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Parametric Risk Advisors LLC Historic Quarter Change: USA Options, New

Parametric Risk Advisors LLC historic quarter change: USA Options, New

In put and call options, at their filed underlying value (listed in the US), over 13 quarters from 2013-06-30 to 2016-09-30, Parametric Risk Advisors LLC opened 2 positions, added to 0, reduced 2 and sold out of 1.

  • Q4 2015: Stock ISHARES MSCI EAFE INDEX FUND; Country of operation —; Class Equity Option · Put; Shares before 0.
  • Q3 2015: Stock ISHARES MSCI EAFE ETF; Country of operation —; Class Put Option · Put; Shares before 0.

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.

QuarterStockCountry of operationClassShares beforeShares afterShare changeValue beforeValue afterValue changeFiled
Q4 2015ISHARES MSCI EAFE INDEX FUND
CUSIP 464287955
Equity Option · Put014,724+14,724$0$430,000+$430,0002016-02-12
Q3 2015ISHARES MSCI EAFE ETF
CUSIP 464287955
Put Option · Put020,307+20,307$0$1,178,000+$1,178,0002015-11-16

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