Parametric Portfolio Associates LLC

CIK

932859

Location

Seattle, WA

Portfolio Value

Mega $152,912,858,190

Diversification

Diversified

Filing Date

Global Rank

#37 / 6,760 ▼ 1

Top Industry

Software - Infrastructure 8.6%

3Y Alpha vs SPY

-5.0%

Period ended 4 years ago

Filed May 16, 2022 · 4y

9 quarters · since Mar 2020

Clone Performance

Jun 2023–Jun 2026 · vs SPY

Hypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.

Cloned portfolio

+55.8%

SPY

+76.5%

Annualised alpha

-4.9%

Max drawdown

−16.8%

Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.

Portfolio Concentration

2,607 positions · as of Mar 31, 2022 · Δ vs Dec 31, 2021

Top Position

7.1%

−0.4 pts

Top 5

17.7%

−0.9 pts

Top 10

22.9%

−1.1 pts

HHI

122

Diversified−8

Portfolio Trend

9 quarters · across all stocks

Sector Breakdown

As of Mar 31, 2022

Sector	% Portfolio	Value	Positions
Technology	26.3%	$40,171,872,423	371
Financial Services	16.4%	$25,059,288,980	512
Healthcare	14.8%	$22,630,503,253	371
Industrials	9.1%	$13,890,410,504	333
Consumer Cyclical	8.0%	$12,159,182,098	308
Consumer Defensive	7.1%	$10,846,828,727	122
Communication Services	4.5%	$6,939,692,579	115
Energy	4.4%	$6,753,122,629	115
Real Estate	3.3%	$5,079,022,379	158
Basic Materials	2.9%	$4,488,568,524	117
Utilities	2.9%	$4,444,195,403	73
Unclassified	0.3%	$450,170,691	12

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	$304,960,558
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	Exxon Mobil 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	$202,816,160
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
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
FTV	Fortive Corp	1,255,464	$57,645,382
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
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
VSEC	Vse Corp	4,073	$248,208
KROS	Keros Therapeutics, Inc.	3,981	$232,928
HUYA	HUYA Inc.	33,045	$229,332
FRHC	Freedom Holding Corp.	3,300	$228,789
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

2,607 positions · $152,912,858,190 total · 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 2,607 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%	7.07%
AAPL	Apple Inc. Technology	Added	56,891,567	+1,280,613	$9,933,836,513	+0.6%	6.50%
BRK-B	Berkshire Hathaway Inc Financial Services	Added	6,165,975	+471,558	$2,176,034,237	+27.8%	1.42%
UNH	Unitedhealth Group Inc Healthcare	Added	4,228,437	+126,956	$2,156,376,016	+4.7%	1.41%
JNJ	Johnson & Johnson Healthcare	Added	11,359,738	+422,206	$2,013,286,365	+7.6%	1.32%
META	Meta Platforms, Inc. Communication Services	Reduced	8,776,905	-710,359	$1,951,632,595	−38.8%	1.28%
V	Visa Inc. Financial Services	Added	7,417,380	+503,235	$1,644,952,362	+9.8%	1.08%
JPM	Jpmorgan Chase & Co Financial Services	Reduced	11,052,296	-224,426	$1,506,648,990	−15.6%	0.99%
PG	PROCTER & GAMBLE Co Consumer Defensive	Added	9,415,163	+246,129	$1,438,636,906	−4.1%	0.94%
MA	Mastercard Inc Financial Services	Added	3,692,517	+213,698	$1,319,631,725	+5.6%	0.86%
HD	Home Depot, Inc. Consumer Cyclical	Reduced	4,226,397	-11,961	$1,265,087,414	−28.1%	0.83%
ABBV	AbbVie Inc. Healthcare	Added	7,078,339	+352,169	$1,147,469,535	+26.0%	0.75%
PFE	Pfizer Inc Healthcare	Added	21,908,327	+217,479	$1,134,194,088	−11.4%	0.74%
BAC	Bank Of America Corp /De/ Financial Services	Added	26,093,995	+165,561	$1,075,594,473	−6.8%	0.70%
COST	Costco Wholesale Corp /New Consumer Defensive	Added	1,826,321	+59,955	$1,051,686,947	+4.9%	0.69%
CVX	Chevron Corp Energy	Added	6,443,068	+399,505	$1,049,124,762	+47.9%	0.69%
CSCO	Cisco Systems, Inc. Technology	Added	18,488,142	+901,664	$1,030,898,797	−7.5%	0.67%
PEP	Pepsico Inc Consumer Defensive	Added	6,067,697	+228,901	$1,015,611,123	+0.1%	0.66%
XOM	Exxon Mobil Corp Energy	Added	11,453,009	+1,339,621	$945,904,013	+52.9%	0.62%
ADBE	Adobe Inc. Technology	Reduced	2,070,828	-98,898	$943,510,653	−23.3%	0.62%
TSLA	Tesla, Inc. Consumer Cyclical	Added	2,589,996	+78,463	$930,326,563	+5.2%	0.61%
LLY	ELI LILLY & Co Healthcare	Added	3,239,243	+50,684	$927,622,017	+5.3%	0.61%
TMO	Thermo Fisher Scientific Inc. Healthcare	Reduced	1,549,040	-4,120	$914,940,476	−11.7%	0.60%
MRK	Merck & Co., Inc. Healthcare	Added	11,010,555	+625,453	$903,416,037	+13.5%	0.59%
KO	Coca Cola Co Consumer Defensive	Added	14,466,430	+761,866	$896,918,660	+10.5%	0.59%
DIS	Walt Disney Co Communication Services	Added	6,213,432	+567,572	$852,234,333	−2.5%	0.56%
ACN	Accenture plc Technology	Reduced	2,472,136	-34,746	$833,678,423	−19.8%	0.55%
ORCL	Oracle Corp Technology	Reduced	9,864,996	-196,765	$816,131,119	−7.0%	0.53%
ABT	Abbott Laboratories Healthcare	Reduced	6,744,540	-123,848	$798,283,754	−17.4%	0.52%
VZ	Verizon Communications Inc Communication Services	Added	15,504,915	+1,514,254	$789,820,370	+8.6%	0.52%
UNP	Union Pacific Corp Industrials	Added	2,887,396	+128,150	$788,865,461	+13.5%	0.52%
BMY	Bristol Myers Squibb Co Healthcare	Added	10,436,143	+712,002	$762,151,523	+25.7%	0.50%
INTC	Intel Corp Technology	Added	15,230,983	+226,078	$754,847,517	−2.3%	0.49%
TXN	Texas Instruments Inc Technology	Reduced	4,109,612	-101,861	$754,031,609	−5.0%	0.49%
CMCSA	Comcast Corp Communication Services	Added	16,874,894	+595,243	$740,470,348	−3.6%	0.48%
MCD	Mcdonalds Corp Consumer Cyclical	Added	2,944,879	+26,889	$728,209,679	−6.9%	0.48%
NKE	NIKE, Inc. Consumer Cyclical	Reduced	5,368,269	-153,748	$722,354,276	−21.5%	0.47%
NEE	Nextera Energy Inc Utilities	Reduced	8,241,329	-521,941	$698,122,979	−14.7%	0.46%
CRM	Salesforce, Inc. Technology	Reduced	3,242,730	-150,706	$688,496,433	−20.2%	0.45%
INTU	Intuit Inc. Technology	Added	1,418,161	+11,202	$681,908,535	−24.6%	0.45%
LOW	Lowes Companies Inc Consumer Cyclical	Added	3,333,307	+70,902	$673,961,342	−20.1%	0.44%
AMD	Advanced Micro Devices Inc Technology	Added	6,120,201	+1,722,206	$669,182,777	+5.7%	0.44%
DHR	Danaher Corp /De/ Healthcare	Reduced	2,564,778	-24,757	$666,955,899	−11.7%	0.44%
QCOM	Qualcomm Inc/De Technology	Reduced	4,258,274	-49,671	$650,749,432	−17.4%	0.43%
AMGN	Amgen Inc Healthcare	Added	2,595,883	+172,109	$627,736,427	+15.1%	0.41%
UPS	United Parcel Service Inc Industrials	Added	2,889,947	+276,550	$619,778,033	+10.6%	0.41%
SPGI	S&P Global Inc. Financial Services	Added	1,483,332	+350,447	$608,433,119	+13.8%	0.40%
CVS	CVS HEALTH Corp Healthcare	Added	5,963,843	+179,104	$603,600,550	+1.1%	0.39%
TGT	Target Corp Consumer Defensive	Added	2,687,973	+86,346	$570,441,630	−5.3%	0.37%
MDT	Medtronic plc Healthcare	NEW	4,911,466	NEW	$544,927,152	NEW	0.36%