PARAMETRIC RISK ADVISORS LLC Information

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

Report Date: 06/30/2015

Position Statistics

Total Positions 128
New Positions 5
Increased Positions 23
Decreased Positions 21
Positions with Activity 44
Sold Out Positions 8
Total Mkt Value (in $ millions) 1,505

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

Sector Weighting

Basic Materials 2.09%
Capital Goods 5.63%
Conglomerates 0.19%
Consumer Cyclical 0.09%
Consumer/Non-Cyclical 4.34%
Energy 5.08%
Financial 13.11%
Healthcare 5.12%
Services 5.69%
Technology 53.59%
Transportation 4.66%
Utilities

128 Positions as of 06/30/2015

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) ▲ Change (%) Shares Held
EOG RES INC COM -15,462 Sold Out 0
CISCO SYS INC COM 3,821 -5,767 (60.15) 146,953
CHECK POINT SOFTWARE TECH LTD ORD -5,037 Sold Out 0
WALGREENS BOOTS ALLIANCE INC COM -4,371 Sold Out 0
BROADCOM CORP CL A -3,988 Sold Out 0
ROYAL BK CDA MONTREAL QUE COM -3,771 Sold Out 0
CITIGROUP INC COM NEW 4,156 -3,197 (43.48) 78,000
HUMANA INC COM -2,963 Sold Out 0
ACCENTURE PLC IRELAND SHS CLASS A -2,839 Sold Out 0
MCDONALDS CORP COM 8,942 -2,384 (21.05) 92,900
INTERNATIONAL BUSINESS MACHS COM 10,768 -2,331 (17.79) 72,768
UNITED PARCEL SERVICE INC CL B 47,069 -1,868 (3.82) 477,178
LILLY ELI & CO COM 2,270 -1,664 (42.3) 27,286
MERCK & CO INC NEW COM 941 -1,250 (57.04) 17,000
EXXON MOBIL CORP COM 50,990 -1,127 (2.16) 679,230
INTEROIL CORP COM -1,109 Sold Out 0
CHEVRON CORP NEW COM 3,954 -708 (15.18) 49,155
JPMORGAN CHASE & CO COM 5,387 -552 (9.29) 84,000
GENERAL ELECTRIC CO COM 17,829 -75 (0.42) 708,614
GENERAL GROWTH PPTYS INC NEW COM 2,763 -47 (1.67) 106,000