Parametric Risk Advisors

Parametric Risk Advisors as of Dec. 31, 2015

Portfolio Holdings for Parametric Risk Advisors

Parametric Risk Advisors holds 118 positions in its portfolio as reported in the December 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Facebook Inc cl a (META) 40.8 $588M 5.6M 104.66
United Parcel Service (UPS) 3.6 $52M 539k 96.23
Goldman Sachs (GS) 3.5 $51M 283k 180.23
Comcast Corporation (CMCSA) 3.1 $45M 800k 56.43
Oracle Corporation (ORCL) 3.1 $45M 1.2M 36.53
Johnson & Johnson (JNJ) 2.6 $38M 366k 102.72
D.R. Horton (DHI) 2.2 $32M 990k 32.03
Exxon Mobil Corporation (XOM) 1.8 $26M 333k 77.95
Invesco (IVZ) 1.7 $25M 750k 33.48
Coca-Cola Company (KO) 1.7 $25M 577k 42.96
Spdr S&p 500 Etf (SPY) 1.7 $25M 121k 203.87
General Electric Company 1.5 $22M 702k 31.15
3M Company (MMM) 1.5 $22M 146k 150.64
iShares Dow Jones US Real Estate (IYR) 1.4 $20M 270k 75.08
JetBlue Airways Corporation (JBLU) 1.3 $19M 837k 22.65
Ball Corporation (BALL) 1.1 $16M 225k 72.73
Caterpillar (CAT) 1.1 $16M 233k 67.96
Procter & Gamble Company (PG) 1.0 $15M 188k 79.41
Emerson Electric (EMR) 0.9 $14M 283k 47.83
Apple (AAPL) 0.9 $14M 129k 105.26
Amgen (AMGN) 0.9 $12M 76k 162.32
Teva Pharmaceutical Industries (TEVA) 0.7 $11M 160k 65.64
Dow Chemical Company 0.7 $10M 195k 51.48
Intuit (INTU) 0.7 $10M 105k 96.50
Schlumberger (SLB) 0.7 $9.6M 137k 69.75
Cisco Systems (CSCO) 0.6 $9.2M 338k 27.16
Google Inc Class C 0.6 $9.3M 12k 758.86
International Business Machines (IBM) 0.6 $8.7M 63k 137.62
Bristol Myers Squibb (BMY) 0.6 $8.4M 122k 68.79
Northern Trust Corporation (NTRS) 0.6 $8.1M 112k 72.09
Wells Fargo & Company (WFC) 0.6 $8.1M 148k 54.36
Berkshire Hathaway Inc. Class B 0.6 $7.9M 60k 132.04
Microsoft Corporation (MSFT) 0.5 $6.8M 123k 55.48
General Mills (GIS) 0.5 $6.6M 115k 57.66
Cree 0.5 $6.6M 248k 26.67
Morgan Stanley (MS) 0.4 $6.2M 194k 31.81
Philip Morris International (PM) 0.4 $6.1M 69k 87.91
JPMorgan Chase & Co. (JPM) 0.4 $5.8M 88k 66.03
Colgate-Palmolive Company (CL) 0.4 $5.8M 86k 66.62
Chevron Corporation (CVX) 0.4 $5.6M 62k 89.95
Intel Corporation (INTC) 0.4 $5.4M 156k 34.45
Qualcomm (QCOM) 0.4 $5.4M 107k 49.99
Accenture (ACN) 0.4 $5.2M 50k 104.50
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.4 $5.2M 64k 81.38
Blackstone 0.3 $5.0M 170k 29.24
C.H. Robinson Worldwide (CHRW) 0.3 $4.9M 79k 62.02
Tableau Software Inc Cl A 0.3 $4.7M 50k 94.22
Pepsi (PEP) 0.3 $4.7M 47k 99.93
Devon Energy Corporation (DVN) 0.3 $4.3M 134k 32.00
Walgreen Company 0.3 $4.3M 51k 85.16
Raymond James Financial (RJF) 0.3 $4.3M 74k 57.97
Abbott Laboratories (ABT) 0.3 $4.2M 93k 44.91
Discover Financial Services (DFS) 0.3 $4.1M 76k 53.63
Zimmer Holdings (ZBH) 0.3 $4.1M 40k 102.60
Cme (CME) 0.3 $3.9M 43k 90.61
Google 0.3 $3.9M 5.0k 778.09
Kimberly-Clark Corporation (KMB) 0.2 $3.5M 27k 127.31
Yum! Brands (YUM) 0.2 $3.4M 46k 73.05
priceline.com Incorporated 0.2 $3.2M 2.5k 1274.80
Medtronic 0.2 $3.0M 39k 76.92
U.S. Bancorp (USB) 0.2 $2.8M 66k 42.67
Eli Lilly & Co. (LLY) 0.2 $2.9M 35k 84.26
General Growth Properties 0.2 $2.9M 106k 27.21
Juno Therapeutics 0.2 $2.9M 65k 43.97
E.I. du Pont de Nemours & Company 0.2 $2.7M 41k 66.59
Stryker Corporation (SYK) 0.2 $2.8M 30k 92.93
Target Corporation (TGT) 0.2 $2.8M 39k 72.60
United Technologies Corporation 0.2 $2.8M 29k 96.07
McDonald's Corporation (MCD) 0.2 $2.5M 22k 118.14
Credit Suisse Group 0.2 $2.6M 119k 21.69
PNC Financial Services (PNC) 0.2 $2.4M 25k 95.29
Textron (TXT) 0.2 $2.5M 60k 42.02
Baidu (BIDU) 0.2 $2.3M 12k 189.02
Biogen Idec (BIIB) 0.1 $2.1M 7.0k 306.29
Monster Beverage 0.1 $2.2M 15k 148.99
Corning Incorporated (GLW) 0.1 $2.0M 108k 18.28
American Express Company (AXP) 0.1 $2.1M 30k 69.53
Home Depot (HD) 0.1 $1.9M 15k 132.23
BB&T Corporation 0.1 $1.9M 51k 37.80
Juniper Networks (JNPR) 0.1 $1.8M 66k 27.61
Walt Disney Company (DIS) 0.1 $1.7M 16k 105.06
PPG Industries (PPG) 0.1 $1.8M 18k 98.83
ConocoPhillips (COP) 0.1 $1.8M 39k 46.70
Boeing Company (BA) 0.1 $1.6M 11k 144.59
Darden Restaurants (DRI) 0.1 $1.4M 23k 63.66
L-3 Communications Holdings 0.1 $1.5M 12k 119.47
SPDR Dow Jones Industrial Average ETF (DIA) 0.1 $1.4M 7.8k 173.97
Wal-Mart Stores (WMT) 0.1 $1.2M 20k 61.31
Archer Daniels Midland Company (ADM) 0.1 $1.1M 30k 36.69
W.W. Grainger (GWW) 0.1 $1.2M 5.8k 202.66
iShares S&P 500 Index (IVV) 0.1 $1.2M 6.0k 204.81
Gilead Sciences (GILD) 0.1 $1.2M 12k 101.18
BHP Billiton (BHP) 0.1 $1.2M 45k 25.76
Mondelez Int (MDLZ) 0.1 $1.2M 27k 44.85
Intercontinental Exchange (ICE) 0.1 $1.2M 4.6k 256.34
Bank of America Corporation (BAC) 0.1 $1.1M 63k 16.83
UnitedHealth (UNH) 0.1 $941k 8.0k 117.62
iShares MSCI EAFE Index Fund (EFA) 0.1 $945k 16k 58.70
iShares Russell 2000 Index (IWM) 0.1 $957k 8.5k 112.59
iShares MSCI Emerging Markets Indx (EEM) 0.1 $802k 25k 32.21
Merck & Co 0.1 $898k 17k 52.82
TJX Companies (TJX) 0.1 $926k 13k 70.91
Marriott International (MAR) 0.1 $925k 14k 67.03
Sprouts Fmrs Mkt (SFM) 0.1 $931k 35k 26.60
Newmont Mining Corporation (NEM) 0.1 $790k 44k 17.98
Lockheed Martin Corporation (LMT) 0.1 $760k 3.5k 217.14
Deere & Company (DE) 0.1 $749k 9.8k 76.30
CBOE Holdings (CBOE) 0.1 $660k 10k 64.87
Kraft Foods 0.1 $728k 10k 72.80
Pfizer (PFE) 0.0 $646k 20k 32.30
Raytheon Company 0.0 $623k 5.0k 124.60
Marathon Petroleum Corp (MPC) 0.0 $518k 10k 51.80
Abbvie (ABBV) 0.0 $574k 9.7k 59.21
Union Pacific Corporation (UNP) 0.0 $391k 5.0k 78.20
Ishares Tr Index option 0.0 $405k 15k 27.52
Hershey Company (HSY) 0.0 $259k 2.9k 89.31
Anadarko Petroleum Corporation 0.0 $130k 2.7k 48.62
Marathon Oil Corporation (MRO) 0.0 $126k 10k 12.60