Parametric Risk Advisors

Parametric Risk Advisors as of Dec. 31, 2011

Portfolio Holdings for Parametric Risk Advisors

Parametric Risk Advisors holds 124 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Zions Bancorporation (ZION) 31.7 $499B 31M 16280.00
Agilent Technologies Inc C ommon (A) 6.2 $98B 2.8M 34930.00
Hewlett-Packard Company 6.1 $96B 3.7M 25760.00
United Parcel Service (UPS) 3.6 $56B 768k 73190.00
Exxon Mobil Corporation (XOM) 3.5 $56B 658k 84760.00
Fastenal Company (FAST) 3.3 $52B 1.2M 43610.00
Paccar (PCAR) 3.1 $50B 1.3M 37470.00
Wal-Mart Stores (WMT) 2.9 $45B 751k 59760.00
Comcast Corporation 2.5 $40B 1.7M 23560.00
Oracle Corporation (ORCL) 2.1 $33B 1.3M 25650.00
Merck & Co 1.9 $30B 801k 37700.00
Berkshire Hathaway Inc. Class B 1.8 $28B 361k 76300.00
Procter & Gamble Company (PG) 1.7 $26B 392k 66710.00
Autodesk (ADSK) 1.5 $24B 800k 30330.00
General Electric Company 1.4 $22B 1.2M 17910.00
Johnson & Johnson (JNJ) 1.4 $22B 328k 65580.00
JPMorgan Chase & Co. (JPM) 1.3 $21B 631k 33250.00
Kimco Realty Corporation (KIM) 1.3 $20B 1.3M 16240.00
D.R. Horton (DHI) 1.2 $19B 1.5M 12610.00
Invesco (IVZ) 1.0 $15B 750k 20090.00
Coca-Cola Company (KO) 0.8 $12B 176k 69970.00
McDonald's Corporation (MCD) 0.8 $12B 120k 100330.00
Rbc Cad (RY) 0.8 $12B 235k 50960.00
C.H. Robinson Worldwide (CHRW) 0.7 $11B 155k 69780.00
Ball Corporation (BALL) 0.7 $11B 300k 35710.00
Kohl's Corporation (KSS) 0.7 $10B 207k 49350.00
iShares Dow Jones US Real Estate (IYR) 0.6 $9.6B 169k 56810.00
Cisco Systems (CSCO) 0.5 $8.3B 457k 18080.00
Colgate-Palmolive Company (CL) 0.5 $8.1B 88k 92390.00
Eli Lilly & Co. (LLY) 0.5 $7.9B 189k 41560.00
Intuit (INTU) 0.5 $7.9B 150k 52590.00
ConocoPhillips (COP) 0.5 $7.6B 105k 72870.00
Cme (CME) 0.5 $7.1B 29k 243670.00
Abbott Laboratories (ABT) 0.5 $7.0B 125k 56230.00
Intel Corporation (INTC) 0.4 $6.9B 284k 24250.00
Dow Chemical Company 0.4 $6.8B 235k 28760.00
International Business Machines (IBM) 0.4 $6.6B 36k 183880.00
Morgan Stanley (MS) 0.4 $6.1B 400k 15130.00
General Mills (GIS) 0.4 $6.1B 150k 40410.00
TD Ameritrade Holding 0.4 $5.6B 360k 15650.00
Wells Fargo & Company (WFC) 0.4 $5.6B 205k 27560.00
Spdr S&p 500 Etf (SPY) 0.3 $5.5B 44k 125500.00
Apple (AAPL) 0.3 $5.4B 13k 405000.00
Philip Morris International (PM) 0.3 $5.2B 67k 78480.00
Best Buy (BBY) 0.3 $4.3B 183k 23370.00
Zimmer Holdings (ZBH) 0.3 $4.3B 80k 53420.00
Goldman Sachs (GS) 0.3 $4.0B 45k 90430.00
Green Mountain Coffee Roasters 0.3 $4.1B 92k 44850.00
JetBlue Airways Corporation (JBLU) 0.2 $3.9B 748k 5200.00
Newmont Mining Corporation (NEM) 0.2 $3.8B 64k 60010.00
Pfizer (PFE) 0.2 $3.6B 168k 21640.00
Rbc Cad (RY) 0.2 $3.4B 76k 44630.00
iShares Lehman Aggregate Bond (AGG) 0.2 $3.5B 32k 110250.00
Marsh & McLennan Companies (MMC) 0.2 $3.2B 100k 31620.00
Qualcomm (QCOM) 0.2 $3.1B 58k 54700.00
Pioneer Natural Resources (PXD) 0.2 $3.1B 35k 89480.00
CBL & Associates Properties 0.2 $3.1B 200k 15700.00
Google 0.2 $2.8B 4.3k 645900.00
At&t (T) 0.2 $2.7B 90k 30240.00
Credit Suisse Group 0.2 $2.7B 116k 23480.00
Danaher Corporation (DHR) 0.2 $2.7B 58k 47040.00
SPDR Dow Jones Industrial Average ETF (DIA) 0.2 $2.7B 22k 121850.00
Microsoft Corporation (MSFT) 0.1 $2.4B 93k 25960.00
Monsanto Company 0.1 $2.4B 34k 70070.00
Leggett & Platt (LEG) 0.1 $2.4B 104k 23040.00
Nike (NKE) 0.1 $2.3B 24k 96370.00
Stericycle (SRCL) 0.1 $2.3B 30k 77920.00
Medtronic 0.1 $2.3B 60k 38250.00
Fluor Corporation (FLR) 0.1 $2.2B 44k 50250.00
Costco Wholesale Corporation (COST) 0.1 $2.1B 25k 83320.00
CBOE Holdings (CBOE) 0.1 $2.1B 80k 25860.00
eBay (EBAY) 0.1 $1.9B 61k 30330.00
St. Jude Medical 0.1 $2.0B 57k 34300.00
Comcast Corporation (CMCSA) 0.1 $1.7B 71k 23710.00
Halliburton Company (HAL) 0.1 $1.8B 51k 34510.00
Moody's Corporation (MCO) 0.1 $1.6B 48k 33680.00
AmerisourceBergen (COR) 0.1 $1.6B 42k 37190.00
UnitedHealth (UNH) 0.1 $1.5B 30k 50680.00
Estee Lauder Companies (EL) 0.1 $1.6B 14k 112320.00
Celgene Corporation 0.1 $1.5B 23k 67600.00
Corning Incorporated (GLW) 0.1 $1.4B 105k 12980.00
American Express Company (AXP) 0.1 $1.4B 31k 47170.00
Schlumberger (SLB) 0.1 $1.3B 20k 68310.00
Goldcorp 0.1 $1.4B 31k 44250.00
Apache Corporation 0.1 $1.2B 14k 90580.00
Emerson Electric (EMR) 0.1 $1.3B 27k 46590.00
CenturyLink 0.1 $1.2B 33k 37200.00
Anadarko Petroleum Corporation 0.1 $1.3B 16k 76330.00
Macy's (M) 0.1 $1.3B 39k 32180.00
Home Depot (HD) 0.1 $1.1B 25k 42040.00
Occidental Petroleum Corporation (OXY) 0.1 $1.2B 12k 93700.00
Amazon (AMZN) 0.1 $1.2B 6.7k 173100.00
PNC Financial Services (PNC) 0.1 $997M 17k 57670.00
Covidien 0.1 $980M 22k 45010.00
Kraft Foods 0.1 $1.0B 27k 37360.00
AFLAC Incorporated (AFL) 0.1 $891M 21k 43260.00
Boeing Company (BA) 0.1 $935M 13k 73350.00
Verizon Communications (VZ) 0.1 $1.0B 25k 40120.00
Varian Medical Systems 0.1 $1.0B 15k 67130.00
MetLife (MET) 0.1 $973M 31k 31180.00
Vanguard Total Bond Market ETF (BND) 0.1 $936M 11k 83540.00
Walt Disney Company (DIS) 0.1 $832M 22k 37500.00
Allergan 0.1 $821M 9.4k 87740.00
Royal Dutch Shell 0.1 $791M 11k 73090.00
American Electric Power Company (AEP) 0.1 $832M 20k 41310.00
PPL Corporation (PPL) 0.1 $724M 25k 29420.00
AECOM Technology Corporation (ACM) 0.1 $823M 40k 20570.00
Norfolk Southern (NSC) 0.0 $578M 7.9k 72860.00
Automatic Data Processing (ADP) 0.0 $584M 11k 54010.00
Deere & Company (DE) 0.0 $573M 7.4k 77350.00
AvalonBay Communities (AVB) 0.0 $678M 5.2k 130600.00
Key (KEY) 0.0 $639M 83k 7690.00
Cleveland Cliffs Inc Com Stk 0.0 $667M 11k 62350.00
Bank of New York Mellon Corporation (BK) 0.0 $413M 21k 19910.00
Suntrust Banks Inc $1.00 Par Cmn 0.0 $474M 27k 17700.00
3M Company (MMM) 0.0 $497M 6.1k 81730.00
Union Pacific Corporation (UNP) 0.0 $538M 5.1k 105940.00
Freeport-McMoRan Copper & Gold (FCX) 0.0 $471M 13k 36790.00
Public Service Enterprise (PEG) 0.0 $523M 16k 33010.00
Sempra Energy (SRE) 0.0 $526M 9.6k 55000.00
Beam 0.0 $521M 10k 51230.00
iShares Russell 2000 Index (IWM) 0.0 $273M 3.7k 73750.00
iShares MSCI EAFE Index Fund (EFA) 0.0 $228M 4.6k 49530.00
Citi 0.0 $36M 1.4k 26310.00