Parametrica Management Ltd Quant / Systematic

Location: Wanchai, Hong Kong

CIK: 0001535110 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Jul 16, 2013

Total Value: $4.023M (100.0% shares, 0.0% debt)

Holdings (23)

STWD STARWOOD PPTY TR INC 7.7%

Value $308K Shares 12,459 Est. Cost $24.72 Unrealized —

SCCO SOUTHERN COPPER CORP 7.4%

Value $298K Shares 10,807 Est. Cost $20.45 Unrealized 0.0%

Value $294K Shares 13,323 Est. Cost $22.07 Unrealized —

— BARRICK GOLD CORP 6.9%

Value $276K Shares 17,561 Est. Cost $15.72 Unrealized —

CAG CONAGRA FOODS INC 6.8%

Value $275K Shares 7,875 Est. Cost $17.69 Unrealized 0.0%

DAN DANA HLDG CORP 6.1%

Value $247K Shares 12,839 Est. Cost $14.00 Unrealized 0.0%

— ALCOA INC 6.0%

Value $242K Shares 30,936 Est. Cost $7.82 Unrealized —

HCA HCA HOLDINGS INC 5.8%

Value $235K Shares 6,507 Est. Cost $35.96 Unrealized 0.0%

NEM NEWMONT MINING CORP 5.8%

Value $232K Shares 7,731 Est. Cost $25.34 Unrealized 0.0%

CF CF INDS HLDGS INC 5.7%

Value $230K Shares 1,344 Est. Cost $26.73 Unrealized 0.0%

DIS DISNEY WALT CO 5.7%

Value $229K Shares 3,633 Est. Cost $56.11 Unrealized 0.0%

ABT ABBOTT LABS 5.6%

Value $224K Shares 6,434 Est. Cost $28.85 Unrealized 0.0%

— THOMSON REUTERS CORP 5.1%

Value $204K Shares 6,261 Est. Cost $32.58 Unrealized —

— DRYSHIPS INC 3.6%

Value $146K Shares 78,121 Est. Cost $1.87 Unrealized —

IRWD IRONWOOD PHARMACEUTICALS INC 2.7%

Value $109K Shares 10,982 Est. Cost $12.12 Unrealized 0.0%

JBLU JETBLUE AIRWAYS CORP 2.5%

Value $101K Shares 15,991 Est. Cost $6.54 Unrealized 0.0%

FLEX FLEXTRONICS INTL LTD 2.0%

Value $81,000 Shares 10,518 Est. Cost $5.43 Unrealized 0.0%

— RF MICRODEVICES INC 1.7%

Value $68,000 Shares 12,744 Est. Cost $5.34 Unrealized —

— ION GEOPHYSICAL CORP 1.5%

Value $62,000 Shares 10,351 Est. Cost $5.99 Unrealized —

— SIRIUS XM RADIO INC 1.2%

Value $48,000 Shares 14,368 Est. Cost $3.34 Unrealized —

— ZYNGA INC 1.1%

Value $44,000 Shares 15,703 Est. Cost $2.80 Unrealized —

HL HECLA MNG CO 1.1%

Value $43,000 Shares 14,338 Est. Cost $3.21 Unrealized 0.0%

— MCEWEN MNG INC 0.7%

Value $27,000 Shares 16,175 Est. Cost $1.67 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
STWD	STARWOOD PPTY TR INC	12,459	$308K	7.7%	$24.72	—	COM	85571B105
SCCO	SOUTHERN COPPER CORP	10,807	$298K	7.4%	$20.45	0.0%	COM	84265V105
—	STARZ	13,323	$294K	7.3%	$22.07	—	COM SER A	85571Q102
—	BARRICK GOLD CORP	17,561	$276K	6.9%	$15.72	—	COM	067901108
CAG	CONAGRA FOODS INC	7,875	$275K	6.8%	$17.69	0.0%	COM	205887102
DAN	DANA HLDG CORP	12,839	$247K	6.1%	$14.00	0.0%	COM	235825205
—	ALCOA INC	30,936	$242K	6.0%	$7.82	—	COM	013817101
HCA	HCA HOLDINGS INC	6,507	$235K	5.8%	$35.96	0.0%	COM	40412C101
NEM	NEWMONT MINING CORP	7,731	$232K	5.8%	$25.34	0.0%	COM	651639106
CF	CF INDS HLDGS INC	1,344	$230K	5.7%	$26.73	0.0%	COM	125269100
DIS	DISNEY WALT CO	3,633	$229K	5.7%	$56.11	0.0%	COM DISNEY	254687106
ABT	ABBOTT LABS	6,434	$224K	5.6%	$28.85	0.0%	COM	002824100
—	THOMSON REUTERS CORP	6,261	$204K	5.1%	$32.58	—	COM	884903105
—	DRYSHIPS INC	78,121	$146K	3.6%	$1.87	—	SHS	Y2109Q101
IRWD	IRONWOOD PHARMACEUTICALS INC	10,982	$109K	2.7%	$12.12	0.0%	COM CL A	46333X108
JBLU	JETBLUE AIRWAYS CORP	15,991	$101K	2.5%	$6.54	0.0%	COM	477143101
FLEX	FLEXTRONICS INTL LTD	10,518	$81,000	2.0%	$5.43	0.0%	ORD	Y2573F102
—	RF MICRODEVICES INC	12,744	$68,000	1.7%	$5.34	—	COM	749941100
—	ION GEOPHYSICAL CORP	10,351	$62,000	1.5%	$5.99	—	COM	462044108
—	SIRIUS XM RADIO INC	14,368	$48,000	1.2%	$3.34	—	COM	82967N108
—	ZYNGA INC	15,703	$44,000	1.1%	$2.80	—	CL A	98986T108
HL	HECLA MNG CO	14,338	$43,000	1.1%	$3.21	0.0%	COM	422704106
—	MCEWEN MNG INC	16,175	$27,000	0.7%	$1.67	—	COM	58039P107