Parametric Portfolio Associates LLC
Filing Date
Global Rank
#39
/ 6,896
—
· as of Mar 2022
Top Industry
Software - Infrastructure
7.8%
Period ended 4 years ago
Filed May 16, 2022 · 4y
9 quarters · since Mar 2020
Portfolio Concentration
3,166 tracked positions · as of Mar 31, 2022 · Δ vs Dec 31, 2021Top Position
6.0%
−0.3 pts
Top 5
18.5%
−0.4 pts
Top 10
25.0%
−1.2 pts
HHI
112
Diversified−6
Portfolio Trend
9 quarters · across all stocks
Sector Breakdown
As of Mar 31, 2022| Sector | % Portfolio | Value |
|---|---|---|
| Technology | 25.1% | $44,868,898,259 |
| Financial Services | 14.2% | $25,370,167,622 |
| Healthcare | 13.0% | $23,204,739,387 |
| Consumer Cyclical | 10.8% | $19,245,305,331 |
| Industrials | 8.1% | $14,538,878,620 |
| Consumer Defensive | 6.6% | $11,722,015,352 |
| Communication Services | 6.1% | $10,841,794,321 |
| Unclassified | 4.4% | $7,778,960,976 |
| Energy | 3.7% | $6,687,864,572 |
| Real Estate | 2.9% | $5,186,509,393 |
| Basic Materials | 2.6% | $4,646,526,008 |
| Utilities | 2.6% | $4,574,621,411 |
Last Quarter's Activity
Export CSVAdded To
Positions the filer increased
25 positions
| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| T | At&T Inc. | +2,804,959 | 17,087,114 | $403,767,779 | |
| LYG | Lloyds Banking Group plc | +2,557,088 | 12,201,562 | $29,405,764 | |
| JQC | Nuveen Credit Strategies Income Fund | +2,032,831 | 9,020,851 | $55,748,859 | |
| MFG | Mizuho Financial Group Inc | +1,747,652 | 20,688,502 | $53,169,450 | |
| AMD | Advanced Micro Devices Inc | +1,722,206 | 6,120,201 | $669,182,777 | |
| VZ | Verizon Communications Inc | +1,514,254 | 15,504,915 | $789,820,370 | |
| NCZ | Virtus Convertible & Income Fund II | +1,499,502 | 3,671,637 | $15,898,188 | |
| BAB | Invesco Taxable Municipal Bond ETF | +1,493,301 | 1,539,150 | $103,261,573 | |
| XOM | ExxonMobil Holdings Corp | +1,339,621 | 11,453,009 | $945,904,013 | |
| SAN | Banco Santander, S.A. | +1,300,685 | 13,875,130 | $46,897,939 | |
| AAPL | Apple Inc. | +1,280,613 | 56,891,567 | $9,933,836,513 | |
| UAA | Under Armour, Inc. | +1,199,528 | 2,414,955 | $39,791,172 | |
| — | +1,134,994 | 3,036,791 | $0 | ||
| MSFT | Microsoft Corp | +1,094,854 | 35,041,978 | $10,803,792,237 | |
| BHP | BHP Group Ltd | +924,205 | 2,943,131 | $227,356,915 | |
| PLTR | Palantir Technologies Inc. | +913,365 | 1,617,353 | $22,206,256 | |
| CSCO | Cisco Systems, Inc. | +901,664 | 18,488,142 | $1,030,898,797 | |
| TAK | Takeda Pharmaceutical Co Ltd | +861,118 | 4,256,356 | $60,951,017 | |
| CCO | Clear Channel Outdoor Holdings, Inc. | +859,958 | 1,227,699 | $4,247,838 | |
| NMR | Nomura Holdings Inc | +831,159 | 9,178,906 | $38,734,983 | |
| ASX | ASE Technology Holding Co., Ltd. | +829,001 | 4,350,137 | $30,842,471 | |
| EMD | Western Asset Emerging Markets Debt Fund Inc. | +815,759 | 5,910,763 | $63,422,486 | |
| NCV | Virtus Convertible & Income Fund | +796,130 | 979,993 | $4,929,364 | |
| KO | Coca Cola Co | +761,866 | 14,466,430 | $896,918,660 | |
| — | +745,949 | 2,928,370 | $0 | ||
| No positions match the current search. | |||||
Trimmed
Positions the filer reduced
25 positions
| Ticker | Company | Δ Shares | Shares | Value | Open |
|---|---|---|---|---|---|
| VEON | VEON Ltd. | −6,041,135 | 276,609 | $188,094 | |
| LUMN | Lumen Technologies, Inc. | −3,668,047 | 4,705,595 | $53,032,055 | |
| TEVA | Teva Pharmaceutical Industries Ltd | −2,424,324 | 2,180,994 | $20,479,533 | |
| AAXJ | iShares MSCI All Country Asia ex Japan ETF | −2,120,640 | 17,367,567 | $1,986,126,877 | |
| UL | Unilever PLC | −1,489,764 | 2,826,629 | $128,809,564 | |
| STLA | Stellantis N.V. | −983,765 | 1,885,693 | $30,680,225 | |
| — | −872,594 | 52,004 | $0 | ||
| DHC | Diversified Healthcare Trust | −868,759 | 1,173,905 | $3,756,496 | |
| ABCL | AbCellera Biologics Inc. | −850,000 | 1,150,000 | $11,212,500 | |
| CX | Cemex Sab De CV | −827,826 | 813,853 | $4,305,282 | |
| SABA | Saba Capital Income & Opportunities Fund II | −794,166 | 4,804,787 | $24,168,078 | |
| GILD | Gilead Sciences, Inc. | −756,092 | 3,534,074 | $210,100,699 | |
| META | Meta Platforms, Inc. | −710,359 | 8,776,905 | $1,951,632,595 | |
| NLY | Annaly Capital Management Inc | −676,648 | 3,084,592 | $21,715,527 | |
| — | −642,571 | 8,252,723 | $0 | ||
| AWP | abrdn Global Premier Properties Fund | −627,808 | 3,311,570 | $21,326,510 | |
| IVR | Invesco Mortgage Capital Inc. | −620,894 | 1,127,921 | $2,571,659 | |
| RVT | Royce Small-Cap Trust, Inc. | −564,780 | 2,425,143 | $41,203,179 | |
| VB | Vanguard Morningstar Small-Cap ETF | −560,114 | 10,120,186 | $3,884,161,685 | |
| NEE | Nextera Energy Inc | −521,941 | 8,241,329 | $698,122,979 | |
| BCS | Barclays PLC | −520,201 | 7,196,698 | $56,853,914 | |
| AOD | abrdn Total Dynamic Dividend Fund | −492,507 | 11,256,601 | $108,175,935 | |
| XRX | Xerox Holdings Corp | −489,695 | 920,189 | $18,560,212 | |
| DVN | Devon Energy Corp/De | −451,286 | 5,775,767 | $341,521,102 | |
| WU | Western Union CO | −450,616 | 2,329,628 | $43,657,228 | |
| No positions match the current search. | |||||
New Positions
Positions the filer opened this quarter
25 positions
| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| MDT | Medtronic plc | 4,911,466 | $544,927,152 | |
| AMT | American Tower Corp /Ma/ | 1,826,558 | $458,867,900 | |
| ETN | Eaton Corp plc | 2,205,648 | $334,729,140 | |
| AMP | Ameriprise Financial Inc | 849,745 | $255,229,408 | |
| SHEL | Shell plc | 4,108,679 | $225,689,737 | |
| TROW | Price T Rowe Group Inc | 1,218,507 | $184,226,073 | |
| COR | Cencora, Inc. | 1,085,866 | $167,994,328 | |
| MTB | M&T Bank Corp | 570,401 | $96,682,969 | |
| FTV | Fortive Corp | 1,255,464 | $76,495,423 | |
| DINO | HF Sinclair Corp | 1,821,432 | $72,584,065 | |
| CEG | Constellation Energy Corp | 1,145,934 | $64,458,787 | |
| XRAY | DENTSPLY SIRONA Inc. | 1,184,103 | $58,281,549 | |
| AIZ | Assurant, Inc. | 241,929 | $43,989,950 | |
| FRT | Federal Realty Investment Trust | 282,282 | $34,458,163 | |
| ALLE | Allegion plc | 298,601 | $32,780,417 | |
| APO | Apollo Global Management, Inc. | 513,505 | $31,832,174 | |
| EXPO | Exponent Inc | 268,626 | $29,025,039 | |
| SPOT | Spotify Technology S.A. | 179,569 | $27,118,510 | |
| SLG | Sl Green Realty Corp | 312,396 | $25,360,307 | |
| SIMO | Silicon Motion Technology CORP | 377,399 | $25,217,801 | |
| MKSI | Mks Inc | 126,071 | $18,910,650 | |
| AIT | Applied Industrial Technologies Inc | 157,319 | $16,150,368 | |
| ECAT | BlackRock ESG Capital Allocation Term Trust | 912,778 | $15,206,881 | |
| SGOL | abrdn Gold ETF Trust | 736,354 | $13,681,457 | |
| RBC | RBC Bearings INC | 58,761 | $11,392,582 | |
| No positions match the current search. | ||||
Sold Out
Positions the filer fully exited
25 positions
| Ticker | Company | Shares | Value | Open |
|---|---|---|---|---|
| BFH | Bread Financial Holdings, Inc. | 524,064 | $34,886,940 | |
| MFA | Mfa Financial, Inc. | 1,321,624 | $6,026,605 | |
| WES | Western Midstream Partners, LP | 76,842 | $1,711,271 | |
| ASPN | Aspen Aerogels Inc | 32,526 | $1,619,469 | |
| GLO | Clough Global Opportunities Fund | 150,488 | $1,601,192 | |
| PAA | Plains All American Pipeline LP | 168,489 | $1,573,687 | |
| USIO | Usio, Inc. | 339,687 | $1,481,035 | |
| FHTX | Foghorn Therapeutics Inc. | 62,663 | $1,433,102 | |
| MFDX | PIMCO RAFI Multi-Factor International Equity ETF | 37,194 | $1,231,121 | |
| JRS | Nuveen Real Estate Income Fund | 79,050 | $1,013,421 | |
| MTLS | Materialise NV | 35,158 | $839,221 | |
| RVMD | Revolution Medicines, Inc. | 22,994 | $578,758 | |
| — | 5,483 | $571,931 | ||
| AFK | VanEck Africa Index ETF | 16,843 | $539,481 | |
| BTG | B2gold Corp | 136,035 | $534,617 | |
| CLYM | Climb Bio, Inc. | 47,191 | $493,617 | |
| ARCT | Arcturus Therapeutics Holdings Inc. | 13,135 | $486,126 | |
| AFYA | Afya Ltd | 29,614 | $465,235 | |
| EDU | New Oriental Education & Technology Group Inc. | 2,161,777 | $453,973 | |
| ACMR | ACM Research, Inc. | 4,949 | $422,000 | |
| ONEW | OneWater Marine Inc. | 6,472 | $394,597 | |
| PRAX | Praxis Precision Medicines, Inc. | 19,976 | $393,527 | |
| MGTX | MeiraGTx Holdings plc | 14,208 | $337,297 | |
| KRUS | Kura Sushi USA, Inc. | 3,964 | $320,449 | |
| GRPN | Groupon, Inc. | 13,724 | $317,847 | |
| No positions match the current search. | ||||
3,166 tracked positions ·
$178,666,281,252 total
· filing declares
3,673 positions · $190,193,239,000
· as of Mar 31, 2022
All sectors
Basic Materials
Communication Services
Consumer Cyclical
Consumer Defensive
Energy
Financial Services
Healthcare
Industrials
Real Estate
Technology
Utilities
Showing 1–50
of 3,166 positions by value
· page 1 of 64
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| MSFT |
Microsoft Corp
Technology
|
Added | 35,041,978 | $10,803,792,237 | 6.05% | |
| AAPL |
Apple Inc.
Technology
|
Added | 56,891,567 | $9,933,836,513 | 5.56% | |
| AMZN |
Amazon Com Inc
Consumer Cyclical
|
Added | 1,522,719 | $4,963,987,804 | 2.78% | |
| VB |
Vanguard Morningstar Small-Cap ETF
|
Reduced | 10,120,186 | $3,884,161,685 | 2.17% | |
| GOOGL |
Alphabet Inc.
Communication Services
|
Added | 2,192,994 | $3,382,819,718 | 1.89% | |
| TSLA |
Tesla, Inc.
Consumer Cyclical
|
Added | 2,589,996 | $2,790,979,689 | 1.56% | |
| NVDA |
Nvidia Corp
Technology
|
Added | 9,075,522 | $2,476,346,932 | 1.39% | |
| BRK-B |
Berkshire Hathaway Inc
Financial Services
|
Added | 6,166,130 | $2,258,016,992 | 1.26% | |
| UNH |
Unitedhealth Group Inc
Healthcare
|
Added | 4,228,437 | $2,156,376,016 | 1.21% | |
| JNJ |
Johnson & Johnson
Healthcare
|
Added | 11,359,738 | $2,013,286,365 | 1.13% | |
| AAXJ |
iShares MSCI All Country Asia ex Japan ETF
|
Reduced | 17,367,567 | $1,986,126,877 | 1.11% | |
| META |
Meta Platforms, Inc.
Communication Services
|
Reduced | 8,776,905 | $1,951,632,595 | 1.09% | |
| V |
Visa Inc.
Financial Services
|
Added | 7,417,380 | $1,644,952,362 | 0.92% | |
| JPM |
Jpmorgan Chase & Co
Financial Services
|
Reduced | 11,052,296 | $1,506,648,990 | 0.84% | |
| PG |
PROCTER & GAMBLE Co
Consumer Defensive
|
Added | 9,415,163 | $1,438,636,906 | 0.81% | |
| MA |
Mastercard Inc
Financial Services
|
Added | 3,692,517 | $1,319,631,725 | 0.74% | |
| HD |
Home Depot, Inc.
Consumer Cyclical
|
Reduced | 4,226,397 | $1,265,087,414 | 0.71% | |
| ABBV |
AbbVie Inc.
Healthcare
|
Added | 7,078,339 | $1,147,469,535 | 0.64% | |
| PFE |
Pfizer Inc
Healthcare
|
Added | 21,908,327 | $1,134,194,088 | 0.63% | |
| BAC |
Bank Of America Corp /De/
Financial Services
|
Added | 26,093,995 | $1,075,594,473 | 0.60% | |
| COST |
Costco Wholesale Corp /New
Consumer Defensive
|
Added | 1,826,321 | $1,051,686,947 | 0.59% | |
| CVX |
Chevron Corp
Energy
|
Added | 6,443,068 | $1,049,124,762 | 0.59% | |
| CSCO |
Cisco Systems, Inc.
Technology
|
Added | 18,488,142 | $1,030,898,797 | 0.58% | |
| PEP |
Pepsico Inc
Consumer Defensive
|
Added | 6,067,697 | $1,015,611,123 | 0.57% | |
| AVGO |
Broadcom Inc.
Technology
|
Added | 1,546,718 | $973,937,390 | 0.55% | |
| XOM |
ExxonMobil Holdings Corp
Energy
|
Added | 11,453,009 | $945,904,013 | 0.53% | |
| ADBE |
Adobe Inc.
Technology
|
Reduced | 2,070,828 | $943,510,653 | 0.53% | |
| LLY |
ELI LILLY & Co
Healthcare
|
Added | 3,239,243 | $927,622,017 | 0.52% | |
| TMO |
Thermo Fisher Scientific Inc.
Healthcare
|
Reduced | 1,549,040 | $914,940,476 | 0.51% | |
| MRK |
Merck & Co., Inc.
Healthcare
|
Added | 11,010,555 | $903,416,037 | 0.51% | |
| KO |
Coca Cola Co
Consumer Defensive
|
Added | 14,466,430 | $896,918,660 | 0.50% | |
| DIS |
Walt Disney Co
Communication Services
|
Added | 6,213,432 | $852,234,333 | 0.48% | |
| ACN |
Accenture plc
Technology
|
Reduced | 2,472,136 | $833,678,423 | 0.47% | |
| WMT |
Walmart Inc.
Consumer Defensive
|
Added | 5,543,179 | $825,490,216 | 0.46% | |
| ORCL |
Oracle Corp
Technology
|
Reduced | 9,864,996 | $816,131,119 | 0.46% | |
| ABT |
Abbott Laboratories
Healthcare
|
Reduced | 6,744,540 | $798,283,754 | 0.45% | |
| CMCSA |
Comcast Corp
Communication Services
|
Added | 16,874,894 | $790,081,862 | 0.44% | |
| VZ |
Verizon Communications Inc
Communication Services
|
Added | 15,504,915 | $789,820,370 | 0.44% | |
| UNP |
Union Pacific Corp
Industrials
|
Added | 2,887,396 | $788,865,461 | 0.44% | |
| BMY |
Bristol Myers Squibb Co
Healthcare
|
Added | 10,436,143 | $762,151,523 | 0.43% | |
| INTC |
Intel Corp
Technology
|
Added | 15,230,983 | $754,847,517 | 0.42% | |
| TXN |
Texas Instruments Inc
Technology
|
Reduced | 4,109,612 | $754,031,609 | 0.42% | |
| DHR |
Danaher Corp /De/
Healthcare
|
Reduced | 2,564,778 | $752,326,254 | 0.42% | |
| MCD |
Mcdonalds Corp
Consumer Cyclical
|
Added | 2,944,879 | $728,209,679 | 0.41% | |
| NKE |
NIKE, Inc.
Consumer Cyclical
|
Reduced | 5,368,269 | $722,354,276 | 0.40% | |
| NEE |
Nextera Energy Inc
Utilities
|
Reduced | 8,241,329 | $698,122,979 | 0.39% | |
| CRM |
Salesforce, Inc.
Technology
|
Reduced | 3,242,730 | $688,496,433 | 0.39% | |
| INTU |
Intuit Inc.
Technology
|
Added | 1,418,161 | $681,908,535 | 0.38% | |
| LOW |
Lowes Companies Inc
Consumer Cyclical
|
Added | 3,333,307 | $673,961,342 | 0.38% | |
| AMD |
Advanced Micro Devices Inc
Technology
|
Added | 6,120,201 | $669,182,777 | 0.37% |
Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.