PARAMETRIC RISK ADVISORS LLC Information

518 RIVERSIDE AVENUE, WESTPORT, Connecticut, 06880, (203) 227-1700

Report Date: 12/31/2015

Position Statistics

Total Positions 125
New Positions 5
Increased Positions 24
Decreased Positions 35
Positions with Activity 59
Sold Out Positions 8
Total Mkt Value (in $ millions) 1,527

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 2.24%
Capital Goods 5.3%
Conglomerates 0.15%
Consumer Cyclical 0.09%
Consumer/Non-Cyclical 4.8%
Energy 3.54%
Financial 13.41%
Healthcare 6.14%
Services 5.74%
Technology 52.93%
Transportation 5.2%
Utilities

125 Positions as of 12/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
FACEBOOK INC CL A 655,766 -274,709 (29.52) 5,617,800
UNITED PARCEL SERVICE INC CL B 56,587 2,560 4.74 539,386
ORACLE CORP COM 49,540 New 1,228,358
COMCAST CORP NEW CL A 48,920 48,920 New 800,000
GOLDMAN SACHS GROUP INC COM 46,452 New 282,742
JOHNSON & JOHNSON COM 41,141 4,410 12.01 365,766
D R HORTON INC COM 30,056 New 990,000
EXXON MOBIL CORP COM 29,315 -31,798 (52.03) 333,017
COCA COLA CO COM 25,733 298 1.17 576,586
SPDR S&P 500 ETF TR TR UNIT 25,136 -483 (1.88) 121,169
3M CO COM 24,348 443 1.85 145,799
INVESCO LTD SHS 23,618 New 750,000
GENERAL ELECTRIC CO COM 21,675 -221 (1.01) 701,464
ISHARES TR U.S. REAL ES ETF 20,844 New 270,000
CATERPILLAR INC DEL COM 18,126 -1,556 (7.9) 233,137
JETBLUE AIRWAYS CORP COM 16,834 -2 (0.01) 836,700
BALL CORP COM 16,409 New 225,000
EMERSON ELEC CO COM 15,549 -4,402 (22.06) 282,600
PROCTER & GAMBLE CO COM 14,960 1,157 8.38 187,562
APPLE INC COM 12,262 5,703 86.96 129,303