Parametric Risk Advisors as of Sept. 30, 2013
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 133 positions in its portfolio as reported in the September 2013 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Facebook Inc cl a (META) | 33.9 | $488M | 9.7M | 50.23 | |
| Apache Corporation | 6.6 | $95M | 1.1M | 85.14 | |
| United Parcel Service (UPS) | 4.2 | $61M | 665k | 91.37 | |
| Exxon Mobil Corporation (XOM) | 3.4 | $49M | 563k | 86.04 | |
| Paccar (PCAR) | 3.2 | $46M | 825k | 55.66 | |
| Oracle Corporation (ORCL) | 3.1 | $45M | 1.4M | 33.17 | |
| Agilent Technologies Inc C ommon (A) | 2.8 | $40M | 775k | 51.25 | |
| Amr | 2.8 | $40M | 887k | 44.81 | |
| Comcast Corporation | 2.4 | $35M | 800k | 43.35 | |
| Hewlett-Packard Company | 1.8 | $25M | 1.2M | 20.99 | |
| Honda Motor (HMC) | 1.7 | $24M | 6.4k | 3735.03 | |
| D.R. Horton (DHI) | 1.7 | $24M | 1.2M | 19.43 | |
| Invesco (IVZ) | 1.7 | $24M | 750k | 31.90 | |
| iShares Dow Jones US Real Estate (IYR) | 1.6 | $22M | 350k | 63.79 | |
| Johnson & Johnson (JNJ) | 1.4 | $21M | 237k | 86.69 | |
| Schlumberger (SLB) | 1.4 | $20M | 221k | 88.36 | |
| J.B. Hunt Transport Services (JBHT) | 1.2 | $17M | 233k | 72.93 | |
| Procter & Gamble Company (PG) | 1.0 | $15M | 196k | 75.59 | |
| C.H. Robinson Worldwide (CHRW) | 1.0 | $14M | 232k | 59.59 | |
| Coca-Cola Company (KO) | 0.9 | $13M | 338k | 37.88 | |
| 0.8 | $12M | 13k | 875.94 | ||
| Berkshire Hathaway Inc. Class B | 0.8 | $11M | 101k | 113.51 | |
| Qualcomm (QCOM) | 0.8 | $11M | 167k | 67.32 | |
| Ball Corporation (BALL) | 0.8 | $11M | 245k | 44.88 | |
| Rbc Cad (RY) | 0.8 | $11M | 167k | 64.21 | |
| Kohl's Corporation (KSS) | 0.7 | $9.7M | 187k | 51.75 | |
| Emerson Electric (EMR) | 0.7 | $9.7M | 150k | 64.70 | |
| Dow Chemical Company | 0.6 | $9.0M | 235k | 38.40 | |
| EOG Resources (EOG) | 0.6 | $9.0M | 53k | 169.28 | |
| Intuit (INTU) | 0.6 | $8.8M | 133k | 66.31 | |
| Spdr S&p 500 Etf (SPY) | 0.6 | $8.5M | 50k | 168.01 | |
| JetBlue Airways Corporation (JBLU) | 0.6 | $8.2M | 1.2M | 6.67 | |
| ConocoPhillips (COP) | 0.6 | $8.0M | 115k | 69.51 | |
| Intel Corporation (INTC) | 0.5 | $7.0M | 305k | 22.92 | |
| Cisco Systems (CSCO) | 0.5 | $6.7M | 287k | 23.43 | |
| Wells Fargo & Company (WFC) | 0.5 | $6.7M | 163k | 41.32 | |
| Yum! Brands (YUM) | 0.5 | $6.7M | 93k | 71.39 | |
| Zimmer Holdings (ZBH) | 0.5 | $6.6M | 80k | 82.14 | |
| Northern Trust Corporation (NTRS) | 0.4 | $6.1M | 113k | 54.38 | |
| Cme (CME) | 0.4 | $5.9M | 80k | 73.88 | |
| InterOil Corporation | 0.4 | $5.9M | 82k | 71.32 | |
| Amgen (AMGN) | 0.4 | $5.7M | 51k | 111.93 | |
| JPMorgan Chase & Co. (JPM) | 0.4 | $5.3M | 103k | 51.69 | |
| General Mills (GIS) | 0.4 | $5.3M | 111k | 47.92 | |
| McDonald's Corporation (MCD) | 0.3 | $5.0M | 52k | 96.22 | |
| International Business Machines (IBM) | 0.3 | $5.0M | 27k | 185.19 | |
| Caterpillar (CAT) | 0.3 | $4.4M | 53k | 83.39 | |
| Ecolab (ECL) | 0.3 | $4.4M | 45k | 98.76 | |
| General Electric Company | 0.3 | $4.5M | 186k | 23.89 | |
| Baidu (BIDU) | 0.3 | $4.5M | 29k | 155.16 | |
| Tyson Foods (TSN) | 0.3 | $4.2M | 148k | 28.28 | |
| Eli Lilly & Co. (LLY) | 0.3 | $3.9M | 77k | 50.33 | |
| Home Depot (HD) | 0.3 | $3.8M | 50k | 75.85 | |
| Philip Morris International (PM) | 0.3 | $3.7M | 43k | 86.60 | |
| Credit Suisse Group | 0.2 | $3.6M | 119k | 30.55 | |
| 3M Company (MMM) | 0.2 | $3.4M | 29k | 119.40 | |
| United Technologies Corporation | 0.2 | $3.5M | 33k | 107.83 | |
| iShares Lehman Aggregate Bond (AGG) | 0.2 | $3.4M | 32k | 107.20 | |
| Pepsi (PEP) | 0.2 | $3.4M | 42k | 79.50 | |
| Abbott Laboratories (ABT) | 0.2 | $3.1M | 94k | 33.19 | |
| BHP Billiton (BHP) | 0.2 | $3.0M | 45k | 66.50 | |
| Wal-Mart Stores (WMT) | 0.2 | $2.9M | 39k | 73.95 | |
| Chevron Corporation (CVX) | 0.2 | $2.8M | 23k | 121.49 | |
| Transocean Ordinary Shares | 0.2 | $2.7M | 60k | 44.49 | |
| Broadcom Corporation | 0.2 | $2.3M | 88k | 26.02 | |
| SanDisk Corporation | 0.2 | $2.3M | 38k | 59.52 | |
| Merck & Co | 0.1 | $2.2M | 47k | 47.62 | |
| BB&T Corporation | 0.1 | $2.1M | 63k | 33.75 | |
| Hershey Company (HSY) | 0.1 | $2.2M | 24k | 92.48 | |
| Textron (TXT) | 0.1 | $2.2M | 80k | 27.61 | |
| Corning Incorporated (GLW) | 0.1 | $2.1M | 142k | 14.59 | |
| U.S. Bancorp (USB) | 0.1 | $2.0M | 56k | 36.58 | |
| Stryker Corporation (SYK) | 0.1 | $2.0M | 30k | 67.60 | |
| PPG Industries (PPG) | 0.1 | $1.8M | 11k | 167.09 | |
| Goldman Sachs (GS) | 0.1 | $1.5M | 9.6k | 158.17 | |
| Microsoft Corporation (MSFT) | 0.1 | $1.5M | 45k | 33.27 | |
| eBay (EBAY) | 0.1 | $1.5M | 27k | 55.79 | |
| NetApp (NTAP) | 0.1 | $1.3M | 30k | 42.63 | |
| Newmont Mining Corporation (NEM) | 0.1 | $1.2M | 44k | 28.11 | |
| American Express Company (AXP) | 0.1 | $1.1M | 15k | 75.52 | |
| iShares S&P 500 Index (IVV) | 0.1 | $1.1M | 6.8k | 168.97 | |
| Stericycle (SRCL) | 0.1 | $1.2M | 10k | 115.40 | |
| Medtronic | 0.1 | $1.1M | 20k | 53.25 | |
| Apple (AAPL) | 0.1 | $1.0M | 2.2k | 476.61 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.1 | $824k | 20k | 40.75 | |
| Pfizer (PFE) | 0.1 | $838k | 29k | 28.74 | |
| Gilead Sciences (GILD) | 0.1 | $934k | 15k | 62.89 | |
| Amazon (AMZN) | 0.1 | $864k | 2.8k | 312.82 | |
| iShares Russell 2000 Index (IWM) | 0.1 | $870k | 8.2k | 106.67 | |
| Vanguard Total Bond Market ETF (BND) | 0.1 | $906k | 11k | 80.89 | |
| Boeing Company (BA) | 0.1 | $728k | 6.2k | 117.46 | |
| Occidental Petroleum Corporation (OXY) | 0.1 | $749k | 8.0k | 93.50 | |
| Citi | 0.1 | $688k | 14k | 48.50 | |
| Celgene Corporation | 0.1 | $685k | 4.4k | 154.14 | |
| Walt Disney Company (DIS) | 0.0 | $576k | 8.9k | 64.44 | |
| Danaher Corporation (DHR) | 0.0 | $545k | 7.9k | 69.35 | |
| PNC Financial Services (PNC) | 0.0 | $437k | 6.0k | 72.43 | |
| Bank of America Corporation (BAC) | 0.0 | $499k | 36k | 13.79 | |
| Costco Wholesale Corporation (COST) | 0.0 | $377k | 3.3k | 115.08 | |
| Monsanto Company | 0.0 | $379k | 3.6k | 104.32 | |
| Covidien | 0.0 | $365k | 6.0k | 60.87 | |
| At&t (T) | 0.0 | $364k | 11k | 33.85 | |
| AFLAC Incorporated (AFL) | 0.0 | $468k | 7.5k | 61.99 | |
| Regions Financial Corporation (RF) | 0.0 | $408k | 44k | 9.25 | |
| Deere & Company (DE) | 0.0 | $373k | 4.6k | 81.30 | |
| Halliburton Company (HAL) | 0.0 | $464k | 9.6k | 48.12 | |
| Visa (V) | 0.0 | $488k | 2.6k | 191.15 | |
| Netflix (NFLX) | 0.0 | $472k | 1.5k | 309.51 | |
| Estee Lauder Companies (EL) | 0.0 | $467k | 6.7k | 69.93 | |
| CBOE Holdings (CBOE) | 0.0 | $460k | 10k | 45.21 | |
| Beam | 0.0 | $367k | 5.7k | 64.57 | |
| Comcast Corporation (CMCSA) | 0.0 | $317k | 7.0k | 45.06 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.0 | $222k | 6.8k | 32.43 | |
| Range Resources (RRC) | 0.0 | $269k | 3.5k | 75.84 | |
| Union Pacific Corporation (UNP) | 0.0 | $269k | 1.7k | 155.58 | |
| Morgan Stanley (MS) | 0.0 | $295k | 11k | 26.91 | |
| Verizon Communications (VZ) | 0.0 | $360k | 7.7k | 46.65 | |
| Anadarko Petroleum Corporation | 0.0 | $266k | 2.9k | 92.91 | |
| Macy's (M) | 0.0 | $336k | 7.8k | 43.25 | |
| Nextera Energy (NEE) | 0.0 | $298k | 3.7k | 80.17 | |
| Nike (NKE) | 0.0 | $221k | 3.0k | 72.72 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $295k | 8.9k | 33.05 | |
| Shire | 0.0 | $255k | 2.1k | 119.77 | |
| AvalonBay Communities (AVB) | 0.0 | $304k | 2.4k | 127.25 | |
| Sempra Energy (SRE) | 0.0 | $305k | 3.6k | 85.72 | |
| Marathon Oil Corporation (MRO) | 0.0 | $290k | 8.3k | 34.88 | |
| MetLife (MET) | 0.0 | $247k | 5.3k | 46.86 | |
| Boston Properties (BXP) | 0.0 | $317k | 3.0k | 106.81 | |
| Charles Schwab Corporation (SCHW) | 0.0 | $185k | 8.8k | 21.10 | |
| Duke Energy Corporation | 0.0 | $209k | 3.1k | 66.69 | |
| Edison International (EIX) | 0.0 | $175k | 3.8k | 46.08 | |
| Cameron International Corporation | 0.0 | $124k | 2.1k | 58.46 | |
| Roche Holding (RHHBY) | 0.0 | $213k | 3.1k | 67.66 |
