A striking feature of lymphatic filariasis is the considerable heterogeneity in infection burden observed between hosts, which greatly complicates the analysis of the population dynamics of the disease. Here, we describe the first application of the moment closure equation approach to model the sources and the impact of this heterogeneity for macrofilarial population dynamics. The analysis is based on the closest laboratory equivalent of the life cycle and immunology of infection in humans--cats chronically infected with the filarial nematode Brugia pahangi. Two sets of long-term experiments are analysed: hosts given either single primary infections or given repeat infections. We begin by quantifying changes in the mean and aggregation of adult parasites (inversely measured by the negative binomial parameter, kappa in cohorts of hosts using generalized linear models. We then apply simple stochastic models to interpret observed patterns. The models and empirical data indicate that parasite aggregation tracks the decline in the mean burden with host age in primary infections. Conversely, in repeat infections, aggregation increases as the worm burden declines with experience of infection. The results show that the primary infection variability is consistent with heterogeneities in parasite survival between hosts. By contrast, the models indicate that the reduction in parasite variability with time in repeat infections is most likely due to the 'filtering' effect of a strong, acquired immune response, which gradually acts to remove the initial variability generated by heterogeneities in larval mortality. We discuss this result in terms of the homogenizing effect of host immunity-driven density-dependence on macrofilarial burden in older hosts.