Parametrica Management Ltd Quant / Systematic

CIK: 0001535110 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Oct 28, 2014

Total Value ($000): $17,188 (100.0% shares, 0.0% debt)

Holdings (63)

TEEKAY CORPORATION 3.0%
Value ($000) $518 Shares 7,810 Est. Cost $66.33 Unrealized
WLK WESTLAKE CHEM CORP 3.0%
Value ($000) $514 Shares 5,938 Est. Cost $76.69 Unrealized 0.0%
CTAS CINTAS CORP 3.0%
Value ($000) $514 Shares 7,281 Est. Cost $14.20 Unrealized 0.0%
F FORD MTR CO DEL 3.0%
Value ($000) $508 Shares 34,362 Est. Cost $9.38 Unrealized 0.0%
ABT ABBOTT LABS 2.9%
Value ($000) $490 Shares 11,778 Est. Cost $34.11 Unrealized 0.0%
MUR MURPHY OIL CORP 2.8%
Value ($000) $484 Shares 8,507 Est. Cost $40.49 Unrealized 0.0%
XOM EXXON MOBIL CORP 2.8%
Value ($000) $478 Shares 5,080 Est. Cost $61.50 Unrealized 0.0%
PSX PHILLIPS 66 2.7%
Value ($000) $463 Shares 5,697 Est. Cost $55.11 Unrealized 0.0%
KATE SPADE & CO 2.6%
Value ($000) $449 Shares 17,112 Est. Cost $26.24 Unrealized
DREAMWORKS ANIMATION SKG INC 2.6%
Value ($000) $442 Shares 16,207 Est. Cost $27.27 Unrealized
CVX CHEVRON CORP NEW 2.6%
Value ($000) $439 Shares 3,680 Est. Cost $78.51 Unrealized 0.0%
MSCI MSCI INC 2.5%
Value ($000) $425 Shares 9,044 Est. Cost $40.78 Unrealized 0.0%
CAR AVIS BUDGET GROUP 2.3%
Value ($000) $401 Shares 7,310 Est. Cost $59.40 Unrealized 0.0%
OIS OIL STS INTL INC 2.2%
Value ($000) $382 Shares 6,172 Est. Cost $62.75 Unrealized 0.0%
MAT MATTEL INC 2.1%
Value ($000) $368 Shares 12,018 Est. Cost $35.38 Unrealized 0.0%
NATIONAL OILWELL VARCO INC 2.1%
Value ($000) $367 Shares 4,823 Est. Cost $76.09 Unrealized
AMT AMERICAN TOWER CORP NEW 2.1%
Value ($000) $357 Shares 3,817 Est. Cost $72.53 Unrealized 0.0%
HOLLYFRONTIER CORP 2.0%
Value ($000) $349 Shares 7,984 Est. Cost $43.71 Unrealized
LEGG MASON INC 2.0%
Value ($000) $347 Shares 6,774 Est. Cost $51.23 Unrealized
LEA LEAR CORP 1.9%
Value ($000) $327 Shares 3,779 Est. Cost $79.35 Unrealized 0.0%
VLO VALERO ENERGY CORP NEW 1.9%
Value ($000) $321 Shares 6,928 Est. Cost $32.63 Unrealized 0.0%
CLOVIS ONCOLOGY INC 1.8%
Value ($000) $317 Shares 6,983 Est. Cost $45.40 Unrealized
HESS CORP 1.7%
Value ($000) $297 Shares 3,145 Est. Cost $94.44 Unrealized
PEABODY ENERGY CORP 1.6%
Value ($000) $274 Shares 22,135 Est. Cost $12.38 Unrealized
OXY OCCIDENTAL PETE CORP DEL 1.6%
Value ($000) $273 Shares 2,840 Est. Cost $68.03 Unrealized 0.0%
SXC SUNCOKE ENERGY INC 1.5%
Value ($000) $266 Shares 11,857 Est. Cost $21.12 Unrealized +9.4%
GPN GLOBAL PMTS INC 1.5%
Value ($000) $264 Shares 3,785 Est. Cost $33.95 Unrealized 0.0%
CAMERON INTERNATIONAL CORP 1.5%
Value ($000) $263 Shares 3,959 Est. Cost $66.43 Unrealized
ATWOOD OCEANICS INC 1.5%
Value ($000) $262 Shares 6,007 Est. Cost $43.62 Unrealized
PM PHILIP MORRIS INTL INC 1.5%
Value ($000) $258 Shares 3,088 Est. Cost $48.20 Unrealized -0.6%
C&J ENERGY SVCS INC 1.5%
Value ($000) $250 Shares 8,185 Est. Cost $30.54 Unrealized
DELPHI AUTOMOTIVE PLC 1.5%
Value ($000) $250 Shares 4,075 Est. Cost $61.35 Unrealized
CALM CAL MAINE FOODS INC 1.5%
Value ($000) $250 Shares 2,800 Est. Cost $28.19 Unrealized 0.0%
TE CONNECTIVITY LTD 1.4%
Value ($000) $243 Shares 4,400 Est. Cost $55.23 Unrealized
PCRX PACIRA PHARMACEUTICALS INC 1.4%
Value ($000) $235 Shares 2,425 Est. Cost $97.28 Unrealized 0.0%
CIMAREX ENERGY CO 1.4%
Value ($000) $234 Shares 1,846 Est. Cost $126.76 Unrealized
GM GENERAL MTRS CO 1.3%
Value ($000) $231 Shares 7,218 Est. Cost $26.30 Unrealized +0.8%
SOUTHWESTERN ENERGY CO 1.3%
Value ($000) $229 Shares 6,553 Est. Cost $34.95 Unrealized
KINDRED HEALTHCARE INC 1.3%
Value ($000) $222 Shares 11,451 Est. Cost $19.39 Unrealized
SAH SONIC AUTOMOTIVE INC 1.3%
Value ($000) $221 Shares 9,032 Est. Cost $24.91 Unrealized 0.0%
WABCO HLDGS INC 1.3%
Value ($000) $220 Shares 2,418 Est. Cost $90.98 Unrealized
DELEK US HLDGS INC 1.3%
Value ($000) $219 Shares 6,606 Est. Cost $33.15 Unrealized
VNDA VANDA PHARMACEUTICALS INC 1.3%
Value ($000) $218 Shares 21,017 Est. Cost $13.23 Unrealized -1.0%
BRKR BRUKER CORP 1.2%
Value ($000) $210 Shares 11,352 Est. Cost $20.52 Unrealized 0.0%
MPC MARATHON PETE CORP 1.2%
Value ($000) $209 Shares 2,469 Est. Cost $30.05 Unrealized 0.0%
AMKR AMKOR TECHNOLOGY INC 1.2%
Value ($000) $206 Shares 24,482 Est. Cost $9.21 Unrealized 0.0%
MTN VAIL RESORTS INC 1.2%
Value ($000) $204 Shares 2,355 Est. Cost $79.40 Unrealized 0.0%
MA MASTERCARD INC 1.2%
Value ($000) $201 Shares 2,717 Est. Cost $71.09 Unrealized 0.0%
AVANIR PHARMACEUTICALS INC 1.1%
Value ($000) $194 Shares 16,296 Est. Cost $11.90 Unrealized
SAPIENT CORP 1.1%
Value ($000) $189 Shares 13,535 Est. Cost $13.96 Unrealized
NBIX NEUROCRINE BIOSCIENCES INC 1.0%
Value ($000) $176 Shares 11,222 Est. Cost $14.95 Unrealized 0.0%
CAESARS ENTMT CORP 1.0%
Value ($000) $167 Shares 13,276 Est. Cost $12.58 Unrealized
IMMUNOGEN INC 1.0%
Value ($000) $164 Shares 15,477 Est. Cost $10.60 Unrealized
MCDERMOTT INTL INC 0.8%
Value ($000) $137 Shares 23,893 Est. Cost $5.73 Unrealized
EXCO RESOURCES INC 0.8%
Value ($000) $135 Shares 40,419 Est. Cost $3.34 Unrealized
BCRX BIOCRYST PHARMACEUTICALS 0.6%
Value ($000) $98 Shares 10,003 Est. Cost $12.26 Unrealized 0.0%
WEN WENDYS CO 0.5%
Value ($000) $92 Shares 11,126 Est. Cost $8.19 Unrealized 0.0%
KEY ENERGY SVCS INC 0.5%
Value ($000) $86 Shares 17,810 Est. Cost $4.83 Unrealized
NOVAVAX INC 0.4%
Value ($000) $77 Shares 18,536 Est. Cost $4.15 Unrealized
SIRIUS XM HLDGS INC 0.4%
Value ($000) $75 Shares 21,400 Est. Cost $3.50 Unrealized
GLU MOBILE INC 0.4%
Value ($000) $72 Shares 13,963 Est. Cost $5.16 Unrealized
AMD ADVANCED MICRO DEVICES INC 0.2%
Value ($000) $36 Shares 10,456 Est. Cost $4.05 Unrealized 0.0%
FUELCELL ENERGY INC 0.1%
Value ($000) $21 Shares 10,060 Est. Cost $2.09 Unrealized