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Livermore
Livermore
ZHEN

Parametrica Management Ltd

SEC CIK
0001535110
Latest filing
Aug 12, 2026

The latest 13F from Parametrica Management Ltd covers Q2 2026 (filed Aug 12, 2026): 20 long positions worth $127.6M. The top 10 holdings make up 85.6% of the portfolio, and the largest is Roundhill ETF Trust at 24.7%. Livermore has 22 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q2 2026

Share counts compared with Q1 2026: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.

Full comparison
New
10
Est. +$58.3M
Added
4
Est. +$12.7M
Reduced
2
Est. −$3.10M
Sold out
10
Est. −$50.8M

Top 5 holdings

Share of this quarter's portfolio value

  1. Roundhill ETF Trust77926X320
    24.7%$31.5M
  2. MUMicron Technology Inc
    18.4%$23.5MHistory
  3. TSMTaiwan Semiconductor Manufacturing Co Ltd
    9.1%$11.6MHistory
  4. GOOGLAlphabet Inc.
    8.0%$10.2MHistory
  5. METAMeta Platforms, Inc.
    7.1%$9.10MHistory

Biggest buys

New and added positions, by estimated amount bought

  1. Roundhill ETF Trust77926X320
    +$31.5MNew
  2. TSMTaiwan Semiconductor Manufacturing Co Ltd
    +$5.73MAddedHistory
  3. METAMeta Platforms, Inc.
    +$4.51MAddedHistory
  4. INTCIntel Corp
    +$4.19MNewHistory
  5. AVGOBroadcom Inc.
    +$3.79MNewHistory

Largest weight increases

New and added positions, by percentage points of the portfolio gained

  1. Roundhill ETF Trust77926X320
    +24.66 pp0.0% → 24.7%
  2. MUMicron Technology Inc
    +10.82 pp7.6% → 18.4%History
  3. TSMTaiwan Semiconductor Manufacturing Co Ltd
    +4.37 pp4.7% → 9.1%History
  4. INTCIntel Corp
    +3.28 pp0.0% → 3.3%History
  5. AVGOBroadcom Inc.
    +2.97 pp0.0% → 3.0%History

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. GLDSPDR Gold Trust
    −$23.7MSold outHistory
  2. FSLRFirst Solar, Inc.
    −$6.91MSold outHistory
  3. NUNu Holdings Ltd.
    −$5.44MSold outHistory
  4. FUTUFutu Holdings Ltd
    −$5.04MSold outHistory
  5. PDDPDD Holdings Inc.
    −$2.99MSold outHistory

Largest weight decreases

Reduced and sold-out positions, by percentage points of the portfolio lost

  1. GLDSPDR Gold Trust
    −26.90 pp26.9% → 0.0%History
  2. FSLRFirst Solar, Inc.
    −7.86 pp7.9% → 0.0%History
  3. NUNu Holdings Ltd.
    −6.18 pp6.2% → 0.0%History
  4. FUTUFutu Holdings Ltd
    −5.73 pp5.7% → 0.0%History
  5. PDDPDD Holdings Inc.
    −3.39 pp3.4% → 0.0%History

Metrics

13F metrics for Q2 2026, computed only from the numbers in the filings. Definitions below.

Portfolio value
$127.6M
+$39.6M (+45.0%) vs. prior quarter
Positions
20
0 vs. prior quarter
Top 10 concentration
85.6%
Top 10 as share of value
Turnover
50.0%
Q2 2026, one quarter
Average holding period
5.4 quarters
Weighted by value

How these are calculated

  • Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
  • Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
  • Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
  • Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.

13F filings by quarter

22 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $208.1M (Q1 2021)

Q1 2021: $208.1MQ2 2021: $135.4MQ3 2021: $133.8MQ4 2021: $100.6MQ1 2022: $134.9MQ2 2022: $91.9MQ3 2022: $48.9MQ4 2022: $48.8MQ1 2023: $55.4MQ2 2023: $51.9MQ3 2023: $59.4MQ4 2023: $60.9MQ1 2024: $69.3MQ2 2024: $75.6MQ3 2024: $84.0MQ4 2024: $75.7MQ1 2025: $59.4MQ2 2025: $53.8MQ3 2025: $64.6MQ4 2025: $64.9MQ1 2026: $88.0MQ2 2026: $127.6M
Q1 2021Q2 2026
13F filings of Parametrica Management Ltd by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q2 2026Aug 12, 202620$127.6MRoundhill ETF TrustMUTSMvs. Q1 2026SEC
Q1 2026May 11, 202620$88.0MGLDFSLRGOOGLvs. Q4 2025SEC
Q4 2025Feb 10, 202622$64.9MGOOGLFSLRMETAvs. Q3 2025SEC
Q3 2025Nov 12, 202523$64.6MGOOGLBABAMETAvs. Q2 2025SEC
Q2 2025Aug 11, 202527$53.8MGOOGLMETABABAvs. Q1 2025SEC
Q1 2025May 8, 202523$59.4MMETABABAGOOGLvs. Q4 2024SEC
Q4 2024Feb 12, 202565$75.7MMETAGOOGLNVDAvs. Q3 2024SEC
Q3 2024Nov 5, 202462$84.0MMETABABAGOOGLvs. Q2 2024SEC
Q2 2024Aug 8, 202421$75.6MMETANVDAGOOGLvs. Q1 2024SEC
Q1 2024May 10, 202424$69.3MMETANVDAGOOGLvs. Q4 2023SEC
Q4 2023Feb 2, 202429$60.9MMETAGOOGLMSFTvs. Q3 2023SEC
Q3 2023Oct 31, 202330$59.4MMETAVanEck Morningstar Wide Moat ETFGOOGLvs. Q2 2023SEC
Q2 2023Aug 3, 202327$51.9MMETAVanEck Morningstar Wide Moat ETFGOOGLvs. Q1 2023SEC
Q1 2023May 9, 202326$55.4MMSFTMETAGOOGLvs. Q4 2022SEC
Q4 2022Feb 8, 202346$48.8MMSFTPFEJDvs. Q3 2022SEC
Q3 2022Nov 3, 202266$48.9MGOOGLState Street Industrial Select Sector SPDR ETFiShares Trvs. Q2 2022SEC
Q2 2022Jul 22, 2022166$91.9MGOOGLPFEState Street Industrial Select Sector SPDR ETFvs. Q1 2022SEC
Q1 2022May 10, 2022230$134.9MPFEGOOGLLUVvs. Q4 2021SEC
Q4 2021Feb 15, 202258$100.6MMETAFOLDNVDAvs. Q3 2021SEC
Q3 2021Nov 12, 202174$133.8MMETANVAXDALvs. Q2 2021SEC
Q2 2021Aug 13, 202195$135.4MMETAFOLDAMZNvs. Q1 2021SEC
Q1 2021May 14, 2021160$208.1MNCLHMETATME–SEC