PARAMETRIC RISK ADVISORS LLC Information

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

Report Date: 12/31/2015

Position Statistics

Total Positions 125
New Positions 5
Increased Positions 24
Decreased Positions 35
Positions with Activity 59
Sold Out Positions 8
Total Mkt Value (in $ millions) 1,527

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 5.28%
Conglomerates 0.15%
Consumer Cyclical 0.09%
Consumer/Non-Cyclical 4.83%
Energy 3.53%
Financial 13.32%
Healthcare 6.09%
Services 5.7%
Technology 53.14%
Transportation 5.19%
Utilities

35 DECREASED Positions as of 12/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
FACEBOOK INC CL A 660,541 -276,710 (29.52) 5,617,800
EXXON MOBIL CORP COM 29,439 -31,931 (52.03) 333,017
SPDR S&P 500 ETF TR TR UNIT 25,001 -480 (1.88) 121,169
GENERAL ELECTRIC CO COM 21,570 -220 (1.01) 701,464
CATERPILLAR INC DEL COM 18,119 -1,555 (7.9) 233,137
JETBLUE AIRWAYS CORP COM 16,558 -2 (0.01) 836,700
EMERSON ELEC CO COM 15,438 -4,370 (22.06) 282,600
INTUIT COM 10,614 -757 (6.66) 105,202
DOW CHEM CO COM 10,259 -1,052 (9.3) 195,000
INTERNATIONAL BUSINESS MACHS COM 9,219 -1,401 (13.19) 63,168
NORTHERN TR CORP COM 7,986 -36 (0.45) 112,356
COLGATE PALMOLIVE CO COM 6,122 -35 (0.57) 86,319
MICROSOFT CORP COM 6,120 -5,072 (45.32) 122,725
C H ROBINSON WORLDWIDE INC COM NEW 5,600 -35 (0.63) 78,912
QUALCOMM INC COM 5,422 -2,526 (31.78) 107,328
YUM BRANDS INC COM 3,676 -258 (6.56) 46,203
MEDTRONIC PLC SHS 3,087 -1,583 (33.9) 39,000
US BANCORP DEL COM NEW 2,830 -88 (3.03) 66,282
MCDONALDS CORP COM 2,723 -47 (1.71) 21,525
DU PONT E I DE NEMOURS & CO COM 2,709 -1,002 (27) 41,100