PARAMETRIC RISK ADVISORS LLC Information

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

Report Date: 06/30/2014

Position Statistics

Total Positions 173
New Positions 5
Increased Positions 28
Decreased Positions 54
Positions with Activity 82
Sold Out Positions 15
Total Mkt Value (in $ millions) 1,555

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

Sector Weighting

Basic Materials 2.13%
Capital Goods 3.84%
Conglomerates 0.15%
Consumer Cyclical 0.32%
Consumer/Non-Cyclical 3.85%
Energy 15.68%
Financial 11.25%
Healthcare 5.3%
Services 5.81%
Technology 45.79%
Transportation 5.8%
Utilities 0.07%

173 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
FACEBOOK INC CL A 521,286 3,636 .70 6,923,712
APACHE CORP COM 118,278 New 1,191,480
EXXON MOBIL CORP COM 59,015 3,649 6.59 593,180
ORACLE CORP COM 54,827 493 .91 1,323,998
UNITED PARCEL SERVICE INC CL B 53,453 -1,495 (2.72) 543,940
COMCAST CORP NEW CL A SPL 43,432 New 800,000
JOHNSON & JOHNSON COM 32,504 7,541 30.21 315,693
INVESCO LTD SHS 29,670 New 750,000
D R HORTON INC COM 27,057 New 1,240,000
ISHARES TR U.S. REAL ES ETF 25,907 New 350,000
EOG RES INC COM 21,592 5,445 33.72 201,738
CREE INC COM 20,613 New 452,786
HUNT J B TRANS SVCS INC COM 17,930 New 233,100
3M CO COM 16,015 10,465 188.56 111,022
COCA COLA CO COM 14,543 New 352,477
SCHLUMBERGER LTD COM 14,468 1,094 8.18 132,229
BALL CORP COM 14,416 -1,281 (8.16) 225,000
INTERNATIONAL BUSINESS MACHS COM 14,160 New 74,501
CONOCOPHILLIPS COM 13,980 -80 (0.57) 174,943
SPDR S&P 500 ETF TR TR UNIT 13,793 New 69,526