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

125 Positions as of 12/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
AMGEN INC COM 12,066 2,294 23.48 76,224
SCHLUMBERGER LTD COM 11,012 New 137,073
INTUIT COM 10,614 -757 (6.66) 105,202
DOW CHEM CO COM 10,259 -1,052 (9.3) 195,000
CISCO SYS INC COM 9,290 5,822 167.89 337,946
INTERNATIONAL BUSINESS MACHS COM 9,219 -1,401 (13.19) 63,168
BRISTOL MYERS SQUIBB CO COM 8,826 2,887 48.62 122,272
TEVA PHARMACEUTICAL INDS LTD ADR 8,712 6,262 255.56 160,000
BERKSHIRE HATHAWAY INC DEL CL B NEW 8,663 New 59,550
ALPHABET INC CAP STK CL C 8,464 857 11.27 12,213
NORTHERN TR CORP COM 7,986 -36 (0.45) 112,356
WELLS FARGO & CO NEW COM 7,404 .00 148,137
GENERAL MLS INC COM 7,054 New 115,000
PHILIP MORRIS INTL INC COM 6,770 New 69,000
CHEVRON CORP NEW COM 6,361 1,328 26.39 62,255
COLGATE PALMOLIVE CO COM 6,122 -35 (0.57) 86,319
MICROSOFT CORP COM 6,120 -5,072 (45.32) 122,725
CREE INC COM 6,078 New 247,965
ACCENTURE PLC IRELAND SHS CLASS A 5,603 New 49,619
C H ROBINSON WORLDWIDE INC COM NEW 5,600 -35 (0.63) 78,912