# Parametric Portfolio Associates LLC

> Institutional holdings reported to the SEC as of Q1 2022 on Form 13F. CIK 932859. Source: https://holderbook.com/funds/932859-parametric-portfolio-associates-llc/

- Reported value: $190.2B
- Positions: 3,669
- Weight of the ten largest: 23.6%
- Filed: 2022-05-16

A 13F reports long US equity positions only. Short positions, bonds, foreign listings, private holdings and cash are not visible, so this is not the manager's whole book.

## Holdings

| Security | Ticker | Value | Shares | Weight | Quarters held |
|---|---|---|---|---|---|
| MICROSOFT CORP | [MSFT](https://holderbook.com/stocks/MSFT/) | $10.8B | 35,041,978 | 5.7% | 14 |
| APPLE INC | [AAPL](https://holderbook.com/stocks/AAPL/) | $9.9B | 56,891,567 | 5.2% | 14 |
| AMAZON COM INC | [AMZN](https://holderbook.com/stocks/AMZN/) | $5.0B | 1,522,719 | 2.6% | 14 |
| VANGUARD INDEX FDS | [VOO](https://holderbook.com/stocks/VOO/) | $3.6B | 8,587,471 | 1.9% | 14 |
| ALPHABET INC | [GOOGL](https://holderbook.com/stocks/GOOGL/) | $3.4B | 1,216,251 | 1.8% | 14 |
| TESLA INC | [TSLA](https://holderbook.com/stocks/TSLA/) | $2.8B | 2,589,996 | 1.5% | 14 |
| ALPHABET INC | [GOOG](https://holderbook.com/stocks/GOOG/) | $2.7B | 976,743 | 1.4% | 14 |
| NVIDIA CORPORATION | [NVDA](https://holderbook.com/stocks/NVDA/) | $2.5B | 9,075,522 | 1.3% | 14 |
| BERKSHIRE HATHAWAY INC DEL | [BRKB](https://holderbook.com/stocks/BRKB/) | $2.2B | 6,165,975 | 1.1% | 14 |
| UNITEDHEALTH GROUP INC | [UNH](https://holderbook.com/stocks/UNH/) | $2.2B | 4,228,437 | 1.1% | 14 |
| JOHNSON & JOHNSON | [JNJ](https://holderbook.com/stocks/JNJ/) | $2.0B | 11,359,738 | 1.1% | 14 |
| META PLATFORMS INC | [META](https://holderbook.com/stocks/META/) | $2.0B | 8,776,905 | 1.0% | 14 |
| VISA INC | [V](https://holderbook.com/stocks/V/) | $1.6B | 7,417,380 | 0.9% | 14 |
| JPMORGAN CHASE & CO | [JPM](https://holderbook.com/stocks/JPM/) | $1.5B | 11,052,296 | 0.8% | 14 |
| PROCTER & GAMBLE CO | [PG](https://holderbook.com/stocks/PG/) | $1.4B | 9,415,163 | 0.8% | 14 |
| MASTERCARD INCORPORATED | [MA](https://holderbook.com/stocks/MA/) | $1.3B | 3,692,517 | 0.7% | 14 |
| HOME DEPOT INC | [HD](https://holderbook.com/stocks/HD/) | $1.3B | 4,226,397 | 0.7% | 14 |
| ABBVIE INC | [ABBV](https://holderbook.com/stocks/ABBV/) | $1.1B | 7,078,339 | 0.6% | 14 |
| PFIZER INC | [PFE](https://holderbook.com/stocks/PFE/) | $1.1B | 21,908,327 | 0.6% | 14 |
| BANK OF AMER CORP | [BAC](https://holderbook.com/stocks/BAC/) | $1.1B | 26,093,995 | 0.6% | 14 |
| COSTCO WHOLESALE CORPORATION | [COST](https://holderbook.com/stocks/COST/) | $1.1B | 1,826,321 | 0.6% | 14 |
| CHEVRON CORPORATION | [CVX](https://holderbook.com/stocks/CVX/) | $1.0B | 6,443,068 | 0.6% | 14 |
| CISCO SYS INC | [CSCO](https://holderbook.com/stocks/CSCO/) | $1.0B | 18,488,142 | 0.5% | 14 |
| PEPSICO INC | [PEP](https://holderbook.com/stocks/PEP/) | $1.0B | 6,067,697 | 0.5% | 14 |
| BROADCOM INC | [AVGO](https://holderbook.com/stocks/AVGO/) | $973.9M | 1,546,718 | 0.5% | 14 |
| EXXON MOBIL CORP | [XOMXXXX](https://holderbook.com/stocks/XOMXXXX/) | $945.9M | 11,453,009 | 0.5% | 14 |
| ADOBE INC | [ADBE](https://holderbook.com/stocks/ADBE/) | $943.5M | 2,070,828 | 0.5% | 14 |
| ELI LILLY & CO | [LLY](https://holderbook.com/stocks/LLY/) | $927.6M | 3,239,243 | 0.5% | 14 |
| THERMO FISHER SCIENTIFIC INC | [TMO](https://holderbook.com/stocks/TMO/) | $914.9M | 1,549,040 | 0.5% | 14 |
| MERCK & CO INC | [MRK](https://holderbook.com/stocks/MRK/) | $903.4M | 11,010,555 | 0.5% | 14 |
| COCA COLA CO | [KO](https://holderbook.com/stocks/KO/) | $896.9M | 14,466,430 | 0.5% | 14 |
| DISNEY WALT CO | [DIS](https://holderbook.com/stocks/DIS/) | $852.2M | 6,213,432 | 0.4% | 14 |
| ACCENTURE PLC IRELAND | [ACN](https://holderbook.com/stocks/ACN/) | $833.7M | 2,472,136 | 0.4% | 14 |
| WALMART INC | [WMT](https://holderbook.com/stocks/WMT/) | $825.5M | 5,543,179 | 0.4% | 14 |
| ORACLE CORP | [ORCL](https://holderbook.com/stocks/ORCL/) | $816.1M | 9,864,996 | 0.4% | 14 |
| ABBOTT LABORATORIES | [ABT](https://holderbook.com/stocks/ABT/) | $798.3M | 6,744,540 | 0.4% | 14 |
| COMCAST CORP NEW | [CMCSA](https://holderbook.com/stocks/CMCSA/) | $790.1M | 16,874,894 | 0.4% | 14 |
| VERIZON COMMUNICATIONS INC | [VZ](https://holderbook.com/stocks/VZ/) | $789.8M | 15,504,915 | 0.4% | 14 |
| UNION PAC CORP | [UNP](https://holderbook.com/stocks/UNP/) | $788.9M | 2,887,396 | 0.4% | 14 |
| ISHARES TR | [IVV](https://holderbook.com/stocks/IVV/) | $769.6M | 1,696,404 | 0.4% | 14 |
| BRISTOL-MYERS SQUIBB CO | [BMY](https://holderbook.com/stocks/BMY/) | $762.2M | 10,436,143 | 0.4% | 14 |
| INTEL CORP | [INTC](https://holderbook.com/stocks/INTC/) | $754.8M | 15,230,983 | 0.4% | 14 |
| TEXAS INSTRS INC | [TXN](https://holderbook.com/stocks/TXN/) | $754.0M | 4,109,612 | 0.4% | 14 |
| DANAHER CORP DEL | [DHR](https://holderbook.com/stocks/DHR/) | $752.3M | 2,564,778 | 0.4% | 14 |
| MCDONALDS CORP | [MCD](https://holderbook.com/stocks/MCD/) | $728.2M | 2,944,879 | 0.4% | 14 |
| NIKE INC | [NKE](https://holderbook.com/stocks/NKE/) | $722.4M | 5,368,269 | 0.4% | 14 |
| NEXTERA ENERGY INC | [NEE](https://holderbook.com/stocks/NEE/) | $698.1M | 8,241,329 | 0.4% | 14 |
| SALESFORCE INC | [CRM](https://holderbook.com/stocks/CRM/) | $688.5M | 3,242,730 | 0.4% | 14 |
| INTUIT | [INTU](https://holderbook.com/stocks/INTU/) | $681.9M | 1,418,161 | 0.4% | 14 |
| LOWES COS INC | [LOW](https://holderbook.com/stocks/LOW/) | $674.0M | 3,333,307 | 0.4% | 14 |
| ADVANCED MICRO DEVICES INC | [AMD](https://holderbook.com/stocks/AMD/) | $669.2M | 6,120,201 | 0.4% | 14 |
| QUALCOMM INC | [QCOM](https://holderbook.com/stocks/QCOM/) | $650.7M | 4,258,274 | 0.3% | 14 |
| AMGEN INC | [AMGN](https://holderbook.com/stocks/AMGN/) | $627.7M | 2,595,883 | 0.3% | 14 |
| UNITED PARCEL SVCS INC | [UPS](https://holderbook.com/stocks/UPS/) | $619.8M | 2,889,947 | 0.3% | 14 |
| S&P GLOBAL INC | [SPGI](https://holderbook.com/stocks/SPGI/) | $608.4M | 1,483,332 | 0.3% | 14 |
| CVS HEALTH CORP | [CVS](https://holderbook.com/stocks/CVS/) | $603.6M | 5,963,843 | 0.3% | 14 |
| TARGET CORP | [TGT](https://holderbook.com/stocks/TGT/) | $570.4M | 2,687,973 | 0.3% | 14 |
| MEDTRONIC PLC | [MDT](https://holderbook.com/stocks/MDT/) | $544.9M | 4,911,466 | 0.3% | 14 |
| RTX CORPORATION | [RTX](https://holderbook.com/stocks/RTX/) | $541.6M | 5,466,502 | 0.3% | 8 |
| NETFLIX INC | [NFLX](https://holderbook.com/stocks/NFLX/) | $539.5M | 1,440,289 | 0.3% | 14 |
| APPLIED MATLS INC | [AMAT](https://holderbook.com/stocks/AMAT/) | $522.5M | 3,964,106 | 0.3% | 14 |
| HONEYWELL INTL INC | [HONZZZZ](https://holderbook.com/stocks/HONZZZZ/) | $496.0M | 2,549,109 | 0.3% | 14 |
| WELLS FARGO & CO | [WFC](https://holderbook.com/stocks/WFC/) | $495.3M | 10,220,799 | 0.3% | 14 |
| AMERICAN EXPRESS CO | [AXP](https://holderbook.com/stocks/AXP/) | $486.5M | 2,601,845 | 0.3% | 14 |
| SCHWAB CHARLES CORP | [SCHW](https://holderbook.com/stocks/SCHW/) | $477.3M | 5,660,726 | 0.3% | 14 |
| PAYPAL HLDGS INC | [PYPL](https://holderbook.com/stocks/PYPL/) | $477.0M | 4,124,284 | 0.3% | 14 |
| LINDE PLC | [LINXXXX](https://holderbook.com/stocks/LINXXXX/) | $476.7M | 1,492,201 | 0.3% | 14 |
| PROLOGIS INC. | [PLD](https://holderbook.com/stocks/PLD/) | $476.1M | 2,948,435 | 0.3% | 14 |
| ELEVANCE HEALTH INC FORMERLY | [ELV](https://holderbook.com/stocks/ELV/) | $467.7M | 952,086 | 0.2% | 14 |
| DEERE & CO | [DE](https://holderbook.com/stocks/DE/) | $465.6M | 1,120,765 | 0.2% | 14 |
| CONOCOPHILLIPS | [COP](https://holderbook.com/stocks/COP/) | $459.9M | 4,599,438 | 0.2% | 14 |
| AMERICAN TOWER CORP | [AMT](https://holderbook.com/stocks/AMT/) | $458.9M | 1,826,558 | 0.2% | 14 |
| PHILIP MORRIS INTL INC | [PM](https://holderbook.com/stocks/PM/) | $445.9M | 4,747,052 | 0.2% | 14 |
| AUTOMATIC DATA PROCESSING IN | [ADP](https://holderbook.com/stocks/ADP/) | $435.5M | 1,913,734 | 0.2% | 14 |
| BLACKROCK INC | [BLKXXXX](https://holderbook.com/stocks/BLKXXXX/) | $431.4M | 564,558 | 0.2% | 14 |
| STARBUCKS CORP | [SBUX](https://holderbook.com/stocks/SBUX/) | $430.0M | 4,726,845 | 0.2% | 14 |
| MORGAN STANLEY | [MS](https://holderbook.com/stocks/MS/) | $424.2M | 4,854,015 | 0.2% | 14 |
| CATERPILLAR INC | [CAT](https://holderbook.com/stocks/CAT/) | $413.1M | 1,854,135 | 0.2% | 14 |
| AT&T INC | [T](https://holderbook.com/stocks/T/) | $403.8M | 17,087,114 | 0.2% | 14 |
| SERVICENOW INC | [NOW](https://holderbook.com/stocks/NOW/) | $401.4M | 720,710 | 0.2% | 14 |
| INTUITIVE SURGICAL INC | [ISRG](https://holderbook.com/stocks/ISRG/) | $391.0M | 1,296,211 | 0.2% | 14 |
| ASML HLDG NV | [ASML](https://holderbook.com/stocks/ASML/) | $388.6M | 581,796 | 0.2% | 14 |
| GOLDMAN SACHS GROUP INC | [GS](https://holderbook.com/stocks/GS/) | $388.4M | 1,176,540 | 0.2% | 14 |
| MARSH & MCLENNAN COS INC | [MRSH](https://holderbook.com/stocks/MRSH/) | $382.3M | 2,243,050 | 0.2% | 14 |
| ZOETIS INC | [ZTS](https://holderbook.com/stocks/ZTS/) | $379.5M | 2,012,071 | 0.2% | 14 |
| LOCKHEED MARTIN CORP | [LMT](https://holderbook.com/stocks/LMT/) | $376.9M | 853,935 | 0.2% | 14 |
| MOODYS CORP | [MCO](https://holderbook.com/stocks/MCO/) | $375.3M | 1,112,181 | 0.2% | 14 |
| KROGER CO | [KR](https://holderbook.com/stocks/KR/) | $365.6M | 6,371,880 | 0.2% | 14 |
| MONDELEZ INTL INC | [MDLZ](https://holderbook.com/stocks/MDLZ/) | $355.2M | 5,657,920 | 0.2% | 14 |
| ANALOG DEVICES INC | [ADI](https://holderbook.com/stocks/ADI/) | $354.1M | 2,143,983 | 0.2% | 14 |
| MICRON TECHNOLOGY INC | [MU](https://holderbook.com/stocks/MU/) | $345.4M | 4,434,518 | 0.2% | 14 |
| DUKE ENERGY CORP NEW | [DUK](https://holderbook.com/stocks/DUK/) | $342.3M | 3,065,302 | 0.2% | 14 |
| DEVON ENERGY CORP NEW | [DVN](https://holderbook.com/stocks/DVN/) | $341.5M | 5,775,767 | 0.2% | 14 |
| EATON CORP PLC | [ETN](https://holderbook.com/stocks/ETN/) | $334.7M | 2,205,648 | 0.2% | 14 |
| ALTRIA GROUP INC | [MO](https://holderbook.com/stocks/MO/) | $334.5M | 6,402,838 | 0.2% | 14 |
| CME GROUP INC | [CME](https://holderbook.com/stocks/CME/) | $333.4M | 1,401,501 | 0.2% | 14 |
| STRYKER CORPORATION | [SYK](https://holderbook.com/stocks/SYK/) | $327.4M | 1,224,736 | 0.2% | 14 |
| CHUBB LIMITED | [CB](https://holderbook.com/stocks/CB/) | $321.8M | 1,504,509 | 0.2% | 14 |
| INTERCONTINENTAL EXCHANGE IN | [ICE](https://holderbook.com/stocks/ICE/) | $321.0M | 2,429,570 | 0.2% | 14 |
| BECTON DICKINSON & CO | [BDX](https://holderbook.com/stocks/BDX/) | $319.4M | 1,200,746 | 0.2% | 14 |

## What the disclosed book did

Not the fund's return. This is the change in value of the positions disclosed on Form 13F, had they been left untouched, against SPY over the same quarter ends.

| Quarter | Book | Market | Difference | Priced |
|---|---|---|---|---|
| Q1 2022 | -5.2% | -4.9% | -0.3% | 100% |
| Q4 2021 | +10.0% | +10.7% | -0.7% | 100% |
| Q3 2021 | -0.5% | +0.3% | -0.8% | 100% |
| Q2 2021 | +7.5% | +8.0% | -0.5% | 98% |
| Q1 2021 | +6.5% | +6.0% | +0.5% | 98% |
| Q4 2020 | +13.4% | +11.6% | +1.8% | 98% |
| Q3 2020 | +7.7% | +8.6% | -0.9% | 98% |
| Q2 2020 | +19.8% | +19.6% | +0.2% | 98% |

## Quarter by quarter

| Quarter | Value | Positions |
|---|---|---|
| Q1 2022 | $190.2B | 3,669 |
| Q4 2021 | $195.5B | 3,626 |
| Q3 2021 | $176.0B | 3,597 |
| Q2 2021 | $178.4B | 3,558 |
| Q1 2021 | $174.3B | 4,045 |
| Q4 2020 | $160.2B | 3,986 |
| Q3 2020 | $139.3B | 3,921 |
| Q2 2020 | $130.3B | 3,907 |
| Q1 2020 | $109.3B | 3,916 |
| Q4 2019 | $136.9B | 3,955 |
| Q3 2019 | $124.0B | 3,940 |
| Q2 2019 | $121.1B | 3,954 |