Parametric Portfolio Associates

Latest statistics and disclosures from Parametric Portfolio Associates's latest quarterly 13F-HR filing:

Tip: Access up to 7 years of quarterly data

Positions held by Parametric Portfolio Associates consolidated in one spreadsheet with up to 7 years of data

Download as csvDownload consolidated filings csv Download as ExcelDownload consolidated filings xlsx

Portfolio Holdings for Parametric Portfolio Associates

Companies in the Parametric Portfolio Associates portfolio as of the June 2021 quarterly 13F filing

Parametric Portfolio Associates has 3558 total positions. Only the first 250 positions are shown.

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Microsoft Corp Common Stock (MSFT) 5.0 $8.9B 33M 270.90
Apple Common Stock (AAPL) 4.3 $7.6B +2% 55M 136.96
Amazon Common Stock (AMZN) 2.7 $4.9B +3% 1.4M 3440.16
Vanguard Index Fds Etf (VOO) 2.1 $3.8B -3% 9.7M 393.52
Facebook Common Stock (FB) 1.8 $3.2B +3% 9.1M 347.71
Alphabet Common Stock (GOOGL) 1.5 $2.8B +2% 1.1M 2441.79
Alphabet Common Stock (GOOG) 1.3 $2.3B +3% 899k 2506.32
Johnson & Johnson Common Stock (JNJ) 1.0 $1.8B 11M 164.74
Jpmorgan Chase & Co Common Stock (JPM) 0.9 $1.7B +3% 11M 155.54
Visa Common Stock (V) 0.9 $1.6B +2% 7.0M 233.82
Nvidia Corporation Common Stock (NVDA) 0.9 $1.6B +6% 2.0M 800.10
Unitedhealth Group Common Stock (UNH) 0.9 $1.6B +2% 3.9M 400.44
Berkshire Hathaway Inc Del Common Stock (BRK.B) 0.8 $1.5B +4% 5.3M 277.92
Tesla Common Stock (TSLA) 0.8 $1.4B +3% 2.0M 679.70

Setup an alert

Parametric Portfolio Associates will file the next quarterly 13-HR in about 3 months. Would you like to be notified?

Paypal Hldgs Common Stock (PYPL) 0.7 $1.3B +3% 4.4M 291.48
Home Depot Common Stock (HD) 0.7 $1.3B +2% 4.0M 318.89
Adobe Systems Incorporated Common Stock (ADBE) 0.7 $1.3B +4% 2.1M 585.64
Mastercard Incorporated Common Stock (MA) 0.7 $1.2B +3% 3.4M 365.09
Procter And Gamble Common Stock (PG) 0.7 $1.2B 8.9M 134.93
Pfizer Common Stock (PFE) 0.6 $1.1B +2% 27M 39.16
Disney Walt Common Stock (DIS) 0.6 $1.1B +2% 6.0M 175.77
Bk Of America Corp Common Stock (BAC) 0.6 $1.1B +2% 26M 41.23
Cisco Sys Common Stock (CSCO) 0.6 $992M +3% 19M 53.00
Comcast Corp Common Stock (CMCSA) 0.5 $948M +2% 17M 57.02
Intel Corp Common Stock (INTC) 0.5 $937M 17M 56.14
Verizon Communications Common Stock (VZ) 0.5 $913M 16M 56.03
Pepsico Common Stock (PEP) 0.5 $857M 5.8M 148.17
Oracle Corp Common Stock (ORCL) 0.5 $857M 11M 77.84
Nike Common Stock (NKE) 0.5 $841M 5.4M 154.49
Merck & Co Common Stock (MRK) 0.5 $819M +3% 11M 77.77
Abbvie Common Stock (ABBV) 0.5 $818M -2% 7.3M 112.64
Texas Instrs Common Stock (TXN) 0.5 $812M +4% 4.2M 192.30
Walmart Common Stock (WMT) 0.4 $787M 5.6M 141.02
Amgen Common Stock (AMGN) 0.4 $768M 3.1M 243.75
Salesforce Common Stock (CRM) 0.4 $760M +5% 3.1M 244.27
Abbott Labs Common Stock (ABT) 0.4 $755M 6.5M 115.93
Netflix Common Stock (NFLX) 0.4 $750M 1.4M 528.21
Target Corp Common Stock (TGT) 0.4 $742M +3% 3.1M 241.74
Thermo Fisher Scientific Common Stock (TMO) 0.4 $716M +5% 1.4M 504.47
Qualcomm Common Stock (QCOM) 0.4 $713M +3% 5.0M 142.93
Lilly Eli & Co Common Stock (LLY) 0.4 $708M +2% 3.1M 229.52
Accenture Plc Ireland Common Stock (ACN) 0.4 $690M 2.3M 294.79
Intuit Common Stock (INTU) 0.4 $676M +2% 1.4M 490.17
Coca Cola Common Stock (KO) 0.4 $672M -2% 12M 54.11
Ishares Tr Etf (IVV) 0.4 $671M -15% 1.6M 429.92
Danaher Corporation Common Stock (DHR) 0.4 $670M +3% 2.5M 268.36
Costco Whsl Corp Common Stock (COST) 0.4 $665M +4% 1.7M 395.67
Lowes Cos Common Stock (LOW) 0.4 $655M -2% 3.4M 193.97
Bristol-myers Squibb Common Stock (BMY) 0.4 $645M +2% 9.6M 66.82
Applied Matls Common Stock (AMAT) 0.4 $641M 4.5M 142.40
Mcdonalds Corp Common Stock (MCD) 0.4 $640M +3% 2.8M 230.99
Exxon Mobil Corp Common Stock (XOM) 0.4 $638M +7% 10M 63.08
Broadcom Common Stock (AVGO) 0.3 $624M +4% 1.3M 476.84
Union Pac Corp Common Stock (UNP) 0.3 $621M 2.8M 219.93
Medtronic Common Stock (MDT) 0.3 $606M +3% 4.9M 124.13
Chevron Corp Common Stock (CVX) 0.3 $600M 5.7M 104.74
Nextera Energy Common Stock (NEE) 0.3 $595M +2% 8.1M 73.28
Honeywell Intl Common Stock (HON) 0.3 $572M +2% 2.6M 219.35
At&t Common Stock (T) 0.3 $529M +2% 18M 28.78
Starbucks Corp Common Stock (SBUX) 0.3 $518M +4% 4.6M 111.81
Philip Morris Intl Common Stock (PM) 0.3 $512M +5% 5.2M 99.11
Citigroup Common Stock (C) 0.3 $498M +3% 7.0M 70.75
Vanguard Scottsdale Fds Etf (VONV) 0.3 $479M NEW 6.9M 69.60
Blackrock Common Stock (BLK) 0.3 $478M +6% 546k 874.97
Morgan Stanley Common Stock (MS) 0.3 $474M 5.2M 91.69
Wells Fargo Common Stock (WFC) 0.3 $473M +8% 10M 45.29
3M Common Stock (MMM) 0.3 $473M +4% 2.4M 198.63
United Parcel Service Common Stock (UPS) 0.3 $471M +2% 2.3M 207.97
Linde Common Stock (LIN) 0.3 $459M -5% 1.6M 289.10
Gilead Sciences Common Stock (GILD) 0.3 $458M 6.7M 68.86
S&p Global Common Stock (SPGI) 0.3 $452M +4% 1.1M 410.45
Cvs Health Corp Common Stock (CVS) 0.3 $451M +5% 5.4M 83.44
American Tower Corp Reit (AMT) 0.2 $444M +5% 1.6M 270.14
Goldman Sachs Group Common Stock (GS) 0.2 $409M 1.1M 379.53
Ishares Etf (IEMG) 0.2 $395M +15% 5.9M 66.99
Charter Communications Inc N Common Stock (CHTR) 0.2 $394M +4% 546k 721.45
International Business Machs Common Stock (IBM) 0.2 $394M -2% 2.7M 146.59
Automatic Data Processing In Common Stock (ADP) 0.2 $391M +3% 2.0M 198.62
American Express Common Stock (AXP) 0.2 $391M +6% 2.4M 165.23
Caterpillar Common Stock (CAT) 0.2 $388M +2% 1.8M 217.63
Raytheon Technologies Corp Common Stock (RTX) 0.2 $388M +14% 4.5M 85.31
Lam Research Corp Common Stock (LRCX) 0.2 $385M 591k 650.70
Moodys Corp Common Stock (MCO) 0.2 $382M +3% 1.1M 362.37
Intuitive Surgical Common Stock (ISRG) 0.2 $381M +5% 415k 919.64
Advanced Micro Devices Common Stock (AMD) 0.2 $360M 3.8M 93.93
Boeing Common Stock (BA) 0.2 $358M +4% 1.5M 239.56
Anthem Common Stock (ANTM) 0.2 $358M 937k 381.80
Asml Holding N V NY Reg Shrs (ASML) 0.2 $357M +5% 516k 690.84
Deere & Co Common Stock (DE) 0.2 $354M 1.0M 352.71
Schwab Charles Corp Common Stock (SCHW) 0.2 $351M +8% 4.8M 72.81
Mondelez Intl Common Stock (MDLZ) 0.2 $350M +3% 5.6M 62.44
Servicenow Common Stock (NOW) 0.2 $339M +3% 616k 549.55
Ishares Tr Etf (IEFA) 0.2 $337M -15% 4.5M 74.86
Zoetis Common Stock (ZTS) 0.2 $335M +4% 1.8M 186.36
Altria Group Common Stock (MO) 0.2 $335M +2% 7.0M 47.68
Fedex Corp Common Stock (FDX) 0.2 $334M 1.1M 298.33
Kroger Common Stock (KR) 0.2 $334M -8% 8.7M 38.31
Tjx Cos Common Stock (TJX) 0.2 $332M 4.9M 67.42
Illinois Tool Wks Common Stock (ITW) 0.2 $320M 1.4M 223.56
Sherwin Williams Common Stock (SHW) 0.2 $317M +198% 1.2M 272.45
Ford Mtr Co Del Common Stock (F) 0.2 $317M +37% 21M 14.86
Micron Technology Common Stock (MU) 0.2 $314M -7% 3.7M 84.98
Vanguard Index Fds Etf (VTI) 0.2 $312M 1.4M 222.82
Prologis Reit (PLD) 0.2 $310M +5% 2.6M 119.53
Eaton Corp Common Stock (ETN) 0.2 $309M 2.1M 148.18
Ebay Common Stock (EBAY) 0.2 $308M 4.4M 70.21
Conocophillips Common Stock (COP) 0.2 $307M -5% 5.0M 60.90
Lockheed Martin Corp Common Stock (LMT) 0.2 $306M +3% 809k 378.35
Crown Castle Intl Corp Reit (CCI) 0.2 $306M 1.6M 195.10
Booking Holdings Common Stock (BKNG) 0.2 $303M +8% 139k 2188.09
Dollar Gen Corp Common Stock (DG) 0.2 $298M 1.4M 216.39
Air Prods & Chems Common Stock (APD) 0.2 $292M 1.0M 287.68
Marsh & Mclennan Cos Common Stock (MMC) 0.2 $289M +3% 2.1M 140.68
Capital One Finl Corp Common Stock (COF) 0.2 $285M 1.8M 154.69
Stryker Corporation Common Stock (SYK) 0.2 $282M +2% 1.1M 259.73
Pnc Finl Svcs Group Common Stock (PNC) 0.2 $282M -4% 1.5M 190.76
Fidelity Natl Information Sv Common Stock (FIS) 0.2 $279M +5% 2.0M 141.67
Humana Common Stock (HUM) 0.2 $279M -6% 630k 442.72
Lauder Estee Cos Common Stock (EL) 0.2 $278M 875k 318.08
Us Bancorp Del Common Stock (USB) 0.2 $276M +4% 4.8M 56.97
Duke Energy Corp Common Stock (DUK) 0.2 $274M +6% 2.8M 98.72
T-mobile Us Common Stock (TMUS) 0.2 $274M +3% 1.9M 144.83
Analog Devices Common Stock (ADI) 0.2 $273M +5% 1.6M 172.16
Cigna Corp Common Stock (CI) 0.2 $270M +2% 1.1M 237.07
Truist Finl Corp Common Stock (TFC) 0.1 $267M 4.8M 55.50
Unilever Adr (UL) 0.1 $263M +4% 4.5M 58.50
Vanguard Index Fds Etf (VNQ) 0.1 $259M 2.5M 101.79
Cme Group Common Stock (CME) 0.1 $259M +5% 1.2M 212.68
Hca Healthcare Common Stock (HCA) 0.1 $258M +3% 1.2M 206.74
Novartis Adr (NVS) 0.1 $257M +4% 2.8M 91.24
Intercontinental Exchange In Common Stock (ICE) 0.1 $256M +2% 2.2M 118.70
Activision Blizzard Common Stock (ATVI) 0.1 $255M -4% 2.7M 95.44
Colgate Palmolive Common Stock (CL) 0.1 $255M +2% 3.1M 81.35
Csx Corp Common Stock (CSX) 0.1 $255M +205% 7.9M 32.08
Becton Dickinson & Co Common Stock (BDX) 0.1 $253M -6% 1.0M 243.19
Autodesk Common Stock (ADSK) 0.1 $248M +6% 851k 291.90
Phillips 66 Common Stock (PSX) 0.1 $248M 2.9M 85.82
General Mtrs Common Stock (GM) 0.1 $243M +5% 4.1M 59.17
Equinix Reit (EQIX) 0.1 $240M +4% 298k 802.60
Biogen Common Stock (BIIB) 0.1 $237M +3% 685k 346.27
Edwards Lifesciences Corp Common Stock (EW) 0.1 $234M +2% 2.3M 103.57
Taiwan Semiconductor Mfg Adr (TSM) 0.1 $233M +2% 1.9M 120.16
Norfolk Southn Corp Common Stock (NSC) 0.1 $232M 875k 265.41
Discover Finl Svcs Common Stock (DFS) 0.1 $231M +15% 2.0M 118.29
Southern Common Stock (SO) 0.1 $226M +2% 3.7M 60.51
Ameriprise Finl Common Stock (AMP) 0.1 $226M 906k 248.88
Ishares Tr Etf (ITOT) 0.1 $224M +4% 2.3M 98.76
Idexx Labs Common Stock (IDXX) 0.1 $221M +3% 350k 631.55
Roper Technologies Common Stock (ROP) 0.1 $216M +2% 459k 470.20
Dupont De Nemours Common Stock (DD) 0.1 $213M 2.8M 77.41
Cummins Common Stock (CMI) 0.1 $212M 870k 243.81
Astrazeneca Adr (AZN) 0.1 $212M +9% 3.5M 59.90
Ecolab Common Stock (ECL) 0.1 $212M 1.0M 205.97
Emerson Elec Common Stock (EMR) 0.1 $211M +2% 2.2M 96.24
Walgreens Boots Alliance Common Stock (WBA) 0.1 $211M +30% 4.0M 52.61
Mettler Toledo International Common Stock (MTD) 0.1 $211M 152k 1385.34
Allstate Corp Common Stock (ALL) 0.1 $211M +3% 1.6M 130.44
Mckesson Corp Common Stock (MCK) 0.1 $211M 1.1M 191.24
Johnson Ctls Intl Common Stock (JCI) 0.1 $210M +3% 3.1M 68.63
Illumina Common Stock (ILMN) 0.1 $209M +3% 442k 473.21
Newmont Corp Common Stock (NEM) 0.1 $209M +2% 3.3M 63.38
Travelers Companies Common Stock (TRV) 0.1 $208M 1.4M 149.71
Northrop Grumman Corp Common Stock (NOC) 0.1 $208M +4% 573k 363.43
Progressive Corp Common Stock (PGR) 0.1 $204M 2.1M 98.21
Viacomcbs Common Stock (VIAC) 0.1 $202M 4.5M 45.20
Fiserv Common Stock (FISV) 0.1 $202M 1.9M 106.89
Simon Ppty Group Reit (SPG) 0.1 $201M +16% 1.5M 130.48
Chubb Common Stock (CB) 0.1 $201M +4% 1.3M 158.94
Waste Mgmt Inc Del Common Stock (WM) 0.1 $201M 1.4M 140.11
Kimberly-clark Corp Common Stock (KMB) 0.1 $200M -8% 1.5M 133.78
Exelon Corp Common Stock (EXC) 0.1 $198M 4.5M 44.31
Microchip Technology Common Stock (MCHP) 0.1 $198M 1.3M 149.74
HP Common Stock (HPQ) 0.1 $197M +8% 6.5M 30.19
Best Buy Common Stock (BBY) 0.1 $196M 1.7M 114.98
Price T Rowe Group Common Stock (TROW) 0.1 $194M 978k 197.97
Prudential Finl Common Stock (PRU) 0.1 $191M +2% 1.9M 102.47
Msci Common Stock (MSCI) 0.1 $190M +3% 357k 533.08
American Intl Group Common Stock (AIG) 0.1 $189M +7% 4.0M 47.60
Transdigm Group Common Stock (TDG) 0.1 $187M +3% 289k 647.29
Fifth Third Bancorp Common Stock (FITB) 0.1 $186M 4.9M 38.23
Devon Energy Corp Common Stock (DVN) 0.1 $185M -2% 6.3M 29.19
Novo-nordisk A S Adr (NVO) 0.1 $185M +3% 2.2M 83.77
Alibaba Group Hldg Adr (BABA) 0.1 $185M +12% 815k 226.78
Ross Stores Common Stock (ROST) 0.1 $185M 1.5M 124.00
Align Technology Common Stock (ALGN) 0.1 $182M +4% 299k 611.00
Kohls Corp Common Stock (KSS) 0.1 $182M +5% 3.3M 55.11
Toyota Motor Corp Adr (TM) 0.1 $180M +2% 1.0M 174.84
Kla Corp Common Stock (KLAC) 0.1 $180M -2% 556k 324.21
Dominion Energy Common Stock (D) 0.1 $179M +4% 2.4M 73.57
Dow Common Stock (DOW) 0.1 $177M +2% 2.8M 63.28
Oreilly Automotive Common Stock (ORLY) 0.1 $177M +2% 312k 566.21
Global Pmts Common Stock (GPN) 0.1 $176M +2% 938k 187.54
Aon Common Stock (AON) 0.1 $176M +3% 736k 238.76
Electronic Arts Common Stock (EA) 0.1 $176M 1.2M 143.83
Marathon Oil Corp Common Stock (MRO) 0.1 $175M -2% 13M 13.62
Diageo Adr (DEO) 0.1 $175M +3% 912k 191.69
Marathon Pete Corp Common Stock (MPC) 0.1 $174M 2.9M 60.42
Sap Se Adr (SAP) 0.1 $174M +8% 1.2M 140.46
Valero Energy Corp Common Stock (VLO) 0.1 $173M +4% 2.2M 78.08
Agilent Technologies Common Stock (A) 0.1 $173M +3% 1.2M 147.81
Metlife Common Stock (MET) 0.1 $171M 2.9M 59.85
Netapp Common Stock (NTAP) 0.1 $170M +2% 2.1M 81.82
Sysco Corp Common Stock (SYY) 0.1 $169M +11% 2.2M 77.75
L3harris Technologies Common Stock (LHX) 0.1 $168M +6% 778k 216.15
Freeport-mcmoran Common Stock (FCX) 0.1 $168M -3% 4.5M 37.11
Autozone Common Stock (AZO) 0.1 $168M 112k 1492.22
Trane Technologies Common Stock (TT) 0.1 $167M +7% 908k 184.14
Parker-hannifin Corp Common Stock (PH) 0.1 $165M +3% 538k 307.11
Corning Common Stock (GLW) 0.1 $165M 4.0M 40.90
Amphenol Corp Common Stock (APH) 0.1 $164M +3% 2.4M 68.41
Motorola Solutions Common Stock (MSI) 0.1 $163M 750k 216.85
Boston Scientific Corp Common Stock (BSX) 0.1 $161M +3% 3.8M 42.76
Sanofi Adr (SNY) 0.1 $159M +7% 3.0M 52.66
Bank New York Mellon Corp Common Stock (BK) 0.1 $158M +3% 3.1M 51.23
Lyondellbasell Industries N Common Stock (LYB) 0.1 $158M 1.5M 102.87
First Rep Bk San Francisco C Common Stock (FRC) 0.1 $156M 835k 187.17
Williams Cos Common Stock (WMB) 0.1 $156M +2% 5.9M 26.55
Citizens Finl Group Common Stock (CFG) 0.1 $154M +2% 3.4M 45.87
Vertex Pharmaceuticals Common Stock (VRTX) 0.1 $154M -8% 764k 201.63
Synchrony Financial Common Stock (SYF) 0.1 $154M +65% 3.2M 48.52
Baxter Intl Common Stock (BAX) 0.1 $152M +3% 1.9M 80.50
Invesco Exchange Traded Fd T Etf (RPV) 0.1 $152M NEW 2.0M 77.17
Carrier Global Corporation Common Stock (CARR) 0.1 $150M +4% 3.1M 48.60
Aflac Common Stock (AFL) 0.1 $150M 2.8M 53.66
Spdr Ser Tr Etf (XOP) 0.1 $150M +2% 1.5M 96.69
General Mls Common Stock (GIS) 0.1 $149M -3% 2.5M 60.93
Ishares Tr Etf (IWD) 0.1 $149M +4% 939k 158.62
Monster Beverage Corp Common Stock (MNST) 0.1 $147M +5% 1.6M 91.35
Regions Financial Corp Common Stock (RF) 0.1 $147M 7.3M 20.18
Schlumberger Common Stock (SLB) 0.1 $146M 4.6M 32.01
Stanley Black & Decker Common Stock (SWK) 0.1 $145M 708k 204.99
Carnival Corp Common Stock (CCL) 0.1 $144M +48% 5.5M 26.36
Alexion Pharmaceuticals Common Stock (ALXN) 0.1 $143M 777k 183.71
Sony Group Corporation Adr (SONY) 0.1 $143M +3% 1.5M 97.22
Yum Brands Common Stock (YUM) 0.1 $142M +2% 1.2M 115.03
Franklin Resources Common Stock (BEN) 0.1 $142M 4.4M 31.99
Regeneron Pharmaceuticals Common Stock (REGN) 0.1 $142M +5% 254k 558.54
Archer Daniels Midland Common Stock (ADM) 0.1 $142M 2.3M 60.60
General Dynamics Corp Common Stock (GD) 0.1 $141M +3% 750k 188.26
Keycorp Common Stock (KEY) 0.1 $139M +2% 6.7M 20.65
International Paper Common Stock (IP) 0.1 $139M +7% 2.3M 61.31
Eog Res Common Stock (EOG) 0.1 $139M 1.7M 83.44
D R Horton Common Stock (DHI) 0.1 $138M +5% 1.5M 90.37
State Str Corp Common Stock (STT) 0.1 $137M 1.7M 82.28
Seagate Technology Hldngs Pl Common Stock 0.1 $137M NEW 1.6M 87.93
Paychex Common Stock (PAYX) 0.1 $137M +5% 1.3M 107.30
Oneok Common Stock (OKE) 0.1 $137M +4% 2.5M 55.64
Grainger W W Common Stock (GWW) 0.1 $136M 311k 438.00
Ppg Inds Common Stock (PPG) 0.1 $136M +4% 802k 169.77
American Elec Pwr Common Stock (AEP) 0.1 $136M 1.6M 84.59

Past Filings by Parametric Portfolio Associates

SEC 13F filings are viewable for Parametric Portfolio Associates going back to 2010

View all past filings