Parametric Risk Advisors as of March 31, 2014
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 159 positions in its portfolio as reported in the March 2014 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Facebook Inc cl a (META) | 29.1 | $414M | 6.9M | 60.24 | |
| Apache Corporation | 6.9 | $99M | 1.2M | 82.95 | |
| United Parcel Service (UPS) | 3.8 | $55M | 559k | 97.38 | |
| Exxon Mobil Corporation (XOM) | 3.8 | $54M | 557k | 97.68 | |
| Oracle Corporation (ORCL) | 3.8 | $54M | 1.3M | 40.91 | |
| Comcast Corporation | 2.7 | $39M | 800k | 48.77 | |
| Paccar (PCAR) | 2.6 | $37M | 545k | 67.44 | |
| Invesco (IVZ) | 1.9 | $28M | 750k | 37.00 | |
| D.R. Horton (DHI) | 1.9 | $27M | 1.2M | 21.65 | |
| Cree | 1.8 | $26M | 453k | 56.56 | |
| Johnson & Johnson (JNJ) | 1.7 | $24M | 243k | 98.23 | |
| iShares Dow Jones US Real Estate (IYR) | 1.7 | $24M | 350k | 67.67 | |
| Amr | 1.2 | $18M | 221k | 79.71 | |
| J.B. Hunt Transport Services (JBHT) | 1.2 | $17M | 233k | 71.92 | |
| EOG Resources (EOG) | 1.0 | $15M | 151k | 98.09 | |
| International Business Machines (IBM) | 1.0 | $14M | 75k | 192.49 | |
| Coca-Cola Company (KO) | 1.0 | $14M | 353k | 38.66 | |
| Ball Corporation (BALL) | 0.9 | $13M | 245k | 54.81 | |
| Procter & Gamble Company (PG) | 0.9 | $13M | 163k | 80.60 | |
| Qualcomm (QCOM) | 0.9 | $13M | 166k | 78.86 | |
| Spdr S&p 500 Etf (SPY) | 0.9 | $13M | 70k | 187.01 | |
| Berkshire Hathaway Inc. Class B | 0.9 | $13M | 101k | 124.97 | |
| ConocoPhillips (COP) | 0.9 | $12M | 176k | 70.35 | |
| Schlumberger (SLB) | 0.8 | $12M | 122k | 97.50 | |
| General Electric Company | 0.8 | $11M | 440k | 25.89 | |
| Pharmacyclics | 0.8 | $11M | 113k | 100.22 | |
| Dow Chemical Company | 0.7 | $10M | 215k | 48.59 | |
| JetBlue Airways Corporation (JBLU) | 0.7 | $9.8M | 1.1M | 8.69 | |
| Intuit (INTU) | 0.7 | $9.8M | 126k | 77.73 | |
| Quanta Services (PWR) | 0.7 | $9.2M | 250k | 36.90 | |
| Amgen (AMGN) | 0.6 | $9.1M | 74k | 123.34 | |
| Activision Blizzard | 0.6 | $9.1M | 444k | 20.44 | |
| Emerson Electric (EMR) | 0.6 | $8.8M | 132k | 66.80 | |
| McDonald's Corporation (MCD) | 0.6 | $8.6M | 88k | 98.03 | |
| Kohl's Corporation (KSS) | 0.6 | $8.4M | 148k | 56.80 | |
| Yum! Brands (YUM) | 0.6 | $8.0M | 107k | 75.39 | |
| Intel Corporation (INTC) | 0.6 | $7.9M | 305k | 25.81 | |
| Zimmer Holdings (ZBH) | 0.5 | $7.6M | 80k | 94.58 | |
| Rbc Cad (RY) | 0.5 | $7.6M | 115k | 65.99 | |
| Northern Trust Corporation (NTRS) | 0.5 | $7.4M | 113k | 65.56 | |
| Wells Fargo & Company (WFC) | 0.5 | $7.2M | 144k | 49.74 | |
| InterOil Corporation | 0.5 | $7.1M | 110k | 64.76 | |
| Tyson Foods (TSN) | 0.5 | $6.5M | 148k | 44.01 | |
| Cisco Systems (CSCO) | 0.5 | $6.4M | 287k | 22.41 | |
| Cme (CME) | 0.4 | $5.9M | 80k | 74.03 | |
| General Mills (GIS) | 0.4 | $6.0M | 116k | 51.82 | |
| JPMorgan Chase & Co. (JPM) | 0.4 | $5.9M | 97k | 60.71 | |
| Eli Lilly & Co. (LLY) | 0.4 | $5.7M | 97k | 58.86 | |
| Philip Morris International (PM) | 0.4 | $5.6M | 69k | 81.87 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.4 | $5.6M | 83k | 67.20 | |
| SPDR S&P MidCap 400 ETF (MDY) | 0.4 | $5.5M | 22k | 250.55 | |
| Discover Financial Services (DFS) | 0.4 | $5.4M | 92k | 58.19 | |
| 3M Company (MMM) | 0.4 | $5.2M | 39k | 135.67 | |
| Home Depot (HD) | 0.4 | $5.1M | 65k | 79.12 | |
| Microsoft Corporation (MSFT) | 0.3 | $5.0M | 121k | 40.99 | |
| Pepsi (PEP) | 0.3 | $4.3M | 52k | 83.50 | |
| 0.3 | $4.2M | 3.8k | 1114.62 | ||
| Apple (AAPL) | 0.3 | $4.2M | 7.8k | 536.74 | |
| Raymond James Financial (RJF) | 0.3 | $4.1M | 74k | 55.93 | |
| Morgan Stanley (MS) | 0.3 | $4.0M | 127k | 31.17 | |
| C.H. Robinson Worldwide (CHRW) | 0.3 | $4.1M | 77k | 52.39 | |
| Credit Suisse Group | 0.3 | $3.9M | 119k | 32.38 | |
| Wal-Mart Stores (WMT) | 0.3 | $3.7M | 48k | 76.43 | |
| United Technologies Corporation | 0.3 | $3.8M | 32k | 116.83 | |
| Abbott Laboratories (ABT) | 0.2 | $3.6M | 94k | 38.51 | |
| Colgate-Palmolive Company (CL) | 0.2 | $3.6M | 55k | 64.87 | |
| Citi | 0.2 | $3.5M | 74k | 47.60 | |
| iShares Russell 2000 Index (IWM) | 0.2 | $3.5M | 30k | 116.34 | |
| Merck & Co | 0.2 | $3.4M | 60k | 56.77 | |
| Walgreen Company | 0.2 | $3.3M | 50k | 66.04 | |
| Chevron Corporation (CVX) | 0.2 | $3.1M | 26k | 118.92 | |
| priceline.com Incorporated | 0.2 | $3.1M | 2.6k | 1191.73 | |
| BHP Billiton (BHP) | 0.2 | $3.1M | 45k | 67.76 | |
| SanDisk Corporation | 0.2 | $3.1M | 38k | 81.20 | |
| Corning Incorporated (GLW) | 0.2 | $3.0M | 144k | 20.82 | |
| EMC Corporation | 0.2 | $2.7M | 100k | 27.41 | |
| Hershey Company (HSY) | 0.2 | $2.8M | 26k | 104.41 | |
| Servicenow (NOW) | 0.2 | $2.6M | 44k | 59.91 | |
| U.S. Bancorp (USB) | 0.2 | $2.4M | 56k | 42.87 | |
| Transocean Ordinary Shares | 0.2 | $2.4M | 59k | 41.33 | |
| Stryker Corporation (SYK) | 0.2 | $2.4M | 30k | 81.47 | |
| Textron (TXT) | 0.2 | $2.4M | 60k | 39.28 | |
| Johnson Controls | 0.2 | $2.3M | 49k | 47.33 | |
| Nike (NKE) | 0.2 | $2.2M | 30k | 73.87 | |
| Baidu (BIDU) | 0.2 | $2.3M | 15k | 152.27 | |
| Walt Disney Company (DIS) | 0.1 | $2.0M | 25k | 80.05 | |
| PPG Industries (PPG) | 0.1 | $2.1M | 11k | 193.45 | |
| Mondelez Int (MDLZ) | 0.1 | $1.9M | 55k | 34.55 | |
| Target Corporation (TGT) | 0.1 | $1.5M | 25k | 60.52 | |
| Goldman Sachs (GS) | 0.1 | $1.4M | 8.6k | 163.88 | |
| Medtronic | 0.1 | $1.2M | 20k | 61.55 | |
| Deere & Company (DE) | 0.1 | $1.3M | 14k | 90.81 | |
| iShares S&P 500 Index (IVV) | 0.1 | $1.2M | 6.6k | 188.13 | |
| SPDR Dow Jones Industrial Average ETF (DIA) | 0.1 | $1.3M | 7.8k | 164.23 | |
| Phillips 66 (PSX) | 0.1 | $1.2M | 16k | 77.04 | |
| Kimberly-Clark Corporation (KMB) | 0.1 | $1.1M | 10k | 110.30 | |
| NetApp (NTAP) | 0.1 | $1.1M | 30k | 36.90 | |
| Stericycle (SRCL) | 0.1 | $1.1M | 10k | 113.60 | |
| Newmont Mining Corporation (NEM) | 0.1 | $1.0M | 44k | 23.44 | |
| Capital One Financial (COF) | 0.1 | $1.0M | 13k | 77.15 | |
| Applied Materials (AMAT) | 0.1 | $1.0M | 50k | 20.42 | |
| Kraft Foods | 0.1 | $1.1M | 19k | 56.11 | |
| Actavis | 0.1 | $1.0M | 5.0k | 205.80 | |
| American Express Company (AXP) | 0.1 | $825k | 9.2k | 90.06 | |
| Gilead Sciences (GILD) | 0.1 | $908k | 13k | 70.86 | |
| TJX Companies (TJX) | 0.1 | $792k | 13k | 60.65 | |
| Intercontinental Exchange (ICE) | 0.1 | $905k | 4.6k | 197.77 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.1 | $686k | 17k | 41.00 | |
| Pfizer (PFE) | 0.1 | $642k | 20k | 32.10 | |
| Archer Daniels Midland Company (ADM) | 0.1 | $730k | 17k | 43.40 | |
| Occidental Petroleum Corporation (OXY) | 0.1 | $754k | 7.9k | 95.31 | |
| Constellation Brands (STZ) | 0.1 | $773k | 9.1k | 84.95 | |
| Bank of America Corporation (BAC) | 0.0 | $622k | 36k | 17.19 | |
| Caterpillar (CAT) | 0.0 | $599k | 6.0k | 99.45 | |
| Costco Wholesale Corporation (COST) | 0.0 | $565k | 5.1k | 111.62 | |
| Boeing Company (BA) | 0.0 | $563k | 4.5k | 125.47 | |
| Verizon Communications (VZ) | 0.0 | $574k | 12k | 47.53 | |
| Altria (MO) | 0.0 | $599k | 16k | 37.44 | |
| eBay (EBAY) | 0.0 | $587k | 11k | 55.20 | |
| Danaher Corporation (DHR) | 0.0 | $562k | 7.5k | 75.05 | |
| Visa (V) | 0.0 | $622k | 2.9k | 215.75 | |
| Amazon (AMZN) | 0.0 | $624k | 1.9k | 336.39 | |
| Celgene Corporation | 0.0 | $542k | 3.9k | 139.51 | |
| Rockwell Automation (ROK) | 0.0 | $609k | 4.9k | 124.59 | |
| CBOE Holdings (CBOE) | 0.0 | $576k | 10k | 56.61 | |
| PNC Financial Services (PNC) | 0.0 | $428k | 4.9k | 86.96 | |
| AutoNation (AN) | 0.0 | $401k | 7.5k | 53.20 | |
| Monsanto Company | 0.0 | $413k | 3.6k | 113.68 | |
| Covidien | 0.0 | $387k | 5.3k | 73.70 | |
| At&t (T) | 0.0 | $395k | 11k | 35.08 | |
| AFLAC Incorporated (AFL) | 0.0 | $476k | 7.5k | 63.05 | |
| Regions Financial Corporation (RF) | 0.0 | $490k | 44k | 11.11 | |
| Raytheon Company | 0.0 | $494k | 5.0k | 98.80 | |
| Macy's (M) | 0.0 | $481k | 8.1k | 59.29 | |
| Nextera Energy (NEE) | 0.0 | $404k | 4.2k | 95.62 | |
| Shire | 0.0 | $441k | 3.0k | 148.48 | |
| Sempra Energy (SRE) | 0.0 | $402k | 4.2k | 96.70 | |
| Dollar General (DG) | 0.0 | $419k | 7.6k | 55.48 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $435k | 5.0k | 87.00 | |
| Express Scripts Holding | 0.0 | $430k | 5.7k | 75.06 | |
| Charles Schwab Corporation (SCHW) | 0.0 | $240k | 8.8k | 27.38 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.0 | $272k | 6.8k | 39.73 | |
| Range Resources (RRC) | 0.0 | $294k | 3.5k | 82.89 | |
| Duke Energy Corporation | 0.0 | $223k | 3.1k | 71.16 | |
| Mohawk Industries (MHK) | 0.0 | $261k | 1.9k | 135.80 | |
| Biogen Idec (BIIB) | 0.0 | $262k | 855.00 | 306.43 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $265k | 8.0k | 33.03 | |
| AvalonBay Communities (AVB) | 0.0 | $314k | 2.4k | 131.44 | |
| Marathon Oil Corporation (MRO) | 0.0 | $355k | 10k | 35.50 | |
| Netflix (NFLX) | 0.0 | $266k | 755.00 | 352.32 | |
| Edison International (EIX) | 0.0 | $338k | 6.0k | 56.62 | |
| Concho Resources | 0.0 | $227k | 1.9k | 122.50 | |
| MetLife (MET) | 0.0 | $278k | 5.3k | 52.74 | |
| Lions Gate Entertainment | 0.0 | $285k | 11k | 26.75 | |
| Simon Property (SPG) | 0.0 | $306k | 1.9k | 163.99 | |
| Roche Holding (RHHBY) | 0.0 | $237k | 6.3k | 37.64 | |
| FMC Technologies | 0.0 | $187k | 3.6k | 52.18 | |
| Anadarko Petroleum Corporation | 0.0 | $154k | 1.8k | 84.99 | |
| Federal National Mortgage Association (FNMA) | 0.0 | $36k | 9.2k | 3.90 |
