Parametric Risk Advisors as of Sept. 30, 2016
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 109 positions in its portfolio as reported in the September 2016 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Facebook Inc cl a (META) | 37.3 | $552M | 4.3M | 128.27 | |
| United Parcel Service (UPS) | 4.7 | $70M | 639k | 109.36 | |
| Comcast Corporation (CMCSA) | 3.7 | $55M | 830k | 66.34 | |
| Oracle Corporation (ORCL) | 3.2 | $47M | 1.2M | 39.28 | |
| Goldman Sachs (GS) | 3.1 | $46M | 283k | 161.27 | |
| Spdr S&p 500 Etf (SPY) | 3.0 | $44M | 205k | 216.30 | |
| 3M Company (MMM) | 2.9 | $43M | 244k | 176.23 | |
| Johnson & Johnson (JNJ) | 2.4 | $36M | 300k | 118.13 | |
| Texas Instruments Incorporated (TXN) | 1.9 | $28M | 400k | 70.18 | |
| D.R. Horton (DHI) | 1.8 | $26M | 865k | 30.20 | |
| Apple (AAPL) | 1.6 | $24M | 211k | 113.05 | |
| Invesco (IVZ) | 1.6 | $24M | 750k | 31.27 | |
| Caterpillar (CAT) | 1.4 | $20M | 228k | 88.77 | |
| Exxon Mobil Corporation (XOM) | 1.3 | $20M | 224k | 87.28 | |
| Cisco Systems (CSCO) | 1.2 | $19M | 585k | 31.72 | |
| Procter & Gamble Company (PG) | 1.2 | $19M | 206k | 89.75 | |
| Emerson Electric (EMR) | 1.0 | $15M | 283k | 54.51 | |
| General Electric Company | 1.0 | $15M | 505k | 29.62 | |
| Coca-Cola Company (KO) | 1.0 | $15M | 349k | 42.32 | |
| Morgan Stanley (MS) | 0.9 | $14M | 428k | 32.06 | |
| Microchip Technology (MCHP) | 0.9 | $13M | 210k | 62.14 | |
| Amgen (AMGN) | 0.9 | $13M | 76k | 166.81 | |
| JetBlue Airways Corporation (JBLU) | 0.8 | $13M | 726k | 17.24 | |
| Walgreen Company | 0.8 | $12M | 144k | 80.62 | |
| 0.7 | $11M | 14k | 777.32 | ||
| Intuit (INTU) | 0.7 | $11M | 100k | 110.01 | |
| Berkshire Hathaway Inc. Class B | 0.7 | $10M | 71k | 144.48 | |
| Medtronic | 0.7 | $10M | 117k | 86.40 | |
| Qualcomm (QCOM) | 0.6 | $8.8M | 129k | 68.50 | |
| Advance Auto Parts (AAP) | 0.6 | $8.9M | 60k | 149.12 | |
| Teva Pharmaceutical Industries (TEVA) | 0.6 | $8.7M | 190k | 46.01 | |
| Bank Of Montreal Cadcom (BMO) | 0.6 | $8.5M | 130k | 65.57 | |
| JPMorgan Chase & Co. (JPM) | 0.5 | $8.0M | 121k | 66.59 | |
| Wells Fargo & Company (WFC) | 0.5 | $7.9M | 178k | 44.28 | |
| Merck & Co | 0.5 | $7.5M | 121k | 62.41 | |
| Microsoft Corporation (MSFT) | 0.5 | $7.5M | 130k | 57.60 | |
| Bristol Myers Squibb (BMY) | 0.5 | $7.4M | 137k | 53.92 | |
| General Mills (GIS) | 0.5 | $7.3M | 115k | 63.88 | |
| Dow Chemical Company | 0.5 | $7.2M | 139k | 51.83 | |
| Pepsi (PEP) | 0.5 | $7.2M | 66k | 108.77 | |
| Colgate-Palmolive Company (CL) | 0.4 | $6.5M | 88k | 74.14 | |
| Cree | 0.4 | $6.4M | 248k | 25.72 | |
| Honeywell International (HON) | 0.4 | $6.2M | 53k | 116.58 | |
| U.S. Bancorp (USB) | 0.4 | $6.0M | 140k | 42.89 | |
| Intel Corporation (INTC) | 0.4 | $5.9M | 156k | 37.75 | |
| Discover Financial Services (DFS) | 0.3 | $5.2M | 93k | 56.55 | |
| Zimmer Holdings (ZBH) | 0.3 | $5.2M | 40k | 130.02 | |
| Philip Morris International (PM) | 0.3 | $5.0M | 52k | 97.22 | |
| Yum! Brands (YUM) | 0.3 | $4.8M | 53k | 90.80 | |
| Cme (CME) | 0.3 | $4.7M | 45k | 104.52 | |
| Wal-Mart Stores (WMT) | 0.3 | $4.7M | 65k | 72.12 | |
| Abbott Laboratories (ABT) | 0.3 | $4.6M | 108k | 42.29 | |
| C.H. Robinson Worldwide (CHRW) | 0.3 | $4.4M | 63k | 70.46 | |
| ConocoPhillips (COP) | 0.3 | $4.1M | 95k | 43.47 | |
| Target Corporation (TGT) | 0.3 | $4.2M | 61k | 68.68 | |
| M&T Bank Corporation (MTB) | 0.2 | $3.5M | 30k | 116.10 | |
| Stryker Corporation (SYK) | 0.2 | $3.5M | 30k | 116.40 | |
| Pfizer (PFE) | 0.2 | $3.4M | 100k | 33.87 | |
| Kimberly-Clark Corporation (KMB) | 0.2 | $3.4M | 27k | 126.13 | |
| iShares S&P 500 Index (IVV) | 0.2 | $3.4M | 16k | 217.57 | |
| NetApp (NTAP) | 0.2 | $3.3M | 92k | 35.82 | |
| International Business Machines (IBM) | 0.2 | $3.1M | 19k | 158.87 | |
| Eli Lilly & Co. (LLY) | 0.2 | $3.0M | 38k | 80.26 | |
| United Technologies Corporation | 0.2 | $2.9M | 29k | 101.59 | |
| Chevron Corporation (CVX) | 0.2 | $2.8M | 28k | 102.93 | |
| Corning Incorporated (GLW) | 0.2 | $2.6M | 108k | 23.65 | |
| priceline.com Incorporated | 0.2 | $2.5M | 1.7k | 1471.76 | |
| McDonald's Corporation (MCD) | 0.2 | $2.3M | 20k | 115.34 | |
| PPG Industries (PPG) | 0.2 | $2.3M | 22k | 103.35 | |
| Textron (TXT) | 0.2 | $2.4M | 60k | 39.75 | |
| PNC Financial Services (PNC) | 0.1 | $2.3M | 25k | 90.08 | |
| Baidu (BIDU) | 0.1 | $2.2M | 12k | 182.07 | |
| Celgene Corporation | 0.1 | $2.1M | 20k | 104.51 | |
| SPDR Dow Jones Industrial Average ETF (DIA) | 0.1 | $2.1M | 12k | 182.78 | |
| American Express Company (AXP) | 0.1 | $1.9M | 30k | 64.03 | |
| Home Depot (HD) | 0.1 | $1.9M | 15k | 128.66 | |
| BB&T Corporation | 0.1 | $1.9M | 51k | 37.73 | |
| Schlumberger (SLB) | 0.1 | $2.0M | 25k | 78.64 | |
| Newmont Mining Corporation (NEM) | 0.1 | $1.7M | 44k | 39.29 | |
| Boeing Company (BA) | 0.1 | $1.7M | 13k | 131.71 | |
| BHP Billiton (BHP) | 0.1 | $1.6M | 45k | 34.66 | |
| Walt Disney Company (DIS) | 0.1 | $1.5M | 16k | 92.84 | |
| Hca Holdings (HCA) | 0.1 | $1.4M | 19k | 75.62 | |
| Novartis (NVS) | 0.1 | $1.4M | 18k | 78.97 | |
| Visa (V) | 0.1 | $1.4M | 17k | 82.71 | |
| EOG Resources (EOG) | 0.1 | $1.2M | 13k | 96.71 | |
| Regeneron Pharmaceuticals (REGN) | 0.1 | $1.0M | 2.6k | 401.95 | |
| Raytheon Company | 0.1 | $1.0M | 7.4k | 136.13 | |
| TJX Companies (TJX) | 0.1 | $977k | 13k | 74.81 | |
| Lockheed Martin Corporation (LMT) | 0.1 | $839k | 3.5k | 239.71 | |
| Deere & Company (DE) | 0.1 | $838k | 9.8k | 85.37 | |
| Gilead Sciences (GILD) | 0.1 | $942k | 12k | 79.16 | |
| Marriott International (MAR) | 0.1 | $929k | 14k | 67.32 | |
| Celanese Corporation (CE) | 0.1 | $838k | 13k | 66.56 | |
| Archer Daniels Midland Company (ADM) | 0.1 | $709k | 17k | 42.15 | |
| Occidental Petroleum Corporation (OXY) | 0.1 | $697k | 9.6k | 72.91 | |
| Waste Management (WM) | 0.0 | $572k | 9.0k | 63.80 | |
| CBOE Holdings (CBOE) | 0.0 | $660k | 10k | 64.87 | |
| Union Pacific Corporation (UNP) | 0.0 | $488k | 5.0k | 97.60 | |
| McKesson Corporation (MCK) | 0.0 | $475k | 2.9k | 166.67 | |
| Juniper Networks (JNPR) | 0.0 | $435k | 18k | 24.03 | |
| SPDR S&P Homebuilders (XHB) | 0.0 | $505k | 15k | 33.97 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $406k | 10k | 40.60 | |
| Chubb Corporation | 0.0 | $331k | 2.6k | 125.71 | |
| Valero Energy Corporation (VLO) | 0.0 | $256k | 4.8k | 53.01 | |
| Amazon (AMZN) | 0.0 | $289k | 345.00 | 837.68 | |
| Edison International (EIX) | 0.0 | $364k | 5.0k | 72.24 | |
| Anadarko Petroleum Corporation | 0.0 | $169k | 2.7k | 63.20 | |
| Ishares Tr Index option | 0.0 | $49k | 4.6k | 10.51 |
