Parametrica Management Ltd Quant / Systematic

CIK: 0001535110 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Jan 13, 2014

Total Value ($000): $36,270 (100.0% shares, 0.0% debt)

Holdings (133)

CROX CROCS INC 2.0%
Value ($000) $737 Shares 46,279 Est. Cost $13.32 Unrealized 0.0%
COP CONOCOPHILLIPS 1.8%
Value ($000) $665 Shares 9,409 Est. Cost $48.40 Unrealized 0.0%
HERTZ GLOBAL HOLDINGS INC 1.5%
Value ($000) $548 Shares 19,141 Est. Cost $28.63 Unrealized
DEALERTRACK TECHNOLOGIES INC 1.4%
Value ($000) $518 Shares 10,769 Est. Cost $48.10 Unrealized
STERICYCLE INC 1.4%
Value ($000) $496 Shares 4,269 Est. Cost $116.19 Unrealized
AER AERCAP HOLDINGS NV 1.3%
Value ($000) $460 Shares 11,999 Est. Cost $23.18 Unrealized 0.0%
DUK DUKE ENERGY CORP NEW 1.3%
Value ($000) $454 Shares 6,573 Est. Cost $42.35 Unrealized 0.0%
ANGIES LIST INC 1.2%
Value ($000) $452 Shares 29,835 Est. Cost $15.15 Unrealized
WASTE CONNECTIONS INC 1.2%
Value ($000) $447 Shares 10,251 Est. Cost $43.61 Unrealized
NOBLE ENERGY INC 1.2%
Value ($000) $444 Shares 6,513 Est. Cost $68.17 Unrealized
APACHE CORP 1.2%
Value ($000) $438 Shares 5,100 Est. Cost $85.88 Unrealized
RNR RENAISSANCERE HOLDINGS LTD 1.2%
Value ($000) $435 Shares 4,474 Est. Cost $93.15 Unrealized 0.0%
PSX PHILLIPS 66 1.2%
Value ($000) $425 Shares 5,511 Est. Cost $43.41 Unrealized 0.0%
SO SOUTHERN CO 1.2%
Value ($000) $425 Shares 10,334 Est. Cost $24.56 Unrealized 0.0%
SPG SIMON PPTY GROUP INC NEW 1.1%
Value ($000) $409 Shares 2,687 Est. Cost $80.96 Unrealized 0.0%
NI NISOURCE INC 1.1%
Value ($000) $407 Shares 12,389 Est. Cost $8.50 Unrealized 0.0%
REALPAGE INC 1.1%
Value ($000) $401 Shares 17,131 Est. Cost $23.41 Unrealized
JDS UNIPHASE CORP 1.1%
Value ($000) $399 Shares 30,777 Est. Cost $12.96 Unrealized
HESS CORP 1.1%
Value ($000) $396 Shares 4,777 Est. Cost $82.90 Unrealized
MOLYCORP INC DEL 1.1%
Value ($000) $394 Shares 70,190 Est. Cost $5.61 Unrealized
AJG GALLAGHER ARTHUR J & CO 1.1%
Value ($000) $389 Shares 8,283 Est. Cost $36.51 Unrealized 0.0%
EXC EXELON CORP 1.0%
Value ($000) $379 Shares 13,842 Est. Cost $13.04 Unrealized 0.0%
AMERICAN CAPITAL AGENCY CORP 1.0%
Value ($000) $375 Shares 19,427 Est. Cost $19.30 Unrealized
NORTHSTAR RLTY FIN CORP 1.0%
Value ($000) $373 Shares 27,761 Est. Cost $13.44 Unrealized
INTEGRYS ENERGY GROUP INC 1.0%
Value ($000) $367 Shares 6,751 Est. Cost $54.36 Unrealized
ANSYS INC 1.0%
Value ($000) $358 Shares 4,102 Est. Cost $87.27 Unrealized
META FACEBOOK INC 1.0%
Value ($000) $357 Shares 6,523 Est. Cost $49.86 Unrealized 0.0%
SCANA CORP NEW 1.0%
Value ($000) $353 Shares 7,517 Est. Cost $46.96 Unrealized
AFL AFLAC INC 1.0%
Value ($000) $350 Shares 5,239 Est. Cost $24.61 Unrealized 0.0%
MSI MOTOROLA SOLUTIONS INC 1.0%
Value ($000) $349 Shares 5,176 Est. Cost $52.10 Unrealized 0.0%
ED CONSOLIDATED EDISON INC 1.0%
Value ($000) $346 Shares 6,259 Est. Cost $35.88 Unrealized 0.0%
ALERE INC 1.0%
Value ($000) $345 Shares 9,518 Est. Cost $36.25 Unrealized
DOW CHEM CO 0.9%
Value ($000) $327 Shares 7,369 Est. Cost $44.38 Unrealized
SNPS SYNOPSYS INC 0.9%
Value ($000) $321 Shares 7,918 Est. Cost $37.43 Unrealized 0.0%
NEE NEXTERA ENERGY INC 0.9%
Value ($000) $320 Shares 3,738 Est. Cost $15.29 Unrealized 0.0%
GLW CORNING INC 0.9%
Value ($000) $309 Shares 17,326 Est. Cost $12.05 Unrealized 0.0%
TWO HBRS INVT CORP 0.9%
Value ($000) $309 Shares 33,280 Est. Cost $9.28 Unrealized
KFY KORN FERRY INTL 0.8%
Value ($000) $308 Shares 11,805 Est. Cost $20.31 Unrealized 0.0%
NATIONAL OILWELL VARCO INC 0.8%
Value ($000) $307 Shares 3,862 Est. Cost $79.49 Unrealized
MSCI MSCI INC 0.8%
Value ($000) $306 Shares 6,990 Est. Cost $37.11 Unrealized 0.0%
ARMOUR RESIDENTIAL REIT INC 0.8%
Value ($000) $306 Shares 76,242 Est. Cost $4.01 Unrealized
LECO LINCOLN ELEC HLDGS INC 0.8%
Value ($000) $304 Shares 4,268 Est. Cost $70.23 Unrealized 0.0%
PG PROCTER & GAMBLE CO 0.8%
Value ($000) $300 Shares 3,686 Est. Cost $58.01 Unrealized 0.0%
HILLENBRAND INC 0.8%
Value ($000) $295 Shares 10,031 Est. Cost $29.41 Unrealized
DTE DTE ENERGY CO 0.8%
Value ($000) $293 Shares 4,417 Est. Cost $38.01 Unrealized 0.0%
XOM EXXON MOBIL CORP 0.8%
Value ($000) $290 Shares 2,861 Est. Cost $54.16 Unrealized +3.3%
ECL ECOLAB INC 0.8%
Value ($000) $288 Shares 2,763 Est. Cost $90.95 Unrealized 0.0%
UIL HLDG CORP 0.8%
Value ($000) $288 Shares 7,443 Est. Cost $38.69 Unrealized
CALPINE CORP 0.8%
Value ($000) $281 Shares 14,395 Est. Cost $19.52 Unrealized
CE CELANESE CORP DEL 0.7%
Value ($000) $272 Shares 4,916 Est. Cost $44.10 Unrealized 0.0%
RED HAT INC 0.7%
Value ($000) $272 Shares 4,849 Est. Cost $56.09 Unrealized
PARKWAY PPTYS INC 0.7%
Value ($000) $269 Shares 13,927 Est. Cost $19.32 Unrealized
SIRIUS XM HLDGS INC 0.7%
Value ($000) $269 Shares 77,086 Est. Cost $3.49 Unrealized
WISCONSIN ENERGY CORP 0.7%
Value ($000) $268 Shares 6,477 Est. Cost $41.38 Unrealized
PARTNERRE LTD 0.7%
Value ($000) $268 Shares 2,542 Est. Cost $105.43 Unrealized
CW CURTISS WRIGHT CORP 0.7%
Value ($000) $268 Shares 4,309 Est. Cost $48.64 Unrealized 0.0%
CIMAREX ENERGY CO 0.7%
Value ($000) $266 Shares 2,534 Est. Cost $104.97 Unrealized
GREAT PLAINS ENERGY INC 0.7%
Value ($000) $260 Shares 10,738 Est. Cost $24.21 Unrealized
WESCO AIRCRAFT HLDGS INC 0.7%
Value ($000) $260 Shares 11,864 Est. Cost $21.92 Unrealized
NEM NEWMONT MINING CORP 0.7%
Value ($000) $258 Shares 11,217 Est. Cost $19.74 Unrealized 0.0%
G GENPACT LIMITED 0.7%
Value ($000) $257 Shares 13,976 Est. Cost $17.80 Unrealized -5.1%
NORTHEAST UTILS 0.7%
Value ($000) $257 Shares 6,058 Est. Cost $42.42 Unrealized
MDU MDU RES GROUP INC 0.7%
Value ($000) $256 Shares 8,377 Est. Cost $7.32 Unrealized +6.7%
PDM PIEDMONT OFFICE REALTY TR IN 0.7%
Value ($000) $251 Shares 15,207 Est. Cost $16.51 Unrealized
LNT ALLIANT ENERGY CORP 0.7%
Value ($000) $250 Shares 4,850 Est. Cost $17.48 Unrealized 0.0%
STONE ENERGY CORP 0.7%
Value ($000) $249 Shares 7,213 Est. Cost $34.52 Unrealized
INFINERA CORPORATION 0.7%
Value ($000) $248 Shares 25,333 Est. Cost $9.79 Unrealized
SEM SELECT MED HLDGS CORP 0.7%
Value ($000) $246 Shares 21,170 Est. Cost $4.31 Unrealized 0.0%
IFF INTERNATIONAL FLAVORS&FRAGRA 0.7%
Value ($000) $242 Shares 2,820 Est. Cost $63.93 Unrealized 0.0%
MADISON SQUARE GARDEN CO 0.7%
Value ($000) $237 Shares 4,122 Est. Cost $57.50 Unrealized
HLX HELIX ENERGY SOLUTIONS GRP I 0.7%
Value ($000) $237 Shares 10,214 Est. Cost $23.32 Unrealized 0.0%
PCG PG&E CORP 0.7%
Value ($000) $237 Shares 5,884 Est. Cost $35.27 Unrealized 0.0%
TER TERADYNE INC 0.7%
Value ($000) $236 Shares 13,399 Est. Cost $15.55 Unrealized 0.0%
ALV AUTOLIV INC 0.7%
Value ($000) $236 Shares 2,574 Est. Cost $49.46 Unrealized 0.0%
DG DOLLAR GEN CORP NEW 0.7%
Value ($000) $236 Shares 3,920 Est. Cost $51.08 Unrealized 0.0%
DIAMOND OFFSHORE DRILLING IN 0.7%
Value ($000) $236 Shares 4,154 Est. Cost $56.81 Unrealized
BRIDGEPOINT ED INC 0.6%
Value ($000) $235 Shares 13,278 Est. Cost $17.70 Unrealized
GIII G-III APPAREL GROUP LTD 0.6%
Value ($000) $235 Shares 3,184 Est. Cost $29.93 Unrealized 0.0%
EPL OIL & GAS INC 0.6%
Value ($000) $232 Shares 8,150 Est. Cost $28.47 Unrealized
TXNM PNM RES INC 0.6%
Value ($000) $230 Shares 9,516 Est. Cost $23.39 Unrealized 0.0%
SANCHEZ ENERGY CORP 0.6%
Value ($000) $228 Shares 9,305 Est. Cost $24.50 Unrealized
QEP RES INC 0.6%
Value ($000) $228 Shares 7,436 Est. Cost $30.66 Unrealized
FLO FLOWERS FOODS INC 0.6%
Value ($000) $227 Shares 10,577 Est. Cost $14.47 Unrealized 0.0%
CL COLGATE PALMOLIVE CO 0.6%
Value ($000) $227 Shares 3,483 Est. Cost $48.40 Unrealized 0.0%
COSAN LTD 0.6%
Value ($000) $225 Shares 16,413 Est. Cost $13.71 Unrealized
ALLETE INC 0.6%
Value ($000) $222 Shares 4,456 Est. Cost $49.82 Unrealized
GGG GRACO INC 0.6%
Value ($000) $222 Shares 2,836 Est. Cost $21.64 Unrealized 0.0%
WEINGARTEN RLTY INVS 0.6%
Value ($000) $221 Shares 8,045 Est. Cost $27.47 Unrealized
PTC PTC INC 0.6%
Value ($000) $221 Shares 6,253 Est. Cost $30.72 Unrealized 0.0%
VERINT SYS INC 0.6%
Value ($000) $220 Shares 5,129 Est. Cost $42.89 Unrealized
RLJ RLJ LODGING TR 0.6%
Value ($000) $219 Shares 9,005 Est. Cost $24.32 Unrealized
WST WEST PHARMACEUTICAL SVSC INC 0.6%
Value ($000) $219 Shares 4,461 Est. Cost $44.20 Unrealized 0.0%
PSMT PRICESMART INC 0.6%
Value ($000) $217 Shares 1,879 Est. Cost $97.68 Unrealized 0.0%
MMS MAXIMUS INC 0.6%
Value ($000) $217 Shares 4,926 Est. Cost $46.07 Unrealized 0.0%
ACXIOM CORP 0.6%
Value ($000) $217 Shares 5,863 Est. Cost $28.36 Unrealized
ULTIMATE SOFTWARE GROUP INC 0.6%
Value ($000) $216 Shares 1,411 Est. Cost $153.08 Unrealized
PIONEER NAT RES CO 0.6%
Value ($000) $216 Shares 1,175 Est. Cost $183.83 Unrealized
WESTAR ENERGY INC 0.6%
Value ($000) $215 Shares 6,676 Est. Cost $30.71 Unrealized
CIEN CIENA CORP 0.6%
Value ($000) $214 Shares 8,952 Est. Cost $23.81 Unrealized 0.0%
NIELSEN HOLDINGS N V 0.6%
Value ($000) $213 Shares 4,637 Est. Cost $45.93 Unrealized
NII HLDGS INC 0.6%
Value ($000) $212 Shares 77,141 Est. Cost $2.75 Unrealized
TECHNE CORP 0.6%
Value ($000) $211 Shares 2,234 Est. Cost $94.45 Unrealized
SXT SENSIENT TECHNOLOGIES CORP 0.6%
Value ($000) $210 Shares 4,327 Est. Cost $49.80 Unrealized 0.0%
SXC SUNCOKE ENERGY INC 0.6%
Value ($000) $209 Shares 9,150 Est. Cost $20.64 Unrealized 0.0%
MTZ MASTEC INC 0.6%
Value ($000) $208 Shares 6,345 Est. Cost $31.66 Unrealized 0.0%
PS BUSINESS PKS INC CALIF 0.6%
Value ($000) $204 Shares 2,675 Est. Cost $76.26 Unrealized
CVX CHEVRON CORP NEW 0.6%
Value ($000) $202 Shares 1,616 Est. Cost $72.49 Unrealized 0.0%
AVG TECHNOLOGIES N V 0.6%
Value ($000) $202 Shares 11,736 Est. Cost $17.21 Unrealized
SINA CORP 0.6%
Value ($000) $201 Shares 2,387 Est. Cost $84.21 Unrealized
MD MEDNAX INC 0.6%
Value ($000) $200 Shares 3,752 Est. Cost $53.66 Unrealized 0.0%
STILLWATER MNG CO 0.5%
Value ($000) $195 Shares 15,773 Est. Cost $12.36 Unrealized
IXIA 0.5%
Value ($000) $190 Shares 14,278 Est. Cost $13.31 Unrealized
CDE COEUR MNG INC 0.5%
Value ($000) $188 Shares 17,324 Est. Cost $11.27 Unrealized 0.0%
DENBURY RES INC 0.5%
Value ($000) $182 Shares 11,054 Est. Cost $16.46 Unrealized
HL HECLA MNG CO 0.5%
Value ($000) $179 Shares 58,165 Est. Cost $2.86 Unrealized 0.0%
INVESCO MORTGAGE CAPITAL INC 0.5%
Value ($000) $179 Shares 12,176 Est. Cost $14.70 Unrealized
AMERICAN CAP MTG INVT CORP 0.5%
Value ($000) $175 Shares 10,002 Est. Cost $17.50 Unrealized
GROUPON INC 0.5%
Value ($000) $168 Shares 14,311 Est. Cost $11.74 Unrealized
STEELCASE INC 0.5%
Value ($000) $168 Shares 10,567 Est. Cost $15.90 Unrealized
ANNALY CAP MGMT INC 0.4%
Value ($000) $160 Shares 16,024 Est. Cost $9.99 Unrealized
CDNS CADENCE DESIGN SYSTEM INC 0.4%
Value ($000) $144 Shares 10,286 Est. Cost $13.41 Unrealized 0.0%
ORBITZ WORLDWIDE INC 0.4%
Value ($000) $139 Shares 19,414 Est. Cost $7.16 Unrealized
MONSTER WORLDWIDE INC 0.4%
Value ($000) $139 Shares 19,495 Est. Cost $7.13 Unrealized
KODIAK OIL & GAS CORP 0.4%
Value ($000) $139 Shares 12,389 Est. Cost $11.22 Unrealized
COUSINS PPTYS INC 0.4%
Value ($000) $128 Shares 12,393 Est. Cost $10.33 Unrealized
ION GEOPHYSICAL CORP 0.4%
Value ($000) $127 Shares 38,546 Est. Cost $4.68 Unrealized
KOSMOS ENERGY LTD 0.3%
Value ($000) $125 Shares 11,219 Est. Cost $10.32 Unrealized
CYS INVTS INC 0.3%
Value ($000) $96 Shares 12,920 Est. Cost $7.43 Unrealized
SERVICESOURCE INTL LLC 0.2%
Value ($000) $87 Shares 10,422 Est. Cost $8.35 Unrealized
ATMEL CORP 0.2%
Value ($000) $83 Shares 10,602 Est. Cost $7.83 Unrealized
HERCULES OFFSHORE INC 0.2%
Value ($000) $81 Shares 12,398 Est. Cost $6.53 Unrealized
RF MICRODEVICES INC 0.2%
Value ($000) $75 Shares 14,450 Est. Cost $5.19 Unrealized
SONUS NETWORKS INC 0.1%
Value ($000) $44 Shares 14,115 Est. Cost $3.12 Unrealized