Parametric Portfolio Associates LLC

CIK

932859

Location

Seattle, WA

Portfolio Value

Mega $170,149,526,907

Diversification

Diversified

Filing Date

Global Rank

#37 / 6,766 — · as of Mar 2022

Top Industry

Software - Infrastructure 7.9%

3Y Alpha vs SPY

-4.5%

Period ended 4 years ago

Filed May 16, 2022 · 4y

9 quarters · since Mar 2020

Portfolio Concentration

2,615 tracked positions · as of Mar 31, 2022 · Δ vs Dec 31, 2021

Top Position

6.3%

−0.3 pts

Top 5

18.7%

−0.5 pts

Top 10

25.1%

−0.6 pts

HHI

116

Diversified−6

Portfolio Trend

9 quarters · across all stocks

Sector Breakdown

As of Mar 31, 2022

Sector	% Portfolio	Value	Positions
Technology	26.0%	$44,213,469,702	372
Financial Services	14.9%	$25,267,569,189	514
Healthcare	13.6%	$23,059,833,510	371
Consumer Cyclical	11.3%	$19,265,998,690	309
Industrials	8.5%	$14,541,953,161	335
Consumer Defensive	6.7%	$11,471,433,893	123
Communication Services	6.3%	$10,778,235,131	115
Energy	4.0%	$6,800,063,864	115
Real Estate	3.0%	$5,080,099,265	159
Basic Materials	2.7%	$4,643,503,460	117
Utilities	2.7%	$4,577,196,351	74
Unclassified	0.3%	$450,170,691	11

Last Quarter's Activity

Export CSV

Mar 31, 2022 vs Dec 31, 2021

Added To

Positions the filer increased

25 positions

Ticker	Company	Δ Shares	Shares	Value
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
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
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
KO	Coca Cola Co	+761,866	14,466,430	$896,918,660
UAA	Under Armour, Inc.	+743,274	1,516,762	$25,815,289
BMY	Bristol Myers Squibb Co	+712,002	10,436,143	$762,151,523
GRFS	Grifols SA	+709,529	1,749,939	$20,439,287
PPT	Putnam Premier Income Trust	+699,355	2,105,976	$8,402,844
NU	Nu Holdings Ltd.	+658,278	668,707	$5,162,418
IGR	Cbre Global Real Estate Income Fund	+655,529	8,105,435	$73,273,132
No positions match the current search.

Trimmed

Positions the filer reduced

25 positions

Ticker	Company	Δ Shares	Shares	Value
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
STLA	Stellantis N.V.	−983,765	1,885,693	$30,680,225
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
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
RVT	Royce Small-Cap Trust, Inc.	−564,780	2,425,143	$41,203,179
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
BCX	BlackRock Resources & Commodities Strategy Trust	−442,059	1,675,800	$18,500,832
TJX	Tjx Companies Inc /De/	−408,907	4,636,405	$280,873,414
PPL	PPL Corp	−394,957	2,980,934	$85,135,475
BKR	Baker Hughes Co	−388,998	3,721,816	$135,511,320
MUFG	Mitsubishi Ufj Financial Group Inc	−386,595	8,927,328	$55,260,160
GEO	Geo Group Inc	−384,717	409,710	$2,708,183
DSU	Blackrock Debt Strategies Fund, Inc.	−364,662	353,817	$3,686,773
KT	Kt Corp	−353,534	70,574	$1,012,031
EVV	Eaton Vance Ltd Duration Income Fund	−347,270	143,866	$1,683,232
F	Ford Motor Co	−345,224	13,892,114	$234,915,647
No positions match the current search.

New Positions

Positions the filer opened this quarter

25 positions

Ticker	Company	Shares	Value
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
BFH	Bread Financial Holdings, Inc.	524,064	$34,886,940
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
JRS	Nuveen Real Estate Income Fund	79,050	$1,013,421
MTLS	Materialise NV	35,158	$839,221
BXMX	Nuveen S&P 500 BuyWrite Income Fund	49,166	$720,281
RVMD	Revolution Medicines, Inc.	22,994	$578,758
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
ACMR	ACM Research, Inc.	4,949	$422,000
ONEW	OneWater Marine Inc.	6,472	$394,597
MGTX	MeiraGTx Holdings plc	14,208	$337,297
KRUS	Kura Sushi USA, Inc.	3,964	$320,449
GRPN	Groupon, Inc.	13,724	$317,847
NRIX	Nurix Therapeutics, Inc.	9,847	$285,070
SRRK	Scholar Rock Holding Corp	10,248	$254,560
AFCG	Advanced Flower Capital Inc.	11,042	$251,316
VSEC	Vse Corp	4,073	$248,208
KROS	Keros Therapeutics, Inc.	3,981	$232,928
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

2,615 tracked positions · $170,149,526,907 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 2,615 positions by value · page 1 of 53

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	% of Portfolio
MSFT	Microsoft Corp Technology	Added	35,041,978	+1,094,854	$10,803,792,237	−5.4%	6.35%
AAPL	Apple Inc. Technology	Added	56,891,567	+1,280,613	$9,933,836,513	+0.6%	5.84%
AMZN	Amazon Com Inc Consumer Cyclical	Added	1,522,719	+17,837	$4,963,987,804	−1.1%	2.92%
GOOGL	Alphabet Inc. Communication Services	Added	1,216,251	+39,436	$3,382,819,718	−0.8%	1.99%
TSLA	Tesla, Inc. Consumer Cyclical	Added	2,589,996	+78,463	$2,790,979,689	+5.2%	1.64%
NVDA	Nvidia Corp Technology	Added	9,075,522	+262,705	$2,476,346,932	−4.5%	1.46%
BRK-B	Berkshire Hathaway Inc Financial Services	Added	6,165,975	+471,558	$2,176,034,237	+27.8%	1.28%
UNH	Unitedhealth Group Inc Healthcare	Added	4,228,437	+126,956	$2,156,376,016	+4.7%	1.27%
JNJ	Johnson & Johnson Healthcare	Added	11,359,738	+422,206	$2,013,286,365	+7.6%	1.18%
META	Meta Platforms, Inc. Communication Services	Reduced	8,776,905	-710,359	$1,951,632,595	−38.8%	1.15%
V	Visa Inc. Financial Services	Added	7,417,380	+503,235	$1,644,952,362	+9.8%	0.97%
JPM	Jpmorgan Chase & Co Financial Services	Reduced	11,052,296	-224,426	$1,506,648,990	−15.6%	0.89%
PG	PROCTER & GAMBLE Co Consumer Defensive	Added	9,415,163	+246,129	$1,438,636,906	−4.1%	0.85%
MA	Mastercard Inc Financial Services	Added	3,692,517	+213,698	$1,319,631,725	+5.6%	0.78%
HD	Home Depot, Inc. Consumer Cyclical	Reduced	4,226,397	-11,961	$1,265,087,414	−28.1%	0.74%
ABBV	AbbVie Inc. Healthcare	Added	7,078,339	+352,169	$1,147,469,535	+26.0%	0.67%
PFE	Pfizer Inc Healthcare	Added	21,908,327	+217,479	$1,134,194,088	−11.4%	0.67%
BAC	Bank Of America Corp /De/ Financial Services	Added	26,093,995	+165,561	$1,075,594,473	−6.8%	0.63%
COST	Costco Wholesale Corp /New Consumer Defensive	Added	1,826,321	+59,955	$1,051,686,947	+4.9%	0.62%
CVX	Chevron Corp Energy	Added	6,443,068	+399,505	$1,049,124,762	+47.9%	0.62%
CSCO	Cisco Systems, Inc. Technology	Added	18,488,142	+901,664	$1,030,898,797	−7.5%	0.61%
PEP	Pepsico Inc Consumer Defensive	Added	6,067,697	+228,901	$1,015,611,123	+0.1%	0.60%
AVGO	Broadcom Inc. Technology	Added	1,546,718	+78,394	$973,937,390	−0.3%	0.57%
XOM	ExxonMobil Holdings Corp Energy	Added	11,453,009	+1,339,621	$945,904,013	+52.9%	0.56%
ADBE	Adobe Inc. Technology	Reduced	2,070,828	-98,898	$943,510,653	−23.3%	0.55%
LLY	ELI LILLY & Co Healthcare	Added	3,239,243	+50,684	$927,622,017	+5.3%	0.55%
TMO	Thermo Fisher Scientific Inc. Healthcare	Reduced	1,549,040	-4,120	$914,940,476	−11.7%	0.54%
MRK	Merck & Co., Inc. Healthcare	Added	11,010,555	+625,453	$903,416,037	+13.5%	0.53%
KO	Coca Cola Co Consumer Defensive	Added	14,466,430	+761,866	$896,918,660	+10.5%	0.53%
DIS	Walt Disney Co Communication Services	Added	6,213,432	+567,572	$852,234,333	−2.5%	0.50%
ACN	Accenture plc Technology	Reduced	2,472,136	-34,746	$833,678,423	−19.8%	0.49%
WMT	Walmart Inc. Consumer Defensive	Added	5,543,179	+246,226	$825,490,216	+7.7%	0.49%
ORCL	Oracle Corp Technology	Reduced	9,864,996	-196,765	$816,131,119	−7.0%	0.48%
ABT	Abbott Laboratories Healthcare	Reduced	6,744,540	-123,848	$798,283,754	−17.4%	0.47%
CMCSA	Comcast Corp Communication Services	Added	16,874,894	+595,243	$790,081,862	−3.6%	0.46%
VZ	Verizon Communications Inc Communication Services	Added	15,504,915	+1,514,254	$789,820,370	+8.6%	0.46%
UNP	Union Pacific Corp Industrials	Added	2,887,396	+128,150	$788,865,461	+13.5%	0.46%
BMY	Bristol Myers Squibb Co Healthcare	Added	10,436,143	+712,002	$762,151,523	+25.7%	0.45%
INTC	Intel Corp Technology	Added	15,230,983	+226,078	$754,847,517	−2.3%	0.44%
TXN	Texas Instruments Inc Technology	Reduced	4,109,612	-101,861	$754,031,609	−5.0%	0.44%
DHR	Danaher Corp /De/ Healthcare	Reduced	2,564,778	-24,757	$752,326,254	−11.7%	0.44%
MCD	Mcdonalds Corp Consumer Cyclical	Added	2,944,879	+26,889	$728,209,679	−6.9%	0.43%
NKE	NIKE, Inc. Consumer Cyclical	Reduced	5,368,269	-153,748	$722,354,276	−21.5%	0.42%
NEE	Nextera Energy Inc Utilities	Reduced	8,241,329	-521,941	$698,122,979	−14.7%	0.41%
CRM	Salesforce, Inc. Technology	Reduced	3,242,730	-150,706	$688,496,433	−20.2%	0.40%
INTU	Intuit Inc. Technology	Added	1,418,161	+11,202	$681,908,535	−24.6%	0.40%
LOW	Lowes Companies Inc Consumer Cyclical	Added	3,333,307	+70,902	$673,961,342	−20.1%	0.40%
AMD	Advanced Micro Devices Inc Technology	Added	6,120,201	+1,722,206	$669,182,777	+5.7%	0.39%
QCOM	Qualcomm Inc/De Technology	Reduced	4,258,274	-49,671	$650,749,432	−17.4%	0.38%
AMGN	Amgen Inc Healthcare	Added	2,595,883	+172,109	$627,736,427	+15.1%	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.