Parametric Risk Advisors LLC

13F filer, CIK 1407409, WESTPORT, CT

Parametric Risk Advisors LLC reported $1,498,343,000 across 124 holdings for the quarter ended 2014-12-31, in a 13F-HR filed 2015-02-11. Its ten largest share positions make up 62.02% of the portfolio.

Filed 2015-02-11 (acceptance time not in the bulk data set), ingested 2026-10-07 19:17:13 UTC13F-HR 0000950123-15-001493

Period: 2014-12-31
Reported value: $1.5B
Holdings: 124
Top 10 weight: 62.02%
New: 9
Sold out: 33

Largest buys vs the previous quarter

Security	Shares change	Approx. value
PHARMACYCLICS INCadded	+187,100	$22.9M
EMRadded	+271,954	$16.8M
METAadded	+141,696	$11.1M
GENERAL ELEC COadded	+272,150	$6.88M
GOOGLE INCnew	+9,751	$5.13M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

Security	Shares change	Approx. value
CREE INCexited	-468,946	-$19.2M
0exited	-184,148	-$13.7M
SPYreduced	-44,500	-$9.15M
ORCLreduced	-191,200	-$8.6M
HDreduced	-52,347	-$5.5M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q4 2014

Share positions as resolved from 13F-HR 0000950123-15-001493, largest first. % of portfolio is the value over $1,498,341,000, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
METAMETA PLATFORMS INC	7,085,073	$553M	36.89%	+141,696	Timeline
XOMEXXON MOBIL CORP	687,241	$63.5M	4.24%	-25,894	Timeline
UPSUNITED PARCEL SVCS INC	496,120	$55.2M	3.68%	-42,900	Timeline
ORCLORACLE CORP	1,203,658	$54.1M	3.61%	-191,200	Timeline
COMCAST CORP NEWCOMCAST CORP NEW	800,000	$46.1M	3.07%	0
PHARMACYCLICS INCPHARMACYCLICS INC	300,000	$36.7M	2.45%	+187,100
JNJJOHNSON & JOHNSON	316,556	$33.1M	2.21%	+863	Timeline
DHID R HORTON INC	1,240,000	$31.4M	2.09%	0	Timeline
IVZINVESCO LTD	750,000	$29.6M	1.98%	0	Timeline
IYRISHARES TR	350,000	$26.9M	1.79%	0	Timeline
EMREMERSON ELEC CO	388,974	$24M	1.6%	+271,954	Timeline
MMM3M CO	143,352	$23.6M	1.57%	+5,230	Timeline
SPYSTATE STR SPDR S&P 500 ETF T	97,682	$20.1M	1.34%	-44,500	Timeline
EOGEOG RES INC	200,000	$18.4M	1.23%	0	Timeline
GENERAL ELEC COGENERAL ELEC CO	711,614	$18M	1.2%	+272,150
CATCATERPILLAR INC	193,276	$17.7M	1.18%	+7,936	Timeline
PGPROCTER & GAMBLE CO	190,250	$17.3M	1.16%	+20,000	Timeline
JBLUJETBLUE AIRWAYS CORP	973,000	$15.4M	1.03%	-56,800	Timeline
BALLBALL CORP	225,000	$15.3M	1.02%	0	Timeline
IBMINTERNATIONAL BUSINESS MACHS	85,868	$13.8M	0.92%	+10,900	Timeline
KOCOCA COLA CO	322,192	$13.6M	0.91%	-30,285	Timeline
BERKSHIRE HATHAWAY INC DELBERKSHIRE HATHAWAY INC DEL	83,195	$12.5M	0.83%	0
SLBSLB LIMITED	137,073	$11.7M	0.78%	0	Timeline
QCOMQUALCOMM INC	157,328	$11.7M	0.78%	-7,071	Timeline
COPCONOCOPHILLIPS	164,479	$11.4M	0.76%	-22,964	Timeline
MCDMCDONALDS CORP	117,665	$11M	0.74%	+31,600	Timeline
INTUINTUIT	115,605	$10.7M	0.71%	-10,800	Timeline
CSCOCISCO SYS INC	371,246	$10.3M	0.69%	+149,453	Timeline
AMGNAMGEN INC	63,071	$10M	0.67%	-31,750	Timeline
Dow Chemical CompanyDow Chemical Company	215,000	$9.81M	0.65%	0
GISGENERAL MILLS INC	175,600	$9.37M	0.63%	0	Timeline
ACTVISION BLIZZARD INCACTVISION BLIZZARD INC	440,472	$8.88M	0.59%	-3,428
WFCWELLS FARGO & CO	144,044	$7.9M	0.53%	0	Timeline
NTRSNORTHERN TR CORP	112,860	$7.61M	0.51%	0	Timeline
CITIGROUP INCCITIGROUP INC	138,000	$7.47M	0.5%	+71,115
MSMORGAN STANLEY	187,348	$7.27M	0.49%	-8,500	Timeline
CMECME GROUP INC	80,080	$7.1M	0.47%	0	Timeline
CVXCHEVRON CORPORATION	57,955	$6.5M	0.43%	+32,328	Timeline
KSSKOHLS CORP	99,500	$6.07M	0.41%	-17,492	Timeline
MDYSTATE STR SPDR S&P MIDCAP 40	21,900	$5.78M	0.39%	0	Timeline
DVNDEVON ENERGY CORP NEW	94,140	$5.76M	0.38%	+10,510	Timeline
CLCOLGATE PALMOLIVE CO	83,000	$5.74M	0.38%	+28,000	Timeline
PMPHILIP MORRIS INTL INC	69,000	$5.62M	0.38%	0	Timeline
MSFTMICROSOFT CORP	118,904	$5.52M	0.37%	-15,887	Timeline
JPMJPMORGAN CHASE & CO	84,000	$5.26M	0.35%	-11,979	Timeline
GOOGLE INCGOOGLE INC	9,751	$5.13M	0.34%	new
INTCINTEL CORP	138,813	$5.04M	0.34%	-104,074	Timeline
CHKPCHECK POINT SOFTWARE TECH LT	63,870	$5.02M	0.33%	new	Timeline
DISCOVER FINL SVCSDISCOVER FINL SVCS	75,524	$4.95M	0.33%	-20,116
EFAISHARES TR	79,800	$4.86M	0.32%	0	Timeline
RYROYAL BK CDA	67,631	$4.67M	0.31%	0	Timeline
ZBHZIMMER BIOMET HOLDINGS INC	40,000	$4.54M	0.3%	0	Timeline
WDCWESTERN DIGITAL CORP	40,000	$4.43M	0.3%	0	Timeline
TABLEAU SOFTWARE INCTABLEAU SOFTWARE INC	50,000	$4.24M	0.28%	new
RJFRAYMOND JAMES FINL INC	73,500	$4.21M	0.28%	0	Timeline
YUMYUM BRANDS INC	57,444	$4.18M	0.28%	+14,876	Timeline
WALGREEN COWALGREEN CO	50,000	$3.8M	0.25%	0
ABTABBOTT LABORATORIES	83,000	$3.74M	0.25%	-10,865	Timeline
SanDisk CorporationSanDisk Corporation	36,319	$3.56M	0.24%	0
PWRQUANTA SVCS INC	125,000	$3.55M	0.24%	-145,000	Timeline
GENERAL GROWTH PROPERTIES I…GENERAL GROWTH PROPERTIES INC	121,829	$3.43M	0.23%	new
BROADCOM CORPBROADCOM CORP	77,000	$3.34M	0.22%	0
UNITED TECHNOLOGIES CORPUNITED TECHNOLOGIES CORP	29,000	$3.33M	0.22%	0
BMYBRISTOL-MYERS SQUIBB CO	56,272	$3.32M	0.22%	0	Timeline
LLYELI LILLY & CO	47,286	$3.26M	0.22%	0	Timeline
TXTTEXTRON INC	72,993	$3.07M	0.21%	+12,993	Timeline
GLWCORNING INC	130,450	$2.99M	0.2%	-17,050	Timeline
CREDIT SUISSE GROUP-ADRCREDIT SUISSE GROUP-ADR	119,206	$2.99M	0.2%	0
NOWSERVICENOW INC	44,000	$2.98M	0.2%	0	Timeline
SYKSTRYKER CORPORATION	30,000	$2.83M	0.19%	0	Timeline
AXPAMERICAN EXPRESS CO	30,000	$2.79M	0.19%	-6,161	Timeline
BIDUBAIDU INC	12,078	$2.75M	0.18%	0	Timeline
ACNACCENTURE PLC IRELAND	29,619	$2.65M	0.18%	new	Timeline
BIIBBIOGEN INC	7,614	$2.58M	0.17%	-1,035	Timeline
ACTAVIS INCACTAVIS INC	10,000	$2.57M	0.17%	+2,500
USBUS BANCORP	55,986	$2.52M	0.17%	0	Timeline
JOHNSON CONTROLS INT FJOHNSON CONTROLS INT F	49,000	$2.37M	0.16%	0
HUMHUMANA INC	16,103	$2.31M	0.15%	new	Timeline
MERCK &COINCMERCK &COINC	39,569	$2.25M	0.15%	-20,656
BHPBHP BILLITON LIMITED	45,217	$2.14M	0.14%	0	Timeline
PPGPPG INDS INC	9,000	$2.08M	0.14%	0	Timeline
BB & T CORPBB & T CORP	51,000	$1.98M	0.13%	0
TGTTARGET CORP	23,670	$1.8M	0.12%	-1,330	Timeline
CHRWC H ROBINSON WORLDWIDE IN	23,292	$1.74M	0.12%	-57,373	Timeline
WMTWALMART INC	19,979	$1.72M	0.11%	0	Timeline
PRICELINE GRP INCPRICELINE GRP INC	1,500	$1.71M	0.11%	0
SOUTHWESTERN ENERGY COSOUTHWESTERN ENERGY CO	58,228	$1.59M	0.11%	new
INTEROIL CORPINTEROIL CORP	32,100	$1.57M	0.1%	0
L-3 COMMUNICATIONS HLDGS INCL-3 COMMUNICATIONS HLDGS INC	12,346	$1.56M	0.1%	0
HDHOME DEPOT INC	14,573	$1.53M	0.1%	-52,347	Timeline
DISDISNEY WALT CO	16,039	$1.51M	0.1%	-7,795	Timeline
GSGOLDMAN SACHS GROUP INC	7,742	$1.5M	0.1%	0	Timeline
GWWWW GRAINGER INC	5,798	$1.48M	0.1%	0	Timeline
MEDTRONIC INCMEDTRONIC INC	20,000	$1.44M	0.1%	0
PEPPEPSICO INC	15,223	$1.44M	0.1%	0	Timeline
BABOEING CO	10,800	$1.4M	0.09%	-3,205	Timeline
DIASTATE STR SPDR DOW JONES IND	7,800	$1.39M	0.09%	0	Timeline
IVVISHARES TR	6,570	$1.36M	0.09%	0	Timeline
GoogleGoogle	2,480	$1.32M	0.09%	-8,385
MDLZMONDELEZ INTL INC	34,266	$1.25M	0.08%	-7,548	Timeline
KRAFT FOODS GROUP INCKRAFT FOODS GROUP INC	19,000	$1.19M	0.08%	0
KMBKIMBERLY-CLARK CORP	10,000	$1.16M	0.08%	0	Timeline
DU PONT E I DE NEMOURS & CODU PONT E I DE NEMOURS & CO	15,200	$1.12M	0.08%	0
TRANSOCEAN INCTRANSOCEAN INC	58,671	$1.07M	0.07%	0
ICEINTERCONTINENTAL EXCHANGE IN	4,576	$1M	0.07%	0	Timeline
TJXTJX COS INC NEW	13,059	$896K	0.06%	-6,100	Timeline
ADMARCHER DANIELS MIDLAND CO	16,821	$875K	0.06%	0	Timeline
DEDEERE & CO	9,816	$868K	0.06%	0	Timeline
NVONOVO-NORDISK A S	20,000	$846K	0.06%	new	Timeline
PSXPHILLIPS 66	11,600	$832K	0.06%	-11,000	Timeline
NEMNEWMONT CORP	43,935	$830K	0.06%	0	Timeline
GILDGILEAD SCIENCES INC	8,300	$782K	0.05%	-6,675	Timeline
LMTLOCKHEED MARTIN CORP	3,500	$674K	0.04%	0	Timeline
CBOECBOE GLOBAL MKTS INC	10,174	$645K	0.04%	0	Timeline
PFEPFIZER INC	20,000	$623K	0.04%	0	Timeline
RAYTHEON CORAYTHEON CO	5,000	$541K	0.04%	0
IWMISHARES TR	4,516	$540K	0.04%	-23,500	Timeline
CCICROWN CASTLE INC	6,800	$535K	0.04%	new	Timeline
APACHE CORPAPACHE CORP	7,795	$489K	0.03%	0
MPCMARATHON PETE CORP	5,000	$451K	0.03%	0	Timeline
EEMISHARES TR	8,308	$326K	0.02%	-8,424	Timeline
HSYHERSHEY CO	2,900	$301K	0.02%	-3,984	Timeline
MARATHON OIL CORPMARATHON OIL CORP	10,000	$283K	0.02%	0
ANADARKO PETROLEUM CORPANADARKO PETROLEUM CORP	2,674	$221K	0.01%	-6,412

Sold out in Q4 2014

Positions in the previous quarter's report that this quarter's report no longer lists.

Security	Shares before	Value before	Type
CREE INCCREE INC	468,946	$19.2M	shares
00	184,148	$13.7M	shares
NKENIKE INC	33,774	$3.01M	shares
MONSTER BEVERAGE CORP NEMONSTER BEVERAGE CORP NE	21,650	$1.99M	shares
AAPLAPPLE INC	13,553	$1.36M	shares
MOALTRIA GROUP INC	19,552	$898K	shares
AMZNAMAZON COM INC	2,719	$877K	shares
COSTCOSTCO WHOLESALE CORPORATION	6,032	$756K	shares
STZCONSTELLATION BRANDS INC	8,100	$706K	shares
SPGSIMON PPTY GROUP INC NEW	4,126	$678K	shares
ROKROCKWELL AUTOMATION INC	6,141	$675K	shares
BACBANK OF AMER CORP	36,174	$617K	shares
OXYOCCIDENTAL PETE CORP	5,911	$568K	shares
CELGENE CORPCELGENE CORP	5,970	$566K	shares
DHRDANAHER CORP DEL	7,282	$553K	shares
SRESEMPRA	5,162	$544K	shares
VZVERIZON COMMUNICATIONS INC	10,500	$525K	shares
VVISA INC	2,457	$524K	shares
AFLAFLAC INC	8,968	$522K	shares
MMACYS INC	8,812	$513K	shares
NEENEXTERA ENERGY INC	5,457	$512K	shares
CERNER CORPCERNER CORP	7,822	$466K	shares
LYVLIVE NATION ENTERTAINMENT IN	16,601	$399K	shares
RRCRANGE RES CORP	5,547	$376K	shares
PNCPNC FINL SVCS GROUP INC	4,172	$357K	shares
METMETLIFE INC	6,571	$353K	shares
DGDOLLAR GEN CORP	5,752	$352K	shares
COVIDIEN LTDCOVIDIEN LTD	4,051	$350K	shares
IAC/INTERACTIVE CORPIAC/INTERACTIVE CORP	5,100	$336K	shares
TECHNIPFMC PLCTECHNIPFMC PLC	6,184	$336K	shares
MHKMOHAWK INDS INC	2,472	$333K	shares
MONSANTO CO NEWMONSANTO CO NEW	2,928	$329K	shares
SUNTRUST BANKS INCSUNTRUST BANKS INC	8,217	$312K	shares

How Q4 2014 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

Filing	Role	Amendment	Filed	Accepted	Ingested
13F-HR 0000950123-15-001493	base		2015-02-11	acceptance time not in the bulk data set	2026-10-07 19:17:13 UTC