Parametric Risk Advisors as of Dec. 31, 2013
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 149 positions in its portfolio as reported in the December 2013 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Facebook Inc cl a (META) | 26.6 | $377M | 6.9M | 54.65 | |
| Apache Corporation | 7.2 | $102M | 1.2M | 85.94 | |
| United Parcel Service (UPS) | 4.2 | $60M | 574k | 105.08 | |
| Exxon Mobil Corporation (XOM) | 3.8 | $54M | 531k | 101.20 | |
| Oracle Corporation (ORCL) | 3.8 | $53M | 1.4M | 38.26 | |
| Paccar (PCAR) | 3.4 | $49M | 825k | 59.17 | |
| Agilent Technologies Inc C ommon (A) | 3.1 | $44M | 775k | 57.19 | |
| Comcast Corporation | 2.8 | $40M | 800k | 49.88 | |
| Honda Motor (HMC) | 2.0 | $28M | 6.4k | 4329.97 | |
| D.R. Horton (DHI) | 1.9 | $28M | 1.2M | 22.32 | |
| Cree | 1.9 | $28M | 439k | 62.52 | |
| Invesco (IVZ) | 1.9 | $27M | 750k | 36.40 | |
| Johnson & Johnson (JNJ) | 1.6 | $22M | 244k | 91.59 | |
| iShares Dow Jones US Real Estate (IYR) | 1.6 | $22M | 350k | 63.08 | |
| J.B. Hunt Transport Services (JBHT) | 1.3 | $18M | 233k | 77.30 | |
| EOG Resources (EOG) | 1.2 | $17M | 101k | 167.84 | |
| Schlumberger (SLB) | 1.2 | $16M | 182k | 90.11 | |
| Coca-Cola Company (KO) | 1.0 | $15M | 353k | 41.31 | |
| 0.9 | $13M | 12k | 1120.74 | ||
| Ball Corporation (BALL) | 0.9 | $13M | 245k | 51.66 | |
| Qualcomm (QCOM) | 0.9 | $12M | 168k | 74.25 | |
| Berkshire Hathaway Inc. Class B | 0.8 | $12M | 101k | 118.56 | |
| Amr | 0.8 | $12M | 146k | 82.23 | |
| Pharmacyclics | 0.8 | $12M | 112k | 105.78 | |
| ConocoPhillips (COP) | 0.8 | $12M | 164k | 70.65 | |
| Emerson Electric (EMR) | 0.7 | $10M | 149k | 70.18 | |
| International Business Machines (IBM) | 0.7 | $10M | 55k | 187.57 | |
| JetBlue Airways Corporation (JBLU) | 0.7 | $10M | 1.2M | 8.54 | |
| Procter & Gamble Company (PG) | 0.7 | $10M | 123k | 81.41 | |
| Dow Chemical Company | 0.7 | $9.8M | 220k | 44.40 | |
| Activision Blizzard | 0.7 | $9.8M | 549k | 17.83 | |
| Intuit (INTU) | 0.7 | $9.6M | 126k | 76.32 | |
| Spdr S&p 500 Etf (SPY) | 0.7 | $9.2M | 50k | 184.68 | |
| Amgen (AMGN) | 0.6 | $9.1M | 80k | 114.08 | |
| Kohl's Corporation (KSS) | 0.6 | $8.4M | 148k | 56.75 | |
| Intel Corporation (INTC) | 0.6 | $7.9M | 305k | 25.96 | |
| Yum! Brands (YUM) | 0.6 | $7.8M | 103k | 75.61 | |
| Rbc Cad (RY) | 0.6 | $7.7M | 115k | 67.23 | |
| Zimmer Holdings (ZBH) | 0.5 | $7.5M | 80k | 93.19 | |
| Wells Fargo & Company (WFC) | 0.5 | $7.4M | 163k | 45.40 | |
| Northern Trust Corporation (NTRS) | 0.5 | $7.0M | 113k | 61.89 | |
| General Electric Company | 0.5 | $7.0M | 248k | 28.03 | |
| Cisco Systems (CSCO) | 0.5 | $6.4M | 287k | 22.43 | |
| Cme (CME) | 0.4 | $6.3M | 80k | 78.46 | |
| JPMorgan Chase & Co. (JPM) | 0.4 | $6.0M | 103k | 58.48 | |
| InterOil Corporation | 0.4 | $5.7M | 110k | 51.49 | |
| General Mills (GIS) | 0.4 | $5.5M | 111k | 49.91 | |
| Home Depot (HD) | 0.4 | $5.3M | 64k | 82.34 | |
| Baidu (BIDU) | 0.4 | $5.1M | 29k | 177.89 | |
| McDonald's Corporation (MCD) | 0.3 | $5.0M | 52k | 97.03 | |
| Tyson Foods (TSN) | 0.3 | $5.0M | 148k | 33.46 | |
| Caterpillar (CAT) | 0.3 | $4.8M | 53k | 90.81 | |
| Pepsi (PEP) | 0.3 | $4.7M | 57k | 82.94 | |
| C.H. Robinson Worldwide (CHRW) | 0.3 | $4.4M | 76k | 58.35 | |
| Eli Lilly & Co. (LLY) | 0.3 | $3.9M | 77k | 51.01 | |
| Wal-Mart Stores (WMT) | 0.3 | $3.8M | 48k | 78.68 | |
| 3M Company (MMM) | 0.3 | $3.8M | 27k | 140.24 | |
| Citi | 0.3 | $3.9M | 74k | 52.11 | |
| Raymond James Financial (RJF) | 0.3 | $3.8M | 74k | 52.19 | |
| Credit Suisse Group | 0.3 | $3.7M | 119k | 31.04 | |
| Philip Morris International (PM) | 0.3 | $3.8M | 43k | 87.13 | |
| United Technologies Corporation | 0.3 | $3.7M | 33k | 113.80 | |
| Abbott Laboratories (ABT) | 0.2 | $3.6M | 94k | 38.33 | |
| iShares Lehman Aggregate Bond (AGG) | 0.2 | $3.4M | 32k | 106.42 | |
| Merck & Co | 0.2 | $3.1M | 62k | 50.04 | |
| BHP Billiton (BHP) | 0.2 | $3.1M | 45k | 68.20 | |
| Servicenow (NOW) | 0.2 | $3.1M | 56k | 56.02 | |
| Chevron Corporation (CVX) | 0.2 | $2.9M | 23k | 124.92 | |
| priceline.com Incorporated | 0.2 | $3.0M | 2.6k | 1162.35 | |
| Textron (TXT) | 0.2 | $2.9M | 80k | 36.76 | |
| Transocean Ordinary Shares | 0.2 | $2.9M | 59k | 49.43 | |
| Corning Incorporated (GLW) | 0.2 | $2.7M | 154k | 17.82 | |
| SanDisk Corporation | 0.2 | $2.7M | 38k | 70.55 | |
| EMC Corporation | 0.2 | $2.5M | 100k | 25.15 | |
| U.S. Bancorp (USB) | 0.2 | $2.3M | 56k | 40.40 | |
| Stryker Corporation (SYK) | 0.2 | $2.3M | 30k | 75.13 | |
| Hershey Company (HSY) | 0.2 | $2.3M | 23k | 97.24 | |
| PPG Industries (PPG) | 0.1 | $2.0M | 11k | 189.70 | |
| Walt Disney Company (DIS) | 0.1 | $1.8M | 24k | 76.40 | |
| Goldman Sachs (GS) | 0.1 | $1.7M | 9.6k | 177.21 | |
| Phillips 66 (PSX) | 0.1 | $1.5M | 20k | 77.15 | |
| Mondelez Int (MDLZ) | 0.1 | $1.5M | 43k | 35.31 | |
| Microsoft Corporation (MSFT) | 0.1 | $1.4M | 38k | 37.41 | |
| American Express Company (AXP) | 0.1 | $1.2M | 14k | 90.75 | |
| NetApp (NTAP) | 0.1 | $1.2M | 30k | 41.13 | |
| Apple (AAPL) | 0.1 | $1.3M | 2.4k | 561.18 | |
| Deere & Company (DE) | 0.1 | $1.3M | 14k | 91.36 | |
| iShares S&P 500 Index (IVV) | 0.1 | $1.3M | 6.7k | 185.66 | |
| Medtronic | 0.1 | $1.1M | 20k | 57.40 | |
| Stericycle (SRCL) | 0.1 | $1.2M | 10k | 116.20 | |
| Newmont Mining Corporation (NEM) | 0.1 | $1.0M | 44k | 23.03 | |
| Capital One Financial (COF) | 0.1 | $996k | 13k | 76.62 | |
| Gilead Sciences (GILD) | 0.1 | $962k | 13k | 75.07 | |
| Amazon (AMZN) | 0.1 | $1.0M | 2.5k | 398.89 | |
| Intercontinental Exchange (ICE) | 0.1 | $1.0M | 4.6k | 224.87 | |
| Occidental Petroleum Corporation (OXY) | 0.1 | $838k | 8.8k | 95.14 | |
| TJX Companies (TJX) | 0.1 | $832k | 13k | 63.71 | |
| Applied Materials (AMAT) | 0.1 | $884k | 50k | 17.68 | |
| iShares Russell 2000 Index (IWM) | 0.1 | $786k | 6.8k | 115.32 | |
| Vanguard Total Bond Market ETF (BND) | 0.1 | $897k | 11k | 80.09 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.1 | $699k | 17k | 41.78 | |
| Archer Daniels Midland Company (ADM) | 0.1 | $730k | 17k | 43.40 | |
| Netflix (NFLX) | 0.1 | $646k | 1.8k | 368.09 | |
| Celgene Corporation | 0.1 | $656k | 3.9k | 168.85 | |
| Bank of America Corporation (BAC) | 0.0 | $563k | 36k | 15.56 | |
| AFLAC Incorporated (AFL) | 0.0 | $504k | 7.5k | 66.76 | |
| Boeing Company (BA) | 0.0 | $612k | 4.5k | 136.39 | |
| eBay (EBAY) | 0.0 | $583k | 11k | 54.82 | |
| Visa (V) | 0.0 | $569k | 2.6k | 222.88 | |
| CBOE Holdings (CBOE) | 0.0 | $529k | 10k | 52.00 | |
| PNC Financial Services (PNC) | 0.0 | $382k | 4.9k | 77.61 | |
| Costco Wholesale Corporation (COST) | 0.0 | $371k | 3.1k | 118.99 | |
| Monsanto Company | 0.0 | $423k | 3.6k | 116.43 | |
| Covidien | 0.0 | $358k | 5.3k | 68.18 | |
| At&t (T) | 0.0 | $378k | 11k | 35.15 | |
| Regions Financial Corporation (RF) | 0.0 | $436k | 44k | 9.89 | |
| Macy's (M) | 0.0 | $415k | 7.8k | 53.42 | |
| Canadian Pacific Railway | 0.0 | $412k | 2.7k | 151.30 | |
| Danaher Corporation (DHR) | 0.0 | $398k | 5.2k | 77.19 | |
| Marathon Oil Corporation (MRO) | 0.0 | $355k | 10k | 35.32 | |
| Estee Lauder Companies (EL) | 0.0 | $479k | 6.4k | 75.36 | |
| Concho Resources | 0.0 | $456k | 4.2k | 108.03 | |
| Rockwell Automation (ROK) | 0.0 | $388k | 3.3k | 118.22 | |
| Dollar General (DG) | 0.0 | $436k | 7.2k | 60.29 | |
| Beam | 0.0 | $368k | 5.4k | 68.02 | |
| Express Scripts Holding | 0.0 | $402k | 5.7k | 70.17 | |
| Kraft Foods | 0.0 | $485k | 9.0k | 53.89 | |
| Charles Schwab Corporation (SCHW) | 0.0 | $228k | 8.8k | 26.01 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.0 | $252k | 6.8k | 36.81 | |
| Range Resources (RRC) | 0.0 | $299k | 3.5k | 84.30 | |
| Duke Energy Corporation | 0.0 | $216k | 3.1k | 68.92 | |
| Morgan Stanley (MS) | 0.0 | $344k | 11k | 31.38 | |
| Nextera Energy (NEE) | 0.0 | $318k | 3.7k | 85.55 | |
| Nike (NKE) | 0.0 | $239k | 3.0k | 78.64 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $303k | 8.0k | 37.76 | |
| Shire | 0.0 | $301k | 2.1k | 141.38 | |
| AvalonBay Communities (AVB) | 0.0 | $282k | 2.4k | 118.04 | |
| Sempra Energy (SRE) | 0.0 | $319k | 3.6k | 89.66 | |
| MetLife (MET) | 0.0 | $284k | 5.3k | 53.88 | |
| Lions Gate Entertainment | 0.0 | $323k | 10k | 31.65 | |
| Boston Properties (BXP) | 0.0 | $298k | 3.0k | 100.40 | |
| Roche Holding (RHHBY) | 0.0 | $221k | 3.1k | 70.20 | |
| FMC Technologies | 0.0 | $187k | 3.6k | 52.18 | |
| Verizon Communications (VZ) | 0.0 | $185k | 3.8k | 49.15 | |
| Halliburton Company (HAL) | 0.0 | $182k | 3.6k | 50.74 | |
| Biogen Idec (BIIB) | 0.0 | $89k | 317.00 | 280.76 | |
| Edison International (EIX) | 0.0 | $176k | 3.8k | 46.34 | |
| Rogers Corporation (ROG) | 0.0 | $120k | 480.00 | 250.00 | |
| Cameron International Corporation | 0.0 | $126k | 2.1k | 59.41 |
