Parametric Risk Advisors as of June 30, 2014
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 151 positions in its portfolio as reported in the June 2014 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Facebook Inc cl a (META) | 31.0 | $466M | 6.9M | 67.29 | |
| Apache Corporation | 8.0 | $120M | 1.2M | 100.62 | |
| Exxon Mobil Corporation (XOM) | 4.0 | $60M | 593k | 100.68 | |
| United Parcel Service (UPS) | 3.7 | $56M | 544k | 102.66 | |
| Oracle Corporation (ORCL) | 3.6 | $54M | 1.3M | 40.53 | |
| Comcast Corporation | 2.8 | $43M | 800k | 53.33 | |
| Johnson & Johnson (JNJ) | 2.2 | $33M | 316k | 104.62 | |
| D.R. Horton (DHI) | 2.0 | $31M | 1.2M | 24.58 | |
| Invesco (IVZ) | 1.9 | $28M | 750k | 37.75 | |
| iShares Dow Jones US Real Estate (IYR) | 1.7 | $25M | 350k | 71.79 | |
| EOG Resources (EOG) | 1.6 | $24M | 202k | 116.86 | |
| Cree | 1.5 | $23M | 453k | 49.95 | |
| J.B. Hunt Transport Services (JBHT) | 1.1 | $17M | 233k | 73.78 | |
| 3M Company (MMM) | 1.1 | $16M | 111k | 143.24 | |
| Amr | 1.1 | $16M | 198k | 80.85 | |
| Schlumberger (SLB) | 1.0 | $16M | 132k | 117.95 | |
| ConocoPhillips (COP) | 1.0 | $15M | 175k | 85.73 | |
| Coca-Cola Company (KO) | 1.0 | $15M | 353k | 42.36 | |
| Ball Corporation (BALL) | 0.9 | $14M | 225k | 62.68 | |
| Spdr S&p 500 Etf (SPY) | 0.9 | $14M | 70k | 195.73 | |
| International Business Machines (IBM) | 0.9 | $14M | 75k | 181.27 | |
| Qualcomm (QCOM) | 0.9 | $13M | 163k | 79.20 | |
| Procter & Gamble Company (PG) | 0.8 | $13M | 163k | 78.59 | |
| Berkshire Hathaway Inc. Class B | 0.8 | $12M | 91k | 126.56 | |
| General Electric Company | 0.8 | $12M | 440k | 26.28 | |
| Dow Chemical Company | 0.7 | $11M | 215k | 51.46 | |
| JetBlue Airways Corporation (JBLU) | 0.7 | $11M | 1.0M | 10.85 | |
| Intuit (INTU) | 0.7 | $10M | 126k | 80.53 | |
| Pharmacyclics | 0.7 | $10M | 113k | 89.71 | |
| Activision Blizzard | 0.7 | $9.9M | 444k | 22.30 | |
| Quanta Services (PWR) | 0.6 | $9.3M | 270k | 34.58 | |
| McDonald's Corporation (MCD) | 0.6 | $8.7M | 86k | 100.74 | |
| Emerson Electric (EMR) | 0.6 | $8.8M | 132k | 66.36 | |
| Amgen (AMGN) | 0.6 | $8.5M | 72k | 118.38 | |
| Intel Corporation (INTC) | 0.5 | $8.1M | 263k | 30.90 | |
| Rbc Cad (RY) | 0.5 | $8.1M | 114k | 71.43 | |
| Kohl's Corporation (KSS) | 0.5 | $7.8M | 148k | 52.68 | |
| Morgan Stanley (MS) | 0.5 | $7.7M | 237k | 32.33 | |
| Apple (AAPL) | 0.5 | $7.6M | 82k | 92.93 | |
| Wells Fargo & Company (WFC) | 0.5 | $7.6M | 144k | 52.56 | |
| Northern Trust Corporation (NTRS) | 0.5 | $7.2M | 113k | 64.21 | |
| General Mills (GIS) | 0.5 | $6.9M | 131k | 52.54 | |
| Philip Morris International (PM) | 0.4 | $5.8M | 69k | 84.30 | |
| InterOil Corporation | 0.4 | $5.9M | 92k | 63.94 | |
| Cme (CME) | 0.4 | $5.7M | 80k | 70.95 | |
| Discover Financial Services (DFS) | 0.4 | $5.7M | 92k | 61.98 | |
| Home Depot (HD) | 0.4 | $5.7M | 71k | 80.96 | |
| SPDR S&P MidCap 400 ETF (MDY) | 0.4 | $5.7M | 22k | 260.55 | |
| Microsoft Corporation (MSFT) | 0.4 | $5.5M | 133k | 41.70 | |
| JPMorgan Chase & Co. (JPM) | 0.4 | $5.6M | 97k | 57.62 | |
| Cisco Systems (CSCO) | 0.4 | $5.5M | 222k | 24.85 | |
| Tyson Foods (TSN) | 0.4 | $5.6M | 148k | 37.54 | |
| 0.3 | $5.1M | 8.8k | 575.30 | ||
| C.H. Robinson Worldwide (CHRW) | 0.3 | $5.1M | 81k | 63.79 | |
| Zimmer Holdings (ZBH) | 0.3 | $4.2M | 40k | 103.85 | |
| Abbott Laboratories (ABT) | 0.3 | $3.8M | 94k | 40.90 | |
| Yum! Brands (YUM) | 0.3 | $3.8M | 47k | 81.19 | |
| SanDisk Corporation | 0.3 | $3.9M | 37k | 104.44 | |
| Western Digital (WDC) | 0.2 | $3.7M | 40k | 92.30 | |
| Colgate-Palmolive Company (CL) | 0.2 | $3.7M | 55k | 68.18 | |
| Walgreen Company | 0.2 | $3.7M | 50k | 74.12 | |
| Raymond James Financial (RJF) | 0.2 | $3.7M | 74k | 50.73 | |
| Wal-Mart Stores (WMT) | 0.2 | $3.6M | 48k | 75.07 | |
| United Technologies Corporation | 0.2 | $3.6M | 31k | 115.44 | |
| Merck & Co | 0.2 | $3.5M | 60k | 57.85 | |
| Chevron Corporation (CVX) | 0.2 | $3.4M | 26k | 130.54 | |
| Citi | 0.2 | $3.5M | 74k | 47.10 | |
| Credit Suisse Group | 0.2 | $3.4M | 119k | 28.37 | |
| iShares Russell 2000 Index (IWM) | 0.2 | $3.3M | 28k | 118.82 | |
| priceline.com Incorporated | 0.2 | $3.1M | 2.6k | 1202.94 | |
| BHP Billiton (BHP) | 0.2 | $3.1M | 45k | 68.45 | |
| Corning Incorporated (GLW) | 0.2 | $3.1M | 141k | 21.95 | |
| Eli Lilly & Co. (LLY) | 0.2 | $2.9M | 47k | 62.17 | |
| Baidu (BIDU) | 0.2 | $2.8M | 15k | 186.83 | |
| Transocean Ordinary Shares | 0.2 | $2.6M | 59k | 45.03 | |
| Hershey Company (HSY) | 0.2 | $2.8M | 29k | 97.36 | |
| Servicenow (NOW) | 0.2 | $2.7M | 44k | 61.95 | |
| Devon Energy Corporation (DVN) | 0.2 | $2.5M | 31k | 79.39 | |
| Stryker Corporation (SYK) | 0.2 | $2.5M | 30k | 84.33 | |
| U.S. Bancorp (USB) | 0.2 | $2.4M | 56k | 43.31 | |
| Bristol Myers Squibb (BMY) | 0.2 | $2.4M | 50k | 48.52 | |
| Johnson Controls | 0.2 | $2.4M | 49k | 49.94 | |
| Nike (NKE) | 0.2 | $2.3M | 30k | 77.55 | |
| PPG Industries (PPG) | 0.1 | $2.2M | 11k | 210.15 | |
| Textron (TXT) | 0.1 | $2.3M | 60k | 38.28 | |
| Walt Disney Company (DIS) | 0.1 | $2.1M | 25k | 85.76 | |
| Gilead Sciences (GILD) | 0.1 | $1.8M | 21k | 82.93 | |
| Boeing Company (BA) | 0.1 | $1.6M | 13k | 127.24 | |
| Goldman Sachs (GS) | 0.1 | $1.4M | 8.6k | 167.48 | |
| Target Corporation (TGT) | 0.1 | $1.4M | 25k | 57.96 | |
| Mondelez Int (MDLZ) | 0.1 | $1.6M | 42k | 37.62 | |
| Pepsi (PEP) | 0.1 | $1.4M | 15k | 89.34 | |
| iShares S&P 500 Index (IVV) | 0.1 | $1.3M | 6.6k | 196.96 | |
| SPDR Dow Jones Industrial Average ETF (DIA) | 0.1 | $1.3M | 7.8k | 167.95 | |
| Medtronic | 0.1 | $1.3M | 20k | 63.75 | |
| Stericycle (SRCL) | 0.1 | $1.2M | 10k | 118.40 | |
| Kraft Foods | 0.1 | $1.1M | 19k | 59.95 | |
| Kimberly-Clark Corporation (KMB) | 0.1 | $1.1M | 10k | 111.20 | |
| NetApp (NTAP) | 0.1 | $1.1M | 30k | 36.53 | |
| Newmont Mining Corporation (NEM) | 0.1 | $1.1M | 44k | 25.45 | |
| Actavis | 0.1 | $1.1M | 5.0k | 223.00 | |
| American Express Company (AXP) | 0.1 | $869k | 9.2k | 94.86 | |
| Deere & Company (DE) | 0.1 | $889k | 9.8k | 90.57 | |
| Phillips 66 (PSX) | 0.1 | $885k | 11k | 80.45 | |
| Intercontinental Exchange (ICE) | 0.1 | $864k | 4.6k | 188.81 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.1 | $723k | 17k | 43.21 | |
| Caterpillar (CAT) | 0.1 | $761k | 7.0k | 108.62 | |
| Archer Daniels Midland Company (ADM) | 0.1 | $742k | 17k | 44.11 | |
| Shire | 0.1 | $699k | 3.0k | 235.35 | |
| TJX Companies (TJX) | 0.1 | $694k | 13k | 53.14 | |
| Constellation Brands (STZ) | 0.1 | $802k | 9.1k | 88.13 | |
| Rockwell Automation (ROK) | 0.1 | $769k | 6.1k | 125.22 | |
| Bank of America Corporation (BAC) | 0.0 | $556k | 36k | 15.37 | |
| Costco Wholesale Corporation (COST) | 0.0 | $545k | 4.7k | 115.17 | |
| Pfizer (PFE) | 0.0 | $594k | 20k | 29.70 | |
| Altria (MO) | 0.0 | $635k | 15k | 41.91 | |
| Nextera Energy (NEE) | 0.0 | $588k | 5.7k | 102.49 | |
| Danaher Corporation (DHR) | 0.0 | $573k | 7.3k | 78.69 | |
| Sempra Energy (SRE) | 0.0 | $587k | 5.6k | 104.78 | |
| Celgene Corporation | 0.0 | $667k | 7.8k | 85.84 | |
| PNC Financial Services (PNC) | 0.0 | $438k | 4.9k | 88.99 | |
| AutoNation (AN) | 0.0 | $450k | 7.5k | 59.71 | |
| Covidien | 0.0 | $474k | 5.3k | 90.27 | |
| AFLAC Incorporated (AFL) | 0.0 | $378k | 6.1k | 62.29 | |
| Verizon Communications (VZ) | 0.0 | $489k | 10k | 48.90 | |
| Regions Financial Corporation (RF) | 0.0 | $414k | 39k | 10.61 | |
| Raytheon Company | 0.0 | $461k | 5.0k | 92.20 | |
| Macy's (M) | 0.0 | $471k | 8.1k | 58.06 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $401k | 3.9k | 102.53 | |
| Visa (V) | 0.0 | $381k | 1.8k | 210.85 | |
| Marathon Oil Corporation (MRO) | 0.0 | $399k | 10k | 39.90 | |
| Amazon (AMZN) | 0.0 | $510k | 1.6k | 325.05 | |
| CBOE Holdings (CBOE) | 0.0 | $501k | 10k | 49.24 | |
| Dollar General (DG) | 0.0 | $433k | 7.6k | 57.34 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $390k | 5.0k | 78.00 | |
| Charles Schwab Corporation (SCHW) | 0.0 | $236k | 8.8k | 26.92 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.0 | $274k | 6.8k | 40.02 | |
| Monsanto Company | 0.0 | $365k | 2.9k | 124.66 | |
| Range Resources (RRC) | 0.0 | $308k | 3.5k | 86.83 | |
| At&t (T) | 0.0 | $283k | 8.0k | 35.38 | |
| Mohawk Industries (MHK) | 0.0 | $266k | 1.9k | 138.40 | |
| Biogen Idec (BIIB) | 0.0 | $270k | 855.00 | 315.79 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $293k | 8.0k | 36.52 | |
| AvalonBay Communities (AVB) | 0.0 | $340k | 2.4k | 142.32 | |
| MetLife (MET) | 0.0 | $293k | 5.3k | 55.59 | |
| Simon Property (SPG) | 0.0 | $310k | 1.9k | 166.13 | |
| FMC Technologies | 0.0 | $219k | 3.6k | 61.10 | |
| Anadarko Petroleum Corporation | 0.0 | $198k | 1.8k | 109.27 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.0 | $144k | 2.1k | 68.57 | |
| Lions Gate Entertainment | 0.0 | $190k | 6.7k | 28.55 | |
| Federal National Mortgage Association (FNMA) | 0.0 | $36k | 9.2k | 3.90 |
