Basic Stats
| Portfolio Value | $ 1,482,067,000 |
| Current Positions | 109 |
Latest Holdings, Performance, AUM (from 13F, 13D)
Parametric Risk Advisors LLC has disclosed 109 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 1,482,067,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). Parametric Risk Advisors LLC’s top holdings are Meta Platforms, Inc. (US:META) , United Parcel Service, Inc. (US:UPS) , Comcast Corporation (US:CMCSA) , Oracle Corporation (US:ORCL) , and The Goldman Sachs Group, Inc. (US:GS) .
Top Increases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 4.31 | 552.26 | 37.2628 | 4.9206 | |
| 0.06 | 8.95 | 0.6037 | 0.6037 | |
| 0.13 | 8.52 | 0.5747 | 0.5747 | |
| 0.14 | 7.20 | 0.4861 | 0.4861 | |
| 0.01 | 11.00 | 0.7419 | 0.4394 | |
| 0.75 | 23.45 | 1.5825 | 0.3229 | |
| 0.28 | 45.60 | 3.0766 | 0.3143 | |
| 0.12 | 7.54 | 0.5087 | 0.3117 | |
| 0.40 | 28.07 | 1.8941 | 0.2463 | |
| 0.03 | 3.48 | 0.2350 | 0.2350 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 0.00 | 0.00 | -1.4627 | ||
| 0.00 | 0.00 | -0.7131 | ||
| 0.00 | 0.00 | -0.6003 | ||
| 0.00 | 0.00 | -0.5854 | ||
| 0.22 | 19.53 | 1.3178 | -0.4632 | |
| 0.51 | 14.97 | 1.0099 | -0.4280 | |
| 0.00 | 0.00 | -0.3696 | ||
| 0.07 | 7.22 | 0.4875 | -0.3235 | |
| 0.00 | 0.00 | -0.2413 | ||
| 0.00 | 0.00 | -0.2383 |
13F and Fund Filings
This form was filed on 2016-11-14 for the reporting period 2016-09-30. Click the link icon to see the full transaction history.
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2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
| Security | Type | Avg Share Price | Shares (MM) |
ΔShares (%) |
ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| META / Meta Platforms, Inc. | 4.31 | 0.03 | 552.26 | 12.28 | 37.2628 | 4.9206 | |||
| UPS / United Parcel Service, Inc. | 0.64 | -2.84 | 69.88 | -1.37 | 4.7147 | 0.0565 | |||
| CMCSA / Comcast Corporation | 0.83 | 0.17 | 55.06 | 1.94 | 3.7154 | 0.1634 | |||
| ORCL / Oracle Corporation | 1.21 | -4.97 | 47.43 | -8.80 | 3.2005 | -0.2193 | |||
| GS / The Goldman Sachs Group, Inc. | 0.28 | 0.00 | 45.60 | 8.54 | 3.0766 | 0.3143 | |||
| SPY / SPDR S&P 500 ETF | 0.20 | -0.85 | 44.26 | 2.38 | 2.9863 | 0.1436 | |||
| MMM / 3M Company | 0.24 | -2.79 | 43.03 | -2.17 | 2.9036 | 0.0111 | |||
| JNJ / Johnson & Johnson | 0.30 | 5.71 | 35.45 | 2.94 | 2.3921 | 0.1276 | |||
| TXN / Texas Instruments Incorporated | 0.40 | 0.00 | 28.07 | 12.02 | 1.8941 | 0.2463 | |||
| DHI / D.R. Horton, Inc. | 0.86 | 0.00 | 26.12 | -4.07 | 1.7626 | -0.0279 | |||
| AAPL / Apple Inc. | 0.21 | -7.11 | 23.82 | 9.84 | 1.6070 | 0.1812 | |||
| IVZ / Invesco Ltd. | 0.75 | 0.00 | 23.45 | 22.44 | 1.5825 | 0.3229 | |||
| CAT / Caterpillar Inc. | 0.23 | 0.10 | 20.26 | 17.21 | 1.3670 | 0.2304 | |||
| XOM / Exxon Mobil Corporation | 0.22 | -22.56 | 19.53 | -27.89 | 1.3178 | -0.4632 | |||
| CSCO / Cisco Systems, Inc. | 0.59 | 0.00 | 18.57 | 10.56 | 1.2529 | 0.1486 | |||
| PG / The Procter & Gamble Company | 0.21 | -4.32 | 18.50 | 1.42 | 1.2480 | 0.0488 | |||
| EMR / Emerson Electric Co. | 0.28 | 0.00 | 15.40 | 4.51 | 1.0394 | 0.0702 | |||
| GE / General Electric Company | 0.51 | -27.26 | 14.97 | -31.55 | 1.0099 | -0.4280 | |||
| KO / The Coca-Cola Company | 0.35 | 23.71 | 14.75 | 15.49 | 0.9954 | 0.1555 | |||
| MS / Morgan Stanley | 0.43 | -7.96 | 13.72 | 13.59 | 0.9259 | 0.1315 | |||
| MCHP / Microchip Technology Incorporated | 0.21 | 0.00 | 13.03 | 22.42 | 0.8791 | 0.1793 | |||
| AMGN / Amgen Inc. | 0.08 | 0.00 | 12.70 | 9.63 | 0.8571 | 0.0952 | |||
| JBLU / JetBlue Airways Corporation | 0.73 | 0.00 | 12.51 | 4.10 | 0.8442 | 0.0539 | |||
| WAG / | 0.14 | 37.20 | 11.60 | 32.83 | 0.7824 | 0.2084 | |||
| GOOGL / Alphabet Inc. | 0.01 | 116.30 | 11.00 | 138.99 | 0.7419 | 0.4394 | |||
| INTU / Intuit Inc. | 0.10 | -5.23 | 10.97 | -6.59 | 0.7400 | -0.0321 | |||
| BRK.B / Berkshire Hathaway Inc. | 0.07 | 1.29 | 10.30 | 1.07 | 0.6951 | 0.0249 | |||
| MDT / Medtronic plc | 0.12 | -0.93 | 10.13 | -1.35 | 0.6832 | 0.0083 | |||
| AAP / Advance Auto Parts, Inc. | 0.06 | 0.00 | 8.95 | -7.74 | 0.6037 | 0.6037 | |||
| QCOM / QUALCOMM Incorporated | 0.13 | 3.45 | 8.82 | 32.29 | 0.5954 | 0.1568 | |||
| TEVA / Teva Pharmaceutical Industries Limited - Depositary Receipt (Common Stock) | 0.19 | 0.00 | 8.74 | -8.40 | 0.5899 | -0.0377 | |||
| BMO / Bank of Montreal | 0.13 | 0.00 | 8.52 | 3.45 | 0.5747 | 0.5747 | |||
| JPM / JPMorgan Chase & Co. | 0.12 | 0.00 | 8.04 | 7.16 | 0.5423 | 0.0491 | |||
| WFC / Wells Fargo & Company | 0.18 | -22.67 | 7.88 | -27.65 | 0.5314 | -0.1844 | |||
| MRK / Merck & Co., Inc. | 0.12 | 132.34 | 7.54 | 151.67 | 0.5087 | 0.3117 | |||
| MSFT / Microsoft Corporation | 0.13 | -9.46 | 7.48 | 1.91 | 0.5050 | 0.0221 | |||
| BMY / Bristol-Myers Squibb Company | 0.14 | 0.00 | 7.40 | -26.68 | 0.4994 | -0.1644 | |||
| GIS / General Mills, Inc. | 0.12 | 0.00 | 7.35 | -10.44 | 0.4957 | -0.0437 | |||
| PEP / PepsiCo, Inc. | 0.07 | -42.95 | 7.22 | -41.42 | 0.4875 | -0.3235 | |||
| DOW / Dow Inc. | 0.14 | -24.86 | 7.20 | -21.66 | 0.4861 | 0.4861 | |||
| CL / Colgate-Palmolive Company | 0.09 | 0.00 | 6.54 | 1.29 | 0.4414 | 0.0167 | |||
| CREE / Cree, Inc. | 0.25 | 0.00 | 6.38 | 5.25 | 0.4303 | 0.0319 | |||
| HON / Honeywell International Inc. | 0.05 | 0.00 | 6.18 | 0.23 | 0.4169 | 0.0115 | |||
| USB / U.S. Bancorp | 0.14 | 9.05 | 6.00 | 15.98 | 0.4046 | 0.0646 | |||
| INTC / Intel Corporation | 0.16 | 0.00 | 5.87 | 15.09 | 0.3963 | 0.0607 | |||
| DFS / Discover Financial Services | 0.09 | 24.14 | 5.24 | 31.01 | 0.3532 | 0.0905 | |||
| ZBH / Zimmer Biomet Holdings, Inc. | 0.04 | 0.00 | 5.20 | 8.02 | 0.3509 | 0.0343 | |||
| PM / Philip Morris International Inc. | 0.05 | 0.00 | 5.01 | -4.43 | 0.3378 | -0.0067 | |||
| YUM / Yum! Brands, Inc. | 0.05 | 0.00 | 4.82 | 9.50 | 0.3250 | 0.0358 | |||
| CME / CME Group Inc. | 0.05 | -47.68 | 4.73 | -43.85 | 0.3189 | -0.2346 | |||
| WMT / Walmart Inc. | 0.06 | 4.03 | 4.68 | 2.75 | 0.3156 | 0.0163 | |||
| ABT / Abbott Laboratories | 0.11 | 30.12 | 4.57 | 39.96 | 0.3082 | 0.0936 | |||
| CHRW / C.H. Robinson Worldwide, Inc. | 0.06 | 0.00 | 4.45 | -5.10 | 0.2999 | -0.0081 | |||
| TGT / Target Corporation | 0.06 | 0.00 | 4.17 | -1.63 | 0.2812 | 0.0026 | |||
| COP / ConocoPhillips | 0.09 | 0.00 | 4.11 | -0.32 | 0.2770 | 0.0062 | |||
| SYK / Stryker Corporation | 0.03 | 0.00 | 3.49 | -2.87 | 0.2356 | -0.0008 | |||
| MTB / M&T Bank Corporation | 0.03 | 0.00 | 3.48 | -1.80 | 0.2350 | 0.2350 | |||
| IVV / iShares Trust - iShares Core S&P 500 ETF | 0.02 | 0.00 | 3.43 | 3.37 | 0.2316 | 0.0133 | |||
| KMB / Kimberly-Clark Corporation | 0.03 | 0.00 | 3.42 | -8.27 | 0.2306 | -0.0144 | |||
| PFE / Pfizer Inc. | 0.10 | 0.00 | 3.37 | -3.82 | 0.2276 | -0.0030 | |||
| NTAP / NetApp, Inc. | 0.09 | -7.60 | 3.31 | 34.61 | 0.2233 | 0.0616 | |||
| IBM / International Business Machines Corporation | 0.02 | 0.00 | 3.08 | 4.66 | 0.2076 | 0.0143 | |||
| LLY / Eli Lilly and Company | 0.04 | 0.00 | 3.03 | 1.92 | 0.2045 | 0.0090 | |||
| RTX / RTX Corporation | 0.03 | 0.00 | 2.95 | -0.94 | 0.1988 | 0.0032 | |||
| CVX / Chevron Corporation | 0.03 | -5.47 | 2.85 | -7.17 | 0.1922 | -0.0096 | |||
| GLW / Corning Incorporated | 0.11 | 0.00 | 2.56 | 15.49 | 0.1726 | 0.0269 | |||
| BKNG / Booking Holdings Inc. | 0.00 | -19.05 | 2.50 | -4.58 | 0.1688 | -0.0036 | |||
| TXT / Textron Inc. | 0.06 | 0.00 | 2.38 | 8.71 | 0.1609 | 0.0167 | |||
| PPG / PPG Industries, Inc. | 0.02 | 0.00 | 2.32 | -0.77 | 0.1565 | 0.0028 | |||
| MCD / McDonald's Corporation | 0.02 | 0.00 | 2.32 | -4.13 | 0.1565 | -0.0026 | |||
| PNC / The PNC Financial Services Group, Inc. | 0.03 | 0.00 | 2.28 | 10.66 | 0.1541 | 0.0184 | |||
| BIDU / Baidu, Inc. - Depositary Receipt (Common Stock) | 0.01 | 0.00 | 2.20 | 10.23 | 0.1484 | 0.0172 | |||
| DIA / SPDR Dow Jones Industrial Average ETF Trust | 0.01 | 0.00 | 2.12 | 2.12 | 0.1429 | 0.0065 | |||
| CELG / Celgene Corp. | 0.02 | 0.00 | 2.06 | 5.96 | 0.1391 | 0.0112 | |||
| SLB / Schlumberger Limited | 0.03 | 6.34 | 1.97 | 5.74 | 0.1330 | 0.0104 | |||
| US0549371070 / BB&T Corp. | 0.05 | 0.00 | 1.92 | 5.95 | 0.1298 | 0.0104 | |||
| AXP / American Express Company | 0.03 | 0.00 | 1.92 | 5.38 | 0.1296 | 0.0097 | |||
| HD / The Home Depot, Inc. | 0.01 | 0.00 | 1.88 | 0.75 | 0.1265 | 0.0041 | |||
| NEM / Newmont Corporation | 0.04 | 0.00 | 1.73 | 0.41 | 0.1165 | 0.0034 | |||
| BA / The Boeing Company | 0.01 | 0.00 | 1.70 | 1.43 | 0.1146 | 0.0045 | |||
| BHP / BHP Group Limited - Depositary Receipt (Common Stock) | 0.05 | 0.00 | 1.57 | 21.38 | 0.1057 | 0.0208 | |||
| DIS / The Walt Disney Company | 0.02 | 0.00 | 1.49 | -5.10 | 0.1005 | -0.0027 | |||
| HCA / HCA Healthcare, Inc. | 0.02 | 0.00 | 1.44 | -1.84 | 0.0973 | 0.0007 | |||
| NVS / Novartis AG - Depositary Receipt (Common Stock) | 0.02 | 33.30 | 1.41 | 27.56 | 0.0949 | 0.0224 | |||
| V / Visa Inc. | 0.02 | 0.00 | 1.40 | 11.54 | 0.0945 | 0.0119 | |||
| EOG / EOG Resources, Inc. | 0.01 | 27.79 | 1.24 | 48.20 | 0.0834 | 0.0286 | |||
| REGN / Regeneron Pharmaceuticals, Inc. | 0.00 | -44.13 | 1.03 | -35.68 | 0.0697 | -0.0359 | |||
| RTN / Raytheon Co. | 0.01 | -0.59 | 1.00 | -0.50 | 0.0677 | 0.0014 | |||
| TJX / The TJX Companies, Inc. | 0.01 | 0.00 | 0.98 | -3.17 | 0.0659 | -0.0004 | |||
| GILD / Gilead Sciences, Inc. | 0.01 | 0.00 | 0.94 | -5.14 | 0.0636 | -0.0017 | |||
| MAR / Marriott International, Inc. | 0.01 | 0.00 | 0.93 | 1.31 | 0.0627 | 0.0024 | |||
| LMT / Lockheed Martin Corporation | 0.00 | 0.00 | 0.84 | -3.45 | 0.0566 | 0.0566 | |||
| CE / Celanese Corporation | 0.01 | 17.82 | 0.84 | 19.89 | 0.0565 | 0.0565 | |||
| DE / Deere & Company | 0.01 | 0.00 | 0.84 | 5.41 | 0.0565 | 0.0043 | |||
| ADM / Archer-Daniels-Midland Company | 0.02 | 0.00 | 0.71 | -1.66 | 0.0478 | 0.0004 | |||
| OXY / Occidental Petroleum Corporation | 0.01 | 11.46 | 0.70 | 7.56 | 0.0470 | 0.0044 | |||
| CBOE / Cboe Global Markets, Inc. | 0.01 | 0.00 | 0.66 | -2.65 | 0.0445 | -0.0000 | |||
| WM / Waste Management, Inc. | 0.01 | -3.24 | 0.57 | -6.84 | 0.0386 | -0.0018 | |||
| XHB / SPDR Series Trust - SPDR S&P Homebuilders ETF | 0.01 | -21.45 | 0.51 | -20.47 | 0.0341 | 0.0341 | |||
| UNP / Union Pacific Corporation | 0.01 | 0.00 | 0.49 | 11.93 | 0.0329 | 0.0043 | |||
| MCK / McKesson Corporation | 0.00 | 0.00 | 0.47 | -10.71 | 0.0320 | -0.0029 | |||
| JNPR / Juniper Networks, Inc. | 0.02 | -72.74 | 0.43 | -70.86 | 0.0294 | -0.0688 | |||
| MPC / Marathon Petroleum Corporation | 0.01 | 0.00 | 0.41 | 6.84 | 0.0274 | 0.0024 | |||
| EIX / Edison International | 0.01 | 0.00 | 0.36 | -6.91 | 0.0246 | -0.0012 | |||
| CB / Chubb Limited | 0.00 | 0.00 | 0.33 | -3.78 | 0.0223 | -0.0003 | |||
| AMZN / Amazon.com, Inc. | 0.00 | 0.00 | 0.29 | 17.00 | 0.0195 | 0.0033 | |||
| VLO / Valero Energy Corporation | 0.00 | 0.00 | 0.26 | 4.07 | 0.0173 | 0.0011 | |||
| US0325111070 / Anadarko Petroleum Corp. | 0.00 | 0.00 | 0.17 | 19.01 | 0.0114 | 0.0021 | |||
| OEF / iShares Trust - iShares S&P 100 ETF | Put | 0.00 | -27.17 | 0.06 | 9.26 | 0.0040 | 0.0040 | ||
| 018490100 / Allergan plc | 0.00 | -100.00 | 0.00 | -100.00 | -0.2279 | ||||
| BIIB / Biogen Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.1113 | ||||
| HSY / The Hershey Company | 0.00 | -100.00 | 0.00 | -100.00 | -0.0216 | ||||
| IBB / iShares Trust - iShares Biotechnology ETF | 0.00 | -100.00 | 0.00 | -100.00 | -0.0377 | ||||
| IONS / Ionis Pharmaceuticals, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0040 | ||||
| QRTEA / Qurate Retail Inc - Series A | 0.00 | -100.00 | 0.00 | -100.00 | 0.0000 | ||||
| DOW / Dow Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.1751 | ||||
| DEO / Diageo plc - Depositary Receipt (Common Stock) | 0.00 | -100.00 | 0.00 | -100.00 | -0.0784 | ||||
| BLL / Ball Corp. | 0.00 | -100.00 | 0.00 | -100.00 | -0.7131 | ||||
| QQQ / Invesco QQQ Trust, Series 1 | 0.00 | -100.00 | 0.00 | -100.00 | 0.0000 | ||||
| RJF / Raymond James Financial, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.2383 | ||||
| BX / Blackstone Inc. | 0.00 | -100.00 | 0.00 | -100.00 | 0.0000 | ||||
| LLL / JX Luxventure Limited | 0.00 | -100.00 | 0.00 | -100.00 | 0.0000 | ||||
| ICE / Intercontinental Exchange, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.1280 | ||||
| GOOG / Alphabet Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.5854 | ||||
| EBAY / eBay Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0233 | ||||
| MDLZ / Mondelez International, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0808 | ||||
| 74005P104 / Praxair, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | 0.0000 | ||||
| SWKS / Skyworks Solutions, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.1647 | ||||
| PYPL / PayPal Holdings, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0565 | ||||
| BBBY / Bed Bath & Beyond, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | 0.0000 | ||||
| FLT / Corpay, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0095 | ||||
| GWW / W.W. Grainger, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | 0.0000 | ||||
| DATA / Tableau Software, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.2413 | ||||
| CKP / Checkpoint Systems, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | 0.0000 | ||||
| BAC / Bank of America Corporation | 0.00 | -100.00 | 0.00 | -100.00 | -0.0550 | ||||
| MNST / Monster Beverage Corporation | 0.00 | -100.00 | 0.00 | -100.00 | -0.1564 | ||||
| KRFT / | 0.00 | -100.00 | 0.00 | -100.00 | -0.0582 | ||||
| BABA / Alibaba Group Holding Limited - Depositary Receipt (Common Stock) | 0.00 | -100.00 | 0.00 | -100.00 | -0.6003 | ||||
| ACN / Accenture plc | 0.00 | -100.00 | 0.00 | -100.00 | -0.3696 | ||||
| ZTS / Zoetis Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0740 | ||||
| IYR / iShares Trust - iShares U.S. Real Estate ETF | 0.00 | -100.00 | 0.00 | -100.00 | -1.4627 |
