PARAMETRIC PORTFOLIO ASSOCIATES LLC

Q3 2015 13F Holdings Report, Put & Call Options

Signature - Title
Cindy Kim - Authorized Signatory
Location
Seattle, Washington
Options holdings as of
Sep 30, 2015
Puts & calls notional value $
$5.45 M
Number of options holdings
2
Date filed
11/16/2015, 11:43 AM
Description
All US holdings of this investor are reported in this report.
Previous filing
Q2 2015 - Aug 14, 2015
Next filing
Q4 2015 - Feb 12, 2016
Stock holdings
Showing options holdings, see here for stock holdings
Sym Company Class Option Share Change Activity * Price $ Shares Notional Value
Filing 2015 Q3 compared to 2015 Q2 by default.
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name Title City, State Date
Christine Smith Chief Administrative Officer & Chief Compliance Officer Seattle, Washington 11/13/2015

MORGAN STANLEY is reporting for PARAMETRIC PORTFOLIO ASSOCIATES LLC:

Name Holdings Value Location File Number
MORGAN STANLEY $1.12 T New York, New York 028-03432