Parametric Risk Advisors

Latest statistics and disclosures from Parametric Risk Advisors's latest quarterly 13F-HR filing:

Parametric Risk Advisors portfolio companies for September 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
Facebook Inc cl a 37.26 4.31M 128.27 0.00
United Parcel Service (UPS) 4.71 638945 -2.00% 109.36 99.32
Comcast Corporation (CMCSA) 3.72 830032 66.34 58.60
Oracle Corporation (ORCL) 3.20 1.21M -4.00% 39.28 41.62
Goldman Sachs (GS) 3.08 282742 161.27 184.67
SPDR S&P; 500 ETF (SPY) 2.99 204617 216.30 205.25
3M Company (MMM) 2.90 244191 -2.00% 176.23 162.72
Johnson & Johnson (JNJ) 2.39 300106 +5.00% 118.13 98.55
Texas Instruments Incorporated (TXN) 1.89 400000 70.18 57.48
D.R. Horton (DHI) 1.76 865000 30.20 25.87
Apple (AAPL) 1.61 210680 -7.00% 113.05 123.28
Invesco Ltd shs 1.58 750000 31.27 0.00
Caterpillar (CAT) 1.37 228225 88.77 79.57
Exxon Mobil Corporation (XOM) 1.32 223758 -22.00% 87.28 84.57
Cisco Systems (CSCO) 1.25 585396 31.72 28.51
Procter & Gamble Company (PG) 1.25 206082 -4.00% 89.75 81.31
Emerson Electric (EMR) 1.04 282600 54.51 55.87
General Electric Company (GE) 1.01 505284 -27.00% 29.62 25.35
Coca-Cola Company (KO) 1.00 348571 +23.00% 42.32 40.22
Morgan Stanley (MS) 0.93 428028 -7.00% 32.06 34.94
Microchip Technology (MCHP) 0.88 209676 62.14 49.28
Amgen (AMGN) 0.86 76154 166.81 153.92
JetBlue Airways Corporation (JBLU) 0.84 725700 17.24 17.12
Walgreen Company (WAG) 0.78 143834 +37.00% 80.62 0.00
Google (GOOG) 0.74 14146 +116.00% 777.32 554.33
Intuit (INTU) 0.74 99698 -5.00% 110.01 95.52
Berkshire Hathaway Inc. Class B 0.70 71306 144.48 0.00
Medtronic (MDT) 0.68 117200 86.40 76.22
QUALCOMM (QCOM) 0.60 128813 +3.00% 68.50 71.27
Advance Auto Parts (AAP) 0.60 60000 149.12 147.03
Teva Pharmaceutical Industries (TEVA) 0.59 190000 46.01 57.77
Bank Of Montreal Cadcom Npv 0.57 129901 65.57 0.00
JPMorgan Chase & Co. (JPM) 0.54 120692 66.59 60.16
Wells Fargo & Company (WFC) 0.53 177856 -22.00% 44.28 53.90
Merck & Co 0.51 120819 +132.00% 62.41 0.00
Microsoft Corporation (MSFT) 0.50 129933 -9.00% 57.60 42.00
Bristol Myers Squibb (BMY) 0.50 137272 53.92 66.08
General Mills (GIS) 0.50 115000 63.88 51.55
Dow Chemical Company (DOW) 0.49 139000 -24.00% 51.83 47.09
Pepsi (PEP) 0.49 66423 -42.00% 108.77 93.96
Colgate-Palmolive Company (CL) 0.44 88238 74.14 68.17
Cree (CREE) 0.43 247965 25.72 38.59
Honeywell International (HON) 0.42 53000 116.58 100.92
U.S. Ban (USB) 0.40 139795 +9.00% 42.89 43.76
Intel Corporation (INTC) 0.40 155613 37.75 32.76
Discover Financial Services (DFS) 0.35 92574 +24.00% 56.55 58.01
Zimmer Holdings (ZMH) 0.35 40000 130.02 116.78
Philip Morris International (PM) 0.34 51500 97.22 77.69
Yum! Brands (YUM) 0.33 53050 90.80 77.05
CME (CME) 0.32 45226 -47.00% 104.52 95.64
Wal-Mart Stores (WMT) 0.32 64861 +4.00% 72.12 81.06
Abbott Laboratories (ABT) 0.31 108000 +30.00% 42.29 46.40
C.H. Robinson Worldwide (CHRW) 0.30 63082 70.46 72.00
ConocoPhillips (COP) 0.28 94464 43.47 61.42
Target Corporation (TGT) 0.28 60670 68.68 77.89
M&T; Bank Corporation (MTB) 0.24 30000 116.10 121.63
Stryker Corporation (SYK) 0.24 30000 116.40 90.61
Pfizer (PFE) 0.23 99589 33.87 33.78
Kimberly-Clark Corporation (KMB) 0.23 27100 126.13 103.80
iShares S&P; 500 Index (IVV) 0.23 15779 217.57 205.96
NetApp (NTAP) 0.22 92400 -7.00% 35.82 37.63
International Business Machines (IBM) 0.21 19368 158.87 158.25
Eli Lilly & Co. (LLY) 0.20 37763 80.26 68.81
United Technologies Corporation (UTX) 0.20 29000 101.59 118.52
Chevron Corporation (CVX) 0.19 27668 -5.00% 102.93 102.86
Corning Incorporated (GLW) 0.17 108175 23.65 22.80
priceline.com Incorporated (PCLN) 0.17 1700 -19.00% 1471.76 1190.00
McDonald's Corporation (MCD) 0.16 20105 115.34 96.21
PPG Industries (PPG) 0.16 22448 103.35 225.60
Textron (TXT) 0.16 60000 39.75 42.62
PNC Financial Services (PNC) 0.15 25354 90.08 93.21
Baidu (BIDU) 0.15 12078 182.07 207.29
Celgene Corporation (CELG) 0.14 19730 104.51 118.26
SPDR Dow Jones Industrial Average ETF (DIA) 0.14 11588 182.78 176.97
American Express Company (AXP) 0.13 30000 64.03 79.39
Home Depot (HD) 0.13 14573 128.66 113.11
BB&T; Corporation (BBT) 0.13 51000 37.73 37.76
Schlumberger (SLB) 0.13 25065 +6.00% 78.64 81.67
Newmont Mining Corporation (NEM) 0.12 43935 39.29 21.67
Boeing Company (BA) 0.11 12900 131.71 152.38
BHP Billiton (BHP) 0.11 45217 34.66 45.68
Walt Disney Company (DIS) 0.10 16039 92.84 103.60
HCA HOLDINGS 0.10 19070 75.62 0.00
Novartis AG (NVS) 0.09 17818 +33.00% 78.97 96.03
Visa (V) 0.09 16939 82.71 266.74
EOG Resources (EOG) 0.08 12780 +27.00% 96.71 86.44
Regeneron Pharmaceuticals (REGN) 0.07 2570 -44.00% 401.95 427.05
Raytheon Company (RTN) 0.07 7368 136.13 106.21
TJX Companies (TJX) 0.07 13059 74.81 67.66
Lockheed Martin Corporation (LMT) 0.06 3500 239.71 197.87
Deere & Company (DE) 0.06 9816 85.37 90.31
Gilead Sciences (GILD) 0.06 11900 79.16 99.53
Marriott International (MAR) 0.06 13800 67.32 81.60
Celanese Corporation (CE) 0.06 12590 +17.00% 66.56 56.85
Archer Daniels Midland Company (ADM) 0.05 16821 42.15 45.32
Occidental Petroleum Corporation (OXY) 0.05 9560 +11.00% 72.91 74.23
Waste Management (WM) 0.04 8966 -3.00% 63.80 53.00
CBOE Holdings (CBOE) 0.04 10174 64.87 60.15
Union Pacific Corporation (UNP) 0.03 5000 97.60 114.86
McKesson Corporation (MCK) 0.03 2850 166.67 221.98
Juniper Networks (JNPR) 0.03 18100 -72.00% 24.03 23.46
SPDR S&P; Homebuilders (XHB) 0.03 14868 -21.00% 33.97 35.32
Marathon Petroleum 0.03 10000 40.60 0.00
Chubb Corporation (CB) 0.02 2633 125.71 98.78
Valero Energy Corporation (VLO) 0.02 4829 53.01 56.99
Amazon (AMZN) 0.02 345 837.68 372.62
Edison International (EIX) 0.02 5039 72.24 61.82
Anadarko Petroleum Corporation (APC) 0.01 2674 63.20 79.89
Ishares Tr Index option 0.00 4632 -27.00% 10.51 0.00