Parametric Risk Advisors as of June 30, 2013
Portfolio Holdings for Parametric Risk Advisors
Parametric Risk Advisors holds 130 positions in its portfolio as reported in the June 2013 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Amr | 49.5 | $881M | 21M | 41.34 | |
| United Parcel Service (UPS) | 3.7 | $66M | 766k | 86.48 | |
| Exxon Mobil Corporation (XOM) | 3.0 | $52M | 581k | 90.35 | |
| Paccar (PCAR) | 2.5 | $44M | 826k | 53.66 | |
| Oracle Corporation (ORCL) | 2.3 | $42M | 1.4M | 30.71 | |
| Berkshire Hathaway Inc. Class B | 2.2 | $40M | 359k | 111.92 | |
| Hewlett-Packard Company | 2.1 | $37M | 1.5M | 24.80 | |
| Agilent Technologies Inc C ommon (A) | 1.9 | $33M | 775k | 42.76 | |
| Comcast Corporation | 1.8 | $32M | 800k | 39.67 | |
| Apache Corporation | 1.7 | $30M | 355k | 83.83 | |
| D.R. Horton (DHI) | 1.5 | $26M | 1.2M | 21.28 | |
| Invesco (IVZ) | 1.3 | $24M | 750k | 31.80 | |
| Walt Disney Company (DIS) | 1.3 | $23M | 370k | 63.15 | |
| iShares Dow Jones US Real Estate (IYR) | 1.3 | $23M | 350k | 66.43 | |
| Johnson & Johnson (JNJ) | 1.3 | $23M | 268k | 85.86 | |
| C.H. Robinson Worldwide (CHRW) | 1.1 | $21M | 364k | 56.31 | |
| Coca-Cola Company (KO) | 1.1 | $20M | 507k | 40.11 | |
| Schlumberger (SLB) | 1.1 | $19M | 261k | 71.66 | |
| J.B. Hunt Transport Services (JBHT) | 0.9 | $17M | 233k | 72.24 | |
| Procter & Gamble Company (PG) | 0.8 | $15M | 197k | 76.99 | |
| Wells Fargo & Company (WFC) | 0.6 | $11M | 272k | 41.27 | |
| 0.6 | $11M | 13k | 880.37 | ||
| Kohl's Corporation (KSS) | 0.6 | $11M | 207k | 50.51 | |
| Ball Corporation (BALL) | 0.6 | $10M | 245k | 41.54 | |
| Rbc Cad (RY) | 0.6 | $9.8M | 167k | 58.31 | |
| Cisco Systems (CSCO) | 0.5 | $8.3M | 343k | 24.34 | |
| Emerson Electric (EMR) | 0.5 | $8.3M | 153k | 54.54 | |
| General Mills (GIS) | 0.5 | $8.1M | 168k | 48.53 | |
| Intuit (INTU) | 0.5 | $8.1M | 133k | 61.04 | |
| Spdr S&p 500 Etf (SPY) | 0.5 | $8.1M | 50k | 160.42 | |
| Cme (CME) | 0.4 | $7.8M | 103k | 75.95 | |
| Dow Chemical Company | 0.4 | $7.6M | 235k | 32.17 | |
| JetBlue Airways Corporation (JBLU) | 0.4 | $7.4M | 1.2M | 6.29 | |
| Intel Corporation (INTC) | 0.4 | $7.4M | 305k | 24.23 | |
| Qualcomm (QCOM) | 0.4 | $7.3M | 120k | 61.09 | |
| EOG Resources (EOG) | 0.4 | $7.0M | 53k | 131.68 | |
| Northern Trust Corporation (NTRS) | 0.4 | $6.5M | 113k | 57.90 | |
| Merck & Co | 0.4 | $6.4M | 137k | 46.45 | |
| Yum! Brands (YUM) | 0.4 | $6.5M | 93k | 69.34 | |
| Zimmer Holdings (ZBH) | 0.3 | $6.0M | 80k | 74.94 | |
| International Business Machines (IBM) | 0.3 | $5.9M | 31k | 191.11 | |
| JPMorgan Chase & Co. (JPM) | 0.3 | $5.5M | 103k | 52.79 | |
| Goldman Sachs (GS) | 0.3 | $5.4M | 36k | 151.25 | |
| General Electric Company | 0.3 | $5.4M | 234k | 23.19 | |
| McDonald's Corporation (MCD) | 0.3 | $5.1M | 52k | 99.00 | |
| ConocoPhillips (COP) | 0.3 | $5.1M | 84k | 60.50 | |
| Amgen (AMGN) | 0.3 | $5.1M | 51k | 98.66 | |
| Fifth Third Bancorp cnv pfd dep1/25 | 0.3 | $4.8M | 81k | 58.91 | |
| Caterpillar (CAT) | 0.2 | $4.5M | 54k | 82.49 | |
| Baidu (BIDU) | 0.2 | $4.5M | 47k | 94.60 | |
| Ecolab (ECL) | 0.2 | $4.3M | 50k | 85.19 | |
| Eli Lilly & Co. (LLY) | 0.2 | $3.8M | 77k | 49.12 | |
| Tyson Foods (TSN) | 0.2 | $3.8M | 148k | 25.68 | |
| Philip Morris International (PM) | 0.2 | $3.7M | 43k | 86.62 | |
| Leggett & Platt (LEG) | 0.2 | $3.6M | 115k | 31.09 | |
| iShares Lehman Aggregate Bond (AGG) | 0.2 | $3.4M | 32k | 107.21 | |
| Abbott Laboratories (ABT) | 0.2 | $3.3M | 93k | 34.88 | |
| 3M Company (MMM) | 0.2 | $3.1M | 29k | 109.35 | |
| Credit Suisse Group | 0.2 | $3.2M | 119k | 26.46 | |
| Medtronic | 0.2 | $3.1M | 60k | 51.47 | |
| Broadcom Corporation | 0.2 | $3.0M | 88k | 33.80 | |
| Wal-Mart Stores (WMT) | 0.2 | $2.9M | 39k | 74.49 | |
| Chevron Corporation (CVX) | 0.2 | $2.8M | 24k | 118.34 | |
| Transocean Ordinary Shares | 0.2 | $2.9M | 60k | 47.95 | |
| BHP Billiton (BHP) | 0.1 | $2.6M | 45k | 57.66 | |
| SanDisk Corporation | 0.1 | $2.3M | 38k | 61.10 | |
| BB&T Corporation | 0.1 | $2.2M | 64k | 33.88 | |
| Textron (TXT) | 0.1 | $2.1M | 80k | 26.05 | |
| U.S. Bancorp (USB) | 0.1 | $2.0M | 56k | 36.15 | |
| Hershey Company (HSY) | 0.1 | $1.9M | 22k | 89.28 | |
| Microsoft Corporation (MSFT) | 0.1 | $1.8M | 51k | 34.55 | |
| Corning Incorporated (GLW) | 0.1 | $1.9M | 130k | 14.23 | |
| Apple (AAPL) | 0.1 | $1.8M | 4.6k | 396.53 | |
| PPG Industries (PPG) | 0.1 | $1.7M | 11k | 146.41 | |
| Newmont Mining Corporation (NEM) | 0.1 | $1.3M | 44k | 29.95 | |
| eBay (EBAY) | 0.1 | $1.2M | 24k | 51.72 | |
| American Express Company (AXP) | 0.1 | $1.1M | 15k | 74.76 | |
| iShares S&P 500 Index (IVV) | 0.1 | $1.1M | 6.8k | 160.88 | |
| Stericycle (SRCL) | 0.1 | $1.1M | 10k | 110.43 | |
| Agnico (AEM) | 0.1 | $1.2M | 42k | 27.54 | |
| Pfizer (PFE) | 0.1 | $817k | 29k | 28.01 | |
| Gilead Sciences (GILD) | 0.1 | $887k | 17k | 51.27 | |
| Amazon (AMZN) | 0.1 | $813k | 2.9k | 277.69 | |
| CBOE Holdings (CBOE) | 0.1 | $876k | 19k | 46.64 | |
| Vanguard Total Bond Market ETF (BND) | 0.1 | $906k | 11k | 80.88 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.0 | $779k | 20k | 38.50 | |
| Union Pacific Corporation (UNP) | 0.0 | $623k | 4.0k | 154.28 | |
| Boeing Company (BA) | 0.0 | $728k | 7.1k | 102.44 | |
| Occidental Petroleum Corporation (OXY) | 0.0 | $715k | 8.0k | 89.23 | |
| Citi | 0.0 | $681k | 14k | 47.97 | |
| iShares Russell 2000 Index (IWM) | 0.0 | $791k | 8.2k | 97.00 | |
| Comcast Corporation (CMCSA) | 0.0 | $594k | 14k | 41.75 | |
| Bank of America Corporation (BAC) | 0.0 | $465k | 36k | 12.86 | |
| Verizon Communications (VZ) | 0.0 | $576k | 11k | 50.34 | |
| Halliburton Company (HAL) | 0.0 | $501k | 12k | 41.72 | |
| Danaher Corporation (DHR) | 0.0 | $498k | 7.9k | 63.30 | |
| Visa (V) | 0.0 | $605k | 3.3k | 182.75 | |
| Celgene Corporation | 0.0 | $570k | 4.9k | 116.98 | |
| Charles Schwab Corporation (SCHW) | 0.0 | $399k | 19k | 21.23 | |
| PNC Financial Services (PNC) | 0.0 | $440k | 6.0k | 72.92 | |
| Costco Wholesale Corporation (COST) | 0.0 | $396k | 3.6k | 110.57 | |
| Monsanto Company | 0.0 | $359k | 3.6k | 98.80 | |
| Range Resources (RRC) | 0.0 | $274k | 3.5k | 77.32 | |
| Home Depot (HD) | 0.0 | $291k | 3.8k | 77.47 | |
| Covidien | 0.0 | $377k | 6.0k | 62.84 | |
| At&t (T) | 0.0 | $381k | 11k | 35.40 | |
| AFLAC Incorporated (AFL) | 0.0 | $439k | 7.5k | 58.12 | |
| Regions Financial Corporation (RF) | 0.0 | $420k | 44k | 9.53 | |
| Deere & Company (DE) | 0.0 | $373k | 4.6k | 81.25 | |
| Macy's (M) | 0.0 | $373k | 7.8k | 48.00 | |
| Nextera Energy (NEE) | 0.0 | $303k | 3.7k | 81.48 | |
| Nike (NKE) | 0.0 | $399k | 6.3k | 63.68 | |
| Pepsi (PEP) | 0.0 | $396k | 4.8k | 81.79 | |
| United Technologies Corporation | 0.0 | $380k | 4.1k | 92.94 | |
| Southern Company (SO) | 0.0 | $288k | 6.5k | 44.13 | |
| AvalonBay Communities (AVB) | 0.0 | $352k | 2.6k | 134.91 | |
| Sempra Energy (SRE) | 0.0 | $291k | 3.6k | 81.76 | |
| Marathon Oil Corporation (MRO) | 0.0 | $288k | 8.3k | 34.58 | |
| Netflix (NFLX) | 0.0 | $434k | 2.1k | 211.09 | |
| Estee Lauder Companies (EL) | 0.0 | $369k | 5.6k | 65.77 | |
| Edison International (EIX) | 0.0 | $300k | 6.2k | 48.16 | |
| Boston Properties (BXP) | 0.0 | $349k | 3.3k | 105.47 | |
| Beam | 0.0 | $371k | 5.9k | 63.11 | |
| Duke Energy Corporation | 0.0 | $212k | 3.1k | 67.50 | |
| Anadarko Petroleum Corporation | 0.0 | $264k | 3.1k | 85.93 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $246k | 8.9k | 27.61 | |
| Shire | 0.0 | $203k | 2.1k | 95.11 | |
| F5 Networks (FFIV) | 0.0 | $167k | 2.4k | 68.80 | |
| Cameron International Corporation | 0.0 | $130k | 2.1k | 61.16 | |
| Roche Holding (RHHBY) | 0.0 | $0 | 3.1k | 0.00 |
