Parametrica Management

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 (SIRI) 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 (CIM) 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 (GPS) 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 (IGT) 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 (CNHI) 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 (ZUO) 0.1 $110k 14k 8.02
New York Community Ban (NYCB) 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 (ANGI) 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