Parametric Risk Advisors

Parametric Risk Advisors as of March 31, 2016

Portfolio Holdings for Parametric Risk Advisors

Parametric Risk Advisors holds 144 positions in its portfolio as reported in the March 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Facebook Inc cl a (META) 35.6 $524M 4.6M 114.10
United Parcel Service (UPS) 3.9 $58M 549k 105.47
Oracle Corporation (ORCL) 3.5 $52M 1.3M 40.91
Comcast Corporation (CMCSA) 3.4 $50M 824k 61.08
Spdr S&p 500 Etf (SPY) 3.4 $49M 240k 205.52
Goldman Sachs (GS) 3.0 $44M 283k 156.98
Johnson & Johnson (JNJ) 2.2 $33M 306k 108.20
D.R. Horton (DHI) 2.0 $30M 990k 30.23
Exxon Mobil Corporation (XOM) 1.7 $25M 303k 83.59
General Electric Company 1.6 $24M 745k 31.79
Invesco (IVZ) 1.6 $23M 750k 30.77
Texas Instruments Incorporated (TXN) 1.6 $23M 400k 57.42
3M Company (MMM) 1.5 $22M 134k 166.63
iShares Dow Jones US Real Estate (IYR) 1.4 $21M 270k 77.86
Caterpillar (CAT) 1.2 $19M 241k 76.54
Apple (AAPL) 1.2 $17M 157k 108.99
Cisco Systems (CSCO) 1.1 $17M 585k 28.47
Coca-Cola Company (KO) 1.1 $15M 333k 46.39
Emerson Electric (EMR) 1.0 $15M 283k 54.38
JetBlue Airways Corporation (JBLU) 1.0 $15M 726k 21.12
Procter & Gamble Company (PG) 0.8 $12M 145k 82.31
Wells Fargo & Company (WFC) 0.8 $12M 239k 48.36
Amgen (AMGN) 0.8 $11M 76k 149.93
Pepsi (PEP) 0.7 $11M 107k 102.48
Intuit (INTU) 0.7 $11M 105k 104.01
Ball Corporation (BALL) 0.7 $11M 150k 71.29
Teva Pharmaceutical Industries (TEVA) 0.7 $10M 190k 53.51
Microchip Technology (MCHP) 0.7 $10M 210k 48.20
Dow Chemical Company 0.7 $9.9M 195k 50.86
Morgan Stanley (MS) 0.7 $9.9M 396k 25.01
International Business Machines (IBM) 0.7 $9.6M 63k 151.45
Microsoft Corporation (MSFT) 0.6 $9.1M 165k 55.23
Google Inc Class C 0.6 $9.1M 12k 744.95
Berkshire Hathaway Inc. Class B 0.6 $8.9M 63k 141.87
Bristol Myers Squibb (BMY) 0.6 $8.8M 137k 63.88
Colgate-Palmolive Company (CL) 0.5 $7.9M 112k 70.65
Bank Of Montreal Cadcom (BMO) 0.5 $7.9M 130k 60.69
JPMorgan Chase & Co. (JPM) 0.5 $7.6M 128k 59.22
General Mills (GIS) 0.5 $7.3M 115k 63.35
Cree 0.5 $7.2M 248k 29.10
Target Corporation (TGT) 0.4 $6.2M 76k 82.28
Qualcomm (QCOM) 0.4 $6.2M 120k 51.14
Honeywell International (HON) 0.4 $5.9M 53k 112.06
priceline.com Incorporated 0.4 $5.9M 4.6k 1288.91
Accenture (ACN) 0.4 $5.7M 50k 115.40
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.4 $5.6M 64k 87.47
Chevron Corporation (CVX) 0.4 $5.3M 56k 95.40
Walgreen Company 0.4 $5.3M 63k 84.24
Kimberly-Clark Corporation (KMB) 0.3 $5.0M 37k 134.50
Intel Corporation (INTC) 0.3 $5.0M 156k 32.35
Philip Morris International (PM) 0.3 $5.1M 52k 98.12
U.S. Bancorp (USB) 0.3 $4.9M 120k 40.59
Blackstone 0.3 $4.8M 170k 28.05
C.H. Robinson Worldwide (CHRW) 0.3 $4.7M 63k 74.24
Cme (CME) 0.3 $4.3M 45k 96.04
Yum! Brands (YUM) 0.3 $4.3M 53k 81.85
Zimmer Holdings (ZBH) 0.3 $4.3M 40k 106.62
Discover Financial Services (DFS) 0.3 $3.8M 76k 50.92
Google 0.3 $3.8M 5.0k 762.85
Abbott Laboratories (ABT) 0.2 $3.5M 83k 41.83
Raymond James Financial (RJF) 0.2 $3.5M 74k 47.61
Stryker Corporation (SYK) 0.2 $3.2M 30k 107.30
General Growth Properties 0.2 $3.2M 106k 29.73
Medtronic 0.2 $2.9M 39k 75.00
United Technologies Corporation 0.2 $2.9M 29k 100.10
NetApp (NTAP) 0.2 $2.7M 100k 27.29
Eli Lilly & Co. (LLY) 0.2 $2.7M 38k 72.00
E.I. du Pont de Nemours & Company 0.2 $2.6M 41k 63.31
McDonald's Corporation (MCD) 0.2 $2.5M 20k 125.67
PPG Industries (PPG) 0.2 $2.5M 22k 111.50
Baidu (BIDU) 0.2 $2.3M 12k 190.84
Alibaba Group Holding (BABA) 0.2 $2.4M 30k 79.03
Corning Incorporated (GLW) 0.1 $2.3M 108k 20.89
PNC Financial Services (PNC) 0.1 $2.1M 25k 84.56
Textron (TXT) 0.1 $2.2M 60k 36.47
Kraft Foods 0.1 $2.2M 28k 78.57
Raytheon Company 0.1 $2.1M 17k 122.66
SPDR Dow Jones Industrial Average ETF (DIA) 0.1 $2.0M 12k 176.65
American Express Company (AXP) 0.1 $1.8M 30k 61.40
Home Depot (HD) 0.1 $1.9M 15k 133.40
Merck & Co 0.1 $2.0M 37k 52.92
ConocoPhillips (COP) 0.1 $2.0M 49k 40.26
Monster Beverage 0.1 $2.0M 15k 133.38
Wal-Mart Stores (WMT) 0.1 $1.8M 26k 68.51
BB&T Corporation 0.1 $1.7M 51k 33.27
Biogen Idec (BIIB) 0.1 $1.8M 7.0k 260.29
Juniper Networks (JNPR) 0.1 $1.7M 66k 25.51
Intercontinental Exchange (ICE) 0.1 $1.8M 7.6k 235.18
Walt Disney Company (DIS) 0.1 $1.6M 16k 99.32
Schlumberger (SLB) 0.1 $1.6M 22k 73.74
L-3 Communications Holdings 0.1 $1.5M 12k 118.50
Hca Holdings (HCA) 0.1 $1.5M 19k 78.03
W.W. Grainger (GWW) 0.1 $1.4M 5.8k 233.36
Boeing Company (BA) 0.1 $1.4M 11k 126.97
Newmont Mining Corporation (NEM) 0.1 $1.2M 44k 26.58
Occidental Petroleum Corporation (OXY) 0.1 $1.1M 17k 68.43
iShares S&P 500 Index (IVV) 0.1 $1.2M 6.0k 206.65
BHP Billiton (BHP) 0.1 $1.2M 45k 25.90
Archer Daniels Midland Company (ADM) 0.1 $1.1M 30k 36.32
UnitedHealth (UNH) 0.1 $1.0M 8.0k 128.88
Gilead Sciences (GILD) 0.1 $1.1M 12k 91.85
TJX Companies (TJX) 0.1 $1.0M 13k 78.34
Marriott International (MAR) 0.1 $982k 14k 71.16
PowerShares QQQ Trust, Series 1 0.1 $1.1M 9.9k 109.19
Mondelez Int (MDLZ) 0.1 $1.1M 27k 40.11
Sprouts Fmrs Mkt (SFM) 0.1 $1.0M 35k 29.03
iShares MSCI Emerging Markets Indx (EEM) 0.1 $853k 25k 34.26
Bank of America Corporation (BAC) 0.1 $852k 63k 13.52
Novartis (NVS) 0.1 $829k 11k 72.41
iShares MSCI EAFE Index Fund (EFA) 0.1 $920k 16k 57.14
iShares Russell 2000 Index (IWM) 0.1 $940k 8.5k 110.59
Lockheed Martin Corporation (LMT) 0.1 $775k 3.5k 221.43
Deere & Company (DE) 0.1 $756k 9.8k 77.02
CBOE Holdings (CBOE) 0.1 $665k 10k 65.36
Zoetis Inc Cl A (ZTS) 0.1 $731k 17k 44.31
Pfizer (PFE) 0.0 $593k 20k 29.65
EOG Resources (EOG) 0.0 $520k 7.2k 72.61
iShares NASDAQ Biotechnology Index (IBB) 0.0 $582k 2.2k 260.99
Celanese Corporation (CE) 0.0 $543k 8.3k 65.46
SPDR S&P Homebuilders (XHB) 0.0 $641k 19k 33.87
Paypal Holdings (PYPL) 0.0 $552k 14k 38.61
Bed Bath & Beyond 0.0 $483k 9.7k 49.68
Union Pacific Corporation (UNP) 0.0 $398k 5.0k 79.60
Analog Devices (ADI) 0.0 $444k 7.5k 59.20
McKesson Corporation (MCK) 0.0 $448k 2.9k 157.19
Diageo (DEO) 0.0 $505k 4.7k 107.91
Liberty Media 0.0 $466k 19k 25.23
Praxair 0.0 $435k 3.8k 114.47
Marathon Petroleum Corp (MPC) 0.0 $372k 10k 37.20
Phillips 66 (PSX) 0.0 $433k 5.0k 86.60
Chubb Corporation 0.0 $315k 2.6k 119.09
Waste Management (WM) 0.0 $278k 4.7k 58.95
Valero Energy Corporation (VLO) 0.0 $310k 4.8k 64.20
Hershey Company (HSY) 0.0 $267k 2.9k 92.07
Visa (V) 0.0 $225k 2.9k 76.56
Edison International (EIX) 0.0 $362k 5.0k 71.84
Anadarko Petroleum Corporation 0.0 $125k 2.7k 46.75
eBay (EBAY) 0.0 $143k 6.0k 23.89
Starbucks Corporation (SBUX) 0.0 $213k 3.6k 59.56
Amazon (AMZN) 0.0 $207k 348.00 594.83
Skyworks Solutions (SWKS) 0.0 $192k 2.5k 77.70
FleetCor Technologies (FLT) 0.0 $142k 957.00 148.38
Ionis Pharmaceuticals (IONS) 0.0 $106k 2.6k 40.68
Ishares Tr Index option 0.0 $40k 6.4k 6.36