13F-HR filed by Parametric Risk Advisors LLC
Parametric Risk Advisors LLC filed this 13F-HR for the quarter ended 2013-06-30, filed 2013-07-15, with 130 holding rows worth $1,452,745,000.
- Accession
- 0000950123-13-004690
- Filer
- CIK 1407409
- Filed
- 2013-07-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2013
A holdings report, 147 entries on the cover page, a total value of $1,452,745,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,452,745,020 with VALUE read as dollars, detected, 13F file number 028-12535. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerWilliam & Flora Hewlett Foundation 028-03028
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| 0 | 000000000 | 0 | 21,314,968 | $554,227,332 | dollars, detected | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 766,095 | $66,251,896 | dollars, detected | |
| EXXON MOBIL CORP | 30231G102 | COM | 580,486 | $52,446,870 | dollars, detected | |
| PACCAR INC COM | 693718108 | Stock | 825,539 | $44,298,423 | dollars, detected | |
| Oracle Corporation | 68389X105 | COM | 1,356,455 | $41,656,733 | dollars, detected | |
| BERKSHIRE HATHAWAY INC DEL | 084670207 | CLB | 358,495 | $40,122,760 | dollars, detected | |
| HEWLETT PACKARD CO | 428236103 | COM | 1,500,000 | $37,200,000 | dollars, detected | |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 775,000 | $33,139,000 | dollars, detected | |
| COMCAST CORP NEW | 20030N200 | CL A SPL | 800,000 | $31,736,000 | dollars, detected | |
| APACHE CORP | 037411105 | COM | 355,200 | $29,776,416 | dollars, detected | |
| D R HORTON INC COM | 23331A109 | Stock | 1,240,000 | $26,387,200 | dollars, detected | |
| INVESCO LTD SHS | G491BT108 | Stock | 750,000 | $23,850,000 | dollars, detected | |
| Walt Disney Co | 254687106 | COM | 370,272 | $23,382,677 | dollars, detected | |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 350,000 | $23,250,500 | dollars, detected | |
| Johnson & Johnson | 478160104 | COM | 268,188 | $23,026,622 | dollars, detected | |
| C H ROBINSON WORLDWIDE IN COM NEW | 12541W209 | Stock | 364,143 | $20,504,892 | dollars, detected | |
| Coca-Cola Company | 191216100 | COM | 506,932 | $20,333,043 | dollars, detected | |
| Schlumberger Limited | 806857108 | COM | 260,729 | $18,683,840 | dollars, detected | |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 233,100 | $16,839,144 | dollars, detected | |
| Procter & Gamble Co | 742718109 | COM | 197,292 | $15,189,511 | dollars, detected | |
| 38259p508 | COM | 12,782 | $11,252,889 | dollars, detected | ||
| Wells Fargo & Company | 949746101 | COM | 271,973 | $11,224,326 | dollars, detected | |
| KOHLS CORP | 500255104 | COM | 207,291 | $10,470,268 | dollars, detected | |
| BALL CORP | 058498106 | COM | 245,000 | $10,177,300 | dollars, detected | |
| ROYAL BK CDA COM | 780087102 | Stock | 167,386 | $9,760,278 | dollars, detected | |
| Cisco Systems,Inc. | 17275R102 | COM | 342,857 | $8,343,425 | dollars, detected | |
| EMERSON ELEC CO COM | 291011104 | Stock | 152,683 | $8,327,331 | dollars, detected | |
| GENERAL MILLS INC COM | 370334104 | Stock | 167,700 | $8,138,481 | dollars, detected | |
| Intuit Inc. | 461202103 | COM | 133,135 | $8,126,560 | dollars, detected | |
| SPY | 78462F103 | SHS | 50,432 | $8,090,301 | dollars, detected | |
| CME Group Inc. Class A | 12572Q105 | COM | 102,580 | $7,790,951 | dollars, detected | |
| Dow Chemical Company | 260543103 | COM | 235,000 | $7,559,950 | dollars, detected | |
| JETBLUE AWYS CORP | 477143101 | COM | 1,182,750 | $7,439,498 | dollars, detected | |
| Intel Corp | 458140100 | COM | 304,787 | $7,384,989 | dollars, detected | |
| Qualcomm Incorporated | 747525103 | COM | 120,084 | $7,335,932 | dollars, detected | |
| EOG RES INC COM | 26875P101 | Stock | 52,925 | $6,969,164 | dollars, detected | |
| NORTHERN TR CORP COM | 665859104 | Stock | 112,860 | $6,534,594 | dollars, detected | |
| YUM BRANDS INC COM | 988498101 | Stock | 93,200 | $6,462,488 | dollars, detected | |
| MERCK &COINC | 589331107 | COM | 136,826 | $6,355,568 | dollars, detected | |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 80,000 | $5,995,200 | dollars, detected | |
| International Business Machines Corporation | 459200101 | COM | 30,998 | $5,924,028 | dollars, detected | |
| JPMorgan Chase & Co | 46625H100 | COM | 103,279 | $5,452,098 | dollars, detected | |
| GENERAL ELEC CO | 369604103 | COM | 234,183 | $5,430,704 | dollars, detected | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 35,531 | $5,374,064 | dollars, detected | |
| McDonalds Corporation | 580135101 | COM | 51,923 | $5,140,377 | dollars, detected | |
| ConocoPhillips | 20825C104 | COM | 84,412 | $5,106,926 | dollars, detected | |
| Amgen Inc. | 031162100 | COM | 51,265 | $5,057,805 | dollars, detected | |
| Caterpillar Inc. | 149123101 | COM | 54,181 | $4,469,391 | dollars, detected | |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 47,205 | $4,465,687 | dollars, detected | |
| ECOLAB INC COM | 278865100 | Stock | 50,000 | $4,259,500 | dollars, detected | |
| TYSON FOODS INC CL A | 902494103 | Stock | 148,240 | $3,806,803 | dollars, detected | |
| Eli Lilly and Company | 532457108 | COM | 77,286 | $3,796,288 | dollars, detected | |
| Philip Morris International Inc. | 718172109 | COM | 43,189 | $3,741,031 | dollars, detected | |
| ARM HLDGS ORD GBP0.5 | 0 | COM | 81,294 | $3,702,698 | dollars, detected | The CUSIP as filed is malformed. |
| LEGGETT & PLATT INC | 524660107 | COM | 115,000 | $3,575,350 | dollars, detected | |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 31,743 | $3,403,167 | dollars, detected | |
| Abbott Laboratories | 002824100 | COM | 93,359 | $3,256,362 | dollars, detected | |
| CREDIT SUISSE GROUP-ADR | 225401108 | SPONSORED ADR | 119,206 | $3,154,191 | dollars, detected | |
| 3M CO COM | 88579Y101 | Stock | 28,500 | $3,116,475 | dollars, detected | |
| MEDTRONIC INC | 585055106 | COM | 59,510 | $3,062,980 | dollars, detected | |
| BROADCOM CORP | 111320107 | CL A | 88,000 | $2,973,960 | dollars, detected | |
| Walmart Inc. | 931142103 | COM | 39,000 | $2,905,110 | dollars, detected | |
| TRANSOCEAN INC | G90073100 | COMMON STOCK | 59,671 | $2,861,224 | dollars, detected | |
| Chevron Corporation | 166764100 | COM | 23,601 | $2,792,942 | dollars, detected | |
| BHP BILLITON LIMITED SPONSORED ADS | 088606108 | ADR | 45,217 | $2,607,212 | dollars, detected | |
| SanDisk Corporation | 80004C101 | COM | 37,819 | $2,310,741 | dollars, detected | |
| BB & T CORP | 054937107 | COM | 63,911 | $2,165,305 | dollars, detected | |
| TEXTRON INC COM | 883203101 | Stock | 80,000 | $2,084,000 | dollars, detected | |
| USBANCORPDEL | 902973304 | COM NEW | 55,986 | $2,023,894 | dollars, detected | |
| HERSHEY CO COM | 427866108 | Stock | 21,838 | $1,949,697 | dollars, detected | |
| CORNING INC | 219350105 | COM | 130,183 | $1,852,504 | dollars, detected | |
| Apple Inc | 037833100 | COM | 4,557 | $1,806,987 | dollars, detected | |
| Microsoft Corp | 594918104 | COM | 50,787 | $1,754,437 | dollars, detected | |
| PPG INDS INC COM | 693506107 | Stock | 11,371 | $1,664,828 | dollars, detected | |
| NEWMONT CORP | 651639106 | COM | 43,935 | $1,315,853 | dollars, detected | |
| EBAY INC. COM | 278642103 | Stock | 23,567 | $1,218,885 | dollars, detected | |
| AGNICO EAGLE MINES LTD COM | 008474108 | Stock | 42,000 | $1,156,680 | dollars, detected | |
| STERICYCLE INC | 858912108 | COM | 10,000 | $1,104,300 | dollars, detected | |
| ISHARES TR CORE S&P 500 ETF | 464287200 | SHS | 6,800 | $1,093,984 | dollars, detected | |
| American Express Company | 025816109 | COM | 14,459 | $1,080,955 | dollars, detected | |
| Vanguard Total Bond Market ETF | 921937835 | SHS | 11,200 | $905,856 | dollars, detected | |
| Gilead Sciences,Inc. | 375558103 | COM | 17,294 | $886,663 | dollars, detected | |
| CBOE GLOBAL MKTS INC COM | 12503M108 | Stock | 18,774 | $875,619 | dollars, detected | |
| Pfizer Inc. | 717081103 | COM | 29,160 | $816,772 | dollars, detected | |
| Amazon.com, Inc | 023135106 | COM | 2,927 | $812,799 | dollars, detected | |
| iShares Russell 2000 ETF | 464287655 | SHS | 8,156 | $791,132 | dollars, detected | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 20,222 | $778,547 | dollars, detected | |
| Boeing Company | 097023105 | COM | 7,108 | $728,144 | dollars, detected | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 8,011 | $714,822 | dollars, detected | |
| CITIGROUP INC | 172967101 | COM | 14,185 | $680,454 | dollars, detected | |
| Union Pacific Corporation | 907818108 | COM | 4,040 | $623,291 | dollars, detected | |
| Visa Inc | 92826C839 | COM | 3,312 | $605,268 | dollars, detected | |
| Comcast Corp | 20030N101 | COM | 14,228 | $594,019 | dollars, detected | |
| Verizon Communications Inc | 92343V104 | COM | 11,442 | $575,990 | dollars, detected | |
| CELGENE CORP | 151020104 | COM | 4,875 | $570,278 | dollars, detected | |
| HALLIBURTON CO COM | 406216101 | Stock | 12,004 | $500,807 | dollars, detected | |
| Danaher Corporation | 235851102 | COM | 7,859 | $497,475 | dollars, detected | |
| Bank of America Corp | 060505104 | COM | 36,174 | $465,198 | dollars, detected | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 6,033 | $439,926 | dollars, detected | |
| AFLAC INC COM | 001055102 | Stock | 7,549 | $438,748 | dollars, detected | |
| Netflix, Inc | 64110L106 | COM | 2,056 | $434,001 | dollars, detected | |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 44,090 | $420,178 | dollars, detected | |
| NIKE,Inc. Class B | 654106103 | COM | 6,267 | $399,083 | dollars, detected | |
| Charles Schwab Corp | 808513105 | COM | 18,789 | $398,890 | dollars, detected | |
| PepsiCo,Inc. | 713448108 | COM | 4,840 | $395,864 | dollars, detected | |
| Costco Wholesale Corporation | 22160K105 | COM | 3,577 | $395,509 | dollars, detected | |
| AT&T Inc | 00206R102 | COM | 10,754 | $380,692 | dollars, detected | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 4,090 | $380,125 | dollars, detected | |
| COVIDIEN LTD | G2552X108 | COMMON STOCK | 5,996 | $376,789 | dollars, detected | |
| MACYS INC COM | 55616P104 | Stock | 7,769 | $372,912 | dollars, detected | |
| Deere & Company | 244199105 | COM | 4,588 | $372,775 | dollars, detected | |
| BEAM INC | 073730103 | COMMON STOCK | 5,881 | $371,150 | dollars, detected | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 5,613 | $369,167 | dollars, detected | |
| MONSANTO CO NEW | 61166W101 | COM | 3,633 | $358,940 | dollars, detected | |
| AVALONBAY CMNTYS INC COM | 053484101 | REIT | 2,612 | $352,385 | dollars, detected | |
| BXP INC COM | 101121101 | REIT | 3,307 | $348,789 | dollars, detected | |
| NextEra Energy,Inc. | 65339F101 | COM | 3,717 | $302,861 | dollars, detected | |
| EDISON INTL COM | 281020107 | Stock | 6,222 | $299,652 | dollars, detected | |
| SEMPRA COM | 816851109 | Stock | 3,558 | $290,902 | dollars, detected | |
| Home Depot, Inc | 437076102 | COM | 3,755 | $290,900 | dollars, detected | |
| Southern Company | 842587107 | COM | 6,517 | $287,595 | dollars, detected | |
| MARATHON OIL CORP | 565849106 | COM | 8,315 | $287,533 | dollars, detected | |
| RANGE RES CORP COM | 75281A109 | Stock | 3,547 | $274,254 | dollars, detected | |
| ANADARKO PETROLEUM CORP | 032511107 | COM | 3,067 | $263,547 | dollars, detected | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 8,925 | $246,419 | dollars, detected | |
| Duke Energy | 26441C105 | Common | 3,134 | $211,545 | dollars, detected | |
| SHIRE PLC | 82481R106 | COMMON STOCK-FO | 2,129 | $202,489 | dollars, detected | |
| F5 INC COM | 315616102 | Stock | 2,424 | $166,771 | dollars, detected | |
| CAMERON INTERNATIONAL CORP | 13342B105 | COM | 2,121 | $129,720 | dollars, detected | |
| ROCHE HLDG LTD SPONS ADR (ISIN #US7711951043 SEDOL #B014J8) | 771195104 | ADR | 3,148 | $0 | dollars, detected | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000950123-13-004690 | this filing | 2013-07-15 | acceptance time not in the bulk data set |