Parametric Portfolio Associates LLC

CIK

932859

Location

Seattle, WA

Portfolio Value

Mega $178,666,281,252

Diversification

Diversified

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, 2021

Top 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	Positions
Technology	25.1%	$44,868,898,259	390
Financial Services	14.2%	$25,370,167,622	530
Healthcare	13.0%	$23,204,739,387	418
Consumer Cyclical	10.8%	$19,245,305,331	324
Industrials	8.1%	$14,538,878,620	347
Consumer Defensive	6.6%	$11,722,015,352	130
Communication Services	6.1%	$10,841,794,321	126
Unclassified	4.4%	$7,778,960,976	415
Energy	3.7%	$6,687,864,572	119
Real Estate	2.9%	$5,186,509,393	174
Basic Materials	2.6%	$4,646,526,008	119
Utilities	2.6%	$4,574,621,411	74

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
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
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
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
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.

Portfolio Positions

Compact Export CSV View 13F filing

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	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%	6.05%
AAPL	Apple Inc. Technology	Added	56,891,567	+1,280,613	$9,933,836,513	+0.6%	5.56%
AMZN	Amazon Com Inc Consumer Cyclical	Added	1,522,719	+17,837	$4,963,987,804	−1.1%	2.78%
VB	Vanguard Morningstar Small-Cap ETF	Reduced	10,120,186	-560,114	$3,884,161,685	−10.2%	2.17%
GOOGL	Alphabet Inc. Communication Services	Added	2,192,994	+58,499	$3,382,819,718	−0.8%	1.89%
TSLA	Tesla, Inc. Consumer Cyclical	Added	2,589,996	+78,463	$2,790,979,689	+5.2%	1.56%
NVDA	Nvidia Corp Technology	Added	9,075,522	+262,705	$2,476,346,932	−4.5%	1.39%
BRK-B	Berkshire Hathaway Inc Financial Services	Added	6,166,130	+471,543	$2,258,016,992	+26.9%	1.26%
UNH	Unitedhealth Group Inc Healthcare	Added	4,228,437	+126,956	$2,156,376,016	+4.7%	1.21%
JNJ	Johnson & Johnson Healthcare	Added	11,359,738	+422,206	$2,013,286,365	+7.6%	1.13%
AAXJ	iShares MSCI All Country Asia ex Japan ETF	Reduced	17,367,567	-2,120,640	$1,986,126,877	−30.1%	1.11%
META	Meta Platforms, Inc. Communication Services	Reduced	8,776,905	-710,359	$1,951,632,595	−38.8%	1.09%
V	Visa Inc. Financial Services	Added	7,417,380	+503,235	$1,644,952,362	+9.8%	0.92%
JPM	Jpmorgan Chase & Co Financial Services	Reduced	11,052,296	-224,426	$1,506,648,990	−15.6%	0.84%
PG	PROCTER & GAMBLE Co Consumer Defensive	Added	9,415,163	+246,129	$1,438,636,906	−4.1%	0.81%
MA	Mastercard Inc Financial Services	Added	3,692,517	+213,698	$1,319,631,725	+5.6%	0.74%
HD	Home Depot, Inc. Consumer Cyclical	Reduced	4,226,397	-11,961	$1,265,087,414	−28.1%	0.71%
ABBV	AbbVie Inc. Healthcare	Added	7,078,339	+352,169	$1,147,469,535	+26.0%	0.64%
PFE	Pfizer Inc Healthcare	Added	21,908,327	+217,479	$1,134,194,088	−11.4%	0.63%
BAC	Bank Of America Corp /De/ Financial Services	Added	26,093,995	+165,561	$1,075,594,473	−6.8%	0.60%
COST	Costco Wholesale Corp /New Consumer Defensive	Added	1,826,321	+59,955	$1,051,686,947	+4.9%	0.59%
CVX	Chevron Corp Energy	Added	6,443,068	+399,505	$1,049,124,762	+47.9%	0.59%
CSCO	Cisco Systems, Inc. Technology	Added	18,488,142	+901,664	$1,030,898,797	−7.5%	0.58%
PEP	Pepsico Inc Consumer Defensive	Added	6,067,697	+228,901	$1,015,611,123	+0.1%	0.57%
AVGO	Broadcom Inc. Technology	Added	1,546,718	+78,394	$973,937,390	−0.3%	0.55%
XOM	ExxonMobil Holdings Corp Energy	Added	11,453,009	+1,339,621	$945,904,013	+52.9%	0.53%
ADBE	Adobe Inc. Technology	Reduced	2,070,828	-98,898	$943,510,653	−23.3%	0.53%
LLY	ELI LILLY & Co Healthcare	Added	3,239,243	+50,684	$927,622,017	+5.3%	0.52%
TMO	Thermo Fisher Scientific Inc. Healthcare	Reduced	1,549,040	-4,120	$914,940,476	−11.7%	0.51%
MRK	Merck & Co., Inc. Healthcare	Added	11,010,555	+625,453	$903,416,037	+13.5%	0.51%
KO	Coca Cola Co Consumer Defensive	Added	14,466,430	+761,866	$896,918,660	+10.5%	0.50%
DIS	Walt Disney Co Communication Services	Added	6,213,432	+567,572	$852,234,333	−2.5%	0.48%
ACN	Accenture plc Technology	Reduced	2,472,136	-34,746	$833,678,423	−19.8%	0.47%
WMT	Walmart Inc. Consumer Defensive	Added	5,543,179	+246,226	$825,490,216	+7.7%	0.46%
ORCL	Oracle Corp Technology	Reduced	9,864,996	-196,765	$816,131,119	−7.0%	0.46%
ABT	Abbott Laboratories Healthcare	Reduced	6,744,540	-123,848	$798,283,754	−17.4%	0.45%
CMCSA	Comcast Corp Communication Services	Added	16,874,894	+595,243	$790,081,862	−3.6%	0.44%
VZ	Verizon Communications Inc Communication Services	Added	15,504,915	+1,514,254	$789,820,370	+8.6%	0.44%
UNP	Union Pacific Corp Industrials	Added	2,887,396	+128,150	$788,865,461	+13.5%	0.44%
BMY	Bristol Myers Squibb Co Healthcare	Added	10,436,143	+712,002	$762,151,523	+25.7%	0.43%
INTC	Intel Corp Technology	Added	15,230,983	+226,078	$754,847,517	−2.3%	0.42%
TXN	Texas Instruments Inc Technology	Reduced	4,109,612	-101,861	$754,031,609	−5.0%	0.42%
DHR	Danaher Corp /De/ Healthcare	Reduced	2,564,778	-24,757	$752,326,254	−11.7%	0.42%
MCD	Mcdonalds Corp Consumer Cyclical	Added	2,944,879	+26,889	$728,209,679	−6.9%	0.41%
NKE	NIKE, Inc. Consumer Cyclical	Reduced	5,368,269	-153,748	$722,354,276	−21.5%	0.40%
NEE	Nextera Energy Inc Utilities	Reduced	8,241,329	-521,941	$698,122,979	−14.7%	0.39%
CRM	Salesforce, Inc. Technology	Reduced	3,242,730	-150,706	$688,496,433	−20.2%	0.39%
INTU	Intuit Inc. Technology	Added	1,418,161	+11,202	$681,908,535	−24.6%	0.38%
LOW	Lowes Companies Inc Consumer Cyclical	Added	3,333,307	+70,902	$673,961,342	−20.1%	0.38%
AMD	Advanced Micro Devices Inc Technology	Added	6,120,201	+1,722,206	$669,182,777	+5.7%	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.