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Parametrica Management Portfolio holdings
AUM
$88M
1-Year Est. Return
48.84%
This Fund
S&P 500
This Quarter
Est. Return
+7.36%
1 Year Est. Return
+48.84%
3 Year Est. Return
+257.17%
5 Year Est. Return
+315.15%
10 Year Est. Return
–
AUM
$158M
AUM Growth
-$79.5M
(-33%)
Cap. Flow
-$86.7M
Cap. Flow
% of AUM
-54.91%
Top 10 Holdings %
Top 10 Hldgs %
21.01%
Holding
526
New
190
Increased
58
Reduced
87
Closed
189
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Baidu
BIDU
|
+$2.34M |
| 2 |
VSA
VisionSys AI
VSA
|
+$2M |
| 3 |
Huazhu Hotels Group
HTHT
|
+$1.12M |
| 4 |
S
Sprint Corporation
S
|
+$1.08M |
| 5 |
NAV
Navistar International
NAV
|
+$1.02M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$21M |
| 2 |
CYOU
Changyou.com Limited American Depositary Share
CYOU
|
+$9.71M |
| 3 |
Alibaba
BABA
|
+$8.46M |
| 4 |
NetEase
NTES
|
+$7.97M |
| 5 |
WUBA
58.com Inc
WUBA
|
+$7.08M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 22.74% |
| 2 | Communication Services | 18.05% |
| 3 | Industrials | 17.49% |
| 4 | Consumer Staples | 8.14% |
| 5 | Technology | 7.41% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
EFOR
251
Everforth Inc
EFOR
$960M
| $265K | 0.17% |
+4,118
| New | +$249K |
|
|
MRSH
252
Marsh
MRSH
$94.3B
| $265K | 0.17% |
+3,246
| New | +$270K |
|
253
Thor Industries
THO
$4.06B
| $265K | 0.17% |
1,761
-2,973
| -63% | -$413K |
|
254
Quanta Services
PWR
$84.2B
| $264K | 0.17% |
+6,756
| New | +$253K |
|
255
HEICO Corp
HEI
$49.6B
| $263K | 0.17% |
5,441
-2,166
| -28% | -$101K |
|
256
Nike
NKE
$64.1B
| $263K | 0.17% |
+4,201
| New | +$242K |
|
257
Huntington Ingalls Industries
HII
$11B
| $262K | 0.17% |
+1,112
| New | +$262K |
|
258
Arch Capital
ACGL
$35.7B
| $261K | 0.17% |
+8,628
| New | +$276K |
|
259
Zoetis
ZTS
$32.7B
| $261K | 0.17% |
+3,620
| New | +$249K |
|
260
Mercury Systems
MRCY
$5.41B
| $260K | 0.16% |
5,064
+590
| +13% | +$30.3K |
|
261
WEC Energy
WEC
$36.3B
| $260K | 0.16% |
3,904
+171
| +5% | +$11.5K |
|
|
SPR
262
DELISTED
Spirit AeroSystems
SPR
| $259K | 0.16% |
+2,969
| New | +$244K |
|
263
GoDaddy
GDDY
$13.9B
| $258K | 0.16% |
+5,122
| New | +$243K |
|
|
AMWD
264
DELISTED
American Woodmark
AMWD
| $257K | 0.16% |
+1,976
| New | +$208K |
|
265
Broadridge
BR
$18.4B
| $257K | 0.16% |
2,837
-1,612
| -36% | -$141K |
|
266
Aflac
AFL
$65.5B
| $256K | 0.16% |
5,842
-446
| -7% | -$19K |
|
267
Prestige Consumer Healthcare
PBH
$2.47B
| $256K | 0.16% |
5,766
-322
| -5% | -$14.7K |
|
268
UFP Industries
UFPI
$4.95B
| $254K | 0.16% |
6,751
-5,249
| -44% | -$193K |
|
|
MGLN
269
DELISTED
Magellan Health Services, Inc.
MGLN
| $254K | 0.16% |
2,629
-204
| -7% | -$18K |
|
|
WRK
270
DELISTED
WestRock Company
WRK
| $253K | 0.16% |
3,998
-6,046
| -60% | -$367K |
|
271
Pfizer
PFE
$143B
| $252K | 0.16% |
7,328
-5,062
| -41% | -$173K |
|
272
Rayonier
RYN
$6.67B
| $252K | 0.16% |
+8,798
| New | +$244K |
|
273
Valmont Industries
VMI
$8.81B
| $249K | 0.16% |
1,504
-189
| -11% | -$30.7K |
|
274
MDU Resources
MDU
$4.18B
| $248K | 0.16% |
+24,284
| New | +$249K |
|
275
Supernus Pharmaceuticals
SUPN
$2.7B
| $247K | 0.16% |
+6,194
| New | +$245K |
|
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Parametrica Management's Q4 2017 Portfolio in Review
As of Q4 2017, Parametrica Management held 526 positions worth $158M, down 33% from $237M the previous quarter. Its ten largest holdings account for 21% of the portfolio.
Parametrica Management withdrew a net $86.7M in Q4 2017, closing 189 positions and reducing 87 holdings. Its most notable exit was iShares JPMorgan USD Emerging Markets Bond ETF, an estimated $21M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 23% of assets, up from 17% a quarter earlier, followed by Communication Services and Industrials.
Against the trend, Parametrica Management opened a new position in Baidu worth $2.24M.
- Parametrica Management's largest Q4 2017 buy was Baidu: 9,558 shares worth $2.24M.
- Parametrica Management added most to Sprint Corporation in Q4 2017, an estimated $1.08M increase.
- Parametrica Management's biggest Q4 2017 reduction was Alibaba, cutting an estimated $8.46M.
- Parametrica Management fully exited iShares JPMorgan USD Emerging Markets Bond ETF in Q4 2017, selling an estimated $21M.
- Parametrica Management's ten largest holdings make up 21% of its $158M portfolio in Q4 2017.
- Parametrica Management opened 190 new positions and closed 189 in Q4 2017.
- Parametrica Management's portfolio value fell 33% quarter-over-quarter to $158M.
Based on Parametrica Management's 13F filing for Q4 2017, filed 1 Feb 2018.