Parametrica Management Ltd Quant / Systematic

CIK: 0001535110 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Oct 13, 2016

Total Value ($000): $36,292 (100.0% shares, 0.0% debt)

Holdings (127)

BITAUTO HLDGS LTD 1.9%
Value ($000) $707 Shares 24,298 Est. Cost $29.10 Unrealized
SNX SYNNEX CORP 1.9%
Value ($000) $682 Shares 5,974 Est. Cost $41.93 Unrealized +10.3%
IMPERVA INC 1.8%
Value ($000) $643 Shares 11,969 Est. Cost $45.47 Unrealized
MENTOR GRAPHICS CORP 1.5%
Value ($000) $548 Shares 20,722 Est. Cost $26.45 Unrealized
MMM 3M CO 1.5%
Value ($000) $534 Shares 3,031 Est. Cost $109.19 Unrealized 0.0%
TARO PHARMACEUTICAL INDS LTD 1.3%
Value ($000) $478 Shares 4,327 Est. Cost $123.47 Unrealized
LEVEL 3 COMMUNICATIONS INC 1.3%
Value ($000) $468 Shares 10,100 Est. Cost $46.34 Unrealized
MCO MOODYS CORP 1.3%
Value ($000) $467 Shares 4,314 Est. Cost $96.21 Unrealized 0.0%
VRTX VERTEX PHARMACEUTICALS INC 1.3%
Value ($000) $462 Shares 5,302 Est. Cost $94.50 Unrealized 0.0%
TFX TELEFLEX INC 1.2%
Value ($000) $452 Shares 2,689 Est. Cost $160.28 Unrealized +5.8%
ACTUANT CORP 1.2%
Value ($000) $425 Shares 18,301 Est. Cost $23.22 Unrealized
ELECTRONICS FOR IMAGING INC 1.2%
Value ($000) $422 Shares 8,634 Est. Cost $48.88 Unrealized
GWRE GUIDEWIRE SOFTWARE INC 1.2%
Value ($000) $422 Shares 7,028 Est. Cost $61.56 Unrealized 0.0%
ITT ITT INC 1.2%
Value ($000) $422 Shares 11,778 Est. Cost $35.86 Unrealized -4.7%
MHK MOHAWK INDS INC 1.2%
Value ($000) $419 Shares 2,090 Est. Cost $205.53 Unrealized 0.0%
TRIBUNE MEDIA CO 1.2%
Value ($000) $418 Shares 11,433 Est. Cost $38.48 Unrealized
STARZ 1.1%
Value ($000) $417 Shares 13,375 Est. Cost $29.92 Unrealized
COST COSTCO WHSL CORP NEW 1.1%
Value ($000) $406 Shares 2,662 Est. Cost $136.95 Unrealized 0.0%
SLAB SILICON LABORATORIES INC 1.1%
Value ($000) $405 Shares 6,887 Est. Cost $54.01 Unrealized 0.0%
FIAT CHRYSLER AUTOMOBILES N 1.1%
Value ($000) $403 Shares 62,967 Est. Cost $6.15 Unrealized
GNW GENWORTH FINL INC 1.1%
Value ($000) $401 Shares 80,846 Est. Cost $3.84 Unrealized 0.0%
TIME INC NEW 1.1%
Value ($000) $398 Shares 27,497 Est. Cost $14.47 Unrealized
MMS MAXIMUS INC 1.1%
Value ($000) $397 Shares 7,016 Est. Cost $55.82 Unrealized +4.3%
TESSERA TECHNOLOGIES INC 1.1%
Value ($000) $393 Shares 10,223 Est. Cost $33.57 Unrealized
PM PHILIP MORRIS INTL INC 1.1%
Value ($000) $382 Shares 3,934 Est. Cost $62.27 Unrealized 0.0%
MKTX MARKETAXESS HLDGS INC 1.0%
Value ($000) $377 Shares 2,276 Est. Cost $124.88 Unrealized +19.0%
TRAVELPORT WORLDWIDE LTD 1.0%
Value ($000) $377 Shares 25,104 Est. Cost $15.02 Unrealized
CRS CARPENTER TECHNOLOGY CORP 1.0%
Value ($000) $376 Shares 9,115 Est. Cost $31.99 Unrealized 0.0%
AMCX AMC NETWORKS INC 1.0%
Value ($000) $373 Shares 7,200 Est. Cost $54.79 Unrealized 0.0%
MAT MATTEL INC 1.0%
Value ($000) $372 Shares 12,295 Est. Cost $32.69 Unrealized 0.0%
FICO FAIR ISAAC CORP 1.0%
Value ($000) $371 Shares 2,980 Est. Cost $124.73 Unrealized 0.0%
DDS DILLARDS INC 1.0%
Value ($000) $367 Shares 5,823 Est. Cost $46.67 Unrealized 0.0%
POLYONE CORP 1.0%
Value ($000) $358 Shares 10,582 Est. Cost $33.83 Unrealized
LEG LEGGETT & PLATT INC 1.0%
Value ($000) $357 Shares 7,837 Est. Cost $51.40 Unrealized 0.0%
SPGI S&P GLOBAL INC 1.0%
Value ($000) $351 Shares 2,776 Est. Cost $110.19 Unrealized 0.0%
MANH MANHATTAN ASSOCS INC 0.9%
Value ($000) $340 Shares 5,898 Est. Cost $60.24 Unrealized 0.0%
NAVISTAR INTL CORP NEW 0.9%
Value ($000) $322 Shares 14,060 Est. Cost $22.90 Unrealized
CAG CONAGRA FOODS INC 0.9%
Value ($000) $318 Shares 6,748 Est. Cost $25.65 Unrealized 0.0%
L BRANDS INC 0.9%
Value ($000) $314 Shares 4,431 Est. Cost $70.86 Unrealized
CPRT COPART INC 0.8%
Value ($000) $308 Shares 5,754 Est. Cost $6.38 Unrealized 0.0%
CORNERSTONE ONDEMAND INC 0.8%
Value ($000) $305 Shares 6,644 Est. Cost $45.91 Unrealized
QIAGEN NV 0.8%
Value ($000) $304 Shares 11,084 Est. Cost $27.43 Unrealized
NXST NEXSTAR BROADCASTING GROUP I 0.8%
Value ($000) $304 Shares 5,271 Est. Cost $40.88 Unrealized 0.0%
DCI DONALDSON INC 0.8%
Value ($000) $298 Shares 7,990 Est. Cost $31.36 Unrealized 0.0%
MSCI MSCI INC 0.8%
Value ($000) $297 Shares 3,538 Est. Cost $76.86 Unrealized 0.0%
IP INTL PAPER CO 0.8%
Value ($000) $293 Shares 6,111 Est. Cost $29.51 Unrealized 0.0%
DTE DTE ENERGY CO 0.8%
Value ($000) $291 Shares 3,110 Est. Cost $59.58 Unrealized 0.0%
AMGN AMGEN INC 0.8%
Value ($000) $287 Shares 1,723 Est. Cost $127.72 Unrealized 0.0%
OPK OPKO HEALTH INC 0.8%
Value ($000) $287 Shares 27,131 Est. Cost $9.96 Unrealized 0.0%
VRSK VERISK ANALYTICS INC 0.8%
Value ($000) $286 Shares 3,520 Est. Cost $79.08 Unrealized 0.0%
COLUMBIA PPTY TR INC 0.8%
Value ($000) $276 Shares 12,315 Est. Cost $22.41 Unrealized
PZZA PAPA JOHNS INTL INC 0.8%
Value ($000) $274 Shares 3,475 Est. Cost $60.84 Unrealized 0.0%
IDCC INTERDIGITAL INC 0.8%
Value ($000) $273 Shares 3,452 Est. Cost $66.77 Unrealized 0.0%
GENESEE & WYO INC 0.7%
Value ($000) $271 Shares 3,934 Est. Cost $68.89 Unrealized
ETR ENTERGY CORP NEW 0.7%
Value ($000) $269 Shares 3,510 Est. Cost $27.70 Unrealized 0.0%
SANTANDER CONSUMER USA HDG I 0.7%
Value ($000) $269 Shares 22,111 Est. Cost $12.17 Unrealized
NKE NIKE INC 0.7%
Value ($000) $268 Shares 5,097 Est. Cost $50.01 Unrealized 0.0%
PWR QUANTA SVCS INC 0.7%
Value ($000) $265 Shares 9,481 Est. Cost $24.99 Unrealized 0.0%
VYX NCR CORP NEW 0.7%
Value ($000) $264 Shares 8,189 Est. Cost $18.10 Unrealized +8.7%
SOHU COM INC 0.7%
Value ($000) $262 Shares 5,925 Est. Cost $44.22 Unrealized
SAIC SCIENCE APPLICATNS INTL CP N 0.7%
Value ($000) $262 Shares 3,771 Est. Cost $63.13 Unrealized 0.0%
TDC TERADATA CORP DEL 0.7%
Value ($000) $260 Shares 8,400 Est. Cost $29.78 Unrealized 0.0%
HELE HELEN OF TROY CORP LTD 0.7%
Value ($000) $260 Shares 3,013 Est. Cost $93.74 Unrealized 0.0%
ICE INTERCONTINENTAL EXCHANGE IN 0.7%
Value ($000) $258 Shares 957 Est. Cost $48.41 Unrealized 0.0%
HILTON WORLDWIDE HLDGS INC 0.7%
Value ($000) $257 Shares 11,200 Est. Cost $22.95 Unrealized
NUS NU SKIN ENTERPRISES INC 0.7%
Value ($000) $257 Shares 3,972 Est. Cost $29.53 Unrealized +40.7%
DISCOVERY COMMUNICATNS NEW 0.7%
Value ($000) $256 Shares 9,512 Est. Cost $26.91 Unrealized
LYV LIVE NATION ENTERTAINMENT IN 0.7%
Value ($000) $255 Shares 9,295 Est. Cost $21.85 Unrealized +19.4%
UBIQUITI NETWORKS INC 0.7%
Value ($000) $253 Shares 4,721 Est. Cost $38.69 Unrealized
G GENPACT LIMITED 0.7%
Value ($000) $253 Shares 10,577 Est. Cost $22.41 Unrealized 0.0%
UAL UNITED CONTL HLDGS INC 0.7%
Value ($000) $249 Shares 4,737 Est. Cost $48.11 Unrealized 0.0%
XEROX CORP 0.7%
Value ($000) $248 Shares 24,462 Est. Cost $10.14 Unrealized
AGIO AGIOS PHARMACEUTICALS INC 0.7%
Value ($000) $246 Shares 4,658 Est. Cost $43.55 Unrealized 0.0%
L LOEWS CORP 0.7%
Value ($000) $245 Shares 5,957 Est. Cost $39.34 Unrealized 0.0%
TESARO INC 0.7%
Value ($000) $243 Shares 2,429 Est. Cost $67.69 Unrealized
GS GOLDMAN SACHS GROUP INC 0.7%
Value ($000) $240 Shares 1,490 Est. Cost $133.80 Unrealized 0.0%
BFAM BRIGHT HORIZONS FAM SOL IN D 0.7%
Value ($000) $240 Shares 3,594 Est. Cost $65.08 Unrealized +3.5%
INTERXION HOLDING N.V 0.7%
Value ($000) $240 Shares 6,630 Est. Cost $36.20 Unrealized
AMP AMERIPRISE FINL INC 0.7%
Value ($000) $237 Shares 2,373 Est. Cost $80.07 Unrealized 0.0%
RHP RYMAN HOSPITALITY PPTYS INC 0.6%
Value ($000) $235 Shares 4,885 Est. Cost $48.11 Unrealized
ALEXION PHARMACEUTICALS INC 0.6%
Value ($000) $232 Shares 1,890 Est. Cost $122.75 Unrealized
PFG PRINCIPAL FINL GROUP INC 0.6%
Value ($000) $231 Shares 4,478 Est. Cost $32.91 Unrealized 0.0%
PPC PILGRIMS PRIDE CORP NEW 0.6%
Value ($000) $230 Shares 10,877 Est. Cost $23.20 Unrealized 0.0%
ALK ALASKA AIR GROUP INC 0.6%
Value ($000) $227 Shares 3,450 Est. Cost $61.44 Unrealized 0.0%
DST SYS INC DEL 0.6%
Value ($000) $227 Shares 1,929 Est. Cost $116.56 Unrealized
JACOBS ENGR GROUP INC DEL 0.6%
Value ($000) $226 Shares 4,361 Est. Cost $49.83 Unrealized
FINISAR CORP 0.6%
Value ($000) $224 Shares 7,503 Est. Cost $29.85 Unrealized
PPG PPG INDS INC 0.6%
Value ($000) $223 Shares 2,157 Est. Cost $91.56 Unrealized -3.6%
TROW PRICE T ROWE GROUP INC 0.6%
Value ($000) $220 Shares 3,313 Est. Cost $49.41 Unrealized 0.0%
COMSCORE INC 0.6%
Value ($000) $219 Shares 7,152 Est. Cost $30.62 Unrealized
BLACKROCK INC 0.6%
Value ($000) $219 Shares 604 Est. Cost $362.58 Unrealized
BANCORPSOUTH INC 0.6%
Value ($000) $218 Shares 9,383 Est. Cost $22.69 Unrealized
LOGMEIN INC 0.6%
Value ($000) $218 Shares 2,416 Est. Cost $50.51 Unrealized
EPC EDGEWELL PERS CARE CO 0.6%
Value ($000) $217 Shares 2,735 Est. Cost $73.54 Unrealized 0.0%
CVLT COMMVAULT SYSTEMS INC 0.6%
Value ($000) $217 Shares 4,092 Est. Cost $50.26 Unrealized 0.0%
SCCO SOUTHERN COPPER CORP 0.6%
Value ($000) $217 Shares 8,266 Est. Cost $16.89 Unrealized +2.4%
DOX AMDOCS LTD 0.6%
Value ($000) $217 Shares 3,751 Est. Cost $49.20 Unrealized 0.0%
PVH PVH CORP 0.6%
Value ($000) $214 Shares 1,939 Est. Cost $101.99 Unrealized 0.0%
ZENDESK INC 0.6%
Value ($000) $213 Shares 6,925 Est. Cost $30.76 Unrealized
IAC INTERACTIVECORP 0.6%
Value ($000) $213 Shares 3,412 Est. Cost $62.43 Unrealized
THO THOR INDS INC 0.6%
Value ($000) $212 Shares 2,501 Est. Cost $64.52 Unrealized 0.0%
ASB ASSOCIATED BANC CORP 0.6%
Value ($000) $212 Shares 10,838 Est. Cost $13.60 Unrealized 0.0%
LIVN LIVANOVA PLC 0.6%
Value ($000) $211 Shares 3,514 Est. Cost $50.55 Unrealized +13.8%
CRANE CO 0.6%
Value ($000) $211 Shares 3,343 Est. Cost $63.12 Unrealized
TYL TYLER TECHNOLOGIES INC 0.6%
Value ($000) $206 Shares 1,202 Est. Cost $166.67 Unrealized 0.0%
TDS TELEPHONE & DATA SYS INC 0.6%
Value ($000) $204 Shares 7,503 Est. Cost $29.16 Unrealized 0.0%
PSMT PRICESMART INC 0.6%
Value ($000) $204 Shares 2,434 Est. Cost $73.17 Unrealized 0.0%
PNC PNC FINL SVCS GROUP INC 0.6%
Value ($000) $203 Shares 2,254 Est. Cost $62.46 Unrealized +1.3%
AVANGRID INC 0.6%
Value ($000) $203 Shares 4,853 Est. Cost $41.83 Unrealized
AAPL APPLE INC 0.6%
Value ($000) $203 Shares 1,800 Est. Cost $24.23 Unrealized 0.0%
ATR APTARGROUP INC 0.6%
Value ($000) $202 Shares 2,612 Est. Cost $68.97 Unrealized 0.0%
FANG HLDGS LTD 0.5%
Value ($000) $193 Shares 43,055 Est. Cost $4.48 Unrealized
KATE SPADE & CO 0.5%
Value ($000) $187 Shares 10,923 Est. Cost $17.12 Unrealized
NUANCE COMMUNICATIONS INC 0.4%
Value ($000) $162 Shares 11,197 Est. Cost $14.47 Unrealized
ALCOA INC 0.4%
Value ($000) $158 Shares 15,630 Est. Cost $10.11 Unrealized
SHIP FINANCE INTERNATIONAL L 0.4%
Value ($000) $154 Shares 10,468 Est. Cost $14.76 Unrealized
SUPERVALU INC 0.4%
Value ($000) $152 Shares 30,507 Est. Cost $4.71 Unrealized
LA QUINTA HLDGS INC 0.4%
Value ($000) $135 Shares 12,079 Est. Cost $11.18 Unrealized
HALO HALOZYME THERAPEUTICS INC 0.4%
Value ($000) $131 Shares 10,817 Est. Cost $10.22 Unrealized 0.0%
DONNELLEY R R & SONS CO 0.4%
Value ($000) $128 Shares 17,295 Est. Cost $15.42 Unrealized
VLY VALLEY NATL BANCORP 0.3%
Value ($000) $122 Shares 12,551 Est. Cost $9.35 Unrealized -0.2%
INFINERA CORPORATION 0.3%
Value ($000) $121 Shares 13,392 Est. Cost $9.04 Unrealized
CNH CNH INDL N V 0.3%
Value ($000) $120 Shares 16,656 Est. Cost $5.10 Unrealized +3.9%
COBALT INTL ENERGY INC 0.3%
Value ($000) $109 Shares 87,778 Est. Cost $1.34 Unrealized
MFA FINL INC 0.3%
Value ($000) $94 Shares 12,628 Est. Cost $7.44 Unrealized
ZYNGA INC 0.2%
Value ($000) $81 Shares 27,992 Est. Cost $2.44 Unrealized
NOVAVAX INC 0.2%
Value ($000) $63 Shares 30,527 Est. Cost $5.69 Unrealized