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Livermore
Livermore
ZHEN

Parametric Portfolio Associates LLC

SEC CIK
0000932859
Latest filing
May 16, 2022

Holdings in Q3 2021

Holdings as of Sep 30, 2021, filed Nov 15, 2021. Long positions only; changes compare share counts with Q2 2021.

Institution overview
Positions
3,598
+44 vs. Q2 2021
Portfolio value
$176.0B
−$2.44B (−1.4%) vs. Q2 2021
Filed
Nov 15, 2021
SEC
Holdings of Parametric Portfolio Associates LLC in Q3 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
MSFTMicrosoft CorpStock33,448,568$9.43B5.4%+512,611+1.6%AddedHistory
AAPLApple Inc.Stock54,739,705$7.75B4.4%−647,088−1.2%ReducedHistory
AMZNAmazon Com IncStock1,459,093$4.79B2.7%+47,101+3.3%AddedHistory
Vanguard S&P 500 ETF922908363ETF9,144,220$3.61B2.0%−560,025−5.8%Reduced–
METAMeta Platforms, Inc.Stock9,462,291$3.21B1.8%+329,372+3.6%AddedHistory
GOOGLAlphabet Inc.Stock1,151,874$3.08B1.7%+25,123+2.2%AddedHistory
GOOGAlphabet Inc.Stock937,215$2.50B1.4%+38,126+4.2%AddedHistory
JPMJPMorgan Chase & CoStock11,116,024$1.82B1.0%+345,693+3.2%AddedHistory
NVDANVIDIA CorpStock8,600,766$1.78B1.0%+432,934+5.3%AddedConverted for a 4-for-1 splitHistory
TSLATesla, Inc.Stock2,294,871$1.78B1.0%+265,114+13.1%AddedHistory
JNJJohnson & JohnsonStock10,810,207$1.75B1.0%−223,610−2.0%ReducedHistory
VVisa Inc.Stock7,222,851$1.61B0.9%+178,679+2.5%AddedHistory
UNHUnitedHealth Group IncStock4,019,828$1.57B0.9%+145,008+3.7%AddedHistory
BRK.BBerkshire Hathaway IncStock5,419,236$1.48B0.8%+130,235+2.5%AddedHistory
HDHome Depot, Inc.Stock4,115,328$1.35B0.8%+115,493+2.9%AddedHistory
ADBEAdobe Inc.Stock2,202,171$1.27B0.7%+65,065+3.0%AddedHistory
PGProcter & Gamble CoStock8,772,818$1.23B0.7%−153,491−1.7%ReducedHistory
MAMastercard IncStock3,440,826$1.20B0.7%+29,126+0.9%AddedHistory
PYPLPayPal Holdings, Inc.Stock4,460,386$1.16B0.7%+77,045+1.8%AddedHistory
BACBank of America CorpStock25,909,061$1.10B0.6%+323,679+1.3%AddedHistory
DISWalt Disney CoStock6,142,267$1.04B0.6%+118,036+2.0%AddedHistory
CMCSAComcast CorpStock17,228,870$963.6M0.5%+597,418+3.6%AddedHistory
CSCOCisco Systems, Inc.Stock17,033,952$927.2M0.5%−1,683,932−9.0%ReducedHistory
CRMSalesforce, Inc.Stock3,352,331$909.2M0.5%+239,514+7.7%AddedHistory
NFLXNetflix IncStock1,484,330$905.9M0.5%+64,629+4.6%AddedHistory
PFEPfizer IncStock20,705,752$890.6M0.5%−6,418,194−23.7%ReducedHistory
ORCLOracle CorpStock10,100,230$880.0M0.5%−904,005−8.2%ReducedHistory
PEPPepsiCo IncStock5,688,499$855.6M0.5%−97,240−1.7%ReducedHistory
TMOThermo Fisher Scientific Inc.Stock1,489,175$850.8M0.5%+69,426+4.9%AddedHistory
VZVerizon Communications IncStock15,064,281$813.6M0.5%−1,230,150−7.5%ReducedHistory
INTCIntel CorpStock15,238,932$811.9M0.5%−1,453,293−8.7%ReducedHistory
ABTAbbott LaboratoriesStock6,748,795$797.2M0.5%+232,777+3.6%AddedHistory
TXNTexas Instruments IncStock4,140,885$795.9M0.5%−80,054−1.9%ReducedHistory
NKENIKE, Inc.Stock5,462,715$793.4M0.5%+20,925+0.4%AddedHistory
COSTCostco Wholesale CorpStock1,729,991$777.4M0.4%+49,896+3.0%AddedHistory
ACNAccenture plcStock2,422,729$775.1M0.4%+80,758+3.4%AddedHistory
DHRDanaher CorpStock2,541,395$773.7M0.4%+43,290+1.7%AddedHistory
MRKMerck & Co., Inc.Stock10,218,208$767.5M0.4%−314,065−3.0%ReducedHistory
INTUIntuit Inc.Stock1,399,645$755.1M0.4%+19,688+1.4%AddedHistory
WMTWalmart Inc.Stock5,217,993$727.3M0.4%−359,980−6.5%ReducedHistory
LLYEli Lilly & CoStock3,127,134$722.5M0.4%+41,881+1.4%AddedHistory
ABBVAbbVie Inc.Stock6,377,885$688.0M0.4%−881,149−12.1%ReducedHistory
KOCoca Cola CoStock12,908,415$677.3M0.4%+491,789+4.0%AddedHistory
AVGOBroadcom Inc.Stock1,394,232$676.1M0.4%+86,612+6.6%AddedHistory
MCDMcDonalds CorpStock2,803,795$676.0M0.4%+34,523+1.2%AddedHistory
LOWLowes Companies IncStock3,300,156$669.5M0.4%−74,686−2.2%ReducedHistory
NEENextera Energy IncStock8,407,066$660.1M0.4%+289,430+3.6%AddedHistory
MDTMedtronic plcStock5,051,804$633.2M0.4%+169,443+3.5%AddedHistory
iShares Core S&P 500 ETF464287200ETF1,421,692$612.5M0.3%−138,998−8.9%Reduced–
TGTTarget CorpStock2,674,325$611.8M0.3%−394,212−12.8%ReducedHistory
Vanguard Scottsdale FDS92206C714VNG RUS1000VAL8,819,686$606.0M0.3%+1,938,740+28.2%Added–
BMYBristol Myers Squibb CoStock9,871,400$584.1M0.3%+224,620+2.3%AddedHistory
CVXChevron CorpStock5,679,902$576.2M0.3%−52,649−0.9%ReducedHistory
HONHoneywell International IncCOM2,609,157$553.9M0.3%+1,480+0.1%AddedHistory
XOMExxonMobil Holdings CorpCOM9,175,717$539.7M0.3%−936,422−9.3%ReducedHistory
QCOMQualcomm IncStock4,148,755$535.1M0.3%−840,574−16.8%ReducedHistory
AMATApplied Materials IncStock4,087,236$526.1M0.3%−412,813−9.2%ReducedHistory
UNPUnion Pacific CorpStock2,683,705$526.0M0.3%−139,334−4.9%ReducedHistory
SBUXStarbucks CorpStock4,764,068$525.5M0.3%+133,783+2.9%AddedHistory
MSMorgan StanleyStock5,297,300$515.5M0.3%+125,825+2.4%AddedHistory
AMGNAmgen IncStock2,395,237$509.3M0.3%−753,985−23.9%ReducedHistory
CVSCVS Health CorpStock5,647,740$479.3M0.3%+245,525+4.5%AddedHistory
TAT&T Inc.Stock17,571,922$474.6M0.3%−806,621−4.4%ReducedHistory
SPGIS&P Global Inc.Stock1,111,075$472.1M0.3%+10,802+1.0%AddedHistory
PMPhilip Morris International Inc.Stock4,974,158$471.5M0.3%−192,614−3.7%ReducedHistory
BLKBlackRock, Inc.COM557,831$467.8M0.3%+11,385+2.1%AddedHistory
AMTAmerican Tower CorpREIT1,730,021$459.2M0.3%+84,834+5.2%AddedHistory
CCitigroup IncStock6,477,189$454.6M0.3%−566,202−8.0%ReducedHistory
UPSUnited Parcel Service IncStock2,452,299$446.6M0.3%+187,175+8.3%AddedHistory
LINLinde PLCSHS1,493,515$438.2M0.2%−93,451−5.9%ReducedHistory
GSGoldman Sachs Group IncStock1,132,386$428.1M0.2%+55,419+5.1%AddedHistory
AMDAdvanced Micro Devices IncStock4,152,828$427.3M0.2%+319,118+8.3%AddedHistory
ISRGIntuitive Surgical IncCOM NEW429,641$427.1M0.2%+14,994+3.6%AddedHistory
RTXRTX CorpStock4,943,143$424.9M0.2%+397,419+8.7%AddedHistory
WFCWells Fargo & CompanyStock9,064,993$420.7M0.2%−1,376,282−13.2%ReducedHistory
AXPAmerican Express CoStock2,464,238$412.8M0.2%+98,320+4.2%AddedHistory
NOWServiceNow, Inc.Stock657,771$409.3M0.2%+41,361+6.7%AddedHistory
ADPAutomatic Data Processing IncStock2,034,257$406.7M0.2%+66,042+3.4%AddedHistory
CHTRCharter Communications, Inc.CL A556,842$405.1M0.2%+10,692+2.0%AddedHistory
ASMLASML Holding NVADR542,005$403.9M0.2%+25,560+4.9%AddedHistory
MMM3M CoStock2,255,929$395.7M0.2%−122,921−5.2%ReducedHistory
MCOMoodys CorpStock1,074,477$381.6M0.2%+19,527+1.9%AddedHistory
SCHWSchwab Charles CorpStock5,090,259$370.8M0.2%+270,602+5.6%AddedHistory
ZTSZoetis Inc.Stock1,884,722$365.9M0.2%+84,716+4.7%AddedHistory
DEDeere & CoStock1,033,554$346.3M0.2%+29,975+3.0%AddedHistory
ADIAnalog Devices IncStock2,039,247$341.5M0.2%+454,600+28.7%AddedHistory
PLDPrologis, Inc.REIT2,683,328$336.6M0.2%+88,349+3.4%AddedHistory
SHWSherwin Williams CoCOM1,191,931$333.4M0.2%+27,824+2.4%AddedHistory
CATCaterpillar IncStock1,725,371$331.2M0.2%−58,516−3.3%ReducedHistory
TJXTJX Companies IncStock5,013,410$330.8M0.2%+87,549+1.8%AddedHistory
iShares Core MSCI Eafe ETF46432F842ETF4,448,538$330.3M0.2%−53,399−1.2%Reduced–
ELVElevance Health, Inc.Stock884,506$329.7M0.2%−52,749−5.6%ReducedHistory
BABoeing CoStock1,475,175$324.4M0.2%−19,175−1.3%ReducedHistory
MRSHMarsh & McLennan Companies, Inc.Stock2,107,384$319.1M0.2%+51,892+2.5%AddedHistory
LRCXLam Research CorpCOM555,021$315.9M0.2%−36,225−6.1%ReducedHistory
MDLZMondelez International, Inc.Stock5,383,056$313.2M0.2%−217,496−3.9%ReducedHistory
MRNAModerna, Inc.Stock810,252$311.8M0.2%+369,004+83.6%AddedHistory
Vanguard Morningstar Total Stock Market ETF922908769ETF1,402,914$311.5M0.2%+5,021+0.4%Added–
MOAltria Group, Inc.Stock6,812,959$310.1M0.2%−204,369−2.9%ReducedHistory
ETNEaton Corp plcStock2,023,223$302.1M0.2%−59,632−2.9%ReducedHistory

Sold out since Q2 2021 (143)

Positions held at the end of Q2 2021 that are gone from this filing.

The largest 100 of 143 by value last quarter.

Positions of Parametric Portfolio Associates LLC sold out since Q2 2021
SecurityClassShares in Q2 2021Value in Q2 2021% of portfolio in Q2 2021History
ALXNAlexion Pharmaceuticals, Inc.COM776,990$142.7M0.1%History
MXIMMaxim Integrated Products IncCOM747,995$78.8M<0.1%History
WORKSlack Technologies, Inc.COM CL A431,514$19.1M<0.1%History
TSEOQTrinseo PLCSHS316,364$18.9M<0.1%History
iShares Inc464286400MSCI BRAZIL ETF410,158$16.6M<0.1%–
CORECore-Mark Holding Company, LLCCOM245,033$11.0M<0.1%History
PRAHPRA Health Sciences, Inc.COM64,376$10.6M<0.1%History
SYKESykes Enterprises IncCOM196,558$10.6M<0.1%History
PFPTProofpoint IncCOM55,650$9.67M<0.1%History
WRIWeingarten Realty InvestorsSH BEN INT295,045$9.46M<0.1%History
QTSQTS Realty Trust, Inc.COM CL A92,365$7.14M<0.1%History
LMNXLuminex CorpCOM144,851$5.33M<0.1%History
USCRU.S. Concrete, Inc.COM55,816$4.12M<0.1%History
GRAW R Grace & CoCOM59,274$4.10M<0.1%History
Boston Private Finl Hldgs IN101119105COM258,353$3.81M<0.1%–
CBBCincinnati Bell IncCOM NEW232,057$3.58M<0.1%History
HOMEAt Home Group Inc.COM91,696$3.38M<0.1%History
RABrookfield Real Assets Income Fund Inc.SHS BEN INT147,957$3.24M<0.1%History
KNLKnoll IncCOM NEW112,159$2.92M<0.1%History
New Sr Invt Group Inc648691103COM330,361$2.90M<0.1%–
ORBCOMM Inc.68555P100COM197,602$2.22M<0.1%–
NAVNavistar International CorpCOM48,627$2.16M<0.1%History
Translate Bio, Inc.89374L104COM78,277$2.16M<0.1%–
ANVSAnnovis Bio, Inc.COM22,331$1.91M<0.1%History
OLOOlo Inc.CL A42,963$1.61M<0.1%History
KNBEKnowBe4, Inc.CL A43,811$1.37M<0.1%History
LKFTLakefront Biotherapeutics NVSPON ADR19,510$1.34M<0.1%History
NAPADuckhorn Portfolio, Inc.COM60,584$1.34M<0.1%History
SQSPSquarespace, Inc.CLASS A18,901$1.12M<0.1%History
MSG Network Inc553573106CL A75,265$1.10M<0.1%–
Vanguard Scottsdale FDS92206C102SHORT TERM TREAS17,472$1.07M<0.1%–
Brookfield Ppty REIT Inc11282X103CL A48,833$922.0K<0.1%–
AGTIAgiliti, Inc.COM40,609$888.0K<0.1%History
TLNDTalend S.A.ADS13,487$885.0K<0.1%History
XERSXeris Biopharma Holdings, Inc.COM214,286$872.0K<0.1%History
RMMRiverNorth Managed Duration Municipal Income Fund, Inc.COM39,441$800.0K<0.1%History
FBIZFirst Business Financial Services, Inc.COM28,645$775.0K<0.1%History
ALCOAlico, Inc.COM20,908$744.0K<0.1%History
CNSTConstellation Pharmaceuticals IncCOM21,639$731.0K<0.1%History
RGCORGC Resources IncCOM28,462$718.0K<0.1%History
PQ Group Hldgs Inc73943T103COM45,051$692.0K<0.1%–
ALSKAlaska Communications Systems Group IncCOM202,308$674.0K<0.1%History
Ivy High Income Opportunitie465893105COM47,256$664.0K<0.1%–
Hollysys Automation Tchngy LG45667105SHS42,256$630.0K<0.1%–
Tortoise Essential Assets IN89148A103COM SH BEN INT41,744$619.0K<0.1%–
Lightspeed Pos Inc53227R106SUB VTG SHS6,107$511.0K<0.1%–
PASGPassage BIO, Inc.COM37,689$499.0K<0.1%History
ETONEton Pharmaceuticals, Inc.COM78,542$484.0K<0.1%History
CORRCorEnergy Infrastructure Trust, Inc.COM NEW69,160$458.0K<0.1%History
IDEVoya Infrastructure, Industrials & Materials FundCOM32,071$411.0K<0.1%History
Via Renewables, Inc.846511103CL A COM36,068$409.0K<0.1%–
PSTXPoseida Therapeutics, Inc.COM36,961$370.0K<0.1%History
BKCCBlackRock Capital Investment CorpCOM90,804$357.0K<0.1%History
XBITXBiotech Inc.COM20,995$348.0K<0.1%History
ASMBAssembly Biosciences, Inc.COM89,340$347.0K<0.1%History
KALVKalVista Pharmaceuticals, Inc.COM13,918$333.0K<0.1%History
China Eastn Airls Ltd16937R104SPON ADR CL H15,626$330.0K<0.1%–
KSMDWS Strategic Municipal Income TrustCOM26,233$330.0K<0.1%History
FMNFederated Hermes Premier Municipal Income FundCOM20,057$314.0K<0.1%History
Diamond S Shipping Inc.Y20676105COM30,771$306.0K<0.1%–
Arco Platform LtdG04553106COM CL A9,546$293.0K<0.1%–
INBKFirst Internet BancorpCOM8,716$270.0K<0.1%History
DFP Healthcare Acquisitns Co23343Q209UNIT 03/31/202524,482$254.0K<0.1%–
CRSRCorsair Gaming, Inc.COM7,406$247.0K<0.1%History
Brookfield Asset Mgmt ReinsG16169107CL A EXCH LT VTG4,737$246.0K<0.1%–
Catabasis Pharmaceuticals IN14875P206COM NEW115,069$243.0K<0.1%–
iShares Core MSCI Total International Stock ETF46432F834ETF3,292$241.0K<0.1%–
ADMAAdma Biologics, Inc.COM147,855$237.0K<0.1%History
APRApria, Inc.COM8,303$232.0K<0.1%History
VSECVse CorpCOM4,634$229.0K<0.1%History
BLNKBlink Charging Co.COM5,544$228.0K<0.1%History
NWFLNorwood Financial CorpCOM8,698$226.0K<0.1%History
RCELAVITA Medical, Inc.COM10,621$218.0K<0.1%History
CURICuriosityStream Inc.COM CL A15,998$218.0K<0.1%History
Victory Portfolios II92647N782VCSHS US 500 ENH3,030$216.0K<0.1%–
PROSProSight Global, Inc.COM16,953$216.0K<0.1%History
TCDATricida, Inc.COM49,788$215.0K<0.1%History
ESSAESSA Bancorp, Inc.COM13,083$214.0K<0.1%History
MTCRMetacrine, Inc.COM55,753$212.0K<0.1%History
ACMRACM Research, Inc.Stock2,067$211.0K<0.1%History
Vanguard Scottsdale FDS92206C649VNG RUS2000VAL1,435$209.0K<0.1%–
STTKShattuck Labs, Inc.COM7,217$209.0K<0.1%History
FSBWFS Bancorp, Inc.COM2,908$207.0K<0.1%History
ESTAEstablishment Labs Holdings Inc.COM2,355$206.0K<0.1%History
State Street SPDR Portfolio S&P 400 Mid Cap ETF78464A847ETF4,313$204.0K<0.1%–
LFVNLifevantage CorpCOM NEW27,015$199.0K<0.1%History
LDPCohen & Steers Ltd Duration Preferred & Income Fund, Inc.COM7,242$198.0K<0.1%History
QTTBQ32 Bio Inc.COM27,197$198.0K<0.1%History
GTT Communications, Inc.362393100COM77,617$189.0K<0.1%–
Chiasma, Inc16706W102COM39,770$188.0K<0.1%–
KINKindred Biosciences, Inc.COM19,498$179.0K<0.1%History
CRONCronos Group Inc.COM20,141$173.0K<0.1%History
EARNEllington Credit CoCOM SHS BEN INT13,611$160.0K<0.1%History
Fednat Hldg Co31431B109COM38,433$159.0K<0.1%–
NMRDNemaura Medical Inc.COM NEW15,319$159.0K<0.1%History
ALTOAlto Ingredients, Inc.COM25,136$154.0K<0.1%History
LOMALoma Negra Compania Industrial Argentina Sociedad AnonimaSPONSORED ADS22,654$154.0K<0.1%History
VVNTVivint Smart Home, Inc.COM CL A11,253$149.0K<0.1%History
APTAlpha Pro Tech LtdCOM17,043$146.0K<0.1%History
UBXUnity Biotechnology, Inc.COM31,399$146.0K<0.1%History