13F-HR filed by Parametric Risk Advisors LLC
Parametric Risk Advisors LLC filed this 13F-HR for the quarter ended 2015-09-30, filed 2015-11-16, with 119 holding rows worth $1,540,696,000.
- Accession
- 0000950123-15-012134
- Filer
- CIK 1407409
- Filed
- 2015-11-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2015
A holdings report, 120 entries on the cover page, a total value of $1,540,696,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,540,695,000 with VALUE read as thousands by filing date, 13F file number 028-12535. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| META PLATFORMS INC CL A | 30303M102 | COM | 7,971,173 | $716,608,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 694,230 | $51,616,000 | thousands by filing date | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 514,986 | $50,824,000 | thousands by filing date | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 282,742 | $49,129,000 | thousands by filing date | |
| COMCAST CORP NEW | 20030N200 | CL A SPL | 800,000 | $45,792,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 1,228,358 | $44,368,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 326,556 | $30,484,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 990,000 | $29,066,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 123,495 | $23,665,000 | thousands by filing date | |
| INVESCO LTD SHS | G491BT108 | Stock | 750,000 | $23,423,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 569,900 | $22,864,000 | thousands by filing date | |
| JETBLUE AWYS CORP | 477143101 | COM | 836,800 | $21,564,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 143,149 | $20,294,000 | thousands by filing date | |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 270,000 | $19,154,000 | thousands by filing date | |
| GENERAL ELEC CO | 369604103 | COM | 708,614 | $17,871,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 253,144 | $16,545,000 | thousands by filing date | |
| EMERSON ELEC CO COM | 291011104 | Stock | 362,600 | $16,016,000 | thousands by filing date | |
| BALL CORP | 058498106 | COM | 225,000 | $13,995,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 173,062 | $12,450,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 72,768 | $10,549,000 | thousands by filing date | |
| Intuit Inc. | 461202103 | COM | 112,705 | $10,003,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 224,425 | $9,933,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 137,073 | $9,454,000 | thousands by filing date | |
| Dow Chemical Company | 260543103 | COM | 215,000 | $9,116,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 61,731 | $8,539,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 157,328 | $8,453,000 | thousands by filing date | |
| BERKSHIRE HATHAWAY INC DEL | 084670207 | CLB | 59,550 | $7,765,000 | thousands by filing date | |
| NORTHERN TR CORP COM | 665859104 | Stock | 112,860 | $7,693,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 69,160 | $7,628,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 148,135 | $7,607,000 | thousands by filing date | |
| GOOGLE INC | 38259P706 | CL C | 10,976 | $6,678,000 | thousands by filing date | |
| GENERAL MILLS INC COM | 370334104 | Stock | 115,000 | $6,455,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 193,876 | $6,107,000 | thousands by filing date | |
| CREE INC | 225447101 | COM | 247,965 | $6,008,000 | thousands by filing date | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 86,813 | $5,509,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 69,000 | $5,474,000 | thousands by filing date | |
| BLACKSTONE GROUP LP | 09253U108 | COM UNIT LTD | 170,000 | $5,384,000 | thousands by filing date | |
| C H ROBINSON WORLDWIDE IN COM NEW | 12541W209 | Stock | 79,412 | $5,383,000 | thousands by filing date | |
| CHECK POINT SOFTWARE TECH LTD ORD | M22465104 | Stock | 63,870 | $5,067,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 134,140 | $4,975,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 80,000 | $4,878,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 49,619 | $4,876,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 82,272 | $4,871,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 46,703 | $4,404,000 | thousands by filing date | |
| ACTAVIS INC | 00507K103 | COM | 15,000 | $4,077,000 | thousands by filing date | |
| TABLEAU SOFTWARE INC | 87336U105 | CL A | 50,000 | $3,989,000 | thousands by filing date | |
| YUM BRANDS INC COM | 988498101 | Stock | 49,449 | $3,953,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 42,580 | $3,949,000 | thousands by filing date | |
| MEDTRONIC INC | 585055106 | COM | 59,000 | $3,949,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 75,524 | $3,926,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 49,255 | $3,885,000 | thousands by filing date | |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 40,000 | $3,757,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 93,000 | $3,740,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 122,313 | $3,687,000 | thousands by filing date | |
| RAYMOND JAMES FINL INC COM | 754730109 | Stock | 73,500 | $3,648,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 126,153 | $3,312,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503403 | COM NEW | 2,500 | $3,092,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 38,470 | $3,026,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 27,100 | $2,955,000 | thousands by filing date | |
| CREDIT SUISSE GROUP-ADR | 225401108 | SPONSORED ADR | 119,206 | $2,865,000 | thousands by filing date | |
| Stryker Corporation | 863667101 | COM | 30,000 | $2,823,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 68,354 | $2,803,000 | thousands by filing date | |
| GENERAL GROWTH PROPERTIES INC | 370021107 | COMMON STOCK | 106,000 | $2,753,000 | thousands by filing date | |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 56,300 | $2,714,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 29,000 | $2,581,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 45,000 | $2,541,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 50,979 | $2,445,000 | thousands by filing date | |
| 38259p508 | COM | 3,780 | $2,413,000 | thousands by filing date | ||
| Eli Lilly and Company | 532457108 | COM | 27,286 | $2,284,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 25,354 | $2,262,000 | thousands by filing date | |
| TEXTRON INC COM | 883203101 | Stock | 60,000 | $2,258,000 | thousands by filing date | |
| WALGREEN CO | 931422109 | COM | 27,000 | $2,244,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 30,000 | $2,224,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 21,900 | $2,158,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 7,000 | $2,043,000 | thousands by filing date | |
| MONSTER BEVERAGE CORP NE | 611740101 | COM | 14,800 | $2,000,000 | thousands by filing date | |
| SanDisk Corporation | 80004C101 | COM | 36,319 | $1,973,000 | thousands by filing date | |
| BB & T CORP | 054937107 | COM | 51,000 | $1,816,000 | thousands by filing date | |
| CORNING INC | 219350105 | COM | 105,000 | $1,798,000 | thousands by filing date | |
| JUNIPER NETWORKS INC | 48203R104 | COM | 69,648 | $1,791,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 14,573 | $1,683,000 | thousands by filing date | |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 12,078 | $1,660,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 16,039 | $1,639,000 | thousands by filing date | |
| PPG INDS INC COM | 693506107 | Stock | 18,000 | $1,578,000 | thousands by filing date | |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 22,731 | $1,558,000 | thousands by filing date | |
| BHP BILLITON LIMITED SPONSORED ADS | 088606108 | ADR | 45,217 | $1,430,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 10,900 | $1,427,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 33,996 | $1,423,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 13,016 | $1,422,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 19,979 | $1,295,000 | thousands by filing date | |
| L-3 COMMUNICATIONS HLDGS INC | 502424104 | COM | 12,346 | $1,290,000 | thousands by filing date | |
| STATE STR SPDR DOW JONES IND | 78467X109 | UT SER 1 | 7,800 | $1,268,000 | thousands by filing date | |
| WW GRAINGER INC COM | 384802104 | Stock | 5,798 | $1,247,000 | thousands by filing date | |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 29,821 | $1,236,000 | thousands by filing date | |
| ISHARES TR | 464287955 | PUT | 20,307 | $1,178,000 | thousands by filing date | put |
| Gilead Sciences,Inc. | 375558103 | COM | 11,900 | $1,168,000 | thousands by filing date | |
| ISHARES TR CORE S&P 500 ETF | 464287200 | SHS | 6,030 | $1,162,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 33,208 | $1,089,000 | thousands by filing date | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 4,576 | $1,075,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 13,059 | $933,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 8,000 | $928,000 | thousands by filing date | |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 16,100 | $923,000 | thousands by filing date | |
| PHILLIPS 66 COM | 718546104 | Stock | 11,600 | $891,000 | thousands by filing date | |
| MERCK &COINC | 589331107 | COM | 17,000 | $840,000 | thousands by filing date | |
| SPROUTS FMRS MKT INC COM | 85208M102 | Stock | 35,000 | $739,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 58,228 | $739,000 | thousands by filing date | |
| Deere & Company | 244199105 | COM | 9,816 | $726,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 3,500 | $726,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 43,935 | $706,000 | thousands by filing date | |
| KRAFT FOODS GROUP INC | 50076Q106 | COM | 10,000 | $706,000 | thousands by filing date | |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 10,174 | $682,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 20,000 | $628,000 | thousands by filing date | |
| RAYTHEON CO | 755111507 | COM NEW | 5,000 | $546,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 9,808 | $534,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 10,000 | $463,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 7,795 | $305,000 | thousands by filing date | |
| HERSHEY CO COM | 427866108 | Stock | 2,900 | $266,000 | thousands by filing date | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 2,674 | $161,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 10,000 | $154,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000950123-15-012134 | this filing | 2015-11-16 | acceptance time not in the bulk data set |