Parametric Risk Advisors

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

Parametric Risk Advisors portfolio companies for June 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
Facebook Inc cl a 32.34 4.30M -6.00% 114.28 0.00
United Parcel Service (UPS) 4.66 657645 +19.00% 107.72 99.32
Comcast Corporation (CMCSA) 3.55 828615 65.19 58.60
Oracle Corporation (ORCL) 3.42 1.27M 40.93 41.62
3M Company (MMM) 2.89 251191 +86.00% 175.12 162.72
SPDR S&P; 500 ETF (SPY) 2.84 206381 -14.00% 209.48 205.25
Goldman Sachs (GS) 2.76 282742 148.58 184.67
Johnson & Johnson (JNJ) 2.26 283906 -7.00% 121.30 98.55
D.R. Horton (DHI) 1.79 865000 -12.00% 31.48 25.87
Exxon Mobil Corporation (XOM) 1.78 288930 -4.00% 93.74 84.57
Texas Instruments Incorporated (TXN) 1.65 400000 62.65 57.48
iShares Dow Jones US Real Estate (IYR) 1.46 270000 82.39 76.66
General Electric Company (GE) 1.44 694634 -6.00% 31.48 25.35
Apple (AAPL) 1.43 226805 +44.00% 95.60 123.28
Invesco Ltd shs 1.26 750000 25.54 0.00
Procter & Gamble Company (PG) 1.20 215393 +48.00% 84.67 81.31
Caterpillar (CAT) 1.14 228005 -5.00% 75.81 79.57
Cisco Systems (CSCO) 1.10 585396 28.69 28.51
Emerson Electric (EMR) 0.97 282600 52.16 55.87
Coca-Cola Company (KO) 0.84 281771 -15.00% 45.33 40.22
Blackstone (BX) 0.81 500000 +194.00% 24.54 37.98
Pepsi (PEP) 0.81 116423 +9.00% 105.94 93.96
Morgan Stanley (MS) 0.79 465028 +17.00% 25.98 34.94
JetBlue Airways Corporation (JBLU) 0.79 725700 16.56 17.12
Intuit (INTU) 0.77 105202 111.61 95.52
Amgen (AMGN) 0.76 76154 152.15 153.92
Wells Fargo & Company (WFC) 0.72 229988 -3.00% 47.33 53.90
Ball Corporation (BLL) 0.71 150000 72.29 69.72
Microchip Technology (MCHP) 0.70 209676 50.76 49.28
Berkshire Hathaway Inc. Class B 0.67 70399 +11.00% 144.79 0.00
Medtronic (MDT) 0.67 118300 +203.00% 86.77 76.22
Bristol Myers Squibb (BMY) 0.66 137272 73.55 66.08
Advance Auto Parts (AAP) 0.64 60000 NEW 161.63 147.03
Teva Pharmaceutical Industries (TEVA) 0.63 190000 50.23 57.77
Dow Chemical Company (DOW) 0.60 185000 -5.00% 49.71 47.09
Alibaba Group Holding Ltd Spon 0.60 114790 +282.00% 79.53 0.00
Google Inc Class C 0.59 12863 +5.00% 692.06 0.00
Walgreen Company (WAG) 0.57 104834 +66.00% 83.27 0.00
CME (CME) 0.55 86437 +90.00% 97.40 95.64
General Mills (GIS) 0.54 115000 71.32 51.55
Bank Of Montreal Cadcom Npv 0.54 129901 63.39 0.00
JPMorgan Chase & Co. (JPM) 0.49 120692 -5.00% 62.14 60.16
Microsoft Corporation (MSFT) 0.48 143516 -12.00% 51.17 42.00
QUALCOMM (QCOM) 0.44 124513 +3.00% 53.57 71.27
Colgate-Palmolive Company (CL) 0.42 88238 -21.00% 73.20 68.17
Honeywell International (HON) 0.41 53000 116.32 100.92
Cree (CREE) 0.40 247965 24.44 38.59
Accenture 0.37 49619 113.28 0.00
U.S. Ban (USB) 0.34 128193 +6.00% 40.33 43.76
Intel Corporation (INTC) 0.34 155613 32.80 32.76
Philip Morris International (PM) 0.34 51500 101.73 77.69
Checkpoint Systems (CKP) 0.33 63870 NEW 79.68 10.80
Zimmer Holdings (ZMH) 0.32 40000 120.38 116.78
C.H. Robinson Worldwide (CHRW) 0.31 63082 74.25 72.00
Wal-Mart Stores (WMT) 0.30 62346 +139.00% 73.03 81.06
Google (GOOG) 0.30 6540 +31.00% 703.52 554.33
Yum! Brands (YUM) 0.29 53050 82.92 77.05
Target Corporation (TGT) 0.28 60670 -19.00% 69.82 77.89
ConocoPhillips (COP) 0.27 94464 +94.00% 43.60 61.42
Discover Financial Services (DFS) 0.26 74574 53.58 58.01
Kimberly-Clark Corporation (KMB) 0.24 27100 -26.00% 137.49 103.80
Stryker Corporation (SYK) 0.24 30000 119.83 90.61
Raymond James Financial (RJF) 0.24 73500 49.31 57.98
Tableau Software Inc Cl A 0.24 75000 NEW 48.92 0.00
M&T; Bank Corporation (MTB) 0.23 30000 NEW 118.23 121.63
Pfizer (PFE) 0.23 99589 +397.00% 35.21 33.78
Actavis 0.23 15000 NEW 231.07 0.00
iShares S&P; 500 Index (IVV) 0.22 15779 +165.00% 210.47 205.96
Abbott Laboratories (ABT) 0.21 83000 39.31 46.40
Eli Lilly & Co. (LLY) 0.20 37763 78.75 68.81
Merck & Co 0.20 52000 +40.00% 57.62 0.00
Chevron Corporation (CVX) 0.20 29268 -47.00% 104.82 102.86
United Technologies Corporation (UTX) 0.20 29000 102.55 118.52
International Business Machines (IBM) 0.19 19368 -69.00% 151.80 158.25
E.I. du Pont de Nemours & Company (DD) 0.18 41100 64.79 79.13
Skyworks Solutions (SWKS) 0.18 43602 +1664.00% 63.13 92.91
priceline.com Incorporated (PCLN) 0.17 2100 -54.00% 1248.57 1190.00
McDonald's Corporation (MCD) 0.16 20105 120.32 96.21
NetApp (NTAP) 0.16 100000 24.59 37.63
Monster Beverage 0.16 14800 160.74 0.00
Corning Incorporated (GLW) 0.15 108175 20.48 22.80
PPG Industries (PPG) 0.15 22448 104.15 225.60
PNC Financial Services (PNC) 0.14 25354 81.41 93.21
Textron (TXT) 0.14 60000 36.57 42.62
SPDR Dow Jones Industrial Average ETF (DIA) 0.14 11588 178.98 176.97
Baidu (BIDU) 0.13 12078 165.18 207.29
Celgene Corporation (CELG) 0.13 19730 NEW 98.63 118.26
Intercontinentalexchange 0.13 7607 255.95 0.00
American Express Company (AXP) 0.12 30000 60.77 79.39
Home Depot (HD) 0.12 14573 127.70 113.11
BB&T; Corporation (BBT) 0.12 51000 35.61 37.76
Schlumberger (SLB) 0.12 23571 +9.00% 79.08 81.67
L-3 Communications Holdings (LLL) 0.12 12346 146.69 125.86
Regeneron Pharmaceuticals (REGN) 0.11 4600 NEW 349.13 427.05
Newmont Mining Corporation (NEM) 0.11 43935 39.13 21.67
Boeing Company (BA) 0.11 12900 +18.00% 129.84 152.38
Biogen Idec (BIIB) 0.11 7000 241.86 415.20
Walt Disney Company (DIS) 0.10 16039 97.82 103.60
Juniper Networks (JNPR) 0.10 66400 22.48 23.46
HCA HOLDINGS 0.10 19070 77.03 0.00
Diageo (DEO) 0.08 10571 +125.00% 112.86 110.91
Visa (V) 0.08 16939 +476.00% 74.15 266.74
BHP Billiton (BHP) 0.08 45217 28.55 45.68
Mondelez Int 0.08 27000 45.52 0.00
W.W. Grainger (GWW) 0.07 4798 -17.00% 227.18 230.01
Raytheon Company (RTN) 0.07 7412 -56.00% 136.00 106.21
Novartis AG (NVS) 0.07 13367 +16.00% 82.52 96.03
Gilead Sciences (GILD) 0.07 11900 83.45 99.53
TJX Companies (TJX) 0.07 13059 77.26 67.66
PowerShares QQQ Trust, Series 1 (QQQQ) 0.07 9909 107.58 0.00
Zoetis Inc Cl A 0.07 23702 +43.00% 47.46 0.00
Lockheed Martin Corporation (LMT) 0.06 3500 248.29 197.87
Marriott International (MAR) 0.06 13800 66.45 81.60
Kraft Foods 0.06 10000 -64.00% 88.50 0.00
Paypal Holdings 0.06 23523 +64.00% 36.52 0.00
Bank of America Corporation (BAC) 0.05 63000 13.27 15.95
Archer Daniels Midland Company (ADM) 0.05 16821 -43.00% 42.86 45.32
Deere & Company (DE) 0.05 9816 80.99 90.31
Praxair (PX) 0.05 6225 +63.00% 112.45 124.53
EOG Resources (EOG) 0.05 10001 +39.00% 83.39 86.44
Celanese Corporation (CE) 0.05 10686 +28.00% 65.41 56.85
Waste Management (WM) 0.04 9266 +96.00% 66.26 53.00
Bed Bath & Beyond (BBBY) 0.04 15638 +60.00% 43.23 74.05
Liberty Media (LINTA) 0.04 21738 +17.00% 25.35 0.00
Occidental Petroleum Corporation (OXY) 0.04 8577 -48.00% 75.55 74.23
iShares NASDAQ Biotechnology Index (IBB) 0.04 2230 257.40 341.41
CBOE Holdings (CBOE) 0.04 10174 66.64 60.15
SPDR S&P; Homebuilders (XHB) 0.04 18928 33.55 35.32
Union Pacific Corporation (UNP) 0.03 5000 87.20 114.86
McKesson Corporation (MCK) 0.03 2850 186.67 221.98
Edison International (EIX) 0.03 5039 77.59 61.82
Chubb Corporation (CB) 0.02 2633 130.65 98.78
Valero Energy Corporation (VLO) 0.02 4829 50.94 56.99
eBay (EBAY) 0.02 15167 +153.00% 23.41 59.78
Hershey Company (HSY) 0.02 2900 113.45 98.43
Amazon (AMZN) 0.02 345 715.94 372.62
Marathon Petroleum 0.02 10000 38.00 0.00
Anadarko Petroleum Corporation (APC) 0.01 2674 53.10 79.89
FleetCor Technologies (FLT) 0.01 1012 +5.00% 143.28 149.57
Ishares Tr Index option 0.00 6360 7.30 0.00
Ionis Pharmaceuticals 0.00 2606 23.41 0.00