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Parametric Risk Advisors LLC Historical SEC 13F Holdings & Archive (Q3 2016)
Parametric Risk Advisors LLCCIK: 0001407409
Sector-focusedMomentum followerLong-term holder
Total reported value
$1.5B
Reporting period: 2016-09-30 · Number of holdings: 110
Parametric Risk Advisors LLC disclosed 110 holdings in its latest 13F filing for the period ending 2016-09-30, with total reported value of $1.5B and a quarterly turnover rate of 18.1%.
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Personality snowflake
- Concentration
- 60.04
- Portfolio Stability
- 18.1
- Momentum
- 100
- Sector conviction
- 100
- Diversification
- 100
- Sizing Uniformity
- 60.63
Parametric Risk Advisors LLC's disclosed holdings carry a Herfindahl concentration index of 0.150 — mathematically equivalent to about 7 equally-sized positions, well below its 110 actual disclosed holdings. That gap points to a strategy built around a small core of high-conviction bets rather than broad diversification.
Position sizes vary widely across the portfolio (a coefficient of variation of 3.94), with a handful of outsized bets alongside many smaller positions.
Recent activity leans toward adding more aggressively to already-large existing positions than to newly initiated ones (a 2.3 percentage-point tilt) — a pattern consistent with a momentum-following approach.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govAdd META
+0.0% $60.4M
Trim XOM
-22.6% -$7.6M
Add GOOG
+116.3% $6.4M
Trim AEP
-27.3% -$6.9M
Trim PEP
-42.9% -$5.1M
Add IVZ
0.0% $4.3M
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
Showing top 109 holdings (of 110 total)
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | META | Meta Platforms Inc-class A | Stock-Comm Services | 37.26% | +4.92% | +0.03% | |
| 2 | UPS | United Parcel Service-cl B | Stock-Industrials | 4.71% | — | -2.84% | |
| 3 | CMCSA | Comcast Corp-class A | Stock-Comm Services | 3.72% | +0.17% | +0.17% | |
| 4 | ORCL | Oracle CORP | Stock-Tech | 3.20% | -0.22% | -4.97% | |
| 5 | GS | Goldman Sachs Group Inc | Stock-Financials | 3.08% | +0.32% | — | |
| 6 | SPY | Ss Spdr S&p 500 ETF Trust-us | ETF-Large Cap & Growth | 2.99% | +0.15% | -0.85% | |
| 7 | MMM | 3m Co | Stock-Industrials | 2.90% | — | -2.79% | |
| 8 | JNJ | Johnson & Johnson | Stock-Healthcare | 2.39% | — | +5.71% | |
| 9 | TXN | Texas Instruments Inc | Stock-Tech | 1.89% | +0.24% | — | |
| 10 | DHI | Dr Horton Inc | Stock-Consumer Disc | 1.76% | -0.03% | — | |
| 11 | AAPL | Apple Inc | Stock-Tech | 1.61% | +0.18% | -7.11% | |
| 12 | IVZ | Invesco Ltd. | Stock-Financials | 1.58% | +0.32% | — | |
| 13 | CAT | Caterpillar Inc | Stock-Industrials | 1.37% | +0.23% | +0.10% | |
| 14 | XOM | Exxon Mobil CORP | Stock-Energy | 1.32% | -0.46% | -22.56% | |
| 15 | CSCO | Cisco Systems Inc | Stock-Tech | 1.25% | +0.15% | — | |
| 16 | PG | Procter & Gamble Co/the | Stock-Consumer Staples | 1.25% | — | -4.32% | |
| 17 | EMR | Emerson Electric Co | Stock-Industrials | 1.04% | — | — | |
| 18 | AEP | American Electric Power Company, Inc. | Stock-Utilities | 1.01% | -0.43% | -27.26% | |
| 19 | KO | Coca-cola Co/the | Stock-Consumer Staples | 1.00% | +0.16% | +23.71% | |
| 20 | MS | Morgan Stanley | Stock-Financials | 0.93% | +0.14% | -7.96% | |
| 21 | MCHP | Microchip Technology Inc | Stock-Tech | 0.88% | +0.18% | — | |
| 22 | AMGN | Amgen Inc | Stock-Healthcare | 0.86% | +0.10% | — | |
| 23 | JBLU | Jetblue Airways CORP | Stock-Industrials | 0.84% | — | — | |
| 24 | ✓ | Stock-Other | 0.78% | +0.21% | +37.20% | ||
| 25 | GOOG | Alphabet Inc. | Stock-Comm Services | 0.74% | +0.44% | +116.30% | |
| 26 | INTU | Intuit Inc | Stock-Tech | 0.74% | — | -5.23% | |
| 27 | BRK-B | Berkshire Hathaway Inc. | Stock-Other | 0.70% | — | +1.29% | |
| 28 | MDT | Medtronic plc | Stock-Healthcare | 0.68% | — | -0.93% | |
| 29 | AAP | Advance Auto Parts Inc | Stock-Consumer Disc | 0.60% | — | — | |
| 30 | QCOM | Qualcomm Inc | Stock-Tech | 0.60% | +0.16% | +3.45% | |
| 31 | TEVA | Teva Pharmaceutical-sp Adr | Stock-Healthcare | 0.59% | — | — | |
| 32 | BMO | Bank Of Montreal | Stock-Financials | 0.57% | — | — | |
| 33 | JPM | Jpmorgan Chase & Co | Stock-Financials | 0.54% | — | — | |
| 34 | WFC | Wells Fargo & Co | Stock-Financials | 0.53% | -0.19% | -22.67% | |
| 35 | MRK | Merck & Co., Inc. | Stock-Healthcare | 0.51% | +0.31% | +132.34% | |
| 36 | MSFT | Microsoft CORP | Stock-Tech | 0.50% | — | -9.46% | |
| 37 | BMY | Bristol-myers Squibb Co | Stock-Healthcare | 0.50% | -0.16% | — | |
| 38 | GIS | General Mills Inc | Stock-Consumer Staples | 0.50% | — | — | |
| 39 | PEP | Pepsico Inc | Stock-Consumer Staples | 0.49% | -0.32% | -42.95% | |
| 40 | DOW | Dow Inc. | Stock-Materials | 0.49% | -0.11% | -24.86% | |
| 41 | CL | Colgate-palmolive Co | Stock-Consumer Staples | 0.44% | — | — | |
| 42 | ✓ | Cree Inc | Stock-Other | 0.43% | — | — | |
| 43 | HON | Honeywell International Inc | Stock-Industrials | 0.42% | — | — | |
| 44 | USB | US Bancorp | Stock-Financials | 0.40% | — | +9.05% | |
| 45 | INTC | Intel CORP | Stock-Tech | 0.40% | — | — | |
| 46 | DFSEUR | Discover Financial Services | Stock-Other | 0.35% | +0.09% | +24.14% | |
| 47 | ZBH | Zimmer Biomet Holdings Inc | Stock-Healthcare | 0.35% | — | — | |
| 48 | PM | Philip Morris International | Stock-Consumer Staples | 0.34% | — | — | |
| 49 | YUM | Yum! Brands Inc | Stock-Consumer Disc | 0.33% | — | — | |
| 50 | CME | Cme Group Inc | Stock-Financials | 0.32% | -0.23% | -47.68% |
1–50 of 109
Reported value over time
Sector allocation
Sector allocation over time
Quarterly history
Holding changes this quarter
Parametric Risk Advisors LLC's most significant position changes for 2016-09-30: Sold out: Ishares US Real Estate ETF (IYR); Sold out: Blackstone Group Lp/the (BXUSD); Sold out: Ball CORP (BALL); Sold out: Alibaba Group Holding-sp Adr (BABA); Sold out: Alphabet Inc Cl C.
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | META | Meta Platforms Inc-class A | +4.9% | +0.03% | Add |
| 2 | GOOG | Alphabet Inc. | +0.4% | +116.30% | Add |
| 3 | IVZ | Invesco Ltd. | +0.3% | — | Unchanged |
| 4 | GS | Goldman Sachs Group Inc | +0.3% | — | Unchanged |
| 5 | MRK | Merck & Co., Inc. | +0.3% | +132.34% | Add |
| 6 | TXN | Texas Instruments Inc | +0.2% | — | Unchanged |
| 7 | CAT | Caterpillar Inc | +0.2% | +0.10% | Add |
| 8 | ✓ | +0.2% | +37.20% | Add | |
| 9 | MCHP | Microchip Technology Inc | +0.2% | — | Unchanged |
| 10 | AAPL | Apple Inc | +0.2% | -7.11% | Trim |
| 11 | CMCSA | Comcast Corp-class A | +0.2% | +0.17% | Add |
| 12 | QCOM | Qualcomm Inc | +0.2% | +3.45% | Add |
| 13 | KO | Coca-cola Co/the | +0.2% | +23.71% | Add |
| 14 | CSCO | Cisco Systems Inc | +0.2% | — | Unchanged |
| 15 | SPY | Ss Spdr S&p 500 ETF Trust-us | +0.2% | -0.85% | Trim |
| 16 | MS | Morgan Stanley | +0.1% | -7.96% | Trim |
| 17 | ABT | Abbott Laboratories | +0.1% | +30.12% | Add |
| 18 | AMGN | Amgen Inc | +0.1% | — | Unchanged |
| 19 | DFSEUR | Discover Financial Services | +0.1% | +24.14% | Add |
| 20 | DHI | Dr Horton Inc | 0% | — | Unchanged |
| 21 | JNP | Juniper Networks Inc | -0.1% | -72.74% | Trim |
| 22 | DOW | Dow Inc. | -0.1% | -24.86% | Trim |
| 23 | BMY | Bristol-myers Squibb Co | -0.2% | — | Unchanged |
| 24 | WFC | Wells Fargo & Co | -0.2% | -22.67% | Trim |
| 25 | ORCL | Oracle CORP | -0.2% | -4.97% | Trim |
| 26 | CME | Cme Group Inc | -0.2% | -47.68% | Trim |
| 27 | PEP | Pepsico Inc | -0.3% | -42.95% | Trim |
| 28 | AEP | American Electric Power Company, Inc. | -0.4% | -27.26% | Trim |
| 29 | XOM | Exxon Mobil CORP | -0.5% | -22.56% | Trim |
| 30 | IYR | Ishares US Real Estate ETF | — | EXIT | Sold out |
| 31 | BXUSD | Blackstone Group Lp/the | — | EXIT | Sold out |
| 32 | BALL | Ball CORP | — | EXIT | Sold out |
| 33 | BABA | Alibaba Group Holding-sp Adr | — | EXIT | Sold out |
| 34 | ✓ | Alphabet Inc Cl C | — | EXIT | Sold out |
| 35 | ACN | Accenture plc | — | EXIT | Sold out |
| 36 | ✓ | Check Point Software Technologies Ltd | — | EXIT | Sold out |
| 37 | DATA | Tableau Software Inc-cl A | — | EXIT | Sold out |
| 38 | RJF | Raymond James Financial Inc | — | EXIT | Sold out |
| 39 | ✓ | Actavis Inc Com | — | EXIT | Sold out |
| 40 | DUK | Duke Energy Corporation | — | EXIT | Sold out |
| 41 | SWKS | Skyworks Solutions Inc | — | EXIT | Sold out |
| 42 | MNST | Monster Beverage Corporation | — | EXIT | Sold out |
| 43 | ICE | Intercontinental Exchange In | — | EXIT | Sold out |
| 44 | ✓ | — | EXIT | Sold out | |
| 45 | BIIB | Biogen Inc | — | EXIT | Sold out |
| 46 | MDLZ | Mondelez International Inc-a | — | EXIT | Sold out |
| 47 | DEO | Diageo Plc-sponsored Adr | — | EXIT | Sold out |
| 48 | ZTS | Zoetis Inc | — | EXIT | Sold out |
| 49 | GWW | Ww Grainger Inc | — | EXIT | Sold out |
| 50 | ✓ | Powershares Qqq Trust Ser 1 | — | EXIT | Sold out |
Filing History
FAQ
What is Parametric Risk Advisors LLC and what type of investor is it?
Parametric Risk Advisors LLC is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2016-09-30), the firm manages a tracked equity portfolio valued at approximately $1.5B, spread across 110 disclosed positions.
What are Parametric Risk Advisors LLC's largest equity positions?
Based on the latest 13F filing, Parametric Risk Advisors LLC's top holdings by market value are:
1. Meta Platforms Inc-class A (META) — $552.3M (37.3%)
2. United Parcel Service-cl B (UPS) — $69.9M (4.7%)
3. Comcast Corp-class A (CMCSA) — $55.1M (3.7%)
4. Oracle CORP (ORCL) — $47.4M (3.2%)
5. Goldman Sachs Group Inc (GS) — $45.6M (3.1%)
What changes did Parametric Risk Advisors LLC make in its most recent portfolio filing?
In the latest reported quarter, Parametric Risk Advisors LLC made 42 notable position adjustments: 0 new positions were initiated, 10 existing holdings were added to, 11 positions were partially reduced, and 21 were completely exited. The largest of these moves: Sold out: Ishares US Real Estate ETF (IYR); Sold out: Blackstone Group Lp/the (BXUSD); Sold out: Ball CORP (BALL); Sold out: Alibaba Group Holding-sp Adr (BABA); Sold out: Alphabet Inc Cl C
What sectors does Parametric Risk Advisors LLC focus on?
Parametric Risk Advisors LLC is concentrated in the following sectors based on its current disclosed equity portfolio:
• Communication Services: 54.9%
• Information Technology: 13.9%
• Industrials: 9.0%
• Financials: 7.5%
• Health Care: 6.9%
• Consumer Staples: 4.5%
* This report is exclusively curated by the AlphaSMO team. AlphaSMO is the web's most authoritative 13F / Inside Trader database, delivering precise insider trading and institutional holdings insights.
Investment Profile
Parametric Risk Advisors LLC's portfolio is moderately concentrated and long-term-holding, with 54.9% of the portfolio concentrated in Communication Services.
Its concentration score has fallen from 90 to 60 over the past 4 quarters — a shift toward broader diversification.
It has added to its GOOG position over the past two quarters (+$7.2M, now $11.0M), while trimming AEP over the same stretch (-$8.7M, still holding $15.0M).
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