Mga Batayang Estadistika
| Nilai Portofolio | $ 1,482,067,000 |
| Posisi Saat Ini | 109 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
Parametric Risk Advisors LLC telah mengungkapkan total kepemilikan 109 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 1,482,067,000 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama Parametric Risk Advisors LLC adalah 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) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 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 |
Penurunan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 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 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2016-11-14 untuk periode pelaporan 2016-09-30. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | Harga Saham Rata-rata | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| 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 |
