PARAMETRIC PORTFOLIO ASSOCIATES LLC

Q1 2017 13F Holdings Report, Put & Call Options

Signature - Title
Cindy Kim - Authorized Signatory
Location
Seattle, Washington
Options holdings as of
Mar 31, 2017
Puts & calls notional value $
$3.82 M
Number of options holdings
5
Date filed
5/5/2017, 07:54 PM
Description
All US holdings of this investor are reported in this report.
Previous filing
Q4 2016 - Feb 14, 2017
Next filing
Q2 2017 - Dec 14, 2017
Stock holdings
Showing options holdings, see here for stock holdings
Sym Company Class Option Share Change Activity * Price $ Shares Notional Value
Filing 2017 Q1 compared to 2016 Q4 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 5/5/2017

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