Parametrica Management Ltd Quant / Systematic

CIK: 0001535110 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 8, 2023

Total Value ($000): $48,763 (100.0% shares, 0.0% debt)

Holdings (46)

MSFT MICROSOFT CORP 8.1%

Value ($000) $3,969 Shares 16,550 Est. Cost $243.18 Unrealized -3.8%

PFE PFIZER INC 7.8%

Value ($000) $3,823 Shares 74,599 Est. Cost $40.62 Unrealized -1.1%

JD JD.COM INC 7.1%

Value ($000) $3,458 Shares 61,600 Est. Cost $56.13 Unrealized —

BABA ALIBABA GROUP HLDG LTD 6.7%

Value ($000) $3,267 Shares 37,100 Est. Cost $88.07 Unrealized —

GOOGL ALPHABET INC 6.4%

Value ($000) $3,141 Shares 35,600 Est. Cost $109.95 Unrealized -14.2%

LLY LILLY ELI & CO 5.4%

Value ($000) $2,634 Shares 7,200 Est. Cost $308.31 Unrealized +12.2%

— WOLFSPEED INC 4.7%

Value ($000) $2,308 Shares 33,421 Est. Cost $88.73 Unrealized —

ALNY ALNYLAM PHARMACEUTICALS INC 4.6%

Value ($000) $2,258 Shares 9,500 Est. Cost $190.74 Unrealized +11.8%

IBB ISHARES TR 4.0%

Value ($000) $1,930 Shares 14,700 Est. Cost $117.15 Unrealized —

NVO NOVO-NORDISK A S 3.9%

Value ($000) $1,880 Shares 13,900 Est. Cost $135.28 Unrealized —

BIDU BAIDU INC 3.6%

Value ($000) $1,739 Shares 15,200 Est. Cost $114.40 Unrealized —

META META PLATFORMS INC 3.5%

Value ($000) $1,728 Shares 14,362 Est. Cost $178.10 Unrealized -34.5%

PDD PINDUODUO INC 3.0%

Value ($000) $1,466 Shares 17,975 Est. Cost $81.53 Unrealized —

YMM FULL TRUCK ALLIANCE CO LTD 2.6%

Value ($000) $1,254 Shares 156,739 Est. Cost $8.00 Unrealized —

LUV SOUTHWEST AIRLS CO 2.4%

Value ($000) $1,148 Shares 34,103 Est. Cost $47.11 Unrealized -28.8%

NVDA NVIDIA CORPORATION 2.3%

Value ($000) $1,133 Shares 7,754 Est. Cost $17.16 Unrealized -14.6%

AMD ADVANCED MICRO DEVICES INC 2.3%

Value ($000) $1,127 Shares 17,400 Est. Cost $103.86 Unrealized -36.4%

XLI SELECT SECTOR SPDR TR 2.1%

Value ($000) $1,022 Shares 10,400 Est. Cost $97.76 Unrealized —

NOW SERVICENOW INC 1.9%

Value ($000) $945 Shares 2,433 Est. Cost $78.16 Unrealized 0.0%

SGI TEMPUR SEALY INTL INC 1.9%

Value ($000) $929 Shares 27,068 Est. Cost $25.91 Unrealized +16.1%

AAPL APPLE INC 1.9%

Value ($000) $909 Shares 6,998 Est. Cost $140.70 Unrealized 0.0%

BILI BILIBILI INC 1.8%

Value ($000) $874 Shares 36,900 Est. Cost $23.68 Unrealized —

AMAT APPLIED MATLS INC 1.8%

Value ($000) $854 Shares 8,768 Est. Cost $99.87 Unrealized -6.6%

LNTH LANTHEUS HLDGS INC 1.5%

Value ($000) $724 Shares 14,200 Est. Cost $61.70 Unrealized 0.0%

DAL DELTA AIR LINES INC DEL 1.3%

Value ($000) $650 Shares 19,768 Est. Cost $37.02 Unrealized -12.9%

ASML ASML HOLDING N V 1.1%

Value ($000) $557 Shares 1,020 Est. Cost $439.44 Unrealized —

NXST NEXSTAR MEDIA GROUP INC 1.1%

Value ($000) $550 Shares 3,144 Est. Cost $105.70 Unrealized +46.5%

FATE FATE THERAPEUTICS INC 0.7%

Value ($000) $325 Shares 32,254 Est. Cost $40.79 Unrealized -54.0%

IOVA IOVANCE BIOTHERAPEUTICS INC 0.6%

Value ($000) $306 Shares 47,900 Est. Cost $24.74 Unrealized -68.4%

TAL TAL EDUCATION GROUP 0.5%

Value ($000) $260 Shares 36,832 Est. Cost $7.05 Unrealized —

BALL BALL CORP 0.5%

Value ($000) $246 Shares 4,808 Est. Cost $71.12 Unrealized -30.4%

— TOTALENERGIES SE 0.5%

Value ($000) $231 Shares 3,720 Est. Cost $62.01 Unrealized —

DE DEERE & CO 0.5%

Value ($000) $226 Shares 528 Est. Cost $388.70 Unrealized 0.0%

SYF SYNCHRONY FINANCIAL 0.4%

Value ($000) $213 Shares 6,476 Est. Cost $31.88 Unrealized 0.0%

IPSC CENTURY THERAPEUTICS INC 0.3%

Value ($000) $143 Shares 27,840 Est. Cost $9.81 Unrealized -3.8%

— SIRIUS XM HOLDINGS INC 0.3%

Value ($000) $126 Shares 21,652 Est. Cost $5.84 Unrealized —

PTON PELOTON INTERACTIVE INC 0.2%

Value ($000) $95 Shares 12,003 Est. Cost $9.59 Unrealized 0.0%

— LUMINAR TECHNOLOGIES INC 0.1%

Value ($000) $67 Shares 13,529 Est. Cost $4.94 Unrealized —

— WEWORK INC 0.1%

Value ($000) $47 Shares 32,960 Est. Cost $3.47 Unrealized —

BB BLACKBERRY LTD 0.1%

Value ($000) $43 Shares 13,180 Est. Cost $4.44 Unrealized 0.0%

— QURATE RETAIL INC 0.1%

Value ($000) $35 Shares 21,614 Est. Cost $1.63 Unrealized —

CLOV CLOVER HEALTH INVESTMENTS CO 0.1%

Value ($000) $34 Shares 36,627 Est. Cost $2.19 Unrealized -39.1%

— NIKOLA CORP 0.1%

Value ($000) $32 Shares 14,900 Est. Cost $3.50 Unrealized —

— CODIAK BIOSCIENCES INC 0.1%

Value ($000) $26 Shares 65,098 Est. Cost $18.51 Unrealized —

— TELLURIAN INC NEW 0.0%

Value ($000) $19 Shares 11,300 Est. Cost $1.67 Unrealized —

— SKILLZ INC 0.0%

Value ($000) $11 Shares 21,776 Est. Cost $1.07 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
MSFT	MICROSOFT CORP	16,550	$3,969	8.1%	$243.18	-3.8%	COM	594918104
PFE	PFIZER INC	74,599	$3,823	7.8%	$40.62	-1.1%	COM	717081103
JD	JD.COM INC	61,600	$3,458	7.1%	$56.13	—	SPON ADR CL A	47215P106
BABA	ALIBABA GROUP HLDG LTD	37,100	$3,267	6.7%	$88.07	—	SPONSORED ADS	01609W102
GOOGL	ALPHABET INC	35,600	$3,141	6.4%	$109.95	-14.2%	CAP STK CL A	02079K305
LLY	LILLY ELI & CO	7,200	$2,634	5.4%	$308.31	+12.2%	COM	532457108
—	WOLFSPEED INC	33,421	$2,308	4.7%	$88.73	—	COM	977852102
ALNY	ALNYLAM PHARMACEUTICALS INC	9,500	$2,258	4.6%	$190.74	+11.8%	COM	02043Q107
IBB	ISHARES TR	14,700	$1,930	4.0%	$117.15	—	ISHARES BIOTECH	464287556
NVO	NOVO-NORDISK A S	13,900	$1,880	3.9%	$135.28	—	ADR	670100205
BIDU	BAIDU INC	15,200	$1,739	3.6%	$114.40	—	SPON ADR REP A	056752108
META	META PLATFORMS INC	14,362	$1,728	3.5%	$178.10	-34.5%	CL A	30303M102
PDD	PINDUODUO INC	17,975	$1,466	3.0%	$81.53	—	SPONSORED ADS	722304102
YMM	FULL TRUCK ALLIANCE CO LTD	156,739	$1,254	2.6%	$8.00	—	SPONSORED ADS	35969L108
LUV	SOUTHWEST AIRLS CO	34,103	$1,148	2.4%	$47.11	-28.8%	COM	844741108
NVDA	NVIDIA CORPORATION	7,754	$1,133	2.3%	$17.16	-14.6%	COM	67066G104
AMD	ADVANCED MICRO DEVICES INC	17,400	$1,127	2.3%	$103.86	-36.4%	COM	007903107
XLI	SELECT SECTOR SPDR TR	10,400	$1,022	2.1%	$97.76	—	SBI INT-INDS	81369Y704
NOW	SERVICENOW INC	2,433	$945	1.9%	$78.16	0.0%	COM	81762P102
SGI	TEMPUR SEALY INTL INC	27,068	$929	1.9%	$25.91	+16.1%	COM	88023U101
AAPL	APPLE INC	6,998	$909	1.9%	$140.70	0.0%	COM	037833100
BILI	BILIBILI INC	36,900	$874	1.8%	$23.68	—	SPONS ADS REP Z	090040106
AMAT	APPLIED MATLS INC	8,768	$854	1.8%	$99.87	-6.6%	COM	038222105
LNTH	LANTHEUS HLDGS INC	14,200	$724	1.5%	$61.70	0.0%	COM	516544103
DAL	DELTA AIR LINES INC DEL	19,768	$650	1.3%	$37.02	-12.9%	COM NEW	247361702
ASML	ASML HOLDING N V	1,020	$557	1.1%	$439.44	—	N Y REGISTRY SHS	N07059210
NXST	NEXSTAR MEDIA GROUP INC	3,144	$550	1.1%	$105.70	+46.5%	COMMON STOCK	65336K103
FATE	FATE THERAPEUTICS INC	32,254	$325	0.7%	$40.79	-54.0%	COM	31189P102
IOVA	IOVANCE BIOTHERAPEUTICS INC	47,900	$306	0.6%	$24.74	-68.4%	COM	462260100
TAL	TAL EDUCATION GROUP	36,832	$260	0.5%	$7.05	—	SPONSORED ADS	874080104
BALL	BALL CORP	4,808	$246	0.5%	$71.12	-30.4%	COM	058498106
—	TOTALENERGIES SE	3,720	$231	0.5%	$62.01	—	SPONSORED ADS	89151E109
DE	DEERE & CO	528	$226	0.5%	$388.70	0.0%	COM	244199105
SYF	SYNCHRONY FINANCIAL	6,476	$213	0.4%	$31.88	0.0%	COM	87165B103
IPSC	CENTURY THERAPEUTICS INC	27,840	$143	0.3%	$9.81	-3.8%	COM	15673T100
—	SIRIUS XM HOLDINGS INC	21,652	$126	0.3%	$5.84	—	COM	82968B103
PTON	PELOTON INTERACTIVE INC	12,003	$95	0.2%	$9.59	0.0%	CL A COM	70614W100
—	LUMINAR TECHNOLOGIES INC	13,529	$67	0.1%	$4.94	—	COM CL A	550424105
—	WEWORK INC	32,960	$47	0.1%	$3.47	—	CL A	96209A104
BB	BLACKBERRY LTD	13,180	$43	0.1%	$4.44	0.0%	COM	09228F103
—	QURATE RETAIL INC	21,614	$35	0.1%	$1.63	—	COM SER A	74915M100
CLOV	CLOVER HEALTH INVESTMENTS CO	36,627	$34	0.1%	$2.19	-39.1%	COM CL A	18914F103
—	NIKOLA CORP	14,900	$32	0.1%	$3.50	—	COM	654110105
—	CODIAK BIOSCIENCES INC	65,098	$26	0.1%	$18.51	—	COM	192010106
—	TELLURIAN INC NEW	11,300	$19	0.0%	$1.67	—	COM	87968A104
—	SKILLZ INC	21,776	$11	0.0%	$1.07	—	COM	83067L109