Parametric Risk Advisors LLC
data from 30/09/2016
Capitalization
$ 1.482 B
-2.55 %
Performance
$ 715.441 M
52.49 %
| Date | Ticket | Name | Weight | Capitalization | Share number | First added | Performance ($) | Performance (%) |
|---|---|---|---|---|---|---|---|---|
| 2016/09/30 | META | FACEBOOK INC-A | 37.26% | 552.260 M $ | 4305449 | 2013/09/30 | 60.212 M $ | 12.24 % |
| 2016/09/30 | UPS | UNITED PARCEL SERVICE-CL B | 4.71% | 69.875 M $ | 638945 | 2013/06/30 | 1.079 M $ | 1.52 % |
| 2016/09/30 | CMCSA | COMCAST CORP-CL A | 3.72% | 55.064 M $ | 830032 | 2015/12/31 | 944.621 K $ | 1.75 % |
| 2016/09/30 | ORCL | ORACLE CORP | 3.20% | 47.434 M $ | 1207597 | 2013/06/30 | -2.097 M $ | -4.03 % |
| 2016/09/30 | GS | GOLDMAN SACHS GROUP INC | 3.08% | 45.598 M $ | 282742 | 2013/06/30 | 3.588 M $ | 8.54 % |
| 2016/09/30 | SPY | SPDR TRUST SERIES 1 | 2.99% | 44.259 M $ | 204617 | 2013/06/30 | 1.408 M $ | 3.26 % |
| 2016/09/30 | MMM | 3M CO | 2.90% | 43.034 M $ | 244191 | 2013/06/30 | 233.607 K $ | 0.53 % |
| 2016/09/30 | JNJ | JOHNSON & JOHNSON | 2.39% | 35.452 M $ | 300106 | 2013/06/30 | -899.982 K $ | -2.61 % |
| 2016/09/30 | TXN | TEXAS INSTRUMENTS INC | 1.89% | 28.072 M $ | 400000 | 2016/03/31 | 3.012 M $ | 12.02 % |
| 2016/09/30 | DHI | DR HORTON INC | 1.76% | 26.123 M $ | 865000 | 2013/06/30 | -1.107 M $ | -4.07 % |
| 2016/09/30 | AAPL | APPLE INC | 1.61% | 23.817 M $ | 210680 | 2013/06/30 | 3.955 M $ | 18.24 % |
| 2016/09/30 | IVZ | INVESCO LTD | 1.58% | 23.453 M $ | 750000 | 2013/06/30 | 4.298 M $ | 22.44 % |
| 2016/09/30 | CAT | CATERPILLAR INC | 1.37% | 20.260 M $ | 228225 | 2013/06/30 | 2.955 M $ | 17.10 % |
| 2016/09/30 | XOM | EXXON MOBIL CORP | 1.32% | 19.530 M $ | 223758 | 2013/06/30 | -1.866 M $ | -6.89 % |
| 2016/09/30 | CSCO | CISCO SYSTEMS INC | 1.25% | 18.569 M $ | 585396 | 2013/06/30 | 1.774 M $ | 10.56 % |
| 2016/09/30 | PG | PROCTER & GAMBLE CO | 1.25% | 18.496 M $ | 206082 | 2013/06/30 | 1.094 M $ | 6.00 % |
| 2016/09/30 | EMR | EMERSON ELECTRIC CO | 1.04% | 15.405 M $ | 282600 | 2013/06/30 | 664.110 K $ | 4.51 % |
| 2016/09/30 | GE | GENERAL ELECTRIC CO | 1.01% | 14.967 M $ | 505284 | 2013/06/30 | -803.691 K $ | -3.68 % |
| 2016/09/30 | KO | COCA-COLA CO/THE | 1.00% | 14.752 M $ | 348571 | 2013/06/30 | -848.130 K $ | -6.64 % |
| 2016/09/30 | MS | MORGAN STANLEY | 0.93% | 13.723 M $ | 428028 | 2013/09/30 | 2.827 M $ | 23.40 % |
| 2016/09/30 | MCHP | MICROCHIP TECHNOLOGY INC | 0.88% | 13.029 M $ | 209676 | 2016/03/31 | 4.772 M $ | 44.84 % |
| 2016/09/30 | AMGN | AMGEN INC | 0.86% | 12.703 M $ | 76154 | 2013/06/30 | 1.116 M $ | 9.64 % |
| 2016/09/30 | JBLU | JETBLUE AIRWAYS CORP | 0.84% | 12.511 M $ | 725700 | 2013/06/30 | 493.475 K $ | 4.11 % |
| 2016/09/30 | WALGREEN CO | 0.78% | 11.596 M $ | 143834 | 2014/03/31 | -277.810 K $ | -3.18 % | |
| 2016/09/30 | GOOGL | GOOGLE INC-CL C | 0.74% | 10.996 M $ | 14146 | 2013/06/30 | 32.830 K $ | 0.71 % |
| 2016/09/30 | INTU | INTUIT INC | 0.74% | 10.968 M $ | 99698 | 2013/06/30 | -168.323 K $ | -1.43 % |
| 2016/09/30 | BERKSHIRE HATHAWAY INC-CL B | 0.70% | 10.302 M $ | 71306 | 2013/06/30 | -21.823 K $ | -0.21 % | |
| 2016/09/30 | MDT | MEDTRONIC INC | 0.68% | 10.126 M $ | 117200 | 2013/06/30 | -43.770 K $ | -0.43 % |
| 2016/09/30 | AAP | ADVANCE AUTO PARTS INC | 0.60% | 8.947 M $ | 60000 | 2016/06/30 | -750.599 K $ | -7.74 % |
| 2016/09/30 | QCOM | QUALCOMM INC | 0.60% | 8.824 M $ | 128813 | 2013/06/30 | 1.859 M $ | 27.87 % |
| 2016/09/30 | TEVA | TEVA PHARM | 0.59% | 8.742 M $ | 190000 | 2015/03/31 | -801.799 K $ | -8.40 % |
| 2016/09/30 | BMO | BANK OF MONTREAL | 0.57% | 8.518 M $ | 129901 | 2016/03/31 | 283.184 K $ | 3.44 % |
| 2016/09/30 | JPM | JPMORGAN CHASE & CO | 0.54% | 8.037 M $ | 120692 | 2013/06/30 | 537.079 K $ | 7.16 % |
| 2016/09/30 | WFC | WELLS FARGO & COMPANY | 0.53% | 7.875 M $ | 177856 | 2013/06/30 | -701.463 K $ | -6.44 % |
| 2016/09/30 | MRK | MERCK & CO. INC. | 0.51% | 7.540 M $ | 120819 | 2013/06/30 | 249.599 K $ | 8.33 % |
| 2016/09/30 | MSFT | MICROSOFT CORP | 0.51% | 7.484 M $ | 129933 | 2013/06/30 | 922.807 K $ | 12.57 % |
| 2016/09/30 | BMY | BRISTOL-MYERS SQUIBB CO | 0.50% | 7.402 M $ | 137272 | 2014/06/30 | -2.695 M $ | -26.69 % |
| 2016/09/30 | GIS | GENERAL MILLS INC | 0.50% | 7.346 M $ | 115000 | 2013/06/30 | -855.599 K $ | -10.43 % |
| 2016/09/30 | PEP | PEPSICO INC | 0.49% | 7.225 M $ | 66423 | 2013/06/30 | 329.477 K $ | 2.67 % |
| 2016/09/30 | DOW | DOW CHEMICAL | 0.49% | 7.204 M $ | 139000 | 2013/06/30 | 0.000 $ | 0.00 % |
| 2016/09/30 | CL | COLGATE-PALMOLIVE CO | 0.44% | 6.542 M $ | 88238 | 2014/03/31 | 82.943 K $ | 1.28 % |
| 2016/09/30 | CREE | CREE INC | 0.43% | 6.378 M $ | 247965 | 2013/12/31 | 317.395 K $ | 5.24 % |
| 2016/09/30 | HON | HONEYWELL INTERNATIONAL INC | 0.42% | 6.179 M $ | 53000 | 2016/03/31 | 14.220 K $ | 0.23 % |
| 2016/09/30 | USB | US BANCORP | 0.40% | 5.996 M $ | 139795 | 2013/06/30 | 328.174 K $ | 6.35 % |
| 2016/09/30 | INTC | INTEL CORP | 0.40% | 5.874 M $ | 155613 | 2013/06/30 | 770.284 K $ | 15.09 % |
| 2016/09/30 | DFS | DISCOVER FINANCIAL SERVICES | 0.35% | 5.235 M $ | 92574 | 2014/03/31 | 220.739 K $ | 5.52 % |
| 2016/09/30 | ZBH | ZIMMER HOLDINGS INC | 0.35% | 5.201 M $ | 40000 | 2013/03/31 | 385.632 K $ | 8.01 % |
| 2016/09/30 | PM | PHILIP MORRIS INTERNATIONAL | 0.34% | 5.007 M $ | 51500 | 2013/06/30 | -231.750 K $ | -4.42 % |
| 2016/09/30 | YUM | YUM! BRANDS INC | 0.33% | 4.817 M $ | 53050 | 2013/06/30 | 419.141 K $ | 9.53 % |
| 2016/09/30 | CME | CME GROUP INC | 0.32% | 4.727 M $ | 45226 | 2013/06/30 | 615.431 K $ | 7.31 % |
| 2016/09/30 | WMT | WAL-MART STORES INC | 0.32% | 4.678 M $ | 64861 | 2013/06/30 | -56.111 K $ | -1.23 % |
| 2016/09/30 | ABT | ABBOTT LABORATORIES | 0.31% | 4.567 M $ | 108000 | 2013/06/30 | 247.339 K $ | 7.58 % |
| 2016/09/30 | CHRW | C.H. ROBINSON WORLDWIDE INC | 0.30% | 4.445 M $ | 63082 | 2013/06/30 | -239.080 K $ | -5.10 % |
| 2016/09/30 | TGT | TARGET CORP | 0.28% | 4.167 M $ | 60670 | 2014/03/31 | -69.163 K $ | -1.63 % |
| 2016/09/30 | COP | CONOCOPHILLIPS | 0.28% | 4.106 M $ | 94464 | 2013/06/30 | -12.280 K $ | -0.30 % |
| 2016/09/30 | SYK | STRYKER CORP | 0.24% | 3.492 M $ | 30000 | 2013/09/30 | -102.600 K $ | -2.85 % |
| 2016/09/30 | MTB | M & T BANK CORP | 0.24% | 3.483 M $ | 30000 | 2016/06/30 | -63.900 K $ | -1.80 % |
| 2016/09/30 | IVV | ISHARES S&P 500 INDEX FUND | 0.23% | 3.433 M $ | 15779 | 2013/06/30 | 111.399 K $ | 3.35 % |
| 2016/09/30 | KMB | KIMBERLY-CLARK CORP | 0.23% | 3.418 M $ | 27100 | 2014/03/31 | -307.313 K $ | -8.25 % |
| 2016/09/30 | PFE | PFIZER INC | 0.23% | 3.373 M $ | 99589 | 2013/06/30 | -133.307 K $ | -3.80 % |
| 2016/09/30 | NTAP | NETAPP INC | 0.22% | 3.310 M $ | 92400 | 2016/03/31 | 1.123 M $ | 45.67 % |
| 2016/09/30 | IBM | INTL BUSINESS MACHINES CORP | 0.21% | 3.077 M $ | 19368 | 2013/06/30 | 136.950 K $ | 4.66 % |
| 2016/09/30 | LLY | ELI LILLY & CO | 0.20% | 3.031 M $ | 37763 | 2013/06/30 | 57.022 K $ | 1.92 % |
| 2016/09/30 | UNITED TECHNOLOGIES CORP | 0.20% | 2.946 M $ | 29000 | 2013/06/30 | -27.839 K $ | -0.94 % | |
| 2016/09/30 | CVX | CHEVRON CORP | 0.19% | 2.848 M $ | 27668 | 2013/06/30 | -55.901 K $ | -1.82 % |
| 2016/09/30 | GLW | CORNING INC | 0.17% | 2.558 M $ | 108175 | 2013/06/30 | 342.914 K $ | 15.48 % |
| 2016/09/30 | PRICELINE.COM INC | 0.17% | 2.502 M $ | 1700 | 2013/12/31 | 468.699 K $ | 17.88 % | |
| 2016/09/30 | TXT | TEXTRON INC | 0.16% | 2.385 M $ | 60000 | 2013/06/30 | 191.399 K $ | 8.72 % |
| 2016/09/30 | PPG | PPG INDUSTRIES INC | 0.16% | 2.320 M $ | 22448 | 2013/06/30 | -17.733 K $ | -0.76 % |
| 2016/09/30 | MCD | MCDONALDS CORP | 0.16% | 2.319 M $ | 20105 | 2013/06/30 | -100.122 K $ | -4.14 % |
| 2016/09/30 | PNC | PNC FINANCIAL SERVICES GROUP | 0.15% | 2.284 M $ | 25354 | 2013/06/30 | 220.579 K $ | 10.69 % |
| 2016/09/30 | BIDU | BAIDU INC - SPON ADR | 0.15% | 2.199 M $ | 12078 | 2013/06/30 | 204.359 K $ | 10.24 % |
| 2016/09/30 | DIA | SPDR DJIA TRUST | 0.14% | 2.118 M $ | 11588 | 2014/03/31 | 43.802 K $ | 2.11 % |
| 2016/09/30 | CELG | CELGENE CORP | 0.14% | 2.062 M $ | 19730 | 2016/06/30 | 116.407 K $ | 5.98 % |
| 2016/09/30 | SLB | SCHLUMBERGER LTD | 0.13% | 1.971 M $ | 25065 | 2013/06/30 | -10.371 K $ | -0.56 % |
| 2016/09/30 | BB&T CORP | 0.13% | 1.924 M $ | 51000 | 2014/09/30 | 108.119 K $ | 5.95 % | |
| 2016/09/30 | AXP | AMERICAN EXPRESS CO | 0.13% | 1.921 M $ | 30000 | 2013/06/30 | 98.400 K $ | 5.40 % |
| 2016/09/30 | HD | HOME DEPOT INC | 0.13% | 1.875 M $ | 14573 | 2013/06/30 | 14.427 K $ | 0.78 % |
| 2016/09/30 | NEM | NEWMONT MINING CORP | 0.12% | 1.726 M $ | 43935 | 2013/06/30 | 7.468 K $ | 0.43 % |
| 2016/09/30 | BA | BOEING CO | 0.11% | 1.699 M $ | 12900 | 2013/06/30 | 24.123 K $ | 1.44 % |
| 2016/09/30 | BHP | BHP BILLITON LTD-SPON ADR | 0.11% | 1.567 M $ | 45217 | 2013/06/30 | 275.237 K $ | 21.32 % |
| 2016/09/30 | DIS | THE WALT DISNEY CO | 0.10% | 1.489 M $ | 16039 | 2013/06/30 | -79.553 K $ | -5.07 % |
| 2016/09/30 | HCA | HCA Holdings, Inc | 0.10% | 1.442 M $ | 19070 | 2016/03/31 | -26.316 K $ | -1.79 % |
| 2016/09/30 | NVS | NOVARTIS ADR | 0.09% | 1.407 M $ | 17818 | 2016/03/31 | -44.305 K $ | -4.02 % |
| 2016/09/30 | V | VISA INC-CLASS A SHARES | 0.09% | 1.401 M $ | 16939 | 2016/03/31 | 144.489 K $ | 11.50 % |
| 2016/09/30 | EOG | EOG RESOURCES INC | 0.08% | 1.236 M $ | 12780 | 2016/03/31 | 132.913 K $ | 15.94 % |
| 2016/09/30 | REGN | REGENERON PHARMACEUTICALS | 0.07% | 1.033 M $ | 2570 | 2016/06/30 | 242.833 K $ | 15.12 % |
| 2016/09/30 | RTN | RAYTHEON COMPANY | 0.07% | 1.003 M $ | 7368 | 2014/03/31 | 1.334 K $ | 0.13 % |
| 2016/09/30 | TJX | TJX COMPANIES INC | 0.07% | 977.000 K $ | 13059 | 2013/12/31 | -32.125 K $ | -3.18 % |
| 2016/09/30 | GILD | GILEAD SCIENCES INC | 0.06% | 942.000 K $ | 11900 | 2013/06/30 | -51.169 K $ | -5.15 % |
| 2016/09/30 | MAR | MARRIOTT INTERNATIONAL-CL A | 0.06% | 929.000 K $ | 13800 | 2015/12/31 | 12.006 K $ | 1.31 % |
| 2016/09/30 | LMT | LOCKHEED MARTIN CORP | 0.06% | 839.000 K $ | 3500 | 2014/09/30 | -29.574 K $ | -3.40 % |
| 2016/09/30 | DE | DEERE & CO | 0.06% | 838.000 K $ | 9816 | 2013/06/30 | 42.306 K $ | 5.32 % |
| 2016/09/30 | CE | CELANESE CORP-SERIES A | 0.06% | 838.000 K $ | 12590 | 2016/03/31 | 11.861 K $ | 1.70 % |
| 2016/09/30 | ADM | ARCHER-DANIELS-MIDLAND CO | 0.05% | 709.000 K $ | 16821 | 2013/12/31 | -12.111 K $ | -1.68 % |
| 2016/09/30 | OXY | OCCIDENTAL PETROLEUM CORP | 0.05% | 697.000 K $ | 9560 | 2016/03/31 | -22.643 K $ | -3.49 % |
| 2016/09/30 | CBOE | CBOE HOLDINGS INC | 0.04% | 660.000 K $ | 10174 | 2013/06/30 | -18.007 K $ | -2.66 % |
| 2016/09/30 | WM | WASTE MANAGEMENT INC | 0.04% | 572.000 K $ | 8966 | 2016/03/31 | -23.257 K $ | -3.79 % |
| 2016/09/30 | XHB | SPDR S&P HOMEBUILDERS ETF | 0.03% | 505.000 K $ | 14868 | 2016/03/31 | 7.571 K $ | 1.19 % |
| 2016/09/30 | UNP | UNION PACIFIC CORP | 0.03% | 488.000 K $ | 5000 | 2015/12/31 | 51.400 K $ | 11.79 % |