PARAMETRIC RISK ADVISORS LLC Information

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

Report Date: 03/31/2014

Position Statistics

Total Positions 177
New Positions 24
Increased Positions 64
Decreased Positions 45
Positions with Activity 109
Sold Out Positions 9
Total Mkt Value (in $ millions) 1,578

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

Sector Weighting

Basic Materials 2.17%
Capital Goods 2.94%
Conglomerates 0.14%
Consumer Cyclical 2.54%
Consumer/Non-Cyclical 3.87%
Energy 15.19%
Financial 11.33%
Healthcare 5.01%
Services 6.1%
Technology 44.77%
Transportation 5.84%
Utilities 0.09%

109 Activity Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
FACEBOOK INC CL A 513,436 -2,240 (0.43) 6,875,417
EXXON MOBIL CORP COM 57,459 2,601 4.74 556,507
UNITED PARCEL SERVICE INC CL B 55,552 -1,458 (2.56) 559,153
ORACLE CORP COM 53,743 -3,400 (5.95) 1,312,093
PACCAR INC COM 34,820 -17,904 (33.96) 545,000
JOHNSON & JOHNSON COM 24,803 -174 (0.7) 242,453
CREE INC COM 22,055 655 3.06 452,786
EOG RES INC COM 17,143 -5,899 (25.6) 150,869
CONOCOPHILLIPS COM 14,890 1,042 7.53 175,943
INTERNATIONAL BUSINESS MACHS COM 14,453 3,880 36.70 74,501
PHARMACYCLICS INC COM 13,934 111 .80 112,900
SPDR S&P 500 ETF TR TR UNIT 13,695 3,906 39.90 69,526
SCHLUMBERGER LTD COM 13,478 -6,616 (32.93) 122,229
PROCTER & GAMBLE CO COM 12,716 3,074 31.88 162,695
QUALCOMM INC COM 12,632 -106 (0.84) 166,121
JETBLUE AIRWAYS CORP COM 12,469 -617 (4.72) 1,125,400
DOW CHEM CO COM 11,283 -262 (2.27) 215,000
GENERAL ELECTRIC CO COM 11,268 4,901 76.97 439,464
ACTIVISION BLIZZARD INC COM 10,161 -2,403 (19.13) 443,900
AMGEN INC COM 9,584 -773 (7.46) 73,721