Parametric Risk Advisors LLC — Q1 2014 13F Holdings

Name: Parametric Risk Advisors LLC — 13F Holdings, Q1 2014
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001407409

Total reported value

$1.5B

← Back to latest quarter

Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	META	Meta Platforms Inc-class A	Stock-Comm Services	28.64%	+4.92%	-0.43%
2	9990302D	Apache CORP	Stock-Other	6.83%	—	—
3	UPS	United Parcel Service-cl B	Stock-Industrials	3.77%	—	-2.56%
4	XOM	Exxon Mobil CORP	Stock-Energy	3.76%	-0.46%	+4.74%
5	ORCL	Oracle CORP	Stock-Tech	3.71%	-0.22%	-5.95%
6	CMCSA	Comcast Corporation	Stock-Comm Services	2.70%	—	—
7	✓	Ikena Oncology INC	Stock-Other	2.69%	—	+51.90%
8	PCAR	Paccar INC	Stock-Industrials	2.54%	—	-33.96%
9	IVZ	Invesco Ltd.	Stock-Financials	1.92%	+0.32%	—
10	DHI	Dr Horton INC	Stock-Consumer Disc	1.86%	-0.03%	—
11	✓	Cree INC	Stock-Other	1.77%	—	+3.06%
12	JNJ	Johnson & Johnson	Stock-Healthcare	1.65%	—	-0.70%
13	IYR	Ishares US Real Estate ETF	ETF-Other	1.64%	-1.46%	EXIT
14	JBHT	Hunt (jb) Transprt Svcs INC	Stock-Industrials	1.16%	—	—
15	EOG	Eog Resources INC	Stock-Energy	1.02%	—	+48.80%
16	IBM	Intl Business Machines CORP	Stock-Tech	0.99%	—	+36.70%
17	KO	Coca-cola Co/the	Stock-Consumer Staples	0.94%	+0.16%	—
18	BALL	Ball CORP	Stock-Consumer Disc	0.93%	-0.71%	EXIT
19	PG	Procter & Gamble Co/the	Stock-Consumer Staples	0.91%	—	+31.88%
20	QCOM	Qualcomm INC	Stock-Tech	0.91%	+0.16%	-0.84%
21	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	0.90%	+0.15%	+39.90%
22	BRK-B	Berkshire Hathaway Inc.	Stock-Other	0.87%	—	—
23	COP	Conocophillips	Stock-Energy	0.86%	—	+7.53%
24	SLB	Slb LTD	Stock-Energy	0.82%	—	-32.93%
25	AEP	American Electric Power Company, Inc.	Stock-Utilities	0.79%	-0.43%	+76.97%
26	✓	Pharmacyclics INC	Stock-Other	0.78%	—	+0.80%
27	DOW	Dow Chem Co	Stock-Materials	0.72%	-0.11%	-2.27%
28	INTU	Intuit INC	Stock-Tech	0.68%	—	—
29	JBLU	Jetblue Airways CORP	Stock-Industrials	0.68%	—	-4.72%
30	PWR	Quanta Services INC	Stock-Industrials	0.64%	—	—
31	AMGN	Amgen INC	Stock-Healthcare	0.63%	+0.10%	-7.46%
32	ATVIEUR	Activision Blizzard INC	Stock-Comm Services	0.63%	—	-19.13%
33	EMR	Emerson Electric Co	Stock-Industrials	0.61%	—	-11.11%
34	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.60%	—	+69.55%
35	KSS	Kohls CORP	Stock-Consumer Disc	0.58%	—	—
36	YUM	Yum! Brands INC	Stock-Consumer Disc	0.56%	—	+3.27%
37	INTC	Intel CORP	Stock-Tech	0.54%	—	—
38	RY	Royal Bank Of Canada	Stock-Financials	0.52%	—	-0.10%
39	ZBH	Zimmer Biomet Holdings INC	Stock-Healthcare	0.52%	—	—
40	NTRS	Northern Trust CORP	Stock-Financials	0.51%	—	—
41	WFC	Wells Fargo & Co	Stock-Financials	0.50%	-0.19%	-11.42%
42	✓	Interoil CORP	Stock-Other	0.49%	—	—
43	TSN	Tyson Foods Inc-cl A	Stock-Consumer Staples	0.45%	—	—
44	CSCO	Cisco Systems INC	Stock-Tech	0.44%	+0.15%	—
45	GIS	General Mills INC	Stock-Consumer Staples	0.41%	—	+4.52%
46	CME	Cme Group INC	Stock-Financials	0.41%	-0.23%	—
47	JPM	Jpmorgan Chase & Co	Stock-Financials	0.41%	—	-5.81%
48	LLY	Eli Lilly & Co	Stock-Healthcare	0.40%	—	+25.88%
49	PM	Philip Morris International	Stock-Consumer Staples	0.39%	—	+60.19%
50	EFA	Ishares Msci Eafe ETF	ETF-Other	0.39%	—	—

1–50 of 159

Holding changes this quarter

Position changes disclosed by Parametric Risk Advisors LLC for the quarter ending Q1 2014, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	✓	Ikena Oncology INC	+2.1%	+51.90%	Add
2	META	Meta Platforms Inc-class A	+2%	-0.43%	Trim
3	AEP	American Electric Power Company, Inc.	+0.3%	+76.97%	Add
4	IBM	Intl Business Machines CORP	+0.3%	+36.70%	Add
5	SPY	Ss Spdr S&p 500 ETF Trust-us	+0.3%	+39.90%	Add
6	MS	Morgan Stanley	+0.3%	+1061.72%	Add
7	MCD	Mcdonald's CORP	+0.2%	+69.55%	Add
8	MSFT	Microsoft CORP	+0.2%	+216.53%	Add
9	PG	Procter & Gamble Co/the	+0.2%	+31.88%	Add
10	AAPL	Apple INC	+0.2%	+228.44%	Add
11	IWM	Ishares Russell 2000 ETF	+0.2%	+344.78%	Add
12	NKE	Nike INC -cl B	+0.1%	+892.89%	Add
13	PM	Philip Morris International	+0.1%	+60.19%	Add
14	LLY	Eli Lilly & Co	+0.1%	+25.88%	Add
15	TSN	Tyson Foods Inc-cl A	+0.1%	—	Unchanged
16	✓	Interoil CORP	+0.1%	—	Unchanged
17	MMM	3m Co	+0.1%	+43.16%	Add
18	IYR	Ishares US Real Estate ETF	+0.1%	—	Unchanged
19	JNJ	Johnson & Johnson	+0.1%	-0.70%	Trim
20	COP	Conocophillips	0%	+7.53%	Add
21	KO	Coca-cola Co/the	-0.1%	—	Unchanged
22	DHI	Dr Horton INC	-0.1%	—	Unchanged
23	JBHT	Hunt (jb) Transprt Svcs INC	-0.1%	—	Unchanged
24	CMCSA	Comcast Corporation	-0.1%	—	Unchanged
25	EMR	Emerson Electric Co	-0.1%	-11.11%	Trim
26	✓	Cree INC	-0.2%	+3.06%	Add
27	EOG	Eog Resources INC	-0.2%	+48.80%	Add
28	BIDU	Baidu INC - Spon Adr	-0.2%	-47.74%	Trim
29	CAT	Caterpillar INC	-0.3%	-88.63%	Trim
30	SLB	Slb LTD	-0.3%	-32.93%	Trim
31	9990302D	Apache CORP	-0.4%	—	Unchanged
32	UPS	United Parcel Service-cl B	-0.5%	-2.56%	Trim
33	GOOG	Alphabet A	-0.6%	-67.66%	Trim
34	PCAR	Paccar INC	-0.9%	-33.96%	Trim
35	A	Agilent Technologies INC	—	EXIT	Sold out
36	HMC	Honda Motor Co Ltd-spons Adr	—	EXIT	Sold out
37	PWR	Quanta Services INC	—	NEW	New buy
38	EFA	Ishares Msci Eafe ETF	—	NEW	New buy
39	MDY	State Street Spdr S&p Midcap	—	NEW	New buy
40	DFSEUR	Discover Financial Services	—	NEW	New buy
41	CL	Colgate-palmolive Co	—	NEW	New buy
42	AGG	Ishares Core U.s. Aggregate	—	EXIT	Sold out
43	✓		—	NEW	New buy
44	JNJ	Johnson & Johnson	—	NEW	New buy
45	TGT	Target CORP	—	NEW	New buy
46	DIA	Ss Spdr Dow Jones Indus Avg	—	NEW	New buy
47	KMB	Kimberly-clark CORP	—	NEW	New buy
48	✓	Actavis INC Com	—	NEW	New buy
49	BND	Vanguard Total Bond Market	—	EXIT	Sold out
50	STZ	Constellation Brands Inc-a	—	NEW	New buy