Parametrica Management Ltd Quant / Systematic

CIK: 0001535110 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 16, 2021

Total Value ($000): $162,117 (100.0% shares, 0.0% debt)

Holdings (156)

CCL CARNIVAL CORP 5.5%
Value ($000) $8,889 Shares 410,592 Est. Cost $17.78 Unrealized 0.0%
JD JD.COM INC 5.5%
Value ($000) $8,867 Shares 100,878 Est. Cost $87.90 Unrealized
BABA ALIBABA GROUP HLDG LTD 5.3%
Value ($000) $8,521 Shares 36,614 Est. Cost $232.73 Unrealized
NCLH NORWEGIAN CRUISE LINE HLDG L 4.6%
Value ($000) $7,508 Shares 295,224 Est. Cost $18.89 Unrealized +10.4%
XLI SELECT SECTOR SPDR TR 4.1%
Value ($000) $6,649 Shares 75,000 Est. Cost $88.65 Unrealized
AMZN AMAZON COM INC 3.7%
Value ($000) $6,022 Shares 1,849 Est. Cost $126.33 Unrealized +26.3%
BILI BILIBILI INC 3.6%
Value ($000) $5,881 Shares 68,594 Est. Cost $85.74 Unrealized
META FACEBOOK INC 3.1%
Value ($000) $5,050 Shares 18,500 Est. Cost $247.05 Unrealized +10.2%
SPG SIMON PPTY GROUP INC NEW 2.3%
Value ($000) $3,801 Shares 44,600 Est. Cost $57.65 Unrealized 0.0%
NVDA NVIDIA CORPORATION 2.2%
Value ($000) $3,548 Shares 6,794 Est. Cost $12.76 Unrealized +4.6%
UAL UNITED AIRLS HLDGS INC 2.0%
Value ($000) $3,258 Shares 75,328 Est. Cost $36.21 Unrealized +11.7%
AMARIN CORP PLC 2.0%
Value ($000) $3,213 Shares 657,146 Est. Cost $4.89 Unrealized
CUREVAC N V 1.9%
Value ($000) $3,107 Shares 38,330 Est. Cost $81.06 Unrealized
CNK CINEMARK HLDGS INC 1.9%
Value ($000) $3,102 Shares 178,152 Est. Cost $12.42 Unrealized 0.0%
BIIB BIOGEN INC 1.7%
Value ($000) $2,689 Shares 10,983 Est. Cost $265.46 Unrealized -2.4%
DAL DELTA AIR LINES INC DEL 1.5%
Value ($000) $2,407 Shares 59,866 Est. Cost $24.75 Unrealized +43.0%
NXST NEXSTAR MEDIA GROUP INC 1.4%
Value ($000) $2,269 Shares 20,782 Est. Cost $80.62 Unrealized +2.7%
PDD PINDUODUO INC 1.2%
Value ($000) $2,025 Shares 11,400 Est. Cost $177.63 Unrealized
GOOG ALPHABET INC 1.2%
Value ($000) $1,922 Shares 1,097 Est. Cost $83.74 Unrealized 0.0%
LULU LULULEMON ATHLETICA INC 1.2%
Value ($000) $1,895 Shares 5,447 Est. Cost $347.27 Unrealized 0.0%
DOCU DOCUSIGN INC 1.1%
Value ($000) $1,831 Shares 8,235 Est. Cost $224.62 Unrealized 0.0%
STNE STONECO LTD 1.1%
Value ($000) $1,804 Shares 21,491 Est. Cost $83.94 Unrealized
CVNA CARVANA CO 1.0%
Value ($000) $1,676 Shares 6,994 Est. Cost $199.22 Unrealized +14.7%
XYZ SQUARE INC 1.0%
Value ($000) $1,618 Shares 7,433 Est. Cost $195.07 Unrealized 0.0%
PAGS PAGSEGURO DIGITAL LTD 1.0%
Value ($000) $1,601 Shares 28,146 Est. Cost $44.89 Unrealized 0.0%
AMD ADVANCED MICRO DEVICES INC 1.0%
Value ($000) $1,583 Shares 17,264 Est. Cost $86.30 Unrealized 0.0%
NIU NIU TECHNOLOGIES 1.0%
Value ($000) $1,582 Shares 56,410 Est. Cost $28.04 Unrealized
BNTX BIONTECH SE 0.9%
Value ($000) $1,473 Shares 18,054 Est. Cost $81.59 Unrealized
OKTA OKTA INC 0.9%
Value ($000) $1,428 Shares 5,615 Est. Cost $222.78 Unrealized +6.7%
VIACOMCBS INC 0.9%
Value ($000) $1,398 Shares 37,526 Est. Cost $24.96 Unrealized
MRNA MODERNA INC 0.8%
Value ($000) $1,377 Shares 13,187 Est. Cost $101.17 Unrealized 0.0%
BIDU BAIDU INC 0.8%
Value ($000) $1,319 Shares 6,099 Est. Cost $216.26 Unrealized
CAR AVIS BUDGET GROUP 0.7%
Value ($000) $1,200 Shares 32,167 Est. Cost $17.43 Unrealized +91.6%
TDOC TELADOC HEALTH INC 0.7%
Value ($000) $1,177 Shares 5,883 Est. Cost $205.32 Unrealized -1.0%
PYPL PAYPAL HLDGS INC 0.7%
Value ($000) $1,113 Shares 4,751 Est. Cost $206.72 Unrealized 0.0%
DISCOVERY INC 0.7%
Value ($000) $1,100 Shares 36,553 Est. Cost $21.77 Unrealized
HD HOME DEPOT INC 0.6%
Value ($000) $1,009 Shares 3,798 Est. Cost $240.87 Unrealized +0.7%
DG DOLLAR GEN CORP NEW 0.6%
Value ($000) $963 Shares 4,573 Est. Cost $198.05 Unrealized 0.0%
ALGN ALIGN TECHNOLOGY INC 0.5%
Value ($000) $865 Shares 1,619 Est. Cost $225.21 Unrealized +99.6%
REGN REGENERON PHARMACEUTICALS 0.5%
Value ($000) $857 Shares 1,773 Est. Cost $536.82 Unrealized 0.0%
GLW CORNING INC 0.5%
Value ($000) $806 Shares 22,368 Est. Cost $30.87 Unrealized 0.0%
CRM SALESFORCE COM INC 0.5%
Value ($000) $779 Shares 3,500 Est. Cost $240.26 Unrealized 0.0%
BBY BEST BUY INC 0.5%
Value ($000) $768 Shares 7,689 Est. Cost $89.94 Unrealized 0.0%
FDX FEDEX CORP 0.5%
Value ($000) $750 Shares 2,888 Est. Cost $251.15 Unrealized 0.0%
MU MICRON TECHNOLOGY INC 0.5%
Value ($000) $748 Shares 9,954 Est. Cost $58.84 Unrealized 0.0%
ODFL OLD DOMINION FREIGHT LINE IN 0.5%
Value ($000) $733 Shares 3,758 Est. Cost $97.11 Unrealized 0.0%
COUPA SOFTWARE INC 0.4%
Value ($000) $706 Shares 2,082 Est. Cost $339.10 Unrealized
SYF SYNCHRONY FINANCIAL 0.4%
Value ($000) $703 Shares 20,260 Est. Cost $22.89 Unrealized +16.8%
W WAYFAIR INC 0.4%
Value ($000) $685 Shares 3,034 Est. Cost $265.47 Unrealized 0.0%
ROKU ROKU INC 0.4%
Value ($000) $675 Shares 2,034 Est. Cost $262.32 Unrealized 0.0%
VEEV VEEVA SYS INC 0.4%
Value ($000) $661 Shares 2,427 Est. Cost $280.15 Unrealized 0.0%
CMG CHIPOTLE MEXICAN GRILL INC 0.4%
Value ($000) $650 Shares 469 Est. Cost $26.23 Unrealized 0.0%
SHW SHERWIN WILLIAMS CO 0.4%
Value ($000) $649 Shares 883 Est. Cost $226.70 Unrealized 0.0%
MCK MCKESSON CORP 0.4%
Value ($000) $642 Shares 3,692 Est. Cost $161.42 Unrealized 0.0%
XILINX INC 0.4%
Value ($000) $639 Shares 4,508 Est. Cost $141.75 Unrealized
ZENDESK INC 0.4%
Value ($000) $619 Shares 4,321 Est. Cost $143.25 Unrealized
F FORD MTR CO DEL 0.4%
Value ($000) $614 Shares 69,939 Est. Cost $5.77 Unrealized +10.1%
JNJ JOHNSON & JOHNSON 0.4%
Value ($000) $604 Shares 3,843 Est. Cost $120.34 Unrealized +6.0%
TWLO TWILIO INC 0.4%
Value ($000) $592 Shares 1,750 Est. Cost $312.48 Unrealized 0.0%
HOLX HOLOGIC INC 0.4%
Value ($000) $588 Shares 8,070 Est. Cost $70.59 Unrealized 0.0%
GD GENERAL DYNAMICS CORP 0.4%
Value ($000) $575 Shares 3,866 Est. Cost $130.64 Unrealized 0.0%
MKTX MARKETAXESS HLDGS INC 0.4%
Value ($000) $568 Shares 996 Est. Cost $513.28 Unrealized 0.0%
GTN GRAY TELEVISION INC 0.3%
Value ($000) $566 Shares 31,664 Est. Cost $13.25 Unrealized +19.6%
VARIAN MED SYS INC 0.3%
Value ($000) $563 Shares 3,215 Est. Cost $172.03 Unrealized
NKE NIKE INC 0.3%
Value ($000) $557 Shares 3,938 Est. Cost $123.21 Unrealized 0.0%
BLACKROCK INC 0.3%
Value ($000) $547 Shares 758 Est. Cost $721.64 Unrealized
LAM RESEARCH CORP 0.3%
Value ($000) $545 Shares 1,154 Est. Cost $392.57 Unrealized
XOM EXXON MOBIL CORP 0.3%
Value ($000) $540 Shares 13,099 Est. Cost $30.36 Unrealized 0.0%
SNAP SNAP INC 0.3%
Value ($000) $538 Shares 10,752 Est. Cost $41.54 Unrealized 0.0%
GIS GENERAL MLS INC 0.3%
Value ($000) $536 Shares 9,109 Est. Cost $50.86 Unrealized 0.0%
MDB MONGODB INC 0.3%
Value ($000) $527 Shares 1,469 Est. Cost $279.28 Unrealized 0.0%
CVS CVS HEALTH CORP 0.3%
Value ($000) $515 Shares 7,540 Est. Cost $53.81 Unrealized +2.6%
SPOT SPOTIFY TECHNOLOGY S A 0.3%
Value ($000) $503 Shares 1,596 Est. Cost $282.20 Unrealized 0.0%
CLX CLOROX CO DEL 0.3%
Value ($000) $485 Shares 2,402 Est. Cost $176.37 Unrealized 0.0%
SIRIUS XM HOLDINGS INC 0.3%
Value ($000) $453 Shares 71,288 Est. Cost $6.35 Unrealized
SPLUNK INC 0.3%
Value ($000) $445 Shares 2,619 Est. Cost $169.91 Unrealized
INVITAE CORP 0.3%
Value ($000) $445 Shares 10,635 Est. Cost $41.84 Unrealized
ROL ROLLINS INC 0.3%
Value ($000) $438 Shares 11,208 Est. Cost $36.34 Unrealized 0.0%
PPG PPG INDS INC 0.3%
Value ($000) $430 Shares 2,978 Est. Cost $125.98 Unrealized 0.0%
GM GENERAL MTRS CO 0.3%
Value ($000) $430 Shares 10,327 Est. Cost $37.51 Unrealized 0.0%
SUNPOWER CORP 0.3%
Value ($000) $426 Shares 16,641 Est. Cost $25.60 Unrealized
YUMC YUM CHINA HLDGS INC 0.3%
Value ($000) $419 Shares 7,333 Est. Cost $56.16 Unrealized 0.0%
MIRATI THERAPEUTICS INC 0.2%
Value ($000) $404 Shares 1,839 Est. Cost $219.68 Unrealized
WMT WALMART INC 0.2%
Value ($000) $396 Shares 2,749 Est. Cost $45.24 Unrealized 0.0%
PODD INSULET CORP 0.2%
Value ($000) $387 Shares 1,515 Est. Cost $248.10 Unrealized 0.0%
SRPT SAREPTA THERAPEUTICS INC 0.2%
Value ($000) $381 Shares 2,235 Est. Cost $148.17 Unrealized 0.0%
CVX CHEVRON CORP NEW 0.2%
Value ($000) $379 Shares 4,485 Est. Cost $65.02 Unrealized 0.0%
EXAS EXACT SCIENCES CORP 0.2%
Value ($000) $369 Shares 2,782 Est. Cost $120.93 Unrealized 0.0%
PANW PALO ALTO NETWORKS INC 0.2%
Value ($000) $362 Shares 1,020 Est. Cost $46.72 Unrealized 0.0%
MELI MERCADOLIBRE INC 0.2%
Value ($000) $358 Shares 214 Est. Cost $1410.19 Unrealized 0.0%
AMAT APPLIED MATLS INC 0.2%
Value ($000) $358 Shares 4,153 Est. Cost $70.69 Unrealized 0.0%
WDAY WORKDAY INC 0.2%
Value ($000) $356 Shares 1,486 Est. Cost $224.69 Unrealized 0.0%
AAPL APPLE INC 0.2%
Value ($000) $354 Shares 2,668 Est. Cost $75.55 Unrealized +54.9%
INCY INCYTE CORP 0.2%
Value ($000) $351 Shares 4,043 Est. Cost $96.47 Unrealized -10.3%
WST WEST PHARMACEUTICAL SVSC INC 0.2%
Value ($000) $333 Shares 1,178 Est. Cost $277.09 Unrealized 0.0%
PFE PFIZER INC 0.2%
Value ($000) $333 Shares 9,053 Est. Cost $27.11 Unrealized +5.6%
RNG RINGCENTRAL INC 0.2%
Value ($000) $330 Shares 871 Est. Cost $311.05 Unrealized 0.0%
TSCO TRACTOR SUPPLY CO 0.2%
Value ($000) $329 Shares 2,338 Est. Cost $25.75 Unrealized 0.0%
SEAGATE TECHNOLOGY PLC 0.2%
Value ($000) $322 Shares 5,183 Est. Cost $62.13 Unrealized
CL COLGATE PALMOLIVE CO 0.2%
Value ($000) $320 Shares 3,739 Est. Cost $73.42 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 0.2%
Value ($000) $315 Shares 1,871 Est. Cost $136.91 Unrealized 0.0%
DHI D R HORTON INC 0.2%
Value ($000) $312 Shares 4,526 Est. Cost $48.93 Unrealized +41.5%
ARISTA NETWORKS INC 0.2%
Value ($000) $306 Shares 1,054 Est. Cost $290.32 Unrealized
MO ALTRIA GROUP INC 0.2%
Value ($000) $299 Shares 7,290 Est. Cost $26.69 Unrealized 0.0%
IDXX IDEXX LABS INC 0.2%
Value ($000) $299 Shares 598 Est. Cost $447.44 Unrealized 0.0%
MTCH MATCH GROUP INC NEW 0.2%
Value ($000) $298 Shares 1,970 Est. Cost $129.23 Unrealized 0.0%
SWK STANLEY BLACK & DECKER INC 0.2%
Value ($000) $297 Shares 1,664 Est. Cost $150.00 Unrealized 0.0%
PH PARKER-HANNIFIN CORP 0.2%
Value ($000) $283 Shares 1,038 Est. Cost $231.36 Unrealized 0.0%
ISRG INTUITIVE SURGICAL INC 0.2%
Value ($000) $278 Shares 340 Est. Cost $184.50 Unrealized +34.6%
GWW GRAINGER W W INC 0.2%
Value ($000) $277 Shares 679 Est. Cost $371.45 Unrealized 0.0%
FAST FASTENAL CO 0.2%
Value ($000) $273 Shares 5,591 Est. Cost $20.72 Unrealized 0.0%
BLD TOPBUILD CORP 0.2%
Value ($000) $273 Shares 1,479 Est. Cost $176.93 Unrealized 0.0%
SEDG SOLAREDGE TECHNOLOGIES INC 0.2%
Value ($000) $271 Shares 849 Est. Cost $276.37 Unrealized 0.0%
CB CHUBB LIMITED 0.2%
Value ($000) $267 Shares 1,733 Est. Cost $130.07 Unrealized 0.0%
CHTR CHARTER COMMUNICATIONS INC N 0.2%
Value ($000) $266 Shares 402 Est. Cost $530.73 Unrealized +19.9%
NBIS YANDEX N V 0.2%
Value ($000) $263 Shares 3,774 Est. Cost $69.69 Unrealized
A AGILENT TECHNOLOGIES INC 0.2%
Value ($000) $261 Shares 2,204 Est. Cost $106.93 Unrealized 0.0%
DHR DANAHER CORPORATION 0.2%
Value ($000) $260 Shares 1,171 Est. Cost $196.00 Unrealized 0.0%
ARWR ARROWHEAD PHARMACEUTICALS IN 0.2%
Value ($000) $256 Shares 3,335 Est. Cost $63.95 Unrealized 0.0%
RVTY PERKINELMER INC 0.2%
Value ($000) $254 Shares 1,772 Est. Cost $131.57 Unrealized 0.0%
HUBS HUBSPOT INC 0.2%
Value ($000) $254 Shares 639 Est. Cost $350.97 Unrealized 0.0%
LIVEPERSON INC 0.2%
Value ($000) $251 Shares 4,034 Est. Cost $62.22 Unrealized
CHGG CHEGG INC 0.2%
Value ($000) $250 Shares 2,770 Est. Cost $79.46 Unrealized 0.0%
ZTS ZOETIS INC 0.2%
Value ($000) $250 Shares 1,514 Est. Cost $125.31 Unrealized +24.0%
FATE FATE THERAPEUTICS INC 0.2%
Value ($000) $250 Shares 2,752 Est. Cost $62.10 Unrealized 0.0%
PEP PEPSICO INC 0.2%
Value ($000) $249 Shares 1,677 Est. Cost $121.24 Unrealized 0.0%
AIG AMERICAN INTL GROUP INC 0.2%
Value ($000) $246 Shares 6,502 Est. Cost $31.24 Unrealized 0.0%
MTD METTLER TOLEDO INTERNATIONAL 0.2%
Value ($000) $244 Shares 214 Est. Cost $1096.55 Unrealized 0.0%
ROK ROCKWELL AUTOMATION INC 0.1%
Value ($000) $243 Shares 968 Est. Cost $224.01 Unrealized 0.0%
AJG GALLAGHER ARTHUR J & CO 0.1%
Value ($000) $242 Shares 1,954 Est. Cost $107.71 Unrealized 0.0%
FCX FREEPORT-MCMORAN INC 0.1%
Value ($000) $242 Shares 9,320 Est. Cost $13.50 Unrealized +44.1%
CATALENT INC 0.1%
Value ($000) $242 Shares 2,322 Est. Cost $104.22 Unrealized
TAL TAL EDUCATION GROUP 0.1%
Value ($000) $242 Shares 3,383 Est. Cost $71.53 Unrealized
INSM INSMED INC 0.1%
Value ($000) $241 Shares 7,236 Est. Cost $36.53 Unrealized 0.0%
EATON VANCE CORP 0.1%
Value ($000) $241 Shares 3,551 Est. Cost $67.87 Unrealized
ALT ALTIMMUNE INC 0.1%
Value ($000) $236 Shares 20,878 Est. Cost $11.78 Unrealized 0.0%
WMB WILLIAMS COS INC 0.1%
Value ($000) $235 Shares 11,711 Est. Cost $15.63 Unrealized 0.0%
AVALARA INC 0.1%
Value ($000) $235 Shares 1,427 Est. Cost $164.68 Unrealized
L BRANDS INC 0.1%
Value ($000) $235 Shares 6,323 Est. Cost $37.17 Unrealized
D DOMINION ENERGY INC 0.1%
Value ($000) $235 Shares 3,126 Est. Cost $63.42 Unrealized 0.0%
TROW PRICE T ROWE GROUP INC 0.1%
Value ($000) $234 Shares 1,548 Est. Cost $114.35 Unrealized 0.0%
RMD RESMED INC 0.1%
Value ($000) $231 Shares 1,088 Est. Cost $176.42 Unrealized +8.2%
2U INC 0.1%
Value ($000) $231 Shares 5,771 Est. Cost $40.03 Unrealized
EHTH EHEALTH INC 0.1%
Value ($000) $231 Shares 3,269 Est. Cost $76.00 Unrealized 0.0%
SMARTSHEET INC 0.1%
Value ($000) $219 Shares 3,162 Est. Cost $69.26 Unrealized
VRTX VERTEX PHARMACEUTICALS INC 0.1%
Value ($000) $218 Shares 923 Est. Cost $229.44 Unrealized 0.0%
ENPH ENPHASE ENERGY INC 0.1%
Value ($000) $214 Shares 1,217 Est. Cost $126.83 Unrealized 0.0%
IRTC IRHYTHM TECHNOLOGIES INC 0.1%
Value ($000) $212 Shares 894 Est. Cost $227.91 Unrealized 0.0%
DECK DECKERS OUTDOOR CORP 0.1%
Value ($000) $209 Shares 728 Est. Cost $44.35 Unrealized 0.0%
GDDY GODADDY INC 0.1%
Value ($000) $201 Shares 2,429 Est. Cost $78.52 Unrealized 0.0%
PAYX PAYCHEX INC 0.1%
Value ($000) $201 Shares 2,155 Est. Cost $76.93 Unrealized 0.0%
VONAGE HLDGS CORP 0.1%
Value ($000) $141 Shares 10,987 Est. Cost $12.83 Unrealized
OPK OPKO HEALTH INC 0.1%
Value ($000) $126 Shares 31,850 Est. Cost $4.18 Unrealized 0.0%
ADT ADT INC DEL 0.1%
Value ($000) $104 Shares 13,282 Est. Cost $8.62 Unrealized -19.0%
ZYNGA INC 0.1%
Value ($000) $102 Shares 10,293 Est. Cost $9.91 Unrealized
COTY COTY INC 0.1%
Value ($000) $91 Shares 12,893 Est. Cost $5.15 Unrealized 0.0%