Parametric Risk Advisors LLC Historic Quarter Change: USA ETF, Reduced

Parametric Risk Advisors LLC historic quarter change: USA ETF, Reduced

In exchange-traded fund shares (known by the fund name on the filing) (listed in the US), over 13 quarters from 2013-06-30 to 2016-09-30, Parametric Risk Advisors LLC opened 21 positions, added to 11, reduced 14 and sold out of 24.

Q3 2016: Stock SPY; Country of operation —; Class COMMON SHARES; Shares before 206,381.
Q3 2016: Stock XHB; Country of operation —; Class COMMON SHARES; Shares before 18,928.
Q2 2016: Stock SPY; Country of operation —; Class COMMON SHARES; Shares before 240,317.
Q1 2015: Stock EFA; Country of operation —; Class COMMON SHARES; Shares before 79,800.

Each consecutive pair of Form 13F-HR filings compared (SEC CIK 1407409), 13 quarters: Q3 2016 (2016-06-30 to 2016-09-30, filed 2016-11-14); Q2 2016 (2016-03-31 to 2016-06-30, filed 2016-08-12); Q1 2016 (2015-12-31 to 2016-03-31, filed 2016-05-13); Q4 2015 (2015-09-30 to 2015-12-31, filed 2016-02-12); Q3 2015 (2015-06-30 to 2015-09-30, filed 2015-11-16); Q2 2015 (2015-03-31 to 2015-06-30, filed 2015-08-14); Q1 2015 (2014-12-31 to 2015-03-31, filed 2015-05-18); Q4 2014 (2014-09-30 to 2014-12-31, filed 2015-02-11); Q3 2014 (2014-06-30 to 2014-09-30, filed 2014-11-12); Q2 2014 (2014-03-31 to 2014-06-30, filed 2014-08-12); Q1 2014 (2013-12-31 to 2014-03-31, filed 2014-05-12); Q4 2013 (2013-09-30 to 2013-12-31, filed 2014-02-13); Q3 2013 (2013-06-30 to 2013-09-30, filed 2013-11-27). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move. Only the filings held here are compared; the firm's 13F-HR filings go back to the quarter ended 2007-06-30.

Quarter	Stock	Class	Shares before	Shares after	Share change	Value before	Value after	Value change	Filed
Q3 2016	SPY SPDR TRUST SERIES 1	COMMON SHARES	206,381	204,617	-1,764	$43,232,000	$44,259,000	+$1,027,000	2016-11-14
Q3 2016	XHB SPDR S&P HOMEBUILDERS ETF	COMMON SHARES	18,928	14,868	-4,060	$635,000	$505,000	-$130,000	2016-11-14
Q2 2016	SPY SPDR TRUST SERIES 1	COMMON SHARES	240,317	206,381	-33,936	$49,390,000	$43,232,000	-$6,158,000	2016-08-12
Q1 2015	EFA ISHARES MSCI EAFE INDEX FUND	COMMON SHARES	79,800	16,100	-63,700	$4,855,000	$1,033,000	-$3,822,000	2015-05-18
Q4 2014	SPY SPDR TRUST SERIES 1	COMMON SHARES	142,182	97,682	-44,500	$28,013,000	$20,078,000	-$7,935,000	2015-02-11
Q4 2014	IWM ISHARES RUSSELL 2000	COMMON SHARES	28,016	4,516	-23,500	$3,064,000	$540,000	-$2,524,000	2015-02-11
Q4 2014	EEM ISHARES MSCI EMERGING MKT IN	COMMON SHARES	16,732	8,308	-8,424	$695,000	$326,000	-$369,000	2015-02-11
Q2 2014	EFA ISHARES MSCI EAFE INDEX FUND	COMMON SHARES	83,200	2,100	-81,100	$5,591,000	$144,000	-$5,447,000	2014-08-12
Q2 2014	IWM ISHARES RUSSELL 2000	COMMON SHARES	30,316	28,016	-2,300	$3,527,000	$3,329,000	-$198,000	2014-08-12
Q1 2014	IVV ISHARES S&P 500 INDEX FUND	COMMON SHARES	6,738	6,570	-168	$1,251,000	$1,236,000	-$15,000	2014-05-12
Q4 2013	SPY SPDR TRUST SERIES 1	COMMON SHARES	50,432	49,696	-736	$8,473,000	$9,178,000	+$705,000	2014-02-13
Q4 2013	EEM ISHARES MSCI EMERGING MKT IN	COMMON SHARES	20,222	16,732	-3,490	$824,000	$699,000	-$125,000	2014-02-13
Q4 2013	IVV ISHARES S&P 500 INDEX FUND	COMMON SHARES	6,800	6,738	-62	$1,149,000	$1,251,000	+$102,000	2014-02-13
Q4 2013	IWM ISHARES RUSSELL 2000	COMMON SHARES	8,156	6,816	-1,340	$870,000	$786,000	-$84,000	2014-02-13

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