Parametric Risk Advisors LLC

13F filer, CIK 1407409, WESTPORT, CT

Parametric Risk Advisors LLC reported $1,474,325,000 across 122 holdings for the quarter ended 2015-03-31, in a 13F-HR filed 2015-05-18. Its ten largest share positions make up 63.9% of the portfolio.

Filed 2015-05-18 (acceptance time not in the bulk data set), ingested 2026-10-07 19:16:30 UTC13F-HR 0000950123-15-006584

Period: 2015-03-31
Reported value: $1.47B
Holdings: 122
Top 10 weight: 63.9%
New: 6
Sold out: 8

Largest buys vs the previous quarter

Security	Shares change	Approx. value
CREE INCnew	+247,965	$8.8M
SPYadded	+27,420	$5.66M
METAadded	+50,800	$4.18M
KOadded	+100,000	$4.06M
DU PONT E I DE NEMOURS & COadded	+41,100	$2.94M

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
PHARMACYCLICS INCexited	-300,000	-$36.7M
COPreduced	-113,500	-$7.07M
KSSexited	-99,500	-$6.07M
MDYexited	-21,900	-$5.78M
EFAreduced	-63,700	-$4.09M

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, Q1 2015

Share positions as resolved from 13F-HR 0000950123-15-006584, largest first. % of portfolio is the value over $1,474,328,000, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
METAMETA PLATFORMS INC	7,135,873	$587M	39.79%	+50,800	Timeline
XOMEXXON MOBIL CORP	694,241	$59M	4%	+7,000	Timeline
ORCLORACLE CORP	1,228,358	$53M	3.6%	+24,700	Timeline
UPSUNITED PARCEL SVCS INC	496,120	$48.1M	3.26%	0	Timeline
COMCAST CORP NEWCOMCAST CORP NEW	800,000	$44.9M	3.04%	0
DHID R HORTON INC	1,240,000	$35.3M	2.4%	0	Timeline
JNJJOHNSON & JOHNSON	316,556	$31.8M	2.16%	0	Timeline
IVZINVESCO LTD	750,000	$29.8M	2.02%	0	Timeline
IYRISHARES TR	350,000	$27.8M	1.88%	0	Timeline
SPYSTATE STR SPDR S&P 500 ETF T	125,102	$25.8M	1.75%	+27,420	Timeline
MMM3M CO	143,149	$23.6M	1.6%	-203	Timeline
EMREMERSON ELEC CO	388,974	$22M	1.49%	0	Timeline
EOGEOG RES INC	200,000	$18.3M	1.24%	0	Timeline
GENERAL ELEC COGENERAL ELEC CO	711,614	$17.7M	1.2%	0
KOCOCA COLA CO	422,192	$17.1M	1.16%	+100,000	Timeline
CATCATERPILLAR INC	202,188	$16.2M	1.1%	+8,912	Timeline
JBLUJETBLUE AIRWAYS CORP	837,000	$16.1M	1.09%	-136,000	Timeline
BALLBALL CORP	225,000	$15.9M	1.08%	0	Timeline
IBMINTERNATIONAL BUSINESS MACHS	88,518	$14.2M	0.96%	+2,650	Timeline
PGPROCTER & GAMBLE CO	170,662	$14M	0.95%	-19,588	Timeline
MCDMCDONALDS CORP	117,665	$11.5M	0.78%	0	Timeline
SLBSLB LIMITED	137,073	$11.4M	0.78%	0	Timeline
INTUINTUIT	115,605	$11.2M	0.76%	0	Timeline
QCOMQUALCOMM INC	157,328	$10.9M	0.74%	0	Timeline
Dow Chemical CompanyDow Chemical Company	215,000	$10.3M	0.7%	0
CSCOCISCO SYS INC	368,746	$10.2M	0.69%	-2,500	Timeline
AMGNAMGEN INC	63,071	$10.1M	0.68%	0	Timeline
ACTVISION BLIZZARD INCACTVISION BLIZZARD INC	440,472	$10M	0.68%	0
GISGENERAL MILLS INC	175,600	$9.94M	0.67%	0	Timeline
CREE INCCREE INC	247,965	$8.8M	0.6%	new
BERKSHIRE HATHAWAY INC DELBERKSHIRE HATHAWAY INC DEL	59,550	$8.59M	0.58%	-23,645
WFCWELLS FARGO & CO	144,883	$7.88M	0.53%	+839	Timeline
NTRSNORTHERN TR CORP	112,860	$7.86M	0.53%	0	Timeline
CMECME GROUP INC	77,580	$7.35M	0.5%	-2,500	Timeline
CITIGROUP INCCITIGROUP INC	138,000	$7.11M	0.48%	0
MSMORGAN STANLEY	187,348	$6.69M	0.45%	0	Timeline
CVXCHEVRON CORPORATION	57,955	$6.08M	0.41%	0	Timeline
CLCOLGATE PALMOLIVE CO	86,813	$6.02M	0.41%	+3,813	Timeline
DVNDEVON ENERGY CORP NEW	94,140	$5.68M	0.39%	0	Timeline
JPMJPMORGAN CHASE & CO	92,600	$5.61M	0.38%	+8,600	Timeline
GOOGLE INCGOOGLE INC	9,751	$5.34M	0.36%	0
CHKPCHECK POINT SOFTWARE TECH LT	63,870	$5.24M	0.36%	0	Timeline
PMPHILIP MORRIS INTL INC	69,000	$5.2M	0.35%	0	Timeline
ZBHZIMMER BIOMET HOLDINGS INC	40,000	$4.7M	0.32%	0	Timeline
TABLEAU SOFTWARE INCTABLEAU SOFTWARE INC	50,000	$4.63M	0.31%	0
YUMYUM BRANDS INC	57,444	$4.52M	0.31%	0	Timeline
ACTAVIS INCACTAVIS INC	15,000	$4.46M	0.3%	+5,000
INTCINTEL CORP	138,813	$4.34M	0.29%	0	Timeline
ABTABBOTT LABORATORIES	93,000	$4.31M	0.29%	+10,000	Timeline
DISCOVER FINL SVCSDISCOVER FINL SVCS	75,524	$4.26M	0.29%	0
WALGREEN COWALGREEN CO	50,000	$4.23M	0.29%	0
RJFRAYMOND JAMES FINL INC	73,500	$4.17M	0.28%	0	Timeline
RYROYAL BK CDA	67,631	$4.08M	0.28%	0	Timeline
DU PONT E I DE NEMOURS & CODU PONT E I DE NEMOURS & CO	56,300	$4.02M	0.27%	+41,100
MSFTMICROSOFT CORP	98,904	$4.02M	0.27%	-20,000	Timeline
CHRWC H ROBINSON WORLDWIDE IN	50,722	$3.71M	0.25%	+27,430	Timeline
WDCWESTERN DIGITAL CORP	40,000	$3.64M	0.25%	0	Timeline
BMYBRISTOL-MYERS SQUIBB CO	56,272	$3.63M	0.25%	0	Timeline
LLYELI LILLY & CO	47,286	$3.44M	0.23%	0	Timeline
UNITED TECHNOLOGIES CORPUNITED TECHNOLOGIES CORP	29,000	$3.4M	0.23%	0
BROADCOM CORPBROADCOM CORP	77,000	$3.33M	0.23%	0
TXTTEXTRON INC	72,993	$3.24M	0.22%	0	Timeline
CREDIT SUISSE GROUP-ADRCREDIT SUISSE GROUP-ADR	119,206	$3.21M	0.22%	0
GENERAL GROWTH PROPERTIES I…GENERAL GROWTH PROPERTIES INC	107,800	$3.19M	0.22%	-14,029
COPCONOCOPHILLIPS	50,979	$3.17M	0.22%	-113,500	Timeline
GLWCORNING INC	130,450	$2.96M	0.2%	0	Timeline
BIIBBIOGEN INC	7,000	$2.96M	0.2%	-614	Timeline
HUMHUMANA INC	16,103	$2.87M	0.19%	0	Timeline
TEVATEVA PHARMACEUTICAL INDS LTD	45,000	$2.8M	0.19%	new	Timeline
ACNACCENTURE PLC IRELAND	29,619	$2.77M	0.19%	0	Timeline
SYKSTRYKER CORPORATION	30,000	$2.77M	0.19%	0	Timeline
BIDUBAIDU INC	12,078	$2.52M	0.17%	0	Timeline
PNCPNC FINL SVCS GROUP INC	25,354	$2.36M	0.16%	new	Timeline
AXPAMERICAN EXPRESS CO	30,000	$2.34M	0.16%	0	Timeline
SanDisk CorporationSanDisk Corporation	36,319	$2.31M	0.16%	0
MERCK &COINCMERCK &COINC	39,569	$2.27M	0.15%	0
BHPBHP BILLITON LIMITED	45,217	$2.1M	0.14%	0	Timeline
PPGPPG INDS INC	9,000	$2.03M	0.14%	0	Timeline
BB & T CORPBB & T CORP	51,000	$1.99M	0.13%	0
TGTTARGET CORP	23,670	$1.94M	0.13%	0	Timeline
USBUS BANCORP	40,986	$1.79M	0.12%	-15,000	Timeline
DISDISNEY WALT CO	16,039	$1.68M	0.11%	0	Timeline
HDHOME DEPOT INC	14,573	$1.66M	0.11%	0	Timeline
WMTWALMART INC	19,979	$1.64M	0.11%	0	Timeline
BABOEING CO	10,800	$1.62M	0.11%	0	Timeline
IWMISHARES TR	13,016	$1.62M	0.11%	+8,500	Timeline
JUNIPER NETWORKS INCJUNIPER NETWORKS INC	69,648	$1.57M	0.11%	new
MEDTRONIC INCMEDTRONIC INC	20,000	$1.56M	0.11%	0
L-3 COMMUNICATIONS HLDGS INCL-3 COMMUNICATIONS HLDGS INC	12,346	$1.55M	0.11%	0
INTEROIL CORPINTEROIL CORP	32,100	$1.48M	0.1%	0
PEPPEPSICO INC	15,223	$1.46M	0.1%	0	Timeline
GSGOLDMAN SACHS GROUP INC	7,742	$1.46M	0.1%	0	Timeline
DIASTATE STR SPDR DOW JONES IND	7,800	$1.39M	0.09%	0	Timeline
GoogleGoogle	2,480	$1.38M	0.09%	0
GWWWW GRAINGER INC	5,798	$1.37M	0.09%	0	Timeline
IVVISHARES TR	6,570	$1.36M	0.09%	0	Timeline
SOUTHWESTERN ENERGY COSOUTHWESTERN ENERGY CO	58,228	$1.35M	0.09%	0
EEMISHARES TR	33,208	$1.33M	0.09%	+24,900	Timeline
MDLZMONDELEZ INTL INC	34,266	$1.24M	0.08%	0	Timeline
AAPLAPPLE INC	8,900	$1.11M	0.08%	new	Timeline
KMBKIMBERLY-CLARK CORP	10,000	$1.07M	0.07%	0	Timeline
ICEINTERCONTINENTAL EXCHANGE IN	4,576	$1.07M	0.07%	0	Timeline
NVONOVO-NORDISK A S	19,460	$1.04M	0.07%	-540	Timeline
EFAISHARES TR	16,100	$1.03M	0.07%	-63,700	Timeline
NEMNEWMONT CORP	43,935	$954K	0.06%	0	Timeline
TJXTJX COS INC NEW	13,059	$915K	0.06%	0	Timeline
PSXPHILLIPS 66	11,600	$912K	0.06%	0	Timeline
KRAFT FOODS GROUP INCKRAFT FOODS GROUP INC	10,000	$871K	0.06%	-9,000
DEDEERE & CO	9,816	$861K	0.06%	0	Timeline
GILDGILEAD SCIENCES INC	8,300	$814K	0.06%	0	Timeline
ADMARCHER DANIELS MIDLAND CO	16,821	$797K	0.05%	0	Timeline
LMTLOCKHEED MARTIN CORP	3,500	$710K	0.05%	0	Timeline
PFEPFIZER INC	20,000	$696K	0.05%	0	Timeline
CBOECBOE GLOBAL MKTS INC	10,174	$584K	0.04%	0	Timeline
ABBVABBVIE INC	9,808	$574K	0.04%	new	Timeline
CCICROWN CASTLE INC	6,800	$561K	0.04%	0	Timeline
RAYTHEON CORAYTHEON CO	5,000	$546K	0.04%	0
MPCMARATHON PETE CORP	5,000	$512K	0.03%	0	Timeline
APACHE CORPAPACHE CORP	7,795	$470K	0.03%	0
HSYHERSHEY CO	2,900	$293K	0.02%	0	Timeline
MARATHON OIL CORPMARATHON OIL CORP	10,000	$261K	0.02%	0
ANADARKO PETROLEUM CORPANADARKO PETROLEUM CORP	2,674	$221K	0.01%	0

Sold out in Q1 2015

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

Security	Shares before	Value before	Type
PHARMACYCLICS INCPHARMACYCLICS INC	300,000	$36.7M	shares
KSSKOHLS CORP	99,500	$6.07M	shares
MDYSTATE STR SPDR S&P MIDCAP 40	21,900	$5.78M	shares
PWRQUANTA SVCS INC	125,000	$3.55M	shares
NOWSERVICENOW INC	44,000	$2.98M	shares
JOHNSON CONTROLS INT FJOHNSON CONTROLS INT F	49,000	$2.37M	shares
PRICELINE GRP INCPRICELINE GRP INC	1,500	$1.71M	shares
TRANSOCEAN INCTRANSOCEAN INC	58,671	$1.07M	shares

How Q1 2015 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 0000950123-15-006584	base		2015-05-18	acceptance time not in the bulk data set	2026-10-07 19:16:30 UTC