Parametric Risk Advisors as of Sept. 30, 2011
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 126 positions in its portfolio as reported in the September 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Zimmer Holdings (ZBH) | 64.1 | $1550B | 30M | 52330.00 | |
| Hewlett-Packard Company | 6.7 | $161B | 3.8M | 42070.00 | |
| Wal-Mart Stores (WMT) | 1.8 | $44B | 815k | 53520.00 | |
| Exxon Mobil Corporation (XOM) | 1.7 | $41B | 663k | 61790.00 | |
| Oracle Corporation (ORCL) | 1.4 | $34B | 1.3M | 26850.00 | |
| United Parcel Service (UPS) | 1.3 | $33B | 487k | 66690.00 | |
| Merck & Co | 1.3 | $32B | 866k | 36810.00 | |
| Fastenal Company (FAST) | 1.3 | $32B | 600k | 53190.00 | |
| Comcast Corporation | 1.1 | $26B | 1.5M | 17010.00 | |
| Cisco Systems (CSCO) | 1.0 | $25B | 1.1M | 21900.00 | |
| General Electric Company | 0.9 | $23B | 1.4M | 16250.00 | |
| Berkshire Hathaway Inc. Class B | 0.8 | $20B | 236k | 82680.00 | |
| McDonald's Corporation (MCD) | 0.7 | $18B | 239k | 74510.00 | |
| D.R. Horton (DHI) | 0.7 | $17B | 1.5M | 11120.00 | |
| JPMorgan Chase & Co. (JPM) | 0.6 | $14B | 368k | 38060.00 | |
| Verizon Communications (VZ) | 0.5 | $12B | 378k | 32590.00 | |
| International Business Machines (IBM) | 0.5 | $12B | 89k | 134140.00 | |
| Goldman Sachs (GS) | 0.4 | $10B | 71k | 144580.00 | |
| Valero Energy Corporation (VLO) | 0.4 | $11B | 600k | 17510.00 | |
| Colgate-Palmolive Company (CL) | 0.4 | $11B | 136k | 76860.00 | |
| Flowers Foods (FLO) | 0.4 | $10B | 416k | 24840.00 | |
| Spdr S&p 500 Etf (SPY) | 0.4 | $9.8B | 86k | 114130.00 | |
| Kimco Realty Corporation (KIM) | 0.4 | $9.8B | 625k | 15740.00 | |
| Apple (AAPL) | 0.4 | $9.3B | 33k | 283750.00 | |
| C.H. Robinson Worldwide (CHRW) | 0.4 | $9.5B | 136k | 69920.00 | |
| Johnson & Johnson (JNJ) | 0.4 | $8.6B | 139k | 61960.00 | |
| iShares Lehman Aggregate Bond (AGG) | 0.3 | $7.9B | 73k | 108650.00 | |
| Invesco (IVZ) | 0.3 | $7.4B | 350k | 21230.00 | |
| ConocoPhillips (COP) | 0.3 | $7.3B | 126k | 57430.00 | |
| Pfizer (PFE) | 0.3 | $6.5B | 380k | 17170.00 | |
| Dow Chemical Company | 0.3 | $6.5B | 235k | 27460.00 | |
| Procter & Gamble Company (PG) | 0.2 | $5.9B | 99k | 59970.00 | |
| Pepsi (PEP) | 0.2 | $5.2B | 79k | 66440.00 | |
| 0.2 | $5.2B | 9.9k | 525790.00 | ||
| Microsoft Corporation (MSFT) | 0.2 | $4.9B | 202k | 24490.00 | |
| Automatic Data Processing (ADP) | 0.2 | $4.8B | 115k | 42030.00 | |
| Goldcorp | 0.2 | $4.8B | 111k | 43520.00 | |
| Chevron Corporation (CVX) | 0.2 | $4.7B | 58k | 81050.00 | |
| At&t (T) | 0.2 | $4.7B | 165k | 28600.00 | |
| Schlumberger (SLB) | 0.2 | $4.7B | 76k | 61610.00 | |
| Newmont Mining Corporation (NEM) | 0.2 | $4.0B | 64k | 62810.00 | |
| Wells Fargo & Company (WFC) | 0.2 | $4.2B | 167k | 25115.00 | |
| Emerson Electric (EMR) | 0.2 | $4.2B | 79k | 52660.00 | |
| Coca-Cola Company (KO) | 0.2 | $3.9B | 67k | 58520.00 | |
| Amazon (AMZN) | 0.2 | $3.9B | 25k | 157060.00 | |
| Home Depot (HD) | 0.1 | $3.7B | 115k | 31680.00 | |
| Abbott Laboratories (ABT) | 0.1 | $3.7B | 70k | 52240.00 | |
| Apache Corporation | 0.1 | $3.5B | 36k | 97760.00 | |
| Intel Corporation (INTC) | 0.1 | $3.6B | 187k | 19200.00 | |
| Corning Incorporated (GLW) | 0.1 | $3.4B | 183k | 18280.00 | |
| Bank of America Corporation (BAC) | 0.1 | $3.3B | 254k | 13102.50 | |
| Hess (HES) | 0.1 | $3.4B | 57k | 59120.00 | |
| Texas Instruments Incorporated (TXN) | 0.1 | $3.3B | 121k | 27140.00 | |
| AFLAC Incorporated (AFL) | 0.1 | $3.0B | 59k | 51710.00 | |
| Amgen (AMGN) | 0.1 | $3.1B | 57k | 55110.00 | |
| Occidental Petroleum Corporation (OXY) | 0.1 | $3.2B | 42k | 78300.00 | |
| MasterCard Incorporated (MA) | 0.1 | $2.8B | 12k | 224000.00 | |
| American Electric Power Company (AEP) | 0.1 | $2.9B | 79k | 36230.00 | |
| PG&E Corporation (PCG) | 0.1 | $2.8B | 62k | 45420.00 | |
| Public Service Enterprise (PEG) | 0.1 | $2.8B | 86k | 33080.00 | |
| Comcast Corporation (CMCSA) | 0.1 | $2.7B | 149k | 18080.00 | |
| Covidien | 0.1 | $2.6B | 65k | 40190.00 | |
| Best Buy (BBY) | 0.1 | $2.6B | 65k | 40830.00 | |
| Deere & Company (DE) | 0.1 | $2.7B | 39k | 69780.00 | |
| Philip Morris International (PM) | 0.1 | $2.6B | 46k | 56020.00 | |
| CSX Corporation (CSX) | 0.1 | $2.4B | 44k | 55320.00 | |
| Waste Management (WM) | 0.1 | $2.5B | 71k | 35740.00 | |
| Bristol Myers Squibb (BMY) | 0.1 | $2.5B | 92k | 27110.00 | |
| Medtronic | 0.1 | $2.5B | 75k | 33580.00 | |
| Halliburton Company (HAL) | 0.1 | $2.3B | 70k | 33070.00 | |
| Marsh & McLennan Companies (MMC) | 0.1 | $2.4B | 100k | 24120.00 | |
| Target Corporation (TGT) | 0.1 | $2.4B | 44k | 53440.00 | |
| TJX Companies (TJX) | 0.1 | $2.4B | 54k | 44630.00 | |
| General Dynamics Corporation (GD) | 0.1 | $2.5B | 40k | 62810.00 | |
| Illinois Tool Works (ITW) | 0.1 | $2.2B | 47k | 47020.00 | |
| iShares Russell 2000 Index (IWM) | 0.1 | $2.3B | 34k | 67500.00 | |
| MetLife (MET) | 0.1 | $2.2B | 57k | 38450.00 | |
| Vanguard Total Bond Market ETF (BND) | 0.1 | $2.1B | 26k | 82660.00 | |
| American Express Company (AXP) | 0.1 | $1.9B | 45k | 42030.00 | |
| Peabody Energy Corporation | 0.1 | $2.0B | 41k | 49010.00 | |
| Teva Pharmaceutical Industries (TEVA) | 0.1 | $1.8B | 35k | 52750.00 | |
| Citi | 0.1 | $1.9B | 490k | 3910.00 | |
| Qualcomm (QCOM) | 0.1 | $1.8B | 41k | 45132.50 | |
| Prudential Financial (PRU) | 0.1 | $1.9B | 36k | 54180.00 | |
| Fresenius Medical Care AG & Co. (FMS) | 0.1 | $1.9B | 30k | 61740.00 | |
| FedEx Corporation (FDX) | 0.1 | $1.8B | 21k | 85500.00 | |
| Walt Disney Company (DIS) | 0.1 | $1.6B | 49k | 33100.00 | |
| American Tower Corporation | 0.1 | $1.7B | 33k | 51260.00 | |
| AmerisourceBergen (COR) | 0.1 | $1.7B | 54k | 30660.00 | |
| CVS Caremark Corporation (CVS) | 0.1 | $1.7B | 55k | 31470.00 | |
| State Street Corporation (STT) | 0.1 | $1.4B | 37k | 37660.00 | |
| U.S. Bancorp (USB) | 0.1 | $1.6B | 73k | 21620.00 | |
| PNC Financial Services (PNC) | 0.1 | $1.5B | 29k | 51910.00 | |
| Lincoln National Corporation (LNC) | 0.1 | $1.4B | 58k | 23920.00 | |
| Time Warner | 0.1 | $1.3B | 44k | 30650.00 | |
| Lockheed Martin Corporation (LMT) | 0.1 | $1.4B | 20k | 71280.00 | |
| Xerox Corporation | 0.1 | $1.4B | 138k | 10350.00 | |
| AvalonBay Communities (AVB) | 0.1 | $1.5B | 14k | 103930.00 | |
| BHP Billiton (BHP) | 0.1 | $1.5B | 19k | 76320.00 | |
| Boston Properties (BXP) | 0.1 | $1.4B | 17k | 83120.00 | |
| Danaher Corporation (DHR) | 0.1 | $1.2B | 30k | 40610.00 | |
| Celgene Corporation | 0.1 | $1.1B | 20k | 57610.00 | |
| Monsanto Company | 0.0 | $920M | 19k | 47930.00 | |
| Royal Dutch Shell | 0.0 | $888M | 15k | 60300.00 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $909M | 11k | 85390.00 | |
| Norfolk Southern (NSC) | 0.0 | $663M | 11k | 59510.00 | |
| Medco Health Solutions | 0.0 | $829M | 16k | 52060.00 | |
| 3M Company (MMM) | 0.0 | $718M | 8.3k | 86710.00 | |
| Dun & Bradstreet Corporation | 0.0 | $534M | 7.2k | 74140.00 | |
| Hospira | 0.0 | $131M | 2.3k | 57010.00 | |
| Boeing Company (BA) | 0.0 | $160M | 2.4k | 66540.00 | |
| Campbell Soup Company (CPB) | 0.0 | $144M | 4.0k | 35750.00 | |
| H.J. Heinz Company | 0.0 | $143M | 3.0k | 47370.00 | |
| Baxter International (BAX) | 0.0 | $76M | 1.6k | 47710.00 | |
| Duke Energy Corporation | 0.0 | $115M | 6.5k | 17710.00 | |
| Cardinal Health (CAH) | 0.0 | $59M | 1.8k | 33040.00 | |
| Becton, Dickinson and (BDX) | 0.0 | $96M | 1.3k | 74100.00 | |
| Energizer Holdings | 0.0 | $87M | 1.3k | 67230.00 | |
| Aegon | 0.0 | $108k | 18.00 | 5990.00 | |
| Honeywell International (HON) | 0.0 | $110M | 2.5k | 43940.00 | |
| Macy's (M) | 0.0 | $6.2M | 268.00 | 23080.00 | |
| Clorox Company (CLX) | 0.0 | $100M | 1.5k | 66760.00 | |
| Fifth Third Ban (FITB) | 0.0 | $3.6M | 300.00 | 12030.00 | |
| Nestle SA Reg Shs. Ser. B Spons (NSRGY) | 0.0 | $14M | 252.00 | 53430.00 | |
| King Pharmaceuticals | 0.0 | $30M | 3.0k | 9960.00 | |
| Yahoo! | 0.0 | $43M | 3.0k | 14170.00 |
