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 | 0.2 | $3.1B | 35k | 89480.00 | |
CBL & Associates Properties | 0.2 | $3.1B | 200k | 15700.00 | |
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 |