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%

77 DECREASED Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
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
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
COCA COLA CO COM 13,181 -1,239 (8.59) 322,192
INTUIT COM 11,629 -1,086 (8.54) 115,605
CONOCOPHILLIPS COM 11,092 -1,549 (12.25) 164,479
QUALCOMM INC COM 10,764 -484 (4.3) 157,328
ACTIVISION BLIZZARD INC COM 10,153 -79 (0.77) 440,472
AMGEN INC COM 10,114 -5,091 (33.48) 63,071
KOHLS CORP COM 7,272 -1,278 (14.95) 99,500
MORGAN STANLEY COM NEW 7,027 -319 (4.34) 187,348
MICROSOFT CORP COM 5,785 -773 (11.79) 118,904
JPMORGAN CHASE & CO COM 5,343 -762 (12.48) 84,000
INTEL CORP COM 4,639 -3,478 (42.85) 138,813
DISCOVER FINL SVCS COM 4,479 -1,193 (21.03) 75,524
ABBOTT LABS COM 3,875 -507 (11.58) 83,000
QUANTA SVCS INC COM 3,529 -4,093 (53.7) 125,000
BIOGEN INC COM 2,941 -400 (11.97) 7,614