Parametric Risk Advisors as of June 30, 2011
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 118 positions in its portfolio as reported in the June 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Zimmer Holdings (ZBH) | 64.8 | $1949B | 31M | 63200.00 | |
| Agilent Technologies Inc C ommon (A) | 4.8 | $143B | 2.8M | 51110.00 | |
| Hewlett-Packard Company | 4.5 | $136B | 3.7M | 36400.00 | |
| Comcast Corporation | 1.8 | $53B | 2.2M | 24230.00 | |
| United Parcel Service (UPS) | 1.7 | $51B | 694k | 72930.00 | |
| Exxon Mobil Corporation (XOM) | 1.6 | $48B | 587k | 81380.00 | |
| Fastenal Company (FAST) | 1.4 | $43B | 1.2M | 35990.00 | |
| Wal-Mart Stores (WMT) | 1.3 | $40B | 752k | 53140.00 | |
| Oracle Corporation (ORCL) | 1.3 | $40B | 1.2M | 32910.00 | |
| Autodesk (ADSK) | 1.0 | $31B | 800k | 38600.00 | |
| JPMorgan Chase & Co. (JPM) | 1.0 | $30B | 733k | 40940.00 | |
| Merck & Co | 0.9 | $28B | 805k | 35290.00 | |
| General Electric Company | 0.9 | $26B | 1.4M | 18860.00 | |
| Berkshire Hathaway Inc. Class B | 0.7 | $22B | 286k | 77390.00 | |
| Paccar (PCAR) | 0.7 | $22B | 428k | 51090.00 | |
| Procter & Gamble Company (PG) | 0.7 | $22B | 342k | 63570.00 | |
| Johnson & Johnson (JNJ) | 0.7 | $21B | 317k | 66520.00 | |
| Kimco Realty Corporation (KIM) | 0.6 | $19B | 1.0M | 18640.00 | |
| McDonald's Corporation (MCD) | 0.6 | $18B | 212k | 84320.00 | |
| Invesco (IVZ) | 0.6 | $18B | 750k | 23400.00 | |
| D.R. Horton (DHI) | 0.6 | $17B | 1.5M | 11520.00 | |
| Coca-Cola Company (KO) | 0.4 | $12B | 174k | 67290.00 | |
| C.H. Robinson Worldwide (CHRW) | 0.3 | $8.7B | 110k | 78840.00 | |
| Dow Chemical Company | 0.3 | $8.5B | 235k | 36000.00 | |
| Goldman Sachs (GS) | 0.3 | $8.1B | 61k | 133090.00 | |
| Spdr S&p 500 Etf (SPY) | 0.3 | $8.1B | 62k | 131970.00 | |
| International Business Machines (IBM) | 0.3 | $7.7B | 45k | 171550.00 | |
| Colgate-Palmolive Company (CL) | 0.2 | $6.9B | 79k | 87410.00 | |
| Wells Fargo & Company (WFC) | 0.2 | $6.0B | 213k | 28060.00 | |
| General Mills (GIS) | 0.2 | $5.6B | 150k | 37220.00 | |
| Apple (AAPL) | 0.2 | $5.3B | 16k | 335670.00 | |
| Philip Morris International (PM) | 0.2 | $5.3B | 80k | 66770.00 | |
| ConocoPhillips (COP) | 0.2 | $4.7B | 62k | 75190.00 | |
| Qualcomm (QCOM) | 0.2 | $4.8B | 85k | 56790.00 | |
| Corning Incorporated (GLW) | 0.1 | $4.3B | 238k | 18150.00 | |
| UnitedHealth (UNH) | 0.1 | $4.2B | 81k | 51580.00 | |
| Pfizer (PFE) | 0.1 | $4.0B | 196k | 20600.00 | |
| Illinois Tool Works (ITW) | 0.1 | $3.8B | 68k | 56490.00 | |
| Intel Corporation (INTC) | 0.1 | $3.6B | 163k | 22160.00 | |
| Eli Lilly & Co. (LLY) | 0.1 | $3.4B | 90k | 37530.00 | |
| Newmont Mining Corporation (NEM) | 0.1 | $3.4B | 64k | 53970.00 | |
| Danaher Corporation (DHR) | 0.1 | $3.4B | 65k | 52990.00 | |
| Amazon (AMZN) | 0.1 | $3.3B | 16k | 204490.00 | |
| Estee Lauder Companies (EL) | 0.1 | $3.2B | 31k | 105190.00 | |
| iShares Lehman Aggregate Bond (AGG) | 0.1 | $3.4B | 32k | 106670.00 | |
| Best Buy (BBY) | 0.1 | $2.9B | 94k | 31410.00 | |
| AmerisourceBergen (COR) | 0.1 | $3.0B | 73k | 41400.00 | |
| Marsh & McLennan Companies (MMC) | 0.1 | $3.1B | 100k | 31190.00 | |
| Pepsi (PEP) | 0.1 | $2.9B | 41k | 70430.00 | |
| St. Jude Medical | 0.1 | $3.1B | 65k | 47680.00 | |
| CBL & Associates Properties | 0.1 | $3.1B | 170k | 18130.00 | |
| At&t (T) | 0.1 | $2.6B | 82k | 31410.00 | |
| Hca Holdings (HCA) | 0.1 | $2.8B | 86k | 33000.00 | |
| Comcast Corporation (CMCSA) | 0.1 | $2.3B | 91k | 25340.00 | |
| Microsoft Corporation (MSFT) | 0.1 | $2.4B | 93k | 26000.00 | |
| American Express Company (AXP) | 0.1 | $2.3B | 44k | 51700.00 | |
| Monsanto Company | 0.1 | $2.6B | 35k | 72540.00 | |
| Medtronic | 0.1 | $2.4B | 62k | 38530.00 | |
| Halliburton Company (HAL) | 0.1 | $2.3B | 45k | 51000.00 | |
| Moody's Corporation (MCO) | 0.1 | $2.2B | 58k | 38350.00 | |
| Covidien | 0.1 | $2.0B | 38k | 53230.00 | |
| Apache Corporation | 0.1 | $2.0B | 16k | 123390.00 | |
| Hess (HES) | 0.1 | $2.2B | 29k | 74760.00 | |
| Ford Motor Company (F) | 0.1 | $2.1B | 150k | 13790.00 | |
| Fresenius Medical Care AG & Co. (FMS) | 0.1 | $2.2B | 30k | 74700.00 | |
| Emerson Electric (EMR) | 0.1 | $1.8B | 32k | 56250.00 | |
| United Technologies Corporation | 0.1 | $1.9B | 21k | 88510.00 | |
| Citi | 0.1 | $1.9B | 45k | 41640.00 | |
| PG&E Corporation (PCG) | 0.1 | $1.9B | 46k | 42030.00 | |
| MetLife (MET) | 0.1 | $1.7B | 39k | 43870.00 | |
| Costco Wholesale Corporation (COST) | 0.1 | $1.4B | 17k | 81240.00 | |
| AFLAC Incorporated (AFL) | 0.1 | $1.5B | 31k | 46680.00 | |
| Harris Corporation | 0.1 | $1.5B | 33k | 45060.00 | |
| Macy's (M) | 0.1 | $1.6B | 55k | 29240.00 | |
| Schlumberger (SLB) | 0.1 | $1.6B | 19k | 86400.00 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.1 | $1.6B | 30k | 52900.00 | |
| 0.1 | $1.6B | 3.1k | 506380.00 | ||
| priceline.com Incorporated | 0.1 | $1.5B | 2.8k | 511930.00 | |
| Celgene Corporation | 0.1 | $1.4B | 23k | 60320.00 | |
| Home Depot (HD) | 0.0 | $1.1B | 31k | 36220.00 | |
| Peabody Energy Corporation | 0.0 | $1.1B | 18k | 58910.00 | |
| DaVita (DVA) | 0.0 | $1.2B | 13k | 86610.00 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $1.3B | 12k | 104040.00 | |
| AvalonBay Communities (AVB) | 0.0 | $1.3B | 9.9k | 128400.00 | |
| Netflix (NFLX) | 0.0 | $1.3B | 5.0k | 262690.00 | |
| Boston Properties (BXP) | 0.0 | $1.1B | 10k | 106160.00 | |
| PNC Financial Services (PNC) | 0.0 | $1.0B | 17k | 59610.00 | |
| Lincoln National Corporation (LNC) | 0.0 | $891M | 31k | 28490.00 | |
| Teva Pharmaceutical Industries (TEVA) | 0.0 | $888M | 18k | 48220.00 | |
| Norfolk Southern (NSC) | 0.0 | $834M | 11k | 74930.00 | |
| 3M Company (MMM) | 0.0 | $785M | 8.3k | 94850.00 | |
| American Tower Corporation | 0.0 | $889M | 17k | 52330.00 | |
| Kraft Foods | 0.0 | $951M | 27k | 35230.00 | |
| Automatic Data Processing (ADP) | 0.0 | $775M | 15k | 52680.00 | |
| Verizon Communications (VZ) | 0.0 | $768M | 21k | 37230.00 | |
| Royal Dutch Shell | 0.0 | $1.0B | 15k | 71130.00 | |
| American Electric Power Company (AEP) | 0.0 | $1.0B | 28k | 37680.00 | |
| PPL Corporation (PPL) | 0.0 | $954M | 34k | 27830.00 | |
| Goldcorp | 0.0 | $826M | 17k | 48270.00 | |
| Cleveland Cliffs Inc Com Stk | 0.0 | $989M | 11k | 92450.00 | |
| Vanguard Total Bond Market ETF (BND) | 0.0 | $909M | 11k | 81160.00 | |
| Bank of New York Mellon Corporation (BK) | 0.0 | $532M | 21k | 25620.00 | |
| Amgen (AMGN) | 0.0 | $633M | 11k | 58350.00 | |
| Ecolab (ECL) | 0.0 | $341M | 6.1k | 56380.00 | |
| Boeing Company (BA) | 0.0 | $177M | 2.4k | 73930.00 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.0 | $277M | 4.6k | 60140.00 | |
| H.J. Heinz Company | 0.0 | $165M | 3.1k | 53280.00 | |
| iShares Russell 2000 Index (IWM) | 0.0 | $306M | 3.7k | 82800.00 | |
| Bank of America Corporation (BAC) | 0.0 | $41M | 3.7k | 10960.00 | |
| Hospira | 0.0 | $130M | 2.3k | 56660.00 | |
| Campbell Soup Company (CPB) | 0.0 | $142M | 4.1k | 34550.00 | |
| Energizer Holdings | 0.0 | $94M | 1.3k | 72360.00 | |
| Aegon | 0.0 | $122k | 18.00 | 6800.00 | |
| Honeywell International (HON) | 0.0 | $149M | 2.5k | 59590.00 | |
| Texas Instruments Incorporated (TXN) | 0.0 | $131M | 4.0k | 32830.00 | |
| Clorox Company (CLX) | 0.0 | $101M | 1.5k | 67440.00 | |
| Fifth Third Ban (FITB) | 0.0 | $3.8M | 300.00 | 12750.00 | |
| Yahoo! | 0.0 | $45M | 3.0k | 15040.00 |
