PARAMETRIC RISK ADVISORS LLC Information

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

Report Date: 06/30/2014

Position Statistics

Total Positions 173
New Positions 5
Increased Positions 28
Decreased Positions 54
Positions with Activity 82
Sold Out Positions 15
Total Mkt Value (in $ millions) 1,556

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 2.13%
Capital Goods 3.85%
Conglomerates 0.15%
Consumer Cyclical 0.32%
Consumer/Non-Cyclical 3.85%
Energy 15.77%
Financial 11.31%
Healthcare 5.3%
Services 5.84%
Technology 45.58%
Transportation 5.83%
Utilities 0.07%

173 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ACTAVIS PLC SHS 1,117 New 5,000
KIMBERLY CLARK CORP COM 1,086 New 10,000
KRAFT FOODS GROUP INC COM 1,085 New 19,000
PHILLIPS 66 COM 953 -447 (31.94) 11,000
INTERCONTINENTAL EXCHANGE INC COM 855 New 4,576
DEERE & CO COM 843 -394 (31.85) 9,816
ARCHER DANIELS MIDLAND CO COM 838 New 16,821
AMERICAN EXPRESS CO COM 811 New 9,161
CONSTELLATION BRANDS INC CL A 797 New 9,100
TJX COS INC NEW COM 776 New 13,059
CATERPILLAR INC DEL COM 755 106 16.32 7,006
ISHARES TR MSCI EMG MKT ETF 754 New 16,732
SHIRE PLC SPONSORED ADR 729 New 2,970
ROCKWELL AUTOMATION INC COM 721 147 25.63 6,141
CELGENE CORP COM 715 New 7,770
ALTRIA GROUP INC COM 643 -36 (5.3) 15,152
SEMPRA ENERGY COM 582 150 34.76 5,602
PFIZER INC COM 578 New 20,000
NXP SEMICONDUCTORS N V COM 577 82 16.56 8,990
COSTCO WHSL CORP NEW COM 572 -40 (6.52) 4,732