Parametric Risk Advisors as of March 31, 2011
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 114 positions in its portfolio as reported in the March 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Zimmer Holdings (ZBH) | 64.8 | $1757B | 29M | 60530.00 | |
| Hewlett-Packard Company | 5.6 | $153B | 3.7M | 40970.00 | |
| Comcast Corporation | 1.9 | $51B | 2.2M | 23220.00 | |
| Exxon Mobil Corporation (XOM) | 1.7 | $47B | 552k | 84130.00 | |
| Wal-Mart Stores (WMT) | 1.6 | $42B | 808k | 52050.00 | |
| Oracle Corporation (ORCL) | 1.6 | $42B | 1.3M | 33432.50 | |
| United Parcel Service (UPS) | 1.4 | $39B | 522k | 74320.00 | |
| Fastenal Company (FAST) | 1.4 | $39B | 600k | 64830.00 | |
| Autodesk (ADSK) | 1.3 | $35B | 800k | 44110.00 | |
| Merck & Co | 1.2 | $32B | 964k | 33010.00 | |
| JPMorgan Chase & Co. (JPM) | 1.2 | $32B | 683k | 46100.00 | |
| General Electric Company | 1.0 | $27B | 1.3M | 20050.00 | |
| Berkshire Hathaway Inc. Class B | 0.9 | $24B | 286k | 83630.00 | |
| Paccar (PCAR) | 0.8 | $22B | 428k | 52360.00 | |
| Johnson & Johnson (JNJ) | 0.8 | $22B | 371k | 59250.00 | |
| Invesco (IVZ) | 0.7 | $19B | 750k | 25560.00 | |
| Kimco Realty Corporation (KIM) | 0.7 | $18B | 1.0M | 18340.00 | |
| D.R. Horton (DHI) | 0.6 | $18B | 1.5M | 11650.00 | |
| McDonald's Corporation (MCD) | 0.6 | $17B | 224k | 76090.00 | |
| Procter & Gamble Company (PG) | 0.5 | $14B | 220k | 61600.00 | |
| Flowers Foods (FLO) | 0.4 | $11B | 416k | 27230.00 | |
| Goldman Sachs (GS) | 0.4 | $10B | 64k | 158600.00 | |
| Cisco Systems (CSCO) | 0.4 | $10B | 605k | 17150.00 | |
| International Business Machines (IBM) | 0.4 | $10B | 62k | 163070.00 | |
| Dow Chemical Company | 0.3 | $8.9B | 235k | 37750.00 | |
| Spdr S&p 500 Etf (SPY) | 0.3 | $8.2B | 62k | 132590.00 | |
| C.H. Robinson Worldwide (CHRW) | 0.3 | $8.2B | 110k | 74130.00 | |
| Wells Fargo & Company (WFC) | 0.3 | $7.9B | 249k | 31710.00 | |
| Apple (AAPL) | 0.3 | $7.2B | 21k | 348508.00 | |
| Colgate-Palmolive Company (CL) | 0.2 | $6.4B | 79k | 80760.00 | |
| ConocoPhillips (COP) | 0.2 | $6.5B | 82k | 79860.00 | |
| Automatic Data Processing (ADP) | 0.2 | $5.9B | 115k | 51310.00 | |
| General Mills (GIS) | 0.2 | $5.5B | 150k | 36550.00 | |
| Philip Morris International (PM) | 0.2 | $5.6B | 85k | 65630.00 | |
| Emerson Electric (EMR) | 0.2 | $5.0B | 86k | 58430.00 | |
| Corning Incorporated (GLW) | 0.2 | $4.6B | 221k | 20630.00 | |
| Danaher Corporation (DHR) | 0.2 | $4.6B | 88k | 51900.00 | |
| Microsoft Corporation (MSFT) | 0.2 | $4.4B | 175k | 25390.00 | |
| 0.2 | $4.4B | 7.5k | 586760.00 | ||
| Pepsi (PEP) | 0.1 | $4.1B | 64k | 64410.00 | |
| Hess (HES) | 0.1 | $3.9B | 46k | 85210.00 | |
| Monsanto Company | 0.1 | $3.6B | 49k | 72260.00 | |
| Pfizer (PFE) | 0.1 | $3.6B | 177k | 20310.00 | |
| Apache Corporation | 0.1 | $3.6B | 27k | 130920.00 | |
| Newmont Mining Corporation (NEM) | 0.1 | $3.5B | 64k | 54580.00 | |
| UnitedHealth (UNH) | 0.1 | $3.7B | 81k | 45200.00 | |
| Coca-Cola Company (KO) | 0.1 | $3.2B | 49k | 66340.00 | |
| Intel Corporation (INTC) | 0.1 | $3.3B | 163k | 20180.00 | |
| Amazon (AMZN) | 0.1 | $3.1B | 18k | 180130.00 | |
| iShares Lehman Aggregate Bond (AGG) | 0.1 | $3.3B | 32k | 105130.00 | |
| Home Depot (HD) | 0.1 | $3.0B | 81k | 37060.00 | |
| Halliburton Company (HAL) | 0.1 | $2.9B | 57k | 49840.00 | |
| Marsh & McLennan Companies (MMC) | 0.1 | $3.0B | 100k | 29810.00 | |
| CBL & Associates Properties | 0.1 | $3.0B | 170k | 17420.00 | |
| Comcast Corporation (CMCSA) | 0.1 | $2.8B | 113k | 24720.00 | |
| Peabody Energy Corporation | 0.1 | $2.7B | 38k | 71960.00 | |
| AmerisourceBergen (COR) | 0.1 | $2.7B | 69k | 39560.00 | |
| Citi | 0.1 | $2.7B | 600k | 4420.00 | |
| Qualcomm (QCOM) | 0.1 | $2.6B | 48k | 54830.00 | |
| salesforce (CRM) | 0.1 | $2.8B | 21k | 133580.00 | |
| St. Jude Medical | 0.1 | $2.8B | 54k | 51260.00 | |
| Medtronic | 0.1 | $2.4B | 62k | 39350.00 | |
| Occidental Petroleum Corporation (OXY) | 0.1 | $2.5B | 24k | 104490.00 | |
| Ford Motor Company (F) | 0.1 | $2.4B | 163k | 14910.00 | |
| Hca Holdings (HCA) | 0.1 | $2.5B | 74k | 33870.00 | |
| State Street Corporation (STT) | 0.1 | $2.1B | 47k | 44940.00 | |
| American Express Company (AXP) | 0.1 | $2.1B | 46k | 45200.00 | |
| Covidien | 0.1 | $2.2B | 42k | 51940.00 | |
| Schlumberger (SLB) | 0.1 | $2.3B | 24k | 93260.00 | |
| Target Corporation (TGT) | 0.1 | $2.0B | 41k | 50010.00 | |
| United Technologies Corporation | 0.1 | $2.1B | 24k | 84650.00 | |
| PG&E Corporation (PCG) | 0.1 | $2.2B | 49k | 44180.00 | |
| Estee Lauder Companies (EL) | 0.1 | $2.0B | 21k | 96360.00 | |
| MetLife (MET) | 0.1 | $2.0B | 44k | 44730.00 | |
| Fresenius Medical Care AG & Co. (FMS) | 0.1 | $1.8B | 27k | 67520.00 | |
| At&t (T) | 0.1 | $1.7B | 55k | 30610.00 | |
| Time Warner | 0.1 | $1.6B | 44k | 35700.00 | |
| Prudential Financial (PRU) | 0.1 | $1.7B | 28k | 61580.00 | |
| Lincoln National Corporation (LNC) | 0.1 | $1.4B | 46k | 30040.00 | |
| DaVita (DVA) | 0.1 | $1.3B | 15k | 85510.00 | |
| AvalonBay Communities (AVB) | 0.1 | $1.3B | 11k | 120080.00 | |
| Celgene Corporation | 0.1 | $1.5B | 25k | 57575.00 | |
| PNC Financial Services (PNC) | 0.0 | $1.2B | 19k | 62990.00 | |
| Expeditors International of Washington (EXPD) | 0.0 | $993M | 20k | 50150.00 | |
| American Tower Corporation | 0.0 | $987M | 19k | 51820.00 | |
| AFLAC Incorporated (AFL) | 0.0 | $1.2B | 23k | 52780.00 | |
| Verizon Communications (VZ) | 0.0 | $961M | 25k | 38540.00 | |
| Royal Dutch Shell | 0.0 | $1.1B | 15k | 72860.00 | |
| American Electric Power Company (AEP) | 0.0 | $1.0B | 30k | 35140.00 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $1.1B | 19k | 55550.00 | |
| Goldcorp | 0.0 | $981M | 20k | 49800.00 | |
| Boston Properties (BXP) | 0.0 | $1.2B | 12k | 94850.00 | |
| Norfolk Southern (NSC) | 0.0 | $771M | 11k | 69270.00 | |
| Medco Health Solutions | 0.0 | $894M | 16k | 56160.00 | |
| 3M Company (MMM) | 0.0 | $774M | 8.3k | 93500.00 | |
| Kraft Foods | 0.0 | $872M | 28k | 31360.00 | |
| Silver Wheaton Corp | 0.0 | $884M | 20k | 43360.00 | |
| Vanguard Total Bond Market ETF (BND) | 0.0 | $896M | 11k | 80020.00 | |
| Bank of New York Mellon Corporation (BK) | 0.0 | $620M | 21k | 29870.00 | |
| Amgen (AMGN) | 0.0 | $580M | 11k | 53450.00 | |
| Boeing Company (BA) | 0.0 | $177M | 2.4k | 73930.00 | |
| Campbell Soup Company (CPB) | 0.0 | $136M | 4.1k | 33110.00 | |
| Honeywell International (HON) | 0.0 | $149M | 2.5k | 59710.00 | |
| Texas Instruments Incorporated (TXN) | 0.0 | $138M | 4.0k | 34560.00 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.0 | $276M | 4.6k | 60080.00 | |
| H.J. Heinz Company | 0.0 | $151M | 3.1k | 48820.00 | |
| iShares Russell 2000 Index (IWM) | 0.0 | $311M | 3.7k | 84170.00 | |
| Bank of America Corporation (BAC) | 0.0 | $49M | 3.7k | 13330.00 | |
| Hospira | 0.0 | $127M | 2.3k | 55200.00 | |
| Energizer Holdings | 0.0 | $93M | 1.3k | 71160.00 | |
| Aegon | 0.0 | $135k | 18.00 | 7500.00 | |
| Clorox Company (CLX) | 0.0 | $105M | 1.5k | 70070.00 | |
| Fifth Third Ban (FITB) | 0.0 | $4.2M | 300.00 | 13885.00 | |
| Yahoo! | 0.0 | $50M | 3.0k | 16680.00 |
