Parametrica Management Ltd Quant / Systematic

CIK: 0001535110 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 17, 2020

Total Value ($000): $91,068 (100.0% shares, 0.0% debt)

Holdings (122)

DAL DELTA AIR LINES INC DEL 5.6%
Value ($000) $5,060 Shares 180,529 Est. Cost $24.75 Unrealized 0.0%
UAL UNITED AIRLS HLDGS INC 5.5%
Value ($000) $4,994 Shares 144,306 Est. Cost $29.99 Unrealized 0.0%
QQQ INVESCO QQQ TR 5.1%
Value ($000) $4,613 Shares 18,650 Est. Cost $190.42 Unrealized
BABA ALIBABA GROUP HLDG LTD 5.0%
Value ($000) $4,550 Shares 21,088 Est. Cost $199.98 Unrealized
BILI BILIBILI INC 4.3%
Value ($000) $3,920 Shares 84,700 Est. Cost $23.42 Unrealized
CAR AVIS BUDGET GROUP 4.1%
Value ($000) $3,711 Shares 162,246 Est. Cost $17.43 Unrealized 0.0%
AMZN AMAZON COM INC 3.8%
Value ($000) $3,440 Shares 1,247 Est. Cost $96.79 Unrealized +24.8%
JD JD.COM INC 3.1%
Value ($000) $2,864 Shares 47,594 Est. Cost $40.51 Unrealized
META FACEBOOK INC 2.2%
Value ($000) $1,988 Shares 8,755 Est. Cost $197.89 Unrealized +4.8%
HCA HCA HEALTHCARE INC 2.1%
Value ($000) $1,916 Shares 19,772 Est. Cost $102.25 Unrealized -2.8%
AAPL APPLE INC 1.9%
Value ($000) $1,731 Shares 4,745 Est. Cost $71.60 Unrealized +4.9%
PAGS PAGSEGURO DIGITAL LTD 1.9%
Value ($000) $1,722 Shares 48,682 Est. Cost $28.15 Unrealized 0.0%
ALGN ALIGN TECHNOLOGY INC 1.8%
Value ($000) $1,637 Shares 5,964 Est. Cost $225.21 Unrealized 0.0%
ADBE ADOBE INC 1.7%
Value ($000) $1,568 Shares 3,602 Est. Cost $342.05 Unrealized +8.3%
JNJ JOHNSON & JOHNSON 1.7%
Value ($000) $1,534 Shares 10,926 Est. Cost $120.34 Unrealized +3.2%
TRU TRANSUNION 1.5%
Value ($000) $1,392 Shares 15,984 Est. Cost $77.66 Unrealized 0.0%
ISRG INTUITIVE SURGICAL INC 1.5%
Value ($000) $1,355 Shares 2,377 Est. Cost $182.57 Unrealized -1.8%
STNE STONECO LTD 1.4%
Value ($000) $1,276 Shares 32,911 Est. Cost $38.77 Unrealized
PDD PINDUODUO INC 1.3%
Value ($000) $1,193 Shares 13,900 Est. Cost $85.83 Unrealized
MSFT MICROSOFT CORP 1.3%
Value ($000) $1,173 Shares 5,765 Est. Cost $156.34 Unrealized +10.7%
LEN LENNAR CORP 1.3%
Value ($000) $1,153 Shares 18,673 Est. Cost $47.29 Unrealized 0.0%
DHI D R HORTON INC 1.2%
Value ($000) $1,108 Shares 19,994 Est. Cost $48.93 Unrealized -6.4%
MCO MOODYS CORP 1.1%
Value ($000) $966 Shares 3,513 Est. Cost $231.38 Unrealized +4.8%
MRNA MODERNA INC 1.1%
Value ($000) $962 Shares 14,976 Est. Cost $54.76 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 1.0%
Value ($000) $929 Shares 9,876 Est. Cost $103.61 Unrealized -21.1%
ELDORADO RESORTS INC 0.9%
Value ($000) $830 Shares 20,722 Est. Cost $40.05 Unrealized
VIACOMCBS INC 0.9%
Value ($000) $826 Shares 35,450 Est. Cost $23.30 Unrealized
CBRE CBRE GROUP INC 0.9%
Value ($000) $807 Shares 17,823 Est. Cost $43.13 Unrealized 0.0%
CANTEL MED CORP 0.9%
Value ($000) $787 Shares 17,798 Est. Cost $44.22 Unrealized
JLL JONES LANG LASALLE INC 0.9%
Value ($000) $775 Shares 7,490 Est. Cost $103.07 Unrealized 0.0%
MAR MARRIOTT INTL INC NEW 0.8%
Value ($000) $768 Shares 8,953 Est. Cost $119.64 Unrealized -30.0%
PHM PULTE GROUP INC 0.8%
Value ($000) $739 Shares 21,720 Est. Cost $32.73 Unrealized -13.4%
NXST NEXSTAR MEDIA GROUP INC 0.8%
Value ($000) $729 Shares 8,708 Est. Cost $77.22 Unrealized -18.6%
DIS DISNEY WALT CO 0.8%
Value ($000) $722 Shares 6,474 Est. Cost $123.52 Unrealized -12.7%
DISCOVERY INC 0.8%
Value ($000) $701 Shares 33,254 Est. Cost $21.08 Unrealized
RH RH 0.7%
Value ($000) $603 Shares 2,420 Est. Cost $186.39 Unrealized -2.8%
LHX L3HARRIS TECHNOLOGIES INC 0.7%
Value ($000) $594 Shares 3,502 Est. Cost $167.75 Unrealized 0.0%
ADP AUTOMATIC DATA PROCESSING IN 0.6%
Value ($000) $591 Shares 3,966 Est. Cost $126.99 Unrealized 0.0%
ACN ACCENTURE PLC IRELAND 0.6%
Value ($000) $588 Shares 2,741 Est. Cost $174.62 Unrealized 0.0%
BAC BK OF AMERICA CORP 0.6%
Value ($000) $536 Shares 22,496 Est. Cost $25.91 Unrealized -20.6%
WFC WELLS FARGO CO NEW 0.6%
Value ($000) $518 Shares 20,250 Est. Cost $23.98 Unrealized 0.0%
PLNT PLANET FITNESS INC 0.5%
Value ($000) $496 Shares 8,177 Est. Cost $60.04 Unrealized 0.0%
OPTU ALTICE USA INC 0.5%
Value ($000) $474 Shares 21,020 Est. Cost $24.53 Unrealized 0.0%
BIIB BIOGEN INC 0.5%
Value ($000) $469 Shares 1,755 Est. Cost $300.59 Unrealized 0.0%
CSL CARLISLE COS INC 0.5%
Value ($000) $464 Shares 3,884 Est. Cost $112.38 Unrealized 0.0%
CVNA CARVANA CO 0.5%
Value ($000) $460 Shares 3,827 Est. Cost $93.66 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 0.5%
Value ($000) $449 Shares 1,230 Est. Cost $329.54 Unrealized -1.8%
ROST ROSS STORES INC 0.5%
Value ($000) $435 Shares 5,098 Est. Cost $85.67 Unrealized 0.0%
SBUX STARBUCKS CORP 0.5%
Value ($000) $427 Shares 5,801 Est. Cost $66.33 Unrealized 0.0%
SPGI S&P GLOBAL INC 0.5%
Value ($000) $427 Shares 1,295 Est. Cost $261.18 Unrealized +9.9%
CHTR CHARTER COMMUNICATIONS INC N 0.5%
Value ($000) $425 Shares 834 Est. Cost $507.25 Unrealized 0.0%
OXY OCCIDENTAL PETE CORP 0.5%
Value ($000) $425 Shares 23,229 Est. Cost $14.81 Unrealized 0.0%
GPN GLOBAL PMTS INC 0.5%
Value ($000) $424 Shares 2,496 Est. Cost $158.88 Unrealized 0.0%
LDOS LEIDOS HOLDINGS INC 0.5%
Value ($000) $422 Shares 4,498 Est. Cost $91.37 Unrealized 0.0%
NTR NUTRIEN LTD 0.4%
Value ($000) $403 Shares 12,545 Est. Cost $28.93 Unrealized 0.0%
ASR GRUPO AEROPORTUARIO DEL SURE 0.4%
Value ($000) $402 Shares 3,581 Est. Cost $112.26 Unrealized
ZTS ZOETIS INC 0.4%
Value ($000) $401 Shares 2,917 Est. Cost $125.31 Unrealized -0.7%
CORELOGIC INC 0.4%
Value ($000) $398 Shares 5,906 Est. Cost $67.39 Unrealized
GTN GRAY TELEVISION INC 0.4%
Value ($000) $386 Shares 27,672 Est. Cost $12.81 Unrealized 0.0%
TMUS T-MOBILE US INC 0.4%
Value ($000) $375 Shares 3,599 Est. Cost $92.61 Unrealized 0.0%
OKTA OKTA INC 0.4%
Value ($000) $365 Shares 1,826 Est. Cost $169.77 Unrealized 0.0%
MDLZ MONDELEZ INTL INC 0.4%
Value ($000) $359 Shares 7,029 Est. Cost $44.56 Unrealized 0.0%
AMD ADVANCED MICRO DEVICES INC 0.4%
Value ($000) $351 Shares 6,680 Est. Cost $53.02 Unrealized 0.0%
LVS LAS VEGAS SANDS CORP 0.4%
Value ($000) $349 Shares 7,669 Est. Cost $52.67 Unrealized -14.8%
CME CME GROUP INC 0.4%
Value ($000) $346 Shares 2,128 Est. Cost $144.33 Unrealized 0.0%
ROKU ROKU INC 0.4%
Value ($000) $333 Shares 2,858 Est. Cost $115.11 Unrealized -0.6%
RITE AID CORP 0.4%
Value ($000) $332 Shares 19,485 Est. Cost $17.04 Unrealized
LYV LIVE NATION ENTERTAINMENT IN 0.4%
Value ($000) $331 Shares 7,455 Est. Cost $43.83 Unrealized 0.0%
ICE INTERCONTINENTAL EXCHANGE IN 0.4%
Value ($000) $320 Shares 3,500 Est. Cost $85.14 Unrealized 0.0%
THOMSON REUTERS CORP. 0.4%
Value ($000) $319 Shares 4,693 Est. Cost $67.97 Unrealized
KO COCA COLA CO 0.3%
Value ($000) $312 Shares 7,001 Est. Cost $44.99 Unrealized -13.9%
SYF SYNCHRONY FINANCIAL 0.3%
Value ($000) $311 Shares 14,036 Est. Cost $17.01 Unrealized 0.0%
INVITAE CORP 0.3%
Value ($000) $311 Shares 10,262 Est. Cost $30.31 Unrealized
FISV FISERV INC 0.3%
Value ($000) $310 Shares 3,177 Est. Cost $100.70 Unrealized 0.0%
LULU LULULEMON ATHLETICA INC 0.3%
Value ($000) $308 Shares 987 Est. Cost $255.73 Unrealized 0.0%
FOXF FOX FACTORY HLDG CORP 0.3%
Value ($000) $307 Shares 3,720 Est. Cost $62.21 Unrealized 0.0%
PARSLEY ENERGY INC 0.3%
Value ($000) $298 Shares 27,912 Est. Cost $8.49 Unrealized
CACI CACI INTL INC 0.3%
Value ($000) $292 Shares 1,347 Est. Cost $248.52 Unrealized -3.8%
FTNT FORTINET INC 0.3%
Value ($000) $291 Shares 2,117 Est. Cost $21.43 Unrealized +17.2%
INTRA CELLULAR THERAPIES INC 0.3%
Value ($000) $290 Shares 11,296 Est. Cost $25.67 Unrealized
FDS FACTSET RESH SYS INC 0.3%
Value ($000) $289 Shares 879 Est. Cost $273.94 Unrealized 0.0%
GCI LIBERTY INC 0.3%
Value ($000) $288 Shares 4,055 Est. Cost $71.02 Unrealized
CHEMOCENTRYX INC 0.3%
Value ($000) $286 Shares 4,976 Est. Cost $57.48 Unrealized
ARISTA NETWORKS INC 0.3%
Value ($000) $283 Shares 1,346 Est. Cost $210.25 Unrealized
REATA PHARMACEUTICALS INC 0.3%
Value ($000) $283 Shares 1,824 Est. Cost $155.15 Unrealized
PCRX PACIRA BIOSCIENCES 0.3%
Value ($000) $275 Shares 5,249 Est. Cost $41.79 Unrealized 0.0%
MSI MOTOROLA SOLUTIONS INC 0.3%
Value ($000) $270 Shares 1,925 Est. Cost $155.27 Unrealized -15.3%
C CITIGROUP INC 0.3%
Value ($000) $251 Shares 4,904 Est. Cost $38.68 Unrealized 0.0%
EW EDWARDS LIFESCIENCES CORP 0.3%
Value ($000) $247 Shares 3,574 Est. Cost $71.55 Unrealized -0.7%
ATLASSIAN CORP PLC 0.3%
Value ($000) $246 Shares 1,364 Est. Cost $137.38 Unrealized
MU MICRON TECHNOLOGY INC 0.3%
Value ($000) $246 Shares 4,780 Est. Cost $46.01 Unrealized 0.0%
TDY TELEDYNE TECHNOLOGIES INC 0.3%
Value ($000) $243 Shares 781 Est. Cost $328.71 Unrealized 0.0%
IOVA IOVANCE BIOTHERAPEUTICS INC 0.3%
Value ($000) $240 Shares 8,754 Est. Cost $32.88 Unrealized 0.0%
ELV ANTHEM INC 0.3%
Value ($000) $235 Shares 892 Est. Cost $247.08 Unrealized 0.0%
CIEN CIENA CORP 0.3%
Value ($000) $235 Shares 4,349 Est. Cost $49.71 Unrealized 0.0%
CABO CABLE ONE INC 0.3%
Value ($000) $232 Shares 130 Est. Cost $1657.19 Unrealized 0.0%
NVCR NOVOCURE LTD 0.3%
Value ($000) $232 Shares 3,913 Est. Cost $65.77 Unrealized 0.0%
EHC ENCOMPASS HEALTH CORP 0.3%
Value ($000) $228 Shares 3,676 Est. Cost $50.52 Unrealized 0.0%
HSY HERSHEY CO 0.3%
Value ($000) $228 Shares 1,760 Est. Cost $117.69 Unrealized 0.0%
CPRT COPART INC 0.2%
Value ($000) $227 Shares 2,724 Est. Cost $20.07 Unrealized 0.0%
COUPA SOFTWARE INC 0.2%
Value ($000) $225 Shares 813 Est. Cost $276.75 Unrealized
SHW SHERWIN WILLIAMS CO 0.2%
Value ($000) $222 Shares 385 Est. Cost $171.20 Unrealized +0.2%
EL LAUDER ESTEE COS INC 0.2%
Value ($000) $221 Shares 1,169 Est. Cost $165.58 Unrealized 0.0%
BAH BOOZ ALLEN HAMILTON HLDG COR 0.2%
Value ($000) $221 Shares 2,841 Est. Cost $67.93 Unrealized 0.0%
FTCHQ FARFETCH LTD 0.2%
Value ($000) $220 Shares 12,772 Est. Cost $13.56 Unrealized 0.0%
BIGGQ BIG LOTS INC 0.2%
Value ($000) $216 Shares 5,148 Est. Cost $25.29 Unrealized 0.0%
INGR INGREDION INC 0.2%
Value ($000) $209 Shares 2,523 Est. Cost $81.82 Unrealized 0.0%
FIBROGEN INC 0.2%
Value ($000) $209 Shares 5,156 Est. Cost $40.54 Unrealized
BAX BAXTER INTL INC 0.2%
Value ($000) $209 Shares 2,430 Est. Cost $77.66 Unrealized 0.0%
BUNGE LIMITED 0.2%
Value ($000) $204 Shares 4,962 Est. Cost $41.11 Unrealized
VIRGIN GALACTIC HOLDINGS INC 0.2%
Value ($000) $198 Shares 12,134 Est. Cost $16.32 Unrealized
KOS KOSMOS ENERGY LTD 0.2%
Value ($000) $167 Shares 101,752 Est. Cost $1.61 Unrealized 0.0%
RRR RED ROCK RESORTS INC 0.2%
Value ($000) $144 Shares 13,219 Est. Cost $19.83 Unrealized -43.0%
LEVI LEVI STRAUSS & CO NEW 0.2%
Value ($000) $137 Shares 10,208 Est. Cost $11.51 Unrealized 0.0%
ANGI HOMESERVICES INC 0.1%
Value ($000) $133 Shares 10,946 Est. Cost $5.29 Unrealized
VIAV VIAVI SOLUTIONS INC 0.1%
Value ($000) $130 Shares 10,177 Est. Cost $11.99 Unrealized 0.0%
SIRIUS XM HOLDINGS INC 0.1%
Value ($000) $121 Shares 20,602 Est. Cost $4.94 Unrealized
CVE CENOVUS ENERGY INC 0.1%
Value ($000) $112 Shares 24,006 Est. Cost $3.47 Unrealized 0.0%
BRSL INTERNATIONAL GAME TECHNOLOG 0.1%
Value ($000) $93 Shares 10,441 Est. Cost $7.84 Unrealized -29.6%
OPK OPKO HEALTH INC 0.1%
Value ($000) $67 Shares 19,785 Est. Cost $2.24 Unrealized 0.0%
MARATHON OIL CORP 0.1%
Value ($000) $65 Shares 10,683 Est. Cost $6.08 Unrealized
CALLON PETE CO DEL 0.0%
Value ($000) $15 Shares 12,843 Est. Cost $1.17 Unrealized