Parametrica Management Ltd Quant / Systematic

CIK: 0001535110 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 13, 2020

Total Value ($000): $52,946 (100.0% shares, 0.0% debt)

Holdings (87)

AMZN AMAZON COM INC 5.8%
Value ($000) $3,081 Shares 979 Est. Cost $96.79 Unrealized +62.9%
DAL DELTA AIR LINES INC DEL 5.4%
Value ($000) $2,870 Shares 93,809 Est. Cost $24.75 Unrealized +13.3%
NCLH NORWEGIAN CRUISE LINE HLDG L 3.7%
Value ($000) $1,981 Shares 115,712 Est. Cost $15.83 Unrealized 0.0%
ISRG INTUITIVE SURGICAL INC 3.3%
Value ($000) $1,769 Shares 2,492 Est. Cost $184.50 Unrealized +21.7%
CAR AVIS BUDGET GROUP 3.3%
Value ($000) $1,753 Shares 66,603 Est. Cost $17.43 Unrealized +64.1%
MSFT MICROSOFT CORP 3.2%
Value ($000) $1,698 Shares 8,080 Est. Cost $169.06 Unrealized +18.7%
META FACEBOOK INC 3.1%
Value ($000) $1,641 Shares 6,268 Est. Cost $197.89 Unrealized +29.4%
VIACOMCBS INC 2.9%
Value ($000) $1,537 Shares 54,902 Est. Cost $24.96 Unrealized
ADBE ADOBE SYSTEMS INCORPORATED 2.8%
Value ($000) $1,498 Shares 3,059 Est. Cost $342.05 Unrealized +36.0%
NFLX NETFLIX INC 2.7%
Value ($000) $1,450 Shares 2,900 Est. Cost $49.77 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 2.5%
Value ($000) $1,309 Shares 8,788 Est. Cost $120.34 Unrealized +5.5%
ALGN ALIGN TECHNOLOGY INC 2.4%
Value ($000) $1,272 Shares 3,881 Est. Cost $225.21 Unrealized +35.5%
NVDA NVIDIA CORPORATION 2.3%
Value ($000) $1,233 Shares 2,280 Est. Cost $11.60 Unrealized 0.0%
HCA HCA HEALTHCARE INC 2.1%
Value ($000) $1,124 Shares 9,014 Est. Cost $102.25 Unrealized +15.7%
PFE PFIZER INC 2.1%
Value ($000) $1,103 Shares 30,080 Est. Cost $27.11 Unrealized 0.0%
CZR CAESARS ENTERTAINMENT INC NE 2.1%
Value ($000) $1,091 Shares 19,458 Est. Cost $43.94 Unrealized 0.0%
UAL UNITED AIRLS HLDGS INC 2.0%
Value ($000) $1,062 Shares 30,540 Est. Cost $29.99 Unrealized +15.4%
TRU TRANSUNION 1.8%
Value ($000) $946 Shares 11,244 Est. Cost $77.66 Unrealized +8.3%
DISCOVERY INC 1.4%
Value ($000) $735 Shares 33,776 Est. Cost $21.09 Unrealized
NXST NEXSTAR MEDIA GROUP INC 1.4%
Value ($000) $722 Shares 8,033 Est. Cost $77.22 Unrealized -1.5%
COF CAPITAL ONE FINL CORP 1.4%
Value ($000) $719 Shares 10,004 Est. Cost $61.00 Unrealized 0.0%
MCO MOODYS CORP 1.3%
Value ($000) $712 Shares 2,454 Est. Cost $231.38 Unrealized +17.9%
ADSK AUTODESK INC 1.3%
Value ($000) $707 Shares 3,063 Est. Cost $237.64 Unrealized 0.0%
VARIAN MED SYS INC 1.3%
Value ($000) $700 Shares 4,069 Est. Cost $172.03 Unrealized
MAR MARRIOTT INTL INC NEW 1.3%
Value ($000) $677 Shares 7,318 Est. Cost $119.64 Unrealized -24.0%
ACTIVISION BLIZZARD INC 1.1%
Value ($000) $593 Shares 7,333 Est. Cost $80.87 Unrealized
GOOGL ALPHABET INC 1.1%
Value ($000) $592 Shares 404 Est. Cost $75.62 Unrealized 0.0%
BMRN BIOMARIN PHARMACEUTICAL INC 1.0%
Value ($000) $547 Shares 7,196 Est. Cost $101.18 Unrealized 0.0%
ITW ILLINOIS TOOL WKS INC 1.0%
Value ($000) $524 Shares 2,714 Est. Cost $167.30 Unrealized 0.0%
GTN GRAY TELEVISION INC 1.0%
Value ($000) $505 Shares 36,627 Est. Cost $13.25 Unrealized +10.3%
FTNT FORTINET INC 0.9%
Value ($000) $496 Shares 4,207 Est. Cost $23.61 Unrealized +9.4%
JLL JONES LANG LASALLE INC 0.9%
Value ($000) $491 Shares 5,120 Est. Cost $103.07 Unrealized -2.3%
INCY INCYTE CORP 0.9%
Value ($000) $488 Shares 5,429 Est. Cost $96.47 Unrealized 0.0%
BIIB BIOGEN INC 0.9%
Value ($000) $479 Shares 1,688 Est. Cost $300.59 Unrealized -7.2%
PRU PRUDENTIAL FINL INC 0.8%
Value ($000) $438 Shares 6,887 Est. Cost $50.42 Unrealized 0.0%
QRVO QORVO INC 0.8%
Value ($000) $430 Shares 3,336 Est. Cost $124.00 Unrealized 0.0%
DHI D R HORTON INC 0.8%
Value ($000) $429 Shares 5,671 Est. Cost $48.93 Unrealized +32.2%
KDP KEURIG DR PEPPER INC 0.8%
Value ($000) $414 Shares 14,999 Est. Cost $25.60 Unrealized 0.0%
DIS DISNEY WALT CO 0.8%
Value ($000) $412 Shares 3,321 Est. Cost $123.52 Unrealized -1.1%
UHS UNIVERSAL HLTH SVCS INC 0.8%
Value ($000) $411 Shares 3,841 Est. Cost $104.18 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.7%
Value ($000) $380 Shares 3,942 Est. Cost $103.61 Unrealized -17.5%
MGM MGM RESORTS INTERNATIONAL 0.7%
Value ($000) $379 Shares 17,447 Est. Cost $19.81 Unrealized 0.0%
ELAN ELANCO ANIMAL HEALTH INC 0.7%
Value ($000) $374 Shares 13,386 Est. Cost $25.34 Unrealized 0.0%
NSC NORFOLK SOUTHN CORP 0.7%
Value ($000) $368 Shares 1,721 Est. Cost $179.92 Unrealized 0.0%
HD HOME DEPOT INC 0.7%
Value ($000) $351 Shares 1,263 Est. Cost $237.65 Unrealized 0.0%
GEN NORTONLIFELOCK INC 0.6%
Value ($000) $340 Shares 16,333 Est. Cost $19.32 Unrealized 0.0%
CVNA CARVANA CO 0.6%
Value ($000) $340 Shares 1,521 Est. Cost $93.66 Unrealized +89.3%
LLY LILLY ELI & CO 0.6%
Value ($000) $329 Shares 2,225 Est. Cost $145.78 Unrealized 0.0%
DISH NETWORK CORPORATION 0.6%
Value ($000) $322 Shares 11,110 Est. Cost $28.98 Unrealized
TJX TJX COS INC NEW 0.6%
Value ($000) $320 Shares 5,746 Est. Cost $50.05 Unrealized 0.0%
AZO AUTOZONE INC 0.6%
Value ($000) $319 Shares 270 Est. Cost $1181.54 Unrealized 0.0%
PM PHILIP MORRIS INTL INC 0.6%
Value ($000) $309 Shares 4,120 Est. Cost $58.86 Unrealized 0.0%
TDOC TELADOC HEALTH INC 0.6%
Value ($000) $304 Shares 1,385 Est. Cost $211.77 Unrealized 0.0%
GPC GENUINE PARTS CO 0.6%
Value ($000) $302 Shares 3,170 Est. Cost $80.03 Unrealized 0.0%
CW CURTISS WRIGHT CORP 0.5%
Value ($000) $290 Shares 3,107 Est. Cost $93.80 Unrealized 0.0%
C CITIGROUP INC 0.5%
Value ($000) $288 Shares 6,690 Est. Cost $39.31 Unrealized +4.4%
MAS MASCO CORP 0.5%
Value ($000) $286 Shares 5,176 Est. Cost $51.02 Unrealized 0.0%
AAPL APPLE INC 0.5%
Value ($000) $282 Shares 2,436 Est. Cost $71.60 Unrealized +48.0%
HORIZON THERAPEUTICS PUB L 0.5%
Value ($000) $281 Shares 3,620 Est. Cost $77.62 Unrealized
REATA PHARMACEUTICALS INC 0.5%
Value ($000) $280 Shares 2,875 Est. Cost $134.04 Unrealized
CTAS CINTAS CORP 0.5%
Value ($000) $272 Shares 816 Est. Cost $72.90 Unrealized 0.0%
FCX FREEPORT-MCMORAN INC 0.5%
Value ($000) $269 Shares 17,198 Est. Cost $13.50 Unrealized 0.0%
OKTA OKTA INC 0.5%
Value ($000) $264 Shares 1,232 Est. Cost $169.77 Unrealized +22.8%
ZTS ZOETIS INC 0.5%
Value ($000) $250 Shares 1,510 Est. Cost $125.31 Unrealized +17.1%
JCI JOHNSON CTLS INTL PLC 0.5%
Value ($000) $248 Shares 6,084 Est. Cost $35.18 Unrealized 0.0%
RMD RESMED INC 0.5%
Value ($000) $242 Shares 1,411 Est. Cost $176.42 Unrealized 0.0%
ABBV ABBVIE INC 0.5%
Value ($000) $241 Shares 2,758 Est. Cost $76.31 Unrealized 0.0%
TRMB TRIMBLE INC 0.4%
Value ($000) $237 Shares 4,864 Est. Cost $47.78 Unrealized 0.0%
HAL HALLIBURTON CO 0.4%
Value ($000) $233 Shares 19,317 Est. Cost $13.17 Unrealized 0.0%
NEKTAR THERAPEUTICS 0.4%
Value ($000) $226 Shares 13,658 Est. Cost $16.55 Unrealized
F FORD MTR CO DEL 0.4%
Value ($000) $224 Shares 33,646 Est. Cost $5.14 Unrealized 0.0%
BIO BIO RAD LABS INC 0.4%
Value ($000) $224 Shares 435 Est. Cost $506.50 Unrealized 0.0%
CBRE CBRE GROUP INC 0.4%
Value ($000) $223 Shares 4,738 Est. Cost $43.13 Unrealized +5.8%
CVS CVS HEALTH CORP 0.4%
Value ($000) $219 Shares 3,757 Est. Cost $52.38 Unrealized 0.0%
LAM RESEARCH CORP 0.4%
Value ($000) $215 Shares 650 Est. Cost $330.77 Unrealized
SYF SYNCHRONY FINANCIAL 0.4%
Value ($000) $210 Shares 8,020 Est. Cost $17.01 Unrealized +25.9%
HSY HERSHEY CO 0.4%
Value ($000) $210 Shares 1,465 Est. Cost $117.69 Unrealized +6.1%
RCL ROYAL CARIBBEAN GROUP 0.4%
Value ($000) $209 Shares 3,230 Est. Cost $57.86 Unrealized 0.0%
BA BOEING CO 0.4%
Value ($000) $207 Shares 1,252 Est. Cost $170.43 Unrealized 0.0%
CHTR CHARTER COMMUNICATIONS INC N 0.4%
Value ($000) $205 Shares 329 Est. Cost $507.25 Unrealized +16.3%
LCII LCI INDS 0.4%
Value ($000) $205 Shares 1,927 Est. Cost $96.25 Unrealized 0.0%
REVANCE THERAPEUTICS INC 0.4%
Value ($000) $203 Shares 8,092 Est. Cost $25.09 Unrealized
SRE SEMPRA ENERGY 0.4%
Value ($000) $203 Shares 1,718 Est. Cost $51.62 Unrealized 0.0%
FTDR FRONTDOOR INC 0.4%
Value ($000) $202 Shares 5,192 Est. Cost $42.68 Unrealized 0.0%
NEVRO CORP 0.4%
Value ($000) $200 Shares 1,436 Est. Cost $139.28 Unrealized
ADT ADT INC DEL 0.2%
Value ($000) $116 Shares 14,164 Est. Cost $8.62 Unrealized 0.0%
MICHAELS COS INC 0.2%
Value ($000) $106 Shares 10,941 Est. Cost $9.69 Unrealized