Parametric Risk Advisors LLC — Q4 2014 13F Holdings

Name: Parametric Risk Advisors LLC — 13F Holdings, Q4 2014
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001407409

Total reported value

$1.5B

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	META	Meta Platforms Inc-class A	Stock-Comm Services	36.89%	+4.92%	+2.04%
2	XOM	Exxon Mobil CORP	Stock-Energy	4.24%	-0.46%	-3.63%
3	UPS	United Parcel Service-cl B	Stock-Industrials	3.68%	—	-7.96%
4	ORCL	Oracle CORP	Stock-Tech	3.61%	-0.22%	-13.71%
5	CMCSA	Comcast Corporation	Stock-Comm Services	3.07%	—	—
6	✓	Pharmacyclics INC	Stock-Other	2.45%	—	+165.72%
7	JNJ	Johnson & Johnson	Stock-Healthcare	2.21%	—	+0.27%
8	DHI	Dr Horton INC	Stock-Consumer Disc	2.09%	-0.03%	—
9	IVZ	Invesco Ltd.	Stock-Financials	1.98%	+0.32%	—
10	IYR	Ishares US Real Estate ETF	ETF-Other	1.79%	-1.46%	EXIT
11	EMR	Emerson Electric Co	Stock-Industrials	1.60%	—	+232.40%
12	MMM	3m Co	Stock-Industrials	1.57%	—	+3.79%
13	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	1.34%	+0.15%	-31.30%
14	EOG	Eog Resources INC	Stock-Energy	1.23%	—	—
15	AEP	American Electric Power Company, Inc.	Stock-Utilities	1.20%	-0.43%	+61.93%
16	CAT	Caterpillar INC	Stock-Industrials	1.18%	+0.23%	+4.28%
17	PG	Procter & Gamble Co/the	Stock-Consumer Staples	1.16%	—	+11.75%
18	JBLU	Jetblue Airways CORP	Stock-Industrials	1.03%	—	-5.52%
19	BALL	Ball CORP	Stock-Consumer Disc	1.02%	-0.71%	EXIT
20	IBM	Intl Business Machines CORP	Stock-Tech	0.92%	—	+14.54%
21	KO	Coca-cola Co/the	Stock-Consumer Staples	0.91%	+0.16%	-8.59%
22	BRK-B	Berkshire Hathaway Inc.	Stock-Other	0.83%	—	—
23	SLB	Slb LTD	Stock-Energy	0.78%	—	—
24	QCOM	Qualcomm INC	Stock-Tech	0.78%	+0.16%	-4.30%
25	COP	Conocophillips	Stock-Energy	0.76%	—	-12.25%
26	MCD	Mcdonald's CORP	Stock-Consumer Disc	0.74%	—	+36.72%
27	INTU	Intuit INC	Stock-Tech	0.71%	—	-8.54%
28	CSCO	Cisco Systems INC	Stock-Tech	0.69%	+0.15%	+67.38%
29	AMGN	Amgen INC	Stock-Healthcare	0.67%	+0.10%	-33.48%
30	DOW	Dow Chem Co	Stock-Materials	0.65%	-0.11%	—
31	GIS	General Mills INC	Stock-Consumer Staples	0.63%	—	—
32	ATVIEUR	Activision Blizzard INC	Stock-Comm Services	0.59%	—	-0.77%
33	WFC	Wells Fargo & Co	Stock-Financials	0.53%	-0.19%	—
34	NTRS	Northern Trust CORP	Stock-Financials	0.51%	—	—
35	C	Citigroup Inc.	Stock-Financials	0.50%	—	+106.32%
36	MS	Morgan Stanley	Stock-Financials	0.49%	+0.14%	-4.34%
37	CME	Cme Group INC	Stock-Financials	0.47%	-0.23%	—
38	CVX	Chevron CORP	Stock-Energy	0.43%	—	+126.15%
39	KSS	Kohls CORP	Stock-Consumer Disc	0.41%	—	-14.95%
40	MDY	State Street Spdr S&p Midcap	ETF-Other	0.39%	—	—
41	DVN	Devon Energy CORP	Stock-Energy	0.38%	—	+12.57%
42	CL	Colgate-palmolive Co	Stock-Consumer Staples	0.38%	—	+50.91%
43	PM	Philip Morris International	Stock-Consumer Staples	0.38%	—	—
44	MSFT	Microsoft CORP	Stock-Tech	0.37%	—	-11.79%
45	JPM	Jpmorgan Chase & Co	Stock-Financials	0.35%	—	-12.48%
46	✓	Google INC Class C	Stock-Other	0.34%	-0.59%	EXIT
47	INTC	Intel CORP	Stock-Tech	0.34%	—	-42.85%
48	CHKP	Check Point Software Technologies Ltd.	Stock-Tech	0.33%	—	—
49	DFSEUR	Discover Financial Services	Stock-Other	0.33%	+0.09%	-21.03%
50	EFA	Ishares Msci Eafe ETF	ETF-Other	0.32%	—	—

1–50 of 124

Holding changes this quarter

Position changes disclosed by Parametric Risk Advisors LLC for the quarter ending Q4 2014, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	✓	Pharmacyclics INC	+1.6%	+165.72%	Add
2	EMR	Emerson Electric Co	+1.1%	+232.40%	Add
3	AEP	American Electric Power Company, Inc.	+0.4%	+61.93%	Add
4	DHI	Dr Horton INC	+0.4%	—	Unchanged
5	CSCO	Cisco Systems INC	+0.3%	+67.38%	Add
6	JBLU	Jetblue Airways CORP	+0.3%	-5.52%	Trim
7	C	Citigroup Inc.	+0.3%	+106.32%	Add
8	MMM	3m Co	+0.3%	+3.79%	Add
9	CVX	Chevron CORP	+0.2%	+126.15%	Add
10	PG	Procter & Gamble Co/the	+0.2%	+11.75%	Add
11	CMCSA	Comcast Corporation	+0.2%	—	Unchanged
12	MCD	Mcdonald's CORP	+0.2%	+36.72%	Add
13	IYR	Ishares US Real Estate ETF	+0.2%	—	Unchanged
14	CL	Colgate-palmolive Co	+0.1%	+50.91%	Add
15	UPS	United Parcel Service-cl B	+0.1%	-7.96%	Trim
16	YUM	Yum! Brands INC	+0.1%	+34.95%	Add
17	BALL	Ball CORP	+0.1%	—	Unchanged
18	BRK-B	Berkshire Hathaway Inc.	+0.1%	—	Unchanged
19	TXT	Textron INC	+0.1%	+21.66%	Add
20	PSX	Phillips 66	-0.1%	-48.67%	Trim
21	KSS	Kohls CORP	-0.1%	-14.95%	Trim
22	MRK	Merck & Co., Inc.	-0.1%	-34.30%	Trim
23	DFSEUR	Discover Financial Services	-0.1%	-21.03%	Trim
24	META	Meta Platforms Inc-class A	-0.1%	+2.04%	Add
25	KO	Coca-cola Co/the	-0.1%	-8.59%	Trim
26	EOG	Eog Resources INC	-0.1%	—	Unchanged
27	DOW	Dow Chem Co	-0.1%	—	Unchanged
28	SLB	Slb LTD	-0.2%	—	Unchanged
29	IWM	Ishares Russell 2000 ETF	-0.2%	-83.88%	Trim
30	COP	Conocophillips	-0.2%	-12.25%	Trim
31	INTC	Intel CORP	-0.2%	-42.85%	Trim
32	AMGN	Amgen INC	-0.2%	-33.48%	Trim
33	CHRW	C.h. Robinson Worldwide INC	-0.2%	-71.13%	Trim
34	XOM	Exxon Mobil CORP	-0.3%	-3.63%	Trim
35	HD	Home Depot INC	-0.3%	-78.22%	Trim
36	GOOG	Alphabet A	-0.3%	-77.17%	Trim
37	PWR	Quanta Services INC	-0.4%	-53.70%	Trim
38	SPY	Ss Spdr S&p 500 ETF Trust-us	-0.6%	-31.30%	Trim
39	✓	Cree INC	—	EXIT	Sold out
40	✓	Ikena Oncology INC	—	EXIT	Sold out
41	✓	Google INC Class C	—	NEW	New buy
42	CHKP	Check Point Software Technologies Ltd.	—	NEW	New buy
43	DATA	Tableau Software Inc-cl A	—	NEW	New buy
44	✓	General Growth Properties INC	—	NEW	New buy
45	NKE	Nike INC -cl B	—	EXIT	Sold out
46	ACN	Accenture plc	—	NEW	New buy
47	HUM	Humana INC	—	NEW	New buy
48	MNST	Monster Beverage Corporation	—	EXIT	Sold out
49	SWN1EUR	Southwestern Energy Co	—	NEW	New buy
50	AAPL	Apple INC	—	EXIT	Sold out