PM
Parametrica Management Ltd 13F Filings & Institutional Holdings (Q2 2026)
Parametrica Management LtdCIK: 0001535110
High-turnover traderSector-focusedMomentum follower
Total reported value
$127.6M
Reporting period: 2026-06-30 · Number of holdings: 20
Parametrica Management Ltd disclosed 20 holdings in its latest 13F filing for the period ending 2026-06-30, with total reported value of $127.6M and a quarterly turnover rate of 132.7%.
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Personality snowflake
- Concentration
- 49.71
- Portfolio Stability
- 100
- Momentum
- 100
- Sector conviction
- 100
- Diversification
- 40
- Sizing Uniformity
- 87.49
Parametrica Management Ltd's disclosed holdings carry a Herfindahl concentration index of 0.124 — mathematically equivalent to about 8 equally-sized positions, well below its 20 actual disclosed holdings. That gap points to a strategy built around a small core of high-conviction bets rather than broad diversification.
Position sizes vary widely across the portfolio (a coefficient of variation of 1.25), with a handful of outsized bets alongside many smaller positions.
No strong tilt toward either adding to existing winners or initiating outsized new positions was observed in the latest reported quarter.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govSold out GLD
New buy 77926X320
Add MU
+3.0% $16.8M
Sold out FSLR
Sold out NU
Sold out FUTU
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | ✓ | Stock-Other | 24.66% | +24.66% | NEW | ||
| 2 | MU | Micron Technology Inc | Stock-Tech | 18.41% | +10.83% | +3.03% | |
| 3 | TSM | Taiwan Semiconductor-sp Adr | Stock-Tech | 9.06% | +4.37% | +98.36% | |
| 4 | GOOGL | Alphabet Inc-cl A | Stock-Comm Services | 7.96% | +0.31% | +21.54% | |
| 5 | META | Meta Platforms Inc-class A | Stock-Comm Services | 7.13% | +1.82% | +98.04% | |
| 6 | NVDA | Nvidia CORP | Stock-Tech | 4.89% | -2.68% | -18.33% | |
| 7 | CAT | Caterpillar Inc | Stock-Industrials | 4.51% | -1.13% | -22.86% | |
| 8 | INTC | Intel CORP | Stock-Tech | 3.28% | +3.28% | NEW | |
| 9 | AVGO | Broadcom Inc | Stock-Tech | 2.97% | +2.97% | NEW | |
| 10 | AAPL | Apple Inc | Stock-Tech | 2.72% | +2.72% | NEW | |
| 11 | SNDK | Sandisk CORP | Stock-Tech | 2.67% | +2.67% | NEW | |
| 12 | EWY | Ishares Msci South Korea ETF | ETF-Other | 2.37% | +2.37% | NEW | |
| 13 | STX | Seagate Technology Holdings plc | Stock-Tech | 2.29% | +2.29% | NEW | |
| 14 | NOK | Nokia Corp-spon Adr | Stock-Tech | 1.67% | +1.67% | NEW | |
| 15 | RERE | Atrenew Inc | Stock-Other | 1.65% | -1.26% | — | |
| 16 | GLW | Corning Inc | Stock-Tech | 1.57% | +1.57% | NEW | |
| 17 | QCOM | Qualcomm Inc | Stock-Tech | 1.46% | +1.46% | NEW | |
| 18 | IOVA | Iovance Biotherapeutics Inc | Stock-Other | 0.64% | -0.14% | — | |
| 19 | IPSC | Century Therapeutics Inc | Stock-Other | 0.05% | -0.02% | — | |
| 20 | FATE | Fate Therapeutics Inc | Stock-Other | 0.04% | +0.01% | — |
Portfolio Performance
Performance for Q3 2026
-3.8%
Performance Last 4 Quarters
+2.5%
- Stdev
- +20.3%
- Beta
- +1.32
- Alpha
- -9.5%
- Max Drawdown
- -16.2%
- Annualized Perf
- +16.1%
- Batting Avg vs S&P
- +52.8%
- Sortino
- +1.52
- Stutzer
- +0.25
- Treynor
- +0.13
- Sterling
- +0.76
- Calmar
- +0.99
- Information Ratio
- -0.26
- Tracking Error
- +11.6%
- Stdev Down
- +11.2%
- Winning Months %
- +50%
- Losing Months %
- +50%
- Best 12 Months
- +37.3%
- Worst 12 Months
- +1.2%
- Efficiency Ratio
- +0.32
- Sharpe
- +0.84
- Stdev Sectors
- +28.2%
- Skewness
- +0.04
- Kurtosis
- -0.81
- Upside Potential
- +3.4
Reported value over time
Sector allocation
Sector allocation over time
Quarterly history
| Period | Holdings | Total value | Stability | Top holdings | |
|---|---|---|---|---|---|
| 2026 Q2 | 20 | $127.6M | 100 | ||
| 2026 Q1 | 20 | $88.0M | 73 | ||
| 2025 Q4 | 22 | $64.9M | 49 | ||
| 2025 Q3 | 23 | $64.6M | 100 | ||
| 2025 Q2 | 27 | $53.8M | 0 | ||
| 2025 Q1 | 23 | $59.4M | 100 | ||
| 2024 Q4 | 65 | $75.7M | 0 | ||
| 2024 Q3 | 62 | $84.0M | 0 | ||
| 2024 Q2 | 21 | $75.6M | 0 | ||
| 2024 Q1 | 24 | $69.3M | 0 | ||
| 2023 Q4 | 29 | $60.9M | 0 | ||
| 2023 Q3 | 30 | $59.4M | 0 | ||
| 2023 Q2 | 27 | $51.9M | 0 | ||
| 2023 Q1 | 26 | $55.4M | 0 | ||
| 2022 Q4 | 46 | $48.8M | 0 | ||
| 2022 Q3 | 66 | $48.9M | 0 | ||
| 2022 Q2 | 166 | $91.9M | 0 | ||
| 2022 Q1 | 230 | $134.9M | 0 | ||
| 2021 Q4 | 58 | $100.6M | 0 | ||
| 2021 Q3 | 74 | $133.8M | 0 | ||
| 2021 Q2 | 95 | $135.4M | 100 | ||
| 2021 Q1 | 160 | $208.1M | 100 | ||
| 2020 Q4 | 156 | $162.1M | 100 | ||
| 2020 Q3 | 87 | $52.9M | 100 | ||
| 2020 Q2 | 122 | $91.1M | 100 | ||
| 2020 Q1 | 227 | $99.0M | 100 | ||
| 2019 Q4 | 1 | — | 100 | ||
| 2019 Q3 | 2 | $102.0K | 100 | 1GNW291822M | |
| 2019 Q2 | 4 | $588.0K | 100 | ||
| 2019 Q1 | 163 | $47.1M | 100 | ||
| 2018 Q4 | 259 | $81.9M | 100 | ||
| 2018 Q3 | 155 | $45.7M | 100 | ||
| 2018 Q2 | 54 | $21.1M | 100 | ||
| 2018 Q1 | 212 | $81.1M | 100 | ||
| 2017 Q4 | 337 | $157.9M | 100 | ||
| 2017 Q3 | 336 | $237.4M | 100 | ||
| 2017 Q2 | 245 | $106.6M | 100 | ||
| 2017 Q1 | 269 | $95.8M | 100 | ||
| 2016 Q4 | 206 | $101.0M | 100 | ||
| 2016 Q3 | 127 | $36.3M | 100 | ||
| 2016 Q2 | 203 | $66.8M | 100 | ||
| 2016 Q1 | 103 | $27.9M | 100 | ||
| 2015 Q4 | 60 | $15.2M | 100 | ||
| 2015 Q3 | 64 | $15.9M | 100 | ||
| 2015 Q2 | 12 | $2.5M | 100 | ||
| 2015 Q1 | 15 | $3.1M | 100 | ||
| 2014 Q4 | 39 | $10.3M | 100 | ||
| 2014 Q3 | 63 | $17.2M | 100 | ||
| 2014 Q2 | 56 | $13.2M | 100 | ||
| 2014 Q1 | 51 | $11.8M | 100 | ||
| 2013 Q4 | 133 | $36.3M | 100 | ||
| 2013 Q3 | 37 | $8.0M | 100 | ||
| 2013 Q2 | 23 | $4.0M | — |
Holding changes this quarter
Parametrica Management Ltd's most significant position changes for 2026-06-30: New buy: ; Sold out: Spdr Gold Shares (GLD); Sold out: First Solar Inc (FSLR); Sold out: Nu Holdings Ltd. (NU); Sold out: Futu Holdings Ltd-adr (FUTU).
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | ✓ | +24.7% | NEW | New buy | |
| 2 | MU | Micron Technology Inc | +10.8% | +3.03% | Add |
| 3 | TSM | Taiwan Semiconductor-sp Adr | +4.4% | +98.36% | Add |
| 4 | INTC | Intel CORP | +3.3% | NEW | New buy |
| 5 | AVGO | Broadcom Inc | +3% | NEW | New buy |
| 6 | AAPL | Apple Inc | +2.7% | NEW | New buy |
| 7 | SNDK | Sandisk CORP | +2.7% | NEW | New buy |
| 8 | EWY | Ishares Msci South Korea ETF | +2.4% | NEW | New buy |
| 9 | STX | Seagate Technology Holdings plc | +2.3% | NEW | New buy |
| 10 | META | Meta Platforms Inc-class A | +1.8% | +98.04% | Add |
| 11 | NOK | Nokia Corp-spon Adr | +1.7% | NEW | New buy |
| 12 | GLW | Corning Inc | +1.6% | NEW | New buy |
| 13 | QCOM | Qualcomm Inc | +1.5% | NEW | New buy |
| 14 | GOOGL | Alphabet Inc-cl A | +0.3% | +21.54% | Add |
| 15 | FATE | Fate Therapeutics Inc | 0% | — | Unchanged |
| 16 | IPSC | Century Therapeutics Inc | 0% | — | Unchanged |
| 17 | IOVA | Iovance Biotherapeutics Inc | -0.1% | — | Unchanged |
| 18 | GRAB | Grab Holdings Limited | -0.6% | EXIT | Sold out |
| 19 | CAT | Caterpillar Inc | -1.1% | -22.86% | Trim |
| 20 | ARGT | Global X Msci Argentina ETF | -1.3% | EXIT | Sold out |
| 21 | RERE | Atrenew Inc | -1.3% | — | Unchanged |
| 22 | MELI | Mercadolibre Inc | -1.4% | EXIT | Sold out |
| 23 | SE | Sea Ltd-adr | -1.5% | EXIT | Sold out |
| 24 | NVDA | Nvidia CORP | -2.7% | -18.33% | Trim |
| 25 | BABA | Alibaba Group Holding-sp Adr | -3% | EXIT | Sold out |
| 26 | PDD | Pdd Holdings Inc | -3.4% | EXIT | Sold out |
| 27 | FUTU | Futu Holdings Ltd-adr | -5.7% | EXIT | Sold out |
| 28 | NU | Nu Holdings Ltd. | -6.2% | EXIT | Sold out |
| 29 | FSLR | First Solar Inc | -7.9% | EXIT | Sold out |
| 30 | GLD | Spdr Gold Shares | -26.9% | EXIT | Sold out |
Filing History
FAQ
What is Parametrica Management Ltd and what type of investor is it?
Parametrica Management Ltd is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2026-06-30), the firm manages a tracked equity portfolio valued at approximately $127.6M, spread across 20 disclosed positions.
What are Parametrica Management Ltd's largest equity positions?
Based on the latest 13F filing, Parametrica Management Ltd's top holdings by market value are:
1. — $31.5M (24.7%)
2. Micron Technology Inc (MU) — $23.5M (18.4%)
3. Taiwan Semiconductor-sp Adr (TSM) — $11.6M (9.1%)
4. Alphabet Inc-cl A (GOOGL) — $10.2M (8.0%)
5. Meta Platforms Inc-class A (META) — $9.1M (7.1%)
What changes did Parametrica Management Ltd make in its most recent portfolio filing?
In the latest reported quarter, Parametrica Management Ltd made 26 notable position adjustments: 10 new positions were initiated, 4 existing holdings were added to, 2 positions were partially reduced, and 10 were completely exited. The largest of these moves: New buy: ; Sold out: Spdr Gold Shares (GLD); Sold out: First Solar Inc (FSLR); Sold out: Nu Holdings Ltd. (NU); Sold out: Futu Holdings Ltd-adr (FUTU)
What sectors does Parametrica Management Ltd focus on?
Parametrica Management Ltd is concentrated in the following sectors based on its current disclosed equity portfolio:
• Information Technology: 72.2%
• Communication Services: 21.4%
• Industrials: 6.4%
Investment Profile
Parametrica Management Ltd returned an annualized 16.1% over the trailing 36 months — underperforming the S&P 500 by 9.5 points — based on a reconstructed track record of its disclosed 13F positions, with a beta of 1.32 (more volatile than the market) and a 53% quarterly batting average against the index.
Its portfolio is moderately concentrated and fast-trading, with 72.2% of the portfolio concentrated in Information Technology.
Its turnover score has risen from 0 to 100 over the past 4 quarters — a shift toward more active trading.
It has added to its IOVA position over the past two quarters (+$280.1K, now $814.9K), while trimming RERE over the same stretch (-$779.3K, still holding $2.1M).
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Developer Access
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