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 | |
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 |