PARAMETRIC PORTFOLIO ASSOCIATES LLC

Long Only Manager

PARAMETRIC PORTFOLIO ASSOCIATES LLC is a Long Only Manager based in Seattle, WA led by Thomas Bernard Lee, reporting $574.02B in AUM as of Q1 2022 with MSFT as the largest holding (6% allocation).

PresidentThomas Bernard Lee

Portfolio Value: $172.51B
Positions: 2,906
Top Holding: MSFT at 6.26%
Last Reported: Q1 2022

Address800 Fifth Avenue, Suite 2800, Seattle, WA, 98104, United States

Top Holdings

Largest long holdings in PARAMETRIC PORTFOLIO ASSOCIATES LLC's portfolio (24.8% of total portfolio)

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Holding	Sector	Market Value	Weight	Ownership	Owned Since
1 Microsoft MSFT	Software - Infrastructure Technology	$10.8B	6.26%	0.47% 35.0M shares	≤ Q2 2013 Held for 12y 3m+
2 Apple AAPL	Consumer Electronics Technology	$9.9B	5.76%	0.35% 56.9M shares	≤ Q2 2013 Held for 12y 3m+
3 Amazon AMZN	Specialty Retail Consumer Cyclical	$5.0B	2.88%	0.30% 1.5M shares	≤ Q2 2013 Held for 12y 3m+
4 Vanguard S&P 500 ETF VOO	ETF ETF	$3.6B	2.07%	— 8.6M shares	≤ Q2 2013 Held for 12y 3m+
5 Tesla, Inc. TSLA	Auto - Manufacturers Consumer Cyclical	$2.8B	1.62%	0.25% 2.6M shares	≤ Q2 2013 Held for 12y 3m+
6 Nvidia NVDA	Semiconductors Technology	$2.5B	1.44%	0.36% 9.1M shares	≤ Q2 2013 Held for 12y 3m+
7 Berkshire Hathaway BRK.B	Insurance - Diversified Financial Services	$2.2B	1.26%	0.28% 6.2M shares	Q4 2019 Held for 5y 9m
8 UnitedHealth Group UNH	Medical - Healthcare Plans Healthcare	$2.2B	1.25%	0.45% 4.2M shares	≤ Q2 2013 Held for 12y 3m+
9 Johnson & Johnson JNJ	Drug Manufacturers - General Healthcare	$2.0B	1.17%	0.43% 11.4M shares	≤ Q2 2013 Held for 12y 3m+
10 Meta Platforms, Inc. META	Internet Content & Information Communication Services	$2.0B	1.13%	— 8.8M shares	≤ Q2 2013 Held for 12y 3m+

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Changes

Portfolio activity, position movements, and quarter-over-quarter changes in PARAMETRIC PORTFOLIO ASSOCIATES LLC's latest filing

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Market Value

$172.51B

Prior: $177.62B

Q/Q Change

-2.88%

-$5.1B

Net Flows % of MV

+2.61%

Turnover Ratio

3.18%

New Purchases

168 stocks

$138.3M

Added To

1,795 stocks

+$7.6B

Sold Out Of

163 stocks

$129.9M

Reduced Holdings

953 stocks

-$3.1B

Increased Positions

Position	Shares Δ	Change
1 Constellation Energy CEG	New	0 → 1.1M +$64.5M
2 Invesco Aerospace & Defense PPA	New	0 → 117.9K +$9.2M
3 Grab Holdings Limited GRAB	New	0 → 2.5M +$8.7M
4 Dimensional U.S. Core Equity 2 DFAC	New	0 → 298.4K +$8.2M
5 Perimeter Solutions PRM	New	0 → 272.1K +$3.3M

Decreased Positions

Position	Shares Δ	Change
1 Bread Financial Holdings BFH	Sold	524.1K → 0 −$34.9M
2 Enovis ENOV	Sold	553.0K → 0 −$25.4M
3 iShares Preferred and Income Securities ETF PFF	Sold	193.9K → 0 −$7.6M
4 iShares MSCI Europe Financials EUFN	Sold	360.3K → 0 −$7.2M
5 iShares Expanded Tech-Software Sector IGV	Sold	16.3K → 0 −$6.5M

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Analytics

Portfolio insights and performance metrics for PARAMETRIC PORTFOLIO ASSOCIATES LLC

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Sector Allocation

Technology

25.00%

Financial Services

13.60%

Healthcare

13.20%

Consumer Cyclical

11.30%

Industrials

9.00%

Consumer Defensive

6.50%

Communication Services

4.50%

ETF

4.40%

Energy

4.00%

Real Estate

3.10%

Basic Materials

2.80%

Utilities

2.60%

Market Cap Distribution

Mega Cap (> $200B)

35.30%

Large Cap ($10B - $200B)

51.12%

Mid Cap ($2B - $10B)

7.14%

Small Cap ($300M - $2B)

1.87%

Micro Cap ($50M - $300M)

0.08%

Nano Cap (< $50M)

0.10%

N/A (ETF or Unknown)

4.38%

Portfolio Concentration

Top 10 Holdings %

24.83%

Top 20 Holdings %

32.15%

Top 50 Holdings %

46.27%

Top 100 Holdings %

58.73%

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