Parametric Risk Advisors as of Dec. 31, 2012
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 126 positions in its portfolio as reported in the December 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| United Parcel Service Inc Co m 9 | 7.1 | $66B | 898k | 73730.00 | |
| Agilent Technologies Inc C ommon (A) | 6.9 | $65B | 1.6M | 40940.00 | |
| Hewlett-Packard Company | 5.7 | $53B | 3.7M | 14250.00 | |
| Paccar (PCAR) | 5.1 | $48B | 1.1M | 45210.00 | |
| Oracle Corporation (ORCL) | 4.3 | $41B | 1.2M | 33320.00 | |
| Comcast Corporation | 3.5 | $32B | 900k | 35920.00 | |
| Berkshire Hathaway Inc. Class B | 3.1 | $29B | 320k | 89700.00 | |
| JPMorgan Chase & Co. (JPM) | 3.1 | $29B | 650k | 43969.10 | |
| Coca-Cola Company (KO) | 2.9 | $27B | 753k | 36250.00 | |
| Exxon Mobil Corporation (XOM) | 2.9 | $27B | 314k | 86550.00 | |
| D.R. Horton (DHI) | 2.6 | $25B | 1.3M | 19780.00 | |
| Kimco Realty Corporation (KIM) | 2.5 | $24B | 1.2M | 19320.00 | |
| iShares Dow Jones US Real Estate (IYR) | 2.4 | $23B | 350k | 64670.00 | |
| Procter & Gamble Company (PG) | 2.3 | $22B | 322k | 67890.00 | |
| Disney Walt | 2.3 | $22B | 432k | 49790.00 | |
| Invesco (IVZ) | 2.1 | $20B | 750k | 26090.00 | |
| Wells Fargo & Co | 1.7 | $16B | 477k | 34180.00 | |
| Schlumberger (SLB) | 1.6 | $15B | 222k | 69298.60 | |
| J.B. Hunt Transport Services (JBHT) | 1.6 | $15B | 249k | 59710.00 | |
| Microsoft Corporation (MSFT) | 1.5 | $14B | 527k | 26709.70 | |
| Merck & Co | 1.4 | $13B | 328k | 40940.00 | |
| C.H. Robinson Worldwide (CHRW) | 1.4 | $13B | 202k | 63220.00 | |
| Rbc Cad (RY) | 1.3 | $13B | 209k | 60300.00 | |
| Johnson & Johnson (JNJ) | 1.2 | $11B | 158k | 70100.00 | |
| Morgan Stanley (MS) | 1.2 | $11B | 574k | 19120.00 | |
| Ball Corporation (BALL) | 1.2 | $11B | 245k | 44750.00 | |
| International Business Machines (IBM) | 1.1 | $11B | 55k | 191550.00 | |
| Goldman Sachs (GS) | 1.0 | $9.5B | 74k | 127560.00 | |
| Kohl's Corporation (KSS) | 0.9 | $8.9B | 207k | 42980.00 | |
| Intuit (INTU) | 0.8 | $7.9B | 133k | 59475.40 | |
| Dow Chemical Company | 0.8 | $7.6B | 235k | 32329.40 | |
| Cme (CME) | 0.8 | $7.4B | 146k | 50670.00 | |
| Wal Mart Stores | 0.8 | $7.4B | 108k | 68230.00 | |
| JetBlue Airways Corporation (JBLU) | 0.8 | $7.0B | 1.2M | 5720.00 | |
| General Mills (GIS) | 0.7 | $6.9B | 170k | 40420.00 | |
| Cisco Systems (CSCO) | 0.7 | $6.7B | 343k | 19649.40 | |
| Intel Corporation (INTC) | 0.7 | $6.6B | 321k | 20620.00 | |
| Spdr S&p 500 Etf Tr tr unit 7 | 0.7 | $6.4B | 45k | 142410.00 | |
| General Electric Company | 0.7 | $6.4B | 305k | 20990.00 | |
| Pfizer (PFE) | 0.7 | $6.3B | 249k | 25079.30 | |
| Abbott Laboratories (ABT) | 0.7 | $6.2B | 94k | 65500.00 | |
| Yum! Brands | 0.7 | $6.2B | 93k | 66400.00 | |
| EOG Resources (EOG) | 0.7 | $6.0B | 50k | 120790.00 | |
| McDonald's Corporation (MCD) | 0.6 | $5.9B | 67k | 88210.00 | |
| ConocoPhillips (COP) | 0.6 | $5.9B | 101k | 57990.00 | |
| Northern Trust Corporation (NTRS) | 0.6 | $5.7B | 113k | 50160.00 | |
| 0.6 | $5.4B | 7.6k | 707380.00 | ||
| Zimmer Hldgs | 0.6 | $5.3B | 80k | 66660.00 | |
| Amgen (AMGN) | 0.5 | $4.8B | 56k | 86200.00 | |
| Chevron Corporation (CVX) | 0.5 | $4.4B | 41k | 108140.00 | |
| Qualcomm (QCOM) | 0.5 | $4.3B | 70k | 61859.60 | |
| Philip Morris International (PM) | 0.4 | $3.7B | 44k | 83640.00 | |
| Emerson Electric (EMR) | 0.4 | $3.7B | 69k | 52960.00 | |
| BHP Billiton (BHP) | 0.4 | $3.5B | 45k | 78420.00 | |
| CBOE Holdings (CBOE) | 0.4 | $3.5B | 120k | 29460.00 | |
| iShares Lehman Aggregate Bond (AGG) | 0.4 | $3.5B | 32k | 111080.00 | |
| Apple (AAPL) | 0.3 | $3.0B | 5.6k | 532173.00 | |
| Credit Suisse Group | 0.3 | $2.9B | 116k | 24560.00 | |
| Pepsi (PEP) | 0.3 | $2.9B | 42k | 68430.00 | |
| Tyson Foods Inc cl a 9 | 0.3 | $2.9B | 148k | 19400.00 | |
| SPDR Dow Jones Industrial Average ETF (DIA) | 0.3 | $2.8B | 22k | 130580.00 | |
| Transocean Inc C ommon shares g | 0.3 | $2.7B | 60k | 44660.00 | |
| Nike (NKE) | 0.3 | $2.5B | 49k | 51600.00 | |
| Textron Inc 8 | 0.3 | $2.5B | 100k | 24790.00 | |
| Eli Lilly & Co. (LLY) | 0.3 | $2.5B | 50k | 49320.00 | |
| Medtronic | 0.3 | $2.4B | 60k | 41020.00 | |
| Newmont Mining Corporation (NEM) | 0.2 | $2.0B | 44k | 46440.00 | |
| BB&T Corporation | 0.2 | $2.0B | 67k | 29110.00 | |
| American Express Company (AXP) | 0.2 | $1.7B | 29k | 57480.00 | |
| Baidu (BIDU) | 0.2 | $1.7B | 17k | 100290.00 | |
| SanDisk Corporation | 0.2 | $1.6B | 38k | 43500.00 | |
| eBay (EBAY) | 0.1 | $1.4B | 28k | 50997.70 | |
| Stericycle | 0.1 | $1.4B | 15k | 93280.00 | |
| Corning Incorporated (GLW) | 0.1 | $1.3B | 105k | 12620.00 | |
| General Dynamics Corporation (GD) | 0.1 | $1.3B | 19k | 69270.00 | |
| Us Bancorp Del | 0.1 | $1.3B | 41k | 31940.00 | |
| Precision Castparts | 0.1 | $1.2B | 6.5k | 189420.00 | |
| Monsanto Company | 0.1 | $998M | 11k | 94650.00 | |
| Gilead Sciences (GILD) | 0.1 | $1.0B | 14k | 73450.00 | |
| Amazon (AMZN) | 0.1 | $993M | 4.0k | 250870.00 | |
| iShares S&P 500 Index (IVV) | 0.1 | $973M | 6.8k | 143140.00 | |
| Vanguard Bd Index Fd Inc total bnd mrkt 9 | 0.1 | $941M | 11k | 84030.00 | |
| Colgate-Palmolive Company (CL) | 0.1 | $856M | 8.2k | 104540.00 | |
| Comcast Corporation (CMCSA) | 0.1 | $715M | 19k | 37360.00 | |
| Deere & Company (DE) | 0.1 | $734M | 8.5k | 86420.00 | |
| Danaher Corporation (DHR) | 0.1 | $749M | 13k | 55900.00 | |
| Bank of America Corporation (BAC) | 0.1 | $630M | 54k | 11610.00 | |
| Allergan | 0.1 | $667M | 7.3k | 91730.00 | |
| Halliburton Company (HAL) | 0.1 | $678M | 20k | 34690.00 | |
| Celgene Corporation | 0.1 | $636M | 8.1k | 78470.00 | |
| Visa Inc Co m 9 | 0.1 | $686M | 4.5k | 151580.00 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.1 | $580M | 13k | 44350.00 | |
| Bank of New York Mellon Corporation (BK) | 0.1 | $533M | 21k | 25700.00 | |
| Costco Wholesale Corporation (COST) | 0.1 | $534M | 5.4k | 98730.00 | |
| Covidien | 0.1 | $601M | 10k | 57740.00 | |
| Boeing Company (BA) | 0.1 | $528M | 7.0k | 75360.00 | |
| AvalonBay Communities (AVB) | 0.1 | $578M | 4.3k | 135590.00 | |
| salesforce (CRM) | 0.1 | $605M | 3.6k | 168100.00 | |
| iShares Russell 2000 Index (IWM) | 0.1 | $550M | 6.5k | 84317.80 | |
| Boston Properties (BXP) | 0.1 | $603M | 5.7k | 105810.00 | |
| Union Pacific Corp | 0.1 | $568M | 4.5k | 125720.00 | |
| Suntrust Banks | 0.1 | $531M | 19k | 28350.00 | |
| PNC Financial Services (PNC) | 0.1 | $479M | 8.2k | 58310.00 | |
| At&t (T) | 0.1 | $491M | 15k | 33710.00 | |
| Regions Financial Corporation (RF) | 0.1 | $509M | 71k | 7130.00 | |
| Citi | 0.1 | $477M | 12k | 39560.00 | |
| United Technologies | 0.1 | $499M | 6.1k | 82010.00 | |
| Home Depot (HD) | 0.0 | $398M | 6.4k | 61850.00 | |
| AFLAC Incorporated (AFL) | 0.0 | $344M | 6.5k | 53120.00 | |
| National-Oilwell Var | 0.0 | $414M | 6.1k | 68350.00 | |
| CenturyLink | 0.0 | $345M | 8.8k | 39120.00 | |
| Macy's (M) | 0.0 | $380M | 9.7k | 39020.00 | |
| EMC Corporation | 0.0 | $348M | 14k | 25300.00 | |
| Hershey Company (HSY) | 0.0 | $340M | 4.7k | 72220.00 | |
| Sempra Energy (SRE) | 0.0 | $340M | 4.8k | 70940.00 | |
| Beam | 0.0 | $374M | 6.1k | 61090.00 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $256M | 3.3k | 76610.00 | |
| Southern Company (SO) | 0.0 | $273M | 6.4k | 42810.00 | |
| Edison International (EIX) | 0.0 | $308M | 6.8k | 45190.00 | |
| Rogers Communications -cl B (RCI) | 0.0 | $243M | 5.3k | 45520.00 | |
| Duke Energy Corporation | 0.0 | $226M | 3.5k | 63800.00 | |
| American Electric Power Company (AEP) | 0.0 | $225M | 5.3k | 42680.00 | |
| PPL Corporation (PPL) | 0.0 | $226M | 7.9k | 28630.00 | |
| Virgin Media 9 | 0.0 | $164M | 4.5k | 36750.00 | |
| PPG Industries (PPG) | 0.0 | $105M | 772.00 | 135350.00 | |
| Broadcom Corporation | 0.0 | $115M | 3.5k | 33210.00 |
