Parametric Risk Advisors

Parametric Risk Advisors as of June 30, 2012

Portfolio Holdings for Parametric Risk Advisors

Parametric Risk Advisors holds 137 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Zions Bancorporation (ZION) 34.2 $636B 33M 19420.00
Agilent Technologies Inc C ommon (A) 5.9 $110B 2.8M 39240.00
United Parcel Service (UPS) 5.5 $103B 1.3M 78760.00
Hewlett-Packard Company 4.0 $75B 3.7M 20110.00
Exxon Mobil Corporation (XOM) 3.0 $56B 655k 85570.00
Wal-Mart Stores (WMT) 2.9 $54B 775k 69720.00
Paccar (PCAR) 2.8 $52B 1.3M 39190.00
Comcast Corporation 2.7 $50B 1.6M 31400.00
Oracle Corporation (ORCL) 2.0 $36B 1.2M 29700.00
Berkshire Hathaway Inc. Class B 1.9 $35B 420k 83330.00
Kellogg Company (K) 1.8 $33B 678k 49330.00
Autodesk (ADSK) 1.5 $28B 800k 34990.00
Merck & Co 1.5 $28B 659k 41750.00
D.R. Horton (DHI) 1.5 $28B 1.5M 18380.00
JPMorgan Chase & Co. (JPM) 1.3 $24B 670k 35730.00
Kimco Realty Corporation (KIM) 1.3 $24B 1.3M 19030.00
General Electric Company 1.3 $24B 1.1M 20840.00
iShares Dow Jones US Real Estate (IYR) 1.2 $22B 350k 63935.00
Walt Disney Company (DIS) 1.2 $22B 446k 48500.00
Coca-Cola Company (KO) 1.0 $19B 248k 78190.00
Wells Fargo & Company (WFC) 0.9 $17B 521k 33440.00
Invesco (IVZ) 0.9 $17B 750k 22600.00
Microsoft Corporation (MSFT) 0.9 $17B 544k 30590.00
Procter & Gamble Company (PG) 0.8 $16B 259k 61250.00
McDonald's Corporation (MCD) 0.8 $15B 172k 88530.00
Schlumberger (SLB) 0.6 $12B 180k 64910.00
Ball Corporation (BALL) 0.6 $11B 275k 41050.00
Goldman Sachs (GS) 0.6 $11B 112k 95860.00
Rbc Cad (RY) 0.6 $11B 209k 51220.00
International Business Machines (IBM) 0.6 $10B 53k 195580.00
Kohl's Corporation (KSS) 0.5 $9.4B 207k 45490.00
Colgate-Palmolive Company (CL) 0.5 $9.3B 90k 104100.00
Intuit (INTU) 0.5 $8.9B 150k 59350.00
Morgan Stanley (MS) 0.5 $8.4B 577k 14590.00
Eli Lilly & Co. (LLY) 0.4 $8.1B 189k 42910.00
Intel Corporation (INTC) 0.4 $8.1B 306k 26650.00
Fastenal Company (FAST) 0.4 $8.1B 200k 40310.00
Cme (CME) 0.4 $7.8B 29k 268110.00
C.H. Robinson Worldwide (CHRW) 0.4 $7.8B 134k 58530.00
Dow Chemical Company 0.4 $7.4B 235k 31500.00
Philip Morris International (PM) 0.4 $7.3B 84k 87260.00
Pfizer (PFE) 0.4 $6.6B 287k 23000.00
Spdr S&p 500 Etf (SPY) 0.3 $5.9B 44k 136105.00
Cisco Systems (CSCO) 0.3 $5.9B 343k 17170.00
ConocoPhillips (COP) 0.3 $5.9B 105k 55880.00
Baidu (BIDU) 0.3 $6.0B 52k 114980.00
General Mills (GIS) 0.3 $5.8B 150k 38540.00
Abbott Laboratories (ABT) 0.3 $5.4B 83k 64470.00
Northern Trust Corporation (NTRS) 0.3 $5.2B 113k 46020.00
Zimmer Holdings (ZBH) 0.3 $5.1B 80k 64360.00
Google 0.3 $5.1B 8.7k 580070.00
Johnson & Johnson (JNJ) 0.2 $4.7B 70k 67560.00
EOG Resources (EOG) 0.2 $4.5B 50k 90110.00
Yum! Brands (YUM) 0.2 $4.0B 62k 64420.00
JetBlue Airways Corporation (JBLU) 0.2 $4.0B 748k 5300.00
CBL & Associates Properties 0.2 $3.9B 200k 19540.00
Emerson Electric (EMR) 0.2 $3.7B 79k 46580.00
SYSCO Corporation (SYY) 0.2 $3.6B 120k 29810.00
iShares Lehman Aggregate Bond (AGG) 0.2 $3.5B 32k 111300.00
CBOE Holdings (CBOE) 0.2 $3.3B 120k 27680.00
Newmont Mining Corporation (NEM) 0.2 $3.1B 64k 48510.00
Marsh & McLennan Companies (MMC) 0.2 $3.2B 100k 32230.00
BHP Billiton (BHP) 0.2 $3.0B 45k 65300.00
TD Ameritrade Holding 0.1 $2.7B 160k 17000.00
SPDR Dow Jones Industrial Average ETF (DIA) 0.1 $2.8B 22k 128450.00
Transocean Ordinary Shares 0.1 $2.7B 60k 44730.00
Apple (AAPL) 0.1 $2.4B 4.2k 584000.00
Nike (NKE) 0.1 $2.4B 27k 87780.00
Chevron Corporation (CVX) 0.1 $2.2B 21k 105500.00
Leggett & Platt (LEG) 0.1 $2.2B 104k 21130.00
Medtronic 0.1 $2.3B 60k 38730.00
Qualcomm (QCOM) 0.1 $2.2B 40k 55680.00
Stericycle (SRCL) 0.1 $2.2B 24k 91670.00
Progressive Corporation (PGR) 0.1 $2.0B 98k 20830.00
Credit Suisse Group 0.1 $2.1B 116k 18330.00
American Express Company (AXP) 0.1 $1.8B 31k 58210.00
Amgen (AMGN) 0.1 $1.8B 25k 72910.00
Kraft Foods 0.1 $1.7B 44k 38620.00
eBay (EBAY) 0.1 $1.5B 35k 42010.00
Corning Incorporated (GLW) 0.1 $1.4B 105k 12930.00
At&t (T) 0.1 $1.3B 37k 35660.00
Danaher Corporation (DHR) 0.1 $1.3B 25k 52080.00
General Dynamics Corporation (GD) 0.1 $1.2B 19k 65960.00
Hershey Company (HSY) 0.1 $1.3B 18k 72030.00
Amazon (AMZN) 0.1 $1.3B 5.9k 228350.00
SanDisk Corporation 0.1 $1.4B 38k 36480.00
Gilead Sciences (GILD) 0.1 $1.2B 22k 51280.00
Costco Wholesale Corporation (COST) 0.1 $990M 10k 95000.00
Monsanto Company 0.1 $873M 11k 82780.00
Boeing Company (BA) 0.1 $948M 13k 74300.00
CenturyLink 0.1 $1000M 25k 39490.00
Allergan 0.1 $911M 9.8k 92570.00
Deere & Company (DE) 0.1 $859M 11k 80870.00
Vanguard Total Bond Market ETF (BND) 0.1 $945M 11k 84380.00
Comcast Corporation (CMCSA) 0.0 $657M 21k 31970.00
PNC Financial Services (PNC) 0.0 $652M 11k 61110.00
Covidien 0.0 $761M 14k 53500.00
Union Pacific Corporation (UNP) 0.0 $719M 6.0k 119310.00
Halliburton Company (HAL) 0.0 $777M 27k 28390.00
Occidental Petroleum Corporation (OXY) 0.0 $706M 8.2k 85770.00
United Technologies Corporation 0.0 $682M 9.0k 75530.00
UnitedHealth (UNH) 0.0 $728M 12k 58500.00
Citi 0.0 $826M 30k 27410.00
Visa (V) 0.0 $811M 6.6k 123630.00
Varian Medical Systems 0.0 $656M 11k 60770.00
Celgene Corporation 0.0 $803M 13k 64160.00
St. Jude Medical 0.0 $664M 17k 39910.00
Suntrust Banks Inc $1.00 Par Cmn 0.0 $649M 27k 24230.00
Apache Corporation 0.0 $558M 6.3k 87890.00
Fluor Corporation (FLR) 0.0 $630M 13k 49340.00
Macy's (M) 0.0 $516M 15k 34350.00
Royal Dutch Shell 0.0 $473M 7.0k 67430.00
AvalonBay Communities (AVB) 0.0 $604M 4.3k 141480.00
salesforce (CRM) 0.0 $502M 3.6k 138260.00
MetLife (MET) 0.0 $550M 18k 30850.00
Boston Properties (BXP) 0.0 $618M 5.7k 108370.00
Bank of New York Mellon Corporation (BK) 0.0 $456M 21k 21950.00
Home Depot (HD) 0.0 $391M 7.4k 52990.00
Duke Energy Corporation 0.0 $366M 16k 23060.00
AFLAC Incorporated (AFL) 0.0 $434M 10k 42590.00
Anadarko Petroleum Corporation 0.0 $448M 6.8k 66200.00
American Electric Power Company (AEP) 0.0 $355M 8.9k 39900.00
Freeport-McMoRan Copper & Gold (FCX) 0.0 $357M 11k 34070.00
EMC Corporation 0.0 $373M 15k 25630.00
Southern Company (SO) 0.0 $363M 7.8k 46300.00
PPL Corporation (PPL) 0.0 $365M 13k 27810.00
Sempra Energy (SRE) 0.0 $461M 6.7k 68880.00
Celanese Corporation (CE) 0.0 $297M 8.6k 34620.00
Edison International (EIX) 0.0 $388M 8.4k 46200.00
iShares Russell 2000 Index (IWM) 0.0 $294M 3.7k 79560.00
Cleveland Cliffs Inc Com Stk 0.0 $432M 8.8k 49290.00
Beam 0.0 $429M 6.9k 62490.00
Norfolk Southern (NSC) 0.0 $175M 2.4k 71770.00
3M Company (MMM) 0.0 $168M 1.9k 89600.00
Automatic Data Processing (ADP) 0.0 $185M 3.3k 55660.00
iShares MSCI EAFE Index Fund (EFA) 0.0 $230M 4.6k 49960.00
Kinder Morgan Energy Partners 0.0 $228M 2.9k 78580.00