Parametrica Management Ltd Quant / Systematic

CIK: 0001535110 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: Apr 9, 2014

Total Value ($000): $11,802 (100.0% shares, 0.0% debt)

Holdings (51)

BIGGQ BIG LOTS INC 3.5%

Value ($000) $410 Shares 10,817 Est. Cost $23.20 Unrealized 0.0%

— ULTIMATE SOFTWARE GROUP INC 3.4%

Value ($000) $400 Shares 2,922 Est. Cost $144.71 Unrealized —

— EXELIS INC 3.3%

Value ($000) $387 Shares 20,342 Est. Cost $19.02 Unrealized —

— RESTORATION HARDWARE HLDGS I 3.1%

Value ($000) $364 Shares 4,949 Est. Cost $73.55 Unrealized —

— INTERCEPT PHARMACEUTICALS IN 3.0%

Value ($000) $349 Shares 1,058 Est. Cost $329.87 Unrealized —

TRIP TRIPADVISOR INC 2.9%

Value ($000) $342 Shares 3,776 Est. Cost $81.07 Unrealized 0.0%

AMZN AMAZON COM INC 2.8%

Value ($000) $336 Shares 998 Est. Cost $18.56 Unrealized 0.0%

MIDD MIDDLEBY CORP 2.7%

Value ($000) $324 Shares 1,228 Est. Cost $87.25 Unrealized 0.0%

SIG SIGNET JEWELERS LIMITED 2.7%

Value ($000) $322 Shares 3,046 Est. Cost $70.67 Unrealized 0.0%

— GOODRICH PETE CORP 2.7%

Value ($000) $313 Shares 19,786 Est. Cost $15.82 Unrealized —

— FOOT LOCKER INC 2.4%

Value ($000) $287 Shares 6,102 Est. Cost $47.03 Unrealized —

CSGP COSTAR GROUP INC 2.4%

Value ($000) $282 Shares 1,510 Est. Cost $18.86 Unrealized 0.0%

CALY CALLAWAY GOLF CO 2.4%

Value ($000) $281 Shares 27,505 Est. Cost $8.53 Unrealized 0.0%

BLMN BLOOMIN BRANDS INC 2.3%

Value ($000) $274 Shares 11,376 Est. Cost $18.23 Unrealized 0.0%

— MEDIDATA SOLUTIONS INC 2.3%

Value ($000) $274 Shares 5,043 Est. Cost $54.33 Unrealized —

— CERNER CORP 2.2%

Value ($000) $263 Shares 4,677 Est. Cost $56.23 Unrealized —

ROP ROPER INDS INC NEW 2.2%

Value ($000) $254 Shares 1,899 Est. Cost $126.73 Unrealized 0.0%

MTX MINERALS TECHNOLOGIES INC 2.1%

Value ($000) $252 Shares 3,902 Est. Cost $53.91 Unrealized 0.0%

— STAGE STORES INC 2.1%

Value ($000) $244 Shares 9,970 Est. Cost $24.47 Unrealized —

— MEADWESTVACO CORP 2.1%

Value ($000) $243 Shares 6,448 Est. Cost $37.69 Unrealized —

— CELGENE CORP 2.1%

Value ($000) $243 Shares 1,742 Est. Cost $139.49 Unrealized —

— SONIC CORP 2.0%

Value ($000) $236 Shares 10,367 Est. Cost $22.76 Unrealized —

— CBS CORP NEW 2.0%

Value ($000) $232 Shares 3,748 Est. Cost $61.90 Unrealized —

THRM GENTHERM INC 1.9%

Value ($000) $230 Shares 6,623 Est. Cost $28.07 Unrealized 0.0%

FISV FISERV INC 1.9%

Value ($000) $229 Shares 4,035 Est. Cost $28.60 Unrealized 0.0%

ACGL ARCH CAP GROUP LTD 1.9%

Value ($000) $228 Shares 3,958 Est. Cost $17.63 Unrealized 0.0%

VAC MARRIOTT VACATIONS WRLDWDE C 1.9%

Value ($000) $226 Shares 4,049 Est. Cost $51.67 Unrealized 0.0%

MLKN MILLER HERMAN INC 1.9%

Value ($000) $224 Shares 6,967 Est. Cost $21.68 Unrealized 0.0%

WAB WABTEC CORP 1.9%

Value ($000) $224 Shares 2,882 Est. Cost $71.72 Unrealized 0.0%

— INFORMATICA CORP 1.9%

Value ($000) $222 Shares 5,877 Est. Cost $37.77 Unrealized —

WPC W P CAREY INC 1.9%

Value ($000) $220 Shares 3,668 Est. Cost $59.98 Unrealized —

BIIB BIOGEN IDEC INC 1.8%

Value ($000) $218 Shares 714 Est. Cost $317.43 Unrealized 0.0%

— RED HAT INC 1.8%

Value ($000) $216 Shares 4,068 Est. Cost $56.09 Unrealized —

— COMSTOCK RES INC 1.8%

Value ($000) $215 Shares 9,421 Est. Cost $22.82 Unrealized —

— MYLAN INC 1.8%

Value ($000) $211 Shares 4,314 Est. Cost $48.91 Unrealized —

— ASPEN TECHNOLOGY INC 1.8%

Value ($000) $208 Shares 4,916 Est. Cost $42.31 Unrealized —

IEX IDEX CORP 1.7%

Value ($000) $206 Shares 2,826 Est. Cost $62.25 Unrealized 0.0%

— ROCKWELL COLLINS INC 1.7%

Value ($000) $205 Shares 2,576 Est. Cost $79.58 Unrealized —

FIVE FIVE BELOW INC 1.7%

Value ($000) $201 Shares 4,734 Est. Cost $38.40 Unrealized 0.0%

— SMITH & WESSON HLDG CORP 1.6%

Value ($000) $184 Shares 12,560 Est. Cost $14.65 Unrealized —

— HEALTHCARE TR AMER INC 1.6%

Value ($000) $183 Shares 16,047 Est. Cost $11.40 Unrealized —

— NEW YORK CMNTY BANCORP INC 1.4%

Value ($000) $163 Shares 10,119 Est. Cost $16.11 Unrealized —

— ARCH COAL INC 1.3%

Value ($000) $150 Shares 31,102 Est. Cost $4.82 Unrealized —

— ASTORIA FINL CORP 1.2%

Value ($000) $147 Shares 10,659 Est. Cost $13.79 Unrealized —

— KOSMOS ENERGY LTD 1.1%

Value ($000) $127 Shares 11,534 Est. Cost $10.34 Unrealized —

— GROUPON INC 1.0%

Value ($000) $114 Shares 14,578 Est. Cost $11.67 Unrealized —

ON ON SEMICONDUCTOR CORP 1.0%

Value ($000) $113 Shares 12,066 Est. Cost $8.98 Unrealized 0.0%

— EDUCATION RLTY TR INC 0.8%

Value ($000) $100 Shares 10,134 Est. Cost $9.87 Unrealized —

— NEWCASTLE INVT CORP 0.4%

Value ($000) $48 Shares 10,114 Est. Cost $4.75 Unrealized —

— SYNOVUS FINL CORP 0.4%

Value ($000) $47 Shares 13,917 Est. Cost $3.38 Unrealized —

— CHIMERA INVT CORP 0.3%

Value ($000) $31 Shares 10,283 Est. Cost $3.01 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BIGGQ	BIG LOTS INC	10,817	$410	3.5%	$23.20	0.0%	COM	089302103
—	ULTIMATE SOFTWARE GROUP INC	2,922	$400	3.4%	$144.71	—	COM	90385D107
—	EXELIS INC	20,342	$387	3.3%	$19.02	—	COM	30162A108
—	RESTORATION HARDWARE HLDGS I	4,949	$364	3.1%	$73.55	—	COM	761283100
—	INTERCEPT PHARMACEUTICALS IN	1,058	$349	3.0%	$329.87	—	COM	45845P108
TRIP	TRIPADVISOR INC	3,776	$342	2.9%	$81.07	0.0%	COM	896945201
AMZN	AMAZON COM INC	998	$336	2.8%	$18.56	0.0%	COM	023135106
MIDD	MIDDLEBY CORP	1,228	$324	2.7%	$87.25	0.0%	COM	596278101
SIG	SIGNET JEWELERS LIMITED	3,046	$322	2.7%	$70.67	0.0%	SHS	G81276100
—	GOODRICH PETE CORP	19,786	$313	2.7%	$15.82	—	COM NEW	382410405
—	FOOT LOCKER INC	6,102	$287	2.4%	$47.03	—	COM	344849104
CSGP	COSTAR GROUP INC	1,510	$282	2.4%	$18.86	0.0%	COM	22160N109
CALY	CALLAWAY GOLF CO	27,505	$281	2.4%	$8.53	0.0%	COM	131193104
BLMN	BLOOMIN BRANDS INC	11,376	$274	2.3%	$18.23	0.0%	COM	094235108
—	MEDIDATA SOLUTIONS INC	5,043	$274	2.3%	$54.33	—	COM	58471A105
—	CERNER CORP	4,677	$263	2.2%	$56.23	—	COM	156782104
ROP	ROPER INDS INC NEW	1,899	$254	2.2%	$126.73	0.0%	COM	776696106
MTX	MINERALS TECHNOLOGIES INC	3,902	$252	2.1%	$53.91	0.0%	COM	603158106
—	STAGE STORES INC	9,970	$244	2.1%	$24.47	—	COM NEW	85254C305
—	MEADWESTVACO CORP	6,448	$243	2.1%	$37.69	—	COM	583334107
—	CELGENE CORP	1,742	$243	2.1%	$139.49	—	COM	151020104
—	SONIC CORP	10,367	$236	2.0%	$22.76	—	COM	835451105
—	CBS CORP NEW	3,748	$232	2.0%	$61.90	—	CL B	124857202
THRM	GENTHERM INC	6,623	$230	1.9%	$28.07	0.0%	COM	37253A103
FISV	FISERV INC	4,035	$229	1.9%	$28.60	0.0%	COM	337738108
ACGL	ARCH CAP GROUP LTD	3,958	$228	1.9%	$17.63	0.0%	ORD	G0450A105
VAC	MARRIOTT VACATIONS WRLDWDE C	4,049	$226	1.9%	$51.67	0.0%	COM	57164Y107
MLKN	MILLER HERMAN INC	6,967	$224	1.9%	$21.68	0.0%	COM	600544100
WAB	WABTEC CORP	2,882	$224	1.9%	$71.72	0.0%	COM	929740108
—	INFORMATICA CORP	5,877	$222	1.9%	$37.77	—	COM	45666Q102
WPC	W P CAREY INC	3,668	$220	1.9%	$59.98	—	COM	92936U109
BIIB	BIOGEN IDEC INC	714	$218	1.8%	$317.43	0.0%	COM	09062X103
—	RED HAT INC	4,068	$216	1.8%	$56.09	—	COM	756577102
—	COMSTOCK RES INC	9,421	$215	1.8%	$22.82	—	COM NEW	205768203
—	MYLAN INC	4,314	$211	1.8%	$48.91	—	COM	628530107
—	ASPEN TECHNOLOGY INC	4,916	$208	1.8%	$42.31	—	COM	045327103
IEX	IDEX CORP	2,826	$206	1.7%	$62.25	0.0%	COM	45167R104
—	ROCKWELL COLLINS INC	2,576	$205	1.7%	$79.58	—	COM	774341101
FIVE	FIVE BELOW INC	4,734	$201	1.7%	$38.40	0.0%	COM	33829M101
—	SMITH & WESSON HLDG CORP	12,560	$184	1.6%	$14.65	—	COM	831756101
—	HEALTHCARE TR AMER INC	16,047	$183	1.6%	$11.40	—	CL A	42225P105
—	NEW YORK CMNTY BANCORP INC	10,119	$163	1.4%	$16.11	—	COM	649445103
—	ARCH COAL INC	31,102	$150	1.3%	$4.82	—	COM	039380100
—	ASTORIA FINL CORP	10,659	$147	1.2%	$13.79	—	COM	046265104
—	KOSMOS ENERGY LTD	11,534	$127	1.1%	$10.34	—	SHS	G5315B107
—	GROUPON INC	14,578	$114	1.0%	$11.67	—	COM CL A	399473107
ON	ON SEMICONDUCTOR CORP	12,066	$113	1.0%	$8.98	0.0%	COM	682189105
—	EDUCATION RLTY TR INC	10,134	$100	0.8%	$9.87	—	COM	28140H104
—	NEWCASTLE INVT CORP	10,114	$48	0.4%	$4.75	—	COM	65105M108
—	SYNOVUS FINL CORP	13,917	$47	0.4%	$3.38	—	COM	87161C105
—	CHIMERA INVT CORP	10,283	$31	0.3%	$3.01	—	COM	16934Q109