Parametric Risk Advisors LLC

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%.

Personality snowflake

Concentration: 60.04
Portfolio Stability: 18.1
Momentum/Contrarian: 100
Sector conviction: 100
Diversification: 100
Sizing Uniformity: 60.63

Recent moves

Add META
+0.0%　$60.4M
Trim XOM
-22.6%　-$7.6M
Add 38259P508
+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
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	✓	Alphabet A	Stock-Other	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 Chem Co	Stock-Other	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

Period	Holdings	Total value	Stability	Top holdings
2016-09-30	110	$1.5B	18	1META 2UPS 3CMCSA Top holdings2016-09-30 1.META 2.UPS 3.CMCSA 4.ORCL 5.GS 6.SPY 7.MMM 8.JNJ 9.TXN 10.DHI
2016-06-30	143	$1.5B	16	1META 2UPS 3CMCSA Top holdings2016-06-30 1.META 2.UPS 3.CMCSA 4.ORCL 5.MMM 6.SPY 7.GS 8.JNJ 9.DHI 10.XOM
2016-03-31	145	$1.5B	22	1META 2UPS 3ORCL Top holdings2016-03-31 1.META 2.UPS 3.ORCL 4.CMCSA 5.SPY 6.GS 7.JNJ 8.DHI 9.XOM 10.AEP
2015-12-31	119	$1.4B	24	1META 2UPS 3GS Top holdings2015-12-31 1.META 2.UPS 3.GS 4.CMCSA 5.ORCL 6.JNJ 7.DHI 8.XOM 9.IVZ 10.KO
2015-09-30	120	$1.5B	19	1META 2XOM 3UPS Top holdings2015-09-30 1.META 2.XOM 3.UPS 4.GS 5.CMCSA 6.ORCL 7.JNJ 8.DHI 9.SPY 10.IVZ
2015-06-30	122	$1.5B	14	1META 2XOM 3ORCL Top holdings2015-06-30 1.META 2.XOM 3.ORCL 4.CMCSA 5.UPS 6.DHI 7.JNJ 8.IVZ 9.GS 10.SPY
2015-03-31	122	$1.5B	13	1META 2XOM 3ORCL Top holdings2015-03-31 1.META 2.XOM 3.ORCL 4.UPS 5.CMCSA 6.DHI 7.JNJ 8.IVZ 9.IYR 10.SPY
2014-12-31	124	$1.5B	17	1META 2XOM 3UPS Top holdings2014-12-31 1.META 2.XOM 3.UPS 4.ORCL 5.CMCSA 6.716933 7.JNJ 8.DHI 9.IVZ 10.IYR
2014-09-30	158	$1.5B	27	1META 2XOM 3ORCL Top holdings2014-09-30 1.META 2.XOM 3.ORCL 4.UPS 5.CMCSA 6.JNJ 7.IVZ 8.SPY 9.DHI 10.IYR
2014-06-30	163	$1.5B	16	1META 29990302D 3XOM Top holdings2014-06-30 1.META 2.9990302D 3.XOM 4.UPS 5.ORCL 6.CMCSA 7.000000 8.JNJ 9.DHI 10.IVZ
2014-03-31	168	$1.4B	21	1META 29990302D 3UPS Top holdings2014-03-31 1.META 2.9990302D 3.UPS 4.XOM 5.ORCL 6.CMCSA 7.000000 8.PCAR 9.IVZ 10.DHI
2013-12-31	154	$1.4B	26	1META 29990302D 3UPS Top holdings2013-12-31 1.META 2.9990302D 3.UPS 4.XOM 5.ORCL 6.PCAR 7.A 8.CMCSA 9.HMC 10.DHI
2013-09-30	149	$1.4B	90	1META 29990302D 3UPS Top holdings2013-09-30 1.META 2.9990302D 3.UPS 4.XOM 5.PCAR 6.ORCL 7.A 8.CMCSA 9.428236 10.000000
2013-06-30	147	$1.5B	0	10000002UPS 3XOM Top holdings2013-06-30 1.000000 2.UPS 3.XOM 4.PCAR 5.ORCL 6.BRK-B 7.428236 8.A 9.CMCSA 10.9990302D

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: Google INC Class C.

Position changes disclosed by Parametric Risk Advisors LLC for the quarter ending 2016-09-30, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	META	Meta Platforms Inc-class A	+4.9%	+0.03%	Add
2	✓	Alphabet A	+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 Chem Co	-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	✓	Google INC Class 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	✓	Du Pont E I De Nemour&Co	—	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	✓		—	EXIT	Sold out

FAQ

What is Parametric Risk Advisors LLC and what type of investor is it?

Parametric Risk Advisors LLC is a 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: Google INC Class 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%