PARAMETRIC PORTFOLIO ASSOCIATES LLC

CIK 0000932859 · Q1 2022

13F Equity AUM

$190.2T

+97296232.8% QoQ

Positions

3,570

+17 QoQ

AUM Rank

—

Skill Alpha (FF)

+0.9%/yr^ns

No Clear Edge

Rank #2,000 · Top 24%

vs S&P +0.3%/yr (unadj.)

Quarters Tracked

~9 years

Portfolio Concentration

Top 5: 17.2%Top 10: 23.6%Top 20: 31.3%

MSFT5.7%

AAPL5.2%

AMZN2.6%

VOO1.9%

GOOGL1.8%

TSLA1.5%

GOOG1.4%

NVDA1.3%

BRK/B1.1%

UNH1.1%

Others (3560)76.3%

HHI (Herfindahl-Hirschman Index) measures portfolio concentration. Low (<1500) = diversified, Moderate (1500-2500), High (>2500) = concentrated bets.

Sector Allocation

Technology23.6%

Financial Services18.0%

Healthcare12.7%

Consumer Cyclical10.1%

Industrials8.0%

Communication Services7.6%

Consumer Defensive5.9%

Energy4.2%

Other9.9%

Portfolio weight by GICS sector based on latest 13F filing. Sectors below 2% are grouped as “Other.”

Position Sizing

Positions: 3570Median: 0.00%Avg: 0.03%

0–0.5%

3545(66.0%)

0.5–1%

13(8.2%)

1–3%

10(14.8%)

3–5%

0(0.0%)

5%+

2(10.9%)

Count of positions per weight bucket — (%) = combined portfolio weight

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Portfolio Overlap

Shared: 1,661Unique: 1,909vs 20 funds

43.2%High

3,570

Fund positions

1,935

Consensus CUSIPs

Jaccard similarity of this fund’s portfolio vs the consensus of top 20 funds by AUM. Low (<15%) = contrarian, Moderate (15-40%), High (>40%) = follows the crowd.

Most Similar Funds

Top 2 benchmark funds with highest portfolio overlap (Jaccard similarity)

EATON VANCE MANAGEMENT

44.4%

Cheyne Capital Management (UK) LLP

0.4%

Jaccard similarity per fund: shared CUSIPs / (fund A + fund B − shared). Higher values indicate more similar portfolios.

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Position Changes This Quarter

New221Increased2223Decreased1213Exited175

New Positions

SHEL0.1%

+4.1M

DINO0.0%

+1.8M

CEG0.0%

+1.1M

APO0.0%

+514K

FRT0.0%

+282K

SLG0.0%

+312K

RPV0.0%

+241K

ECAT0.0%

+913K

BCV0.0%

+37K

VTEX0.0%

+32K

Increased

T0.2%

+2.8M(+20%)

LYG0.0%

+2.6M(+27%)

XJQCX0.0%

+2.0M(+29%)

MFG0.0%

+1.7M(+9%)

AMD0.3%

+1.7M(+39%)

SPLV0.1%

+1.5M(+18263%)

BAC0.4%

+1.5M(+11%)

VIRTUS ALLIANZGI CON…0.0%

+1.5M(+69%)

XOM0.5%

+1.3M(+13%)

SAN0.0%

+1.3M(+10%)

Decreased

35V0.0%

-6,041,135(-96%)

LUMN0.0%

-3,668,047(-44%)

TEVA0.0%

-2,424,324(-53%)

IVV0.4%

-1,519,079(-47%)

UNLYF0.1%

-1,489,764(-35%)

STLA0.0%

-983,765(-34%)

SPPIUSD0.0%

-872,594(-94%)

DHC0.0%

-868,759(-43%)

ABCL0.0%

-850,000(-43%)

CX0.0%

-827,826(-50%)

Exited

XLNXEUR

-823,841

IHS MARKIT LTD

-1,195,829

-2,379,984

-5,689,483

-1,334,513

-1,894,132

-659,733

-524,064

-825,796

ATHENE HOLDING LTD C…

-318,232

Quarter-over-quarter changes compared to prior 13F filing. New = first appearance; Exited = no longer held.

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Holdings

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