Data included 90,242,799 test-day milk records from 5,402,484 Holstein cows in the first 3 parities and 9,326,754 animals in the pedigree. Additionally, daily temperature-humidity indexes from 202 weather stations were available. Analyses were done by a random regression model in which each parity was treated as a separate trait and that accounted for heat stress. The fixed effects included herd test-day, age at calving, milking frequency, and days in milk classes. Random effects included additive genetic, permanent environment, and herd-year effects, all fit as random regressions. Five covariates in the random regressions included linear splines with 4 knots at 5, 50, 200, and 305 DIM and a function of a temperature-humidity index (THI). Mixed model equations were solved by using an iteration on data approach with a preconditioned conjugate gradient algorithm. Genetic trends for daily milk yield in absence of heat stress (intercept) were 0.140 kg/yr, 0.172 kg/yr, and 0.168 kg/yr for the first, second, and third parity, respectively. Genetic trends for decline of milk yield at temperature of 5°C THI over the threshold of sensitivity to heat stress were −0.002 kg/yr, −0.035 kg/yr, and −0.038 kg/yr, for first, second, and third parity, respectively. Genetic profiles were created by contrasting the 100 most and 100 least heat-tolerant bulls for the official proofs. The most heat-tolerant bulls transmitted lower production and dairy form but higher fertility, productive life, and type, especially udder and locomotion traits. In later parities, the type advantages were smaller. Test-day records capture only a fraction of information due to heat stress, and the real trends for heat stress may be stronger. Studies on heat stress for production should include records on later parities.