Parametrica Management

Parametrica Management as of Sept. 30, 2011

Portfolio Holdings for Parametrica Management

Parametrica Management holds 372 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
CF Industries Holdings (CF) 1.5 $2.0M 16k 123.41
Celanese Corporation (CE) 1.1 $1.5M 46k 32.53
Rockwood Holdings 0.9 $1.2M 37k 33.69
Mosaic (MOS) 0.9 $1.2M 25k 48.99
Juniper Networks (JNPR) 0.8 $1.1M 62k 17.26
Sirius XM Radio 0.8 $1.1M 709k 1.51
Ameren Corporation (AEE) 0.8 $1.0M 35k 29.78
AutoNation (AN) 0.7 $924k 28k 32.80
Synovus Financial 0.7 $909k 850k 1.07
Wynn Resorts (WYNN) 0.7 $890k 7.7k 115.06
Anadarko Petroleum Corporation 0.7 $869k 14k 63.04
Joy Global 0.6 $832k 13k 62.41
Partner Re 0.6 $838k 16k 52.25
Express Scripts 0.6 $842k 23k 37.08
CARBO Ceramics 0.6 $837k 8.2k 102.47
Superior Energy Services 0.6 $832k 32k 26.25
Precision Castparts 0.6 $810k 5.2k 155.53
Rowan Companies 0.6 $807k 27k 30.18
Stone Energy Corporation 0.6 $799k 49k 16.21
Peabody Energy Corporation 0.6 $779k 23k 33.89
Fluor Corporation (FLR) 0.6 $786k 17k 46.54
UnitedHealth (UNH) 0.6 $778k 17k 46.11
Oceaneering International (OII) 0.6 $775k 22k 35.36
Mylan 0.6 $756k 45k 16.99
Freeport-McMoRan Copper & Gold (FCX) 0.6 $761k 25k 30.43
3M Company (MMM) 0.5 $712k 9.9k 71.75
Chesapeake Energy Corporation 0.5 $705k 28k 25.54
NII Holdings 0.5 $701k 26k 26.94
SYNNEX Corporation (SNX) 0.5 $703k 27k 26.20
QEP Resources 0.5 $710k 26k 27.07
Denbury Resources 0.5 $674k 59k 11.50
CTC Media 0.5 $654k 74k 8.90
Sara Lee 0.5 $651k 40k 16.35
Apartment Investment and Management 0.5 $642k 29k 22.11
Ashland 0.5 $646k 15k 44.11
St. Jude Medical 0.5 $643k 18k 36.21
Nabors Industries 0.5 $636k 52k 12.26
Yum! Brands (YUM) 0.5 $610k 12k 49.38
DISH Network 0.5 $595k 24k 25.03
LSI Corporation 0.5 $603k 117k 5.18
RPC (RES) 0.5 $583k 36k 16.31
Hecla Mining Company (HL) 0.5 $594k 111k 5.36
Nu Skin Enterprises (NUS) 0.4 $577k 14k 40.51
Steel Dynamics (STLD) 0.4 $580k 58k 9.93
Zions Bancorporation (ZION) 0.4 $576k 41k 14.08
Prologis (PLD) 0.4 $575k 24k 24.25
McGraw-Hill Companies 0.4 $568k 14k 41.03
AmerisourceBergen (COR) 0.4 $563k 15k 37.25
AMR Corporation 0.4 $562k 190k 2.96
Macerich Company (MAC) 0.4 $563k 13k 42.67
Equity One 0.4 $558k 35k 15.87
Johnson Controls 0.4 $548k 21k 26.36
j2 Global Communications 0.4 $551k 21k 26.91
Dendreon Corporation 0.4 $551k 61k 9.00
Caterpillar (CAT) 0.4 $539k 7.3k 73.91
Cracker Barrel Old Country Store (CBRL) 0.4 $537k 13k 40.04
Wells Fargo & Company (WFC) 0.4 $536k 22k 24.14
Suno 0.4 $538k 17k 31.01
SunPower Corporation 0.4 $532k 66k 8.08
Vishay Intertechnology (VSH) 0.4 $540k 65k 8.36
Coinstar 0.4 $533k 13k 40.02
Regal-beloit Corporation (RRX) 0.4 $541k 12k 45.36
Colonial Properties Trust 0.4 $531k 29k 18.16
Hess (HES) 0.4 $524k 10k 52.47
Harman International Industries 0.4 $523k 18k 28.56
WESCO International (WCC) 0.4 $523k 16k 33.58
Royal Gold (RGLD) 0.4 $524k 8.2k 64.04
Glu Mobile 0.4 $528k 250k 2.11
Illinois Tool Works (ITW) 0.4 $504k 12k 41.62
Titan International (TWI) 0.4 $506k 34k 15.01
Acuity Brands (AYI) 0.4 $507k 14k 36.06
Whirlpool Corporation (WHR) 0.4 $492k 9.9k 49.90
Xerox Corporation 0.4 $496k 71k 6.98
Staples 0.4 $491k 37k 13.31
ManTech International Corporation 0.4 $493k 16k 31.38
UIL Holdings Corporation 0.4 $500k 15k 32.96
FMC Technologies 0.4 $477k 13k 37.60
Omnicare 0.4 $485k 19k 25.44
eBay (EBAY) 0.4 $487k 17k 29.46
Aspen Insurance Holdings 0.4 $480k 21k 23.05
Mead Johnson Nutrition 0.4 $489k 7.1k 68.85
URS Corporation 0.4 $481k 16k 29.66
Cliffs Natural Resources 0.4 $475k 9.3k 51.17
SanDisk Corporation 0.4 $472k 12k 40.37
Sonoco Products Company (SON) 0.3 $452k 16k 28.21
Deere & Company (DE) 0.3 $452k 7.0k 64.59
Liberty Media 0.3 $452k 31k 14.75
Axis Capital Holdings (AXS) 0.3 $456k 18k 25.92
Alpha Natural Resources 0.3 $462k 26k 17.67
Altera Corporation 0.3 $462k 15k 31.55
Starbucks Corporation (SBUX) 0.3 $448k 12k 37.31
Sapient Corporation 0.3 $448k 44k 10.15
Power-One 0.3 $451k 100k 4.50
IDEXX Laboratories (IDXX) 0.3 $430k 6.2k 69.01
Arch Coal 0.3 $436k 30k 14.57
Helmerich & Payne (HP) 0.3 $427k 11k 40.59
Dillard's (DDS) 0.3 $434k 10k 43.47
Tenne 0.3 $425k 17k 25.59
Berry Petroleum Company 0.3 $431k 12k 35.34
IPG Photonics Corporation (IPGP) 0.3 $432k 9.9k 43.43
Pegasystems (PEGA) 0.3 $425k 14k 30.58
Aar (AIR) 0.3 $429k 26k 16.68
Apple (AAPL) 0.3 $418k 1.1k 381.04
Lexmark International 0.3 $420k 16k 27.06
Forest City Enterprises 0.3 $423k 40k 10.65
Patterson-UTI Energy (PTEN) 0.3 $420k 24k 17.33
Owens-Illinois 0.3 $419k 28k 15.13
Hittite Microwave Corporation 0.3 $423k 8.7k 48.75
Steris Corporation 0.3 $406k 14k 29.27
Halliburton Company (HAL) 0.3 $409k 13k 30.49
Public Service Enterprise (PEG) 0.3 $410k 12k 33.40
NorthWestern Corporation (NWE) 0.3 $401k 13k 31.98
Northeast Utilities System 0.3 $388k 12k 33.64
Regeneron Pharmaceuticals (REGN) 0.3 $389k 6.7k 58.27
Regal Entertainment 0.3 $396k 34k 11.75
Complete Production Services 0.3 $395k 21k 18.83
Cal Dive International (CDVIQ) 0.3 $387k 202k 1.91
Post Properties 0.3 $391k 11k 34.76
Panera Bread Company 0.3 $389k 3.7k 103.93
Scripps Networks Interactive 0.3 $398k 11k 37.18
Wendy's/arby's Group (WEN) 0.3 $398k 87k 4.60
Emcor (EME) 0.3 $373k 18k 20.33
EMC Corporation 0.3 $382k 18k 21.01
City National Corporation 0.3 $384k 10k 37.78
Watson Pharmaceuticals 0.3 $380k 5.6k 68.21
Rogers Corporation (ROG) 0.3 $378k 9.7k 39.15
Newfield Exploration 0.3 $362k 9.1k 39.65
Whole Foods Market 0.3 $370k 5.7k 65.30
Discovery Communications 0.3 $372k 9.9k 37.59
Humana (HUM) 0.3 $364k 5.0k 72.71
New Jersey Resources Corporation (NJR) 0.3 $365k 8.6k 42.56
Acorda Therapeutics 0.3 $362k 18k 19.95
Patriot Coal Corp 0.3 $367k 43k 8.46
Via 0.3 $347k 8.9k 38.78
National-Oilwell Var 0.3 $354k 6.9k 51.17
Avis Budget (CAR) 0.3 $354k 37k 9.67
hhgregg (HGGG) 0.3 $354k 36k 9.74
Boston Beer Company (SAM) 0.3 $359k 4.9k 72.64
Calix (CALX) 0.3 $350k 45k 7.79
Scholastic Corporation (SCHL) 0.3 $340k 12k 28.00
Smithfield Foods 0.3 $334k 17k 19.50
Concho Resources 0.3 $344k 4.8k 71.24
Medical Properties Trust (MPW) 0.3 $342k 38k 8.96
EQT Corporation (EQT) 0.3 $338k 6.3k 53.40
AECOM Technology Corporation (ACM) 0.3 $338k 19k 17.66
Six Flags Entertainment (SIX) 0.3 $338k 12k 27.70
Bank of Hawaii Corporation (BOH) 0.2 $325k 8.9k 36.36
Brown & Brown (BRO) 0.2 $326k 18k 17.79
Dow Chemical Company 0.2 $330k 15k 22.45
CVS Caremark Corporation (CVS) 0.2 $332k 9.9k 33.57
Alcoa 0.2 $324k 34k 9.57
SandRidge Energy 0.2 $327k 59k 5.56
Delta Air Lines (DAL) 0.2 $323k 43k 7.50
Sonic Automotive (SAH) 0.2 $327k 30k 10.80
Cooper Tire & Rubber Company 0.2 $320k 29k 10.91
Rosetta Resources 0.2 $333k 9.7k 34.22
Hanover Insurance (THG) 0.2 $324k 9.1k 35.49
Lufkin Industries 0.2 $325k 6.1k 53.13
Udr (UDR) 0.2 $324k 15k 22.14
IntraLinks Holdings 0.2 $332k 44k 7.52
JPMorgan Chase & Co. (JPM) 0.2 $312k 10k 30.17
CapitalSource 0.2 $319k 52k 6.13
HSN 0.2 $316k 9.5k 33.16
KBR (KBR) 0.2 $310k 13k 23.65
Sotheby's 0.2 $311k 11k 27.55
Yahoo! 0.2 $308k 23k 13.18
Iconix Brand 0.2 $319k 20k 15.82
Piedmont Natural Gas Company 0.2 $317k 11k 28.89
Pentair 0.2 $308k 9.6k 32.05
Allegheny Technologies Incorporated (ATI) 0.2 $309k 8.3k 37.01
Kaydon Corporation 0.2 $311k 11k 28.70
Diamond Offshore Drilling 0.2 $306k 5.6k 54.78
Packaging Corporation of America (PKG) 0.2 $306k 13k 23.32
Broadridge Financial Solutions (BR) 0.2 $306k 15k 20.14
Adobe Systems Incorporated (ADBE) 0.2 $294k 12k 24.17
Laboratory Corp. of America Holdings (LH) 0.2 $294k 3.7k 79.05
Sonic Corporation 0.2 $298k 42k 7.07
TRW Automotive Holdings 0.2 $299k 9.1k 32.71
Micron Technology (MU) 0.2 $299k 59k 5.04
American Capital 0.2 $305k 45k 6.83
Huntsman Corporation (HUN) 0.2 $299k 31k 9.68
Parametric Technology 0.2 $301k 20k 15.36
Pepco Holdings 0.2 $301k 16k 18.95
Terex Corporation (TEX) 0.2 $304k 30k 10.25
World Fuel Services Corporation (WKC) 0.2 $301k 9.2k 32.60
Lululemon Athletica (LULU) 0.2 $294k 6.0k 48.62
Geo 0.2 $296k 16k 18.59
UniSource Energy 0.2 $297k 8.2k 36.08
MGIC Investment (MTG) 0.2 $293k 157k 1.87
Vertex Pharmaceuticals Incorporated (VRTX) 0.2 $282k 6.3k 44.47
Medtronic 0.2 $283k 8.5k 33.23
Thermo Fisher Scientific (TMO) 0.2 $286k 5.6k 50.63
Domtar Corp 0.2 $292k 4.3k 68.21
Pioneer Natural Resources (PXD) 0.2 $290k 4.4k 65.82
Fair Isaac Corporation (FICO) 0.2 $284k 13k 21.83
Hertz Global Holdings 0.2 $290k 33k 8.89
Stillwater Mining Company 0.2 $282k 33k 8.49
Align Technology (ALGN) 0.2 $290k 19k 15.16
Chico's FAS 0.2 $288k 25k 11.43
DTE Energy Company (DTE) 0.2 $287k 5.9k 49.04
Kronos Worldwide (KRO) 0.2 $284k 18k 16.09
Associated Banc- (ASB) 0.2 $290k 31k 9.29
WGL Holdings 0.2 $290k 7.4k 39.13
Orient-exp Htls 0.2 $284k 41k 6.91
Intrepid Potash 0.2 $283k 11k 24.87
CBL & Associates Properties 0.2 $293k 26k 11.34
Hologic (HOLX) 0.2 $275k 18k 15.19
Sealed Air (SEE) 0.2 $280k 17k 16.68
Boeing Company (BA) 0.2 $278k 4.6k 60.49
Las Vegas Sands (LVS) 0.2 $269k 7.0k 38.28
Hot Topic 0.2 $276k 36k 7.64
Bally Technologies 0.2 $276k 10k 27.02
Applied Materials (AMAT) 0.2 $279k 27k 10.35
Forest Laboratories 0.2 $274k 8.9k 30.84
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.2 $280k 4.5k 62.13
Dresser-Rand 0.2 $279k 6.9k 40.47
Wright Medical 0.2 $268k 15k 17.85
RealD 0.2 $279k 30k 9.34
Valero Energy Corporation (VLO) 0.2 $263k 15k 17.75
Allstate Corporation (ALL) 0.2 $266k 11k 23.67
priceline.com Incorporated 0.2 $261k 580.00 450.00
Advanced Micro Devices (AMD) 0.2 $267k 53k 5.07
Texas Industries 0.2 $264k 8.3k 31.69
Comtech Telecomm (CMTL) 0.2 $264k 9.4k 28.08
Robbins & Myers 0.2 $258k 7.4k 34.68
CENTRAL EUROPEAN MEDIA Enterpr Com Stk 0.2 $260k 33k 7.81
Anixter International 0.2 $260k 5.5k 47.49
Cameron International Corporation 0.2 $265k 6.4k 41.46
Shutterfly 0.2 $261k 6.4k 41.10
Simon Property (SPG) 0.2 $256k 2.3k 110.01
Camden Property Trust (CPT) 0.2 $257k 4.7k 55.16
Genpact (G) 0.2 $256k 18k 14.39
Qlik Technologies 0.2 $264k 12k 21.61
Schnitzer Steel Industries (RDUS) 0.2 $248k 6.7k 36.87
Mid-America Apartment (MAA) 0.2 $250k 4.1k 60.30
Plantronics 0.2 $243k 8.5k 28.44
Herman Miller (MLKN) 0.2 $244k 14k 17.88
Computer Sciences Corporation 0.2 $251k 9.3k 26.90
First Solar (FSLR) 0.2 $249k 3.9k 63.13
ATP Oil & Gas Corporation 0.2 $249k 32k 7.71
Exelixis (EXEL) 0.2 $249k 46k 5.45
OmniVision Technologies 0.2 $245k 18k 14.03
Veeco Instruments (VECO) 0.2 $243k 9.9k 24.43
Ancestry 0.2 $252k 11k 23.54
Nucor Corporation (NUE) 0.2 $230k 7.3k 31.66
W.W. Grainger (GWW) 0.2 $239k 1.6k 149.56
Orbital Sciences 0.2 $240k 19k 12.77
Southwest Gas Corporation (SWX) 0.2 $239k 6.6k 36.16
Solutia 0.2 $241k 19k 12.85
Actuant Corporation 0.2 $229k 12k 19.77
Dice Holdings 0.2 $230k 29k 7.82
FMC Corporation (FMC) 0.2 $231k 3.3k 69.16
Layne Christensen Company 0.2 $230k 10k 23.07
UGI Corporation (UGI) 0.2 $232k 8.8k 26.27
Texas Roadhouse (TXRH) 0.2 $233k 18k 13.23
PriceSmart (PSMT) 0.2 $230k 3.7k 62.20
VMware 0.2 $238k 3.0k 80.30
Meridian Bioscience 0.2 $238k 15k 15.73
Rayonier (RYN) 0.2 $230k 6.3k 36.74
Boston Properties (BXP) 0.2 $236k 2.7k 88.96
Gt Solar Int'l 0.2 $229k 33k 7.02
Snap-on Incorporated (SNA) 0.2 $224k 5.0k 44.41
SL Green Realty 0.2 $228k 3.9k 58.03
Live Nation Entertainment (LYV) 0.2 $226k 28k 8.01
Glimcher Realty Trust 0.2 $225k 32k 7.07
W.R. Grace & Co. 0.2 $228k 6.8k 33.34
Wet Seal 0.2 $217k 48k 4.48
Frontline Limited Usd2.5 0.2 $216k 45k 4.86
Nektar Therapeutics (NKTR) 0.2 $226k 47k 4.85
Shaw 0.2 $221k 10k 21.72
United States Steel Corporation (X) 0.2 $216k 9.8k 22.05
Extra Space Storage (EXR) 0.2 $228k 12k 18.62
Geron Corporation (GERN) 0.2 $217k 102k 2.12
Star Scientific 0.2 $220k 95k 2.31
Aspen Technology 0.2 $221k 15k 15.27
Symetra Finl Corp 0.2 $225k 28k 8.17
Bridgepoint Education 0.2 $218k 13k 17.42
Ddr Corp 0.2 $228k 21k 10.88
Cullen/Frost Bankers (CFR) 0.2 $210k 4.6k 45.93
Tiffany & Co. 0.2 $209k 3.4k 60.95
Pinnacle Entertainment 0.2 $215k 24k 9.09
Umpqua Holdings Corporation 0.2 $207k 24k 8.78
Atmel Corporation 0.2 $213k 26k 8.09
Brinker International (EAT) 0.2 $211k 10k 20.95
AMERIGROUP Corporation 0.2 $213k 5.5k 39.02
Brunswick Corporation (BC) 0.2 $215k 15k 14.07
CenterPoint Energy (CNP) 0.2 $207k 11k 19.59
Greatbatch 0.2 $205k 10k 20.03
TAL International 0.2 $206k 8.3k 24.97
Ametek (AME) 0.2 $213k 6.4k 33.03
United Natural Foods (UNFI) 0.2 $208k 5.6k 36.98
NetSuite 0.2 $212k 7.8k 27.03
Quad/Graphics (QUAD) 0.2 $203k 11k 18.06
Zagg 0.2 $204k 21k 9.91
Discover Financial Services (DFS) 0.1 $202k 8.8k 22.97
Valley National Ban (VLY) 0.1 $196k 19k 10.61
Tupperware Brands Corporation (TUP) 0.1 $202k 3.8k 53.74
Molina Healthcare (MOH) 0.1 $193k 13k 15.47
Trustmark Corporation (TRMK) 0.1 $192k 11k 18.17
Axt (AXTI) 0.1 $199k 40k 5.03
Lender Processing Services 0.1 $180k 13k 13.69
Masco Corporation (MAS) 0.1 $180k 25k 7.14
Electronics For Imaging 0.1 $184k 14k 13.47
MEMC Electronic Materials 0.1 $182k 35k 5.25
First American Financial (FAF) 0.1 $184k 14k 12.78
USG Corporation 0.1 $165k 25k 6.73
TrueBlue (TBI) 0.1 $174k 15k 11.34
Saks Incorporated 0.1 $166k 19k 8.75
Zhongpin 0.1 $176k 23k 7.58
EnergySolutions 0.1 $176k 50k 3.54
Intermec 0.1 $158k 24k 6.51
Quiksilver 0.1 $158k 52k 3.05
Astoria Financial Corporation 0.1 $159k 21k 7.70
Quantum Corporation 0.1 $157k 87k 1.81
First Horizon National Corporation (FHN) 0.1 $159k 27k 5.96
American Equity Investment Life Holding (AEL) 0.1 $153k 18k 8.73
Web 0.1 $153k 22k 6.99
A123 Systems 0.1 $159k 46k 3.43
Exterran Holdings 0.1 $147k 15k 9.72
Old National Ban (ONB) 0.1 $141k 15k 9.32
Skechers USA (SKX) 0.1 $144k 10k 13.98
QLogic Corporation 0.1 $147k 12k 12.71
Interline Brands 0.1 $140k 11k 12.89
Dole Food Company 0.1 $143k 14k 9.98
First Potomac Realty Trust 0.1 $144k 12k 12.49
American Eagle Outfitters (AEO) 0.1 $127k 11k 11.73
La-Z-Boy Incorporated (LZB) 0.1 $129k 17k 7.42
Leap Wireless International 0.1 $133k 19k 6.92
Stewart Enterprises 0.1 $131k 22k 5.94
United Online 0.1 $129k 25k 5.24
Silicon Graphics International 0.1 $134k 11k 11.89
Akorn 0.1 $130k 17k 7.78
Callon Pete Co Del Com Stk 0.1 $135k 35k 3.87
Dex (DXCM) 0.1 $125k 11k 11.95
Vical Incorporated 0.1 $133k 54k 2.48
BancorpSouth 0.1 $121k 14k 8.81
Gentiva Health Services 0.1 $115k 21k 5.51
JDS Uniphase Corporation 0.1 $120k 12k 10.00
Glacier Ban (GBCI) 0.1 $122k 13k 9.39
NPS Pharmaceuticals 0.1 $123k 19k 6.53
U.S. Gold Corporation 0.1 $117k 29k 4.01
MedAssets 0.1 $115k 12k 9.61
Steelcase (SCS) 0.1 $103k 16k 6.29
Hovnanian Enterprises 0.1 $104k 85k 1.22
Dean Foods Company 0.1 $103k 12k 8.83
TiVo 0.1 $111k 12k 9.32
Accuray Incorporated (ARAY) 0.1 $104k 26k 4.00
ARMOUR Residential REIT 0.1 $109k 16k 6.82
Swisher Hygiene 0.1 $102k 25k 4.04
Corinthian Colleges 0.1 $88k 57k 1.55
Radian (RDN) 0.1 $96k 44k 2.19
EarthLink 0.1 $90k 14k 6.54
Winn-Dixie Stores 0.1 $93k 16k 5.92
bebe stores 0.1 $91k 14k 6.73
Penn Virginia Corporation 0.1 $76k 14k 5.61
Harmonic (HLIT) 0.1 $79k 19k 4.24
Lattice Semiconductor (LSCC) 0.1 $77k 15k 5.25
Chimera Investment Corporation 0.1 $78k 28k 2.79
Magnum Hunter Resources Corporation 0.1 $82k 25k 3.30
Tenet Healthcare Corporation 0.1 $64k 16k 4.12
PetroQuest Energy 0.1 $64k 12k 5.52
DepoMed 0.1 $62k 11k 5.42
FormFactor (FORM) 0.1 $66k 11k 6.22
Merge Healthcare 0.1 $62k 10k 6.07
AVI BioPharma 0.1 $69k 62k 1.11
Entropic Communications 0.1 $60k 14k 4.15
Boyd Gaming Corporation (BYD) 0.0 $57k 12k 4.93
JetBlue Airways Corporation (JBLU) 0.0 $52k 13k 4.11
Office Depot 0.0 $57k 28k 2.07
Chinacast Education Corporation (CAST) 0.0 $49k 13k 3.65
First Commonwealth Financial (FCF) 0.0 $53k 14k 3.70
Usec 0.0 $21k 13k 1.65