PARAMETRIC PORTFOLIO ASSOCIATES LLC

Q3 2016 13F Holdings Report, Excl. Options

Signature - Title
Cindy Kim - Authorized Signatory
Location
Seattle, Washington
Holdings as of
Sep 30, 2016
Value $
$66.7 B
Num holdings
3,756
Date filed
11/14/2016, 12:42 PM
Description
All US holdings of this investor are reported in this report.
Previous filing
Q2 2016 - Aug 12, 2016
Options Holdings
Showing stock holdings, see here for options holdings
Sym Weight Trade Impact Company Class Shares Change Activity Value Change $ Value $ * Price $ Shares Principal
Filing 2016 Q3 compared to 2016 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
Randall Hegarty Chief Compliance Officer Seattle, Washington 11/14/2016

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