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

Parametric Risk Advisors LLC quarter change: USA ETF, Reduced

In exchange-traded fund shares (known by the fund name on the filing) (listed in the US), from the quarter ended 2016-06-30 to 2016-09-30, Parametric Risk Advisors LLC opened 0 positions, added to 0, reduced 2, sold out of 4 and left 2 unchanged. The largest increase in value was SPY (+$1,027,000); the largest decrease was IYR (-$22,245,000).

SPY: Country of operation —; Class COMMON SHARES; Shares 2016-06-30 206,381; Shares 2016-09-30 204,617.
XHB: Country of operation —; Class COMMON SHARES; Shares 2016-06-30 18,928; Shares 2016-09-30 14,868.

Two Form 13F-HR filings compared (SEC CIK 1407409): 2016-06-30 (filed 2016-08-12) and 2016-09-30 (filed 2016-11-14). 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; share change is the position change.

Stock	Country of operation	Class	Shares 2016-06-30	Shares 2016-09-30	Share change	Value 2016-06-30	Value 2016-09-30	Value change
SPY SPDR TRUST SERIES 1		COMMON SHARES	206,381	204,617	-1,764	$43,232,000	$44,259,000	+$1,027,000
XHB SPDR S&P HOMEBUILDERS ETF		COMMON SHARES	18,928	14,868	-4,060	$635,000	$505,000	-$130,000

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