Parametrica Management Ltd Quant / Systematic

CIK: 0001535110 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 7, 2019

Total Value ($000): $47,110 (100.0% shares, 0.0% debt)

Holdings (163)

PM PHILIP MORRIS INTL INC 1.4%
Value ($000) $655 Shares 7,413 Est. Cost $57.29 Unrealized -2.1%
QURATE RETAIL INC 1.3%
Value ($000) $625 Shares 39,139 Est. Cost $15.97 Unrealized
EWBC EAST WEST BANCORP INC 1.3%
Value ($000) $602 Shares 12,549 Est. Cost $42.73 Unrealized 0.0%
PRGO PERRIGO CO PLC 1.1%
Value ($000) $539 Shares 11,194 Est. Cost $55.41 Unrealized -15.5%
NVR NVR INC 1.1%
Value ($000) $498 Shares 180 Est. Cost $2631.79 Unrealized 0.0%
BAP CREDICORP LTD 1.0%
Value ($000) $493 Shares 2,055 Est. Cost $182.95 Unrealized +7.6%
FNF FIDELITY NATIONAL FINANCIAL 1.0%
Value ($000) $485 Shares 13,274 Est. Cost $24.83 Unrealized 0.0%
CW CURTISS WRIGHT CORP 1.0%
Value ($000) $466 Shares 4,108 Est. Cost $110.25 Unrealized 0.0%
ETSY ETSY INC 1.0%
Value ($000) $463 Shares 6,889 Est. Cost $59.69 Unrealized 0.0%
TGNA TEGNA INC 1.0%
Value ($000) $459 Shares 32,542 Est. Cost $12.69 Unrealized 0.0%
FDS FACTSET RESH SYS INC 0.9%
Value ($000) $447 Shares 1,801 Est. Cost $209.19 Unrealized 0.0%
ACGL ARCH CAP GROUP LTD 0.9%
Value ($000) $447 Shares 13,840 Est. Cost $26.82 Unrealized +7.9%
AGCO AGCO CORP 0.9%
Value ($000) $439 Shares 6,308 Est. Cost $53.42 Unrealized 0.0%
VERINT SYS INC 0.9%
Value ($000) $434 Shares 7,246 Est. Cost $42.48 Unrealized
UHAL AMERCO 0.9%
Value ($000) $434 Shares 1,167 Est. Cost $36.28 Unrealized +0.2%
FCNCA FIRST CTZNS BANCSHARES INC N 0.9%
Value ($000) $428 Shares 1,051 Est. Cost $408.54 Unrealized -0.8%
NXST NEXSTAR MEDIA GROUP INC 0.9%
Value ($000) $426 Shares 3,932 Est. Cost $75.23 Unrealized 0.0%
CNH CNH INDL N V 0.9%
Value ($000) $421 Shares 41,294 Est. Cost $7.79 Unrealized +0.6%
NOMD NOMAD FOODS LTD 0.9%
Value ($000) $419 Shares 20,476 Est. Cost $19.23 Unrealized 0.0%
CABO CABLE ONE INC 0.9%
Value ($000) $416 Shares 424 Est. Cost $833.27 Unrealized 0.0%
ENDO INTL PLC 0.9%
Value ($000) $413 Shares 51,417 Est. Cost $9.70 Unrealized
INTELSAT S A 0.9%
Value ($000) $412 Shares 26,320 Est. Cost $15.65 Unrealized
HORIZON PHARMA PLC 0.9%
Value ($000) $409 Shares 15,456 Est. Cost $26.46 Unrealized
ENVESTNET INC 0.9%
Value ($000) $403 Shares 6,168 Est. Cost $53.44 Unrealized
BPOP POPULAR INC 0.8%
Value ($000) $387 Shares 7,416 Est. Cost $43.24 Unrealized 0.0%
KMPR KEMPER CORP DEL 0.8%
Value ($000) $377 Shares 4,949 Est. Cost $74.02 Unrealized +3.6%
UBIQUITI NETWORKS INC 0.8%
Value ($000) $377 Shares 2,520 Est. Cost $149.60 Unrealized
QTWO Q2 HLDGS INC 0.8%
Value ($000) $361 Shares 5,208 Est. Cost $62.46 Unrealized 0.0%
WRB BERKLEY W R CORP 0.8%
Value ($000) $358 Shares 4,231 Est. Cost $19.38 Unrealized +4.5%
MKL MARKEL CORP 0.7%
Value ($000) $342 Shares 343 Est. Cost $1141.14 Unrealized -11.0%
ALV AUTOLIV INC 0.7%
Value ($000) $340 Shares 4,624 Est. Cost $68.15 Unrealized -3.6%
FCN FTI CONSULTING INC 0.7%
Value ($000) $337 Shares 4,386 Est. Cost $70.57 Unrealized 0.0%
POST POST HLDGS INC 0.7%
Value ($000) $336 Shares 3,068 Est. Cost $65.52 Unrealized 0.0%
FBP FIRST BANCORP P R 0.7%
Value ($000) $336 Shares 29,311 Est. Cost $7.56 Unrealized +14.3%
UTHR UNITED THERAPEUTICS CORP DEL 0.7%
Value ($000) $335 Shares 2,858 Est. Cost $116.52 Unrealized 0.0%
CHINA BIOLOGIC PRODS HLDGS I 0.7%
Value ($000) $334 Shares 3,663 Est. Cost $91.18 Unrealized
EME EMCOR GROUP INC 0.7%
Value ($000) $333 Shares 4,555 Est. Cost $67.41 Unrealized -1.9%
BIO BIO RAD LABS INC 0.7%
Value ($000) $330 Shares 1,079 Est. Cost $269.86 Unrealized 0.0%
CCEP COCA COLA EUROPEAN PARTNERS 0.7%
Value ($000) $328 Shares 6,346 Est. Cost $34.48 Unrealized +12.7%
LIBERTY EXPEDIA HLDGS INC 0.7%
Value ($000) $328 Shares 7,675 Est. Cost $39.86 Unrealized
NOVT NOVANTA INC 0.7%
Value ($000) $325 Shares 3,837 Est. Cost $75.09 Unrealized 0.0%
CNA CNA FINL CORP 0.7%
Value ($000) $325 Shares 7,490 Est. Cost $26.91 Unrealized 0.0%
ONB OLD NATL BANCORP IND 0.7%
Value ($000) $324 Shares 19,786 Est. Cost $17.86 Unrealized -6.5%
UNF UNIFIRST CORP MASS 0.7%
Value ($000) $322 Shares 2,099 Est. Cost $166.98 Unrealized -19.3%
MIDD MIDDLEBY CORP 0.7%
Value ($000) $322 Shares 2,473 Est. Cost $115.00 Unrealized +4.4%
TREEHOUSE FOODS INC 0.7%
Value ($000) $321 Shares 4,970 Est. Cost $64.59 Unrealized
AARONS INC 0.7%
Value ($000) $320 Shares 6,093 Est. Cost $52.52 Unrealized
CORELOGIC INC 0.7%
Value ($000) $317 Shares 8,502 Est. Cost $33.41 Unrealized
HXL HEXCEL CORP NEW 0.7%
Value ($000) $315 Shares 4,560 Est. Cost $67.24 Unrealized 0.0%
WMT WALMART INC 0.7%
Value ($000) $312 Shares 3,200 Est. Cost $29.24 Unrealized 0.0%
ZG ZILLOW GROUP INC 0.7%
Value ($000) $308 Shares 9,003 Est. Cost $35.37 Unrealized 0.0%
ALLERGAN PLC 0.7%
Value ($000) $307 Shares 2,100 Est. Cost $146.19 Unrealized
NOC NORTHROP GRUMMAN CORP 0.6%
Value ($000) $304 Shares 1,127 Est. Cost $243.65 Unrealized 0.0%
PINNACLE FINL PARTNERS INC 0.6%
Value ($000) $304 Shares 5,563 Est. Cost $46.06 Unrealized
PEGA PEGASYSTEMS INC 0.6%
Value ($000) $302 Shares 4,652 Est. Cost $29.49 Unrealized 0.0%
CHE CHEMED CORP NEW 0.6%
Value ($000) $301 Shares 939 Est. Cost $300.29 Unrealized 0.0%
CIT GROUP INC 0.6%
Value ($000) $299 Shares 6,226 Est. Cost $48.02 Unrealized
AGO ASSURED GUARANTY LTD 0.6%
Value ($000) $299 Shares 6,720 Est. Cost $35.28 Unrealized +4.7%
MANH MANHATTAN ASSOCS INC 0.6%
Value ($000) $298 Shares 5,407 Est. Cost $51.15 Unrealized 0.0%
UMBF UMB FINL CORP 0.6%
Value ($000) $298 Shares 4,650 Est. Cost $64.83 Unrealized +2.0%
AFG AMERICAN FINL GROUP INC OHIO 0.6%
Value ($000) $297 Shares 3,085 Est. Cost $51.58 Unrealized 0.0%
JELD JELD-WEN HLDG INC 0.6%
Value ($000) $296 Shares 16,769 Est. Cost $17.99 Unrealized 0.0%
CLH CLEAN HARBORS INC 0.6%
Value ($000) $294 Shares 4,115 Est. Cost $61.79 Unrealized 0.0%
MSA MSA SAFETY INC 0.6%
Value ($000) $294 Shares 2,842 Est. Cost $100.71 Unrealized 0.0%
ST SENSATA TECHNOLOGIES HLDNG P 0.6%
Value ($000) $294 Shares 6,525 Est. Cost $47.44 Unrealized 0.0%
SERVICEMASTER GLOBAL HLDGS I 0.6%
Value ($000) $291 Shares 6,227 Est. Cost $46.73 Unrealized
BERRY GLOBAL GROUP INC 0.6%
Value ($000) $291 Shares 5,400 Est. Cost $53.89 Unrealized
GROUPON INC 0.6%
Value ($000) $291 Shares 81,891 Est. Cost $3.55 Unrealized
OLED UNIVERSAL DISPLAY CORP 0.6%
Value ($000) $287 Shares 1,875 Est. Cost $117.58 Unrealized 0.0%
MIMECAST LTD 0.6%
Value ($000) $287 Shares 6,063 Est. Cost $47.34 Unrealized
LOPE GRAND CANYON ED INC 0.6%
Value ($000) $286 Shares 2,497 Est. Cost $116.25 Unrealized -11.3%
RDN RADIAN GROUP INC 0.6%
Value ($000) $285 Shares 13,737 Est. Cost $16.09 Unrealized 0.0%
NEU NEWMARKET CORP 0.6%
Value ($000) $284 Shares 656 Est. Cost $366.76 Unrealized 0.0%
SBNY SIGNATURE BK NEW YORK N Y 0.6%
Value ($000) $283 Shares 2,212 Est. Cost $102.92 Unrealized
CORNERSTONE ONDEMAND INC 0.6%
Value ($000) $282 Shares 5,156 Est. Cost $54.69 Unrealized
TREX TREX CO INC 0.6%
Value ($000) $281 Shares 4,575 Est. Cost $34.94 Unrealized 0.0%
BCPC BALCHEM CORP 0.6%
Value ($000) $278 Shares 2,992 Est. Cost $83.15 Unrealized 0.0%
GBCI GLACIER BANCORP INC NEW 0.6%
Value ($000) $276 Shares 6,888 Est. Cost $34.13 Unrealized -1.1%
MMYT MAKEMYTRIP LIMITED MAURITIUS 0.6%
Value ($000) $274 Shares 9,915 Est. Cost $27.26 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 0.6%
Value ($000) $273 Shares 911 Est. Cost $243.60 Unrealized 0.0%
SINCLAIR BROADCAST GROUP INC 0.6%
Value ($000) $272 Shares 7,062 Est. Cost $38.52 Unrealized
STRA STRATEGIC ED INC 0.6%
Value ($000) $269 Shares 2,048 Est. Cost $101.36 Unrealized 0.0%
SIRIUS XM HLDGS INC 0.6%
Value ($000) $269 Shares 47,437 Est. Cost $5.67 Unrealized
SLGN SILGAN HOLDINGS INC 0.6%
Value ($000) $267 Shares 9,000 Est. Cost $25.16 Unrealized +9.6%
INTERPUBLIC GROUP COS INC 0.6%
Value ($000) $267 Shares 12,700 Est. Cost $16.87 Unrealized 0.0%
YELP YELP INC 0.6%
Value ($000) $266 Shares 7,709 Est. Cost $36.16 Unrealized 0.0%
ZAYO GROUP HLDGS INC 0.6%
Value ($000) $265 Shares 9,337 Est. Cost $28.38 Unrealized
CSL CARLISLE COS INC 0.6%
Value ($000) $263 Shares 2,145 Est. Cost $106.13 Unrealized 0.0%
ROG ROGERS CORP 0.6%
Value ($000) $263 Shares 1,654 Est. Cost $135.05 Unrealized 0.0%
TRIP TRIPADVISOR INC 0.6%
Value ($000) $263 Shares 5,119 Est. Cost $48.72 Unrealized 0.0%
CBSH COMMERCE BANCSHARES INC 0.5%
Value ($000) $259 Shares 4,463 Est. Cost $41.75 Unrealized +0.3%
SAM BOSTON BEER INC 0.5%
Value ($000) $257 Shares 872 Est. Cost $273.54 Unrealized 0.0%
LIVN LIVANOVA PLC 0.5%
Value ($000) $257 Shares 2,643 Est. Cost $93.36 Unrealized 0.0%
VIAV VIAVI SOLUTIONS INC 0.5%
Value ($000) $257 Shares 20,738 Est. Cost $11.72 Unrealized 0.0%
PFGC PERFORMANCE FOOD GROUP CO 0.5%
Value ($000) $256 Shares 6,464 Est. Cost $35.22 Unrealized +4.1%
SAGE THERAPEUTICS INC 0.5%
Value ($000) $254 Shares 1,596 Est. Cost $159.15 Unrealized
VONAGE HLDGS CORP 0.5%
Value ($000) $254 Shares 25,268 Est. Cost $10.05 Unrealized
HWC HANCOCK WHITNEY CORPORATION 0.5%
Value ($000) $252 Shares 6,239 Est. Cost $40.51 Unrealized +1.2%
CFR CULLEN FROST BANKERS INC 0.5%
Value ($000) $252 Shares 2,592 Est. Cost $78.37 Unrealized +2.7%
TDS TELEPHONE & DATA SYS INC 0.5%
Value ($000) $249 Shares 8,109 Est. Cost $34.05 Unrealized 0.0%
BOKF BOK FINL CORP 0.5%
Value ($000) $247 Shares 3,034 Est. Cost $70.23 Unrealized -0.2%
MZTI LANCASTER COLONY CORP 0.5%
Value ($000) $247 Shares 1,579 Est. Cost $149.05 Unrealized +7.9%
CCL CARNIVAL CORP 0.5%
Value ($000) $245 Shares 4,821 Est. Cost $52.80 Unrealized 0.0%
ACIW ACI WORLDWIDE INC 0.5%
Value ($000) $244 Shares 7,435 Est. Cost $30.47 Unrealized 0.0%
LOGMEIN INC 0.5%
Value ($000) $244 Shares 3,050 Est. Cost $80.00 Unrealized
ACM AECOM 0.5%
Value ($000) $241 Shares 8,126 Est. Cost $29.26 Unrealized -1.8%
CIEN CIENA CORP 0.5%
Value ($000) $241 Shares 6,452 Est. Cost $38.83 Unrealized 0.0%
MTG MGIC INVT CORP WIS 0.5%
Value ($000) $240 Shares 18,159 Est. Cost $11.88 Unrealized +4.8%
CIMPRESS N V 0.5%
Value ($000) $240 Shares 2,992 Est. Cost $103.49 Unrealized
CALM CAL MAINE FOODS INC 0.5%
Value ($000) $233 Shares 5,210 Est. Cost $33.55 Unrealized 0.0%
RNG RINGCENTRAL INC 0.5%
Value ($000) $232 Shares 2,152 Est. Cost $98.25 Unrealized 0.0%
MHK MOHAWK INDS INC 0.5%
Value ($000) $231 Shares 1,833 Est. Cost $130.19 Unrealized 0.0%
2U INC 0.5%
Value ($000) $227 Shares 3,200 Est. Cost $70.94 Unrealized
WAFD WASHINGTON FED INC 0.5%
Value ($000) $227 Shares 7,860 Est. Cost $22.26 Unrealized +5.4%
INVESTORS BANCORP INC NEW 0.5%
Value ($000) $227 Shares 19,140 Est. Cost $10.41 Unrealized
YY INC 0.5%
Value ($000) $227 Shares 2,700 Est. Cost $84.07 Unrealized
BKU BANKUNITED INC 0.5%
Value ($000) $226 Shares 6,774 Est. Cost $25.77 Unrealized +6.5%
GRMN GARMIN LTD 0.5%
Value ($000) $226 Shares 2,616 Est. Cost $54.80 Unrealized +17.2%
YEXT YEXT INC 0.5%
Value ($000) $225 Shares 10,273 Est. Cost $18.14 Unrealized 0.0%
NEW YORK CMNTY BANCORP INC 0.5%
Value ($000) $225 Shares 19,471 Est. Cost $10.38 Unrealized
UBSI UNITED BANKSHARES INC WEST V 0.5%
Value ($000) $225 Shares 6,214 Est. Cost $33.75 Unrealized +6.9%
DOWDUPONT INC 0.5%
Value ($000) $224 Shares 4,200 Est. Cost $53.33 Unrealized
ARRIS INTERNATIONAL PLC 0.5%
Value ($000) $223 Shares 7,057 Est. Cost $31.60 Unrealized
TRMK TRUSTMARK CORP 0.5%
Value ($000) $222 Shares 6,592 Est. Cost $24.90 Unrealized +6.3%
JHG JANUS HENDERSON GROUP PLC 0.5%
Value ($000) $222 Shares 8,878 Est. Cost $23.20 Unrealized 0.0%
BLD TOPBUILD CORP 0.5%
Value ($000) $222 Shares 3,430 Est. Cost $56.28 Unrealized 0.0%
WFC WELLS FARGO CO NEW 0.5%
Value ($000) $222 Shares 4,600 Est. Cost $42.03 Unrealized -3.0%
ZOGENIX INC 0.5%
Value ($000) $222 Shares 4,036 Est. Cost $55.00 Unrealized
ARCONIC INC 0.5%
Value ($000) $221 Shares 11,558 Est. Cost $19.12 Unrealized
FORWARD AIR CORP 0.5%
Value ($000) $220 Shares 3,394 Est. Cost $64.82 Unrealized
PACWEST BANCORP DEL 0.5%
Value ($000) $219 Shares 5,831 Est. Cost $37.56 Unrealized
ACAD ACADIA PHARMACEUTICALS INC 0.5%
Value ($000) $219 Shares 8,158 Est. Cost $23.35 Unrealized 0.0%
PRI PRIMERICA INC 0.5%
Value ($000) $218 Shares 1,784 Est. Cost $111.21 Unrealized +3.6%
SFNC SIMMONS 1ST NATL CORP 0.5%
Value ($000) $217 Shares 8,866 Est. Cost $26.91 Unrealized -4.7%
REALPAGE INC 0.5%
Value ($000) $213 Shares 3,508 Est. Cost $60.72 Unrealized
MOMO INC 0.5%
Value ($000) $212 Shares 5,554 Est. Cost $38.17 Unrealized
AN AUTONATION INC 0.5%
Value ($000) $212 Shares 5,938 Est. Cost $37.81 Unrealized -4.1%
CVLT COMMVAULT SYSTEMS INC 0.4%
Value ($000) $211 Shares 3,261 Est. Cost $64.61 Unrealized 0.0%
VLY VALLEY NATL BANCORP 0.4%
Value ($000) $211 Shares 21,976 Est. Cost $10.09 Unrealized +0.9%
RCL ROYAL CARIBBEAN CRUISES LTD 0.4%
Value ($000) $209 Shares 1,821 Est. Cost $108.13 Unrealized 0.0%
KEX KIRBY CORP 0.4%
Value ($000) $209 Shares 2,787 Est. Cost $72.87 Unrealized 0.0%
KDP KEURIG DR PEPPER INC 0.4%
Value ($000) $207 Shares 7,383 Est. Cost $22.82 Unrealized 0.0%
RH RH 0.4%
Value ($000) $207 Shares 2,007 Est. Cost $136.17 Unrealized 0.0%
MKTX MARKETAXESS HLDGS INC 0.4%
Value ($000) $206 Shares 836 Est. Cost $192.62 Unrealized +9.7%
THC TENET HEALTHCARE CORP 0.4%
Value ($000) $205 Shares 7,096 Est. Cost $24.20 Unrealized +2.0%
NTRS NORTHERN TR CORP 0.4%
Value ($000) $205 Shares 2,263 Est. Cost $75.32 Unrealized -3.1%
JBL JABIL INC 0.4%
Value ($000) $203 Shares 7,652 Est. Cost $25.73 Unrealized 0.0%
PPC PILGRIMS PRIDE CORP NEW 0.4%
Value ($000) $202 Shares 9,067 Est. Cost $19.62 Unrealized 0.0%
LEA LEAR CORP 0.4%
Value ($000) $202 Shares 1,489 Est. Cost $127.17 Unrealized 0.0%
BOH BANK HAWAII CORP 0.4%
Value ($000) $202 Shares 2,567 Est. Cost $57.11 Unrealized +3.8%
SPIRIT AEROSYSTEMS HLDGS INC 0.4%
Value ($000) $202 Shares 2,205 Est. Cost $91.61 Unrealized
CATALENT INC 0.4%
Value ($000) $202 Shares 4,976 Est. Cost $31.20 Unrealized
PAYX PAYCHEX INC 0.4%
Value ($000) $201 Shares 2,500 Est. Cost $57.33 Unrealized +5.4%
PB PROSPERITY BANCSHARES INC 0.4%
Value ($000) $201 Shares 2,913 Est. Cost $52.73 Unrealized +8.8%
PEOPLES UTD FINL INC 0.4%
Value ($000) $180 Shares 10,979 Est. Cost $14.41 Unrealized
WELBILT INC 0.4%
Value ($000) $177 Shares 10,790 Est. Cost $16.40 Unrealized
ANGI HOMESERVICES INC 0.4%
Value ($000) $176 Shares 11,383 Est. Cost $15.46 Unrealized
FLEX FLEX LTD 0.4%
Value ($000) $165 Shares 16,527 Est. Cost $7.15 Unrealized 0.0%
MICHAELS COS INC 0.3%
Value ($000) $131 Shares 11,491 Est. Cost $11.40 Unrealized
FNB FNB CORP PA 0.3%
Value ($000) $124 Shares 11,705 Est. Cost $8.71 Unrealized +0.2%
GENERAL ELECTRIC CO 0.2%
Value ($000) $108 Shares 10,795 Est. Cost $10.00 Unrealized
CHESAPEAKE ENERGY CORP 0.2%
Value ($000) $106 Shares 34,326 Est. Cost $2.10 Unrealized
LEXINGTON REALTY TRUST 0.2%
Value ($000) $100 Shares 11,045 Est. Cost $9.05 Unrealized