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) 1,536

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 5.37%
Conglomerates 0.21%
Consumer Cyclical 0.25%
Consumer/Non-Cyclical 3.65%
Energy 8%
Financial 12.74%
Healthcare 9.64%
Services 5.87%
Technology 47.07%
Transportation 4.68%
Utilities 0%

39 Sold Out Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ACE LIMITED SHS -536 Sold Out 0
AFLAC INC COM -572 Sold Out 0
ALTRIA GROUP INC COM -984 Sold Out 0
AMAZON COM INC COM -1,145 Sold Out 0
APPLE INC COM -1,705 Sold Out 0
BANK AMER CORP COM -591 Sold Out 0
CALIFORNIA RES CORP COM -20 Sold Out 0
CELGENE CORP COM -642 Sold Out 0
CERNER CORP COM -564 Sold Out 0
CONSTELLATION BRANDS INC CL A -940 Sold Out 0
COSTCO WHSL CORP NEW COM -872 Sold Out 0
CREE INC COM -14,284 Sold Out 0
DANAHER CORP DEL COM -600 Sold Out 0
DEUTSCHE BANK AG NAMEN AKT -1,410 Sold Out 0
DOLLAR GEN CORP NEW COM -422 Sold Out 0
FMC TECHNOLOGIES INC COM -268 Sold Out 0
HALYARD HEALTH INC COM -57 Sold Out 0
IAC INTERACTIVECORP COM PAR $.001 -374 Sold Out 0
LIVE NATION ENTERTAINMENT INC COM -446 Sold Out 0
LYONDELLBASELL INDUSTRIES N V SHS - A - -329 Sold Out 0