Parametric Risk Advisors as of Sept. 30, 2012
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 134 positions in its portfolio as reported in the September 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Zions Bancorporation (ZION) | 36.5 | $646B | 31M | 20660.00 | |
| United Parcel Service (UPS) | 5.2 | $92B | 1.3M | 71570.00 | |
| Hewlett-Packard Company | 3.6 | $63B | 3.7M | 17060.00 | |
| Agilent Technologies Inc C ommon (A) | 3.4 | $61B | 1.6M | 38450.00 | |
| Comcast Corporation | 3.1 | $56B | 1.6M | 34810.00 | |
| Paccar (PCAR) | 3.0 | $53B | 1.3M | 40020.00 | |
| Exxon Mobil Corporation (XOM) | 2.5 | $45B | 494k | 91450.00 | |
| Oracle Corporation (ORCL) | 2.2 | $38B | 1.2M | 31460.00 | |
| Kellogg Company (K) | 2.0 | $35B | 677k | 51660.00 | |
| D.R. Horton (DHI) | 1.8 | $31B | 1.5M | 20625.00 | |
| Coca-Cola Company (KO) | 1.6 | $29B | 770k | 37930.00 | |
| Berkshire Hathaway Inc. Class B | 1.6 | $28B | 320k | 88200.00 | |
| General Electric Company | 1.4 | $26B | 1.1M | 22710.00 | |
| Kimco Realty Corporation (KIM) | 1.4 | $25B | 1.2M | 20270.00 | |
| Procter & Gamble Company (PG) | 1.4 | $24B | 348k | 69360.00 | |
| JPMorgan Chase & Co. (JPM) | 1.4 | $24B | 589k | 40480.00 | |
| Walt Disney Company (DIS) | 1.3 | $23B | 432k | 52280.00 | |
| iShares Dow Jones US Real Estate (IYR) | 1.3 | $23B | 350k | 64380.00 | |
| Wells Fargo & Company (WFC) | 1.2 | $21B | 599k | 34530.00 | |
| Merck & Co | 1.1 | $20B | 449k | 45095.00 | |
| Invesco (IVZ) | 1.1 | $19B | 750k | 24990.00 | |
| Schlumberger (SLB) | 0.9 | $17B | 229k | 72330.00 | |
| Microsoft Corporation (MSFT) | 0.9 | $16B | 544k | 29760.00 | |
| McDonald's Corporation (MCD) | 0.9 | $16B | 169k | 91750.00 | |
| Johnson & Johnson (JNJ) | 0.7 | $13B | 191k | 68910.00 | |
| J.B. Hunt Transport Services (JBHT) | 0.7 | $13B | 249k | 52040.00 | |
| Goldman Sachs (GS) | 0.7 | $13B | 111k | 113680.00 | |
| C.H. Robinson Worldwide (CHRW) | 0.7 | $13B | 213k | 58580.00 | |
| Rbc Cad (RY) | 0.7 | $12B | 209k | 57410.00 | |
| Kohl's Corporation (KSS) | 0.6 | $11B | 207k | 51220.00 | |
| Ball Corporation (BALL) | 0.6 | $10B | 245k | 42310.00 | |
| Intel Corporation (INTC) | 0.6 | $10B | 444k | 22655.00 | |
| Wal-Mart Stores (WMT) | 0.6 | $9.7B | 132k | 73800.00 | |
| Morgan Stanley (MS) | 0.6 | $9.7B | 577k | 16740.00 | |
| Eli Lilly & Co. (LLY) | 0.5 | $9.0B | 189k | 47410.00 | |
| Intuit (INTU) | 0.5 | $8.8B | 150k | 58880.00 | |
| Cme (CME) | 0.5 | $8.4B | 146k | 57290.00 | |
| Philip Morris International (PM) | 0.4 | $7.2B | 80k | 89940.00 | |
| Pfizer (PFE) | 0.4 | $6.7B | 269k | 24850.00 | |
| Dow Chemical Company | 0.4 | $6.8B | 235k | 28955.00 | |
| Abbott Laboratories (ABT) | 0.4 | $6.6B | 96k | 68560.00 | |
| Spdr S&p 500 Etf (SPY) | 0.4 | $6.5B | 45k | 143970.00 | |
| Cisco Systems (CSCO) | 0.4 | $6.5B | 343k | 19095.00 | |
| Yum! Brands (YUM) | 0.3 | $6.2B | 93k | 66340.00 | |
| General Mills (GIS) | 0.3 | $6.0B | 150k | 39850.00 | |
| JetBlue Airways Corporation (JBLU) | 0.3 | $5.9B | 1.2M | 4795.00 | |
| ConocoPhillips (COP) | 0.3 | $5.8B | 101k | 57180.00 | |
| International Business Machines (IBM) | 0.3 | $5.9B | 28k | 207450.00 | |
| EOG Resources (EOG) | 0.3 | $5.6B | 50k | 112050.00 | |
| Zimmer Holdings (ZBH) | 0.3 | $5.4B | 80k | 67620.00 | |
| Northern Trust Corporation (NTRS) | 0.3 | $5.2B | 113k | 46415.00 | |
| CBL & Associates Properties | 0.2 | $4.3B | 200k | 21340.00 | |
| Chevron Corporation (CVX) | 0.2 | $3.7B | 32k | 116560.00 | |
| Emerson Electric (EMR) | 0.2 | $3.8B | 79k | 48270.00 | |
| Apple (AAPL) | 0.2 | $3.8B | 5.7k | 667105.00 | |
| 0.2 | $3.7B | 4.8k | 754500.00 | ||
| Newmont Mining Corporation (NEM) | 0.2 | $3.6B | 64k | 56015.00 | |
| CBOE Holdings (CBOE) | 0.2 | $3.5B | 120k | 29400.00 | |
| iShares Lehman Aggregate Bond (AGG) | 0.2 | $3.6B | 32k | 112448.00 | |
| Marsh & McLennan Companies (MMC) | 0.2 | $3.4B | 100k | 33930.00 | |
| BHP Billiton (BHP) | 0.2 | $3.1B | 45k | 68610.00 | |
| Pepsi (PEP) | 0.2 | $3.0B | 42k | 70770.00 | |
| SPDR Dow Jones Industrial Average ETF (DIA) | 0.2 | $2.9B | 22k | 134050.00 | |
| Leggett & Platt (LEG) | 0.1 | $2.6B | 104k | 25050.00 | |
| Transocean Ordinary Shares | 0.1 | $2.7B | 60k | 44890.00 | |
| Nike (NKE) | 0.1 | $2.6B | 27k | 94910.00 | |
| Textron (TXT) | 0.1 | $2.6B | 100k | 26170.00 | |
| TD Ameritrade Holding | 0.1 | $2.5B | 160k | 15370.00 | |
| Medtronic | 0.1 | $2.6B | 60k | 43120.00 | |
| Credit Suisse Group | 0.1 | $2.5B | 116k | 21150.00 | |
| Qualcomm (QCOM) | 0.1 | $2.5B | 40k | 62470.00 | |
| Tyson Foods (TSN) | 0.1 | $2.4B | 148k | 16020.00 | |
| Precision Castparts | 0.1 | $2.3B | 14k | 163340.00 | |
| Progressive Corporation (PGR) | 0.1 | $2.0B | 98k | 20740.00 | |
| Amgen (AMGN) | 0.1 | $2.1B | 25k | 84290.00 | |
| Baidu (BIDU) | 0.1 | $2.0B | 17k | 116890.00 | |
| Kraft Foods | 0.1 | $1.8B | 44k | 41350.00 | |
| Stericycle (SRCL) | 0.1 | $1.8B | 20k | 90483.10 | |
| American Express Company (AXP) | 0.1 | $1.7B | 29k | 56860.00 | |
| SanDisk Corporation | 0.1 | $1.6B | 38k | 43430.00 | |
| Corning Incorporated (GLW) | 0.1 | $1.4B | 105k | 13150.00 | |
| eBay (EBAY) | 0.1 | $1.4B | 30k | 48370.00 | |
| Gilead Sciences (GILD) | 0.1 | $1.4B | 21k | 66330.00 | |
| Danaher Corporation (DHR) | 0.1 | $1.3B | 23k | 55150.00 | |
| General Dynamics Corporation (GD) | 0.1 | $1.2B | 19k | 66120.00 | |
| Hershey Company (HSY) | 0.1 | $1.3B | 18k | 70890.00 | |
| At&t (T) | 0.1 | $1.1B | 29k | 37700.00 | |
| Colgate-Palmolive Company (CL) | 0.1 | $1.0B | 9.5k | 107220.00 | |
| iShares S&P 500 Index (IVV) | 0.1 | $982M | 6.8k | 144400.00 | |
| Amazon (AMZN) | 0.1 | $1.1B | 4.3k | 254320.00 | |
| Monsanto Company | 0.1 | $960M | 11k | 91020.00 | |
| Covidien | 0.1 | $808M | 14k | 59420.00 | |
| Boeing Company (BA) | 0.1 | $888M | 13k | 69595.00 | |
| Allergan | 0.1 | $902M | 9.8k | 91580.00 | |
| Deere & Company (DE) | 0.1 | $876M | 11k | 82470.00 | |
| Visa (V) | 0.1 | $820M | 6.1k | 134280.00 | |
| Celgene Corporation | 0.1 | $927M | 12k | 76400.00 | |
| Vanguard Total Bond Market ETF (BND) | 0.1 | $954M | 11k | 85150.00 | |
| Comcast Corporation (CMCSA) | 0.0 | $684M | 19k | 35745.00 | |
| PNC Financial Services (PNC) | 0.0 | $726M | 12k | 63100.00 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.0 | $758M | 27k | 28270.00 | |
| Costco Wholesale Corporation (COST) | 0.0 | $759M | 7.6k | 100160.00 | |
| Union Pacific Corporation (UNP) | 0.0 | $715M | 6.0k | 118700.00 | |
| CenturyLink | 0.0 | $675M | 17k | 40400.00 | |
| Halliburton Company (HAL) | 0.0 | $658M | 20k | 33690.00 | |
| Boston Properties (BXP) | 0.0 | $631M | 5.7k | 110610.00 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.0 | $541M | 13k | 41325.00 | |
| Bank of New York Mellon Corporation (BK) | 0.0 | $469M | 21k | 22620.00 | |
| Regions Financial Corporation (RF) | 0.0 | $514M | 71k | 7195.00 | |
| Royal Dutch Shell | 0.0 | $487M | 7.0k | 69410.00 | |
| United Technologies Corporation | 0.0 | $616M | 7.9k | 78290.00 | |
| AvalonBay Communities (AVB) | 0.0 | $580M | 4.3k | 135990.00 | |
| Varian Medical Systems | 0.0 | $603M | 10k | 60320.00 | |
| salesforce (CRM) | 0.0 | $554M | 3.6k | 152690.00 | |
| iShares Russell 2000 Index (IWM) | 0.0 | $544M | 6.5k | 83440.00 | |
| Home Depot (HD) | 0.0 | $388M | 6.4k | 60370.00 | |
| Duke Energy Corporation | 0.0 | $278M | 4.3k | 64790.00 | |
| AFLAC Incorporated (AFL) | 0.0 | $433M | 9.0k | 47880.00 | |
| Macy's (M) | 0.0 | $438M | 12k | 37620.00 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $288M | 3.3k | 86060.00 | |
| American Electric Power Company (AEP) | 0.0 | $318M | 7.2k | 43940.00 | |
| Citi | 0.0 | $394M | 12k | 32720.00 | |
| EMC Corporation | 0.0 | $375M | 14k | 27270.00 | |
| Southern Company (SO) | 0.0 | $294M | 6.4k | 46090.00 | |
| PPL Corporation (PPL) | 0.0 | $310M | 11k | 29050.00 | |
| Sempra Energy (SRE) | 0.0 | $351M | 5.4k | 64490.00 | |
| Celanese Corporation (CE) | 0.0 | $325M | 8.6k | 37910.00 | |
| Edison International (EIX) | 0.0 | $312M | 6.8k | 45690.00 | |
| Beam | 0.0 | $395M | 6.9k | 57540.00 | |
| Norfolk Southern (NSC) | 0.0 | $155M | 2.4k | 63630.00 | |
| 3M Company (MMM) | 0.0 | $174M | 1.9k | 92420.00 | |
| Automatic Data Processing (ADP) | 0.0 | $195M | 3.3k | 58660.00 | |
| St. Jude Medical | 0.0 | $159M | 3.8k | 42130.00 | |
| Kinder Morgan Energy Partners | 0.0 | $239M | 2.9k | 82500.00 |
