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Fund Holdings of PARAMETRIC RISK ADVISORS LLC Filed on 2012-02-09

Link to Original SEC 13F filings sorted on filing date: 2012-02-09 | 2011-10-11 | 2011-08-10 | 2011-05-03 | 2011-01-12 | 2010-10-27 | 2010-07-23 | 2010-04-16 | 2010-01-28 | 2009-10-27 | 2009-07-23 | 2009-04-22 | 2009-01-12 | 2008-10-29 | 2008-07-16 | 2008-04-25 |

1. Fund Information

Fund NamePARAMETRIC RISK ADVISORS LLC
Fund Manager
Address274 RIVERSIDE AVENUE,
WESTPORT, CT, 06880
::Google Map
Phone(203) 227-1700
13F Asset Last Qtr$870,200,317
13F Asset This Qtr$1,077,970,096
Asset Change23.88%

2. Comparison of Holdings by Sectors with Last Quarter

3. Top 20 Holdings (Value) of This Quarter

No.SecurityPut/CallStockSharesValue(x$1000)Activity(Shr)% Port.
1.)AGILENT TECHNOLOGIES, INC.A2,800,000$97,804New9.07%
2.)HEWLETT-PACKARD COHPQ3,726,860$96,004Cut -2.54%8.91%
3.)UNITED PARCEL SERVICE INCUPS767,954$56,207Added 57.83%5.21%
4.)EXXON MOBIL CORP.XOM658,294$55,797Cut -0.71%5.18%
5.)FASTENAL COMPANYFAST1,200,000$52,332Added 100.00%4.85%
6.)PACCAR INC.PCAR1,322,839$49,567New4.60%
7.)WAL-MART STORES, INC.WMT751,227$44,893Cut -7.83%4.16%
8.)COMCAST CORPORATIONCMCSK1,700,000$40,052Added 13.33%3.72%
9.)ORACLE CORPORATIONORCL1,269,414$32,560Cut -0.56%3.02%
10.)MERCK & CO. INC. COMMON SHARES801,293$30,209Cut -7.44%2.80%
11.)BERKSHIRE HATHAWAY INC. CL B BRK-B361,425$27,577Added 53.24%2.56%
12.)PROCTER & GAMBLE CO.PG392,111$26,158Added 297.20%2.43%
13.)AUTODESK, INC.ADSK800,000$24,264New2.25%
14.)GENERAL ELECTRIC COGE1,244,331$22,286Cut -10.43%2.07%
15.)JOHNSON & JOHNSONJNJ328,207$21,524Added 136.65%2.00%
16.)JPMORGAN CHASE & CO.JPM631,403$20,994Added 71.77%1.95%
17.)KIMCO REALTY CORP.KIM1,250,000$20,300Added 100.00%1.88%
18.)HORTON (D.R.) INC.DHI1,500,000$18,915Unchanged1.75%
19.)INVESCO LTDIVZ750,000$15,068Added 114.29%1.40%
20.)COCA-COLA CO (THE)KO175,615$12,288Added 162.32%1.14%

4. Top 20 (Value) Holdings BOUGHT NEW in This Quarter

No.SecurityPut/CallStockShares NEWValue(x$1000)% Port.
1.)AGILENT TECHNOLOGIES, INC.A2,800,000$97,8049.07%
2.)PACCAR INC.PCAR1,322,839$49,5674.60%
3.)AUTODESK, INC.ADSK800,000$24,2642.25%
4.)ROYAL BANK OF CANADARY234,849$11,9681.11%
5.)BALL CORPBLL300,000$10,7130.99%
6.)KOHL CORP.KSS207,291$10,2300.95%
7.)ISHARES DOW JONES US REAL ESTATEIYR169,179$9,6110.89%
8.)INTUIT INC.INTU150,000$7,8890.73%
9.)LILLY (ELI) & CO.LLY189,404$7,8720.73%
10.)CME GROUP INC.CME29,214$7,1190.66%
11.)GENERAL MILLS, INC.GIS150,000$6,0620.56%
12.)MORGAN STANLEYMS400,000$6,0520.56%
13.)TD AMERITRADE HOLDING CORPORATIONAMTD360,200$5,6370.52%
14.)GREEN MOUNTAIN COFFEE ROASTERS, INC.GMCR91,500$4,1040.38%
15.)JETBLUE AIRWAYS CORPORATIONJBLU747,500$3,8870.36%
16.)ROYAL BANK OF CANADARY76,000$3,3920.31%
17.)CBL & ASSOCIATES PROPERTIES, INC.CBL200,000$3,1400.29%
18.)PIONEER NATURAL RESOURCES COPXD35,000$3,1320.29%
19.)CREDIT SUISSE GROUPCS116,368$2,7320.25%
20.)SPDR DOW JONES INDL AVRG ETF UT SER 1DIA21,800$2,6560.25%

5. Top 20 (Value) Holdings Totally SOLD OUT in This Quarter

No.SecurityPut/CallStockShares SOLDValue(x$1000)% Port. Last Qtr
1.)VALERO ENERGY CORP.VLO600,000$10,5061.21%
2.)FLOWERS FOODS, INC.FLO415,800$10,3281.19%
3.)PEPSICO INC.PEP78,626$5,2240.60%
4.)CHEVRON CORPORATIONCVX57,911$4,6940.54%
5.)HESS CORPHES56,828$3,3600.39%
6.)BANK OF AMERICA CORP.BAC253,520$3,3220.38%
7.)TEXAS INSTRUMENTS INC.TXN120,869$3,2800.38%
8.)AMGEN INC.AMGN56,818$3,1310.36%
9.)PG&E CORP. (HOLDING CO.)PCG61,786$2,8060.32%
10.)MASTERCARD INCMA12,433$2,7850.32%
11.)WASTE MANAGEMENT, INC. (DE)WM70,785$2,5300.29%
12.)BRISTOL-MYERS SQUIBB CO.BMY92,386$2,5050.29%
13.)GENERAL DYNAMICS CORP.GD39,547$2,4840.29%
14.)CSX CORP.CSX43,902$2,4290.28%
15.)TJX COMPANIES, INC.TJX53,855$2,4040.28%
16.)TARGET CORPTGT44,009$2,3520.27%
17.)ILLINOIS TOOL WORKS, INC.ITW46,567$2,1900.25%
18.)PEABODY ENERGY CORPBTU40,999$2,0090.23%
19.)PRUDENTIAL FINANCIAL, INC.PRU35,925$1,9460.22%
20.)FRESENIUS MEDICAL CARE AG & CO KGAAFMS30,008$1,8530.21%