Parametric Risk Advisors LLC — Q4 2015 13F Holdings

Name: Parametric Risk Advisors LLC — 13F Holdings, Q4 2015
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	40.79%	+4.92%	-29.52%
2	UPS	United Parcel Service-cl B	Stock-Industrials	3.60%	—	+4.74%
3	GS	Goldman Sachs Group INC	Stock-Financials	3.54%	+0.32%	—
4	CMCSA	Comcast Corp-class A	Stock-Comm Services	3.13%	+0.17%	—
5	ORCL	Oracle CORP	Stock-Tech	3.11%	-0.22%	—
6	JNJ	Johnson & Johnson	Stock-Healthcare	2.61%	—	+12.01%
7	DHI	Dr Horton INC	Stock-Consumer Disc	2.20%	-0.03%	—
8	XOM	Exxon Mobil CORP	Stock-Energy	1.80%	-0.46%	-52.03%
9	IVZ	Invesco Ltd.	Stock-Financials	1.74%	+0.32%	—
10	KO	Coca-cola Co/the	Stock-Consumer Staples	1.72%	+0.16%	+1.17%
11	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	1.71%	+0.15%	-1.88%
12	MMM	3m Co	Stock-Industrials	1.52%	—	+1.85%
13	AEP	American Electric Power Company, Inc.	Stock-Utilities	1.52%	-0.43%	-1.01%
14	IYR	Ishares US Real Estate ETF	ETF-Other	1.41%	-1.46%	EXIT
15	JBLU	Jetblue Airways CORP	Stock-Industrials	1.31%	—	-0.01%
16	BALL	Ball CORP	Stock-Consumer Disc	1.14%	-0.71%	EXIT
17	CAT	Caterpillar INC	Stock-Industrials	1.10%	+0.23%	-7.90%
18	PG	Procter & Gamble Co/the	Stock-Consumer Staples	1.03%	—	+8.38%
19	AAPL	Apple INC	Stock-Tech	0.94%	+0.18%	+86.96%
20	EMR	Emerson Electric Co	Stock-Industrials	0.94%	—	-22.06%
21	AMGN	Amgen INC	Stock-Healthcare	0.86%	+0.10%	+23.48%
22	TEVA	Teva Pharmaceutical-sp Adr	Stock-Healthcare	0.73%	—	+255.56%
23	INTU	Intuit INC	Stock-Tech	0.70%	—	-6.66%
24	DOW	Dow Chem Co	Stock-Materials	0.70%	-0.11%	-9.30%
25	SLB	Slb LTD	Stock-Energy	0.66%	—	—
26	✓	Google INC Class C	Stock-Other	0.64%	-0.59%	EXIT
27	CSCO	Cisco Systems INC	Stock-Tech	0.64%	+0.15%	+167.89%
28	IBM	Intl Business Machines CORP	Stock-Tech	0.60%	—	-13.19%
29	BMY	Bristol-myers Squibb Co	Stock-Healthcare	0.58%	-0.16%	+48.62%
30	NTRS	Northern Trust CORP	Stock-Financials	0.56%	—	-0.45%
31	WFC	Wells Fargo & Co	Stock-Financials	0.56%	-0.19%	+0.00%
32	BRK-B	Berkshire Hathaway Inc.	Stock-Other	0.55%	—	—
33	MSFT	Microsoft CORP	Stock-Tech	0.47%	—	-45.32%
34	GIS	General Mills INC	Stock-Consumer Staples	0.46%	—	—
35	✓	Cree INC	Stock-Other	0.46%	—	—
36	MS	Morgan Stanley	Stock-Financials	0.43%	+0.14%	—
37	PM	Philip Morris International	Stock-Consumer Staples	0.42%	—	—
38	JPM	Jpmorgan Chase & Co	Stock-Financials	0.40%	—	+9.38%
39	CL	Colgate-palmolive Co	Stock-Consumer Staples	0.40%	—	-0.57%
40	CVX	Chevron CORP	Stock-Energy	0.39%	—	+26.39%
41	QCOM	Qualcomm INC	Stock-Tech	0.37%	+0.16%	-31.78%
42	INTC	Intel CORP	Stock-Tech	0.37%	—	+27.23%
43	CHKP	Check Point Software Technologies Ltd.	Stock-Tech	0.36%	—	—
44	ACN	Accenture plc	Stock-Tech	0.36%	-0.37%	EXIT
45	BXUSD	Blackstone Group Lp/the	Stock-Other	0.34%	-0.81%	EXIT
46	CHRW	C.h. Robinson Worldwide INC	Stock-Industrials	0.34%	—	-0.63%
47	DATA	Tableau Software Inc-cl A	Stock-Other	0.33%	-0.24%	EXIT
48	PEP	Pepsico INC	Stock-Consumer Staples	0.32%	-0.32%	—
49	✓		Stock-Other	0.30%	+0.21%	+88.89%
50	DVN	Devon Energy CORP	Stock-Energy	0.30%	—	—

1–50 of 118

Holding changes this quarter

Position changes disclosed by Parametric Risk Advisors LLC for the quarter ending Q4 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	JNJ	Johnson & Johnson	+0.6%	+12.01%	Add
2	TEVA	Teva Pharmaceutical-sp Adr	+0.6%	+255.56%	Add
3	AAPL	Apple INC	+0.4%	+86.96%	Add
4	CSCO	Cisco Systems INC	+0.4%	+167.89%	Add
5	AEP	American Electric Power Company, Inc.	+0.4%	-1.01%	Trim
6	GS	Goldman Sachs Group INC	+0.4%	—	Unchanged
7	AMGN	Amgen INC	+0.3%	+23.48%	Add
8	DHI	Dr Horton INC	+0.3%	—	Unchanged
9	UPS	United Parcel Service-cl B	+0.3%	+4.74%	Add
10	BMY	Bristol-myers Squibb Co	+0.3%	+48.62%	Add
11	KO	Coca-cola Co/the	+0.2%	+1.17%	Add
12	BALL	Ball CORP	+0.2%	—	Unchanged
13	PG	Procter & Gamble Co/the	+0.2%	+8.38%	Add
14	IVZ	Invesco Ltd.	+0.2%	—	Unchanged
15	✓	Google INC Class C	+0.2%	+11.27%	Add
16	MMM	3m Co	+0.2%	+1.85%	Add
17	IYR	Ishares US Real Estate ETF	+0.2%	—	Unchanged
18	SPY	Ss Spdr S&p 500 ETF Trust-us	+0.2%	-1.88%	Trim
19	✓		+0.2%	+88.89%	Add
20	CVX	Chevron CORP	+0.1%	+26.39%	Add
21	INTC	Intel CORP	+0.1%	+27.23%	Add
22	GOOG	Alphabet A	+0.1%	+32.80%	Add
23	DOW	Dow Chem Co	+0.1%	-9.30%	Trim
24	JPM	Jpmorgan Chase & Co	+0.1%	+9.38%	Add
25	DATA	Tableau Software Inc-cl A	+0.1%	—	Unchanged
26	✓	Cree INC	+0.1%	—	Unchanged
27	RJF	Raymond James Financial INC	+0.1%	—	Unchanged
28	LLY	Eli Lilly & Co	+0.1%	+27.49%	Add
29	BIDU	Baidu INC - Spon Adr	+0.1%	—	Unchanged
30	CAT	Caterpillar INC	0%	-7.90%	Trim
31	DVN	Devon Energy CORP	0%	—	Unchanged
32	COP	Conocophillips	0%	-24.52%	Trim
33	MDT	Medtronic plc	-0.1%	-33.90%	Trim
34	✓	Ishares Tr	-0.1%	-27.49%	Trim
35	IBM	Intl Business Machines CORP	-0.1%	-13.19%	Trim
36	JBLU	Jetblue Airways CORP	-0.1%	-0.01%	Trim
37	EMR	Emerson Electric Co	-0.1%	-22.06%	Trim
38	MSFT	Microsoft CORP	-0.2%	-45.32%	Trim
39	QCOM	Qualcomm INC	-0.2%	-31.78%	Trim
40	XOM	Exxon Mobil CORP	-1.6%	-52.03%	Trim
41	META	Meta Platforms Inc-class A	-5.7%	-29.52%	Trim
42	CMCSA	Comcast Corporation	—	EXIT	Sold out
43	CMCSA	Comcast Corp-class A	—	NEW	New buy
44	✓	Actavis INC Com	—	EXIT	Sold out
45	✓	Juno Therapeutics	—	NEW	New buy
46	SNDK	Sandisk Corporation	—	EXIT	Sold out
47	BAC	Bank Of America CORP	—	NEW	New buy
48	MAR	Marriott International -cl A	—	NEW	New buy
49	PSX	Phillips 66	—	EXIT	Sold out
50	SWN1EUR	Southwestern Energy Co	—	EXIT	Sold out