Parametric Risk Advisors as of March 31, 2015
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 122 positions in its portfolio as reported in the March 2015 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Facebook Inc cl a (META) | 39.8 | $587M | 7.1M | 82.22 | |
| Exxon Mobil Corporation (XOM) | 4.0 | $59M | 694k | 85.00 | |
| Oracle Corporation (ORCL) | 3.6 | $53M | 1.2M | 43.15 | |
| United Parcel Service (UPS) | 3.3 | $48M | 496k | 96.94 | |
| Comcast Corporation | 3.0 | $45M | 800k | 56.06 | |
| D.R. Horton (DHI) | 2.4 | $35M | 1.2M | 28.48 | |
| Johnson & Johnson (JNJ) | 2.2 | $32M | 317k | 100.60 | |
| Invesco (IVZ) | 2.0 | $30M | 750k | 39.69 | |
| iShares Dow Jones US Real Estate (IYR) | 1.9 | $28M | 350k | 79.32 | |
| Spdr S&p 500 Etf (SPY) | 1.8 | $26M | 125k | 206.43 | |
| 3M Company (MMM) | 1.6 | $24M | 143k | 164.95 | |
| Emerson Electric (EMR) | 1.5 | $22M | 389k | 56.62 | |
| EOG Resources (EOG) | 1.2 | $18M | 200k | 91.69 | |
| General Electric Company | 1.2 | $18M | 712k | 24.81 | |
| Coca-Cola Company (KO) | 1.2 | $17M | 422k | 40.55 | |
| Caterpillar (CAT) | 1.1 | $16M | 202k | 80.03 | |
| JetBlue Airways Corporation (JBLU) | 1.1 | $16M | 837k | 19.25 | |
| Ball Corporation (BALL) | 1.1 | $16M | 225k | 70.64 | |
| International Business Machines (IBM) | 1.0 | $14M | 89k | 160.50 | |
| Procter & Gamble Company (PG) | 0.9 | $14M | 171k | 81.94 | |
| McDonald's Corporation (MCD) | 0.8 | $12M | 118k | 97.44 | |
| Schlumberger (SLB) | 0.8 | $11M | 137k | 83.44 | |
| Intuit (INTU) | 0.8 | $11M | 116k | 96.96 | |
| Qualcomm (QCOM) | 0.7 | $11M | 157k | 69.34 | |
| Dow Chemical Company | 0.7 | $10M | 215k | 47.98 | |
| Cisco Systems (CSCO) | 0.7 | $10M | 369k | 27.53 | |
| Amgen (AMGN) | 0.7 | $10M | 63k | 159.85 | |
| Activision Blizzard | 0.7 | $10M | 441k | 22.73 | |
| General Mills (GIS) | 0.7 | $9.9M | 176k | 56.60 | |
| Cree | 0.6 | $8.8M | 248k | 35.49 | |
| Berkshire Hathaway Inc. Class B | 0.6 | $8.6M | 60k | 144.32 | |
| Northern Trust Corporation (NTRS) | 0.5 | $7.9M | 113k | 69.65 | |
| Wells Fargo & Company (WFC) | 0.5 | $7.9M | 145k | 54.40 | |
| Cme (CME) | 0.5 | $7.3M | 78k | 94.72 | |
| Citi | 0.5 | $7.1M | 138k | 51.52 | |
| Morgan Stanley (MS) | 0.5 | $6.7M | 187k | 35.69 | |
| Chevron Corporation (CVX) | 0.4 | $6.1M | 58k | 104.98 | |
| Colgate-Palmolive Company (CL) | 0.4 | $6.0M | 87k | 69.34 | |
| Devon Energy Corporation (DVN) | 0.4 | $5.7M | 94k | 60.31 | |
| JPMorgan Chase & Co. (JPM) | 0.4 | $5.6M | 93k | 60.58 | |
| CHECK POINT SOFTWARE Technolog Com Stk (CHKP) | 0.4 | $5.2M | 64k | 81.96 | |
| Google Inc Class C | 0.4 | $5.3M | 9.8k | 548.05 | |
| Philip Morris International (PM) | 0.3 | $5.2M | 69k | 75.33 | |
| Zimmer Holdings (ZBH) | 0.3 | $4.7M | 40k | 117.52 | |
| Yum! Brands (YUM) | 0.3 | $4.5M | 57k | 78.72 | |
| Tableau Software Inc Cl A | 0.3 | $4.6M | 50k | 92.52 | |
| Actavis | 0.3 | $4.5M | 15k | 297.60 | |
| Discover Financial Services (DFS) | 0.3 | $4.3M | 76k | 56.35 | |
| Abbott Laboratories (ABT) | 0.3 | $4.3M | 93k | 46.33 | |
| Intel Corporation (INTC) | 0.3 | $4.3M | 139k | 31.27 | |
| Walgreen Company | 0.3 | $4.2M | 50k | 84.68 | |
| Raymond James Financial (RJF) | 0.3 | $4.2M | 74k | 56.78 | |
| Rbc Cad (RY) | 0.3 | $4.1M | 68k | 60.36 | |
| Microsoft Corporation (MSFT) | 0.3 | $4.0M | 99k | 40.66 | |
| E.I. du Pont de Nemours & Company | 0.3 | $4.0M | 56k | 71.47 | |
| Bristol Myers Squibb (BMY) | 0.2 | $3.6M | 56k | 64.51 | |
| Western Digital (WDC) | 0.2 | $3.6M | 40k | 91.00 | |
| C.H. Robinson Worldwide (CHRW) | 0.2 | $3.7M | 51k | 73.22 | |
| Eli Lilly & Co. (LLY) | 0.2 | $3.4M | 47k | 72.64 | |
| United Technologies Corporation | 0.2 | $3.4M | 29k | 117.21 | |
| Broadcom Corporation | 0.2 | $3.3M | 77k | 43.30 | |
| ConocoPhillips (COP) | 0.2 | $3.2M | 51k | 62.26 | |
| Credit Suisse Group | 0.2 | $3.2M | 119k | 26.93 | |
| General Growth Properties | 0.2 | $3.2M | 108k | 29.55 | |
| Textron (TXT) | 0.2 | $3.2M | 73k | 44.33 | |
| Corning Incorporated (GLW) | 0.2 | $3.0M | 131k | 22.68 | |
| Biogen Idec (BIIB) | 0.2 | $3.0M | 7.0k | 422.29 | |
| Teva Pharmaceutical Industries (TEVA) | 0.2 | $2.8M | 45k | 62.31 | |
| Stryker Corporation (SYK) | 0.2 | $2.8M | 30k | 92.27 | |
| Accenture (ACN) | 0.2 | $2.8M | 30k | 93.69 | |
| Humana (HUM) | 0.2 | $2.9M | 16k | 178.04 | |
| Baidu (BIDU) | 0.2 | $2.5M | 12k | 208.40 | |
| American Express Company (AXP) | 0.2 | $2.3M | 30k | 78.13 | |
| PNC Financial Services (PNC) | 0.2 | $2.4M | 25k | 93.24 | |
| SanDisk Corporation | 0.2 | $2.3M | 36k | 63.63 | |
| Merck & Co | 0.1 | $2.3M | 40k | 57.47 | |
| PPG Industries (PPG) | 0.1 | $2.0M | 9.0k | 225.56 | |
| BHP Billiton (BHP) | 0.1 | $2.1M | 45k | 46.46 | |
| BB&T Corporation | 0.1 | $2.0M | 51k | 38.98 | |
| Target Corporation (TGT) | 0.1 | $1.9M | 24k | 82.09 | |
| U.S. Bancorp (USB) | 0.1 | $1.8M | 41k | 43.67 | |
| Wal-Mart Stores (WMT) | 0.1 | $1.6M | 20k | 82.24 | |
| Home Depot (HD) | 0.1 | $1.7M | 15k | 113.63 | |
| Walt Disney Company (DIS) | 0.1 | $1.7M | 16k | 104.87 | |
| Boeing Company (BA) | 0.1 | $1.6M | 11k | 150.09 | |
| Medtronic | 0.1 | $1.6M | 20k | 78.00 | |
| Juniper Networks (JNPR) | 0.1 | $1.6M | 70k | 22.58 | |
| iShares Russell 2000 Index (IWM) | 0.1 | $1.6M | 13k | 124.39 | |
| L-3 Communications Holdings | 0.1 | $1.6M | 12k | 125.79 | |
| Goldman Sachs (GS) | 0.1 | $1.5M | 7.7k | 187.94 | |
| Pepsi (PEP) | 0.1 | $1.5M | 15k | 95.64 | |
| InterOil Corporation | 0.1 | $1.5M | 32k | 46.14 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.1 | $1.3M | 33k | 40.14 | |
| W.W. Grainger (GWW) | 0.1 | $1.4M | 5.8k | 235.77 | |
| iShares S&P 500 Index (IVV) | 0.1 | $1.4M | 6.6k | 207.76 | |
| 0.1 | $1.4M | 2.5k | 554.84 | ||
| Southwestern Energy Company (SWN) | 0.1 | $1.3M | 58k | 23.18 | |
| SPDR Dow Jones Industrial Average ETF (DIA) | 0.1 | $1.4M | 7.8k | 177.56 | |
| Apple (AAPL) | 0.1 | $1.1M | 8.9k | 124.38 | |
| Mondelez Int (MDLZ) | 0.1 | $1.2M | 34k | 36.10 | |
| Kimberly-Clark Corporation (KMB) | 0.1 | $1.1M | 10k | 107.10 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.1 | $1.0M | 16k | 64.16 | |
| Novo Nordisk A/S (NVO) | 0.1 | $1.0M | 20k | 53.39 | |
| Intercontinental Exchange (ICE) | 0.1 | $1.1M | 4.6k | 233.17 | |
| Newmont Mining Corporation (NEM) | 0.1 | $954k | 44k | 21.71 | |
| Deere & Company (DE) | 0.1 | $861k | 9.8k | 87.71 | |
| Gilead Sciences (GILD) | 0.1 | $814k | 8.3k | 98.07 | |
| TJX Companies (TJX) | 0.1 | $915k | 13k | 70.07 | |
| Phillips 66 (PSX) | 0.1 | $912k | 12k | 78.62 | |
| Kraft Foods | 0.1 | $871k | 10k | 87.10 | |
| Pfizer (PFE) | 0.1 | $696k | 20k | 34.80 | |
| Archer Daniels Midland Company (ADM) | 0.1 | $797k | 17k | 47.38 | |
| Lockheed Martin Corporation (LMT) | 0.1 | $710k | 3.5k | 202.86 | |
| Raytheon Company | 0.0 | $546k | 5.0k | 109.20 | |
| CBOE Holdings (CBOE) | 0.0 | $584k | 10k | 57.40 | |
| Abbvie (ABBV) | 0.0 | $574k | 9.8k | 58.52 | |
| Crown Castle Intl (CCI) | 0.0 | $561k | 6.8k | 82.50 | |
| Apache Corporation | 0.0 | $470k | 7.8k | 60.30 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $512k | 5.0k | 102.40 | |
| Hershey Company (HSY) | 0.0 | $293k | 2.9k | 101.03 | |
| Marathon Oil Corporation (MRO) | 0.0 | $261k | 10k | 26.10 | |
| Anadarko Petroleum Corporation | 0.0 | $221k | 2.7k | 82.65 |
