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 Share Price $130.95 * Est. Cost/Share $104.63 Unrealized @ Report Date -0.5%

MO ALTRIA GROUP INC 9.6%

Value $297K Shares 5,933 Share Price $50.06 * Est. Cost/Share $26.19 Unrealized @ Report Date -5.0%

MD MEDNAX INC 8.0%

Value $249K Shares 3,431 Share Price $72.57 Est. Cost/Share $69.52 Unrealized @ Report Date +4.3%

ESS ESSEX PPTY TR INC 8.0%

Value $247K Shares 1,075 Share Price $229.77 * Est. Cost/Share $159.18 Unrealized @ Report Date +2.1%

SMG SCOTTS MIRACLE GRO CO 7.8%

Value $241K Shares 3,577 Share Price $67.37 * Est. Cost/Share $45.78 Unrealized @ Report Date +3.5%

EME EMCOR GROUP INC 7.4%

Value $228K Shares 4,912 Share Price $46.42 * Est. Cost/Share $41.40 Unrealized @ Report Date +7.1%

CVS CVS HEALTH CORP 7.4%

Value $228K Shares 2,210 Share Price $103.17 * Est. Cost/Share $74.28 Unrealized @ Report Date +2.1%

MA MASTERCARD INC 7.3%

Value $226K Shares 2,617 Share Price $86.36 * Est. Cost/Share $81.25 Unrealized @ Report Date -0.4%

TFX TELEFLEX INC 7.2%

Value $224K Shares 1,852 Share Price $120.95 * Est. Cost/Share $107.82 Unrealized @ Report Date +4.6%

OLN OLIN CORP 7.0%

Value $217K Shares 6,760 Share Price $32.10 * Est. Cost/Share $19.44 Unrealized @ Report Date +19.8%

DLB DOLBY LABORATORIES INC 6.8%

Value $212K Shares 5,558 Share Price $38.14 * Est. Cost/Share $34.58 Unrealized @ Report Date -4.3%

— HOUGHTON MIFFLIN HARCOURT CO 6.4%

Value $200K Shares 8,509 Share Price $23.50 Est. Cost/Share $23.50 Unrealized @ Report Date —

— FRONTIER COMMUNICATIONS CORP 2.5%

Value $77,000 Shares 10,885 Share Price $7.07 Est. Cost/Share $7.07 Unrealized @ Report Date —

— SIRIUS XM HLDGS INC 1.5%

Value $46,000 Shares 12,010 Share Price $3.83 Est. Cost/Share $3.83 Unrealized @ Report Date —

— CHIMERA INVT CORP 1.1%

Value $35,000 Shares 11,238 Share Price $3.11 Est. Cost/Share $3.11 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
AMP	AMERIPRISE FINL INC	2,856	$374K	12.1%	$130.95 *	$104.63	-0.5%	COM	03076C106
MO	ALTRIA GROUP INC	5,933	$297K	9.6%	$50.06 *	$26.19	-5.0%	COM	02209S103
MD	MEDNAX INC	3,431	$249K	8.0%	$72.57	$69.52	+4.3%	COM	58502B106
ESS	ESSEX PPTY TR INC	1,075	$247K	8.0%	$229.77 *	$159.18	+2.1%	COM	297178105
SMG	SCOTTS MIRACLE GRO CO	3,577	$241K	7.8%	$67.37 *	$45.78	+3.5%	CL A	810186106
EME	EMCOR GROUP INC	4,912	$228K	7.4%	$46.42 *	$41.40	+7.1%	COM	29084Q100
CVS	CVS HEALTH CORP	2,210	$228K	7.4%	$103.17 *	$74.28	+2.1%	COM	126650100
MA	MASTERCARD INC	2,617	$226K	7.3%	$86.36 *	$81.25	-0.4%	CL A	57636Q104
TFX	TELEFLEX INC	1,852	$224K	7.2%	$120.95 *	$107.82	+4.6%	COM	879369106
OLN	OLIN CORP	6,760	$217K	7.0%	$32.10 *	$19.44	+19.8%	COM PAR $1	680665205
DLB	DOLBY LABORATORIES INC	5,558	$212K	6.8%	$38.14 *	$34.58	-4.3%	COM	25659T107
—	HOUGHTON MIFFLIN HARCOURT CO	8,509	$200K	6.4%	$23.50	$23.50	—	COM	44157R109
—	FRONTIER COMMUNICATIONS CORP	10,885	$77,000	2.5%	$7.07	$7.07	—	COM	35906A108
—	SIRIUS XM HLDGS INC	12,010	$46,000	1.5%	$3.83	$3.83	—	COM	82968B103
—	CHIMERA INVT CORP	11,238	$35,000	1.1%	$3.11	$3.11	—	COM	16934Q109