Parametric Risk Advisors

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
Google 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