Parametric Risk Advisors LLC quarter change: USA Stocks, Unchanged
In share positions in stocks (listed in the US), from the quarter ended 2016-06-30 to 2016-09-30, Parametric Risk Advisors LLC opened 0 positions, added to 14, reduced 16, sold out of 15 and left 57 unchanged. The largest increase in value was META (+$60,404,000); the largest decrease was BALL (-$10,844,000).
- IVZ: Country of operation United States; Class COMMON SHARES; Shares 2016-06-30 750,000; Shares 2016-09-30 750,000.
- GS: Country of operation United States; Class COMMON SHARES; Shares 2016-06-30 282,742; Shares 2016-09-30 282,742.
- TXN: Country of operation United States; Class COMMON SHARES; Shares 2016-06-30 400,000; Shares 2016-09-30 400,000.
- BMY: Country of operation United States; Class COMMON SHARES; Shares 2016-06-30 137,272; Shares 2016-09-30 137,272.
Two Form 13F-HR filings compared (SEC CIK 1407409): 2016-06-30 (filed 2016-08-12) and 2016-09-30 (filed 2016-11-14). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move; share change is the position change.
| Stock | Country of operation | Class | Shares 2016-06-30 | Shares 2016-09-30 | Share change | Value 2016-06-30 | Value 2016-09-30 | Value change |
|---|
IVZ
INVESCO LTD | United States | COMMON SHARES | 750,000 | 750,000 | 0 | $19,155,000 | $23,453,000 | +$4,298,000 |
|---|
GS
GOLDMAN SACHS GROUP INC | United States | COMMON SHARES | 282,742 | 282,742 | 0 | $42,010,000 | $45,598,000 | +$3,588,000 |
|---|
TXN
TEXAS INSTRUMENTS INC | United States | COMMON SHARES | 400,000 | 400,000 | 0 | $25,060,000 | $28,072,000 | +$3,012,000 |
|---|
BMY
BRISTOL-MYERS SQUIBB CO | United States | COMMON SHARES | 137,272 | 137,272 | 0 | $10,096,000 | $7,402,000 | -$2,694,000 |
|---|
MCHP
MICROCHIP TECHNOLOGY INC | United States | COMMON SHARES | 209,676 | 209,676 | 0 | $10,643,000 | $13,029,000 | +$2,386,000 |
|---|
CSCO
CISCO SYSTEMS INC | United States | COMMON SHARES | 585,396 | 585,396 | 0 | $16,795,000 | $18,569,000 | +$1,774,000 |
|---|
AMGN
AMGEN INC | United States | COMMON SHARES | 76,154 | 76,154 | 0 | $11,587,000 | $12,703,000 | +$1,116,000 |
|---|
DHI
DR HORTON INC | United States | COMMON SHARES | 865,000 | 865,000 | 0 | $27,230,000 | $26,123,000 | -$1,107,000 |
|---|
GIS
GENERAL MILLS INC | United States | COMMON SHARES | 115,000 | 115,000 | 0 | $8,202,000 | $7,346,000 | -$856,000 |
|---|
TEVA
TEVA PHARM | | COMMON SHARES | 190,000 | 190,000 | 0 | $9,544,000 | $8,742,000 | -$802,000 |
|---|
INTC
INTEL CORP | United States | COMMON SHARES | 155,613 | 155,613 | 0 | $5,104,000 | $5,874,000 | +$770,000 |
|---|
AAP
ADVANCE AUTO PARTS INC | United States | COMMON SHARES | 60,000 | 60,000 | 0 | $9,698,000 | $8,947,000 | -$751,000 |
|---|
EMR
EMERSON ELECTRIC CO | United States | COMMON SHARES | 282,600 | 282,600 | 0 | $14,740,000 | $15,405,000 | +$665,000 |
|---|
JPM
JPMORGAN CHASE & CO | United States | COMMON SHARES | 120,692 | 120,692 | 0 | $7,500,000 | $8,037,000 | +$537,000 |
|---|
JBLU
JETBLUE AIRWAYS CORP | United States | COMMON SHARES | 725,700 | 725,700 | 0 | $12,018,000 | $12,511,000 | +$493,000 |
|---|
YUM
YUM! BRANDS INC | United States | COMMON SHARES | 53,050 | 53,050 | 0 | $4,399,000 | $4,817,000 | +$418,000 |
|---|
ZBH
ZIMMER HOLDINGS INC | United States | COMMON SHARES | 40,000 | 40,000 | 0 | $4,815,000 | $5,201,000 | +$386,000 |
|---|
GLW
CORNING INC | United States | COMMON SHARES | 108,175 | 108,175 | 0 | $2,215,000 | $2,558,000 | +$343,000 |
|---|
KMB
KIMBERLY-CLARK CORP | United States | COMMON SHARES | 27,100 | 27,100 | 0 | $3,726,000 | $3,418,000 | -$308,000 |
|---|
BMO
BANK OF MONTREAL | | COMMON SHARES | 129,901 | 129,901 | 0 | $8,234,000 | $8,518,000 | +$284,000 |
|---|
BHP
BHP BILLITON LTD-SPON ADR | | COMMON SHARES | 45,217 | 45,217 | 0 | $1,291,000 | $1,567,000 | +$276,000 |
|---|
CHRW
C.H. ROBINSON WORLDWIDE INC | United States | COMMON SHARES | 63,082 | 63,082 | 0 | $4,684,000 | $4,445,000 | -$239,000 |
|---|
PM
PHILIP MORRIS INTERNATIONAL | United States | COMMON SHARES | 51,500 | 51,500 | 0 | $5,239,000 | $5,007,000 | -$232,000 |
|---|
PNC
PNC FINANCIAL SERVICES GROUP | United States | COMMON SHARES | 25,354 | 25,354 | 0 | $2,064,000 | $2,284,000 | +$220,000 |
|---|
BIDU
BAIDU INC - SPON ADR | | COMMON SHARES | 12,078 | 12,078 | 0 | $1,995,000 | $2,199,000 | +$204,000 |
|---|
TXT
TEXTRON INC | United States | COMMON SHARES | 60,000 | 60,000 | 0 | $2,194,000 | $2,385,000 | +$191,000 |
|---|
V
VISA INC-CLASS A SHARES | United States | COMMON SHARES | 16,939 | 16,939 | 0 | $1,256,000 | $1,401,000 | +$145,000 |
|---|
IBM
INTL BUSINESS MACHINES CORP | United States | COMMON SHARES | 19,368 | 19,368 | 0 | $2,940,000 | $3,077,000 | +$137,000 |
|---|
PFE
PFIZER INC | United States | COMMON SHARES | 99,589 | 99,589 | 0 | $3,507,000 | $3,373,000 | -$134,000 |
|---|
SYK
STRYKER CORP | United States | COMMON SHARES | 30,000 | 30,000 | 0 | $3,595,000 | $3,492,000 | -$103,000 |
|---|
MCD
MCDONALDS CORP | United States | COMMON SHARES | 20,105 | 20,105 | 0 | $2,419,000 | $2,319,000 | -$100,000 |
|---|
AXP
AMERICAN EXPRESS CO | United States | COMMON SHARES | 30,000 | 30,000 | 0 | $1,823,000 | $1,921,000 | +$98,000 |
|---|
CL
COLGATE-PALMOLIVE CO | United States | COMMON SHARES | 88,238 | 88,238 | 0 | $6,459,000 | $6,542,000 | +$83,000 |
|---|
DIS
THE WALT DISNEY CO | United States | COMMON SHARES | 16,039 | 16,039 | 0 | $1,569,000 | $1,489,000 | -$80,000 |
|---|
TGT
TARGET CORP | United States | COMMON SHARES | 60,670 | 60,670 | 0 | $4,236,000 | $4,167,000 | -$69,000 |
|---|
MTB
M & T BANK CORP | United States | COMMON SHARES | 30,000 | 30,000 | 0 | $3,547,000 | $3,483,000 | -$64,000 |
|---|
LLY
ELI LILLY & CO | United States | COMMON SHARES | 37,763 | 37,763 | 0 | $2,974,000 | $3,031,000 | +$57,000 |
|---|
MCK
MCKESSON CORP | United States | COMMON SHARES | 2,850 | 2,850 | 0 | $532,000 | $475,000 | -$57,000 |
|---|
UNP
UNION PACIFIC CORP | United States | COMMON SHARES | 5,000 | 5,000 | 0 | $436,000 | $488,000 | +$52,000 |
|---|
GILD
GILEAD SCIENCES INC | United States | COMMON SHARES | 11,900 | 11,900 | 0 | $993,000 | $942,000 | -$51,000 |
|---|
DE
DEERE & CO | United States | COMMON SHARES | 9,816 | 9,816 | 0 | $795,000 | $838,000 | +$43,000 |
|---|
AMZN
AMAZON.COM INC | United States | COMMON SHARES | 345 | 345 | 0 | $247,000 | $289,000 | +$42,000 |
|---|
TJX
TJX COMPANIES INC | United States | COMMON SHARES | 13,059 | 13,059 | 0 | $1,009,000 | $977,000 | -$32,000 |
|---|
LMT
LOCKHEED MARTIN CORP | United States | COMMON SHARES | 3,500 | 3,500 | 0 | $869,000 | $839,000 | -$30,000 |
|---|
EIX
EDISON INTERNATIONAL | United States | COMMON SHARES | 5,039 | 5,039 | 0 | $391,000 | $364,000 | -$27,000 |
|---|
HCA
HCA Holdings, Inc | United States | COMMON SHARES | 19,070 | 19,070 | 0 | $1,469,000 | $1,442,000 | -$27,000 |
|---|
MPC
MARATHON PETROLEUM CORP | United States | COMMON SHARES | 10,000 | 10,000 | 0 | $380,000 | $406,000 | +$26,000 |
|---|
BA
BOEING CO | United States | COMMON SHARES | 12,900 | 12,900 | 0 | $1,675,000 | $1,699,000 | +$24,000 |
|---|
CBOE
CBOE HOLDINGS INC | United States | COMMON SHARES | 10,174 | 10,174 | 0 | $678,000 | $660,000 | -$18,000 |
|---|
PPG
PPG INDUSTRIES INC | United States | COMMON SHARES | 22,448 | 22,448 | 0 | $2,338,000 | $2,320,000 | -$18,000 |
|---|
HD
HOME DEPOT INC | United States | COMMON SHARES | 14,573 | 14,573 | 0 | $1,861,000 | $1,875,000 | +$14,000 |
|---|
HONZZZZ
HONEYWELL INTERNATIONAL INC | | COMMON SHARES | 53,000 | 53,000 | 0 | $6,165,000 | $6,179,000 | +$14,000 |
|---|
COP
CONOCOPHILLIPS | United States | COMMON SHARES | 94,464 | 94,464 | 0 | $4,119,000 | $4,106,000 | -$13,000 |
|---|
ADM
ARCHER-DANIELS-MIDLAND CO | United States | COMMON SHARES | 16,821 | 16,821 | 0 | $721,000 | $709,000 | -$12,000 |
|---|
MAR
MARRIOTT INTERNATIONAL-CL A | United States | COMMON SHARES | 13,800 | 13,800 | 0 | $917,000 | $929,000 | +$12,000 |
|---|
VLO
VALERO ENERGY CORP | United States | COMMON SHARES | 4,829 | 4,829 | 0 | $246,000 | $256,000 | +$10,000 |
|---|
NEM
NEWMONT MINING CORP | United States | COMMON SHARES | 43,935 | 43,935 | 0 | $1,719,000 | $1,726,000 | +$7,000 |
|---|
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