Parametrica Management Ltd Quant / Systematic

Location: Wanchai, Hong Kong

CIK: 0001535110 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Oct 9, 2013

Total Value: $8.012M (100.0% shares, 0.0% debt)

Holdings (37)

FUL FULLER H B CO 5.7%

Value $454K Shares 10,039 Share Price $45.22 * Est. Cost/Share $34.19 Unrealized @ Report Date +13.3%

XOM EXXON MOBIL CORP 4.0%

Value $320K Shares 3,723 Share Price $85.95 * Est. Cost/Share $54.16 Unrealized @ Report Date -4.3%

NTGR NETGEAR INC 3.8%

Value $307K Shares 9,945 Share Price $30.87 * Est. Cost/Share $19.05 Unrealized @ Report Date +0.5%

— HSN INC 3.8%

Value $305K Shares 5,691 Share Price $53.59 Est. Cost/Share $53.59 Unrealized @ Report Date —

— ACXIOM CORP 3.4%

Value $276K Shares 9,733 Share Price $28.36 Est. Cost/Share $28.36 Unrealized @ Report Date —

— ASCENA RETAIL GROUP INC 3.4%

Value $275K Shares 13,793 Share Price $19.94 Est. Cost/Share $19.94 Unrealized @ Report Date —

— FINISH LINE INC 3.3%

Value $262K Shares 10,549 Share Price $24.84 Est. Cost/Share $24.84 Unrealized @ Report Date —

— AKORN INC 3.2%

Value $254K Shares 12,913 Share Price $19.67 Est. Cost/Share $19.67 Unrealized @ Report Date —

— VALSPAR CORP 3.2%

Value $253K Shares 3,993 Share Price $63.36 Est. Cost/Share $63.36 Unrealized @ Report Date —

HRB BLOCK H & R INC 3.1%

Value $252K Shares 9,460 Share Price $26.64 * Est. Cost/Share $18.68 Unrealized @ Report Date -7.9%

— RAPTOR PHARMACEUTICAL CORP 3.0%

Value $244K Shares 16,355 Share Price $14.92 Est. Cost/Share $14.92 Unrealized @ Report Date —

— BUNGE LIMITED 3.0%

Value $242K Shares 3,184 Share Price $76.01 Est. Cost/Share $76.01 Unrealized @ Report Date —

— ARIAD PHARMACEUTICALS INC 2.9%

Value $234K Shares 12,727 Share Price $18.39 Est. Cost/Share $18.39 Unrealized @ Report Date —

COF CAPITAL ONE FINL CORP 2.9%

Value $230K Shares 3,347 Share Price $68.72 * Est. Cost/Share $53.93 Unrealized @ Report Date +2.3%

WSO WATSCO INC 2.8%

Value $228K Shares 2,414 Share Price $94.45 Est. Cost/Share $91.53 Unrealized @ Report Date +3.0%

APD AIR PRODS & CHEMS INC 2.8%

Value $222K Shares 2,087 Share Price $106.37 * Est. Cost/Share $70.09 Unrealized @ Report Date +4.4%

— CBS CORP NEW 2.7%

Value $216K Shares 3,920 Share Price $55.10 Est. Cost/Share $55.10 Unrealized @ Report Date —

— WESTAR ENERGY INC 2.7%

Value $214K Shares 6,969 Share Price $30.71 Est. Cost/Share $30.71 Unrealized @ Report Date —

UNFI UNITED NAT FOODS INC 2.7%

Value $213K Shares 3,168 Share Price $67.23 Est. Cost/Share $60.79 Unrealized @ Report Date +10.6%

G GENPACT LIMITED 2.6%

Value $211K Shares 11,199 Share Price $18.84 * Est. Cost/Share $18.02 Unrealized @ Report Date -5.2%

MDU MDU RES GROUP INC 2.6%

Value $208K Shares 7,430 Share Price $27.99 * Est. Cost/Share $7.25 Unrealized @ Report Date +1.4%

BKH BLACK HILLS CORP 2.6%

Value $208K Shares 4,176 Share Price $49.81 * Est. Cost/Share $32.70 Unrealized @ Report Date -1.2%

CVS CVS CAREMARK CORPORATION 2.6%

Value $207K Shares 3,640 Share Price $56.87 * Est. Cost/Share $42.78 Unrealized @ Report Date -4.7%

CBSH COMMERCE BANCSHARES INC 2.6%

Value $206K Shares 4,702 Share Price $43.81 * Est. Cost/Share $23.25 Unrealized @ Report Date -1.9%

— NEUSTAR INC 2.5%

Value $204K Shares 4,113 Share Price $49.60 Est. Cost/Share $49.60 Unrealized @ Report Date —

— RITE AID CORP 2.5%

Value $203K Shares 42,703 Share Price $4.75 Est. Cost/Share $4.75 Unrealized @ Report Date —

GNW GENWORTH FINL INC 2.4%

Value $190K Shares 14,859 Share Price $12.79 Est. Cost/Share $12.54 Unrealized @ Report Date +2.1%

— PENNEY J C INC 2.3%

Value $187K Shares 21,162 Share Price $8.84 Est. Cost/Share $8.84 Unrealized @ Report Date —

— ALCOA INC 1.8%

Value $148K Shares 18,280 Share Price $8.10 Est. Cost/Share $7.82 Unrealized @ Report Date —

— REGIS CORP MINN 1.8%

Value $148K Shares 10,089 Share Price $14.67 Est. Cost/Share $14.67 Unrealized @ Report Date —

— ZYNGA INC 1.8%

Value $147K Shares 39,985 Share Price $3.68 Est. Cost/Share $3.33 Unrealized @ Report Date —

— INTEGRATED DEVICE TECHNOLOGY 1.7%

Value $140K Shares 14,837 Share Price $9.44 Est. Cost/Share $9.44 Unrealized @ Report Date —

BAC BANK OF AMERICA CORPORATION 1.7%

Value $139K Shares 10,086 Share Price $13.78 * Est. Cost/Share $11.23 Unrealized @ Report Date -3.3%

HALO HALOZYME THERAPEUTICS INC 1.7%

Value $134K Shares 12,125 Share Price $11.05 Est. Cost/Share $8.33 Unrealized @ Report Date +32.5%

— ION GEOPHYSICAL CORP 1.5%

Value $124K Shares 23,896 Share Price $5.19 Est. Cost/Share $5.54 Unrealized @ Report Date —

— KOSMOS ENERGY LTD 1.5%

Value $117K Shares 11,341 Share Price $10.32 Est. Cost/Share $10.32 Unrealized @ Report Date —

— MILLENNIAL MEDIA INC 1.1%

Value $90,000 Shares 12,767 Share Price $7.05 Est. Cost/Share $7.05 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
FUL	FULLER H B CO	10,039	$454K	5.7%	$45.22 *	$34.19	+13.3%	COM	359694106
XOM	EXXON MOBIL CORP	3,723	$320K	4.0%	$85.95 *	$54.16	-4.3%	COM	30231G102
NTGR	NETGEAR INC	9,945	$307K	3.8%	$30.87 *	$19.05	+0.5%	COM	64111Q104
—	HSN INC	5,691	$305K	3.8%	$53.59	$53.59	—	COM	404303109
—	ACXIOM CORP	9,733	$276K	3.4%	$28.36	$28.36	—	COM	005125109
—	ASCENA RETAIL GROUP INC	13,793	$275K	3.4%	$19.94	$19.94	—	COM	04351G101
—	FINISH LINE INC	10,549	$262K	3.3%	$24.84	$24.84	—	CL A	317923100
—	AKORN INC	12,913	$254K	3.2%	$19.67	$19.67	—	COM	009728106
—	VALSPAR CORP	3,993	$253K	3.2%	$63.36	$63.36	—	COM	920355104
HRB	BLOCK H & R INC	9,460	$252K	3.1%	$26.64 *	$18.68	-7.9%	COM	093671105
—	RAPTOR PHARMACEUTICAL CORP	16,355	$244K	3.0%	$14.92	$14.92	—	COM	75382F106
—	BUNGE LIMITED	3,184	$242K	3.0%	$76.01	$76.01	—	COM	G16962105
—	ARIAD PHARMACEUTICALS INC	12,727	$234K	2.9%	$18.39	$18.39	—	COM	04033A100
COF	CAPITAL ONE FINL CORP	3,347	$230K	2.9%	$68.72 *	$53.93	+2.3%	COM	14040H105
WSO	WATSCO INC	2,414	$228K	2.8%	$94.45	$91.53	+3.0%	COM	942622200
APD	AIR PRODS & CHEMS INC	2,087	$222K	2.8%	$106.37 *	$70.09	+4.4%	COM	009158106
—	CBS CORP NEW	3,920	$216K	2.7%	$55.10	$55.10	—	CL B	124857202
—	WESTAR ENERGY INC	6,969	$214K	2.7%	$30.71	$30.71	—	COM	95709T100
UNFI	UNITED NAT FOODS INC	3,168	$213K	2.7%	$67.23	$60.79	+10.6%	COM	911163103
G	GENPACT LIMITED	11,199	$211K	2.6%	$18.84 *	$18.02	-5.2%	SHS	G3922B107
MDU	MDU RES GROUP INC	7,430	$208K	2.6%	$27.99 *	$7.25	+1.4%	COM	552690109
BKH	BLACK HILLS CORP	4,176	$208K	2.6%	$49.81 *	$32.70	-1.2%	COM	092113109
CVS	CVS CAREMARK CORPORATION	3,640	$207K	2.6%	$56.87 *	$42.78	-4.7%	COM	126650100
CBSH	COMMERCE BANCSHARES INC	4,702	$206K	2.6%	$43.81 *	$23.25	-1.9%	COM	200525103
—	NEUSTAR INC	4,113	$204K	2.5%	$49.60	$49.60	—	CL A	64126X201
—	RITE AID CORP	42,703	$203K	2.5%	$4.75	$4.75	—	COM	767754104
GNW	GENWORTH FINL INC	14,859	$190K	2.4%	$12.79	$12.54	+2.1%	COM CL A	37247D106
—	PENNEY J C INC	21,162	$187K	2.3%	$8.84	$8.84	—	COM	708160106
—	ALCOA INC	18,280	$148K	1.8%	$8.10	$7.82	—	COM	013817101
—	REGIS CORP MINN	10,089	$148K	1.8%	$14.67	$14.67	—	COM	758932107
—	ZYNGA INC	39,985	$147K	1.8%	$3.68	$3.33	—	CL A	98986T108
—	INTEGRATED DEVICE TECHNOLOGY	14,837	$140K	1.7%	$9.44	$9.44	—	COM	458118106
BAC	BANK OF AMERICA CORPORATION	10,086	$139K	1.7%	$13.78 *	$11.23	-3.3%	COM	060505104
HALO	HALOZYME THERAPEUTICS INC	12,125	$134K	1.7%	$11.05	$8.33	+32.5%	COM	40637H109
—	ION GEOPHYSICAL CORP	23,896	$124K	1.5%	$5.19	$5.54	—	COM	462044108
—	KOSMOS ENERGY LTD	11,341	$117K	1.5%	$10.32	$10.32	—	SHS	G5315B107
—	MILLENNIAL MEDIA INC	12,767	$90,000	1.1%	$7.05	$7.05	—	COM	60040N105