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) 1,576

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 3.85%
Conglomerates 0.14%
Consumer Cyclical 0.32%
Consumer/Non-Cyclical 3.84%
Energy 15.04%
Financial 11.41%
Healthcare 5.46%
Services 5.91%
Technology 46.21%
Transportation 5.66%
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
ACE LIMITED SHS -323 Sold Out 0
APPLIED MATLS INC COM -1,128 Sold Out 0
CAPITAL ONE FINL CORP COM -1,093 Sold Out 0
CONCHO RES INC COM -244 Sold Out 0
DUKE ENERGY CORP NEW COM NEW -233 Sold Out 0
E M C CORP MASS COM -2,953 Sold Out 0
EBAY INC COM -557 Sold Out 0
EDISON INTL COM -346 Sold Out 0
EXPRESS SCRIPTS HLDG CO COM -426 Sold Out 0
GOOGLE INC CL C -2,267 Sold Out 0
HONDA MOTOR LTD AMERN SHS -222 Sold Out 0
NETFLIX INC COM -345 Sold Out 0
PACCAR INC COM -32,580 Sold Out 0
ROCHE HLDG LTD SPONSORED ADR -237 Sold Out 0
WASHINGTON PRIME GROUP INC COM -16 Sold Out 0
ISHARES TR MSCI EAFE ETF 139 -5,350 (97.48) 2,100
PEPSICO INC COM 1,428 -3,433 (70.63) 15,223
YUM BRANDS INC COM 3,450 -4,329 (55.65) 47,270
LILLY ELI & CO COM 3,146 -3,327 (51.4) 47,286
OCCIDENTAL PETE CORP DEL COM 382 -391 (50.56) 3,911