Parametric Risk Advisors

Parametric Risk Advisors as of Sept. 30, 2014

Portfolio Holdings for Parametric Risk Advisors

Parametric Risk Advisors holds 148 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Facebook Inc cl a (META) 37.0 $549M 6.9M 79.04
Exxon Mobil Corporation (XOM) 4.5 $67M 713k 94.05
Oracle Corporation (ORCL) 3.6 $53M 1.4M 38.28
United Parcel Service (UPS) 3.6 $53M 539k 98.29
Comcast Corporation 2.9 $43M 800k 53.50
Johnson & Johnson (JNJ) 2.3 $34M 316k 106.59
Invesco (IVZ) 2.0 $30M 750k 39.48
Spdr S&p 500 Etf (SPY) 1.9 $28M 142k 197.02
D.R. Horton (DHI) 1.7 $25M 1.2M 20.52
iShares Dow Jones US Real Estate (IYR) 1.6 $24M 350k 69.20
EOG Resources (EOG) 1.3 $20M 200k 99.02
3M Company (MMM) 1.3 $20M 138k 141.68
Cree 1.3 $19M 469k 40.95
Caterpillar (CAT) 1.2 $18M 185k 99.03
Coca-Cola Company (KO) 1.0 $15M 353k 42.66
Amr 1.0 $15M 184k 81.33
ConocoPhillips (COP) 1.0 $14M 187k 76.52
International Business Machines (IBM) 1.0 $14M 75k 189.83
Procter & Gamble Company (PG) 1.0 $14M 170k 83.74
Ball Corporation (BALL) 1.0 $14M 225k 63.27
Schlumberger (SLB) 0.9 $14M 137k 101.69
Amgen (AMGN) 0.9 $13M 95k 140.46
Pharmacyclics 0.9 $13M 113k 117.43
Qualcomm (QCOM) 0.8 $12M 164k 74.77
Berkshire Hathaway Inc. Class B 0.8 $12M 83k 138.15
General Electric Company 0.8 $11M 440k 25.62
Dow Chemical Company 0.8 $11M 215k 52.44
Intuit (INTU) 0.8 $11M 126k 87.65
JetBlue Airways Corporation (JBLU) 0.7 $11M 1.0M 10.62
Quanta Services (PWR) 0.7 $9.8M 270k 36.29
Activision Blizzard 0.6 $9.2M 444k 20.79
General Mills (GIS) 0.6 $8.9M 176k 50.45
Intel Corporation (INTC) 0.6 $8.5M 243k 34.82
McDonald's Corporation (MCD) 0.6 $8.2M 86k 94.81
Northern Trust Corporation (NTRS) 0.5 $7.7M 113k 68.03
Wells Fargo & Company (WFC) 0.5 $7.5M 144k 51.87
Emerson Electric (EMR) 0.5 $7.3M 117k 62.58
Kohl's Corporation (KSS) 0.5 $7.1M 117k 61.03
Morgan Stanley (MS) 0.5 $6.8M 196k 34.57
Cme (CME) 0.4 $6.4M 80k 79.96
Microsoft Corporation (MSFT) 0.4 $6.2M 135k 46.36
Google 0.4 $6.3M 11k 577.36
Discover Financial Services (DFS) 0.4 $6.2M 96k 64.39
Home Depot (HD) 0.4 $6.1M 67k 91.74
JPMorgan Chase & Co. (JPM) 0.4 $5.8M 96k 60.24
Philip Morris International (PM) 0.4 $5.8M 69k 83.41
Devon Energy Corporation (DVN) 0.4 $5.7M 84k 68.18
Cisco Systems (CSCO) 0.4 $5.6M 222k 25.17
SPDR S&P MidCap 400 ETF (MDY) 0.4 $5.5M 22k 249.32
C.H. Robinson Worldwide (CHRW) 0.4 $5.3M 81k 66.32
iShares MSCI EAFE Index Fund (EFA) 0.3 $5.1M 80k 64.12
Rbc Cad (RY) 0.3 $4.8M 68k 71.45
Zimmer Holdings (ZBH) 0.3 $4.0M 40k 100.55
Raymond James Financial (RJF) 0.3 $3.9M 74k 53.58
Abbott Laboratories (ABT) 0.3 $3.9M 94k 41.59
Western Digital (WDC) 0.3 $3.9M 40k 97.32
Merck & Co 0.2 $3.6M 60k 59.28
Colgate-Palmolive Company (CL) 0.2 $3.6M 55k 65.22
SanDisk Corporation 0.2 $3.6M 36k 97.94
Citi 0.2 $3.5M 67k 51.82
Credit Suisse Group 0.2 $3.3M 119k 27.64
American Express Company (AXP) 0.2 $3.2M 36k 87.55
Eli Lilly & Co. (LLY) 0.2 $3.1M 47k 64.86
Chevron Corporation (CVX) 0.2 $3.1M 26k 119.33
Yum! Brands (YUM) 0.2 $3.1M 43k 71.98
United Technologies Corporation 0.2 $3.1M 29k 105.59
Broadcom Corporation 0.2 $3.1M 77k 40.42
iShares Russell 2000 Index (IWM) 0.2 $3.1M 28k 109.37
Nike (NKE) 0.2 $3.0M 34k 89.21
Walgreen Company 0.2 $3.0M 50k 59.28
Corning Incorporated (GLW) 0.2 $2.9M 148k 19.34
Bristol Myers Squibb (BMY) 0.2 $2.9M 56k 51.18
Biogen Idec (BIIB) 0.2 $2.9M 8.6k 330.79
Baidu (BIDU) 0.2 $2.6M 12k 218.25
BHP Billiton (BHP) 0.2 $2.7M 45k 58.87
Servicenow (NOW) 0.2 $2.6M 44k 58.77
U.S. Bancorp (USB) 0.2 $2.3M 56k 41.83
Stryker Corporation (SYK) 0.2 $2.4M 30k 80.77
Johnson Controls 0.1 $2.2M 49k 44.00
Textron (TXT) 0.1 $2.2M 60k 35.98
Walt Disney Company (DIS) 0.1 $2.1M 24k 89.03
Transocean Ordinary Shares 0.1 $1.9M 59k 31.97
BB&T Corporation 0.1 $1.9M 51k 37.22
Monster Beverage 0.1 $2.0M 22k 91.69
PPG Industries (PPG) 0.1 $1.8M 9.0k 196.78
Boeing Company (BA) 0.1 $1.8M 14k 127.38
priceline.com Incorporated 0.1 $1.7M 1.5k 1158.67
InterOil Corporation 0.1 $1.7M 32k 54.27
Phillips 66 (PSX) 0.1 $1.8M 23k 81.33
Actavis 0.1 $1.8M 7.5k 241.33
Target Corporation (TGT) 0.1 $1.6M 25k 62.68
Gilead Sciences (GILD) 0.1 $1.6M 15k 106.44
Goldman Sachs (GS) 0.1 $1.4M 7.7k 183.54
Wal-Mart Stores (WMT) 0.1 $1.5M 20k 76.48
W.W. Grainger (GWW) 0.1 $1.5M 5.8k 251.64
Pepsi (PEP) 0.1 $1.4M 15k 93.08
L-3 Communications Holdings 0.1 $1.5M 12k 118.90
Mondelez Int (MDLZ) 0.1 $1.4M 42k 34.27
Apple (AAPL) 0.1 $1.4M 14k 100.72
iShares S&P 500 Index (IVV) 0.1 $1.3M 6.6k 198.33
SPDR Dow Jones Industrial Average ETF (DIA) 0.1 $1.3M 7.8k 170.13
Medtronic 0.1 $1.2M 20k 61.95
TJX Companies (TJX) 0.1 $1.1M 19k 59.19
Kimberly-Clark Corporation (KMB) 0.1 $1.1M 10k 107.60
Newmont Mining Corporation (NEM) 0.1 $1.0M 44k 23.06
E.I. du Pont de Nemours & Company 0.1 $1.1M 15k 71.78
Kraft Foods 0.1 $1.1M 19k 56.42
Archer Daniels Midland Company (ADM) 0.1 $860k 17k 51.13
Altria (MO) 0.1 $898k 20k 45.93
Anadarko Petroleum Corporation 0.1 $922k 9.1k 101.47
Amazon (AMZN) 0.1 $877k 2.7k 322.55
Intercontinental Exchange (ICE) 0.1 $893k 4.6k 195.15
iShares MSCI Emerging Markets Indx (EEM) 0.1 $695k 17k 41.54
Costco Wholesale Corporation (COST) 0.1 $756k 6.0k 125.33
Apache Corporation 0.1 $732k 7.8k 93.91
Deere & Company (DE) 0.1 $805k 9.8k 82.01
Constellation Brands (STZ) 0.1 $706k 8.1k 87.16
Rockwell Automation (ROK) 0.1 $675k 6.1k 109.92
Simon Property (SPG) 0.1 $678k 4.1k 164.32
Bank of America Corporation (BAC) 0.0 $617k 36k 17.06
Pfizer (PFE) 0.0 $591k 20k 29.55
AFLAC Incorporated (AFL) 0.0 $522k 9.0k 58.21
Verizon Communications (VZ) 0.0 $525k 11k 50.00
Lockheed Martin Corporation (LMT) 0.0 $640k 3.5k 182.86
Occidental Petroleum Corporation (OXY) 0.0 $568k 5.9k 96.09
Danaher Corporation (DHR) 0.0 $553k 7.3k 75.94
Hershey Company (HSY) 0.0 $657k 6.9k 95.44
Visa (V) 0.0 $524k 2.5k 213.27
Sempra Energy (SRE) 0.0 $544k 5.2k 105.39
Celgene Corporation 0.0 $566k 6.0k 94.81
CBOE Holdings (CBOE) 0.0 $545k 10k 53.57
Range Resources (RRC) 0.0 $376k 5.5k 67.78
Cerner Corporation 0.0 $466k 7.8k 59.58
Raytheon Company 0.0 $508k 5.0k 101.60
Macy's (M) 0.0 $513k 8.8k 58.22
Nextera Energy (NEE) 0.0 $512k 5.5k 93.82
Live Nation Entertainment (LYV) 0.0 $399k 17k 24.03
Marathon Oil Corporation (MRO) 0.0 $376k 10k 37.60
Marathon Petroleum Corp (MPC) 0.0 $423k 5.0k 84.60
PNC Financial Services (PNC) 0.0 $357k 4.2k 85.57
Suntrust Banks Inc $1.00 Par Cmn 0.0 $312k 8.2k 37.97
Monsanto Company 0.0 $329k 2.9k 112.36
Iac Interactivecorp 0.0 $336k 5.1k 65.88
Covidien 0.0 $350k 4.1k 86.40
FMC Technologies 0.0 $336k 6.2k 54.33
Mohawk Industries (MHK) 0.0 $333k 2.5k 134.71
MetLife (MET) 0.0 $353k 6.6k 53.72
Dollar General (DG) 0.0 $352k 5.8k 61.20