Parametrica Management Ltd Quant / Systematic

CIK: 0001535110 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Jul 22, 2022

Total Value ($000): $91,864 (100.0% shares, 0.0% debt)

Holdings (166)

GOOGL ALPHABET INC 6.2%
Value ($000) $5,656 Shares 2,585 Est. Cost $107.83 Unrealized +8.4%
PFE PFIZER INC 5.9%
Value ($000) $5,403 Shares 102,806 Est. Cost $42.47 Unrealized -1.1%
XLI SELECT SECTOR SPDR TR 4.0%
Value ($000) $3,650 Shares 41,800 Est. Cost $97.76 Unrealized
HTZ HERTZ GLOBAL HLDGS INC 3.6%
Value ($000) $3,350 Shares 211,843 Est. Cost $20.41 Unrealized -3.3%
LUV SOUTHWEST AIRLS CO 3.3%
Value ($000) $3,030 Shares 83,903 Est. Cost $47.11 Unrealized -15.1%
XBI SPDR SER TR 2.9%
Value ($000) $2,657 Shares 35,800 Est. Cost $89.93 Unrealized
LI LI AUTO INC 2.6%
Value ($000) $2,347 Shares 60,642 Est. Cost $25.81 Unrealized
MSFT MICROSOFT CORP 2.1%
Value ($000) $1,935 Shares 7,509 Est. Cost $243.36 Unrealized +8.2%
META META PLATFORMS INC 2.1%
Value ($000) $1,912 Shares 11,794 Est. Cost $284.12 Unrealized -32.6%
LLY LILLY ELI & CO 2.0%
Value ($000) $1,806 Shares 5,558 Est. Cost $290.91 Unrealized 0.0%
MU MICRON TECHNOLOGY INC 1.8%
Value ($000) $1,697 Shares 30,572 Est. Cost $73.75 Unrealized -9.8%
JD JD.COM INC 1.8%
Value ($000) $1,633 Shares 25,398 Est. Cost $69.07 Unrealized
TWITTER INC 1.6%
Value ($000) $1,477 Shares 39,531 Est. Cost $37.36 Unrealized
DAL DELTA AIR LINES INC DEL 1.6%
Value ($000) $1,444 Shares 49,868 Est. Cost $37.02 Unrealized +0.2%
FOLD AMICUS THERAPEUTICS INC 1.6%
Value ($000) $1,440 Shares 134,364 Est. Cost $14.77 Unrealized -44.2%
AMD ADVANCED MICRO DEVICES INC 1.6%
Value ($000) $1,426 Shares 18,533 Est. Cost $119.38 Unrealized -21.6%
GOOG ALPHABET INC 1.5%
Value ($000) $1,394 Shares 635 Est. Cost $86.45 Unrealized +35.7%
TSLA TESLA INC 1.5%
Value ($000) $1,391 Shares 2,062 Est. Cost $272.96 Unrealized 0.0%
IOVA IOVANCE BIOTHERAPEUTICS INC 1.4%
Value ($000) $1,268 Shares 115,870 Est. Cost $24.74 Unrealized -47.0%
AMAT APPLIED MATLS INC 1.4%
Value ($000) $1,244 Shares 13,613 Est. Cost $99.87 Unrealized +6.2%
UAL UNITED AIRLS HLDGS INC 1.2%
Value ($000) $1,140 Shares 32,308 Est. Cost $43.89 Unrealized 0.0%
QFIN 360 DIGITECH INC 1.1%
Value ($000) $1,042 Shares 60,680 Est. Cost $17.17 Unrealized
BABA ALIBABA GROUP HLDG LTD 1.0%
Value ($000) $954 Shares 8,392 Est. Cost $113.68 Unrealized
BX BLACKSTONE INC 1.0%
Value ($000) $914 Shares 10,000 Est. Cost $107.20 Unrealized -10.4%
QCOM QUALCOMM INC 0.9%
Value ($000) $858 Shares 6,677 Est. Cost $153.59 Unrealized -18.7%
YMM FULL TRUCK ALLIANCE CO LTD 0.9%
Value ($000) $849 Shares 94,738 Est. Cost $8.96 Unrealized
WOLFSPEED INC 0.8%
Value ($000) $764 Shares 11,960 Est. Cost $88.37 Unrealized
ZTS ZOETIS INC 0.8%
Value ($000) $723 Shares 4,191 Est. Cost $153.33 Unrealized +8.8%
DHI D R HORTON INC 0.8%
Value ($000) $709 Shares 10,699 Est. Cost $74.56 Unrealized -9.1%
BIOHAVEN PHARMACTL HLDG CO L 0.8%
Value ($000) $708 Shares 4,852 Est. Cost $145.92 Unrealized
NIU NIU TECHNOLOGIES 0.7%
Value ($000) $685 Shares 79,809 Est. Cost $20.62 Unrealized
ABBNY ABB LTD 0.7%
Value ($000) $659 Shares 24,700 Est. Cost $26.68 Unrealized
NXST NEXSTAR MEDIA GROUP INC 0.7%
Value ($000) $637 Shares 3,925 Est. Cost $98.48 Unrealized +49.7%
TXG 10X GENOMICS INC 0.7%
Value ($000) $622 Shares 13,661 Est. Cost $51.88 Unrealized 0.0%
ADBE ADOBE SYSTEMS INCORPORATED 0.6%
Value ($000) $593 Shares 1,616 Est. Cost $406.98 Unrealized 0.0%
NVDA NVIDIA CORPORATION 0.6%
Value ($000) $578 Shares 3,787 Est. Cost $19.36 Unrealized -2.7%
VMWARE INC 0.6%
Value ($000) $577 Shares 5,055 Est. Cost $114.14 Unrealized
BURL BURLINGTON STORES INC 0.6%
Value ($000) $548 Shares 3,986 Est. Cost $181.00 Unrealized 0.0%
NCLH NORWEGIAN CRUISE LINE HLDG L 0.6%
Value ($000) $534 Shares 48,278 Est. Cost $21.26 Unrealized -21.1%
NXPI NXP SEMICONDUCTORS N V 0.5%
Value ($000) $499 Shares 3,390 Est. Cost $161.89 Unrealized 0.0%
ILMN ILLUMINA INC 0.5%
Value ($000) $499 Shares 2,700 Est. Cost $255.36 Unrealized 0.0%
DDS DILLARDS INC 0.5%
Value ($000) $493 Shares 2,239 Est. Cost $234.35 Unrealized 0.0%
BIO BIO RAD LABS INC 0.5%
Value ($000) $462 Shares 928 Est. Cost $567.11 Unrealized -8.2%
RHI ROBERT HALF INTL INC 0.5%
Value ($000) $460 Shares 6,131 Est. Cost $104.79 Unrealized -9.5%
HSY HERSHEY CO 0.5%
Value ($000) $455 Shares 2,108 Est. Cost $198.68 Unrealized 0.0%
ALLEGHANY CORP MD 0.5%
Value ($000) $454 Shares 545 Est. Cost $833.03 Unrealized
ACI ALBERTSONS COS INC 0.5%
Value ($000) $452 Shares 16,886 Est. Cost $20.88 Unrealized 0.0%
DAVA ENDAVA PLC 0.5%
Value ($000) $440 Shares 4,998 Est. Cost $88.04 Unrealized
TAL TAL EDUCATION GROUP 0.5%
Value ($000) $434 Shares 89,031 Est. Cost $4.87 Unrealized
HALO HALOZYME THERAPEUTICS INC 0.5%
Value ($000) $433 Shares 9,754 Est. Cost $43.25 Unrealized 0.0%
WMT WALMART INC 0.5%
Value ($000) $432 Shares 3,550 Est. Cost $44.03 Unrealized 0.0%
HORIZON THERAPEUTICS PUB L 0.5%
Value ($000) $418 Shares 5,232 Est. Cost $96.02 Unrealized
BBWI BATH & BODY WORKS INC 0.4%
Value ($000) $411 Shares 15,238 Est. Cost $42.37 Unrealized -7.2%
HEI HEICO CORP NEW 0.4%
Value ($000) $403 Shares 3,090 Est. Cost $140.92 Unrealized 0.0%
INSTIL BIO INC 0.4%
Value ($000) $402 Shares 87,523 Est. Cost $4.59 Unrealized
WBD WARNER BROS DISCOVERY INC 0.4%
Value ($000) $401 Shares 29,835 Est. Cost $18.55 Unrealized 0.0%
V VISA INC 0.4%
Value ($000) $400 Shares 2,028 Est. Cost $201.06 Unrealized 0.0%
LYV LIVE NATION ENTERTAINMENT IN 0.4%
Value ($000) $398 Shares 4,811 Est. Cost $96.20 Unrealized 0.0%
CDK GLOBAL INC 0.4%
Value ($000) $396 Shares 7,227 Est. Cost $54.79 Unrealized
W WAYFAIR INC 0.4%
Value ($000) $395 Shares 8,963 Est. Cost $70.29 Unrealized 0.0%
SWITCH INC 0.4%
Value ($000) $394 Shares 11,781 Est. Cost $33.44 Unrealized
ASML ASML HOLDING N V 0.4%
Value ($000) $392 Shares 820 Est. Cost $478.05 Unrealized
BLUEBIRD BIO INC 0.4%
Value ($000) $374 Shares 90,105 Est. Cost $4.15 Unrealized
VRT VERTIV HOLDINGS CO 0.4%
Value ($000) $372 Shares 44,616 Est. Cost $11.27 Unrealized 0.0%
FATE FATE THERAPEUTICS INC 0.4%
Value ($000) $371 Shares 14,889 Est. Cost $68.90 Unrealized -60.0%
GE GENERAL ELECTRIC CO 0.4%
Value ($000) $360 Shares 5,678 Est. Cost $47.56 Unrealized 0.0%
LHC GROUP INC 0.4%
Value ($000) $353 Shares 2,266 Est. Cost $155.78 Unrealized
ELAN ELANCO ANIMAL HEALTH INC 0.4%
Value ($000) $351 Shares 17,912 Est. Cost $25.70 Unrealized -7.9%
JNJ JOHNSON & JOHNSON 0.4%
Value ($000) $348 Shares 1,956 Est. Cost $159.93 Unrealized 0.0%
ROST ROSS STORES INC 0.4%
Value ($000) $339 Shares 4,801 Est. Cost $85.43 Unrealized 0.0%
CSX CSX CORP 0.4%
Value ($000) $331 Shares 11,381 Est. Cost $30.95 Unrealized 0.0%
BALL BALL CORP 0.4%
Value ($000) $330 Shares 4,808 Est. Cost $72.07 Unrealized 0.0%
MKTX MARKETAXESS HLDGS INC 0.4%
Value ($000) $327 Shares 1,272 Est. Cost $315.35 Unrealized -17.5%
SOUTH JERSEY INDS INC 0.3%
Value ($000) $319 Shares 9,396 Est. Cost $33.95 Unrealized
EXPE EXPEDIA GROUP INC 0.3%
Value ($000) $315 Shares 3,346 Est. Cost $185.60 Unrealized -24.3%
SE SEA LTD 0.3%
Value ($000) $305 Shares 4,550 Est. Cost $67.03 Unrealized
SAILPOINT TECHNOLOGIES HLDGS 0.3%
Value ($000) $302 Shares 4,812 Est. Cost $62.76 Unrealized
WELBILT INC 0.3%
Value ($000) $300 Shares 12,598 Est. Cost $23.81 Unrealized
HCA HCA HEALTHCARE INC 0.3%
Value ($000) $299 Shares 1,778 Est. Cost $231.82 Unrealized -10.2%
FLEETCOR TECHNOLOGIES INC 0.3%
Value ($000) $299 Shares 1,421 Est. Cost $210.42 Unrealized
EAT BRINKER INTL INC 0.3%
Value ($000) $296 Shares 13,443 Est. Cost $31.59 Unrealized 0.0%
GIS GENERAL MLS INC 0.3%
Value ($000) $294 Shares 3,883 Est. Cost $61.84 Unrealized 0.0%
HLT HILTON WORLDWIDE HLDGS INC 0.3%
Value ($000) $293 Shares 2,622 Est. Cost $136.71 Unrealized 0.0%
CAR AVIS BUDGET GROUP 0.3%
Value ($000) $288 Shares 1,956 Est. Cost $208.37 Unrealized 0.0%
HIG HARTFORD FINL SVCS GROUP INC 0.3%
Value ($000) $285 Shares 4,362 Est. Cost $65.15 Unrealized 0.0%
CHRW C H ROBINSON WORLDWIDE INC 0.3%
Value ($000) $279 Shares 2,753 Est. Cost $95.43 Unrealized 0.0%
MIDD MIDDLEBY CORP 0.3%
Value ($000) $276 Shares 2,205 Est. Cost $166.88 Unrealized -13.5%
DELL DELL TECHNOLOGIES INC 0.3%
Value ($000) $274 Shares 5,907 Est. Cost $43.54 Unrealized 0.0%
AMP AMERIPRISE FINL INC 0.3%
Value ($000) $273 Shares 1,144 Est. Cost $253.99 Unrealized 0.0%
HON HONEYWELL INTL INC 0.3%
Value ($000) $270 Shares 1,555 Est. Cost $166.30 Unrealized 0.0%
KGC KINROSS GOLD CORP 0.3%
Value ($000) $263 Shares 73,589 Est. Cost $4.84 Unrealized 0.0%
HWM HOWMET AEROSPACE INC 0.3%
Value ($000) $255 Shares 8,103 Est. Cost $33.86 Unrealized 0.0%
NSC NORFOLK SOUTHN CORP 0.3%
Value ($000) $253 Shares 1,112 Est. Cost $226.47 Unrealized 0.0%
TERMINIX GLOBAL HOLDINGS INC 0.3%
Value ($000) $251 Shares 6,171 Est. Cost $40.67 Unrealized
BLUEPRINT MEDICINES CORP 0.3%
Value ($000) $251 Shares 4,918 Est. Cost $51.04 Unrealized
PANW PALO ALTO NETWORKS INC 0.3%
Value ($000) $249 Shares 500 Est. Cost $89.28 Unrealized -0.7%
SPLUNK INC 0.3%
Value ($000) $249 Shares 2,809 Est. Cost $88.64 Unrealized
PUBM PUBMATIC INC 0.3%
Value ($000) $248 Shares 15,620 Est. Cost $21.41 Unrealized 0.0%
EVERBRIDGE INC 0.3%
Value ($000) $247 Shares 8,889 Est. Cost $27.79 Unrealized
SHOP SHOPIFY INC 0.3%
Value ($000) $244 Shares 7,745 Est. Cost $42.70 Unrealized 0.0%
DRI DARDEN RESTAURANTS INC 0.3%
Value ($000) $243 Shares 2,145 Est. Cost $110.89 Unrealized 0.0%
EDU NEW ORIENTAL ED & TECHNOLOGY 0.3%
Value ($000) $242 Shares 11,833 Est. Cost $20.45 Unrealized
PACB PACIFIC BIOSCIENCES CALIF IN 0.3%
Value ($000) $241 Shares 54,497 Est. Cost $11.02 Unrealized -44.9%
IPSC CENTURY THERAPEUTICS INC 0.3%
Value ($000) $241 Shares 28,855 Est. Cost $9.81 Unrealized 0.0%
MRK MERCK & CO INC 0.3%
Value ($000) $239 Shares 2,609 Est. Cost $79.21 Unrealized 0.0%
BRKR BRUKER CORP 0.3%
Value ($000) $239 Shares 3,807 Est. Cost $60.52 Unrealized 0.0%
BKNG BOOKING HOLDINGS INC 0.3%
Value ($000) $237 Shares 135 Est. Cost $2099.09 Unrealized 0.0%
JBHT HUNT J B TRANS SVCS INC 0.3%
Value ($000) $235 Shares 1,495 Est. Cost $163.33 Unrealized 0.0%
FIVE FIVE BELOW INC 0.3%
Value ($000) $233 Shares 2,037 Est. Cost $143.84 Unrealized 0.0%
INTRA-CELLULAR THERAPIES INC 0.3%
Value ($000) $231 Shares 4,072 Est. Cost $56.73 Unrealized
IONS IONIS PHARMACEUTICALS INC 0.2%
Value ($000) $228 Shares 6,165 Est. Cost $37.71 Unrealized 0.0%
CM CANADIAN IMP BK COMM 0.2%
Value ($000) $228 Shares 4,703 Est. Cost $45.80 Unrealized 0.0%
NBIS YANDEX N V 0.2%
Value ($000) $226 Shares 11,940 Est. Cost $18.93 Unrealized
SOUTHWESTERN ENERGY CO 0.2%
Value ($000) $225 Shares 36,149 Est. Cost $6.22 Unrealized
TURNING POINT THERAPEUTICS I 0.2%
Value ($000) $223 Shares 2,970 Est. Cost $75.08 Unrealized
PAYX PAYCHEX INC 0.2%
Value ($000) $222 Shares 1,940 Est. Cost $112.87 Unrealized 0.0%
CHANGE HEALTHCARE INC 0.2%
Value ($000) $221 Shares 9,523 Est. Cost $23.21 Unrealized
NORDSTROM INC 0.2%
Value ($000) $217 Shares 10,245 Est. Cost $21.18 Unrealized
TE CONNECTIVITY LTD 0.2%
Value ($000) $216 Shares 1,910 Est. Cost $129.79 Unrealized
CSCO CISCO SYS INC 0.2%
Value ($000) $215 Shares 5,024 Est. Cost $42.82 Unrealized 0.0%
CIVI CIVITAS RESOURCES INC 0.2%
Value ($000) $211 Shares 4,059 Est. Cost $46.89 Unrealized 0.0%
NET CLOUDFLARE INC 0.2%
Value ($000) $209 Shares 4,734 Est. Cost $72.02 Unrealized 0.0%
MARA MARATHON DIGITAL HOLDINGS IN 0.2%
Value ($000) $209 Shares 38,370 Est. Cost $13.38 Unrealized 0.0%
AXP AMERICAN EXPRESS CO 0.2%
Value ($000) $208 Shares 1,506 Est. Cost $157.56 Unrealized 0.0%
GPC GENUINE PARTS CO 0.2%
Value ($000) $203 Shares 1,528 Est. Cost $120.31 Unrealized 0.0%
MAN MANPOWERGROUP INC WIS 0.2%
Value ($000) $203 Shares 2,663 Est. Cost $87.51 Unrealized 0.0%
CAT CATERPILLAR INC 0.2%
Value ($000) $202 Shares 1,127 Est. Cost $197.29 Unrealized 0.0%
MO ALTRIA GROUP INC 0.2%
Value ($000) $202 Shares 4,861 Est. Cost $38.45 Unrealized 0.0%
CODIAK BIOSCIENCES INC 0.2%
Value ($000) $200 Shares 69,584 Est. Cost $18.51 Unrealized
2SEVENTY BIO INC 0.2%
Value ($000) $195 Shares 14,766 Est. Cost $25.67 Unrealized
STLA STELLANTIS N.V 0.2%
Value ($000) $193 Shares 15,548 Est. Cost $12.41 Unrealized
AUPH AURINIA PHARMACEUTICALS INC 0.2%
Value ($000) $186 Shares 18,610 Est. Cost $11.18 Unrealized 0.0%
CUREVAC N V 0.2%
Value ($000) $184 Shares 13,513 Est. Cost $13.62 Unrealized
CANOO INC 0.2%
Value ($000) $159 Shares 85,926 Est. Cost $1.85 Unrealized
TELLURIAN INC NEW 0.2%
Value ($000) $157 Shares 53,187 Est. Cost $3.84 Unrealized
E2OPEN PARENT HOLDINGS INC 0.2%
Value ($000) $153 Shares 19,631 Est. Cost $8.43 Unrealized
CREDIT SUISSE GROUP 0.2%
Value ($000) $152 Shares 26,850 Est. Cost $7.02 Unrealized
GGB GERDAU SA 0.2%
Value ($000) $145 Shares 33,658 Est. Cost $4.31 Unrealized
HPE HEWLETT PACKARD ENTERPRISE C 0.1%
Value ($000) $133 Shares 10,053 Est. Cost $13.63 Unrealized 0.0%
ABEV AMBEV SA 0.1%
Value ($000) $132 Shares 52,389 Est. Cost $2.52 Unrealized
NOK NOKIA CORP 0.1%
Value ($000) $132 Shares 28,577 Est. Cost $4.62 Unrealized
BLDP BALLARD PWR SYS INC NEW 0.1%
Value ($000) $129 Shares 20,368 Est. Cost $9.99 Unrealized -19.9%
ARRY ARRAY TECHNOLOGIES INC 0.1%
Value ($000) $126 Shares 11,393 Est. Cost $9.88 Unrealized 0.0%
NEO NEOGENOMICS INC 0.1%
Value ($000) $126 Shares 15,432 Est. Cost $9.55 Unrealized 0.0%
STEM INC 0.1%
Value ($000) $112 Shares 15,764 Est. Cost $7.10 Unrealized
ITUB ITAU UNIBANCO HLDG S A 0.1%
Value ($000) $112 Shares 25,968 Est. Cost $4.31 Unrealized
1LIFE HEALTHCARE INC 0.1%
Value ($000) $106 Shares 13,454 Est. Cost $7.88 Unrealized
IVERIC BIO INC 0.1%
Value ($000) $104 Shares 10,905 Est. Cost $9.54 Unrealized
CCL CARNIVAL CORP 0.1%
Value ($000) $98 Shares 11,350 Est. Cost $14.68 Unrealized 0.0%
MULTIPLAN CORPORATION 0.1%
Value ($000) $98 Shares 17,743 Est. Cost $5.52 Unrealized
AZUL S A 0.1%
Value ($000) $97 Shares 13,547 Est. Cost $7.16 Unrealized
CLOV CLOVER HEALTH INVESTMENTS CO 0.1%
Value ($000) $87 Shares 40,610 Est. Cost $2.66 Unrealized 0.0%
ENDO INTL PLC 0.1%
Value ($000) $81 Shares 190,364 Est. Cost $0.57 Unrealized
CANOPY GROWTH CORP 0.1%
Value ($000) $76 Shares 26,477 Est. Cost $2.87 Unrealized
BBD BANCO BRADESCO S A 0.1%
Value ($000) $71 Shares 21,736 Est. Cost $3.27 Unrealized
SIRIUS XM HOLDINGS INC 0.1%
Value ($000) $67 Shares 10,810 Est. Cost $6.20 Unrealized
ASX ASE TECHNOLOGY HLDG CO LTD 0.1%
Value ($000) $65 Shares 12,560 Est. Cost $5.18 Unrealized
WEWORK INC 0.1%
Value ($000) $65 Shares 13,094 Est. Cost $4.96 Unrealized
RIOT RIOT BLOCKCHAIN INC 0.1%
Value ($000) $63 Shares 14,940 Est. Cost $9.28 Unrealized 0.0%
SKILLZ INC 0.1%
Value ($000) $61 Shares 50,538 Est. Cost $1.21 Unrealized
AVAYA HLDGS CORP 0.1%
Value ($000) $55 Shares 24,868 Est. Cost $7.39 Unrealized
CIG CIA ENERGETICA DE MINAS GERA 0.1%
Value ($000) $47 Shares 23,263 Est. Cost $2.02 Unrealized
AMYRIS INC 0.1%
Value ($000) $46 Shares 24,744 Est. Cost $1.86 Unrealized
SUNDIAL GROWERS INC 0.0%
Value ($000) $40 Shares 119,079 Est. Cost $0.34 Unrealized
LYG LLOYDS BANKING GROUP PLC 0.0%
Value ($000) $35 Shares 17,232 Est. Cost $2.03 Unrealized
AURORA CANNABIS INC 0.0%
Value ($000) $17 Shares 12,622 Est. Cost $4.00 Unrealized