Parametric Risk Advisors as of March 31, 2016
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 144 positions in its portfolio as reported in the March 2016 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Facebook Inc cl a (META) | 35.6 | $524M | 4.6M | 114.10 | |
| United Parcel Service (UPS) | 3.9 | $58M | 549k | 105.47 | |
| Oracle Corporation (ORCL) | 3.5 | $52M | 1.3M | 40.91 | |
| Comcast Corporation (CMCSA) | 3.4 | $50M | 824k | 61.08 | |
| Spdr S&p 500 Etf (SPY) | 3.4 | $49M | 240k | 205.52 | |
| Goldman Sachs (GS) | 3.0 | $44M | 283k | 156.98 | |
| Johnson & Johnson (JNJ) | 2.2 | $33M | 306k | 108.20 | |
| D.R. Horton (DHI) | 2.0 | $30M | 990k | 30.23 | |
| Exxon Mobil Corporation (XOM) | 1.7 | $25M | 303k | 83.59 | |
| General Electric Company | 1.6 | $24M | 745k | 31.79 | |
| Invesco (IVZ) | 1.6 | $23M | 750k | 30.77 | |
| Texas Instruments Incorporated (TXN) | 1.6 | $23M | 400k | 57.42 | |
| 3M Company (MMM) | 1.5 | $22M | 134k | 166.63 | |
| iShares Dow Jones US Real Estate (IYR) | 1.4 | $21M | 270k | 77.86 | |
| Caterpillar (CAT) | 1.2 | $19M | 241k | 76.54 | |
| Apple (AAPL) | 1.2 | $17M | 157k | 108.99 | |
| Cisco Systems (CSCO) | 1.1 | $17M | 585k | 28.47 | |
| Coca-Cola Company (KO) | 1.1 | $15M | 333k | 46.39 | |
| Emerson Electric (EMR) | 1.0 | $15M | 283k | 54.38 | |
| JetBlue Airways Corporation (JBLU) | 1.0 | $15M | 726k | 21.12 | |
| Procter & Gamble Company (PG) | 0.8 | $12M | 145k | 82.31 | |
| Wells Fargo & Company (WFC) | 0.8 | $12M | 239k | 48.36 | |
| Amgen (AMGN) | 0.8 | $11M | 76k | 149.93 | |
| Pepsi (PEP) | 0.7 | $11M | 107k | 102.48 | |
| Intuit (INTU) | 0.7 | $11M | 105k | 104.01 | |
| Ball Corporation (BALL) | 0.7 | $11M | 150k | 71.29 | |
| Teva Pharmaceutical Industries (TEVA) | 0.7 | $10M | 190k | 53.51 | |
| Microchip Technology (MCHP) | 0.7 | $10M | 210k | 48.20 | |
| Dow Chemical Company | 0.7 | $9.9M | 195k | 50.86 | |
| Morgan Stanley (MS) | 0.7 | $9.9M | 396k | 25.01 | |
| International Business Machines (IBM) | 0.7 | $9.6M | 63k | 151.45 | |
| Microsoft Corporation (MSFT) | 0.6 | $9.1M | 165k | 55.23 | |
| Google Inc Class C | 0.6 | $9.1M | 12k | 744.95 | |
| Berkshire Hathaway Inc. Class B | 0.6 | $8.9M | 63k | 141.87 | |
| Bristol Myers Squibb (BMY) | 0.6 | $8.8M | 137k | 63.88 | |
| Colgate-Palmolive Company (CL) | 0.5 | $7.9M | 112k | 70.65 | |
| Bank Of Montreal Cadcom (BMO) | 0.5 | $7.9M | 130k | 60.69 | |
| JPMorgan Chase & Co. (JPM) | 0.5 | $7.6M | 128k | 59.22 | |
| General Mills (GIS) | 0.5 | $7.3M | 115k | 63.35 | |
| Cree | 0.5 | $7.2M | 248k | 29.10 | |
| Target Corporation (TGT) | 0.4 | $6.2M | 76k | 82.28 | |
| Qualcomm (QCOM) | 0.4 | $6.2M | 120k | 51.14 | |
| Honeywell International (HON) | 0.4 | $5.9M | 53k | 112.06 | |
| priceline.com Incorporated | 0.4 | $5.9M | 4.6k | 1288.91 | |
| Accenture (ACN) | 0.4 | $5.7M | 50k | 115.40 | |
| CHECK POINT SOFTWARE Technolog Com Stk (CHKP) | 0.4 | $5.6M | 64k | 87.47 | |
| Chevron Corporation (CVX) | 0.4 | $5.3M | 56k | 95.40 | |
| Walgreen Company | 0.4 | $5.3M | 63k | 84.24 | |
| Kimberly-Clark Corporation (KMB) | 0.3 | $5.0M | 37k | 134.50 | |
| Intel Corporation (INTC) | 0.3 | $5.0M | 156k | 32.35 | |
| Philip Morris International (PM) | 0.3 | $5.1M | 52k | 98.12 | |
| U.S. Bancorp (USB) | 0.3 | $4.9M | 120k | 40.59 | |
| Blackstone | 0.3 | $4.8M | 170k | 28.05 | |
| C.H. Robinson Worldwide (CHRW) | 0.3 | $4.7M | 63k | 74.24 | |
| Cme (CME) | 0.3 | $4.3M | 45k | 96.04 | |
| Yum! Brands (YUM) | 0.3 | $4.3M | 53k | 81.85 | |
| Zimmer Holdings (ZBH) | 0.3 | $4.3M | 40k | 106.62 | |
| Discover Financial Services (DFS) | 0.3 | $3.8M | 76k | 50.92 | |
| 0.3 | $3.8M | 5.0k | 762.85 | ||
| Abbott Laboratories (ABT) | 0.2 | $3.5M | 83k | 41.83 | |
| Raymond James Financial (RJF) | 0.2 | $3.5M | 74k | 47.61 | |
| Stryker Corporation (SYK) | 0.2 | $3.2M | 30k | 107.30 | |
| General Growth Properties | 0.2 | $3.2M | 106k | 29.73 | |
| Medtronic | 0.2 | $2.9M | 39k | 75.00 | |
| United Technologies Corporation | 0.2 | $2.9M | 29k | 100.10 | |
| NetApp (NTAP) | 0.2 | $2.7M | 100k | 27.29 | |
| Eli Lilly & Co. (LLY) | 0.2 | $2.7M | 38k | 72.00 | |
| E.I. du Pont de Nemours & Company | 0.2 | $2.6M | 41k | 63.31 | |
| McDonald's Corporation (MCD) | 0.2 | $2.5M | 20k | 125.67 | |
| PPG Industries (PPG) | 0.2 | $2.5M | 22k | 111.50 | |
| Baidu (BIDU) | 0.2 | $2.3M | 12k | 190.84 | |
| Alibaba Group Holding (BABA) | 0.2 | $2.4M | 30k | 79.03 | |
| Corning Incorporated (GLW) | 0.1 | $2.3M | 108k | 20.89 | |
| PNC Financial Services (PNC) | 0.1 | $2.1M | 25k | 84.56 | |
| Textron (TXT) | 0.1 | $2.2M | 60k | 36.47 | |
| Kraft Foods | 0.1 | $2.2M | 28k | 78.57 | |
| Raytheon Company | 0.1 | $2.1M | 17k | 122.66 | |
| SPDR Dow Jones Industrial Average ETF (DIA) | 0.1 | $2.0M | 12k | 176.65 | |
| American Express Company (AXP) | 0.1 | $1.8M | 30k | 61.40 | |
| Home Depot (HD) | 0.1 | $1.9M | 15k | 133.40 | |
| Merck & Co | 0.1 | $2.0M | 37k | 52.92 | |
| ConocoPhillips (COP) | 0.1 | $2.0M | 49k | 40.26 | |
| Monster Beverage | 0.1 | $2.0M | 15k | 133.38 | |
| Wal-Mart Stores (WMT) | 0.1 | $1.8M | 26k | 68.51 | |
| BB&T Corporation | 0.1 | $1.7M | 51k | 33.27 | |
| Biogen Idec (BIIB) | 0.1 | $1.8M | 7.0k | 260.29 | |
| Juniper Networks (JNPR) | 0.1 | $1.7M | 66k | 25.51 | |
| Intercontinental Exchange (ICE) | 0.1 | $1.8M | 7.6k | 235.18 | |
| Walt Disney Company (DIS) | 0.1 | $1.6M | 16k | 99.32 | |
| Schlumberger (SLB) | 0.1 | $1.6M | 22k | 73.74 | |
| L-3 Communications Holdings | 0.1 | $1.5M | 12k | 118.50 | |
| Hca Holdings (HCA) | 0.1 | $1.5M | 19k | 78.03 | |
| W.W. Grainger (GWW) | 0.1 | $1.4M | 5.8k | 233.36 | |
| Boeing Company (BA) | 0.1 | $1.4M | 11k | 126.97 | |
| Newmont Mining Corporation (NEM) | 0.1 | $1.2M | 44k | 26.58 | |
| Occidental Petroleum Corporation (OXY) | 0.1 | $1.1M | 17k | 68.43 | |
| iShares S&P 500 Index (IVV) | 0.1 | $1.2M | 6.0k | 206.65 | |
| BHP Billiton (BHP) | 0.1 | $1.2M | 45k | 25.90 | |
| Archer Daniels Midland Company (ADM) | 0.1 | $1.1M | 30k | 36.32 | |
| UnitedHealth (UNH) | 0.1 | $1.0M | 8.0k | 128.88 | |
| Gilead Sciences (GILD) | 0.1 | $1.1M | 12k | 91.85 | |
| TJX Companies (TJX) | 0.1 | $1.0M | 13k | 78.34 | |
| Marriott International (MAR) | 0.1 | $982k | 14k | 71.16 | |
| PowerShares QQQ Trust, Series 1 | 0.1 | $1.1M | 9.9k | 109.19 | |
| Mondelez Int (MDLZ) | 0.1 | $1.1M | 27k | 40.11 | |
| Sprouts Fmrs Mkt (SFM) | 0.1 | $1.0M | 35k | 29.03 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.1 | $853k | 25k | 34.26 | |
| Bank of America Corporation (BAC) | 0.1 | $852k | 63k | 13.52 | |
| Novartis (NVS) | 0.1 | $829k | 11k | 72.41 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.1 | $920k | 16k | 57.14 | |
| iShares Russell 2000 Index (IWM) | 0.1 | $940k | 8.5k | 110.59 | |
| Lockheed Martin Corporation (LMT) | 0.1 | $775k | 3.5k | 221.43 | |
| Deere & Company (DE) | 0.1 | $756k | 9.8k | 77.02 | |
| CBOE Holdings (CBOE) | 0.1 | $665k | 10k | 65.36 | |
| Zoetis Inc Cl A (ZTS) | 0.1 | $731k | 17k | 44.31 | |
| Pfizer (PFE) | 0.0 | $593k | 20k | 29.65 | |
| EOG Resources (EOG) | 0.0 | $520k | 7.2k | 72.61 | |
| iShares NASDAQ Biotechnology Index (IBB) | 0.0 | $582k | 2.2k | 260.99 | |
| Celanese Corporation (CE) | 0.0 | $543k | 8.3k | 65.46 | |
| SPDR S&P Homebuilders (XHB) | 0.0 | $641k | 19k | 33.87 | |
| Paypal Holdings (PYPL) | 0.0 | $552k | 14k | 38.61 | |
| Bed Bath & Beyond | 0.0 | $483k | 9.7k | 49.68 | |
| Union Pacific Corporation (UNP) | 0.0 | $398k | 5.0k | 79.60 | |
| Analog Devices (ADI) | 0.0 | $444k | 7.5k | 59.20 | |
| McKesson Corporation (MCK) | 0.0 | $448k | 2.9k | 157.19 | |
| Diageo (DEO) | 0.0 | $505k | 4.7k | 107.91 | |
| Liberty Media | 0.0 | $466k | 19k | 25.23 | |
| Praxair | 0.0 | $435k | 3.8k | 114.47 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $372k | 10k | 37.20 | |
| Phillips 66 (PSX) | 0.0 | $433k | 5.0k | 86.60 | |
| Chubb Corporation | 0.0 | $315k | 2.6k | 119.09 | |
| Waste Management (WM) | 0.0 | $278k | 4.7k | 58.95 | |
| Valero Energy Corporation (VLO) | 0.0 | $310k | 4.8k | 64.20 | |
| Hershey Company (HSY) | 0.0 | $267k | 2.9k | 92.07 | |
| Visa (V) | 0.0 | $225k | 2.9k | 76.56 | |
| Edison International (EIX) | 0.0 | $362k | 5.0k | 71.84 | |
| Anadarko Petroleum Corporation | 0.0 | $125k | 2.7k | 46.75 | |
| eBay (EBAY) | 0.0 | $143k | 6.0k | 23.89 | |
| Starbucks Corporation (SBUX) | 0.0 | $213k | 3.6k | 59.56 | |
| Amazon (AMZN) | 0.0 | $207k | 348.00 | 594.83 | |
| Skyworks Solutions (SWKS) | 0.0 | $192k | 2.5k | 77.70 | |
| FleetCor Technologies | 0.0 | $142k | 957.00 | 148.38 | |
| Ionis Pharmaceuticals (IONS) | 0.0 | $106k | 2.6k | 40.68 | |
| Ishares Tr Index option | 0.0 | $40k | 6.4k | 6.36 |
