Parametric Risk Advisors as of March 31, 2012
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 134 positions in its portfolio as reported in the March 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Zions Bancorporation (ZION) | 34.7 | $669B | 31M | 21460.00 | |
| Agilent Technologies Inc C ommon (A) | 6.5 | $125B | 2.8M | 44510.00 | |
| Hewlett-Packard Company | 4.6 | $89B | 3.7M | 23830.00 | |
| United Parcel Service (UPS) | 3.9 | $75B | 934k | 80720.00 | |
| Fastenal Company (FAST) | 3.4 | $65B | 1.2M | 54100.00 | |
| Paccar (PCAR) | 3.2 | $62B | 1.3M | 46830.00 | |
| Exxon Mobil Corporation (XOM) | 3.0 | $57B | 656k | 86730.00 | |
| Comcast Corporation | 2.6 | $50B | 1.7M | 29510.00 | |
| Wal-Mart Stores (WMT) | 2.4 | $46B | 750k | 61200.00 | |
| Kellogg Company (K) | 1.9 | $36B | 678k | 53630.00 | |
| Oracle Corporation (ORCL) | 1.9 | $36B | 1.2M | 29160.00 | |
| Berkshire Hathaway Inc. Class B | 1.8 | $34B | 420k | 81150.00 | |
| Autodesk (ADSK) | 1.8 | $34B | 800k | 42320.00 | |
| JPMorgan Chase & Co. (JPM) | 1.7 | $32B | 700k | 45980.00 | |
| Merck & Co | 1.4 | $27B | 708k | 38400.00 | |
| Kimco Realty Corporation (KIM) | 1.2 | $24B | 1.3M | 19260.00 | |
| D.R. Horton (DHI) | 1.2 | $23B | 1.5M | 15170.00 | |
| iShares Dow Jones US Real Estate (IYR) | 1.1 | $22B | 350k | 62300.00 | |
| General Electric Company | 1.1 | $21B | 1.0M | 20070.00 | |
| Invesco (IVZ) | 1.0 | $20B | 750k | 26670.00 | |
| Procter & Gamble Company (PG) | 0.9 | $17B | 257k | 67210.00 | |
| McDonald's Corporation (MCD) | 0.8 | $16B | 165k | 98100.00 | |
| Coca-Cola Company (KO) | 0.8 | $16B | 212k | 74010.00 | |
| Wells Fargo & Company (WFC) | 0.7 | $14B | 420k | 34140.00 | |
| Goldman Sachs (GS) | 0.7 | $14B | 112k | 124370.00 | |
| Ball Corporation (BALL) | 0.7 | $13B | 300k | 42880.00 | |
| Rbc Cad (RY) | 0.6 | $12B | 209k | 58050.00 | |
| Kohl's Corporation (KSS) | 0.5 | $10B | 207k | 50030.00 | |
| C.H. Robinson Worldwide (CHRW) | 0.5 | $10B | 155k | 65490.00 | |
| Intuit (INTU) | 0.5 | $9.0B | 150k | 60160.00 | |
| Colgate-Palmolive Company (CL) | 0.5 | $8.7B | 90k | 97780.00 | |
| Cme (CME) | 0.4 | $8.5B | 29k | 289330.00 | |
| TD Ameritrade Holding | 0.4 | $8.1B | 410k | 19740.00 | |
| Dow Chemical Company | 0.4 | $8.1B | 235k | 34640.00 | |
| Intel Corporation (INTC) | 0.4 | $8.1B | 287k | 28115.00 | |
| Morgan Stanley (MS) | 0.4 | $7.9B | 400k | 19640.00 | |
| Philip Morris International (PM) | 0.4 | $7.9B | 89k | 88610.00 | |
| Abbott Laboratories (ABT) | 0.4 | $7.7B | 125k | 61290.00 | |
| Eli Lilly & Co. (LLY) | 0.4 | $7.6B | 189k | 40265.00 | |
| Cisco Systems (CSCO) | 0.4 | $7.7B | 366k | 21150.00 | |
| ConocoPhillips (COP) | 0.4 | $7.4B | 98k | 76010.00 | |
| Baidu (BIDU) | 0.4 | $7.6B | 52k | 145770.00 | |
| International Business Machines (IBM) | 0.4 | $6.9B | 33k | 208650.00 | |
| Spdr S&p 500 Etf (SPY) | 0.3 | $6.1B | 44k | 140810.00 | |
| General Mills (GIS) | 0.3 | $5.9B | 150k | 39450.00 | |
| Apple (AAPL) | 0.3 | $5.5B | 9.3k | 599550.00 | |
| EOG Resources (EOG) | 0.3 | $5.6B | 50k | 111100.00 | |
| Zimmer Holdings (ZBH) | 0.3 | $5.1B | 80k | 64280.00 | |
| Green Mountain Coffee Roasters | 0.2 | $4.3B | 92k | 46840.00 | |
| CBL & Associates Properties | 0.2 | $3.8B | 200k | 18920.00 | |
| SYSCO Corporation (SYY) | 0.2 | $3.6B | 120k | 29860.00 | |
| JetBlue Airways Corporation (JBLU) | 0.2 | $3.7B | 748k | 4890.00 | |
| Northern Trust Corporation (NTRS) | 0.2 | $3.5B | 73k | 47450.00 | |
| CBOE Holdings (CBOE) | 0.2 | $3.4B | 120k | 28420.00 | |
| iShares Lehman Aggregate Bond (AGG) | 0.2 | $3.5B | 32k | 109850.00 | |
| Newmont Mining Corporation (NEM) | 0.2 | $3.3B | 64k | 51270.00 | |
| Credit Suisse Group | 0.2 | $3.3B | 116k | 28510.00 | |
| Marsh & McLennan Companies (MMC) | 0.2 | $3.3B | 100k | 32790.00 | |
| Qualcomm (QCOM) | 0.2 | $3.3B | 49k | 68060.00 | |
| BHP Billiton (BHP) | 0.2 | $3.3B | 45k | 72400.00 | |
| SPDR Dow Jones Industrial Average ETF (DIA) | 0.1 | $2.9B | 22k | 131800.00 | |
| Microsoft Corporation (MSFT) | 0.1 | $2.6B | 80k | 32255.00 | |
| Pfizer (PFE) | 0.1 | $2.5B | 112k | 22645.00 | |
| Stericycle (SRCL) | 0.1 | $2.5B | 30k | 83640.00 | |
| Leggett & Platt (LEG) | 0.1 | $2.4B | 104k | 23010.00 | |
| Medtronic | 0.1 | $2.3B | 60k | 39190.00 | |
| Danaher Corporation (DHR) | 0.1 | $2.2B | 39k | 56000.00 | |
| Johnson & Johnson (JNJ) | 0.1 | $1.9B | 29k | 65960.00 | |
| Emerson Electric (EMR) | 0.1 | $2.0B | 39k | 52180.00 | |
| Nike (NKE) | 0.1 | $2.0B | 19k | 108440.00 | |
| SanDisk Corporation | 0.1 | $1.9B | 38k | 49590.00 | |
| Kraft Foods | 0.1 | $1.7B | 44k | 38010.00 | |
| 0.1 | $1.8B | 2.8k | 641240.00 | ||
| Corning Incorporated (GLW) | 0.1 | $1.5B | 105k | 14080.00 | |
| American Express Company (AXP) | 0.1 | $1.5B | 26k | 57860.00 | |
| eBay (EBAY) | 0.1 | $1.5B | 42k | 36900.00 | |
| Celgene Corporation | 0.1 | $1.6B | 21k | 77520.00 | |
| At&t (T) | 0.1 | $1.4B | 45k | 31230.00 | |
| Gilead Sciences (GILD) | 0.1 | $1.3B | 26k | 48860.00 | |
| Pioneer Natural Resources (PXD) | 0.1 | $1.3B | 12k | 111590.00 | |
| Amazon (AMZN) | 0.1 | $1.3B | 6.4k | 202510.00 | |
| Monsanto Company | 0.1 | $1.2B | 15k | 79760.00 | |
| Home Depot (HD) | 0.1 | $1.1B | 22k | 50310.00 | |
| Allergan | 0.1 | $1.2B | 12k | 95430.00 | |
| Macy's (M) | 0.1 | $1.2B | 31k | 39730.00 | |
| Citi | 0.1 | $1.1B | 30k | 36550.00 | |
| Costco Wholesale Corporation (COST) | 0.1 | $947M | 10k | 90800.00 | |
| Walt Disney Company (DIS) | 0.1 | $971M | 22k | 43780.00 | |
| Covidien | 0.1 | $1.0B | 19k | 54680.00 | |
| Boeing Company (BA) | 0.1 | $948M | 13k | 74370.00 | |
| CenturyLink | 0.1 | $978M | 25k | 38650.00 | |
| Fluor Corporation (FLR) | 0.1 | $982M | 16k | 60040.00 | |
| Halliburton Company (HAL) | 0.1 | $951M | 29k | 33190.00 | |
| Occidental Petroleum Corporation (OXY) | 0.1 | $985M | 10k | 95230.00 | |
| Varian Medical Systems | 0.1 | $961M | 14k | 68960.00 | |
| Goldcorp | 0.1 | $987M | 22k | 45060.00 | |
| AECOM Technology Corporation (ACM) | 0.1 | $895M | 40k | 22370.00 | |
| Vanguard Total Bond Market ETF (BND) | 0.1 | $933M | 11k | 83280.00 | |
| Comcast Corporation (CMCSA) | 0.0 | $857M | 29k | 30010.00 | |
| PNC Financial Services (PNC) | 0.0 | $688M | 11k | 64490.00 | |
| Apache Corporation | 0.0 | $745M | 7.4k | 100440.00 | |
| Anadarko Petroleum Corporation | 0.0 | $729M | 9.3k | 78340.00 | |
| Deere & Company (DE) | 0.0 | $859M | 11k | 80900.00 | |
| UnitedHealth (UNH) | 0.0 | $844M | 14k | 58940.00 | |
| Visa (V) | 0.0 | $774M | 6.6k | 118000.00 | |
| St. Jude Medical | 0.0 | $848M | 19k | 44310.00 | |
| Bank of New York Mellon Corporation (BK) | 0.0 | $501M | 21k | 24130.00 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.0 | $648M | 27k | 24170.00 | |
| Union Pacific Corporation (UNP) | 0.0 | $546M | 5.1k | 107480.00 | |
| Royal Dutch Shell | 0.0 | $492M | 7.0k | 70130.00 | |
| Schlumberger (SLB) | 0.0 | $556M | 8.0k | 69930.00 | |
| AvalonBay Communities (AVB) | 0.0 | $603M | 4.3k | 141350.00 | |
| Estee Lauder Companies (EL) | 0.0 | $667M | 11k | 61940.00 | |
| Key (KEY) | 0.0 | $483M | 57k | 8500.00 | |
| MetLife (MET) | 0.0 | $666M | 18k | 37350.00 | |
| Cleveland Cliffs Inc Com Stk | 0.0 | $606M | 8.8k | 69260.00 | |
| Boston Properties (BXP) | 0.0 | $599M | 5.7k | 104990.00 | |
| Beam | 0.0 | $596M | 10k | 58570.00 | |
| Norfolk Southern (NSC) | 0.0 | $331M | 5.0k | 65830.00 | |
| Duke Energy Corporation | 0.0 | $446M | 21k | 21010.00 | |
| 3M Company (MMM) | 0.0 | $355M | 4.0k | 89210.00 | |
| AFLAC Incorporated (AFL) | 0.0 | $469M | 10k | 45990.00 | |
| Automatic Data Processing (ADP) | 0.0 | $382M | 6.9k | 55190.00 | |
| United Technologies Corporation | 0.0 | $405M | 4.9k | 82940.00 | |
| American Electric Power Company (AEP) | 0.0 | $452M | 12k | 38580.00 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $399M | 11k | 38040.00 | |
| EMC Corporation | 0.0 | $435M | 15k | 29880.00 | |
| Southern Company (SO) | 0.0 | $450M | 10k | 44930.00 | |
| PPL Corporation (PPL) | 0.0 | $468M | 17k | 28260.00 | |
| Sempra Energy (SRE) | 0.0 | $461M | 7.7k | 59960.00 | |
| Edison International (EIX) | 0.0 | $450M | 11k | 42510.00 | |
| iShares Russell 2000 Index (IWM) | 0.0 | $306M | 3.7k | 82810.00 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.0 | $253M | 4.6k | 54890.00 | |
| Kinder Morgan Energy Partners | 0.0 | $240M | 2.9k | 82750.00 |
