Parametric Risk Advisors LLC 13F 持仓 · 最近申报 2016年Q3
Parametric Risk Advisors 在 2016年Q3（报告期截至 2016-09-30）的 SEC 13F 申报中报告了 108 只证券，申报市值合计 14.82 亿美元。前几大持仓：META（37.26%）、UPS（4.71%）、CMCSA（3.72%）。本季前 25 大持仓中：增持 7 只、减持 9 只。
| 排名 | 代码 | 公司 | 市值 | 占组合 | 股数 | 变动 |
|---|---|---|---|---|---|---|
| 1 | META | FACEBOOK INC-A | $552.3M | 37.26% | 4.3M | 增持 |
| 2 | UPS | UNITED PARCEL SERVICE-CL B | $69.9M | 4.71% | 638,945 | 减持 |
| 3 | CMCSA | COMCAST CORP-CL A | $55.1M | 3.72% | 830,032 | 增持 |
| 4 | ORCL | ORACLE CORP | $47.4M | 3.20% | 1.2M | 减持 |
| 5 | GS | GOLDMAN SACHS GROUP INC | $45.6M | 3.08% | 282,742 | 持平 |
| 6 | SPY | SPDR TRUST SERIES 1 | $44.3M | 2.99% | 204,617 | 减持 |
| 7 | MMM | 3M CO | $43.0M | 2.90% | 244,191 | 减持 |
| 8 | JNJ | JOHNSON & JOHNSON | $35.5M | 2.39% | 300,106 | 增持 |
| 9 | TXN | TEXAS INSTRUMENTS INC | $28.1M | 1.89% | 400,000 | 持平 |
| 10 | DHI | DR HORTON INC | $26.1M | 1.76% | 865,000 | 持平 |
| 11 | AAPL | APPLE INC | $23.8M | 1.61% | 210,680 | 减持 |
| 12 | IVZ | INVESCO LTD | $23.5M | 1.58% | 750,000 | 持平 |
| 13 | CAT | CATERPILLAR INC | $20.3M | 1.37% | 228,225 | 增持 |
| 14 | XOM | EXXON MOBIL CORP | $19.5M | 1.32% | 223,758 | 减持 |
| 15 | CSCO | CISCO SYSTEMS INC | $18.6M | 1.25% | 585,396 | 持平 |
| 16 | PG | PROCTER & GAMBLE CO | $18.5M | 1.25% | 206,082 | 减持 |
| 17 | EMR | EMERSON ELECTRIC CO | $15.4M | 1.04% | 282,600 | 持平 |
| 18 | GE | GENERAL ELECTRIC CO | $15.0M | 1.01% | 505,284 | 减持 |
| 19 | KO | COCA-COLA CO/THE | $14.8M | 1.00% | 348,571 | 增持 |
| 20 | MS | MORGAN STANLEY | $13.7M | 0.93% | 428,028 | 减持 |
| 21 | MCHP | MICROCHIP TECHNOLOGY INC | $13.0M | 0.88% | 209,676 | 持平 |
| 22 | AMGN | AMGEN INC | $12.7M | 0.86% | 76,154 | 持平 |
| 23 | JBLU | JETBLUE AIRWAYS CORP | $12.5M | 0.84% | 725,700 | 持平 |
| 24 | WBA | WALGREEN CO | $11.6M | 0.78% | 143,834 | 增持 |
| 25 | GOOGL | GOOGLE INC-CL C | $11.0M | 0.74% | 14,146 | 增持 |
来源：SEC 13F 申报文件 · 截至 2016-09-30
本期 13F-HR 中的全部持仓，以及相对上季度的变化。
13F 持仓，最新季度
来源SEC EDGAR13F-HR