PARAMETRIC PORTFOLIO ASSOCIATES LLC

Q4 2016 13F Holdings Report, Excl. Options

Signature - Title
Cindy Kim - Authorized Signatory
Location
Seattle, Washington
Holdings as of
Dec 31, 2016
Value $
$71.8 B
Num holdings
3,768
Date filed
2/13/2017, 06:12 PM
Description
All US holdings of this investor are reported in this report.
Previous filing
Q3 2016 - Nov 14, 2016
Next filing
Q1 2017 - May 8, 2017
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 Q4 compared to 2016 Q3 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 2/13/2017

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