Parametric Risk Advisors

Parametric Risk Advisors as of June 30, 2015

Portfolio Holdings for Parametric Risk Advisors

Parametric Risk Advisors holds 119 positions in its portfolio as reported in the June 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Facebook Inc-a Common Shares (META) 40.7 $613M 7.1M 85.77
Exxon Mobil Corp Common Shares (XOM) 3.7 $57M 679k 83.20
Oracle Corp Common Shares (ORCL) 3.3 $50M 1.2M 40.30
Comcast Corp-special Cl A Common Shares 3.2 $48M 800k 59.94
United Parcel Service-cl B Common Shares (UPS) 3.1 $46M 477k 96.91
Dr Horton Common Shares (DHI) 2.2 $34M 1.2M 27.36
Johnson & Johnson Common Shares (JNJ) 2.0 $31M 317k 97.46
Invesco Common Shares (IVZ) 1.9 $28M 750k 37.49
Goldman Sachs Group Common Shares (GS) 1.8 $28M 133k 208.79
Spdr Trust Series 1 Common Shares (SPY) 1.7 $26M 125k 205.89
Ishares Dj Us Real Estate Common Shares (IYR) 1.7 $25M 350k 71.37
Coca-cola Co/the Common Shares (KO) 1.5 $22M 570k 39.23
3M Common Shares (MMM) 1.5 $22M 143k 154.30
Emerson Electric Common Shares (EMR) 1.4 $22M 389k 55.43
Caterpillar Common Shares (CAT) 1.4 $22M 253k 84.82
General Electric Common Shares 1.2 $19M 709k 26.57
Jetblue Airways Corp Common Shares (JBLU) 1.2 $17M 837k 20.76
Ball Corp Common Shares (BALL) 1.0 $16M 225k 70.15
Procter & Gamble Common Shares (PG) 0.9 $13M 171k 78.24
Yum! Brands Common Shares (YUM) 0.8 $12M 138k 90.08
Intl Business Machines Corp Common Shares (IBM) 0.8 $12M 73k 162.65
Schlumberger Common Shares (SLB) 0.8 $12M 137k 86.19
Intuit Common Shares (INTU) 0.8 $12M 116k 100.77
Dow Chemical Common Shares 0.7 $11M 215k 51.17
Activision Blizzard Common Shares 0.7 $11M 441k 24.21
Microsoft Corp Common Shares (MSFT) 0.7 $9.9M 224k 44.15
Qualcomm Common Shares (QCOM) 0.7 $9.9M 157k 62.63
General Mills Common Shares (GIS) 0.6 $9.8M 176k 55.72
Amgen Common Shares (AMGN) 0.6 $9.7M 63k 153.53
Wells Fargo & Company Common Shares (WFC) 0.6 $9.3M 166k 56.24
Mcdonalds Corp Common Shares (MCD) 0.6 $8.8M 93k 95.07
Zimmer Holdings Common Shares (ZBH) 0.6 $8.7M 80k 109.22
Northern Trust Corp Common Shares (NTRS) 0.6 $8.6M 113k 76.46
Cme Group Common Shares (CME) 0.5 $8.2M 88k 93.06
Berkshire Hathaway Inc-cl B Common Shares 0.5 $8.1M 60k 136.10
Devon Energy Corporation Common Shares (DVN) 0.5 $8.0M 134k 59.49
Morgan Stanley Common Shares (MS) 0.5 $7.3M 187k 38.79
Cree Common Shares 0.4 $6.5M 248k 26.03
Apple Common Shares (AAPL) 0.4 $6.1M 49k 125.43
Tableau Software Inc-cl A Common Shares 0.4 $5.8M 50k 115.30
Jpmorgan Chase & Co Common Shares (JPM) 0.4 $5.7M 84k 67.76
Colgate-palmolive Common Shares (CL) 0.4 $5.7M 87k 65.41
Philip Morris International Common Shares (PM) 0.4 $5.5M 69k 80.17
Google Inc-cl C Common Shares 0.3 $5.1M 9.8k 520.46
Blackstone Group Common Shares 0.3 $4.9M 120k 40.87
Chevron Corp Common Shares (CVX) 0.3 $4.7M 49k 96.47
Abbott Laboratories Common Shares (ABT) 0.3 $4.6M 93k 49.08
Allergain Common Shares 0.3 $4.6M 15k 303.47
Raymond James Financial Common Shares (RJF) 0.3 $4.4M 74k 59.58
Discover Financial Services Common Shares 0.3 $4.4M 76k 57.62
Citigroup Common Shares 0.3 $4.3M 78k 55.24
Intel Corp Common Shares (INTC) 0.3 $4.2M 139k 30.41
Cisco Systems Common Shares (CSCO) 0.3 $4.0M 147k 27.46
C.h. Robinson Worldwide Common Shares (CHRW) 0.3 $4.0M 65k 62.39
Bristol-myers Squibb Common Shares (BMY) 0.2 $3.7M 56k 66.53
Du Pont Common Shares 0.2 $3.6M 56k 63.94
Pepsico Common Shares (PEP) 0.2 $3.3M 36k 93.35
Credit Suisse Group- Common Shares 0.2 $3.3M 119k 27.60
Textron Common Shares (TXT) 0.2 $3.3M 73k 44.63
United Technologies Corp Common Shares 0.2 $3.2M 29k 110.93
Target Corp Common Shares (TGT) 0.2 $3.1M 39k 81.62
Western Digital Corp Common Shares (WDC) 0.2 $3.1M 40k 78.42
Conocophillips Common Shares (COP) 0.2 $3.1M 51k 61.42
Priceline.com Common Shares 0.2 $2.9M 2.5k 1151.20
Stryker Corp Common Shares (SYK) 0.2 $2.9M 30k 95.57
Biogen Idec Common Shares (BIIB) 0.2 $2.8M 7.0k 404.00
General Growth Properties Common Shares 0.2 $2.7M 106k 25.66
Teva Pharm Common Shares (TEVA) 0.2 $2.7M 45k 59.11
Corning Common Shares (GLW) 0.2 $2.6M 131k 19.73
Pnc Financial Services Group Common Shares (PNC) 0.2 $2.4M 25k 95.65
Baidu Inc - Common Shares (BIDU) 0.2 $2.4M 12k 199.04
American Express Common Shares (AXP) 0.2 $2.3M 30k 77.73
Eli Lilly & Co Common Shares (LLY) 0.2 $2.3M 27k 83.49
Sandisk Corp Common Shares 0.1 $2.1M 36k 58.21
Ppg Industries Common Shares (PPG) 0.1 $2.1M 18k 114.72
Bb&t Corp Common Shares 0.1 $2.1M 51k 40.31
Monster Beverage Corp Common Shares 0.1 $2.0M 15k 133.99
Bhp Billiton Ltd- Common Shares (BHP) 0.1 $1.8M 45k 40.71
The Walt Disney Common Shares (DIS) 0.1 $1.8M 16k 114.16
Juniper Networks Common Shares (JNPR) 0.1 $1.8M 70k 25.97
Us Bancorp Common Shares (USB) 0.1 $1.8M 41k 43.41
Ishares Russell 2000 Common Shares (IWM) 0.1 $1.6M 13k 124.85
Home Depot Common Shares (HD) 0.1 $1.6M 15k 111.10
Boeing Common Shares (BA) 0.1 $1.5M 11k 138.72
Cboe Holdings Common Shares (CBOE) 0.1 $1.5M 26k 57.23
Medtronic Common Shares 0.1 $1.5M 20k 74.10
Archer-daniels-midland Common Shares (ADM) 0.1 $1.4M 30k 48.22
Wal-mart Stores Common Shares (WMT) 0.1 $1.4M 20k 70.92
L-3 Communications Holdings Common Shares 0.1 $1.4M 12k 113.40
Mondelez International Common Shares (MDLZ) 0.1 $1.4M 34k 41.15
Gilead Sciences Common Shares (GILD) 0.1 $1.4M 12k 117.06
Ww Grainger Common Shares (GWW) 0.1 $1.4M 5.8k 236.63
Spdr Djia Trust Common Shares (DIA) 0.1 $1.4M 7.8k 175.77
Ishares S&p 500 Index Fund Common Shares (IVV) 0.1 $1.4M 6.6k 207.00
Google Inc-cl A Common Shares 0.1 $1.3M 2.5k 539.92
Southwestern Energy Common Shares 0.1 $1.3M 58k 22.74
Ishares Msci Emerging Mkt In Common Shares (EEM) 0.1 $1.3M 33k 39.63
Novo-nordisk A/s-spons Common Shares (NVO) 0.1 $1.1M 20k 54.78
Kimberly-clark Corp Common Shares (KMB) 0.1 $1.1M 10k 106.00
Newmont Mining Corp Common Shares (NEM) 0.1 $1.0M 44k 23.35
Intercontinentalexchange Gro Common Shares (ICE) 0.1 $1.0M 4.6k 223.56
Ishares Msci Eafe Index Fund Common Shares (EFA) 0.1 $1.0M 16k 63.48
Unitedhealth Group Common Shares (UNH) 0.1 $976k 8.0k 122.00
Merck & Co Common Shares 0.1 $968k 17k 56.94
Deere & Co Common Shares (DE) 0.1 $953k 9.8k 97.09
Sprouts Farmers Market Common Shares (SFM) 0.1 $944k 35k 26.97
Phillips 66-w/i Common Shares (PSX) 0.1 $934k 12k 80.52
Tjx Companies Common Shares (TJX) 0.1 $864k 13k 66.16
Kraft Heinz Co/the Common Shares 0.1 $851k 10k 85.10
Pfizer Common Shares (PFE) 0.0 $671k 20k 33.55
Abbvie Common Shares (ABBV) 0.0 $659k 9.8k 67.19
Lockheed Martin Corp Common Shares (LMT) 0.0 $651k 3.5k 186.00
Crown Castle Intl Corp Common Shares (CCI) 0.0 $546k 6.8k 80.29
Marathon Petroleum Corp Common Shares (MPC) 0.0 $523k 10k 52.30
Raytheon Company Common Shares 0.0 $478k 5.0k 95.60
Apache Corp Common Shares 0.0 $449k 7.8k 57.60
Marathon Oil Corp Common Shares (MRO) 0.0 $265k 10k 26.50
Hershey Co/the Common Shares (HSY) 0.0 $258k 2.9k 88.97
Anadarko Petroleum Corp Common Shares 0.0 $209k 2.7k 78.16