PARAMETRIC PORTFOLIO ASSOCIATES LLC

Q4 2020 13F Holdings Report, Put & Call Options

Signature - Title
Cindy Kim - Authorized Signatory
Location
Seattle, Washington
Options holdings as of
Dec 31, 2020
Puts & calls notional value $
$2.91 M
Number of options holdings
1
Date filed
2/11/2021, 05:36 PM
Description
All US holdings of this investor are reported in this report.
Previous filing
Q3 2020 - Nov 12, 2020
Next filing
Q1 2021 - May 17, 2021
Stock holdings
Showing options holdings, see here for stock holdings
Sym Company Class Option Share Change Activity * Price $ Shares Notional Value
Filing 2020 Q4 compared to 2020 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 2/11/2021

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