Parametric Risk Advisors’s State Street SPDR S&P 500 ETF Trust SPY Stock Holding History

Parametric Risk Advisors’s Portfolio SPY Stock Details SPY Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q3	$44.3M	Sell	204,617 -1,764	-0.9%	-$381K	2.99%	6
2016 Q2	$43.2M	Sell	206,381 -33,936	-14%	-$7.04M	2.84%	6
2016 Q1	$49.4M	Buy	240,317 +119,148	+98%	+$23.2M	3.35%	5
2015 Q4	$24.7M	Sell	121,169 -2,326	-2%	-$478K	1.71%	11
2015 Q3	$23.7M	Sell	123,495 -1,607	-1%	-$326K	1.54%	9
2015 Q2	$25.8M	Hold	125,102	–	–	1.71%	10
2015 Q1	$25.8M	Buy	125,102 +27,420	+28%	+$5.66M	1.75%	10
2014 Q4	$20.1M	Sell	97,682 -44,500	-31%	-$8.95M	1.34%	13
2014 Q3	$28M	Buy	142,182 +72,656	+105%	+$14.4M	1.89%	8
2014 Q2	$13.6M	Hold	69,526	–	–	0.89%	20
2014 Q1	$13M	Buy	69,526 +19,830	+40%	+$3.64M	0.9%	21
2013 Q4	$9.18M	Sell	49,696 -736	-1%	-$130K	0.65%	32
2013 Q3	$8.47M	Hold	50,432	–	–	0.59%	31
2013 Q2	$8.09M	Buy	+50,432	New	+$8.12M	0.56%	30

Other funds holding SPY

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

Citigroup New York $235B AUM 32.99% 1-Year Est. Return

BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return

Bridgewater Associates Westport, Connecticut $22.4B AUM 34.48% 1-Year Est. Return

Allianz Asset Management Munich, Germany $95.4B AUM 38.74% 1-Year Est. Return

Parametric Risk Advisors's SPY Position: Q3 2016 in Review

Parametric Risk Advisors reduced its State Street SPDR S&P 500 ETF Trust (SPY) stake by 0.85% in Q3 2016, selling an estimated $381K and leaving 204,617 shares worth $44.3M. The position accounts for 2.99% of the portfolio, ranked #6.

Parametric Risk Advisors first reported a position in SPY in Q2 2013 and has held it in 14 quarters since. The position peaked at $49.4M in Q1 2016. 1,523 funds tracked by Wall St. Rank hold SPY as of Q3 2016.

Parametric Risk Advisors held 204,617 shares of State Street SPDR S&P 500 ETF Trust worth $44.3M as of Q3 2016.
Parametric Risk Advisors sold 1,764 State Street SPDR S&P 500 ETF Trust shares in Q3 2016, an estimated $381K.
State Street SPDR S&P 500 ETF Trust made up 2.99% of Parametric Risk Advisors's portfolio in Q3 2016, its #6 holding.
Parametric Risk Advisors first reported a position in State Street SPDR S&P 500 ETF Trust in Q2 2013 and has held it in 14 quarters since.
Parametric Risk Advisors's State Street SPDR S&P 500 ETF Trust position peaked at $49.4M in Q1 2016.
1,523 funds tracked by Wall St. Rank held State Street SPDR S&P 500 ETF Trust as of Q3 2016.

Based on Parametric Risk Advisors's 13F filing for Q3 2016, filed 14 Nov 2016.