Parametric Portfolio Associates LLC
- SEC CIK
- 0000932859
- Latest filing
- May 16, 2022
Holdings in Q4 2021
Holdings as of Dec 31, 2021, filed Feb 15, 2022. Long positions only; changes compare share counts with Q3 2021.
- Positions
- 3,626
- +28 vs. Q3 2021
- Portfolio value
- $195.5B
- +$19.5B (+11.1%) vs. Q3 2021
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| MSFTMicrosoft Corp | Stock | 33,947,124 | $11.4B | 5.8% | +498,556+1.5% | Added | History |
| AAPLApple Inc. | Stock | 55,610,954 | $9.87B | 5.1% | +871,249+1.6% | Added | History |
| AMZNAmazon Com Inc | Stock | 1,504,882 | $5.02B | 2.6% | +45,789+3.1% | Added | History |
| Vanguard S&P 500 ETF922908363 | ETF | 9,101,173 | $3.97B | 2.0% | −43,047−0.5% | Reduced | – |
| GOOGLAlphabet Inc. | Stock | 1,176,815 | $3.41B | 1.7% | +24,941+2.2% | Added | History |
| METAMeta Platforms, Inc. | Stock | 9,487,264 | $3.19B | 1.6% | +24,973+0.3% | Added | History |
| GOOGAlphabet Inc. | Stock | 957,680 | $2.77B | 1.4% | +20,465+2.2% | Added | History |
| TSLATesla, Inc. | Stock | 2,511,533 | $2.65B | 1.4% | +216,662+9.4% | Added | History |
| NVDANVIDIA Corp | Stock | 8,812,817 | $2.59B | 1.3% | +212,051+2.5% | Added | History |
| UNHUnitedHealth Group Inc | Stock | 4,101,481 | $2.06B | 1.1% | +81,653+2.0% | Added | History |
| JNJJohnson & Johnson | Stock | 10,937,532 | $1.87B | 1.0% | +127,325+1.2% | Added | History |
| JPMJPMorgan Chase & Co | Stock | 11,276,722 | $1.79B | 0.9% | +160,698+1.4% | Added | History |
| HDHome Depot, Inc. | Stock | 4,238,358 | $1.76B | 0.9% | +123,030+3.0% | Added | History |
| BRK.BBerkshire Hathaway Inc | Stock | 5,694,417 | $1.70B | 0.9% | +275,181+5.1% | Added | History |
| iShares Core S&P 500 ETF464287200 | ETF | 3,215,483 | $1.53B | 0.8% | +1,793,791+126.2% | Added | – |
| PGProcter & Gamble Co | Stock | 9,169,034 | $1.50B | 0.8% | +396,216+4.5% | Added | History |
| VVisa Inc. | Stock | 6,914,145 | $1.50B | 0.8% | −308,706−4.3% | Reduced | History |
| PFEPfizer Inc | Stock | 21,690,848 | $1.28B | 0.7% | +985,096+4.8% | Added | History |
| MAMastercard Inc | Stock | 3,478,819 | $1.25B | 0.6% | +37,993+1.1% | Added | History |
| ADBEAdobe Inc. | Stock | 2,169,726 | $1.23B | 0.6% | −32,445−1.5% | Reduced | History |
| BACBank of America Corp | Stock | 25,928,434 | $1.15B | 0.6% | +19,373+0.1% | Added | History |
| CSCOCisco Systems, Inc. | Stock | 17,586,478 | $1.11B | 0.6% | +552,526+3.2% | Added | History |
| ACNAccenture plc | Stock | 2,506,882 | $1.04B | 0.5% | +84,153+3.5% | Added | History |
| TMOThermo Fisher Scientific Inc. | Stock | 1,553,160 | $1.04B | 0.5% | +63,985+4.3% | Added | History |
| PEPPepsiCo Inc | Stock | 5,838,796 | $1.01B | 0.5% | +150,297+2.6% | Added | History |
| COSTCostco Wholesale Corp | Stock | 1,766,366 | $1.00B | 0.5% | +36,375+2.1% | Added | History |
| AVGOBroadcom Inc. | Stock | 1,468,324 | $977.0M | 0.5% | +74,092+5.3% | Added | History |
| ABTAbbott Laboratories | Stock | 6,868,388 | $966.7M | 0.5% | +119,593+1.8% | Added | History |
| NFLXNetflix Inc | Stock | 1,535,543 | $925.1M | 0.5% | +51,213+3.5% | Added | History |
| NKENIKE, Inc. | Stock | 5,522,017 | $920.4M | 0.5% | +59,302+1.1% | Added | History |
| ABBVAbbVie Inc. | Stock | 6,726,170 | $910.7M | 0.5% | +348,285+5.5% | Added | History |
| INTUIntuit Inc. | Stock | 1,406,959 | $905.0M | 0.5% | +7,314+0.5% | Added | History |
| LLYEli Lilly & Co | Stock | 3,188,559 | $880.7M | 0.5% | +61,425+2.0% | Added | History |
| ORCLOracle Corp | Stock | 10,061,761 | $877.5M | 0.4% | −38,469−0.4% | Reduced | History |
| DISWalt Disney Co | Stock | 5,645,860 | $874.5M | 0.4% | −496,407−8.1% | Reduced | History |
| CRMSalesforce, Inc. | Stock | 3,393,436 | $862.4M | 0.4% | +41,105+1.2% | Added | History |
| DHRDanaher Corp | Stock | 2,589,535 | $852.0M | 0.4% | +48,140+1.9% | Added | History |
| LOWLowes Companies Inc | Stock | 3,262,405 | $843.3M | 0.4% | −37,751−1.1% | Reduced | History |
| CMCSAComcast Corp | Stock | 16,279,651 | $819.4M | 0.4% | −949,219−5.5% | Reduced | History |
| NEENextera Energy Inc | Stock | 8,763,270 | $818.1M | 0.4% | +356,204+4.2% | Added | History |
| KOCoca Cola Co | Stock | 13,704,564 | $811.4M | 0.4% | +796,149+6.2% | Added | History |
| MRKMerck & Co., Inc. | Stock | 10,385,102 | $795.9M | 0.4% | +166,894+1.6% | Added | History |
| TXNTexas Instruments Inc | Stock | 4,211,473 | $793.7M | 0.4% | +70,588+1.7% | Added | History |
| QCOMQualcomm Inc | Stock | 4,307,945 | $787.8M | 0.4% | +159,190+3.8% | Added | History |
| MCDMcDonalds Corp | Stock | 2,917,990 | $782.2M | 0.4% | +114,195+4.1% | Added | History |
| INTCIntel Corp | Stock | 15,004,905 | $772.8M | 0.4% | −234,027−1.5% | Reduced | History |
| WMTWalmart Inc. | Stock | 5,296,953 | $766.4M | 0.4% | +78,960+1.5% | Added | History |
| PYPLPayPal Holdings, Inc. | Stock | 4,053,842 | $764.5M | 0.4% | −406,544−9.1% | Reduced | History |
| VZVerizon Communications Inc | Stock | 13,990,661 | $727.0M | 0.4% | −1,073,620−7.1% | Reduced | History |
| CVXChevron Corp | Stock | 6,043,563 | $709.2M | 0.4% | +363,661+6.4% | Added | History |
| UNPUnion Pacific Corp | Stock | 2,759,246 | $695.1M | 0.4% | +75,541+2.8% | Added | History |
| AMATApplied Materials Inc | Stock | 4,103,293 | $645.7M | 0.3% | +16,057+0.4% | Added | History |
| AMDAdvanced Micro Devices Inc | Stock | 4,397,995 | $632.9M | 0.3% | +245,167+5.9% | Added | History |
| XOMExxonMobil Holdings Corp | COM | 10,113,388 | $618.8M | 0.3% | +937,671+10.2% | Added | History |
| BMYBristol Myers Squibb Co | Stock | 9,724,141 | $606.3M | 0.3% | −147,259−1.5% | Reduced | History |
| TGTTarget Corp | Stock | 2,601,627 | $602.1M | 0.3% | −72,698−2.7% | Reduced | History |
| CVSCVS Health Corp | Stock | 5,784,739 | $596.8M | 0.3% | +136,999+2.4% | Added | History |
| SBUXStarbucks Corp | Stock | 4,794,560 | $560.8M | 0.3% | +30,492+0.6% | Added | History |
| UPSUnited Parcel Service Inc | Stock | 2,613,397 | $560.2M | 0.3% | +161,098+6.6% | Added | History |
| AMGNAmgen Inc | Stock | 2,423,774 | $545.3M | 0.3% | +28,537+1.2% | Added | History |
| SPGIS&P Global Inc. | Stock | 1,132,885 | $534.6M | 0.3% | +21,810+2.0% | Added | History |
| HONHoneywell International Inc | COM | 2,550,950 | $531.9M | 0.3% | −58,207−2.2% | Reduced | History |
| LINLinde PLC | SHS | 1,489,319 | $515.9M | 0.3% | −4,196−0.3% | Reduced | History |
| BLKBlackRock, Inc. | COM | 562,531 | $515.0M | 0.3% | +4,700+0.8% | Added | History |
| AMTAmerican Tower Corp | REIT | 1,753,629 | $512.9M | 0.3% | +23,608+1.4% | Added | History |
| ADPAutomatic Data Processing Inc | Stock | 2,022,900 | $498.8M | 0.3% | −11,357−0.6% | Reduced | History |
| MSMorgan Stanley | Stock | 5,069,809 | $497.7M | 0.3% | −227,491−4.3% | Reduced | History |
| ZTSZoetis Inc. | Stock | 1,966,767 | $479.9M | 0.2% | +82,045+4.4% | Added | History |
| WFCWells Fargo & Company | Stock | 9,845,418 | $472.4M | 0.2% | +780,425+8.6% | Added | History |
| ISRGIntuitive Surgical Inc | COM NEW | 1,313,461 | $471.9M | 0.2% | +24,538+1.9% | AddedConverted for a 3-for-1 split | History |
| PLDPrologis, Inc. | REIT | 2,779,935 | $468.0M | 0.2% | +96,607+3.6% | Added | History |
| SCHWSchwab Charles Corp | Stock | 5,379,991 | $452.5M | 0.2% | +289,732+5.7% | Added | History |
| GSGoldman Sachs Group Inc | Stock | 1,176,252 | $450.0M | 0.2% | +43,866+3.9% | Added | History |
| PMPhilip Morris International Inc. | Stock | 4,731,328 | $449.5M | 0.2% | −242,830−4.9% | Reduced | History |
| NOWServiceNow, Inc. | Stock | 689,781 | $447.7M | 0.2% | +32,010+4.9% | Added | History |
| ASMLASML Holding NV | ADR | 557,419 | $443.8M | 0.2% | +15,414+2.8% | Added | History |
| MDTMedtronic plc | Stock | 4,194,025 | $433.9M | 0.2% | −857,779−17.0% | Reduced | History |
| RTXRTX Corp | Stock | 5,034,538 | $433.3M | 0.2% | +91,395+1.8% | Added | History |
| MCOMoodys Corp | Stock | 1,094,758 | $427.6M | 0.2% | +20,281+1.9% | Added | History |
| SHWSherwin Williams Co | COM | 1,193,302 | $420.2M | 0.2% | +1,371+0.1% | Added | History |
| ELVElevance Health, Inc. | Stock | 902,924 | $418.5M | 0.2% | +18,418+2.1% | Added | History |
| MMM3M Co | Stock | 2,270,956 | $403.4M | 0.2% | +15,027+0.7% | Added | History |
| LRCXLam Research Corp | COM | 560,302 | $402.9M | 0.2% | +5,281+1.0% | Added | History |
| MUMicron Technology Inc | Stock | 4,248,145 | $395.7M | 0.2% | +478,333+12.7% | Added | History |
| AXPAmerican Express Co | Stock | 2,385,149 | $390.2M | 0.2% | −79,089−3.2% | Reduced | History |
| TJXTJX Companies Inc | Stock | 5,045,312 | $383.0M | 0.2% | +31,902+0.6% | Added | History |
| MRSHMarsh & McLennan Companies, Inc. | Stock | 2,179,486 | $378.8M | 0.2% | +72,102+3.4% | Added | History |
| ADIAnalog Devices Inc | Stock | 2,142,367 | $376.6M | 0.2% | +103,120+5.1% | Added | History |
| ETNEaton Corp plc | Stock | 2,143,475 | $370.4M | 0.2% | +120,252+5.9% | Added | History |
| MDLZMondelez International, Inc. | Stock | 5,571,757 | $369.5M | 0.2% | +188,701+3.5% | Added | History |
| CATCaterpillar Inc | Stock | 1,766,887 | $365.3M | 0.2% | +41,516+2.4% | Added | History |
| DEDeere & Co | Stock | 1,050,623 | $360.2M | 0.2% | +17,069+1.7% | Added | History |
| ITWIllinois Tool Works Inc | Stock | 1,434,507 | $354.0M | 0.2% | +26,078+1.9% | Added | History |
| CHTRCharter Communications, Inc. | CL A | 542,440 | $353.7M | 0.2% | −14,402−2.6% | Reduced | History |
| CCitigroup Inc | Stock | 5,855,471 | $353.6M | 0.2% | −621,718−9.6% | Reduced | History |
| TAT&T Inc. | Stock | 14,282,155 | $351.3M | 0.2% | −3,289,767−18.7% | Reduced | History |
| CCICrown Castle Inc. | REIT | 1,663,154 | $347.2M | 0.2% | +46,982+2.9% | Added | History |
| ELEstee Lauder Companies Inc | CL A | 922,916 | $341.7M | 0.2% | +21,149+2.3% | Added | History |
| DGDollar General Corp | COM | 1,357,940 | $320.2M | 0.2% | +19,728+1.5% | Added | History |
| DUKDuke Energy CORP | Stock | 3,012,982 | $316.1M | 0.2% | +128,772+4.5% | Added | History |
Sold out since Q3 2021 (154)
Positions held at the end of Q3 2021 that are gone from this filing.
The largest 100 of 154 by value last quarter.
| Security | Class | Shares in Q3 2021 | Value in Q3 2021 | % of portfolio in Q3 2021 | History |
|---|---|---|---|---|---|
| Invesco Exchange Traded FD T46137V258 | S&P500 PUR VAL | 2,490,924 | $188.8M | 0.1% | – |
| KSUKansas City Southern | COM NEW | 436,101 | $118.0M | 0.1% | History |
| XECCimarex Energy Co | COM | 733,072 | $63.9M | <0.1% | History |
| SKMSK Telecom Co Ltd | SPONSORED ADR | 1,099,385 | $33.1M | <0.1% | History |
| FRTFederal Realty Investment Trust | SH BEN INT NEW | 272,456 | $32.1M | <0.1% | History |
| HRCHill-Rom Holdings, Inc. | COM | 178,389 | $26.8M | <0.1% | History |
| STMPStamps.com Inc | COM NEW | 80,260 | $26.5M | <0.1% | History |
| Vedanta Limited92242Y100 | SPONSORED ADR | 1,697,138 | $25.9M | <0.1% | – |
| SLGSL Green Realty Corp | COM | 315,925 | $22.4M | <0.1% | History |
| VERVEREIT, Inc. | COM | 342,495 | $15.5M | <0.1% | History |
| GENIGenius Sports Ltd | SHARES CL A | 787,617 | $14.7M | <0.1% | History |
| RPAIRetail Properties of America, Inc. | CL A | 1,083,000 | $13.9M | <0.1% | History |
| CADECadence Bancorporation | CL A | 622,872 | $13.7M | <0.1% | History |
| XLRNAcceleron Pharma Inc | COM | 72,110 | $12.4M | <0.1% | History |
| CoreSite Realty Corp21870Q105 | COM | 83,002 | $11.5M | <0.1% | – |
| INOVInovalon Holdings, Inc. | COM CL A | 283,041 | $11.4M | <0.1% | History |
| APOApollo Global Management, Inc. | COM CL A | 174,763 | $10.8M | <0.1% | History |
| UFSDomtar CORP | COM NEW | 195,210 | $10.6M | <0.1% | History |
| RAVNRaven Industries Inc | COM | 172,696 | $9.95M | <0.1% | History |
| Echo Global Logistics, Inc.27875T101 | COM | 175,371 | $8.37M | <0.1% | – |
| CLDRCloudera, Inc. | COM | 458,839 | $7.33M | <0.1% | History |
| MDPHawkeye Acquisition, Inc. | COM | 123,556 | $6.88M | <0.1% | History |
| CXPColumbia Property Trust, Inc. | COM NEW | 351,004 | $6.68M | <0.1% | History |
| SPDR Index Shs FDS78463X475 | ST STR MSCI GLB | 117,938 | $6.46M | <0.1% | – |
| CSODCornerstone OnDemand Inc | COM | 89,493 | $5.12M | <0.1% | History |
| Bancorpsouth BK Tupelo Miss05971J102 | COM | 157,593 | $4.69M | <0.1% | – |
| Lydall Inc550819106 | COM | 57,999 | $3.60M | <0.1% | – |
| State Street SPDR Portfolio Developed World Ex-US ETF78463X889 | ETF | 97,000 | $3.51M | <0.1% | – |
| MDLAMedallia, Inc. | COM | 91,594 | $3.10M | <0.1% | History |
| NCNOnCino, Inc. | COM | 41,897 | $2.98M | <0.1% | History |
| ALTAAltabancorp | COM | 64,831 | $2.86M | <0.1% | History |
| CMOCapstead Mortgage Corp | COM NO PAR | 407,548 | $2.73M | <0.1% | History |
| SPDR Series Trust78464A805 | ST STR PR SP1500 | 50,788 | $2.69M | <0.1% | – |
| CAI International, Inc.12477X106 | COM | 47,915 | $2.68M | <0.1% | – |
| DSPGDSP Group Inc | COM | 115,331 | $2.53M | <0.1% | History |
| CVACovanta Holding Corp | COM | 123,871 | $2.49M | <0.1% | History |
| iShares Tr46429B606 | MSCI POLAND ETF | 110,691 | $2.43M | <0.1% | – |
| PPDPPD, Inc. | COM | 47,858 | $2.24M | <0.1% | History |
| Trillium Therapeutics Inc.89620X506 | COM NEW | 109,415 | $1.92M | <0.1% | – |
| Qad Inc74727D306 | CL A | 21,698 | $1.90M | <0.1% | – |
| CRCTCricut, Inc. | COM CL A | 68,663 | $1.89M | <0.1% | History |
| RBNCReliant Bancorp, Inc. | COM | 54,969 | $1.74M | <0.1% | History |
| BZUNBaozun Inc. | SPONSORED ADR | 89,531 | $1.57M | <0.1% | History |
| PLXPPLx Pharma Winddown Corp. | COM | 79,541 | $1.53M | <0.1% | History |
| DRNADicerna Pharmaceuticals Inc | COM | 76,037 | $1.53M | <0.1% | History |
| Nuveen Diversified Divid & I6706EP105 | COM | 143,725 | $1.49M | <0.1% | – |
| BNRBurning Rock Biotech Ltd | SPONSORED ADS | 80,235 | $1.44M | <0.1% | History |
| KDMNKadmon Holdings, Inc. | COM | 163,158 | $1.42M | <0.1% | History |
| JANXJanux Therapeutics, Inc. | COM | 59,366 | $1.28M | <0.1% | History |
| VEIVine Energy Inc. | CL A | 74,406 | $1.23M | <0.1% | History |
| AAOIApplied Optoelectronics, Inc. | COM | 139,501 | $1.00M | <0.1% | History |
| SEMRSEMrush Holdings, Inc. | CL A COM | 42,140 | $972.0K | <0.1% | History |
| iShares Core S&P US Value ETF464287663 | ETF | 13,431 | $952.0K | <0.1% | – |
| Itamar Med Ltd465437101 | SPONSORED ADS | 30,554 | $923.0K | <0.1% | – |
| APRNBlue Apron Holdings, Inc. | CL A NEW | 121,414 | $892.0K | <0.1% | History |
| GANGAN Ltd | ORD SHS | 58,790 | $874.0K | <0.1% | History |
| EBSBMeridian Bancorp, Inc. | COM | 41,469 | $861.0K | <0.1% | History |
| CAAPCorporacion America Airports S.A. | COM | 151,231 | $851.0K | <0.1% | History |
| iShares Tr464288448 | INTL SEL DIV ETF | 25,404 | $773.0K | <0.1% | – |
| QNCXQuince Therapeutics, Inc. | COM | 8,268 | $758.0K | <0.1% | History |
| JTANuveen Tax Advantaged Total Return Strategy Fund | COM | 67,854 | $754.0K | <0.1% | History |
| Ozon Hldgs PLC69269L104 | SPONSORED ADS | 13,884 | $700.0K | <0.1% | – |
| Vanguard Total Bond Market ETF921937835 | ETF | 8,063 | $689.0K | <0.1% | – |
| AXTIAxt Inc | COM | 72,305 | $602.0K | <0.1% | History |
| LORLLoral Space & Communications Inc. | COM | 13,585 | $584.0K | <0.1% | History |
| FLXNFlexion Therapeutics Inc | COM | 95,296 | $581.0K | <0.1% | History |
| OTLYOatly Group AB | SPONSORED ADS | 36,762 | $556.0K | <0.1% | History |
| SLCTSelect Bancorp, Inc. | COM | 31,161 | $538.0K | <0.1% | History |
| VTAInvesco Dynamic Credit Opportunities Fund | COM | 42,672 | $499.0K | <0.1% | History |
| CNBKACentury Bancorp Inc | CL A NON VTG | 4,283 | $494.0K | <0.1% | History |
| DBVTDBV Technologies S.A. | SPONSORED ADR | 99,465 | $487.0K | <0.1% | History |
| ALXOAlx Oncology Holdings Inc | COM | 6,487 | $479.0K | <0.1% | History |
| RLMDRelmada Therapeutics, Inc. | COM | 18,117 | $475.0K | <0.1% | History |
| iShares Tr464288182 | MSCI AC ASIA ETF | 5,508 | $468.0K | <0.1% | – |
| MMYTMakeMyTrip Ltd | Stock | 16,855 | $458.0K | <0.1% | History |
| PHATPhathom Pharmaceuticals, Inc. | COM | 13,640 | $438.0K | <0.1% | History |
| BOCBoston Omaha Corp | Stock | 11,089 | $430.0K | <0.1% | History |
| SCPLSciPlay Corp | CL A | 20,580 | $426.0K | <0.1% | History |
| Nuveen Tax-Advantaged Divid67073G105 | COM | 25,667 | $407.0K | <0.1% | – |
| Zix Corp98974P100 | COM | 57,585 | $407.0K | <0.1% | – |
| GNLNGreenlane Holdings, Inc. | CL A | 165,730 | $393.0K | <0.1% | History |
| RNLXYRenalytix plc | ADS | 18,081 | $363.0K | <0.1% | History |
| Invesco Exch Traded FD Tr II46138E743 | RAFI DVLPD MRKTS | 7,650 | $358.0K | <0.1% | – |
| IGMSIGM Biosciences, Inc. | COM | 5,398 | $355.0K | <0.1% | History |
| BTAIQBioXcel Therapeutics, Inc. | COM | 11,525 | $350.0K | <0.1% | History |
| ZEPPZepp Health Corp | SPONSORED ADS | 42,983 | $345.0K | <0.1% | History |
| SPNESeaSpine Holdings Corp | COM | 21,145 | $333.0K | <0.1% | History |
| BCBPBCB Bancorp Inc | COM | 22,274 | $329.0K | <0.1% | History |
| PRLDPrelude Therapeutics Inc | COM | 10,130 | $317.0K | <0.1% | History |
| KLRSKalaris Therapeutics, Inc. | COM | 12,490 | $313.0K | <0.1% | History |
| BROSDutch Bros Inc. | CL A | 6,546 | $284.0K | <0.1% | History |
| OYSTOyster Point Pharma, Inc. | COM | 23,778 | $282.0K | <0.1% | History |
| HGENHumanigen, Inc | COM NEW | 47,139 | $280.0K | <0.1% | History |
| PSTLPostal Realty Trust, Inc. | CL A | 14,482 | $270.0K | <0.1% | History |
| Neogames S AL6673X107 | SHS | 7,223 | $265.0K | <0.1% | – |
| FAMFirst Trust/Abrdn Global Opportunity Income Fund | COM SHS | 25,715 | $260.0K | <0.1% | History |
| ODCOil-Dri Corp of America | COM | 7,379 | $258.0K | <0.1% | History |
| iShares MSCI Eafe Min Vol Factor ETF46429B689 | ETF | 3,257 | $245.0K | <0.1% | – |
| Invesco Exch Traded FD Tr II46138E727 | RAFI EMRGNG MRKT | 10,893 | $243.0K | <0.1% | – |
| BELFBBel Fuse Inc | CL B | 18,467 | $230.0K | <0.1% | History |