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) 1,555

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 5.36%
Conglomerates 0.21%
Consumer Cyclical 0.25%
Consumer/Non-Cyclical 3.61%
Energy 8%
Financial 12.66%
Healthcare 9.57%
Services 5.85%
Technology 47.27%
Transportation 4.68%
Utilities 0%

163 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
MONDELEZ INTL INC CL A 1,324 -292 (18.05) 34,266
NEWMONT MINING CORP COM 1,164 New 43,935
NOVO-NORDISK A S ADR 1,143 1,143 New 20,000
DU PONT E I DE NEMOURS & CO COM 1,125 New 15,200
KIMBERLY CLARK CORP COM 1,110 New 10,000
TRANSOCEAN LTD REG SHS 1,105 New 58,671
INTERCONTINENTAL EXCHANGE INC COM 1,033 New 4,576
PHILLIPS 66 COM 947 -898 (48.67) 11,600
DEERE & CO COM 897 New 9,816
GILEAD SCIENCES INC COM 872 -701 (44.57) 8,300
TJX COS INC NEW COM 856 -400 (31.84) 13,059
ARCHER DANIELS MIDLAND CO COM 837 New 16,821
PFIZER INC COM 682 New 20,000
LOCKHEED MARTIN CORP COM 662 New 3,500
CROWN CASTLE INTL CORP NEW COM 566 566 New 6,800
CBOE HLDGS INC COM 565 New 10,174
ISHARES TR RUSSELL 2000 ETF 551 -2,866 (83.88) 4,516
APACHE CORP COM 534 New 7,795
RAYTHEON CO COM NEW 525 New 5,000
MARATHON PETE CORP COM 513 New 5,000