Parametric Portfolio Associates LLC

SEC CIK
0000932859

Holdings, Q1 2022

Positions as of Mar 31, 2022, filed May 16, 2022.SEC

Positions
3,673
+47 vs. Q4 2021
Total value
$190.19B
−$5.29B (−2.7%) vs. Q4 2021

Compare with Q4 2021: new, added, reduced and sold out

Positions

Long positions only. Changes compare share counts with Q4 2021.

Parametric Portfolio Associates LLC holdings in Q1 2022
SecurityClassSharesValue% of portfolioChange in sharesActionHistory
MSFTMICROSOFT CORP COMStock35,041,978$10.8B5.68%+1,094,854+3.2%AddedView
AAPLAPPLE INC COMStock56,891,567$9.93B5.22%+1,280,613+2.3%AddedView
AMZNAMAZON COM INC COMStock1,522,719$4.96B2.61%+17,837+1.2%AddedView
VANGUARD S&P 500 ETF922908363ETF8,587,471$3.57B1.87%−513,702−5.6%Reduced–
GOOGLALPHABET INC CAP STK CL AStock1,216,251$3.38B1.78%+39,436+3.4%AddedView
TSLATESLA INC COMStock2,589,996$2.79B1.47%+78,463+3.1%AddedView
GOOGALPHABET INC CAP STK CL CStock976,743$2.73B1.43%+19,063+2.0%AddedView
NVDANVIDIA CORPORATION COMStock9,075,522$2.48B1.30%+262,705+3.0%AddedView
BRK.BBERKSHIRE HATHAWAY INC DEL CL B NEWStock6,165,975$2.18B1.14%+471,558+8.3%AddedView
UNHUNITEDHEALTH GROUP INC COMStock4,228,437$2.16B1.13%+126,956+3.1%AddedView
JNJJOHNSON & JOHNSON COMStock11,359,738$2.01B1.06%+422,206+3.9%AddedView
METAMETA PLATFORMS INC CL AStock8,776,905$1.95B1.03%−710,359−7.5%ReducedView
VVISA INC COM CL AStock7,417,380$1.64B0.86%+503,235+7.3%AddedView
JPMJPMORGAN CHASE & CO COMStock11,052,296$1.51B0.79%−224,426−2.0%ReducedView
PGPROCTER & GAMBLE CO COMStock9,415,163$1.44B0.76%+246,129+2.7%AddedView
MAMASTERCARD INCORPORATED CL AStock3,692,517$1.32B0.69%+213,698+6.1%AddedView
HDHOME DEPOT INC COMStock4,226,397$1.27B0.67%−11,961−0.3%ReducedView
ABBVABBVIE INC COMStock7,078,339$1.15B0.60%+352,169+5.2%AddedView
PFEPFIZER INC COMStock21,908,327$1.13B0.60%+217,479+1.0%AddedView
BACBANK OF AMER CORP COMStock26,093,995$1.08B0.57%+165,561+0.6%AddedView
COSTCOSTCO WHOLESALE CORPORATION COMStock1,826,321$1.05B0.55%+59,955+3.4%AddedView
CVXCHEVRON CORPORATION COMStock6,443,068$1.05B0.55%+399,505+6.6%AddedView
CSCOCISCO SYS INC COMStock18,488,142$1.03B0.54%+901,664+5.1%AddedView
PEPPEPSICO INC COMStock6,067,697$1.02B0.53%+228,901+3.9%AddedView
AVGOBROADCOM INC COMStock1,546,718$973.94M0.51%+78,394+5.3%AddedView
XOMEXXON MOBIL CORPCOM11,453,009$945.9M0.50%+1,339,621+13.2%AddedView
ADBEADOBE INC COMStock2,070,828$943.51M0.50%−98,898−4.6%ReducedView
LLYELI LILLY & CO COMStock3,239,243$927.62M0.49%+50,684+1.6%AddedView
TMOTHERMO FISHER SCIENTIFIC INC COMStock1,549,040$914.94M0.48%−4,120−0.3%ReducedView
MRKMERCK & CO INC COMStock11,010,555$903.42M0.47%+625,453+6.0%AddedView
KOCOCA COLA CO COMStock14,466,430$896.92M0.47%+761,866+5.6%AddedView
DISDISNEY WALT CO COMStock6,213,432$852.23M0.45%+567,572+10.1%AddedView
ACNACCENTURE PLC IRELAND SHS CLASS AStock2,472,136$833.68M0.44%−34,746−1.4%ReducedView
WMTWALMART INC COMStock5,543,179$825.49M0.43%+246,226+4.6%AddedView
ORCLORACLE CORP COMStock9,864,996$816.13M0.43%−196,765−2.0%ReducedView
ABTABBOTT LABORATORIES COMStock6,744,540$798.28M0.42%−123,848−1.8%ReducedView
CMCSACOMCAST CORP NEW CL AStock16,874,894$790.08M0.42%+595,243+3.7%AddedView
VZVERIZON COMMUNICATIONS INC COMStock15,504,915$789.82M0.42%+1,514,254+10.8%AddedView
UNPUNION PAC CORP COMStock2,887,396$788.87M0.41%+128,150+4.6%AddedView
ISHARES CORE S&P 500 ETF464287200ETF1,696,404$769.64M0.40%−1,519,079−47.2%Reduced–
BMYBRISTOL-MYERS SQUIBB CO COMStock10,436,143$762.15M0.40%+712,002+7.3%AddedView
INTCINTEL CORP COMStock15,230,983$754.85M0.40%+226,078+1.5%AddedView
TXNTEXAS INSTRS INC COMStock4,109,612$754.03M0.40%−101,861−2.4%ReducedView
DHRDANAHER CORP DEL COMStock2,564,778$752.33M0.40%−24,757−1.0%ReducedView
MCDMCDONALDS CORP COMStock2,944,879$728.21M0.38%+26,889+0.9%AddedView
NKENIKE INC CL BStock5,368,269$722.35M0.38%−153,748−2.8%ReducedView
NEENEXTERA ENERGY INC COMStock8,241,329$698.12M0.37%−521,941−6.0%ReducedView
CRMSALESFORCE INC COMStock3,242,730$688.5M0.36%−150,706−4.4%ReducedView
INTUINTUIT COMStock1,418,161$681.91M0.36%+11,202+0.8%AddedView
LOWLOWES COS INC COMStock3,333,307$673.96M0.35%+70,902+2.2%AddedView
AMDADVANCED MICRO DEVICES INC COMStock6,120,201$669.18M0.35%+1,722,206+39.2%AddedView
QCOMQUALCOMM INC COMStock4,258,274$650.75M0.34%−49,671−1.2%ReducedView
AMGNAMGEN INC COMStock2,595,883$627.74M0.33%+172,109+7.1%AddedView
UPSUNITED PARCEL SVCS INC CL BStock2,889,947$619.78M0.33%+276,550+10.6%AddedView
SPGIS&P GLOBAL INC COMStock1,483,332$608.43M0.32%+350,447+30.9%AddedView
CVSCVS HEALTH CORP COMStock5,963,843$603.6M0.32%+179,104+3.1%AddedView
TGTTARGET CORP COMStock2,687,973$570.44M0.30%+86,346+3.3%AddedView
MDTMEDTRONIC PLC SHSStock4,911,466$544.93M0.29%+717,441+17.1%AddedView
RTXRTX CORPORATION COMStock5,466,502$541.57M0.28%+431,964+8.6%AddedView
NFLXNETFLIX INC. COMStock1,440,289$539.52M0.28%−95,254−6.2%ReducedView
AMATAPPLIED MATLS INC COMStock3,964,106$522.47M0.27%−139,187−3.4%ReducedView
HONHoneywell TechnologiesCOM2,549,109$496.01M0.26%−1,841−0.1%ReducedView
WFCWELLS FARGO & CO COMStock10,220,799$495.3M0.26%+375,381+3.8%AddedView
AXPAMERICAN EXPRESS CO COMStock2,601,845$486.55M0.26%+216,696+9.1%AddedView
SCHWCHARLES SCHWAB CORP (THE) COMStock5,660,726$477.26M0.25%+280,735+5.2%AddedView
PYPLPAYPAL HLDGS INC COMStock4,124,284$476.97M0.25%+70,442+1.7%AddedView
LINLINDE PLCSHS1,492,201$476.65M0.25%+2,882+0.2%AddedView
PLDPROLOGIS INC. COMREIT2,948,435$476.11M0.25%+168,500+6.1%AddedView
ELVELEVANCE HEALTH INC FORMERLY A COMStock952,086$467.68M0.25%+49,162+5.4%AddedView
DEDEERE & CO COMStock1,120,765$465.63M0.24%+70,142+6.7%AddedView
COPCONOCOPHILLIPS COMStock4,599,438$459.94M0.24%+234,514+5.4%AddedView
AMTAMERICAN TOWER CORP COMREIT1,826,558$458.87M0.24%+72,929+4.2%AddedView
PMPHILIP MORRIS INTL INC COMStock4,747,052$445.94M0.23%+15,724+0.3%AddedView
ADPAUTOMATIC DATA PROCESSING INC COMStock1,913,734$435.45M0.23%−109,166−5.4%ReducedView
BLKBLACKROCK INCCOM564,558$431.42M0.23%+2,027+0.4%AddedView
SBUXSTARBUCKS CORP COMStock4,726,845$430M0.23%−67,715−1.4%ReducedView
MSMORGAN STANLEY COM NEWStock4,854,015$424.24M0.22%−215,794−4.3%ReducedView
CATCATERPILLAR INC COMStock1,854,135$413.14M0.22%+87,248+4.9%AddedView
TAT&T INC COMStock17,087,114$403.77M0.21%+2,804,959+19.6%AddedView
NOWSERVICENOW INC COMStock720,710$401.36M0.21%+30,929+4.5%AddedView
ISRGINTUITIVE SURGICAL INCCOM NEW1,296,211$391.04M0.21%−17,250−1.3%ReducedView
ASMLASML HLDG NV N Y REGISTRY SHSADR581,796$388.6M0.20%+24,377+4.4%AddedView
GSGOLDMAN SACHS GROUP INC COMStock1,176,540$388.38M0.20%+2880.0%AddedView
MRSHMARSH & MCLENNAN COS INC COMStock2,243,050$382.26M0.20%+63,564+2.9%AddedView
ZTSZOETIS INC CL AStock2,012,071$379.46M0.20%+45,304+2.3%AddedView
LMTLOCKHEED MARTIN CORP COMStock853,935$376.93M0.20%+78,172+10.1%AddedView
MCOMOODYS CORP COMStock1,112,181$375.26M0.20%+17,423+1.6%AddedView
KRKROGER CO COMStock6,371,880$365.56M0.19%−192,760−2.9%ReducedView
MDLZMONDELEZ INTL INC CL AStock5,657,920$355.2M0.19%+86,163+1.5%AddedView
ADIANALOG DEVICES INC COMStock2,143,983$354.14M0.19%+1,616+0.1%AddedView
MUMICRON TECHNOLOGY INC COMStock4,434,518$345.41M0.18%+186,373+4.4%AddedView
DUKDUKE ENERGY CORP NEW COM NEWStock3,065,302$342.27M0.18%+52,320+1.7%AddedView
DVNDEVON ENERGY CORP NEW COMStock5,775,767$341.52M0.18%−451,286−7.2%ReducedView
ETNEATON CORP PLC SHSStock2,205,648$334.73M0.18%+62,173+2.9%AddedView
MOALTRIA GROUP INC COMStock6,402,838$334.55M0.18%+207,247+3.3%AddedView
CMECME GROUP INCCOM1,401,501$333.36M0.18%+141,659+11.2%AddedView
SYKSTRYKER CORPORATION COMStock1,224,736$327.43M0.17%+90,121+7.9%AddedView
CBCHUBB LIMITED COMStock1,504,509$321.81M0.17%+110,024+7.9%AddedView
ICEINTERCONTINENTAL EXCHANGE INC COMStock2,429,570$321M0.17%+125,142+5.4%AddedView
BDXBECTON DICKINSON & CO COMStock1,200,746$319.4M0.17%+55,623+4.9%AddedView

Sold out since Q4 2021 (175)

Positions held at the end of Q4 2021 that are no longer in this filing.

Showing the largest 100 of 175 by value.

Parametric Portfolio Associates LLC positions sold out since Q4 2021
SecurityClassShares, Q4 2021Value, Q4 2021% of portfolio, Q4 2021
XILINX INC983919101COM823,841$174.68M0.09%
IHS MARKIT LTDG47567105SHS1,195,829$158.95M0.08%
ROYAL DUTCH SHELL PLC780259206SPONS ADR A2,379,984$103.29M0.05%
WESTPAC BANKING CORP961214301SPONSORED ADR5,689,483$87.73M0.04%
HOLLYFRONTIER CORP436106108COM1,894,132$62.09M0.03%
ROYAL DUTCH SHELL PLC780259107SPON ADR B1,334,513$57.85M0.03%
BHP GROUP PLC05545E209SPONSORED ADR659,733$39.43M0.02%
BFHBREAD FINANCIAL HOLDINGS INCCOM524,064$34.89M0.02%
ATHENE HOLDING LTDG0684D107CL A318,232$26.52M0.01%
COLFAX CORP194014106COM552,981$25.42M0.01%
NUANCE COMMUNICATIONS INC67020Y100COM444,074$24.57M0.01%
CIT GROUP INC125581801COM NEW475,777$24.43M0.01%
CYRUSONE INC23283R100COM265,342$23.81M0.01%
STERLING BANCORP DEL85917A100COM825,796$21.3M0.01%
FIRST MIDWEST BANCORP DEL320867104COM732,891$15.01M0.01%
SANTANDER CONSUMER USA HLDGS80283M101COM295,135$12.4M0.01%
JUST EAT TAKEAWAY COM N V48214T305SPONSORED ADS980,397$10.55M0.01%
GREAT WESTERN BANCORP INC391416104COM294,538$10M0.01%
MAGELLAN HEALTH INC559079207COM NEW88,346$8.39M0.00%
KRATON CORPORATION50077C106COM178,135$8.25M0.00%
ISHARES TR464288687PFD AND INCM SEC193,883$7.65M0.00%
VOCERA COMMUNICATIONS INC92857F107COM114,440$7.42M0.00%
ISHARES TR464289180MSCI EURO FL ETF360,257$7.22M0.00%
ISHARES TR464287515EXPANDED TECH16,347$6.5M0.00%
ARENA PHARMACEUTICALS INC040047607COM NEW68,598$6.38M0.00%
MFAMFA FINL INCCOM1,321,624$6.03M0.00%
KIRKLAND LAKE GOLD LTD49741E100COM137,307$5.76M0.00%
MONMOUTH REAL ESTATE INVT CO609720107CL A245,195$5.15M0.00%
DKNGDRAFTKINGS INCCOM CL A185,257$5.09M0.00%
EDUNEW ORIENTAL ED & TECHNOLOGYSPON ADR2,161,777$4.54M0.00%
COREPOINT LODGING INC21872L104COM246,325$3.87M0.00%
STATE AUTO FINL CORP855707105COM58,670$3.03M0.00%
SCHWAB FUNDAMENTAL INTERNATIONAL EQUITY ETF808524755ETF76,822$2.5M0.00%
APOLLO ENDOSURGERY INC03767D108COM275,726$2.32M0.00%
BIODELIVERY SCIENCES INTL IN09060J106COM696,175$2.16M0.00%
VANGUARD INTL EQUITY INDEX F922042874FTSE EUROPE ETF30,717$2.1M0.00%
CHASE CORP16150R104COM19,425$1.93M0.00%
WESWESTERN MIDSTREAM PARTNERS LCOM UNIT LP INT76,842$1.71M0.00%
INVESCO EXCH TRADED FD TR II46138E396S&P 500 CONC ETF37,467$1.66M0.00%
ASPNASPEN AEROGELS INCCOM32,526$1.62M0.00%
BRYN MAWR BK CORP117665109COM35,676$1.61M0.00%
GLOCLOUGH GLOBAL OPPORTUNITIESSH BEN INT150,488$1.6M0.00%
DONNELLEY R R & SONS CO257867200COM140,187$1.58M0.00%
PAAPLAINS ALL AMERN PIPELINE LUNIT LTD PARTN168,489$1.57M0.00%
USIOUSIO INCCOM339,687$1.48M0.00%
FHTXFOGHORN THERAPEUTICS INCCOM62,663$1.43M0.00%
DEL TACO RESTAURANTS INC NEW245496104COM107,704$1.34M0.00%
TRIPLE-S MGMT CORP896749108CL B36,810$1.31M0.00%
GREENSKY INC39572G100CL A113,280$1.29M0.00%
ARDAGH GROUP S AL0223L101CL A55,126$1.24M0.00%
PIMCO EQUITY SER72201T342RAFI ESG US37,194$1.23M0.00%
ISHARES TR46435U853BROAD USD HIGH27,174$1.12M0.00%
NUVEEN FLTNG RTE INCM OPP FD6706EN100COM SHS105,405$1.07M0.00%
SCHWAB FUNDAMENTAL EMERGING MARKETS EQUITY ETF808524730ETF33,776$1.05M0.00%
VERSO CORP92531L207CL A38,497$1.04M0.00%
JRSNUVEEN REAL ESTATE INCOME FDCOM79,050$1.01M0.00%
PHILLIPS 66 PARTNERS LP718549207COM UNIT REP INT24,895$898K0.00%
ISHARES TR46435G516ESG AW MSCI EAFE11,202$890K0.00%
FARFETCH LTD30744W107ORD SH CL A25,644$857K0.00%
DCP MIDSTREAM LP23311P100COM UT LTD PTN30,693$843K0.00%
MTLSMATERIALISE NVSPONSORED ADS35,158$839K0.00%
INDEPENDENCE HLDG CO NEW453440307COM NEW13,415$760K0.00%
BRBRBELLRING BRANDS INCCOM CL A26,490$756K0.00%
NUVEEN S&P 500 BUY-WRITE INC6706ER101COM49,166$720K0.00%
MARLIN BUSINESS SVCS CORP571157106COM30,800$717K0.00%
ISHARES INC46434G863ESG AWR MSCI EM16,243$646K0.00%
RVMDREVOLUTION MEDICINES INCCOM22,994$579K0.00%
FIRST TRUST CLOUD COMPUTING ETF33734X192ETF5,483$572K0.00%
VANECK ETF TRUST92189F106GOLD MINERS ETF16,843$539K0.00%
BTGB2GOLD CORPCOM136,035$535K0.00%
ISHARES CORE MSCI EUROPE ETF46434V738ETF8,951$521K0.00%
NUSTAR ENERGY LP67058H102UNIT COM32,814$521K0.00%
PAE INC69290Y109COM CL A52,204$518K0.00%
INVESCO EXCH TRADED FD TR II46138E404CEF INM COMPSI20,665$500K0.00%
CLYMCLIMB BIO INCCOM47,191$494K0.00%
ARCTARCTURUS THERAPEUTICS HLDGSCOM13,135$486K0.00%
INTELLIGENT SYS CORP NEW45816D100COM12,371$480K0.00%
MCAFEE CORP579063108COM CL A18,356$473K0.00%
VANGUARD WORLD FD921910816MEGA GRWTH IND1,810$472K0.00%
HOWARD BANCORP INC442496105COM21,551$470K0.00%
AFYAAFYA LTDCL A COM29,614$465K0.00%
STATE STREET SPDR PORTFOLIO S&P 500 ETF78464A854ETF7,914$442K0.00%
AEROVATE THERAPEUTICS INC008064107COM36,000$424K0.00%
ACMRACM RESH INC COM CL AStock4,949$422K0.00%
SHELL MIDSTREAM PARTNERS L P822634101UNIT LTD INT35,469$409K0.00%
ONEWONEWATER MARINE INCCL A COM6,472$395K0.00%
PRAXPRAXIS PRECISION MEDICINES ICOM19,976$394K0.00%
ZOGENIX INC98978L204COM NEW23,318$379K0.00%
ISHARES TR464287291GLOBAL TECH ETF5,796$373K0.00%
FORTERRA INC34960W106COM15,412$366K0.00%
SCHWAB FUNDAMENTAL U.S. SMALL COMPANY ETF808524763ETF6,537$364K0.00%
MGTXMEIRAGTX HLDGS PLCCOM14,208$337K0.00%
AVIDITY BIOSCIENCES INC05370A108COM14,142$336K0.00%
MORPHIC HLDG INC61775R105COM6,931$328K0.00%
KRUSKURA SUSHI USA INCCL A COM3,964$320K0.00%
GRPNGROUPON INCCOM NEW13,724$318K0.00%
VERVE THERAPEUTICS INC92539P101COM8,511$314K0.00%
GOLDMAN SACHS ETF TR381430503ACTIVEBETA US LG3,290$313K0.00%
ATHIRA PHARMA INC04746L104COM23,882$311K0.00%
NRIXNURIX THERAPEUTICS INCCOM9,847$285K0.00%

13F filings by quarter

Parametric Portfolio Associates LLC 13F filings by quarter
QuarterFiledPositionsTotal valueChangesFiling
Q1 2022May 16, 20223,673$190.19Bvs. Q4 2021SEC
Q4 2021Feb 15, 20223,626$195.48Bvs. Q3 2021SEC
Q3 2021Nov 15, 20213,598$175.98Bvs. Q2 2021SEC
Q2 2021Sep 3, 2021Amended3,554$178.42Bvs. Q1 2021SEC
Q1 2021May 17, 20214,046$174.34B–SEC