Parametric Risk Advisors as of Dec. 31, 2015
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 118 positions in its portfolio as reported in the December 2015 quarterly 13F filing
Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
---|---|---|---|---|---|
Facebook Inc cl a (META) | 40.8 | $588M | 5.6M | 104.66 | |
United Parcel Service (UPS) | 3.6 | $52M | 539k | 96.23 | |
Goldman Sachs (GS) | 3.5 | $51M | 283k | 180.23 | |
Comcast Corporation (CMCSA) | 3.1 | $45M | 800k | 56.43 | |
Oracle Corporation (ORCL) | 3.1 | $45M | 1.2M | 36.53 | |
Johnson & Johnson (JNJ) | 2.6 | $38M | 366k | 102.72 | |
D.R. Horton (DHI) | 2.2 | $32M | 990k | 32.03 | |
Exxon Mobil Corporation (XOM) | 1.8 | $26M | 333k | 77.95 | |
Invesco (IVZ) | 1.7 | $25M | 750k | 33.48 | |
Coca-Cola Company (KO) | 1.7 | $25M | 577k | 42.96 | |
Spdr S&p 500 Etf (SPY) | 1.7 | $25M | 121k | 203.87 | |
General Electric Company | 1.5 | $22M | 702k | 31.15 | |
3M Company (MMM) | 1.5 | $22M | 146k | 150.64 | |
iShares Dow Jones US Real Estate (IYR) | 1.4 | $20M | 270k | 75.08 | |
JetBlue Airways Corporation (JBLU) | 1.3 | $19M | 837k | 22.65 | |
Ball Corporation (BALL) | 1.1 | $16M | 225k | 72.73 | |
Caterpillar (CAT) | 1.1 | $16M | 233k | 67.96 | |
Procter & Gamble Company (PG) | 1.0 | $15M | 188k | 79.41 | |
Emerson Electric (EMR) | 0.9 | $14M | 283k | 47.83 | |
Apple (AAPL) | 0.9 | $14M | 129k | 105.26 | |
Amgen (AMGN) | 0.9 | $12M | 76k | 162.32 | |
Teva Pharmaceutical Industries (TEVA) | 0.7 | $11M | 160k | 65.64 | |
Dow Chemical Company | 0.7 | $10M | 195k | 51.48 | |
Intuit (INTU) | 0.7 | $10M | 105k | 96.50 | |
Schlumberger (SLB) | 0.7 | $9.6M | 137k | 69.75 | |
Cisco Systems (CSCO) | 0.6 | $9.2M | 338k | 27.16 | |
Google Inc Class C | 0.6 | $9.3M | 12k | 758.86 | |
International Business Machines (IBM) | 0.6 | $8.7M | 63k | 137.62 | |
Bristol Myers Squibb (BMY) | 0.6 | $8.4M | 122k | 68.79 | |
Northern Trust Corporation (NTRS) | 0.6 | $8.1M | 112k | 72.09 | |
Wells Fargo & Company (WFC) | 0.6 | $8.1M | 148k | 54.36 | |
Berkshire Hathaway Inc. Class B | 0.6 | $7.9M | 60k | 132.04 | |
Microsoft Corporation (MSFT) | 0.5 | $6.8M | 123k | 55.48 | |
General Mills (GIS) | 0.5 | $6.6M | 115k | 57.66 | |
Cree | 0.5 | $6.6M | 248k | 26.67 | |
Morgan Stanley (MS) | 0.4 | $6.2M | 194k | 31.81 | |
Philip Morris International (PM) | 0.4 | $6.1M | 69k | 87.91 | |
JPMorgan Chase & Co. (JPM) | 0.4 | $5.8M | 88k | 66.03 | |
Colgate-Palmolive Company (CL) | 0.4 | $5.8M | 86k | 66.62 | |
Chevron Corporation (CVX) | 0.4 | $5.6M | 62k | 89.95 | |
Intel Corporation (INTC) | 0.4 | $5.4M | 156k | 34.45 | |
Qualcomm (QCOM) | 0.4 | $5.4M | 107k | 49.99 | |
Accenture (ACN) | 0.4 | $5.2M | 50k | 104.50 | |
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) | 0.4 | $5.2M | 64k | 81.38 | |
Blackstone | 0.3 | $5.0M | 170k | 29.24 | |
C.H. Robinson Worldwide (CHRW) | 0.3 | $4.9M | 79k | 62.02 | |
Tableau Software Inc Cl A | 0.3 | $4.7M | 50k | 94.22 | |
Pepsi (PEP) | 0.3 | $4.7M | 47k | 99.93 | |
Devon Energy Corporation (DVN) | 0.3 | $4.3M | 134k | 32.00 | |
Walgreen Company | 0.3 | $4.3M | 51k | 85.16 | |
Raymond James Financial (RJF) | 0.3 | $4.3M | 74k | 57.97 | |
Abbott Laboratories (ABT) | 0.3 | $4.2M | 93k | 44.91 | |
Discover Financial Services (DFS) | 0.3 | $4.1M | 76k | 53.63 | |
Zimmer Holdings (ZBH) | 0.3 | $4.1M | 40k | 102.60 | |
Cme (CME) | 0.3 | $3.9M | 43k | 90.61 | |
0.3 | $3.9M | 5.0k | 778.09 | ||
Kimberly-Clark Corporation (KMB) | 0.2 | $3.5M | 27k | 127.31 | |
Yum! Brands (YUM) | 0.2 | $3.4M | 46k | 73.05 | |
priceline.com Incorporated | 0.2 | $3.2M | 2.5k | 1274.80 | |
Medtronic | 0.2 | $3.0M | 39k | 76.92 | |
U.S. Bancorp (USB) | 0.2 | $2.8M | 66k | 42.67 | |
Eli Lilly & Co. (LLY) | 0.2 | $2.9M | 35k | 84.26 | |
General Growth Properties | 0.2 | $2.9M | 106k | 27.21 | |
Juno Therapeutics | 0.2 | $2.9M | 65k | 43.97 | |
E.I. du Pont de Nemours & Company | 0.2 | $2.7M | 41k | 66.59 | |
Stryker Corporation (SYK) | 0.2 | $2.8M | 30k | 92.93 | |
Target Corporation (TGT) | 0.2 | $2.8M | 39k | 72.60 | |
United Technologies Corporation | 0.2 | $2.8M | 29k | 96.07 | |
McDonald's Corporation (MCD) | 0.2 | $2.5M | 22k | 118.14 | |
Credit Suisse Group | 0.2 | $2.6M | 119k | 21.69 | |
PNC Financial Services (PNC) | 0.2 | $2.4M | 25k | 95.29 | |
Textron (TXT) | 0.2 | $2.5M | 60k | 42.02 | |
Baidu (BIDU) | 0.2 | $2.3M | 12k | 189.02 | |
Biogen Idec (BIIB) | 0.1 | $2.1M | 7.0k | 306.29 | |
Monster Beverage | 0.1 | $2.2M | 15k | 148.99 | |
Corning Incorporated (GLW) | 0.1 | $2.0M | 108k | 18.28 | |
American Express Company (AXP) | 0.1 | $2.1M | 30k | 69.53 | |
Home Depot (HD) | 0.1 | $1.9M | 15k | 132.23 | |
BB&T Corporation | 0.1 | $1.9M | 51k | 37.80 | |
Juniper Networks (JNPR) | 0.1 | $1.8M | 66k | 27.61 | |
Walt Disney Company (DIS) | 0.1 | $1.7M | 16k | 105.06 | |
PPG Industries (PPG) | 0.1 | $1.8M | 18k | 98.83 | |
ConocoPhillips (COP) | 0.1 | $1.8M | 39k | 46.70 | |
Boeing Company (BA) | 0.1 | $1.6M | 11k | 144.59 | |
Darden Restaurants (DRI) | 0.1 | $1.4M | 23k | 63.66 | |
L-3 Communications Holdings | 0.1 | $1.5M | 12k | 119.47 | |
SPDR Dow Jones Industrial Average ETF (DIA) | 0.1 | $1.4M | 7.8k | 173.97 | |
Wal-Mart Stores (WMT) | 0.1 | $1.2M | 20k | 61.31 | |
Archer Daniels Midland Company (ADM) | 0.1 | $1.1M | 30k | 36.69 | |
W.W. Grainger (GWW) | 0.1 | $1.2M | 5.8k | 202.66 | |
iShares S&P 500 Index (IVV) | 0.1 | $1.2M | 6.0k | 204.81 | |
Gilead Sciences (GILD) | 0.1 | $1.2M | 12k | 101.18 | |
BHP Billiton (BHP) | 0.1 | $1.2M | 45k | 25.76 | |
Mondelez Int (MDLZ) | 0.1 | $1.2M | 27k | 44.85 | |
Intercontinental Exchange (ICE) | 0.1 | $1.2M | 4.6k | 256.34 | |
Bank of America Corporation (BAC) | 0.1 | $1.1M | 63k | 16.83 | |
UnitedHealth (UNH) | 0.1 | $941k | 8.0k | 117.62 | |
iShares MSCI EAFE Index Fund (EFA) | 0.1 | $945k | 16k | 58.70 | |
iShares Russell 2000 Index (IWM) | 0.1 | $957k | 8.5k | 112.59 | |
iShares MSCI Emerging Markets Indx (EEM) | 0.1 | $802k | 25k | 32.21 | |
Merck & Co | 0.1 | $898k | 17k | 52.82 | |
TJX Companies (TJX) | 0.1 | $926k | 13k | 70.91 | |
Marriott International (MAR) | 0.1 | $925k | 14k | 67.03 | |
Sprouts Fmrs Mkt (SFM) | 0.1 | $931k | 35k | 26.60 | |
Newmont Mining Corporation (NEM) | 0.1 | $790k | 44k | 17.98 | |
Lockheed Martin Corporation (LMT) | 0.1 | $760k | 3.5k | 217.14 | |
Deere & Company (DE) | 0.1 | $749k | 9.8k | 76.30 | |
CBOE Holdings (CBOE) | 0.1 | $660k | 10k | 64.87 | |
Kraft Foods | 0.1 | $728k | 10k | 72.80 | |
Pfizer (PFE) | 0.0 | $646k | 20k | 32.30 | |
Raytheon Company | 0.0 | $623k | 5.0k | 124.60 | |
Marathon Petroleum Corp (MPC) | 0.0 | $518k | 10k | 51.80 | |
Abbvie (ABBV) | 0.0 | $574k | 9.7k | 59.21 | |
Union Pacific Corporation (UNP) | 0.0 | $391k | 5.0k | 78.20 | |
Ishares Tr Index option | 0.0 | $405k | 15k | 27.52 | |
Hershey Company (HSY) | 0.0 | $259k | 2.9k | 89.31 | |
Anadarko Petroleum Corporation | 0.0 | $130k | 2.7k | 48.62 | |
Marathon Oil Corporation (MRO) | 0.0 | $126k | 10k | 12.60 |