PARAMETRIC RISK ADVISORS LLC Information

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

Report Date: 09/30/2014

Position Statistics

Total Positions 170
New Positions 11
Increased Positions 56
Decreased Positions 49
Positions with Activity 105
Sold Out Positions 14
Total Mkt Value (in $ millions) 1,486

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 6.13%
Conglomerates 0.18%
Consumer Cyclical 0.51%
Consumer/Non-Cyclical 4.08%
Energy 9.02%
Financial 13.47%
Healthcare 6.45%
Services 5.72%
Technology 46.87%
Transportation 5.26%
Utilities 0.08%

170 Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
WALGREEN CO COM 3,380 New 50,000
BRISTOL MYERS SQUIBB CO COM 3,309 369 12.54 56,272
NIKE INC CL B 3,290 351 11.93 33,774
AMERICAN EXPRESS CO COM 3,269 2,441 294.73 36,161
ISHARES TR RUSSELL 2000 ETF 3,266 New 28,016
BROADCOM CORP CL A 3,247 3,247 New 77,000
YUM BRANDS INC COM 3,229 -357 (9.95) 42,568
UNITED TECHNOLOGIES CORP COM 3,199 -267 (7.7) 29,000
LILLY ELI & CO COM 3,185 New 47,286
CREDIT SUISSE GROUP SPONSORED ADR 3,146 New 119,206
CORNING INC COM 3,086 146 4.98 147,500
CHEVRON CORP NEW COM 3,039 -53 (1.73) 25,627
BAIDU INC SPON ADR REP A 2,963 -743 (20.04) 12,078
SERVICENOW INC COM 2,815 New 44,000
STRYKER CORP COM 2,703 New 30,000
BIOGEN IDEC INC COM 2,625 2,366 911.58 8,649
TEXTRON INC COM 2,615 New 60,000
US BANCORP DEL COM NEW 2,462 New 55,986
JOHNSON CTLS INC COM 2,458 New 49,000
MONSTER BEVERAGE CORP COM 2,370 2,370 New 21,650