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

Parametric Risk Advisors LLC quarter change: USA ETF, Unchanged

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).

IVV: Country of operation —; Class COMMON SHARES; Shares 2016-06-30 15,779; Shares 2016-09-30 15,779.
DIA: Country of operation —; Class COMMON SHARES; Shares 2016-06-30 11,588; Shares 2016-09-30 11,588.

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
IVV ISHARES S&P 500 INDEX FUND		COMMON SHARES	15,779	15,779	0	$3,321,000	$3,433,000	+$112,000
DIA SPDR DJIA TRUST		COMMON SHARES	11,588	11,588	0	$2,074,000	$2,118,000	+$44,000

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