton (BHP) | 0.1 | $1.6M | 45k | 34.66 |
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| Walt Disney Company (DIS) | 0.1 | $1.5M | 16k | 92.84 |
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| Hca Holdings (HCA) | 0.1 | $1.4M | 19k | 75.62 |
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| Novartis (NVS) | 0.1 | $1.4M | +33% | 18k | 78.97 |
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| Visa (V) | 0.1 | $1.4M | 17k | 82.71 |
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| EOG Resources (EOG) | 0.1 | $1.2M | +27% | 13k | 96.71 |
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| Regeneron Pharmaceuticals (REGN) | 0.1 | $1.0M | -44% | 2.6k | 401.95 |
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| Raytheon Company | 0.1 | $1.0M | 7.4k | 136.13 |
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| TJX Companies (TJX) | 0.1 | $977k | 13k | 74.81 |
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| Lockheed Martin Corporation (LMT) | 0.1 | $839k | 3.5k | 239.71 |
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| Deere & Company (DE) | 0.1 | $838k | 9.8k | 85.37 |
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| Gilead Sciences (GILD) | 0.1 | $942k | 12k | 79.16 |
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| Marriott International (MAR) | 0.1 | $929k | 14k | 67.32 |
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| Celanese Corporation (CE) | 0.1 | $838k | +17% | 13k | 66.56 |
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| Archer Daniels Midland Company (ADM) | 0.1 | $709k | 17k | 42.15 |
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| Occidental Petroleum Corporation (OXY) | 0.1 | $697k | +11% | 9.6k | 72.91 |
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| Waste Management (WM) | 0.0 | $572k | -3% | 9.0k | 63.80 |
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| CBOE Holdings (CBOE) | 0.0 | $660k | 10k | 64.87 |
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| Union Pacific Corporation (UNP) | 0.0 | $488k | 5.0k | 97.60 |
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| McKesson Corporation (MCK) | 0.0 | $475k | 2.9k | 166.67 |
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| Juniper Networks (JNPR) | 0.0 | $435k | -72% | 18k | 24.03 |
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| SPDR S&P Homebuilders (XHB) | 0.0 | $505k | -21% | 15k | 33.97 |
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| Marathon Petroleum Corp (MPC) | 0.0 | $406k | 10k | 40.60 |
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| Chubb Corporation | 0.0 | $331k | 2.6k | 125.71 |
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| Valero Energy Corporation (VLO) | 0.0 | $256k | 4.8k | 53.01 |
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| Amazon (AMZN) | 0.0 | $289k | 345.00 | 837.68 |
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| Edison International (EIX) | 0.0 | $364k | 5.0k | 72.24 |
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| Anadarko Petroleum Corporation | 0.0 | $169k | 2.7k | 63.20 |
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| Ishares Tr Index option | 0.0 | $49k | -27% | 4.6k | 10.51 |
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Past Filings by Parametric Risk Advisors
SEC 13F filings are viewable for Parametric Risk Advisors going back to 2011
- Parametric Risk Advisors 2016 Q3 filed Nov. 14, 2016
- Parametric Risk Advisors 2016 Q2 filed Aug. 12, 2016
- Parametric Risk Advisors 2016 Q1 filed May 13, 2016
- Parametric Risk Advisors 2015 Q4 filed Feb. 12, 2016
- Parametric Risk Advisors 2015 Q3 filed Nov. 16, 2015
- Parametric Risk Advisors 2015 Q2 filed Aug. 14, 2015
- Parametric Risk Advisors 2015 Q1 filed May 18, 2015
- Parametric Risk Advisors 2014 Q4 filed Feb. 11, 2015
- Parametric Risk Advisors 2014 Q3 filed Nov. 12, 2014
- Parametric Risk Advisors 2014 Q2 filed Aug. 12, 2014
- Parametric Risk Advisors 2014 Q1 filed May 12, 2014
- Parametric Risk Advisors 2013 Q4 filed Feb. 13, 2014
- Parametric Risk Advisors 2013 Q3 filed Nov. 27, 2013
- Parametric Risk Advisors 2013 Q2 filed July 15, 2013
- Parametric Risk Advisors 2013 Q1 filed May 10, 2013
- Parametric Risk Advisors 2012 Q4 filed Jan. 14, 2013