PARAMETRIC RISK ADVISORS LLC Information

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

Report Date: 12/31/2014

Position Statistics

Total Positions 163
New Positions 7
Increased Positions 26
Decreased Positions 77
Positions with Activity 103
Sold Out Positions 39
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 2.21%
Capital Goods 5.36%
Conglomerates 0.21%
Consumer Cyclical 0.25%
Consumer/Non-Cyclical 3.61%
Energy 8%
Financial 12.66%
Healthcare 9.57%
Services 5.85%
Technology 47.27%
Transportation 4.68%
Utilities 0%

163 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
FACEBOOK INC CL A 559,650 11,193 2.04 7,085,073
PHARMACYCLICS INC COM 76,353 47,619 165.72 300,000
EXXON MOBIL CORP COM 61,061 -2,301 (3.63) 687,241
ORACLE CORP COM 53,406 -8,484 (13.71) 1,203,658
UNITED PARCEL SERVICE INC CL B 50,297 -4,349 (7.96) 496,120
COMCAST CORP NEW CL A SPL 46,520 New 800,000
D R HORTON INC COM 31,980 New 1,240,000
JOHNSON & JOHNSON COM 31,697 86 .27 316,556
INVESCO LTD SHS 31,208 New 750,000
ISHARES TR U.S. REAL ES ETF 26,565 New 350,000
EMERSON ELEC CO COM 23,078 16,135 232.40 388,974
3M CO COM 22,604 825 3.79 143,352
JETBLUE AIRWAYS CORP COM 20,978 -1,225 (5.52) 973,000
SPDR S&P 500 ETF TR TR UNIT 20,584 -9,377 (31.3) 97,682
EOG RES INC COM 19,780 New 200,000
GENERAL ELECTRIC CO COM 19,434 7,432 61.93 711,614
CATERPILLAR INC DEL COM 16,887 693 4.28 193,276
BALL CORP COM 16,749 New 225,000
PROCTER & GAMBLE CO COM 15,275 1,606 11.75 190,250
INTERNATIONAL BUSINESS MACHS COM 14,913 1,893 14.54 85,868