Parametric Risk Advisors LLC Last Quarter Change: USA ETF, Sold Out

Parametric Risk Advisors LLC quarter change: USA ETF, Sold out

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).

IYR: Country of operation —; Class COMMON SHARES; Shares 2016-06-30 270,000; Shares 2016-09-30 0.
BABA: Country of operation —; Class COMMON SHARES; Shares 2016-06-30 114,790; Shares 2016-09-30 0.
Nasdaq 100 ETF: Country of operation —; Class COMMON SHARES; Shares 2016-06-30 9,909; Shares 2016-09-30 0.
IBB: Country of operation —; Class COMMON SHARES; Shares 2016-06-30 2,230; Shares 2016-09-30 0.

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	Class	Shares 2016-06-30	Share change	Value 2016-06-30	Value 2016-09-30	Value change
IYR ISHARES DJ US REAL ESTATE	COMMON SHARES	270,000	-270,000	$22,245,000	$0	-$22,245,000
BABA ALIBABA GROUP HOLDING-SP ADR	COMMON SHARES	114,790	-114,790	$9,129,000	$0	-$9,129,000
Nasdaq 100 ETF CUSIP 73935A104	COMMON SHARES	9,909	-9,909	$1,066,000	$0	-$1,066,000
IBB iShares Nasdaq Biotechnology ETF	COMMON SHARES	2,230	-2,230	$574,000	$0	-$574,000

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