Parametric Risk Advisors

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

Parametric Risk Advisors portfolio companies for March 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
Facebook Inc cl a 35.59 4.59M -18.00% 114.10 0.00
United Parcel Service (UPS) 3.93 548906 105.47 99.32
Oracle Corporation (ORCL) 3.50 1.26M +2.00% 40.91 41.62
Comcast Corporation (CMCSA) 3.42 823949 +2.00% 61.08 58.60
SPDR S&P; 500 ETF (SPY) 3.35 240317 +98.00% 205.52 205.25
Goldman Sachs (GS) 3.01 282742 156.98 184.67
Johnson & Johnson (JNJ) 2.25 306306 -16.00% 108.20 98.55
D.R. Horton (DHI) 2.03 990000 30.23 25.87
Exxon Mobil Corporation (XOM) 1.72 302532 -9.00% 83.59 84.57
General Electric Company (GE) 1.61 744634 +6.00% 31.79 25.35
Invesco Ltd shs 1.57 750000 30.77 0.00
Texas Instruments Incorporated (TXN) 1.56 400000 NEW 57.42 57.48
3M Company (MMM) 1.52 134349 -7.00% 166.63 162.72
iShares Dow Jones US Real Estate (IYR) 1.43 270000 77.86 76.66
Caterpillar (CAT) 1.25 241091 +3.00% 76.54 79.57
Apple (AAPL) 1.16 157086 +21.00% 108.99 123.28
Cisco Systems (CSCO) 1.13 585396 +73.00% 28.47 28.51
Coca-Cola Company (KO) 1.05 332771 -42.00% 46.39 40.22
Emerson Electric (EMR) 1.04 282600 54.38 55.87
JetBlue Airways Corporation (JBLU) 1.04 725700 -13.00% 21.12 17.12
Procter & Gamble Company (PG) 0.81 144954 -22.00% 82.31 81.31
Wells Fargo & Company (WFC) 0.78 238851 +61.00% 48.36 53.90
Amgen (AMGN) 0.78 76224 149.93 153.92
Pepsi (PEP) 0.74 106723 +128.00% 102.48 93.96
Intuit (INTU) 0.74 105202 104.01 95.52
Ball Corporation (BLL) 0.73 150000 -33.00% 71.29 69.72
Teva Pharmaceutical Industries (TEVA) 0.69 190000 +18.00% 53.51 57.77
Microchip Technology (MCHP) 0.69 209676 NEW 48.20 49.28
Dow Chemical Company (DOW) 0.67 195000 50.86 47.09
Morgan Stanley (MS) 0.67 396130 +104.00% 25.01 34.94
International Business Machines (IBM) 0.65 63168 151.45 158.25
Microsoft Corporation (MSFT) 0.62 164688 +34.00% 55.23 42.00
Google Inc Class C 0.62 12170 744.95 0.00
Berkshire Hathaway Inc. Class B 0.61 63049 +5.00% 141.87 0.00
Bristol Myers Squibb (BMY) 0.60 137272 +12.00% 63.88 66.08
Colgate-Palmolive Company (CL) 0.54 111719 +29.00% 70.65 68.17
Bank Of Montreal Cadcom Npv 0.54 129901 NEW 60.69 0.00
JPMorgan Chase & Co. (JPM) 0.52 128192 +46.00% 59.22 60.16
General Mills (GIS) 0.49 115000 63.35 51.55
Cree (CREE) 0.49 247965 29.10 38.59
Target Corporation (TGT) 0.42 75470 +96.00% 82.28 77.89
QUALCOMM (QCOM) 0.42 120265 +12.00% 51.14 71.27
Honeywell International (HON) 0.40 53000 NEW 112.06 100.92
priceline.com Incorporated (PCLN) 0.40 4600 +84.00% 1288.91 1190.00
Accenture 0.39 49619 115.40 0.00
CHECK POINT SOFTWARE Technolog Com Stk 0.38 63870 87.47 0.00
Chevron Corporation (CVX) 0.36 56057 -9.00% 95.40 102.86
Walgreen Company (WAG) 0.36 63000 +23.00% 84.24 0.00
Kimberly-Clark Corporation (KMB) 0.34 37100 +36.00% 134.50 103.80
Intel Corporation (INTC) 0.34 155613 32.35 32.76
Philip Morris International (PM) 0.34 51500 -25.00% 98.12 77.69
U.S. Ban (USB) 0.33 120130 +81.00% 40.59 43.76
Blackstone (BX) 0.32 170000 28.05 37.98
C.H. Robinson Worldwide (CHRW) 0.32 63082 -20.00% 74.24 72.00
CME (CME) 0.30 45272 +6.00% 96.04 95.64
Yum! Brands (YUM) 0.29 53050 +14.00% 81.85 77.05
Zimmer Holdings (ZMH) 0.29 40000 106.62 116.78
Discover Financial Services (DFS) 0.26 75524 50.92 58.01
Google (GOOG) 0.26 4980 762.85 554.33
Abbott Laboratories (ABT) 0.24 83000 -10.00% 41.83 46.40
Raymond James Financial (RJF) 0.24 73500 47.61 57.98
Stryker Corporation (SYK) 0.22 30000 107.30 90.61
General Growth Properties (GGP) 0.21 106000 29.73 28.84
Medtronic (MDT) 0.20 39000 75.00 76.22
United Technologies Corporation (UTX) 0.20 29000 100.10 118.52
NetApp (NTAP) 0.19 100000 NEW 27.29 37.63
Eli Lilly & Co. (LLY) 0.18 37763 +8.00% 72.00 68.81
E.I. du Pont de Nemours & Company (DD) 0.18 41100 63.31 79.13
McDonald's Corporation (MCD) 0.17 20235 -5.00% 125.67 96.21
PPG Industries (PPG) 0.17 22448 +24.00% 111.50 225.60
Baidu (BIDU) 0.16 12078 190.84 207.29
Alibaba Group Holding Ltd Spon 0.16 30000 NEW 79.03 0.00
Corning Incorporated (GLW) 0.15 108175 20.89 22.80
PNC Financial Services (PNC) 0.15 25354 84.56 93.21
Textron (TXT) 0.15 60000 36.47 42.62
Kraft Foods 0.15 28000 +180.00% 78.57 0.00
Raytheon Company (RTN) 0.14 17227 +244.00% 122.66 106.21
SPDR Dow Jones Industrial Average ETF (DIA) 0.14 11588 +48.00% 176.65 176.97
American Express Company (AXP) 0.13 30000 61.40 79.39
Home Depot (HD) 0.13 14573 133.40 113.11
Merck & Co 0.13 37000 +117.00% 52.92 0.00
ConocoPhillips (COP) 0.13 48479 +25.00% 40.26 61.42
Monster Beverage 0.13 14800 133.38 0.00
Wal-Mart Stores (WMT) 0.12 25982 +30.00% 68.51 81.06
BB&T; Corporation (BBT) 0.12 51000 33.27 37.76
Biogen Idec (BIIB) 0.12 7000 260.29 415.20
Juniper Networks (JNPR) 0.12 66400 25.51 23.46
Intercontinentalexchange 0.12 7607 +66.00% 235.18 0.00
Walt Disney Company (DIS) 0.11 16039 99.32 103.60
Schlumberger (SLB) 0.11 21481 -84.00% 73.74 81.67
L-3 Communications Holdings (LLL) 0.10 12346 118.50 125.86
HCA HOLDINGS 0.10 19070 NEW 78.03 0.00
W.W. Grainger (GWW) 0.09 5798 233.36 230.01
Boeing Company (BA) 0.09 10900 126.97 152.38
Newmont Mining Corporation (NEM) 0.08 43935 26.58 21.67
Occidental Petroleum Corporation (OXY) 0.08 16762 NEW 68.43 74.23
iShares S&P; 500 Index (IVV) 0.08 5952 206.65 205.96
BHP Billiton (BHP) 0.08 45217 25.90 45.68
Archer Daniels Midland Company (ADM) 0.07 29821 36.32 45.32
UnitedHealth (UNH) 0.07 8000 128.88 113.33
Gilead Sciences (GILD) 0.07 11900 91.85 99.53
TJX Companies (TJX) 0.07 13059 78.34 67.66
Marriott International (MAR) 0.07 13800 71.16 81.60
PowerShares QQQ Trust, Series 1 (QQQQ) 0.07 9909 NEW 109.19 0.00
Mondelez Int 0.07 27000 40.11 0.00
Sprouts Fmrs Mkt 0.07 35000 29.03 0.00
iShares MSCI Emerging Markets Indx (EEM) 0.06 24900 34.26 38.45
Bank of America Corporation (BAC) 0.06 63000 13.52 15.95
Novartis AG (NVS) 0.06 11449 NEW 72.41 96.03
iShares MSCI EAFE Index Fund (EFA) 0.06 16100 57.14 62.56
iShares Russell 2000 Index (IWM) 0.06 8500 110.59 119.90
Lockheed Martin Corporation (LMT) 0.05 3500 221.43 197.87
Deere & Company (DE) 0.05 9816 77.02 90.31
CBOE Holdings (CBOE) 0.05 10174 65.36 60.15
Zoetis Inc Cl A 0.05 16496 NEW 44.31 0.00
Pfizer (PFE) 0.04 20000 29.65 33.78
EOG Resources (EOG) 0.04 7162 NEW 72.61 86.44
iShares NASDAQ Biotechnology Index (IBB) 0.04 2230 NEW 260.99 341.41
Celanese Corporation (CE) 0.04 8295 NEW 65.46 56.85
SPDR S&P; Homebuilders (XHB) 0.04 18928 NEW 33.87 35.32
Paypal Holdings 0.04 14297 NEW 38.61 0.00
Bed Bath & Beyond (BBBY) 0.03 9722 NEW 49.68 74.05
Union Pacific Corporation (UNP) 0.03 5000 79.60 114.86
Analog Devices (ADI) 0.03 7500 NEW 59.20 57.76
McKesson Corporation (MCK) 0.03 2850 NEW 157.19 221.98
Diageo (DEO) 0.03 4680 NEW 107.91 110.91
Liberty Media (LINTA) 0.03 18470 NEW 25.23 0.00
Praxair (PX) 0.03 3800 NEW 114.47 124.53
Marathon Petroleum 0.03 10000 37.20 0.00
Phillips 66 0.03 5000 NEW 86.60 0.00
Chubb Corporation (CB) 0.02 2645 NEW 119.09 98.78
Waste Management (WM) 0.02 4716 NEW 58.95 53.00
Valero Energy Corporation (VLO) 0.02 4829 NEW 64.20 56.99
Hershey Company (HSY) 0.02 2900 92.07 98.43
Visa (V) 0.02 2939 NEW 76.56 266.74
Edison International (EIX) 0.02 5039 NEW 71.84 61.82
Anadarko Petroleum Corporation (APC) 0.01 2674 46.75 79.89
eBay (EBAY) 0.01 5985 NEW 23.89 59.78
Starbucks Corporation (SBUX) 0.01 3576 NEW 59.56 92.23
Amazon (AMZN) 0.01 348 NEW 594.83 372.62
Skyworks Solutions (SWKS) 0.01 2471 NEW 77.70 92.91
FleetCor Technologies (FLT) 0.01 957 NEW 148.38 149.57
Ionis Pharmaceuticals 0.01 2606 NEW 40.68 0.00
Ishares Tr Index option 0.00 6360 -56.00% 6.36 0.00