Parametrica Management Ltd Quant / Systematic

CIK: 0001535110 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Jan 14, 2016

Total Value ($000): $15,188 (100.0% shares, 0.0% debt)

Holdings (60)

PTCT PTC THERAPEUTICS INC 3.4%
Value ($000) $519 Shares 16,026 Est. Cost $29.43 Unrealized 0.0%
TRIBUNE MEDIA CO 3.4%
Value ($000) $510 Shares 15,073 Est. Cost $33.84 Unrealized
FINISAR CORP 3.2%
Value ($000) $490 Shares 33,727 Est. Cost $14.53 Unrealized
HOWARD HUGHES CORP 3.0%
Value ($000) $450 Shares 3,980 Est. Cost $114.40 Unrealized
EROS INTL PLC 2.9%
Value ($000) $447 Shares 48,852 Est. Cost $9.15 Unrealized
ESPR ESPERION THERAPEUTICS INC NE 2.9%
Value ($000) $443 Shares 19,912 Est. Cost $25.23 Unrealized 0.0%
MUSA MURPHY USA INC 2.9%
Value ($000) $440 Shares 7,238 Est. Cost $58.12 Unrealized 0.0%
MANNKIND CORP 2.8%
Value ($000) $429 Shares 295,857 Est. Cost $1.45 Unrealized
TDS TELEPHONE & DATA SYS INC 2.8%
Value ($000) $424 Shares 16,387 Est. Cost $27.88 Unrealized -2.1%
DIGITALGLOBE INC 2.5%
Value ($000) $374 Shares 23,914 Est. Cost $15.64 Unrealized
DONNELLEY R R & SONS CO 2.4%
Value ($000) $363 Shares 24,666 Est. Cost $14.72 Unrealized
SHW SHERWIN WILLIAMS CO 2.2%
Value ($000) $334 Shares 1,285 Est. Cost $79.46 Unrealized -0.9%
CEB INC 2.2%
Value ($000) $327 Shares 5,325 Est. Cost $61.41 Unrealized
PCRX PACIRA PHARMACEUTICALS INC 2.1%
Value ($000) $325 Shares 4,231 Est. Cost $61.25 Unrealized -7.6%
SEACOR HOLDINGS INC 2.1%
Value ($000) $319 Shares 6,071 Est. Cost $52.54 Unrealized
SUNEDISON INC 2.1%
Value ($000) $315 Shares 61,829 Est. Cost $5.09 Unrealized
ALDER BIOPHARMACEUTICALS INC 2.0%
Value ($000) $309 Shares 9,360 Est. Cost $33.01 Unrealized
DYNEGY INC NEW DEL 2.0%
Value ($000) $305 Shares 22,797 Est. Cost $13.38 Unrealized
CORE LABORATORIES N V 2.0%
Value ($000) $301 Shares 2,764 Est. Cost $108.90 Unrealized
COMSCORE INC 1.9%
Value ($000) $287 Shares 6,977 Est. Cost $44.54 Unrealized
DAR DARLING INGREDIENTS INC 1.8%
Value ($000) $278 Shares 26,415 Est. Cost $12.78 Unrealized -18.5%
MOMENTA PHARMACEUTICALS INC 1.7%
Value ($000) $263 Shares 17,702 Est. Cost $14.86 Unrealized
INTEROIL CORP 1.7%
Value ($000) $262 Shares 8,341 Est. Cost $31.41 Unrealized
GROUPON INC 1.7%
Value ($000) $255 Shares 82,903 Est. Cost $3.26 Unrealized
LEXMARK INTL NEW 1.7%
Value ($000) $251 Shares 7,735 Est. Cost $32.45 Unrealized
MASONITE INTL CORP NEW 1.6%
Value ($000) $250 Shares 4,076 Est. Cost $61.33 Unrealized
TESORO CORP 1.6%
Value ($000) $236 Shares 2,238 Est. Cost $105.45 Unrealized
GEO GEO GROUP INC NEW 1.5%
Value ($000) $229 Shares 7,919 Est. Cost $12.01 Unrealized 0.0%
IHS INC 1.5%
Value ($000) $229 Shares 1,931 Est. Cost $116.17 Unrealized
ALGT ALLEGIANT TRAVEL CO 1.5%
Value ($000) $229 Shares 1,367 Est. Cost $170.27 Unrealized 0.0%
FSLR FIRST SOLAR INC 1.5%
Value ($000) $226 Shares 3,431 Est. Cost $56.06 Unrealized 0.0%
SOLARCITY CORP 1.5%
Value ($000) $226 Shares 4,430 Est. Cost $51.02 Unrealized
PATTERN ENERGY GROUP INC 1.5%
Value ($000) $223 Shares 10,641 Est. Cost $20.96 Unrealized
TIME INC NEW 1.5%
Value ($000) $223 Shares 14,218 Est. Cost $15.68 Unrealized
INTERCEPT PHARMACEUTICALS IN 1.5%
Value ($000) $223 Shares 1,495 Est. Cost $149.16 Unrealized
CELLDEX THERAPEUTICS INC NEW 1.5%
Value ($000) $223 Shares 14,245 Est. Cost $15.65 Unrealized
VLO VALERO ENERGY CORP NEW 1.5%
Value ($000) $223 Shares 3,155 Est. Cost $45.50 Unrealized 0.0%
NATIONAL OILWELL VARCO INC 1.5%
Value ($000) $222 Shares 6,627 Est. Cost $33.50 Unrealized
PAG PENSKE AUTOMOTIVE GRP INC 1.4%
Value ($000) $215 Shares 5,084 Est. Cost $50.88 Unrealized -7.5%
CRTO CRITEO S A 1.4%
Value ($000) $211 Shares 5,322 Est. Cost $39.65 Unrealized
KW KENNEDY-WILSON HLDGS INC 1.4%
Value ($000) $207 Shares 8,589 Est. Cost $24.58 Unrealized 0.0%
IMS HEALTH HLDGS INC 1.3%
Value ($000) $204 Shares 7,995 Est. Cost $29.09 Unrealized
SPX CORP 1.3%
Value ($000) $201 Shares 21,571 Est. Cost $9.32 Unrealized
VSH VISHAY INTERTECHNOLOGY INC 1.2%
Value ($000) $187 Shares 15,498 Est. Cost $9.30 Unrealized 0.0%
RES RPC INC 1.1%
Value ($000) $170 Shares 14,227 Est. Cost $10.39 Unrealized 0.0%
LNWO SCIENTIFIC GAMES CORP 1.1%
Value ($000) $168 Shares 18,699 Est. Cost $12.33 Unrealized -21.9%
MERRIMACK PHARMACEUTICALS IN 1.1%
Value ($000) $168 Shares 21,228 Est. Cost $7.91 Unrealized
DNOW NOW INC 1.1%
Value ($000) $165 Shares 10,400 Est. Cost $17.07 Unrealized 0.0%
NWSA NEWS CORP NEW 1.0%
Value ($000) $150 Shares 11,217 Est. Cost $12.49 Unrealized 0.0%
SLM SLM CORP 0.9%
Value ($000) $141 Shares 21,613 Est. Cost $8.81 Unrealized -23.0%
WP GLIMCHER IN 0.9%
Value ($000) $137 Shares 12,955 Est. Cost $11.56 Unrealized
ATI ALLEGHENY TECHNOLOGIES INC 0.8%
Value ($000) $126 Shares 11,189 Est. Cost $13.45 Unrealized 0.0%
ULTRA PETROLEUM CORP 0.8%
Value ($000) $123 Shares 49,112 Est. Cost $2.50 Unrealized
SUPERVALU INC 0.7%
Value ($000) $108 Shares 15,917 Est. Cost $6.79 Unrealized
CNH CNH INDL N V 0.7%
Value ($000) $104 Shares 15,243 Est. Cost $6.08 Unrealized -16.9%
VIAV VIAVI SOLUTIONS INC 0.7%
Value ($000) $104 Shares 17,082 Est. Cost $5.93 Unrealized +2.2%
DENBURY RES INC 0.6%
Value ($000) $95 Shares 47,133 Est. Cost $2.02 Unrealized
SPRINT CORP 0.5%
Value ($000) $78 Shares 21,439 Est. Cost $3.98 Unrealized
CYS INVTS INC 0.5%
Value ($000) $73 Shares 10,237 Est. Cost $7.13 Unrealized
MCDERMOTT INTL INC 0.5%
Value ($000) $71 Shares 21,300 Est. Cost $3.33 Unrealized