Parametrica Management Ltd Quant / Systematic

Location: Wanchai, Hong Kong

CIK: 0001535110 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: Apr 13, 2015

Total Value: $3.101M (100.0% shares, 0.0% debt)

Holdings (15)

AMP AMERIPRISE FINL INC 12.1%

Value $374K Shares 2,856 Est. Cost $104.63 Unrealized 0.0%

MO ALTRIA GROUP INC 9.6%

Value $297K Shares 5,933 Est. Cost $26.19 Unrealized 0.0%

MD MEDNAX INC 8.0%

Value $249K Shares 3,431 Est. Cost $69.52 Unrealized 0.0%

ESS ESSEX PPTY TR INC 8.0%

Value $247K Shares 1,075 Est. Cost $159.18 Unrealized 0.0%

SMG SCOTTS MIRACLE GRO CO 7.8%

Value $241K Shares 3,577 Est. Cost $45.78 Unrealized 0.0%

EME EMCOR GROUP INC 7.4%

Value $228K Shares 4,912 Est. Cost $41.40 Unrealized 0.0%

CVS CVS HEALTH CORP 7.4%

Value $228K Shares 2,210 Est. Cost $74.28 Unrealized 0.0%

MA MASTERCARD INC 7.3%

Value $226K Shares 2,617 Est. Cost $81.25 Unrealized 0.0%

TFX TELEFLEX INC 7.2%

Value $224K Shares 1,852 Est. Cost $107.82 Unrealized 0.0%

OLN OLIN CORP 7.0%

Value $217K Shares 6,760 Est. Cost $19.44 Unrealized 0.0%

DLB DOLBY LABORATORIES INC 6.8%

Value $212K Shares 5,558 Est. Cost $34.58 Unrealized 0.0%

— HOUGHTON MIFFLIN HARCOURT CO 6.4%

Value $200K Shares 8,509 Est. Cost $23.50 Unrealized —

— FRONTIER COMMUNICATIONS CORP 2.5%

Value $77,000 Shares 10,885 Est. Cost $7.07 Unrealized —

— SIRIUS XM HLDGS INC 1.5%

Value $46,000 Shares 12,010 Est. Cost $3.83 Unrealized —

— CHIMERA INVT CORP 1.1%

Value $35,000 Shares 11,238 Est. Cost $3.11 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
AMP	AMERIPRISE FINL INC	2,856	$374K	12.1%	$104.63	0.0%	COM	03076C106
MO	ALTRIA GROUP INC	5,933	$297K	9.6%	$26.19	0.0%	COM	02209S103
MD	MEDNAX INC	3,431	$249K	8.0%	$69.52	0.0%	COM	58502B106
ESS	ESSEX PPTY TR INC	1,075	$247K	8.0%	$159.18	0.0%	COM	297178105
SMG	SCOTTS MIRACLE GRO CO	3,577	$241K	7.8%	$45.78	0.0%	CL A	810186106
EME	EMCOR GROUP INC	4,912	$228K	7.4%	$41.40	0.0%	COM	29084Q100
CVS	CVS HEALTH CORP	2,210	$228K	7.4%	$74.28	0.0%	COM	126650100
MA	MASTERCARD INC	2,617	$226K	7.3%	$81.25	0.0%	CL A	57636Q104
TFX	TELEFLEX INC	1,852	$224K	7.2%	$107.82	0.0%	COM	879369106
OLN	OLIN CORP	6,760	$217K	7.0%	$19.44	0.0%	COM PAR $1	680665205
DLB	DOLBY LABORATORIES INC	5,558	$212K	6.8%	$34.58	0.0%	COM	25659T107
—	HOUGHTON MIFFLIN HARCOURT CO	8,509	$200K	6.4%	$23.50	—	COM	44157R109
—	FRONTIER COMMUNICATIONS CORP	10,885	$77,000	2.5%	$7.07	—	COM	35906A108
—	SIRIUS XM HLDGS INC	12,010	$46,000	1.5%	$3.83	—	COM	82968B103
—	CHIMERA INVT CORP	11,238	$35,000	1.1%	$3.11	—	COM	16934Q109