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 Share Price $24.72 Est. Cost/Share $24.72 Unrealized @ Report Date —

SCCO SOUTHERN COPPER CORP 7.4%

Value $298K Shares 10,807 Share Price $27.57 * Est. Cost/Share $20.45 Unrealized @ Report Date -13.7%

Value $294K Shares 13,323 Share Price $22.07 Est. Cost/Share $22.07 Unrealized @ Report Date —

— BARRICK GOLD CORP 6.9%

Value $276K Shares 17,561 Share Price $15.72 Est. Cost/Share $15.72 Unrealized @ Report Date —

CAG CONAGRA FOODS INC 6.8%

Value $275K Shares 7,875 Share Price $34.92 * Est. Cost/Share $17.69 Unrealized @ Report Date +0.7%

DAN DANA HLDG CORP 6.1%

Value $247K Shares 12,839 Share Price $19.24 * Est. Cost/Share $14.00 Unrealized @ Report Date +9.0%

— ALCOA INC 6.0%

Value $242K Shares 30,936 Share Price $7.82 Est. Cost/Share $7.82 Unrealized @ Report Date —

HCA HCA HOLDINGS INC 5.8%

Value $235K Shares 6,507 Share Price $36.11 * Est. Cost/Share $35.96 Unrealized @ Report Date -6.8%

NEM NEWMONT MINING CORP 5.8%

Value $232K Shares 7,731 Share Price $30.01 * Est. Cost/Share $25.34 Unrealized @ Report Date -10.1%

CF CF INDS HLDGS INC 5.7%

Value $230K Shares 1,344 Share Price $171.13 * Est. Cost/Share $26.73 Unrealized @ Report Date -8.0%

DIS DISNEY WALT CO 5.7%

Value $229K Shares 3,633 Share Price $63.03 * Est. Cost/Share $56.11 Unrealized @ Report Date -0.0%

ABT ABBOTT LABS 5.6%

Value $224K Shares 6,434 Share Price $34.82 * Est. Cost/Share $28.85 Unrealized @ Report Date -4.9%

— THOMSON REUTERS CORP 5.1%

Value $204K Shares 6,261 Share Price $32.58 Est. Cost/Share $32.58 Unrealized @ Report Date —

— DRYSHIPS INC 3.6%

Value $146K Shares 78,121 Share Price $1.87 Est. Cost/Share $1.87 Unrealized @ Report Date —

IRWD IRONWOOD PHARMACEUTICALS INC 2.7%

Value $109K Shares 10,982 Share Price $9.93 * Est. Cost/Share $12.12 Unrealized @ Report Date -31.4%

JBLU JETBLUE AIRWAYS CORP 2.5%

Value $101K Shares 15,991 Share Price $6.32 Est. Cost/Share $6.54 Unrealized @ Report Date -3.9%

FLEX FLEXTRONICS INTL LTD 2.0%

Value $81,000 Shares 10,518 Share Price $7.70 * Est. Cost/Share $5.43 Unrealized @ Report Date +7.4%

— RF MICRODEVICES INC 1.7%

Value $68,000 Shares 12,744 Share Price $5.34 Est. Cost/Share $5.34 Unrealized @ Report Date —

— ION GEOPHYSICAL CORP 1.5%

Value $62,000 Shares 10,351 Share Price $5.99 Est. Cost/Share $5.99 Unrealized @ Report Date —

— SIRIUS XM RADIO INC 1.2%

Value $48,000 Shares 14,368 Share Price $3.34 Est. Cost/Share $3.34 Unrealized @ Report Date —

— ZYNGA INC 1.1%

Value $44,000 Shares 15,703 Share Price $2.80 Est. Cost/Share $2.80 Unrealized @ Report Date —

HL HECLA MNG CO 1.1%

Value $43,000 Shares 14,338 Share Price $3.00 * Est. Cost/Share $3.21 Unrealized @ Report Date -12.1%

— MCEWEN MNG INC 0.7%

Value $27,000 Shares 16,175 Share Price $1.67 Est. Cost/Share $1.67 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
STWD	STARWOOD PPTY TR INC	12,459	$308K	7.7%	$24.72	$24.72	—	COM	85571B105
SCCO	SOUTHERN COPPER CORP	10,807	$298K	7.4%	$27.57 *	$20.45	-13.7%	COM	84265V105
—	STARZ	13,323	$294K	7.3%	$22.07	$22.07	—	COM SER A	85571Q102
—	BARRICK GOLD CORP	17,561	$276K	6.9%	$15.72	$15.72	—	COM	067901108
CAG	CONAGRA FOODS INC	7,875	$275K	6.8%	$34.92 *	$17.69	+0.7%	COM	205887102
DAN	DANA HLDG CORP	12,839	$247K	6.1%	$19.24 *	$14.00	+9.0%	COM	235825205
—	ALCOA INC	30,936	$242K	6.0%	$7.82	$7.82	—	COM	013817101
HCA	HCA HOLDINGS INC	6,507	$235K	5.8%	$36.11 *	$35.96	-6.8%	COM	40412C101
NEM	NEWMONT MINING CORP	7,731	$232K	5.8%	$30.01 *	$25.34	-10.1%	COM	651639106
CF	CF INDS HLDGS INC	1,344	$230K	5.7%	$171.13 *	$26.73	-8.0%	COM	125269100
DIS	DISNEY WALT CO	3,633	$229K	5.7%	$63.03 *	$56.11	-0.0%	COM DISNEY	254687106
ABT	ABBOTT LABS	6,434	$224K	5.6%	$34.82 *	$28.85	-4.9%	COM	002824100
—	THOMSON REUTERS CORP	6,261	$204K	5.1%	$32.58	$32.58	—	COM	884903105
—	DRYSHIPS INC	78,121	$146K	3.6%	$1.87	$1.87	—	SHS	Y2109Q101
IRWD	IRONWOOD PHARMACEUTICALS INC	10,982	$109K	2.7%	$9.93 *	$12.12	-31.4%	COM CL A	46333X108
JBLU	JETBLUE AIRWAYS CORP	15,991	$101K	2.5%	$6.32	$6.54	-3.9%	COM	477143101
FLEX	FLEXTRONICS INTL LTD	10,518	$81,000	2.0%	$7.70 *	$5.43	+7.4%	ORD	Y2573F102
—	RF MICRODEVICES INC	12,744	$68,000	1.7%	$5.34	$5.34	—	COM	749941100
—	ION GEOPHYSICAL CORP	10,351	$62,000	1.5%	$5.99	$5.99	—	COM	462044108
—	SIRIUS XM RADIO INC	14,368	$48,000	1.2%	$3.34	$3.34	—	COM	82967N108
—	ZYNGA INC	15,703	$44,000	1.1%	$2.80	$2.80	—	CL A	98986T108
HL	HECLA MNG CO	14,338	$43,000	1.1%	$3.00 *	$3.21	-12.1%	COM	422704106
—	MCEWEN MNG INC	16,175	$27,000	0.7%	$1.67	$1.67	—	COM	58039P107