Parametric Risk Advisors as of March 31, 2013
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 125 positions in its portfolio as reported in the March 2013 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Zimmer Holdings (ZBH) | 73.5 | $2495B | 33M | 76450.00 | |
| Hewlett-Packard Company | 2.1 | $70B | 3.4M | 20600.00 | |
| United Parcel Service (UPS) | 1.9 | $66B | 771k | 85840.00 | |
| Agilent Technologies Inc C ommon (A) | 1.6 | $53B | 1.3M | 41440.00 | |
| Oracle Corporation (ORCL) | 1.3 | $44B | 1.3M | 32780.00 | |
| Paccar (PCAR) | 1.2 | $41B | 826k | 49780.00 | |
| Berkshire Hathaway Inc. Class B | 1.1 | $38B | 359k | 106320.00 | |
| Exxon Mobil Corporation (XOM) | 1.0 | $34B | 379k | 88990.00 | |
| D.R. Horton (DHI) | 0.9 | $32B | 1.2M | 26080.00 | |
| Comcast Corporation | 0.9 | $31B | 800k | 39290.00 | |
| iShares Dow Jones US Real Estate (IYR) | 0.8 | $26B | 350k | 73460.00 | |
| Invesco (IVZ) | 0.7 | $24B | 750k | 31740.00 | |
| Walt Disney Company (DIS) | 0.7 | $23B | 372k | 62840.00 | |
| C.H. Robinson Worldwide (CHRW) | 0.6 | $22B | 364k | 59390.00 | |
| Coca-Cola Company (KO) | 0.6 | $22B | 509k | 42330.00 | |
| Schlumberger (SLB) | 0.6 | $19B | 261k | 74430.00 | |
| J.B. Hunt Transport Services (JBHT) | 0.5 | $17B | 233k | 71070.00 | |
| Procter & Gamble Company (PG) | 0.5 | $16B | 209k | 76770.00 | |
| Merck & Co | 0.4 | $15B | 318k | 47000.00 | |
| Wells Fargo & Company (WFC) | 0.4 | $14B | 360k | 37980.00 | |
| Ball Corporation (BALL) | 0.3 | $11B | 245k | 44120.00 | |
| Goldman Sachs (GS) | 0.3 | $11B | 72k | 146070.00 | |
| Johnson & Johnson (JNJ) | 0.3 | $11B | 124k | 85230.00 | |
| Rbc Cad (RY) | 0.3 | $10B | 167k | 60400.00 | |
| Kohl's Corporation (KSS) | 0.3 | $9.8B | 207k | 47060.00 | |
| Emerson Electric (EMR) | 0.2 | $8.6B | 155k | 55510.00 | |
| JetBlue Airways Corporation (JBLU) | 0.2 | $8.5B | 1.2M | 6890.00 | |
| General Mills (GIS) | 0.2 | $8.6B | 170k | 50420.00 | |
| JPMorgan Chase & Co. (JPM) | 0.2 | $8.1B | 165k | 49010.00 | |
| Dow Chemical Company | 0.2 | $8.0B | 235k | 33910.00 | |
| Intuit (INTU) | 0.2 | $7.9B | 133k | 59640.00 | |
| Cisco Systems (CSCO) | 0.2 | $7.2B | 343k | 20920.00 | |
| Intel Corporation (INTC) | 0.2 | $7.3B | 305k | 23950.00 | |
| Morgan Stanley (MS) | 0.2 | $6.6B | 300k | 22150.00 | |
| Yum! Brands (YUM) | 0.2 | $6.3B | 93k | 68120.00 | |
| International Business Machines (IBM) | 0.2 | $6.5B | 32k | 202540.00 | |
| EOG Resources (EOG) | 0.2 | $6.4B | 53k | 121160.00 | |
| Northern Trust Corporation (NTRS) | 0.2 | $6.1B | 113k | 53920.00 | |
| 0.2 | $5.6B | 6.8k | 824570.00 | ||
| McDonald's Corporation (MCD) | 0.2 | $5.6B | 54k | 102140.00 | |
| Spdr S&p 500 Etf (SPY) | 0.2 | $5.4B | 34k | 159680.00 | |
| Amgen (AMGN) | 0.2 | $5.3B | 51k | 104210.00 | |
| ConocoPhillips (COP) | 0.2 | $5.6B | 92k | 60450.00 | |
| General Electric Company | 0.1 | $5.2B | 234k | 22290.00 | |
| CBOE Holdings (CBOE) | 0.1 | $5.2B | 139k | 37530.00 | |
| Caterpillar (CAT) | 0.1 | $4.6B | 54k | 84670.00 | |
| Eli Lilly & Co. (LLY) | 0.1 | $4.3B | 77k | 55380.00 | |
| Philip Morris International (PM) | 0.1 | $4.3B | 45k | 95590.00 | |
| Qualcomm (QCOM) | 0.1 | $4.4B | 72k | 61600.00 | |
| Cme (CME) | 0.1 | $4.0B | 65k | 60860.00 | |
| Ecolab (ECL) | 0.1 | $4.2B | 50k | 84620.00 | |
| Wal-Mart Stores (WMT) | 0.1 | $4.2B | 55k | 77720.00 | |
| Leggett & Platt (LEG) | 0.1 | $3.7B | 115k | 32240.00 | |
| Tyson Foods (TSN) | 0.1 | $3.7B | 148k | 24630.00 | |
| Abbott Laboratories (ABT) | 0.1 | $3.5B | 94k | 36920.00 | |
| Credit Suisse Group | 0.1 | $3.3B | 116k | 28780.00 | |
| iShares Lehman Aggregate Bond (AGG) | 0.1 | $3.5B | 32k | 111540.00 | |
| Chevron Corporation (CVX) | 0.1 | $3.0B | 24k | 122010.00 | |
| Transocean Ordinary Shares | 0.1 | $3.1B | 60k | 51470.00 | |
| BHP Billiton (BHP) | 0.1 | $3.0B | 45k | 67220.00 | |
| Medtronic | 0.1 | $2.8B | 60k | 46680.00 | |
| Apple (AAPL) | 0.1 | $2.2B | 4.9k | 442780.00 | |
| BB&T Corporation | 0.1 | $2.0B | 64k | 30770.00 | |
| Hershey Company (HSY) | 0.1 | $2.0B | 22k | 89160.00 | |
| Textron (TXT) | 0.1 | $2.1B | 80k | 25750.00 | |
| SanDisk Corporation | 0.1 | $2.0B | 38k | 52440.00 | |
| Microsoft Corporation (MSFT) | 0.1 | $1.8B | 55k | 33100.00 | |
| Corning Incorporated (GLW) | 0.1 | $1.7B | 117k | 14500.00 | |
| U.S. Bancorp (USB) | 0.1 | $1.9B | 56k | 33280.00 | |
| Stericycle (SRCL) | 0.1 | $1.6B | 15k | 108320.00 | |
| American Express Company (AXP) | 0.0 | $1.4B | 21k | 68410.00 | |
| Newmont Mining Corporation (NEM) | 0.0 | $1.4B | 44k | 32400.00 | |
| PPG Industries (PPG) | 0.0 | $1.4B | 9.8k | 147140.00 | |
| eBay (EBAY) | 0.0 | $1.3B | 24k | 52390.00 | |
| Baidu (BIDU) | 0.0 | $1.5B | 17k | 85850.00 | |
| Agnico (AEM) | 0.0 | $1.4B | 42k | 32290.00 | |
| iShares S&P 500 Index (IVV) | 0.0 | $1.1B | 6.8k | 160450.00 | |
| Gilead Sciences (GILD) | 0.0 | $1.1B | 22k | 50640.00 | |
| Amazon (AMZN) | 0.0 | $867M | 3.4k | 253810.00 | |
| Vanguard Total Bond Market ETF (BND) | 0.0 | $943M | 11k | 84180.00 | |
| Comcast Corporation (CMCSA) | 0.0 | $657M | 16k | 41300.00 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.0 | $567M | 13k | 43290.00 | |
| PNC Financial Services (PNC) | 0.0 | $558M | 8.2k | 67880.00 | |
| Bank of America Corporation (BAC) | 0.0 | $621M | 50k | 12310.00 | |
| Monsanto Company | 0.0 | $625M | 5.8k | 106820.00 | |
| Pfizer (PFE) | 0.0 | $817M | 28k | 29070.00 | |
| Union Pacific Corporation (UNP) | 0.0 | $645M | 4.4k | 147960.00 | |
| Boeing Company (BA) | 0.0 | $641M | 7.0k | 91410.00 | |
| Verizon Communications (VZ) | 0.0 | $738M | 14k | 53910.00 | |
| Allergan | 0.0 | $599M | 5.3k | 113550.00 | |
| Colgate-Palmolive Company (CL) | 0.0 | $611M | 5.1k | 119410.00 | |
| Deere & Company (DE) | 0.0 | $651M | 7.3k | 89300.00 | |
| Halliburton Company (HAL) | 0.0 | $835M | 20k | 42770.00 | |
| Nike (NKE) | 0.0 | $529M | 8.3k | 63600.00 | |
| Citi | 0.0 | $562M | 12k | 46660.00 | |
| Danaher Corporation (DHR) | 0.0 | $607M | 10k | 60940.00 | |
| iShares Russell 2000 Index (IWM) | 0.0 | $614M | 6.5k | 94100.00 | |
| Celgene Corporation | 0.0 | $686M | 5.8k | 118070.00 | |
| Charles Schwab Corporation (SCHW) | 0.0 | $179M | 11k | 16960.00 | |
| Costco Wholesale Corporation (COST) | 0.0 | $465M | 4.3k | 108430.00 | |
| Home Depot (HD) | 0.0 | $303M | 4.1k | 73350.00 | |
| Covidien | 0.0 | $499M | 7.8k | 63840.00 | |
| Duke Energy Corporation | 0.0 | $266M | 3.5k | 75200.00 | |
| At&t (T) | 0.0 | $225M | 6.0k | 37460.00 | |
| AFLAC Incorporated (AFL) | 0.0 | $475M | 8.7k | 54440.00 | |
| Regions Financial Corporation (RF) | 0.0 | $506M | 60k | 8490.00 | |
| Anadarko Petroleum Corporation | 0.0 | $193M | 2.3k | 84760.00 | |
| Macy's (M) | 0.0 | $434M | 9.7k | 44600.00 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $472M | 5.3k | 89260.00 | |
| United Technologies Corporation | 0.0 | $434M | 4.8k | 91290.00 | |
| Southern Company (SO) | 0.0 | $202M | 4.2k | 48230.00 | |
| Visa (V) | 0.0 | $474M | 2.8k | 168460.00 | |
| AvalonBay Communities (AVB) | 0.0 | $378M | 2.8k | 133040.00 | |
| PPL Corporation (PPL) | 0.0 | $264M | 7.9k | 33380.00 | |
| Sempra Energy (SRE) | 0.0 | $397M | 4.8k | 82850.00 | |
| Marathon Oil Corporation (MRO) | 0.0 | $209M | 6.4k | 32670.00 | |
| Netflix (NFLX) | 0.0 | $175M | 812.00 | 216070.00 | |
| Edison International (EIX) | 0.0 | $244M | 4.5k | 53800.00 | |
| Boston Properties (BXP) | 0.0 | $401M | 3.7k | 109430.00 | |
| Beam | 0.0 | $282M | 4.4k | 64710.00 | |
| American Electric Power Company (AEP) | 0.0 | $106M | 2.1k | 51430.00 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $103M | 3.4k | 30430.00 | |
| Alpha Natural Resources | 0.0 | $142M | 19k | 7420.00 | |
| Broadcom Corporation | 0.0 | $125M | 3.5k | 36000.00 | |
| Cameron International Corporation | 0.0 | $147M | 2.4k | 61550.00 |
