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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 | |
|---|---|---|---|---|---|---|
26
Markel Group
MKL
$25.2B
| $720K | 0.46% |
632
+180
| +40% | +$197K |
|
27
Copart
CPRT
$28.5B
| $715K | 0.45% |
66,220
+40,488
| +157% | +$394K |
|
28
SiriusXM
SIRI
$11B
| $707K | 0.45% |
13,182
+8,436
| +178% | +$466K |
|
29
MillerKnoll
MLKN
$1.56B
| $705K | 0.45% |
+17,598
| New | +$617K |
|
30
Accenture
ACN
$106B
| $703K | 0.45% |
4,592
-3,965
| -46% | -$575K |
|
31
Choice Hotels
CHH
$5.26B
| $688K | 0.44% |
+8,878
| New | +$648K |
|
|
CZZ
32
DELISTED
Cosan Limited
CZZ
| $654K | 0.41% |
+67,434
| New | +$610K |
|
|
CNH
33
CNH Industrial
CNH
$13.3B
| $644K | 0.41% |
55,204
+43,139
| +358% | +$477K |
|
34
SFL Corp
SFL
$1.61B
| $642K | 0.41% |
41,446
+19,746
| +91% | +$296K |
|
|
AXE
35
DELISTED
Anixter International Inc
AXE
| $641K | 0.41% |
+8,435
| New | +$621K |
|
36
HNI Corp
HNI
$3.08B
| $639K | 0.4% |
+16,561
| New | +$606K |
|
37
Johnson & Johnson
JNJ
$640B
| $613K | 0.39% |
4,386
+286
| +7% | +$39.8K |
|
38
Southern Copper
SCCO
$138B
| $608K | 0.39% |
13,819
-9,027
| -40% | -$363K |
|
39
AerCap
AER
$23.4B
| $591K | 0.37% |
11,227
+183
| +2% | +$9.53K |
|
40
Becton Dickinson
BDX
$46.4B
| $587K | 0.37% |
+2,809
| New | +$588K |
|
41
NVR
NVR
$17.1B
| $586K | 0.37% |
167
+55
| +49% | +$179K |
|
42
Loews
L
$24.5B
| $575K | 0.36% |
+11,487
| New | +$568K |
|
43
Telephone and Data Systems
TDS
$3.87B
| $573K | 0.36% |
+20,606
| New | +$565K |
|
44
Meta Platforms (Facebook)
META
$1.49T
| $571K | 0.36% |
+3,235
| New | +$572K |
|
45
Motorola Solutions
MSI
$72.1B
| $570K | 0.36% |
+6,302
| New | +$574K |
|
|
SAGE
46
DELISTED
Sage Therapeutics
SAGE
| $570K | 0.36% |
+3,463
| New | +$336K |
|
|
SFLY
47
DELISTED
Shutterfly, Inc.
SFLY
| $567K | 0.36% |
11,392
+5,675
| +99% | +$257K |
|
48
La-Z-Boy
LZB
$1.64B
| $562K | 0.36% |
+18,021
| New | +$520K |
|
|
VG
49
DELISTED
Vonage Holdings Corporation
VG
| $562K | 0.36% |
55,244
+25,000
| +83% | +$228K |
|
50
Mohawk Industries
MHK
$6.91B
| $552K | 0.35% |
+1,999
| New | +$536K |
|
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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.