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) 1,551

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

Sector Weighting

Basic Materials 2.15%
Capital Goods 5.52%
Conglomerates 0.21%
Consumer Cyclical 0.25%
Consumer/Non-Cyclical 3.66%
Energy 7.64%
Financial 12.54%
Healthcare 9.18%
Services 5.95%
Technology 48.18%
Transportation 4.45%
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 59,914 -2,257 (3.63) 687,241
ORACLE CORP COM 52,492 -8,338 (13.71) 1,203,658
UNITED PARCEL SERVICE INC CL B 49,820 -4,308 (7.96) 496,120
SPDR S&P 500 ETF TR TR UNIT 20,536 -9,355 (31.3) 97,682
JETBLUE AIRWAYS CORP COM 17,456 -1,019 (5.52) 973,000
COCA COLA CO COM 13,693 -1,287 (8.59) 322,192
INTUIT COM 11,266 -1,052 (8.54) 115,605
QUALCOMM INC COM 11,146 -501 (4.3) 157,328
CONOCOPHILLIPS COM 10,568 -1,475 (12.25) 164,479
ACTIVISION BLIZZARD INC COM 10,100 -79 (0.77) 440,472
AMGEN INC COM 10,040 -5,054 (33.48) 63,071
KOHLS CORP COM 7,393 -1,300 (14.95) 99,500
MORGAN STANLEY COM NEW 6,574 -298 (4.34) 187,348
JPMORGAN CHASE & CO COM 5,219 -744 (12.48) 84,000
MICROSOFT CORP COM 5,119 -684 (11.79) 118,904
INTEL CORP COM 4,736 -3,551 (42.85) 138,813
DISCOVER FINL SVCS COM 4,479 -1,193 (21.03) 75,524
ABBOTT LABS COM 3,902 -511 (11.58) 83,000
QUANTA SVCS INC COM 3,575 -4,147 (53.7) 125,000
CORNING INC COM 3,229 -422 (11.56) 130,450