Parametric Risk Advisors as of Dec. 31, 2014
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 124 positions in its portfolio as reported in the December 2014 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Facebook Inc cl a (META) | 36.9 | $553M | 7.1M | 78.02 | |
| Exxon Mobil Corporation (XOM) | 4.2 | $64M | 687k | 92.45 | |
| United Parcel Service (UPS) | 3.7 | $55M | 496k | 111.17 | |
| Oracle Corporation (ORCL) | 3.6 | $54M | 1.2M | 44.97 | |
| Comcast Corporation | 3.1 | $46M | 800k | 57.56 | |
| Pharmacyclics | 2.5 | $37M | 300k | 122.26 | |
| Johnson & Johnson (JNJ) | 2.2 | $33M | 317k | 104.57 | |
| D.R. Horton (DHI) | 2.1 | $31M | 1.2M | 25.29 | |
| Invesco (IVZ) | 2.0 | $30M | 750k | 39.52 | |
| iShares Dow Jones US Real Estate (IYR) | 1.8 | $27M | 350k | 76.84 | |
| Emerson Electric (EMR) | 1.6 | $24M | 389k | 61.73 | |
| 3M Company (MMM) | 1.6 | $24M | 143k | 164.32 | |
| Spdr S&p 500 Etf (SPY) | 1.3 | $20M | 98k | 205.54 | |
| EOG Resources (EOG) | 1.2 | $18M | 200k | 92.07 | |
| General Electric Company | 1.2 | $18M | 712k | 25.27 | |
| Caterpillar (CAT) | 1.2 | $18M | 193k | 91.53 | |
| Procter & Gamble Company (PG) | 1.2 | $17M | 190k | 91.09 | |
| JetBlue Airways Corporation (JBLU) | 1.0 | $15M | 973k | 15.86 | |
| Ball Corporation (BALL) | 1.0 | $15M | 225k | 68.17 | |
| International Business Machines (IBM) | 0.9 | $14M | 86k | 160.44 | |
| Coca-Cola Company (KO) | 0.9 | $14M | 322k | 42.22 | |
| Berkshire Hathaway Inc. Class B | 0.8 | $13M | 83k | 150.15 | |
| Schlumberger (SLB) | 0.8 | $12M | 137k | 85.41 | |
| Qualcomm (QCOM) | 0.8 | $12M | 157k | 74.33 | |
| ConocoPhillips (COP) | 0.8 | $11M | 165k | 69.06 | |
| McDonald's Corporation (MCD) | 0.7 | $11M | 118k | 93.70 | |
| Intuit (INTU) | 0.7 | $11M | 116k | 92.19 | |
| Cisco Systems (CSCO) | 0.7 | $10M | 371k | 27.81 | |
| Amgen (AMGN) | 0.7 | $10M | 63k | 159.30 | |
| Dow Chemical Company | 0.7 | $9.8M | 215k | 45.61 | |
| General Mills (GIS) | 0.6 | $9.4M | 176k | 53.33 | |
| Activision Blizzard | 0.6 | $8.9M | 441k | 20.15 | |
| Wells Fargo & Company (WFC) | 0.5 | $7.9M | 144k | 54.82 | |
| Northern Trust Corporation (NTRS) | 0.5 | $7.6M | 113k | 67.40 | |
| Citi | 0.5 | $7.5M | 138k | 54.11 | |
| Morgan Stanley (MS) | 0.5 | $7.3M | 187k | 38.80 | |
| Cme (CME) | 0.5 | $7.1M | 80k | 88.65 | |
| Chevron Corporation (CVX) | 0.4 | $6.5M | 58k | 112.17 | |
| Kohl's Corporation (KSS) | 0.4 | $6.1M | 100k | 61.04 | |
| SPDR S&P MidCap 400 ETF (MDY) | 0.4 | $5.8M | 22k | 263.97 | |
| Devon Energy Corporation (DVN) | 0.4 | $5.8M | 94k | 61.21 | |
| Colgate-Palmolive Company (CL) | 0.4 | $5.7M | 83k | 69.19 | |
| Philip Morris International (PM) | 0.4 | $5.6M | 69k | 81.45 | |
| Microsoft Corporation (MSFT) | 0.4 | $5.5M | 119k | 46.45 | |
| JPMorgan Chase & Co. (JPM) | 0.3 | $5.3M | 84k | 62.58 | |
| Intel Corporation (INTC) | 0.3 | $5.0M | 139k | 36.29 | |
| Google Inc Class C | 0.3 | $5.1M | 9.8k | 526.41 | |
| Discover Financial Services (DFS) | 0.3 | $4.9M | 76k | 65.49 | |
| CHECK POINT SOFTWARE Technolog Com Stk (CHKP) | 0.3 | $5.0M | 64k | 78.57 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.3 | $4.9M | 80k | 60.84 | |
| Rbc Cad (RY) | 0.3 | $4.7M | 68k | 69.07 | |
| Western Digital (WDC) | 0.3 | $4.4M | 40k | 110.70 | |
| Zimmer Holdings (ZBH) | 0.3 | $4.5M | 40k | 113.42 | |
| Yum! Brands (YUM) | 0.3 | $4.2M | 57k | 72.85 | |
| Raymond James Financial (RJF) | 0.3 | $4.2M | 74k | 57.29 | |
| Tableau Software Inc Cl A | 0.3 | $4.2M | 50k | 84.76 | |
| Abbott Laboratories (ABT) | 0.2 | $3.7M | 83k | 45.02 | |
| Walgreen Company | 0.2 | $3.8M | 50k | 76.04 | |
| Quanta Services (PWR) | 0.2 | $3.5M | 125k | 28.39 | |
| SanDisk Corporation | 0.2 | $3.6M | 36k | 97.99 | |
| General Growth Properties | 0.2 | $3.4M | 122k | 28.13 | |
| Eli Lilly & Co. (LLY) | 0.2 | $3.3M | 47k | 68.98 | |
| Bristol Myers Squibb (BMY) | 0.2 | $3.3M | 56k | 59.03 | |
| United Technologies Corporation | 0.2 | $3.3M | 29k | 115.00 | |
| Broadcom Corporation | 0.2 | $3.3M | 77k | 43.32 | |
| Textron (TXT) | 0.2 | $3.1M | 73k | 42.11 | |
| Corning Incorporated (GLW) | 0.2 | $3.0M | 131k | 22.93 | |
| Credit Suisse Group | 0.2 | $3.0M | 119k | 25.08 | |
| Servicenow (NOW) | 0.2 | $3.0M | 44k | 67.84 | |
| American Express Company (AXP) | 0.2 | $2.8M | 30k | 93.03 | |
| Stryker Corporation (SYK) | 0.2 | $2.8M | 30k | 94.33 | |
| Accenture (ACN) | 0.2 | $2.6M | 30k | 89.30 | |
| Baidu (BIDU) | 0.2 | $2.8M | 12k | 227.94 | |
| U.S. Bancorp (USB) | 0.2 | $2.5M | 56k | 44.96 | |
| Biogen Idec (BIIB) | 0.2 | $2.6M | 7.6k | 339.51 | |
| Actavis | 0.2 | $2.6M | 10k | 257.40 | |
| Johnson Controls | 0.2 | $2.4M | 49k | 48.35 | |
| Merck & Co | 0.1 | $2.2M | 40k | 56.79 | |
| Humana (HUM) | 0.1 | $2.3M | 16k | 143.64 | |
| PPG Industries (PPG) | 0.1 | $2.1M | 9.0k | 231.11 | |
| BHP Billiton (BHP) | 0.1 | $2.1M | 45k | 47.33 | |
| BB&T Corporation | 0.1 | $2.0M | 51k | 38.88 | |
| Target Corporation (TGT) | 0.1 | $1.8M | 24k | 75.92 | |
| C.H. Robinson Worldwide (CHRW) | 0.1 | $1.7M | 23k | 74.88 | |
| Wal-Mart Stores (WMT) | 0.1 | $1.7M | 20k | 85.89 | |
| priceline.com Incorporated | 0.1 | $1.7M | 1.5k | 1140.00 | |
| Southwestern Energy Company (SWN) | 0.1 | $1.6M | 58k | 27.29 | |
| Goldman Sachs (GS) | 0.1 | $1.5M | 7.7k | 193.88 | |
| Home Depot (HD) | 0.1 | $1.5M | 15k | 104.99 | |
| Walt Disney Company (DIS) | 0.1 | $1.5M | 16k | 94.21 | |
| W.W. Grainger (GWW) | 0.1 | $1.5M | 5.8k | 254.92 | |
| Medtronic | 0.1 | $1.4M | 20k | 72.20 | |
| Pepsi (PEP) | 0.1 | $1.4M | 15k | 94.53 | |
| L-3 Communications Holdings | 0.1 | $1.6M | 12k | 126.19 | |
| InterOil Corporation | 0.1 | $1.6M | 32k | 48.79 | |
| Boeing Company (BA) | 0.1 | $1.4M | 11k | 130.00 | |
| iShares S&P 500 Index (IVV) | 0.1 | $1.4M | 6.6k | 206.85 | |
| 0.1 | $1.3M | 2.5k | 530.65 | ||
| SPDR Dow Jones Industrial Average ETF (DIA) | 0.1 | $1.4M | 7.8k | 177.82 | |
| Kimberly-Clark Corporation (KMB) | 0.1 | $1.2M | 10k | 115.50 | |
| E.I. du Pont de Nemours & Company | 0.1 | $1.1M | 15k | 73.95 | |
| Mondelez Int (MDLZ) | 0.1 | $1.2M | 34k | 36.33 | |
| Kraft Foods | 0.1 | $1.2M | 19k | 62.68 | |
| Transocean Ordinary Shares | 0.1 | $1.1M | 59k | 18.32 | |
| Intercontinental Exchange (ICE) | 0.1 | $1.0M | 4.6k | 219.19 | |
| Archer Daniels Midland Company (ADM) | 0.1 | $875k | 17k | 52.02 | |
| Newmont Mining Corporation (NEM) | 0.1 | $830k | 44k | 18.89 | |
| Deere & Company (DE) | 0.1 | $868k | 9.8k | 88.43 | |
| TJX Companies (TJX) | 0.1 | $896k | 13k | 68.61 | |
| Novo Nordisk A/S (NVO) | 0.1 | $846k | 20k | 42.30 | |
| Phillips 66 (PSX) | 0.1 | $832k | 12k | 71.72 | |
| Gilead Sciences (GILD) | 0.1 | $782k | 8.3k | 94.22 | |
| Pfizer (PFE) | 0.0 | $623k | 20k | 31.15 | |
| Raytheon Company | 0.0 | $541k | 5.0k | 108.20 | |
| Lockheed Martin Corporation (LMT) | 0.0 | $674k | 3.5k | 192.57 | |
| iShares Russell 2000 Index (IWM) | 0.0 | $540k | 4.5k | 119.57 | |
| CBOE Holdings (CBOE) | 0.0 | $645k | 10k | 63.40 | |
| Crown Castle Intl (CCI) | 0.0 | $535k | 6.8k | 78.68 | |
| Apache Corporation | 0.0 | $489k | 7.8k | 62.73 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $451k | 5.0k | 90.20 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.0 | $326k | 8.3k | 39.24 | |
| Hershey Company (HSY) | 0.0 | $301k | 2.9k | 103.79 | |
| Marathon Oil Corporation (MRO) | 0.0 | $283k | 10k | 28.30 | |
| Anadarko Petroleum Corporation | 0.0 | $221k | 2.7k | 82.65 |
