Parametric Risk Advisors as of Sept. 30, 2015
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 119 positions in its portfolio as reported in the September 2015 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Facebook Inc cl a (META) | 46.5 | $717M | 8.0M | 89.90 | |
| Exxon Mobil Corporation (XOM) | 3.4 | $52M | 694k | 74.35 | |
| United Parcel Service (UPS) | 3.3 | $51M | 515k | 98.69 | |
| Goldman Sachs (GS) | 3.2 | $49M | 283k | 173.76 | |
| Comcast Corporation | 3.0 | $46M | 800k | 57.24 | |
| Oracle Corporation (ORCL) | 2.9 | $44M | 1.2M | 36.12 | |
| Johnson & Johnson (JNJ) | 2.0 | $31M | 327k | 93.35 | |
| D.R. Horton (DHI) | 1.9 | $29M | 990k | 29.36 | |
| Spdr S&p 500 Etf (SPY) | 1.5 | $24M | 124k | 191.63 | |
| Invesco (IVZ) | 1.5 | $23M | 750k | 31.23 | |
| Coca-Cola Company (KO) | 1.5 | $23M | 570k | 40.12 | |
| JetBlue Airways Corporation (JBLU) | 1.4 | $22M | 837k | 25.77 | |
| 3M Company (MMM) | 1.3 | $20M | 143k | 141.77 | |
| iShares Dow Jones US Real Estate (IYR) | 1.2 | $19M | 270k | 70.94 | |
| General Electric Company | 1.2 | $18M | 709k | 25.22 | |
| Caterpillar (CAT) | 1.1 | $17M | 253k | 65.36 | |
| Emerson Electric (EMR) | 1.0 | $16M | 363k | 44.17 | |
| Ball Corporation (BALL) | 0.9 | $14M | 225k | 62.20 | |
| Procter & Gamble Company (PG) | 0.8 | $13M | 173k | 71.94 | |
| International Business Machines (IBM) | 0.7 | $11M | 73k | 144.97 | |
| Intuit (INTU) | 0.7 | $10M | 113k | 88.75 | |
| Microsoft Corporation (MSFT) | 0.6 | $9.9M | 224k | 44.26 | |
| Schlumberger (SLB) | 0.6 | $9.5M | 137k | 68.97 | |
| Dow Chemical Company | 0.6 | $9.1M | 215k | 42.40 | |
| Amgen (AMGN) | 0.6 | $8.5M | 62k | 138.33 | |
| Qualcomm (QCOM) | 0.6 | $8.5M | 157k | 53.73 | |
| Berkshire Hathaway Inc. Class B | 0.5 | $7.8M | 60k | 130.39 | |
| Northern Trust Corporation (NTRS) | 0.5 | $7.7M | 113k | 68.16 | |
| Apple (AAPL) | 0.5 | $7.6M | 69k | 110.29 | |
| Wells Fargo & Company (WFC) | 0.5 | $7.6M | 148k | 51.35 | |
| Google Inc Class C | 0.4 | $6.7M | 11k | 608.42 | |
| General Mills (GIS) | 0.4 | $6.5M | 115k | 56.13 | |
| Morgan Stanley (MS) | 0.4 | $6.1M | 194k | 31.50 | |
| Cree | 0.4 | $6.0M | 248k | 24.23 | |
| Colgate-Palmolive Company (CL) | 0.4 | $5.5M | 87k | 63.46 | |
| Philip Morris International (PM) | 0.4 | $5.5M | 69k | 79.33 | |
| Blackstone | 0.3 | $5.4M | 170k | 31.67 | |
| C.H. Robinson Worldwide (CHRW) | 0.3 | $5.4M | 79k | 67.79 | |
| CHECK POINT SOFTWARE Technolog Com Stk (CHKP) | 0.3 | $5.1M | 64k | 79.33 | |
| JPMorgan Chase & Co. (JPM) | 0.3 | $4.9M | 80k | 60.98 | |
| Devon Energy Corporation (DVN) | 0.3 | $5.0M | 134k | 37.09 | |
| Bristol Myers Squibb (BMY) | 0.3 | $4.9M | 82k | 59.21 | |
| Accenture (ACN) | 0.3 | $4.9M | 50k | 98.27 | |
| Pepsi (PEP) | 0.3 | $4.4M | 47k | 94.30 | |
| Cme (CME) | 0.3 | $3.9M | 43k | 92.74 | |
| Medtronic | 0.3 | $3.9M | 59k | 66.93 | |
| Yum! Brands (YUM) | 0.3 | $4.0M | 49k | 79.94 | |
| Actavis | 0.3 | $4.1M | 15k | 271.80 | |
| Tableau Software Inc Cl A | 0.3 | $4.0M | 50k | 79.78 | |
| Discover Financial Services (DFS) | 0.2 | $3.9M | 76k | 51.98 | |
| Chevron Corporation (CVX) | 0.2 | $3.9M | 49k | 78.88 | |
| Abbott Laboratories (ABT) | 0.2 | $3.7M | 93k | 40.22 | |
| Intel Corporation (INTC) | 0.2 | $3.7M | 122k | 30.14 | |
| Zimmer Holdings (ZBH) | 0.2 | $3.8M | 40k | 93.92 | |
| Raymond James Financial (RJF) | 0.2 | $3.6M | 74k | 49.63 | |
| Cisco Systems (CSCO) | 0.2 | $3.3M | 126k | 26.25 | |
| Target Corporation (TGT) | 0.2 | $3.0M | 39k | 78.66 | |
| priceline.com Incorporated | 0.2 | $3.1M | 2.5k | 1236.80 | |
| Kimberly-Clark Corporation (KMB) | 0.2 | $3.0M | 27k | 109.04 | |
| Credit Suisse Group | 0.2 | $2.9M | 119k | 24.03 | |
| U.S. Bancorp (USB) | 0.2 | $2.8M | 68k | 41.01 | |
| E.I. du Pont de Nemours & Company | 0.2 | $2.7M | 56k | 48.21 | |
| Stryker Corporation (SYK) | 0.2 | $2.8M | 30k | 94.10 | |
| General Growth Properties | 0.2 | $2.8M | 106k | 25.97 | |
| United Technologies Corporation | 0.2 | $2.6M | 29k | 89.00 | |
| Teva Pharmaceutical Industries (TEVA) | 0.2 | $2.5M | 45k | 56.47 | |
| ConocoPhillips (COP) | 0.2 | $2.4M | 51k | 47.96 | |
| 0.2 | $2.4M | 3.8k | 638.36 | ||
| PNC Financial Services (PNC) | 0.1 | $2.3M | 25k | 89.22 | |
| Eli Lilly & Co. (LLY) | 0.1 | $2.3M | 27k | 83.71 | |
| Walgreen Company | 0.1 | $2.2M | 27k | 83.11 | |
| Textron (TXT) | 0.1 | $2.3M | 60k | 37.63 | |
| American Express Company (AXP) | 0.1 | $2.2M | 30k | 74.13 | |
| McDonald's Corporation (MCD) | 0.1 | $2.2M | 22k | 98.54 | |
| Biogen Idec (BIIB) | 0.1 | $2.0M | 7.0k | 291.86 | |
| SanDisk Corporation | 0.1 | $2.0M | 36k | 54.32 | |
| Monster Beverage | 0.1 | $2.0M | 15k | 135.14 | |
| Corning Incorporated (GLW) | 0.1 | $1.8M | 105k | 17.12 | |
| BB&T Corporation | 0.1 | $1.8M | 51k | 35.61 | |
| Juniper Networks (JNPR) | 0.1 | $1.8M | 70k | 25.72 | |
| Home Depot (HD) | 0.1 | $1.7M | 15k | 115.49 | |
| Walt Disney Company (DIS) | 0.1 | $1.6M | 16k | 102.19 | |
| Baidu (BIDU) | 0.1 | $1.7M | 12k | 137.44 | |
| PPG Industries (PPG) | 0.1 | $1.6M | 18k | 87.67 | |
| Darden Restaurants (DRI) | 0.1 | $1.6M | 23k | 68.54 | |
| Boeing Company (BA) | 0.1 | $1.4M | 11k | 130.92 | |
| iShares Russell 2000 Index (IWM) | 0.1 | $1.4M | 13k | 109.25 | |
| BHP Billiton (BHP) | 0.1 | $1.4M | 45k | 31.63 | |
| Mondelez Int (MDLZ) | 0.1 | $1.4M | 34k | 41.86 | |
| Wal-Mart Stores (WMT) | 0.1 | $1.3M | 20k | 64.82 | |
| Archer Daniels Midland Company (ADM) | 0.1 | $1.2M | 30k | 41.45 | |
| W.W. Grainger (GWW) | 0.1 | $1.2M | 5.8k | 215.07 | |
| iShares S&P 500 Index (IVV) | 0.1 | $1.2M | 6.0k | 192.70 | |
| Gilead Sciences (GILD) | 0.1 | $1.2M | 12k | 98.15 | |
| L-3 Communications Holdings | 0.1 | $1.3M | 12k | 104.49 | |
| SPDR Dow Jones Industrial Average ETF (DIA) | 0.1 | $1.3M | 7.8k | 162.56 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.1 | $1.1M | 33k | 32.79 | |
| Ishares Tr Index option | 0.1 | $1.1M | 20k | 55.48 | |
| Intercontinental Exchange (ICE) | 0.1 | $1.1M | 4.6k | 234.92 | |
| UnitedHealth (UNH) | 0.1 | $928k | 8.0k | 116.00 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.1 | $923k | 16k | 57.33 | |
| TJX Companies (TJX) | 0.1 | $933k | 13k | 71.44 | |
| Phillips 66 (PSX) | 0.1 | $891k | 12k | 76.81 | |
| Merck & Co | 0.1 | $840k | 17k | 49.41 | |
| Newmont Mining Corporation (NEM) | 0.1 | $706k | 44k | 16.07 | |
| Lockheed Martin Corporation (LMT) | 0.1 | $726k | 3.5k | 207.43 | |
| Deere & Company (DE) | 0.1 | $726k | 9.8k | 73.96 | |
| Southwestern Energy Company (SWN) | 0.1 | $739k | 58k | 12.69 | |
| Kraft Foods | 0.1 | $706k | 10k | 70.60 | |
| Sprouts Fmrs Mkt (SFM) | 0.1 | $739k | 35k | 21.11 | |
| Pfizer (PFE) | 0.0 | $628k | 20k | 31.40 | |
| Raytheon Company | 0.0 | $546k | 5.0k | 109.20 | |
| CBOE Holdings (CBOE) | 0.0 | $682k | 10k | 67.03 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $463k | 10k | 46.30 | |
| Abbvie (ABBV) | 0.0 | $534k | 9.8k | 54.45 | |
| Apache Corporation | 0.0 | $305k | 7.8k | 39.13 | |
| Hershey Company (HSY) | 0.0 | $266k | 2.9k | 91.72 | |
| Anadarko Petroleum Corporation | 0.0 | $161k | 2.7k | 60.21 | |
| Marathon Oil Corporation (MRO) | 0.0 | $154k | 10k | 15.40 |
