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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)
ELASTIC NVCommon StockN14506104 — 60,674 shares $5,397,000
FALCON MINERALS CORPCommon Stock30607B109 — 800,324 shares $5,394,000
STAAR SURGICAL CO COM PAR $0.01Common Stock852312305 — 67,327 shares $5,380,000
UNIVERSAL HEALTH RLTY INCOME REITREIT91359E105 — 91,828 shares $5,360,000
HEALTHCARE REALTY TRUST INC REITREIT421946104 — 194,991 shares $5,358,000
JBG SMITH PROPERTIES REITREIT46590V100 — 183,350 shares $5,357,000
FORRESTER RESEARCH INCCommon Stock346563109 — 94,866 shares $5,352,000
ISHARES TR RUSSELL 3000ETF464287689 — 20,393 shares $5,351,000
CRACKER BARREL OLD COUNTRY STOCommon Stock22410J106 — 45,017 shares $5,345,000
CONSOL ENERGY INCCommon Stock20854L108 — 141,884 shares $5,339,000
HAMILTON LANE INC-CLASS ACommon Stock407497106 — 69,040 shares $5,336,000
HAWAIIAN HOLDINGS INCCommon Stock419879101 — 270,563 shares $5,330,000
COCA-COLA FEMSA S A DE SPON ADR REP LADR191241108 — 96,891 shares $5,324,000
HARMONY GOLD MNG LTD SPONSORED ADRADR413216300 — 1,058,029 shares $5,322,000
PEABODY ENERGY CORPCommon Stock704551100 — 216,978 shares $5,322,000
ENVESTNET INC COMCommon Stock29404K106 — 71,459 shares $5,319,000
WELBILT INCCommon Stock949090104 — 223,950 shares $5,319,000
CROSS COUNTRY HEALTHCARE INCCommon Stock227483104 — 245,147 shares $5,312,000
FIRST CASH INCCommon Stock33768G107 — 75,310 shares $5,297,000
KFORCE INCCommon Stock493732101 — 71,585 shares $5,295,000
PRA GROUP INCCommon Stock69354N106 — 116,743 shares $5,263,000
PAYSAFE LTDCommon StockG6964L107 — 1,550,529 shares $5,256,000
WASHINGTON FEDERAL INCCommon Stock938824109 — 159,618 shares $5,239,000
SAFETY INSURANCE GROUP INCCommon Stock78648T100 — 57,610 shares $5,234,000
MARTEN TRANSPORT LTDCommon Stock573075108 — 294,641 shares $5,233,000
RENT-A-CENTER INC/TXCommon Stock76009N100 — 206,720 shares $5,207,000
BEACON ROOFING SUPPLY INCCommon Stock073685109 — 87,714 shares $5,200,000
StoneX Group IncCommon Stock861896108 — 69,943 shares $5,192,000
ENCORE CAPITAL GROUP INCCommon Stock292554102 — 82,671 shares $5,186,000
NUVASIVE INCCommon Stock670704105 — 91,441 shares $5,185,000
UNITED FIRE GROUP INCCommon Stock910340108 — 166,833 shares $5,184,000
LENNAR CORP CL BCommon Stock526057302 — 75,677 shares $5,173,000
CREDIT ACCEPTANCE CORPCommon Stock225310101 — 9,389 shares $5,167,000
URSTADT BIDDLE - CLASS A REITREIT917286205 — 274,617 shares $5,166,000
NU HOLDINGS LTD/CAYMAN ISL-ACommon StockG6683N103 — 668,707 shares $5,162,000
HAEMONETICS CORPCommon Stock405024100 — 81,488 shares $5,152,000
PINDUODUO INC-ADRADR722304102 — 128,303 shares $5,146,000
BlackRock MuniHoldings InvestmClosed-End Fund09254P108 — 418,711 shares $5,133,000
CLEARWAY ENERGY INC-CCommon Stock18539C204 — 140,489 shares $5,129,000
VIMEO INC - W/I EQUITYCommon Stock92719V100 — 431,227 shares $5,123,000
WESBANCO INCCommon Stock950810101 — 148,855 shares $5,115,000
GENWORTH FINANCIAL INCCommon Stock37247D106 — 1,347,864 shares $5,095,000
Affirm Holdings IncCommon Stock00827B106 — 109,971 shares $5,089,000
GABELLI DIVD & INCM TR COMClosed-End Fund36242H104 — 206,125 shares $5,079,000
BANCO DE CHILE SPONSORED ADRADR059520106 — 236,960 shares $5,078,000
NORDSTROM INCCommon Stock655664100 — 187,147 shares $5,074,000
CAPITOL FEDERAL FINANCIAL INCCommon Stock14057J101 — 465,974 shares $5,070,000
PAGSEGURO DIGITAL LTD-CL ACommon StockG68707101 — 252,745 shares $5,068,000
PILGRIM'S PRIDE CORPCommon Stock72147K108 — 201,455 shares $5,057,000
WINNEBAGO INDUSTRIES INCCommon Stock974637100 — 93,519 shares $5,053,000
NEOGENOMICS INC COM NEWCommon Stock64049M209 — 414,559 shares $5,037,000
SANDY SPRING BANCORP INCCommon Stock800363103 — 111,961 shares $5,029,000
BlackRock MuniVest Fund IncClosed-End Fund09253R105 — 614,068 shares $5,011,000
NMI HOLDINGS INCCommon Stock629209305 — 242,968 shares $5,010,000
PENNYMAC MORTGAGE INVESTMENTREIT70931T103 — 296,556 shares $5,009,000
GRAY TELEVISION INCCommon Stock389375106 — 226,935 shares $5,008,000
CENTERSPACEREIT15202L107 — 51,004 shares $5,004,000
INDUSTRIAL LOGISTICS PROPERTREIT456237106 — 220,665 shares $5,002,000
REX AMERICAN RESOURCES CORPCommon Stock761624105 — 50,225 shares $5,002,000
IROBOT CORPCommon Stock462726100 — 78,886 shares $5,001,000
ENERGIZER HOLDINGS INCCommon Stock29272W109 — 162,554 shares $5,000,000
BRINK'S CO/THECommon Stock109696104 — 73,433 shares $4,993,000
ALPHA & OMEGA SEMICONDUCTOR LTCommon StockG6331P104 — 91,096 shares $4,978,000
ABERCROMBIE & FITCH COCommon Stock002896207 — 154,736 shares $4,950,000
OUTFRONT MEDIA INCREIT69007J106 — 174,054 shares $4,948,000
SUMMIT MATERIALS INC - CL ACommon Stock86614U100 — 159,231 shares $4,946,000
CIA DE SANEAMENTO BASICO DO ESADR20441A102 — 502,830 shares $4,943,000
US ECOLOGY INCCommon Stock91734M103 — 103,037 shares $4,933,000
AGIC CONVERTIBLE & INCOME FDClosed-End Fund92838X102 — 979,993 shares $4,929,000
Invesco Quality Municipal IncoClosed-End Fund46133G107 — 434,629 shares $4,924,000
VIACOMCBS INC - CLASS ACommon Stock92556H107 — 121,755 shares $4,920,000
EDGEWELL PERSONAL CARE COCommon Stock28035Q102 — 133,964 shares $4,912,000
GREIF INCCommon Stock397624107 — 75,403 shares $4,906,000
Liberty Energy Inc.Common Stock53115L104 — 330,249 shares $4,894,000
SUZANO PAPEL E CELULO-SP ADRADR86959K105 — 421,086 shares $4,893,000
SONIC AUTOMOTIVE INCCommon Stock83545G102 — 114,897 shares $4,884,000
GCP APPLIED TECHNOLOGIESCommon Stock36164Y101 — 155,342 shares $4,881,000
ENOVA INTERNATIONAL INCCommon Stock29357K103 — 128,350 shares $4,873,000
SAILPOINT TECHNOLOGIES HOLDICommon Stock78781P105 — 94,973 shares $4,861,000
NEW RELIC INCCommon Stock64829B100 — 72,658 shares $4,859,000
PALOMAR HOLDINGS INCCommon Stock69753M105 — 75,517 shares $4,832,000
HECLA MINING COCommon Stock422704106 — 732,954 shares $4,816,000
C3.AI INC-ACommon Stock12468P104 — 211,208 shares $4,794,000
M/I HOMES INCCommon Stock55305B101 — 107,613 shares $4,773,000
WASHINGTON REITREIT939653101 — 187,132 shares $4,772,000
FRANKLIN STREET PROPERTIES C REITREIT35471R106 — 808,608 shares $4,771,000
INDUSTRIAL SEL SEC SPDR FDETF81369Y704 — 46,104 shares $4,748,000
TEXTAINER GROUP HOLDINGS LTDCommon StockG8766E109 — 124,719 shares $4,748,000
COMMUNITY HEALTHCARE T COMREIT20369C106 — 112,377 shares $4,743,000
A10 NETWORKS INC COMCommon Stock002121101 — 339,320 shares $4,734,000
HUANENG PWR INTL INC SPON ADR NADR443304100 — 280,235 shares $4,730,000
AUTOHOME INC ADRADR05278C107 — 155,420 shares $4,726,000
WESTAMERICA BANCORPORATIONCommon Stock957090103 — 77,844 shares $4,710,000
NUTANIX INC-ACommon Stock67059N108 — 175,490 shares $4,707,000
PAR PACIFIC HOLDINGS INCCommon Stock69888T207 — 361,507 shares $4,707,000
OAK STREET HEALTH INCCommon Stock67181A107 — 174,844 shares $4,700,000
Q2 HLDGS INC COMCommon Stock74736L109 — 75,997 shares $4,685,000
TALOS ENERGY INCCommon Stock87484T108 — 295,852 shares $4,672,000
GUARDANT HEALTH INCCommon Stock40131M109 — 70,394 shares $4,663,000
SUNNOVA ENERGY INTERNATIONALCommon Stock86745K104 — 202,091 shares $4,660,000