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PARAMETRIC PORTFOLIO ASSOCIATES LLC

Period ended Mar 31, 2022 · Latest filing May 16, 2022

These quarterly holdings are delayed and may not include all assets or short positions. Values are from the reporting date, not current prices or purchase costs. The same security may appear in multiple rows.

Source: SEC

Reported portfolio value

Quarter-end reported holdings; not current value or investment performance.

View reported values
  • Mar 31, 2022: $190,193,239,000

More quarters will appear as history becomes available.

Top holdings

Top 10 at Mar 31, 2022. Matching entries are combined; security classes and options remain separate. Shares exclude principal amounts; option shares reflect the reported underlying amount.

View top holdings values
  1. MICROSOFT CORP · Common Stock · 594918104 · shares: $10,803,792,000
  2. APPLE INC COM · Common Stock · 037833100 · shares: $9,933,837,000
  3. AMAZON.COM INC · Common Stock · 023135106 · shares: $4,963,989,000
  4. VANGAURD S&P 500 ETF · ETF · 922908363 · shares: $3,565,260,000
  5. ALPHABET INC - CL A · Common Stock · 02079K305 · shares: $3,382,820,000
  6. TESLA INC · Common Stock · 88160R101 · shares: $2,790,980,000
  7. ALPHABET INC - CL C · Common Stock · 02079K107 · shares: $2,728,034,000
  8. NVIDIA CORP · Common Stock · 67066G104 · shares: $2,476,347,000
  9. BERKSHIRE HATHAWAY INC · Common Stock · 084670702 · shares: $2,176,034,000
  10. UNITEDHEALTH GROUP INC · Common Stock · 91324P102 · shares: $2,156,376,000
Filing totals differ

The filing summary reports $190,193,239,000, while the holdings entries total $190,193,229,000.

Reported holdings

3,673 reported entries
IssuerClassCUSIPTypeShares / principalReported value (USD)
SITE CENTERS CORPREIT82981J109 — 653,230 shares $10,915,000
TRITON INTERNATIONAL LTD/BERCommon StockG9078F107 — 155,410 shares $10,907,000
KB HOMECommon Stock48666K109 — 336,249 shares $10,888,000
J&J SNACK FOODS CORPCommon Stock466032109 — 70,111 shares $10,874,000
CHESAPEAKE UTILITIES CORPCommon Stock165303108 — 78,704 shares $10,842,000
SUMMIT HOTEL PPTYS INC COMREIT866082100 — 1,085,304 shares $10,810,000
ARCBEST CORPCommon Stock03937C105 — 133,828 shares $10,773,000
LYFT INC-ACommon Stock55087P104 — 280,553 shares $10,773,000
NEW JERSEY RESOURCES CORPCommon Stock646025106 — 233,717 shares $10,718,000
SCHNEIDER NATIONAL INC CL BCommon Stock80689H102 — 418,273 shares $10,666,000
ISHARES TRUST ISHARES 1-5 YEARETF464288646 — 205,827 shares $10,645,000
ISHARES CORE U.S. AGGREGATE BOETF464287226 — 99,263 shares $10,631,000
EVOQUA WATER TECHNOLOGIES CORPCommon Stock30057T105 — 226,111 shares $10,623,000
INTERNATIONAL GAME TECHNOLOGYCommon StockG4863A108 — 428,930 shares $10,586,000
AVALARA INCCommon Stock05338G106 — 106,027 shares $10,551,000
UNITED NATURAL FOODS INCCommon Stock911163103 — 255,162 shares $10,551,000
CHAMPIONX CORPCommon Stock15872M104 — 430,931 shares $10,549,000
TRINSEO PLCCommon StockG9059U107 — 219,492 shares $10,518,000
CMC Materials IncCommon Stock12571T100 — 56,672 shares $10,507,000
ALLEGHENY TECHNOLOGIES INCCommon Stock01741R102 — 390,091 shares $10,470,000
MANTECH INTERNATIONAL CORPCommon Stock564563104 — 121,466 shares $10,469,000
BROWN FORMAN CORP CL ACommon Stock115637100 — 166,110 shares $10,422,000
TERRENO RLTY CORP COMREIT88146M101 — 140,437 shares $10,399,000
MATTEL INCCommon Stock577081102 — 467,512 shares $10,383,000
ARCHROCK INCCommon Stock03957W106 — 1,122,524 shares $10,361,000
HUB GROUP INCCommon Stock443320106 — 134,119 shares $10,355,000
PENSKE AUTOMOTIVE GROUP INCCommon Stock70959W103 — 109,986 shares $10,308,000
APOLLO COMMERCIAL REAL ESTATE FINANCE REITREIT03762U105 — 739,776 shares $10,305,000
CHANGE HEALTHCARE INCCommon Stock15912K100 — 472,433 shares $10,299,000
NIO INC - ADRADR62914V106 — 489,235 shares $10,298,000
SOUTHWEST GAS HOLDINGS INCCommon Stock844895102 — 131,459 shares $10,292,000
GRAND CANYON EDUCATION INCCommon Stock38526M106 — 105,935 shares $10,287,000
BLACKLINE INCCommon Stock09239B109 — 140,476 shares $10,286,000
HEALTHEQUITY INC COMCommon Stock42226A107 — 152,510 shares $10,285,000
GENTHERM INCCommon Stock37253A103 — 140,528 shares $10,264,000
TANDEM DIABETES CARE INCCommon Stock875372203 — 88,132 shares $10,249,000
YETI HOLDINGS INCCommon Stock98585X104 — 170,598 shares $10,232,000
BERKSHIRE HILLS BANCORP INCCommon Stock084680107 — 353,117 shares $10,230,000
BELDEN INCCommon Stock077454106 — 184,574 shares $10,225,000
FIRST MERCHANTS CORPCommon Stock320817109 — 245,368 shares $10,207,000
ALTICE USA INC CL ACommon Stock02156K103 — 817,821 shares $10,206,000
ISHARES MSCI SAUDI ARABIA ETETF46434V423 — 214,990 shares $10,203,000
MASONITE INTERNATIONAL CORPCommon Stock575385109 — 114,224 shares $10,159,000
EXELIXIS INC COMCommon Stock30161Q104 — 447,660 shares $10,148,000
FIVERR INTERNATIONAL LTDCommon StockM4R82T106 — 133,050 shares $10,121,000
MERITOR INCCommon Stock59001K100 — 284,478 shares $10,119,000
ONE GAS INC COMCommon Stock68235P108 — 114,589 shares $10,111,000
PRIMERICA INCCommon Stock74164M108 — 73,892 shares $10,110,000
BLACKROCK ENHANCED DIVIDENDClosed-End Fund09251A104 — 1,020,815 shares $10,106,000
NEWS CORP CL BCommon Stock65249B208 — 447,618 shares $10,080,000
MEDNAX INCCommon Stock58502B106 — 428,328 shares $10,057,000
SKYWEST INCCommon Stock830879102 — 347,767 shares $10,033,000
FTI CONSULTING INCCommon Stock302941109 — 63,757 shares $10,024,000
CALIFORNIA WATER SERVICE GROUPCommon Stock130788102 — 169,053 shares $10,021,000
KILROY REALTY CORP REITREIT49427F108 — 130,740 shares $9,991,000
BANCO BRADESCO-SPONSORED ADRADR059460303 — 2,150,782 shares $9,980,000
KINSALE CAPITAL GROUP INCCommon Stock49714P108 — 43,713 shares $9,967,000
ARMSTRONG WORLD INDUSTRIES INCCommon Stock04247X102 — 110,565 shares $9,952,000
UBIQUITI INCCommon Stock90353W103 — 34,081 shares $9,923,000
BEIGENE LTD-ADRADR07725L102 — 52,607 shares $9,922,000
COPA HOLDINGS SA-CLASS ACommon StockP31076105 — 118,577 shares $9,918,000
BANK OF NT BUTTERFIELD SHS NEWCommon StockG0772R208 — 274,988 shares $9,867,000
BADGER METER INCCommon Stock056525108 — 98,927 shares $9,864,000
AMERIS BANCORPCommon Stock03076K108 — 224,664 shares $9,858,000
GAMESTOP CORPCommon Stock36467W109 — 59,038 shares $9,835,000
ISHARES CORE S&P SMALL CAP ETFETF464287804 — 91,088 shares $9,827,000
EVERTEC INC COMCommon Stock30040P103 — 238,328 shares $9,755,000
Morgan Stanley Emerging MarketClosed-End Fund617477104 — 1,954,584 shares $9,753,000
GOLAR LNG LTDCommon StockG9456A100 — 393,327 shares $9,747,000
Vanguard Growth ETFETF922908736 — 33,887 shares $9,746,000
TEMPUR SEALY INTERNATIONAL INCCommon Stock88023U101 — 348,971 shares $9,743,000
ECOPETROL SA-SPONSORED ADRADR279158109 — 523,222 shares $9,732,000
ACADIA PHARMACEUTICALS INC COMCommon Stock004225108 — 400,201 shares $9,693,000
SPIRIT RLTY CAP INC COMREIT84860W300 — 210,477 shares $9,686,000
FIRST FINANCIAL BANKSHARES INCCommon Stock32020R109 — 219,053 shares $9,665,000
GILDAN ACTIVEWEAR INCCommon Stock375916103 — 257,873 shares $9,665,000
MARQUETA INC-A EQUITYCommon Stock57142B104 — 874,104 shares $9,650,000
SALLY BEAUTY HOLDINGS INCCommon Stock79546E104 — 617,422 shares $9,650,000
ISHARES TR MSCI EAFE IDXETF464287465 — 131,101 shares $9,649,000
TD SYNNEX CorpCommon Stock87162W100 — 93,308 shares $9,630,000
BGC PARTNERS INCCommon Stock05541T101 — 2,183,297 shares $9,607,000
SELECT MEDICAL HOLDINGS CORPCommon Stock81619Q105 — 399,707 shares $9,589,000
UNIFIRST CORP/MACommon Stock904708104 — 51,868 shares $9,558,000
FIRST FINANCIAL BANCORPCommon Stock320209109 — 414,499 shares $9,554,000
INTEGER HLDGS CORP COMCommon Stock45826H109 — 118,565 shares $9,553,000
RYANAIR HLDGS PLC SPONSORED ADRADR783513203 — 109,625 shares $9,551,000
HIGHWOODS PPTYS INC COM REITREIT431284108 — 208,763 shares $9,549,000
RAPID7 INC COMCommon Stock753422104 — 85,839 shares $9,549,000
Western Asset Managed MunicipaClosed-End Fund95766M105 — 821,516 shares $9,546,000
VIRTU FINL INC CL ACommon Stock928254101 — 256,368 shares $9,542,000
PHYSICIANS REALTY TRUSTREIT71943U104 — 543,481 shares $9,533,000
BROOKFIELD RENEWABLE COR-ACommon Stock11284V105 — 217,107 shares $9,509,000
ANGLOGOLD ASHANTI LTD SPONSORED ADRADR035128206 — 399,951 shares $9,475,000
UNIVAR SOLUTIONS INCCommon Stock91336L107 — 294,303 shares $9,459,000
DYNATRACE INCCommon Stock268150109 — 200,778 shares $9,457,000
CROCS INCCommon Stock227046109 — 123,471 shares $9,433,000
TEXAS ROADHOUSE INCCommon Stock882681109 — 112,627 shares $9,430,000
DANA INCCommon Stock235825205 — 535,090 shares $9,402,000
RLI CORPCommon Stock749607107 — 84,944 shares $9,397,000
ALLEGIANT TRAVEL COCommon Stock01748X102 — 57,829 shares $9,391,000