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 | |
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 |