Parametric Risk Advisors as of June 30, 2016
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 141 positions in its portfolio as reported in the June 2016 quarterly 13F filing
Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
---|---|---|---|---|---|
Facebook Inc cl a (META) | 32.3 | $492M | 4.3M | 114.28 | |
United Parcel Service (UPS) | 4.7 | $71M | 658k | 107.72 | |
Comcast Corporation (CMCSA) | 3.5 | $54M | 829k | 65.19 | |
Oracle Corporation (ORCL) | 3.4 | $52M | 1.3M | 40.93 | |
3M Company (MMM) | 2.9 | $44M | 251k | 175.12 | |
Spdr S&p 500 Etf (SPY) | 2.8 | $43M | 206k | 209.48 | |
Goldman Sachs (GS) | 2.8 | $42M | 283k | 148.58 | |
Johnson & Johnson (JNJ) | 2.3 | $34M | 284k | 121.30 | |
D.R. Horton (DHI) | 1.8 | $27M | 865k | 31.48 | |
Exxon Mobil Corporation (XOM) | 1.8 | $27M | 289k | 93.74 | |
Texas Instruments Incorporated (TXN) | 1.6 | $25M | 400k | 62.65 | |
iShares Dow Jones US Real Estate (IYR) | 1.5 | $22M | 270k | 82.39 | |
General Electric Company | 1.4 | $22M | 695k | 31.48 | |
Apple (AAPL) | 1.4 | $22M | 227k | 95.60 | |
Invesco (IVZ) | 1.3 | $19M | 750k | 25.54 | |
Procter & Gamble Company (PG) | 1.2 | $18M | 215k | 84.67 | |
Caterpillar (CAT) | 1.1 | $17M | 228k | 75.81 | |
Cisco Systems (CSCO) | 1.1 | $17M | 585k | 28.69 | |
Emerson Electric (EMR) | 1.0 | $15M | 283k | 52.16 | |
Coca-Cola Company (KO) | 0.8 | $13M | 282k | 45.33 | |
Blackstone | 0.8 | $12M | 500k | 24.54 | |
Pepsi (PEP) | 0.8 | $12M | 116k | 105.94 | |
Morgan Stanley (MS) | 0.8 | $12M | 465k | 25.98 | |
JetBlue Airways Corporation (JBLU) | 0.8 | $12M | 726k | 16.56 | |
Intuit (INTU) | 0.8 | $12M | 105k | 111.61 | |
Amgen (AMGN) | 0.8 | $12M | 76k | 152.15 | |
Wells Fargo & Company (WFC) | 0.7 | $11M | 230k | 47.33 | |
Ball Corporation (BALL) | 0.7 | $11M | 150k | 72.29 | |
Microchip Technology (MCHP) | 0.7 | $11M | 210k | 50.76 | |
Berkshire Hathaway Inc. Class B | 0.7 | $10M | 70k | 144.79 | |
Medtronic | 0.7 | $10M | 118k | 86.77 | |
Bristol Myers Squibb (BMY) | 0.7 | $10M | 137k | 73.55 | |
Advance Auto Parts (AAP) | 0.6 | $9.7M | 60k | 161.63 | |
Teva Pharmaceutical Industries (TEVA) | 0.6 | $9.5M | 190k | 50.23 | |
Dow Chemical Company | 0.6 | $9.2M | 185k | 49.71 | |
Alibaba Group Holding (BABA) | 0.6 | $9.1M | 115k | 79.53 | |
Google Inc Class C | 0.6 | $8.9M | 13k | 692.06 | |
Walgreen Company | 0.6 | $8.7M | 105k | 83.27 | |
Cme (CME) | 0.6 | $8.4M | 86k | 97.40 | |
General Mills (GIS) | 0.5 | $8.2M | 115k | 71.32 | |
Bank Of Montreal Cadcom (BMO) | 0.5 | $8.2M | 130k | 63.39 | |
JPMorgan Chase & Co. (JPM) | 0.5 | $7.5M | 121k | 62.14 | |
Microsoft Corporation (MSFT) | 0.5 | $7.3M | 144k | 51.17 | |
Qualcomm (QCOM) | 0.4 | $6.7M | 125k | 53.57 | |
Colgate-Palmolive Company (CL) | 0.4 | $6.5M | 88k | 73.20 | |
Honeywell International (HON) | 0.4 | $6.2M | 53k | 116.32 | |
Cree | 0.4 | $6.1M | 248k | 24.44 | |
Accenture (ACN) | 0.4 | $5.6M | 50k | 113.28 | |
U.S. Bancorp (USB) | 0.3 | $5.2M | 128k | 40.33 | |
Intel Corporation (INTC) | 0.3 | $5.1M | 156k | 32.80 | |
Philip Morris International (PM) | 0.3 | $5.2M | 52k | 101.73 | |
Checkpoint Systems | 0.3 | $5.1M | 64k | 79.68 | |
Zimmer Holdings (ZBH) | 0.3 | $4.8M | 40k | 120.38 | |
C.H. Robinson Worldwide (CHRW) | 0.3 | $4.7M | 63k | 74.25 | |
Wal-Mart Stores (WMT) | 0.3 | $4.6M | 62k | 73.03 | |
0.3 | $4.6M | 6.5k | 703.52 | ||
Yum! Brands (YUM) | 0.3 | $4.4M | 53k | 82.92 | |
Target Corporation (TGT) | 0.3 | $4.2M | 61k | 69.82 | |
ConocoPhillips (COP) | 0.3 | $4.1M | 95k | 43.60 | |
Discover Financial Services (DFS) | 0.3 | $4.0M | 75k | 53.58 | |
Kimberly-Clark Corporation (KMB) | 0.2 | $3.7M | 27k | 137.49 | |
Stryker Corporation (SYK) | 0.2 | $3.6M | 30k | 119.83 | |
Raymond James Financial (RJF) | 0.2 | $3.6M | 74k | 49.31 | |
Tableau Software Inc Cl A | 0.2 | $3.7M | 75k | 48.92 | |
M&T Bank Corporation (MTB) | 0.2 | $3.5M | 30k | 118.23 | |
Pfizer (PFE) | 0.2 | $3.5M | 100k | 35.21 | |
Actavis | 0.2 | $3.5M | 15k | 231.07 | |
iShares S&P 500 Index (IVV) | 0.2 | $3.3M | 16k | 210.47 | |
Abbott Laboratories (ABT) | 0.2 | $3.3M | 83k | 39.31 | |
Eli Lilly & Co. (LLY) | 0.2 | $3.0M | 38k | 78.75 | |
Merck & Co | 0.2 | $3.0M | 52k | 57.62 | |
Chevron Corporation (CVX) | 0.2 | $3.1M | 29k | 104.82 | |
United Technologies Corporation | 0.2 | $3.0M | 29k | 102.55 | |
International Business Machines (IBM) | 0.2 | $2.9M | 19k | 151.80 | |
E.I. du Pont de Nemours & Company | 0.2 | $2.7M | 41k | 64.79 | |
Skyworks Solutions (SWKS) | 0.2 | $2.8M | 44k | 63.13 | |
priceline.com Incorporated | 0.2 | $2.6M | 2.1k | 1248.57 | |
McDonald's Corporation (MCD) | 0.2 | $2.4M | 20k | 120.32 | |
NetApp (NTAP) | 0.2 | $2.5M | 100k | 24.59 | |
Monster Beverage | 0.2 | $2.4M | 15k | 160.74 | |
Corning Incorporated (GLW) | 0.1 | $2.2M | 108k | 20.48 | |
PPG Industries (PPG) | 0.1 | $2.3M | 22k | 104.15 | |
PNC Financial Services (PNC) | 0.1 | $2.1M | 25k | 81.41 | |
Textron (TXT) | 0.1 | $2.2M | 60k | 36.57 | |
SPDR Dow Jones Industrial Average ETF (DIA) | 0.1 | $2.1M | 12k | 178.98 | |
Baidu (BIDU) | 0.1 | $2.0M | 12k | 165.18 | |
Celgene Corporation | 0.1 | $1.9M | 20k | 98.63 | |
Intercontinental Exchange (ICE) | 0.1 | $1.9M | 7.6k | 255.95 | |
American Express Company (AXP) | 0.1 | $1.8M | 30k | 60.77 | |
Home Depot (HD) | 0.1 | $1.9M | 15k | 127.70 | |
BB&T Corporation | 0.1 | $1.8M | 51k | 35.61 | |
Schlumberger (SLB) | 0.1 | $1.9M | 24k | 79.08 | |
L-3 Communications Holdings | 0.1 | $1.8M | 12k | 146.69 | |
Regeneron Pharmaceuticals (REGN) | 0.1 | $1.6M | 4.6k | 349.13 | |
Newmont Mining Corporation (NEM) | 0.1 | $1.7M | 44k | 39.13 | |
Boeing Company (BA) | 0.1 | $1.7M | 13k | 129.84 | |
Biogen Idec (BIIB) | 0.1 | $1.7M | 7.0k | 241.86 | |
Walt Disney Company (DIS) | 0.1 | $1.6M | 16k | 97.82 | |
Juniper Networks (JNPR) | 0.1 | $1.5M | 66k | 22.48 | |
Hca Holdings (HCA) | 0.1 | $1.5M | 19k | 77.03 | |
Diageo (DEO) | 0.1 | $1.2M | 11k | 112.86 | |
Visa (V) | 0.1 | $1.3M | 17k | 74.15 | |
BHP Billiton (BHP) | 0.1 | $1.3M | 45k | 28.55 | |
Mondelez Int (MDLZ) | 0.1 | $1.2M | 27k | 45.52 | |
W.W. Grainger (GWW) | 0.1 | $1.1M | 4.8k | 227.18 | |
Raytheon Company | 0.1 | $1.0M | 7.4k | 136.00 | |
Novartis (NVS) | 0.1 | $1.1M | 13k | 82.52 | |
Gilead Sciences (GILD) | 0.1 | $993k | 12k | 83.45 | |
TJX Companies (TJX) | 0.1 | $1.0M | 13k | 77.26 | |
PowerShares QQQ Trust, Series 1 | 0.1 | $1.1M | 9.9k | 107.58 | |
Zoetis Inc Cl A (ZTS) | 0.1 | $1.1M | 24k | 47.46 | |
Lockheed Martin Corporation (LMT) | 0.1 | $869k | 3.5k | 248.29 | |
Marriott International (MAR) | 0.1 | $917k | 14k | 66.45 | |
Kraft Foods | 0.1 | $885k | 10k | 88.50 | |
Paypal Holdings (PYPL) | 0.1 | $859k | 24k | 36.52 | |
Bank of America Corporation (BAC) | 0.1 | $836k | 63k | 13.27 | |
Archer Daniels Midland Company (ADM) | 0.1 | $721k | 17k | 42.86 | |
Deere & Company (DE) | 0.1 | $795k | 9.8k | 80.99 | |
Praxair | 0.1 | $700k | 6.2k | 112.45 | |
EOG Resources (EOG) | 0.1 | $834k | 10k | 83.39 | |
Celanese Corporation (CE) | 0.1 | $699k | 11k | 65.41 | |
Waste Management (WM) | 0.0 | $614k | 9.3k | 66.26 | |
Bed Bath & Beyond | 0.0 | $676k | 16k | 43.23 | |
Liberty Media | 0.0 | $551k | 22k | 25.35 | |
Occidental Petroleum Corporation (OXY) | 0.0 | $648k | 8.6k | 75.55 | |
iShares NASDAQ Biotechnology Index (IBB) | 0.0 | $574k | 2.2k | 257.40 | |
CBOE Holdings (CBOE) | 0.0 | $678k | 10k | 66.64 | |
SPDR S&P Homebuilders (XHB) | 0.0 | $635k | 19k | 33.55 | |
Union Pacific Corporation (UNP) | 0.0 | $436k | 5.0k | 87.20 | |
McKesson Corporation (MCK) | 0.0 | $532k | 2.9k | 186.67 | |
Edison International (EIX) | 0.0 | $391k | 5.0k | 77.59 | |
Chubb Corporation | 0.0 | $344k | 2.6k | 130.65 | |
Valero Energy Corporation (VLO) | 0.0 | $246k | 4.8k | 50.94 | |
eBay (EBAY) | 0.0 | $355k | 15k | 23.41 | |
Hershey Company (HSY) | 0.0 | $329k | 2.9k | 113.45 | |
Amazon (AMZN) | 0.0 | $247k | 345.00 | 715.94 | |
Marathon Petroleum Corp (MPC) | 0.0 | $380k | 10k | 38.00 | |
Anadarko Petroleum Corporation | 0.0 | $142k | 2.7k | 53.10 | |
FleetCor Technologies (FLT) | 0.0 | $145k | 1.0k | 143.28 | |
Ishares Tr Index option | 0.0 | $46k | 6.4k | 7.30 | |
Ionis Pharmaceuticals (IONS) | 0.0 | $61k | 2.6k | 23.41 |