Parametrica Management Ltd Quant / Systematic

CIK: 0001535110 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 12, 2021

Total Value ($000): $133,784 (100.0% shares, 0.0% debt)

Holdings (74)

META FACEBOOK INC 14.1%
Value ($000) $18,919 Shares 55,768 Est. Cost $284.12 Unrealized +25.9%
NVAX NOVAVAX INC 9.3%
Value ($000) $12,484 Shares 60,296 Est. Cost $214.45 Unrealized +2.8%
DAL DELTA AIR LINES INC DEL 5.2%
Value ($000) $7,016 Shares 164,652 Est. Cost $36.99 Unrealized +7.4%
LUV SOUTHWEST AIRLS CO 5.0%
Value ($000) $6,707 Shares 130,406 Est. Cost $47.44 Unrealized -0.9%
FOLD AMICUS THERAPEUTICS INC 4.3%
Value ($000) $5,707 Shares 596,996 Est. Cost $14.77 Unrealized -30.7%
SE SEA LTD 4.2%
Value ($000) $5,680 Shares 17,810 Est. Cost $214.32 Unrealized
GOOGL ALPHABET INC 3.8%
Value ($000) $5,024 Shares 1,879 Est. Cost $97.95 Unrealized +37.9%
XLI SELECT SECTOR SPDR TR 3.6%
Value ($000) $4,802 Shares 49,120 Est. Cost $97.76 Unrealized
NVDA NVIDIA CORPORATION 3.5%
Value ($000) $4,716 Shares 22,782 Est. Cost $19.36 Unrealized +7.0%
MU MICRON TECHNOLOGY INC 3.1%
Value ($000) $4,183 Shares 58,951 Est. Cost $76.03 Unrealized -3.6%
IOVA IOVANCE BIOTHERAPEUTICS INC 2.7%
Value ($000) $3,609 Shares 146,362 Est. Cost $24.80 Unrealized -5.0%
AMZN AMAZON COM INC 2.6%
Value ($000) $3,525 Shares 1,073 Est. Cost $132.62 Unrealized +30.1%
GOOG ALPHABET INC 2.4%
Value ($000) $3,169 Shares 1,189 Est. Cost $86.45 Unrealized +58.3%
SYF SYNCHRONY FINANCIAL 2.3%
Value ($000) $3,102 Shares 63,439 Est. Cost $32.36 Unrealized +35.8%
ASML ASML HOLDING N V 1.9%
Value ($000) $2,606 Shares 3,498 Est. Cost $602.09 Unrealized
NCLH NORWEGIAN CRUISE LINE HLDG L 1.9%
Value ($000) $2,527 Shares 94,600 Est. Cost $21.50 Unrealized +18.3%
JD JD.COM INC 1.9%
Value ($000) $2,476 Shares 34,280 Est. Cost $78.39 Unrealized
VALE VALE S A 1.5%
Value ($000) $2,016 Shares 144,631 Est. Cost $17.02 Unrealized
KWEB KRANESHARES TR 1.4%
Value ($000) $1,883 Shares 39,812 Est. Cost $47.30 Unrealized
CAR AVIS BUDGET GROUP 1.3%
Value ($000) $1,777 Shares 15,256 Est. Cost $82.63 Unrealized +1.3%
BABA ALIBABA GROUP HLDG LTD 1.3%
Value ($000) $1,687 Shares 11,398 Est. Cost $168.94 Unrealized
SNAP SNAP INC 1.2%
Value ($000) $1,650 Shares 22,339 Est. Cost $51.09 Unrealized +41.4%
UAL UNITED AIRLS HLDGS INC 1.2%
Value ($000) $1,635 Shares 34,358 Est. Cost $36.21 Unrealized +30.1%
MSFT MICROSOFT CORP 1.2%
Value ($000) $1,544 Shares 5,476 Est. Cost $225.20 Unrealized +24.7%
ALGN ALIGN TECHNOLOGY INC 1.2%
Value ($000) $1,541 Shares 2,316 Est. Cost $654.79 Unrealized +3.7%
AMAT APPLIED MATLS INC 1.1%
Value ($000) $1,493 Shares 11,602 Est. Cost $96.76 Unrealized +35.0%
BIDU BAIDU INC 1.0%
Value ($000) $1,396 Shares 9,080 Est. Cost $217.45 Unrealized
JBLU JETBLUE AWYS CORP 0.9%
Value ($000) $1,255 Shares 82,110 Est. Cost $15.34 Unrealized 0.0%
DHI D R HORTON INC 0.9%
Value ($000) $1,209 Shares 14,401 Est. Cost $69.86 Unrealized +26.2%
NXST NEXSTAR MEDIA GROUP INC 0.9%
Value ($000) $1,191 Shares 7,835 Est. Cost $98.48 Unrealized +28.9%
FATE FATE THERAPEUTICS INC 0.9%
Value ($000) $1,180 Shares 19,910 Est. Cost $78.44 Unrealized 0.0%
LINDE PLC 0.9%
Value ($000) $1,176 Shares 4,002 Est. Cost $278.90 Unrealized
CODIAK BIOSCIENCES INC 0.8%
Value ($000) $1,136 Shares 69,584 Est. Cost $18.51 Unrealized
NEW ORIENTAL ED & TECHNOLOGY 0.8%
Value ($000) $1,032 Shares 504,874 Est. Cost $2.04 Unrealized
DIDIY DIDI GLOBAL INC 0.7%
Value ($000) $873 Shares 112,181 Est. Cost $7.78 Unrealized
NIU NIU TECHNOLOGIES 0.6%
Value ($000) $864 Shares 37,332 Est. Cost $31.78 Unrealized
TWITTER INC 0.6%
Value ($000) $847 Shares 14,030 Est. Cost $67.25 Unrealized
INSTIL BIO INC 0.6%
Value ($000) $826 Shares 46,225 Est. Cost $17.87 Unrealized
IPSC CENTURY THERAPEUTICS INC 0.5%
Value ($000) $723 Shares 28,755 Est. Cost $27.07 Unrealized 0.0%
BLUEBIRD BIO INC 0.5%
Value ($000) $706 Shares 36,919 Est. Cost $29.07 Unrealized
ADBE ADOBE SYSTEMS INCORPORATED 0.5%
Value ($000) $611 Shares 1,062 Est. Cost $629.41 Unrealized 0.0%
ZTS ZOETIS INC 0.3%
Value ($000) $423 Shares 2,178 Est. Cost $134.77 Unrealized +43.7%
STNE STONECO LTD 0.3%
Value ($000) $405 Shares 11,658 Est. Cost $71.96 Unrealized
LIVENT CORP 0.2%
Value ($000) $323 Shares 13,933 Est. Cost $23.18 Unrealized
UNFI UNITED NAT FOODS INC 0.2%
Value ($000) $296 Shares 6,103 Est. Cost $35.40 Unrealized 0.0%
UPWK UPWORK INC 0.2%
Value ($000) $289 Shares 6,418 Est. Cost $48.74 Unrealized 0.0%
CHGG CHEGG INC 0.2%
Value ($000) $278 Shares 4,092 Est. Cost $81.39 Unrealized 0.0%
ENPH ENPHASE ENERGY INC 0.2%
Value ($000) $274 Shares 1,829 Est. Cost $171.59 Unrealized 0.0%
NTLA INTELLIA THERAPEUTICS INC 0.2%
Value ($000) $273 Shares 2,036 Est. Cost $151.40 Unrealized 0.0%
SPGI S&P GLOBAL INC 0.2%
Value ($000) $263 Shares 620 Est. Cost $417.79 Unrealized 0.0%
OLED UNIVERSAL DISPLAY CORP 0.2%
Value ($000) $263 Shares 1,541 Est. Cost $198.32 Unrealized 0.0%
XP XP INC 0.2%
Value ($000) $259 Shares 6,446 Est. Cost $43.14 Unrealized +3.5%
WPM WHEATON PRECIOUS METALS CORP 0.2%
Value ($000) $254 Shares 6,762 Est. Cost $41.52 Unrealized 0.0%
MED MEDIFAST INC 0.2%
Value ($000) $245 Shares 1,272 Est. Cost $219.07 Unrealized 0.0%
SONO SONOS INC 0.2%
Value ($000) $242 Shares 7,465 Est. Cost $36.03 Unrealized 0.0%
CVNA CARVANA CO 0.2%
Value ($000) $241 Shares 800 Est. Cost $332.52 Unrealized 0.0%
ARVN ARVINAS INC 0.2%
Value ($000) $238 Shares 2,893 Est. Cost $88.38 Unrealized 0.0%
UPBD RENT A CTR INC NEW 0.2%
Value ($000) $225 Shares 4,011 Est. Cost $58.87 Unrealized 0.0%
PENN PENN NATL GAMING INC 0.2%
Value ($000) $224 Shares 3,088 Est. Cost $73.51 Unrealized 0.0%
SHAK SHAKE SHACK INC 0.2%
Value ($000) $223 Shares 2,843 Est. Cost $91.01 Unrealized 0.0%
ZG ZILLOW GROUP INC 0.2%
Value ($000) $219 Shares 2,474 Est. Cost $102.00 Unrealized 0.0%
KLIC KULICKE & SOFFA INDS INC 0.2%
Value ($000) $207 Shares 3,555 Est. Cost $57.88 Unrealized 0.0%
GOGO GOGO INC 0.2%
Value ($000) $206 Shares 11,905 Est. Cost $12.11 Unrealized 0.0%
ROKU ROKU INC 0.2%
Value ($000) $206 Shares 658 Est. Cost $376.83 Unrealized 0.0%
SOUTHWESTERN ENERGY CO 0.1%
Value ($000) $182 Shares 32,778 Est. Cost $5.55 Unrealized
TILRAY INC 0.1%
Value ($000) $168 Shares 14,904 Est. Cost $18.07 Unrealized
CRON CRONOS GROUP INC 0.1%
Value ($000) $151 Shares 26,595 Est. Cost $9.86 Unrealized -31.1%
CLNE CLEAN ENERGY FUELS CORP 0.1%
Value ($000) $133 Shares 16,326 Est. Cost $7.96 Unrealized 0.0%
AG FIRST MAJESTIC SILVER CORP 0.1%
Value ($000) $116 Shares 10,241 Est. Cost $12.75 Unrealized 0.0%
COTY COTY INC 0.1%
Value ($000) $112 Shares 14,279 Est. Cost $9.08 Unrealized -5.7%
AURORA CANNABIS INC 0.1%
Value ($000) $100 Shares 14,489 Est. Cost $6.90 Unrealized
SRNE SORRENTO THERAPEUTICS INC 0.1%
Value ($000) $84 Shares 11,058 Est. Cost $8.48 Unrealized 0.0%
ZYNGA INC 0.1%
Value ($000) $84 Shares 11,182 Est. Cost $7.51 Unrealized
INOVIO PHARMACEUTICALS INC 0.1%
Value ($000) $75 Shares 10,442 Est. Cost $7.18 Unrealized