Skip to main content

Parametric Portfolio Associates LLC

SEC CIK
0000932859
Latest filing
May 16, 2022

Holdings in Q1 2022

Holdings as of Mar 31, 2022, filed May 16, 2022. Long positions only; changes compare share counts with Q4 2021.

Institution overview
Positions
3,673
+47 vs. Q4 2021
Portfolio value
$190.2B
−$5.29B (−2.7%) vs. Q4 2021
Filed
May 16, 2022
SEC
Holdings of Parametric Portfolio Associates LLC in Q1 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
MSFTMicrosoft CorpStock35,041,978$10.8B5.7%+1,094,854+3.2%AddedHistory
AAPLApple Inc.Stock56,891,567$9.93B5.2%+1,280,613+2.3%AddedHistory
AMZNAmazon Com IncStock1,522,719$4.96B2.6%+17,837+1.2%AddedHistory
Vanguard S&P 500 ETF922908363ETF8,587,471$3.57B1.9%−513,702−5.6%Reduced–
GOOGLAlphabet Inc.Stock1,216,251$3.38B1.8%+39,436+3.4%AddedHistory
TSLATesla, Inc.Stock2,589,996$2.79B1.5%+78,463+3.1%AddedHistory
GOOGAlphabet Inc.Stock976,743$2.73B1.4%+19,063+2.0%AddedHistory
NVDANVIDIA CorpStock9,075,522$2.48B1.3%+262,705+3.0%AddedHistory
BRK.BBerkshire Hathaway IncStock6,165,975$2.18B1.1%+471,558+8.3%AddedHistory
UNHUnitedHealth Group IncStock4,228,437$2.16B1.1%+126,956+3.1%AddedHistory
JNJJohnson & JohnsonStock11,359,738$2.01B1.1%+422,206+3.9%AddedHistory
METAMeta Platforms, Inc.Stock8,776,905$1.95B1.0%−710,359−7.5%ReducedHistory
VVisa Inc.Stock7,417,380$1.64B0.9%+503,235+7.3%AddedHistory
JPMJPMorgan Chase & CoStock11,052,296$1.51B0.8%−224,426−2.0%ReducedHistory
PGProcter & Gamble CoStock9,415,163$1.44B0.8%+246,129+2.7%AddedHistory
MAMastercard IncStock3,692,517$1.32B0.7%+213,698+6.1%AddedHistory
HDHome Depot, Inc.Stock4,226,397$1.27B0.7%−11,961−0.3%ReducedHistory
ABBVAbbVie Inc.Stock7,078,339$1.15B0.6%+352,169+5.2%AddedHistory
PFEPfizer IncStock21,908,327$1.13B0.6%+217,479+1.0%AddedHistory
BACBank of America CorpStock26,093,995$1.08B0.6%+165,561+0.6%AddedHistory
COSTCostco Wholesale CorpStock1,826,321$1.05B0.6%+59,955+3.4%AddedHistory
CVXChevron CorpStock6,443,068$1.05B0.6%+399,505+6.6%AddedHistory
CSCOCisco Systems, Inc.Stock18,488,142$1.03B0.5%+901,664+5.1%AddedHistory
PEPPepsiCo IncStock6,067,697$1.02B0.5%+228,901+3.9%AddedHistory
AVGOBroadcom Inc.Stock1,546,718$973.9M0.5%+78,394+5.3%AddedHistory
XOMExxonMobil Holdings CorpCOM11,453,009$945.9M0.5%+1,339,621+13.2%AddedHistory
ADBEAdobe Inc.Stock2,070,828$943.5M0.5%−98,898−4.6%ReducedHistory
LLYEli Lilly & CoStock3,239,243$927.6M0.5%+50,684+1.6%AddedHistory
TMOThermo Fisher Scientific Inc.Stock1,549,040$914.9M0.5%−4,120−0.3%ReducedHistory
MRKMerck & Co., Inc.Stock11,010,555$903.4M0.5%+625,453+6.0%AddedHistory
KOCoca Cola CoStock14,466,430$896.9M0.5%+761,866+5.6%AddedHistory
DISWalt Disney CoStock6,213,432$852.2M0.4%+567,572+10.1%AddedHistory
ACNAccenture plcStock2,472,136$833.7M0.4%−34,746−1.4%ReducedHistory
WMTWalmart Inc.Stock5,543,179$825.5M0.4%+246,226+4.6%AddedHistory
ORCLOracle CorpStock9,864,996$816.1M0.4%−196,765−2.0%ReducedHistory
ABTAbbott LaboratoriesStock6,744,540$798.3M0.4%−123,848−1.8%ReducedHistory
CMCSAComcast CorpStock16,874,894$790.1M0.4%+595,243+3.7%AddedHistory
VZVerizon Communications IncStock15,504,915$789.8M0.4%+1,514,254+10.8%AddedHistory
UNPUnion Pacific CorpStock2,887,396$788.9M0.4%+128,150+4.6%AddedHistory
iShares Core S&P 500 ETF464287200ETF1,696,404$769.6M0.4%−1,519,079−47.2%Reduced–
BMYBristol Myers Squibb CoStock10,436,143$762.2M0.4%+712,002+7.3%AddedHistory
INTCIntel CorpStock15,230,983$754.8M0.4%+226,078+1.5%AddedHistory
TXNTexas Instruments IncStock4,109,612$754.0M0.4%−101,861−2.4%ReducedHistory
DHRDanaher CorpStock2,564,778$752.3M0.4%−24,757−1.0%ReducedHistory
MCDMcDonalds CorpStock2,944,879$728.2M0.4%+26,889+0.9%AddedHistory
NKENIKE, Inc.Stock5,368,269$722.4M0.4%−153,748−2.8%ReducedHistory
NEENextera Energy IncStock8,241,329$698.1M0.4%−521,941−6.0%ReducedHistory
CRMSalesforce, Inc.Stock3,242,730$688.5M0.4%−150,706−4.4%ReducedHistory
INTUIntuit Inc.Stock1,418,161$681.9M0.4%+11,202+0.8%AddedHistory
LOWLowes Companies IncStock3,333,307$674.0M0.4%+70,902+2.2%AddedHistory
AMDAdvanced Micro Devices IncStock6,120,201$669.2M0.4%+1,722,206+39.2%AddedHistory
QCOMQualcomm IncStock4,258,274$650.7M0.3%−49,671−1.2%ReducedHistory
AMGNAmgen IncStock2,595,883$627.7M0.3%+172,109+7.1%AddedHistory
UPSUnited Parcel Service IncStock2,889,947$619.8M0.3%+276,550+10.6%AddedHistory
SPGIS&P Global Inc.Stock1,483,332$608.4M0.3%+350,447+30.9%AddedHistory
CVSCVS Health CorpStock5,963,843$603.6M0.3%+179,104+3.1%AddedHistory
TGTTarget CorpStock2,687,973$570.4M0.3%+86,346+3.3%AddedHistory
MDTMedtronic plcStock4,911,466$544.9M0.3%+717,441+17.1%AddedHistory
RTXRTX CorpStock5,466,502$541.6M0.3%+431,964+8.6%AddedHistory
NFLXNetflix IncStock1,440,289$539.5M0.3%−95,254−6.2%ReducedHistory
AMATApplied Materials IncStock3,964,106$522.5M0.3%−139,187−3.4%ReducedHistory
HONHoneywell International IncCOM2,549,109$496.0M0.3%−1,841−0.1%ReducedHistory
WFCWells Fargo & CompanyStock10,220,799$495.3M0.3%+375,381+3.8%AddedHistory
AXPAmerican Express CoStock2,601,845$486.5M0.3%+216,696+9.1%AddedHistory
SCHWSchwab Charles CorpStock5,660,726$477.3M0.3%+280,735+5.2%AddedHistory
PYPLPayPal Holdings, Inc.Stock4,124,284$477.0M0.3%+70,442+1.7%AddedHistory
LINLinde PLCSHS1,492,201$476.7M0.3%+2,882+0.2%AddedHistory
PLDPrologis, Inc.REIT2,948,435$476.1M0.3%+168,500+6.1%AddedHistory
ELVElevance Health, Inc.Stock952,086$467.7M0.2%+49,162+5.4%AddedHistory
DEDeere & CoStock1,120,765$465.6M0.2%+70,142+6.7%AddedHistory
COPConocoPhillipsStock4,599,438$459.9M0.2%+234,514+5.4%AddedHistory
AMTAmerican Tower CorpREIT1,826,558$458.9M0.2%+72,929+4.2%AddedHistory
PMPhilip Morris International Inc.Stock4,747,052$445.9M0.2%+15,724+0.3%AddedHistory
ADPAutomatic Data Processing IncStock1,913,734$435.5M0.2%−109,166−5.4%ReducedHistory
BLKBlackRock, Inc.COM564,558$431.4M0.2%+2,027+0.4%AddedHistory
SBUXStarbucks CorpStock4,726,845$430.0M0.2%−67,715−1.4%ReducedHistory
MSMorgan StanleyStock4,854,015$424.2M0.2%−215,794−4.3%ReducedHistory
CATCaterpillar IncStock1,854,135$413.1M0.2%+87,248+4.9%AddedHistory
TAT&T Inc.Stock17,087,114$403.8M0.2%+2,804,959+19.6%AddedHistory
NOWServiceNow, Inc.Stock720,710$401.4M0.2%+30,929+4.5%AddedHistory
ISRGIntuitive Surgical IncCOM NEW1,296,211$391.0M0.2%−17,250−1.3%ReducedHistory
ASMLASML Holding NVADR581,796$388.6M0.2%+24,377+4.4%AddedHistory
GSGoldman Sachs Group IncStock1,176,540$388.4M0.2%+2880.0%AddedHistory
MRSHMarsh & McLennan Companies, Inc.Stock2,243,050$382.3M0.2%+63,564+2.9%AddedHistory
ZTSZoetis Inc.Stock2,012,071$379.5M0.2%+45,304+2.3%AddedHistory
LMTLockheed Martin CorpStock853,935$376.9M0.2%+78,172+10.1%AddedHistory
MCOMoodys CorpStock1,112,181$375.3M0.2%+17,423+1.6%AddedHistory
KRKroger CoStock6,371,880$365.6M0.2%−192,760−2.9%ReducedHistory
MDLZMondelez International, Inc.Stock5,657,920$355.2M0.2%+86,163+1.5%AddedHistory
ADIAnalog Devices IncStock2,143,983$354.1M0.2%+1,616+0.1%AddedHistory
MUMicron Technology IncStock4,434,518$345.4M0.2%+186,373+4.4%AddedHistory
DUKDuke Energy CORPStock3,065,302$342.3M0.2%+52,320+1.7%AddedHistory
DVNDevon Energy CorpStock5,775,767$341.5M0.2%−451,286−7.2%ReducedHistory
ETNEaton Corp plcStock2,205,648$334.7M0.2%+62,173+2.9%AddedHistory
MOAltria Group, Inc.Stock6,402,838$334.5M0.2%+207,247+3.3%AddedHistory
CMECME Group Inc.COM1,401,501$333.4M0.2%+141,659+11.2%AddedHistory
SYKStryker CorpStock1,224,736$327.4M0.2%+90,121+7.9%AddedHistory
CBChubb LtdStock1,504,509$321.8M0.2%+110,024+7.9%AddedHistory
ICEIntercontinental Exchange, Inc.Stock2,429,570$321.0M0.2%+125,142+5.4%AddedHistory
BDXBecton Dickinson & CoStock1,200,746$319.4M0.2%+55,623+4.9%AddedHistory

Sold out since Q4 2021 (175)

Positions held at the end of Q4 2021 that are gone from this filing.

The largest 100 of 175 by value last quarter.

Positions of Parametric Portfolio Associates LLC sold out since Q4 2021
SecurityClassShares in Q4 2021Value in Q4 2021% of portfolio in Q4 2021History
XLNXXilinx IncCOM823,841$174.7M0.1%History
INFOIHS Markit Ltd.SHS1,195,829$158.9M0.1%History
Royal Dutch Shell PLC780259206SPONS ADR A2,379,984$103.3M0.1%–
Westpac Banking Corp961214301SPONSORED ADR5,689,483$87.7M<0.1%–
HFCHollyFrontier CorpCOM1,894,132$62.1M<0.1%History
Royal Dutch Shell PLC780259107SPON ADR B1,334,513$57.9M<0.1%–
BHP Group Ltd05545E209SPONSORED ADR659,733$39.4M<0.1%–
BFHBread Financial Holdings, Inc.COM524,064$34.9M<0.1%History
Athene Holding Ltd.G0684D107CL A318,232$26.5M<0.1%–
ENOVEnovis CORPCOM552,981$25.4M<0.1%History
NUANNuance Communications, Inc.COM444,074$24.6M<0.1%History
CITCit Group IncCOM NEW475,777$24.4M<0.1%History
CONECyrusOne Holdco LLCCOM265,342$23.8M<0.1%History
STLSterling BancorpCOM825,796$21.3M<0.1%History
FMBIFirst Midwest Bancorp IncCOM732,891$15.0M<0.1%History
SCSantander Consumer USA Holdings Inc.COM295,135$12.4M<0.1%History
Just Eat Takeaway Com N V48214T305SPONSORED ADS980,397$10.5M<0.1%–
GWBGreat Western Bancorp, Inc.COM294,538$10.0M<0.1%History
MGLNMagellan Health IncCOM NEW88,346$8.39M<0.1%History
KRAKraton CorpCOM178,135$8.25M<0.1%History
iShares Tr464288687PFD AND INCM SEC193,883$7.64M<0.1%–
VCRAVocera Communications, Inc.COM114,440$7.42M<0.1%History
iShares Tr464289180MSCI EURO FL ETF360,257$7.22M<0.1%–
iShares Tr464287515EXPANDED TECH16,347$6.50M<0.1%–
ARNAArena Pharmaceuticals IncCOM NEW68,598$6.38M<0.1%History
MFAMfa Financial, Inc.COM1,321,624$6.03M<0.1%History
Kirkland Lake Gold Ltd49741E100COM137,307$5.76M<0.1%–
Monmouth Real Estate Investment Corp609720107CL A245,195$5.15M<0.1%–
DKNGDraftKings Inc.COM CL A185,257$5.09M<0.1%History
EDUNew Oriental Education & Technology Group Inc.SPON ADR2,161,777$4.54M<0.1%History
CPLGCorePoint Lodging Inc.COM246,325$3.87M<0.1%History
STFCState Auto Financial CORPCOM58,670$3.03M<0.1%History
Schwab Fundamental International Equity ETF808524755ETF76,822$2.50M<0.1%–
APENApollo Endosurgery, Inc.COM275,726$2.32M<0.1%History
BDSIBiodelivery Sciences International IncCOM696,175$2.16M<0.1%History
Vanguard Intl Equity Index F922042874FTSE EUROPE ETF30,717$2.10M<0.1%–
CCFChase CorpCOM19,425$1.93M<0.1%History
WESWestern Midstream Partners, LPCOM UNIT LP INT76,842$1.71M<0.1%History
Invesco Exch Traded FD Tr II46138E396S&P 500 CONC ETF37,467$1.66M<0.1%–
ASPNAspen Aerogels IncCOM32,526$1.62M<0.1%History
BMTCBryn Mawr Bank CorpCOM35,676$1.61M<0.1%History
GLOClough Global Opportunities FundSH BEN INT150,488$1.60M<0.1%History
RRDRR Donnelley & Sons CoCOM140,187$1.58M<0.1%History
PAAPlains All American Pipeline LPUNIT LTD PARTN168,489$1.57M<0.1%History
USIOUsio, Inc.COM339,687$1.48M<0.1%History
FHTXFoghorn Therapeutics Inc.COM62,663$1.43M<0.1%History
Del Taco Restaurants, Inc.245496104COM107,704$1.34M<0.1%–
Triple-S Mgmt Corp896749108CL B36,810$1.31M<0.1%–
GSKYGreenSky, Inc.CL A113,280$1.29M<0.1%History
Ardagh Group S AL0223L101CL A55,126$1.24M<0.1%–
PIMCO Equity Ser72201T342RAFI ESG US37,194$1.23M<0.1%–
iShares Tr46435U853BROAD USD HIGH27,174$1.12M<0.1%–
JRONuveen Floating Rate Income Opportunity FundCOM SHS105,405$1.07M<0.1%History
Schwab Fundamental Emerging Markets Equity ETF808524730ETF33,776$1.05M<0.1%–
VRSBillerud Americas CorpCL A38,497$1.04M<0.1%History
JRSNuveen Real Estate Income FundCOM79,050$1.01M<0.1%History
PSXPPhillips 66 Partners LPCOM UNIT REP INT24,895$898.0K<0.1%History
iShares Tr46435G516ESG AW MSCI EAFE11,202$890.0K<0.1%–
Farfetch Ltd30744W107ORD SH CL A25,644$857.0K<0.1%–
DCPDCP Midstream, LPCOM UT LTD PTN30,693$843.0K<0.1%History
MTLSMaterialise NVSPONSORED ADS35,158$839.0K<0.1%History
IHCIndependence Holding CoCOM NEW13,415$760.0K<0.1%History
BRBRBellring Brands, Inc.COM CL A26,490$756.0K<0.1%History
BXMXNuveen S&P 500 BuyWrite Income FundCOM49,166$720.0K<0.1%History
Marlin Business Services Corp571157106COM30,800$717.0K<0.1%–
iShares Inc46434G863ESG AWR MSCI EM16,243$646.0K<0.1%–
RVMDRevolution Medicines, Inc.COM22,994$579.0K<0.1%History
First Trust Cloud Computing ETF33734X192ETF5,483$572.0K<0.1%–
VanEck ETF Trust92189F106GOLD MINERS ETF16,843$539.0K<0.1%–
BTGB2GOLD CorpCOM136,035$535.0K<0.1%History
iShares Core MSCI Europe ETF46434V738ETF8,951$521.0K<0.1%–
NSNuStar Energy L.P.UNIT COM32,814$521.0K<0.1%History
PAEPAE IncCOM CL A52,204$518.0K<0.1%History
Invesco Exch Traded FD Tr II46138E404CEF INM COMPSI20,665$500.0K<0.1%–
CLYMClimb Bio, Inc.COM47,191$494.0K<0.1%History
ARCTArcturus Therapeutics Holdings Inc.COM13,135$486.0K<0.1%History
CCRDCoreCard CorpCOM12,371$480.0K<0.1%History
MCFEMcAfee Corp.COM CL A18,356$473.0K<0.1%History
Vanguard World FD921910816MEGA GRWTH IND1,810$472.0K<0.1%–
HBMDHoward Bancorp IncCOM21,551$470.0K<0.1%History
AFYAAfya LtdCL A COM29,614$465.0K<0.1%History
State Street SPDR Portfolio S&P 500 ETF78464A854ETF7,914$442.0K<0.1%–
JBIOJade Biosciences, Inc.COM36,000$424.0K<0.1%History
ACMRACM Research, Inc.Stock4,949$422.0K<0.1%History
SHLXShell Midstream Partners, L.P.UNIT LTD INT35,469$409.0K<0.1%History
ONEWOneWater Marine Inc.CL A COM6,472$395.0K<0.1%History
PRAXPraxis Precision Medicines, Inc.COM19,976$394.0K<0.1%History
ZGNXZogenix, Inc.COM NEW23,318$379.0K<0.1%History
iShares Tr464287291GLOBAL TECH ETF5,796$373.0K<0.1%–
FRTAForterra, Inc.COM15,412$366.0K<0.1%History
Schwab Fundamental U.S. Small Company ETF808524763ETF6,537$364.0K<0.1%–
MGTXMeiraGTx Holdings plcCOM14,208$337.0K<0.1%History
Avidity Biosciences, Inc.05370A108COM14,142$336.0K<0.1%–
MORFMorphic Holding, Inc.COM6,931$328.0K<0.1%History
KRUSKura Sushi USA, Inc.CL A COM3,964$320.0K<0.1%History
GRPNGroupon, Inc.COM NEW13,724$318.0K<0.1%History
VERVVerve Therapeutics, Inc.COM8,511$314.0K<0.1%History
Goldman Sachs ETF Tr381430503ACTIVEBETA US LG3,290$313.0K<0.1%–
LONALeonaBio, Inc.COM23,882$311.0K<0.1%History
NRIXNurix Therapeutics, Inc.COM9,847$285.0K<0.1%History