PARAMETRIC RISK ADVISORS LLC Information

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

Report Date: 06/30/2015

Position Statistics

Total Positions 128
New Positions 5
Increased Positions 23
Decreased Positions 21
Positions with Activity 44
Sold Out Positions 8
Total Mkt Value (in $ millions) 1,449

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

Sector Weighting

Basic Materials 2.08%
Capital Goods 5.72%
Conglomerates 0.19%
Consumer Cyclical 0.09%
Consumer/Non-Cyclical 4.39%
Energy 5.1%
Financial 13.07%
Healthcare 5.1%
Services 5.73%
Technology 53.41%
Transportation 4.71%
Utilities

128 Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
FACEBOOK INC CL A 623,622 1,160 .19 7,149,173
EXXON MOBIL CORP COM 48,959 -1,082 (2.16) 679,230
UNITED PARCEL SERVICE INC CL B 45,427 -1,803 (3.82) 477,178
COMCAST CORP NEW CL A SPL 45,000 New 800,000
ORACLE CORP COM 44,233 New 1,228,358
D R HORTON INC COM 36,778 New 1,240,000
JOHNSON & JOHNSON COM 29,152 New 316,556
INVESCO LTD SHS 24,683 New 750,000
ISHARES TR U.S. REAL ES ETF 24,199 New 350,000
GOLDMAN SACHS GROUP INC COM 24,175 22,765 1,614.57 132,742
SPDR S&P 500 ETF TR TR UNIT 23,991 New 125,102
COCA COLA CO COM 22,084 5,724 34.99 569,900
3M CO COM 19,826 New 143,149
CATERPILLAR INC DEL COM 18,960 3,817 25.20 253,144
JETBLUE AIRWAYS CORP COM 18,506 New 837,000
EMERSON ELEC CO COM 17,998 New 388,974
GENERAL ELECTRIC CO COM 16,922 -72 (0.42) 708,614
BALL CORP COM 14,488 New 225,000
ACTIVISION BLIZZARD INC COM 12,272 New 440,472
PROCTER & GAMBLE CO COM 11,759 New 170,662