Parametrica Management as of March 31, 2020
Portfolio Holdings for Parametrica Management
Parametrica Management holds 227 positions in its portfolio as reported in the March 2020 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Invesco Qqq Trust Series 1 (QQQ) | 4.0 | $4.0M | 21k | 190.42 | |
| Alibaba Group Holding (BABA) | 3.1 | $3.0M | 16k | 194.47 | |
| Amazon (AMZN) | 2.9 | $2.9M | 1.5k | 1950.03 | |
| Marriott International (MAR) | 2.3 | $2.3M | 30k | 74.81 | |
| Microsoft Corporation (MSFT) | 2.2 | $2.1M | 14k | 157.67 | |
| Bilibili Ads (BILI) | 2.0 | $2.0M | 87k | 23.42 | |
| Jd (JD) | 1.9 | $1.9M | 47k | 40.51 | |
| JPMorgan Chase & Co. (JPM) | 1.9 | $1.9M | 21k | 90.03 | |
| Boeing Company (BA) | 1.9 | $1.9M | 13k | 149.12 | |
| Rh (RH) | 1.7 | $1.7M | 17k | 100.49 | |
| Gilead Sciences (GILD) | 1.6 | $1.6M | 21k | 74.78 | |
| D.R. Horton (DHI) | 1.5 | $1.5M | 44k | 34.00 | |
| Coca-Cola Company (KO) | 1.5 | $1.5M | 33k | 44.26 | |
| Moody's Corporation (MCO) | 1.4 | $1.4M | 6.7k | 211.54 | |
| Electronic Arts (EA) | 1.4 | $1.4M | 14k | 100.18 | |
| Johnson & Johnson (JNJ) | 1.4 | $1.4M | 10k | 131.08 | |
| Alphabet Inc Class C cs (GOOG) | 1.3 | $1.3M | 1.1k | 1161.82 | |
| McDonald's Corporation (MCD) | 1.3 | $1.3M | 7.7k | 165.30 | |
| Adobe Systems Incorporated (ADBE) | 1.3 | $1.3M | 4.0k | 318.37 | |
| Nike (NKE) | 1.1 | $1.1M | 14k | 82.71 | |
| Zoetis Inc Cl A (ZTS) | 1.1 | $1.1M | 9.1k | 117.70 | |
| Facebook Inc cl a (META) | 1.1 | $1.1M | 6.4k | 166.87 | |
| Apple (AAPL) | 1.1 | $1.0M | 4.1k | 254.19 | |
| Walt Disney Company (DIS) | 1.0 | $1.0M | 10k | 96.58 | |
| Intuitive Surgical (ISRG) | 1.0 | $1000k | 2.0k | 495.29 | |
| Bank of America Corporation (BAC) | 1.0 | $943k | 44k | 21.22 | |
| Royal Caribbean Cruises (RCL) | 0.9 | $920k | 29k | 32.18 | |
| Annaly Capital Management | 0.9 | $892k | 176k | 5.07 | |
| S&p Global (SPGI) | 0.8 | $838k | 3.4k | 245.17 | |
| Norwegian Cruise Line Hldgs (NCLH) | 0.8 | $796k | 73k | 10.96 | |
| FleetCor Technologies | 0.7 | $736k | 3.9k | 186.66 | |
| Oneok (OKE) | 0.7 | $723k | 33k | 21.82 | |
| TransDigm Group Incorporated (TDG) | 0.7 | $701k | 2.2k | 320.24 | |
| Sirius Xm Holdings | 0.6 | $584k | 118k | 4.94 | |
| Starwood Property Trust (STWD) | 0.6 | $577k | 56k | 10.25 | |
| Cintas Corporation (CTAS) | 0.6 | $560k | 3.2k | 173.21 | |
| Target Corporation (TGT) | 0.6 | $554k | 6.0k | 92.92 | |
| Expedia (EXPE) | 0.5 | $523k | 9.3k | 56.27 | |
| Marsh & McLennan Companies (MMC) | 0.5 | $515k | 6.0k | 86.47 | |
| Motorola Solutions (MSI) | 0.5 | $504k | 3.8k | 132.81 | |
| CONMED Corporation (CNMD) | 0.5 | $503k | 8.8k | 57.29 | |
| Credit Acceptance (CACC) | 0.5 | $460k | 1.8k | 255.56 | |
| West Pharmaceutical Services (WST) | 0.5 | $459k | 3.0k | 152.14 | |
| salesforce (CRM) | 0.5 | $459k | 3.2k | 143.89 | |
| First Republic Bank/san F (FRCB) | 0.5 | $446k | 5.4k | 82.30 | |
| Spotify Technology Sa (SPOT) | 0.4 | $443k | 3.7k | 121.34 | |
| Credicorp (BAP) | 0.4 | $443k | 3.1k | 143.23 | |
| Xpo Logistics Inc equity (XPO) | 0.4 | $420k | 8.6k | 48.79 | |
| Insulet Corporation (PODD) | 0.4 | $417k | 2.5k | 165.81 | |
| Realty Income (O) | 0.4 | $414k | 8.3k | 49.89 | |
| Integra LifeSciences Holdings (IART) | 0.4 | $402k | 9.0k | 44.71 | |
| Energy Transfer Equity (ET) | 0.4 | $402k | 87k | 4.60 | |
| MasterCard Incorporated (MA) | 0.4 | $399k | 1.7k | 241.82 | |
| Mid-America Apartment (MAA) | 0.4 | $399k | 3.9k | 102.97 | |
| Docusign (DOCU) | 0.4 | $397k | 4.3k | 92.33 | |
| Roku (ROKU) | 0.4 | $387k | 4.4k | 87.46 | |
| Sherwin-Williams Company (SHW) | 0.4 | $384k | 835.00 | 459.88 | |
| Amphenol Corporation (APH) | 0.4 | $380k | 5.2k | 72.96 | |
| Lazard Ltd-cl A shs a | 0.4 | $380k | 16k | 23.58 | |
| AFLAC Incorporated (AFL) | 0.4 | $371k | 11k | 34.28 | |
| Cincinnati Financial Corporation (CINF) | 0.4 | $368k | 4.9k | 75.52 | |
| Eastman Chemical Company (EMN) | 0.4 | $362k | 7.8k | 46.62 | |
| Waste Management (WM) | 0.4 | $360k | 3.9k | 92.62 | |
| Hexcel Corporation (HXL) | 0.4 | $358k | 9.6k | 37.22 | |
| Agnc Invt Corp Com reit (AGNC) | 0.4 | $357k | 34k | 10.59 | |
| Axis Capital Holdings (AXS) | 0.4 | $354k | 9.2k | 38.64 | |
| Microchip Technology (MCHP) | 0.3 | $346k | 5.1k | 67.78 | |
| EOG Resources (EOG) | 0.3 | $346k | 9.6k | 35.92 | |
| Capital One Financial (COF) | 0.3 | $346k | 6.9k | 50.35 | |
| Tyson Foods (TSN) | 0.3 | $345k | 6.0k | 57.89 | |
| Atlassian Corp Plc cl a | 0.3 | $344k | 2.5k | 137.38 | |
| Vail Resorts (MTN) | 0.3 | $343k | 2.3k | 147.84 | |
| MGIC Investment (MTG) | 0.3 | $342k | 54k | 6.35 | |
| ConAgra Foods (CAG) | 0.3 | $334k | 11k | 29.31 | |
| New Residential Investment (RITM) | 0.3 | $334k | 67k | 5.01 | |
| Church & Dwight (CHD) | 0.3 | $328k | 5.1k | 64.20 | |
| Carter's (CRI) | 0.3 | $326k | 5.0k | 65.77 | |
| American Express Company (AXP) | 0.3 | $325k | 3.8k | 85.59 | |
| MercadoLibre (MELI) | 0.3 | $322k | 660.00 | 487.88 | |
| Linde | 0.3 | $319k | 1.8k | 172.81 | |
| Ihs Markit | 0.3 | $319k | 5.3k | 60.00 | |
| Principal Financial (PFG) | 0.3 | $319k | 10k | 31.31 | |
| Ball Corporation (BALL) | 0.3 | $316k | 4.9k | 64.75 | |
| Newmont Mining Corporation (NEM) | 0.3 | $316k | 7.0k | 45.21 | |
| Spirit AeroSystems Holdings (SPR) | 0.3 | $314k | 13k | 23.95 | |
| Best Buy (BBY) | 0.3 | $312k | 5.5k | 57.09 | |
| NetEase (NTES) | 0.3 | $311k | 968.00 | 321.28 | |
| Edwards Lifesciences (EW) | 0.3 | $310k | 1.6k | 188.68 | |
| Lamb Weston Hldgs (LW) | 0.3 | $307k | 5.4k | 57.13 | |
| CACI International (CACI) | 0.3 | $300k | 1.4k | 211.12 | |
| International Flavors & Fragrances (IFF) | 0.3 | $300k | 2.9k | 102.01 | |
| Oracle Corporation (ORCL) | 0.3 | $297k | 6.2k | 48.28 | |
| Dupont De Nemours (DD) | 0.3 | $290k | 8.5k | 34.10 | |
| Varian Medical Systems | 0.3 | $290k | 2.8k | 102.62 | |
| Nexstar Broadcasting (NXST) | 0.3 | $290k | 5.0k | 57.77 | |
| Arch Capital Group (ACGL) | 0.3 | $288k | 10k | 28.44 | |
| Goldman Sachs (GS) | 0.3 | $287k | 1.9k | 154.55 | |
| Fortinet (FTNT) | 0.3 | $287k | 2.8k | 101.34 | |
| Nielsen Hldgs Plc Shs Eur | 0.3 | $285k | 23k | 12.53 | |
| Trinity Industries (TRN) | 0.3 | $285k | 18k | 16.04 | |
| Ringcentral (RNG) | 0.3 | $285k | 1.3k | 211.58 | |
| Chimera Investment Corp etf | 0.3 | $284k | 31k | 9.10 | |
| Workday Inc cl a (WDAY) | 0.3 | $283k | 2.2k | 130.11 | |
| Autoliv (ALV) | 0.3 | $277k | 6.0k | 46.04 | |
| SL Green Realty | 0.3 | $277k | 6.4k | 43.05 | |
| Cognex Corporation (CGNX) | 0.3 | $275k | 6.5k | 42.24 | |
| Gap (GAP) | 0.3 | $274k | 39k | 7.05 | |
| Dxc Technology (DXC) | 0.3 | $271k | 21k | 13.03 | |
| Texas Instruments Incorporated (TXN) | 0.3 | $270k | 2.7k | 99.85 | |
| American International (AIG) | 0.3 | $270k | 11k | 24.27 | |
| Madison Square Garden Cl A (MSGS) | 0.3 | $267k | 1.3k | 211.40 | |
| Juniper Networks (JNPR) | 0.3 | $266k | 14k | 19.11 | |
| Pulte (PHM) | 0.3 | $266k | 12k | 22.33 | |
| Axon Enterprise (AXON) | 0.3 | $266k | 3.8k | 70.80 | |
| Proofpoint | 0.3 | $265k | 2.6k | 102.63 | |
| Mercury General Corporation (MCY) | 0.3 | $263k | 6.5k | 40.70 | |
| Tandem Diabetes Care (TNDM) | 0.3 | $263k | 4.1k | 64.41 | |
| Brown & Brown (BRO) | 0.3 | $262k | 7.2k | 36.17 | |
| Everest Re Group (EG) | 0.3 | $262k | 1.4k | 192.08 | |
| Howard Hughes | 0.3 | $260k | 5.1k | 50.51 | |
| Gentex Corporation (GNTX) | 0.3 | $259k | 12k | 22.16 | |
| Onemain Holdings (OMF) | 0.3 | $257k | 13k | 19.14 | |
| GATX Corporation (GATX) | 0.3 | $253k | 4.0k | 62.61 | |
| HEICO Corporation (HEI) | 0.3 | $253k | 3.4k | 74.63 | |
| Macerich Company (MAC) | 0.3 | $252k | 45k | 5.62 | |
| Tetra Tech (TTEK) | 0.3 | $248k | 3.5k | 70.74 | |
| Southern Copper Corporation (SCCO) | 0.2 | $247k | 8.8k | 28.22 | |
| Trade Desk (TTD) | 0.2 | $247k | 1.3k | 192.82 | |
| Santander Consumer Usa | 0.2 | $246k | 18k | 13.93 | |
| Watts Water Technologies (WTS) | 0.2 | $246k | 2.9k | 84.71 | |
| Snap-on Incorporated (SNA) | 0.2 | $245k | 2.3k | 108.70 | |
| Globe Life (GL) | 0.2 | $245k | 3.4k | 71.91 | |
| New Oriental Education & Tech | 0.2 | $245k | 2.3k | 108.22 | |
| Tapestry (TPR) | 0.2 | $244k | 19k | 12.96 | |
| Energizer Holdings (ENR) | 0.2 | $243k | 8.0k | 30.23 | |
| Unum (UNM) | 0.2 | $242k | 16k | 14.99 | |
| Invesco (IVZ) | 0.2 | $241k | 27k | 9.08 | |
| Tree (TREE) | 0.2 | $241k | 1.3k | 183.69 | |
| Crane | 0.2 | $241k | 4.9k | 49.17 | |
| Builders FirstSource (BLDR) | 0.2 | $237k | 19k | 12.23 | |
| Omni (OMC) | 0.2 | $237k | 4.3k | 54.96 | |
| Flowserve Corporation (FLS) | 0.2 | $237k | 9.9k | 23.90 | |
| Paycom Software (PAYC) | 0.2 | $235k | 1.2k | 202.41 | |
| Costco Wholesale Corporation (COST) | 0.2 | $232k | 815.00 | 284.66 | |
| Omnicell (OMCL) | 0.2 | $232k | 3.5k | 65.54 | |
| Mosaic (MOS) | 0.2 | $232k | 22k | 10.80 | |
| Hd Supply | 0.2 | $231k | 8.1k | 28.49 | |
| Mongodb Inc. Class A (MDB) | 0.2 | $230k | 1.7k | 136.82 | |
| Primerica (PRI) | 0.2 | $229k | 2.6k | 88.35 | |
| Radian (RDN) | 0.2 | $229k | 18k | 12.96 | |
| Crocs (CROX) | 0.2 | $229k | 14k | 17.00 | |
| Antero Midstream Corp antero midstream (AM) | 0.2 | $228k | 109k | 2.10 | |
| Mylan Nv | 0.2 | $225k | 15k | 14.92 | |
| Arconic | 0.2 | $224k | 14k | 16.06 | |
| Roper Industries (ROP) | 0.2 | $224k | 717.00 | 312.41 | |
| Carpenter Technology Corporation (CRS) | 0.2 | $223k | 11k | 19.52 | |
| Comerica Incorporated (CMA) | 0.2 | $222k | 7.6k | 29.39 | |
| Jefferies Finl Group (JEF) | 0.2 | $221k | 16k | 13.68 | |
| Brookfield Infrastructure Part (BIP) | 0.2 | $219k | 6.1k | 36.05 | |
| Genpact (G) | 0.2 | $219k | 7.5k | 29.14 | |
| Signature Bank (SBNY) | 0.2 | $217k | 2.7k | 80.46 | |
| Lockheed Martin Corporation (LMT) | 0.2 | $217k | 640.00 | 339.06 | |
| Abbott Laboratories (ABT) | 0.2 | $216k | 2.7k | 78.80 | |
| Iqiyi (IQ) | 0.2 | $215k | 12k | 17.79 | |
| Dollar Tree (DLTR) | 0.2 | $215k | 2.9k | 73.58 | |
| Hca Holdings (HCA) | 0.2 | $214k | 2.4k | 89.65 | |
| Zions Bancorporation (ZION) | 0.2 | $214k | 8.0k | 26.82 | |
| Las Vegas Sands (LVS) | 0.2 | $213k | 5.0k | 42.54 | |
| Esperion Therapeutics (ESPR) | 0.2 | $213k | 6.8k | 31.54 | |
| Dorman Products (DORM) | 0.2 | $212k | 3.8k | 55.32 | |
| Maximus (MMS) | 0.2 | $211k | 3.6k | 58.17 | |
| Zscaler Incorporated (ZS) | 0.2 | $211k | 3.5k | 60.82 | |
| Alcoa (AA) | 0.2 | $210k | 34k | 6.15 | |
| Melco Crown Entertainment (MLCO) | 0.2 | $209k | 17k | 12.40 | |
| Hanover Insurance (THG) | 0.2 | $209k | 2.3k | 90.67 | |
| Firstcash | 0.2 | $209k | 2.9k | 71.90 | |
| Interactive Brokers (IBKR) | 0.2 | $208k | 4.8k | 43.13 | |
| IDEX Corporation (IEX) | 0.2 | $208k | 1.5k | 137.93 | |
| Sempra Energy (SRE) | 0.2 | $207k | 1.8k | 113.18 | |
| Cleveland-cliffs (CLF) | 0.2 | $206k | 52k | 3.96 | |
| Tenet Healthcare Corporation (THC) | 0.2 | $206k | 14k | 14.40 | |
| Nutanix Inc cl a (NTNX) | 0.2 | $201k | 13k | 15.78 | |
| Cars (CARS) | 0.2 | $200k | 47k | 4.30 | |
| International Game Technology (BRSL) | 0.2 | $192k | 32k | 5.94 | |
| Two Hbrs Invt Corp Com New reit | 0.2 | $190k | 50k | 3.80 | |
| Plains All American Pipeline (PAA) | 0.2 | $187k | 35k | 5.29 | |
| SLM Corporation (SLM) | 0.2 | $181k | 25k | 7.17 | |
| Caesars Entertainment | 0.2 | $180k | 27k | 6.77 | |
| Covanta Holding Corporation | 0.2 | $178k | 21k | 8.55 | |
| JetBlue Airways Corporation (JBLU) | 0.2 | $174k | 19k | 8.96 | |
| Flextronics International Ltd Com Stk (FLEX) | 0.2 | $168k | 20k | 8.37 | |
| Regions Financial Corporation (RF) | 0.2 | $164k | 18k | 8.97 | |
| Helmerich & Payne (HP) | 0.2 | $160k | 10k | 15.64 | |
| Intelsat Sa | 0.2 | $160k | 104k | 1.53 | |
| Switch Inc cl a | 0.2 | $154k | 11k | 14.39 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.2 | $153k | 23k | 6.76 | |
| Kohl's Corporation (KSS) | 0.2 | $152k | 10k | 14.63 | |
| Meritor | 0.1 | $145k | 11k | 13.24 | |
| Michaels Cos Inc/the | 0.1 | $140k | 86k | 1.62 | |
| Coty Inc Cl A (COTY) | 0.1 | $139k | 27k | 5.17 | |
| Cnh Industrial (CNH) | 0.1 | $132k | 24k | 5.59 | |
| Heron Therapeutics (HRTX) | 0.1 | $129k | 11k | 11.72 | |
| Portola Pharmaceuticals | 0.1 | $123k | 17k | 7.16 | |
| Valley National Ban (VLY) | 0.1 | $122k | 17k | 7.33 | |
| Red Rock Resorts Inc Cl A (RRR) | 0.1 | $116k | 14k | 8.58 | |
| Abercrombie & Fitch (ANF) | 0.1 | $114k | 13k | 9.11 | |
| Umpqua Holdings Corporation | 0.1 | $113k | 10k | 10.90 | |
| Zuora Inc ordinary shares | 0.1 | $110k | 14k | 8.02 | |
| New York Community Ban | 0.1 | $110k | 12k | 9.36 | |
| Cnx Resources Corporation (CNX) | 0.1 | $109k | 21k | 5.33 | |
| Plains Gp Holdings Lp-cl A (PAGP) | 0.1 | $102k | 18k | 5.60 | |
| Allegheny Technologies Incorporated (ATI) | 0.1 | $102k | 12k | 8.49 | |
| Targa Res Corp (TRGP) | 0.1 | $97k | 14k | 6.89 | |
| Macy's (M) | 0.1 | $93k | 19k | 4.93 | |
| Empire St Rlty Tr Inc cl a (ESRT) | 0.1 | $92k | 10k | 8.99 | |
| Apollo Commercial Real Est. Finance (ARI) | 0.1 | $79k | 11k | 7.47 | |
| Angi Homeservices | 0.1 | $72k | 14k | 5.29 | |
| Parsley Energy Inc-class A | 0.1 | $71k | 12k | 5.74 | |
| Cadence Bancorporation cl a | 0.1 | $70k | 11k | 6.51 | |
| Western Midstream Partners (WES) | 0.1 | $68k | 21k | 3.22 | |
| Magnolia Oil & Gas Corp magnolia oil & gas corp (MGY) | 0.1 | $67k | 17k | 3.97 | |
| Adt (ADT) | 0.1 | $62k | 14k | 4.34 | |
| Bed Bath & Beyond | 0.1 | $52k | 12k | 4.23 | |
| Ensco | 0.0 | $44k | 98k | 0.45 | |
| Enlink Midstream (ENLC) | 0.0 | $27k | 25k | 1.08 | |
| RPC (RES) | 0.0 | $27k | 13k | 2.05 | |
| Tellurian (TELL) | 0.0 | $17k | 19k | 0.88 |
