Bridgewater Associates, LP Quant / Systematic

CIK: 0001350694 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 12, 2014

Total Value ($000): $13,343,625 (100.0% shares, 0.0% debt)

Holdings (303)

VWO VANGUARD INTL EQUITY INDEX F 35.2%
Value ($000) $4,702,021 Shares 109,019,733 Est. Cost $39.02 Unrealized
SPY SPDR S&P 500 ETF TR 28.0%
Value ($000) $3,741,247 Shares 19,115,300 Est. Cost $160.74 Unrealized
EEM ISHARES 24.5%
Value ($000) $3,266,421 Shares 75,559,118 Est. Cost $39.01 Unrealized
AAPL APPLE INC 0.4%
Value ($000) $53,174 Shares 572,197 Est. Cost $18.38 Unrealized +1.5%
LQD ISHARES 0.4%
Value ($000) $50,656 Shares 424,755 Est. Cost $114.18 Unrealized
IBM INTERNATIONAL BUSINESS MACHS 0.3%
Value ($000) $37,980 Shares 209,520 Est. Cost $111.84 Unrealized +0.4%
INTC INTEL CORP 0.3%
Value ($000) $34,863 Shares 1,128,253 Est. Cost $19.21 Unrealized +7.7%
IVV ISHARES 0.3%
Value ($000) $34,475 Shares 175,000 Est. Cost $160.88 Unrealized
MSFT MICROSOFT CORP 0.2%
Value ($000) $32,607 Shares 781,945 Est. Cost $30.69 Unrealized +10.6%
GILD GILEAD SCIENCES INC 0.2%
Value ($000) $29,004 Shares 349,821 Est. Cost $53.69 Unrealized +0.7%
JUNIPER NETWORKS INC 0.2%
Value ($000) $28,468 Shares 1,160,082 Est. Cost $24.09 Unrealized
SU SUNCOR ENERGY INC NEW 0.2%
Value ($000) $25,271 Shares 591,600 Est. Cost $21.15 Unrealized +22.9%
GENERAL ELECTRIC CO 0.2%
Value ($000) $24,732 Shares 941,100 Est. Cost $26.24 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.2%
Value ($000) $23,548 Shares 481,265 Est. Cost $26.24 Unrealized +2.1%
MU MICRON TECHNOLOGY INC 0.2%
Value ($000) $22,619 Shares 686,474 Est. Cost $17.67 Unrealized +50.6%
ORCL ORACLE CORP 0.2%
Value ($000) $20,913 Shares 515,982 Est. Cost $27.58 Unrealized +25.7%
CNQ CANADIAN NAT RES LTD 0.1%
Value ($000) $19,812 Shares 430,400 Est. Cost $9.56 Unrealized +30.5%
EOG EOG RES INC 0.1%
Value ($000) $19,508 Shares 166,938 Est. Cost $66.70 Unrealized +14.9%
WHOLE FOODS MKT INC 0.1%
Value ($000) $18,481 Shares 478,412 Est. Cost $43.90 Unrealized
IMO IMPERIAL OIL LTD 0.1%
Value ($000) $17,891 Shares 338,900 Est. Cost $32.05 Unrealized +19.5%
XOM EXXON MOBIL CORP 0.1%
Value ($000) $17,435 Shares 173,171 Est. Cost $56.23 Unrealized +10.0%
VTR VENTAS INC 0.1%
Value ($000) $16,883 Shares 263,384 Est. Cost $41.42 Unrealized +7.5%
OXY OCCIDENTAL PETE CORP DEL 0.1%
Value ($000) $16,729 Shares 163,000 Est. Cost $59.51 Unrealized +11.2%
TXN TEXAS INSTRS INC 0.1%
Value ($000) $16,489 Shares 345,026 Est. Cost $31.65 Unrealized +7.4%
COP CONOCOPHILLIPS 0.1%
Value ($000) $15,457 Shares 180,300 Est. Cost $42.57 Unrealized +25.3%
GOLDCORP INC NEW 0.1%
Value ($000) $14,700 Shares 526,707 Est. Cost $23.41 Unrealized
KO COCA COLA CO 0.1%
Value ($000) $14,694 Shares 346,874 Est. Cost $28.11 Unrealized 0.0%
BED BATH & BEYOND INC 0.1%
Value ($000) $14,643 Shares 255,200 Est. Cost $57.38 Unrealized
BARRICK GOLD CORP 0.1%
Value ($000) $14,007 Shares 765,400 Est. Cost $16.72 Unrealized
QCOM QUALCOMM INC 0.1%
Value ($000) $13,936 Shares 175,965 Est. Cost $46.45 Unrealized +23.4%
BP BP PLC 0.1%
Value ($000) $13,435 Shares 254,700 Est. Cost $44.04 Unrealized
EQT EQT CORP 0.1%
Value ($000) $13,103 Shares 122,573 Est. Cost $49.79 Unrealized +5.6%
CAG CONAGRA FOODS INC 0.1%
Value ($000) $12,815 Shares 431,782 Est. Cost $16.59 Unrealized -1.8%
CVX CHEVRON CORP NEW 0.1%
Value ($000) $12,585 Shares 96,400 Est. Cost $71.76 Unrealized +5.8%
PEP PEPSICO INC 0.1%
Value ($000) $12,550 Shares 140,477 Est. Cost $59.13 Unrealized +3.0%
PBR PETROLEO BRASILEIRO SA PETRO 0.1%
Value ($000) $12,517 Shares 855,600 Est. Cost $13.47 Unrealized
CSCO CISCO SYS INC 0.1%
Value ($000) $12,305 Shares 495,180 Est. Cost $15.82 Unrealized +5.2%
PHM PULTE GROUP INC 0.1%
Value ($000) $12,112 Shares 600,814 Est. Cost $17.29 Unrealized -4.1%
RIO RIO TINTO PLC 0.1%
Value ($000) $12,066 Shares 222,300 Est. Cost $45.81 Unrealized
CCL CARNIVAL CORP 0.1%
Value ($000) $12,042 Shares 319,835 Est. Cost $32.90 Unrealized -1.1%
XILINX INC 0.1%
Value ($000) $11,893 Shares 251,379 Est. Cost $47.03 Unrealized
BHP BHP BILLITON LTD 0.1%
Value ($000) $11,760 Shares 171,811 Est. Cost $61.26 Unrealized
PFE PFIZER INC 0.1%
Value ($000) $11,664 Shares 393,008 Est. Cost $17.40 Unrealized +0.9%
HEALTH CARE REIT INC 0.1%
Value ($000) $11,634 Shares 185,647 Est. Cost $54.59 Unrealized
VALE VALE S A 0.1%
Value ($000) $11,537 Shares 872,000 Est. Cost $13.85 Unrealized
FCX FREEPORT-MCMORAN COPPER & GO 0.1%
Value ($000) $11,139 Shares 305,185 Est. Cost $27.40 Unrealized +7.9%
NEM NEWMONT MINING CORP 0.1%
Value ($000) $10,708 Shares 420,926 Est. Cost $22.51 Unrealized -16.7%
CHESAPEAKE ENERGY CORP 0.1%
Value ($000) $10,163 Shares 326,988 Est. Cost $25.91 Unrealized
NTAP NETAPP INC 0.1%
Value ($000) $9,957 Shares 272,647 Est. Cost $27.98 Unrealized -4.1%
CVE CENOVUS ENERGY INC 0.1%
Value ($000) $9,849 Shares 303,300 Est. Cost $22.58 Unrealized +3.2%
ALTERA CORP 0.1%
Value ($000) $9,745 Shares 280,349 Est. Cost $35.34 Unrealized
ANADARKO PETE CORP 0.1%
Value ($000) $9,513 Shares 86,900 Est. Cost $85.80 Unrealized
LVS LAS VEGAS SANDS CORP 0.1%
Value ($000) $9,341 Shares 122,554 Est. Cost $50.77 Unrealized +6.8%
ENB ENBRIDGE INC 0.1%
Value ($000) $9,255 Shares 194,700 Est. Cost $24.15 Unrealized +4.2%
SILVER WHEATON CORP 0.1%
Value ($000) $8,986 Shares 342,061 Est. Cost $20.27 Unrealized
WU WESTERN UN CO 0.1%
Value ($000) $8,984 Shares 518,089 Est. Cost $16.36 Unrealized
NVDA NVIDIA CORP 0.1%
Value ($000) $8,823 Shares 475,877 Est. Cost $0.39 Unrealized +13.3%
SCCO SOUTHERN COPPER CORP 0.1%
Value ($000) $8,773 Shares 288,864 Est. Cost $19.32 Unrealized -0.4%
DUK DUKE ENERGY CORP NEW 0.1%
Value ($000) $8,646 Shares 116,534 Est. Cost $44.21 Unrealized +0.6%
VLO VALERO ENERGY CORP NEW 0.1%
Value ($000) $8,640 Shares 172,457 Est. Cost $34.76 Unrealized +2.1%
HEWLETT PACKARD CO 0.1%
Value ($000) $8,407 Shares 249,600 Est. Cost $33.68 Unrealized
CRM SALESFORCE COM INC 0.1%
Value ($000) $8,094 Shares 139,352 Est. Cost $54.94 Unrealized -2.9%
TRANSCANADA CORP 0.1%
Value ($000) $7,909 Shares 165,400 Est. Cost $45.21 Unrealized
UNITED TECHNOLOGIES CORP 0.1%
Value ($000) $7,881 Shares 68,260 Est. Cost $100.10 Unrealized
MAXIM INTEGRATED PRODS INC 0.1%
Value ($000) $7,738 Shares 228,866 Est. Cost $30.22 Unrealized
AMAT APPLIED MATLS INC 0.1%
Value ($000) $7,685 Shares 340,799 Est. Cost $14.39 Unrealized +22.2%
MCHP MICROCHIP TECHNOLOGY INC 0.1%
Value ($000) $7,662 Shares 156,979 Est. Cost $15.93 Unrealized +17.3%
CA INC 0.1%
Value ($000) $7,609 Shares 264,746 Est. Cost $28.74 Unrealized
FNV FRANCO NEVADA CORP 0.1%
Value ($000) $7,443 Shares 129,428 Est. Cost $36.04 Unrealized +18.5%
RAYTHEON CO 0.1%
Value ($000) $7,380 Shares 79,998 Est. Cost $95.07 Unrealized
VRSN VERISIGN INC 0.1%
Value ($000) $7,356 Shares 150,710 Est. Cost $49.37 Unrealized +0.1%
APACHE CORP 0.1%
Value ($000) $7,315 Shares 72,699 Est. Cost $83.91 Unrealized
EMR EMERSON ELEC CO 0.1%
Value ($000) $7,232 Shares 108,979 Est. Cost $47.79 Unrealized +2.8%
FOSL FOSSIL GROUP INC 0.1%
Value ($000) $7,162 Shares 68,521 Est. Cost $109.17 Unrealized -2.2%
CTRA CABOT OIL & GAS CORP 0.1%
Value ($000) $7,112 Shares 208,330 Est. Cost $25.97 Unrealized -0.1%
ENCANA CORP 0.1%
Value ($000) $7,018 Shares 295,700 Est. Cost $18.39 Unrealized
AEM AGNICO EAGLE MINES LTD 0.1%
Value ($000) $6,977 Shares 182,158 Est. Cost $23.85 Unrealized +9.9%
RANDGOLD RES LTD 0.1%
Value ($000) $6,954 Shares 82,200 Est. Cost $65.04 Unrealized
JNJ JOHNSON & JOHNSON 0.1%
Value ($000) $6,894 Shares 65,893 Est. Cost $66.02 Unrealized +10.8%
LAM RESEARCH CORP 0.1%
Value ($000) $6,867 Shares 101,620 Est. Cost $50.01 Unrealized
ADI ANALOG DEVICES INC 0.1%
Value ($000) $6,808 Shares 125,906 Est. Cost $41.49 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC 0.1%
Value ($000) $6,720 Shares 82,200 Est. Cost $62.66 Unrealized +4.0%
PSA PUBLIC STORAGE 0.1%
Value ($000) $6,717 Shares 39,200 Est. Cost $109.31 Unrealized 0.0%
GLW CORNING INC 0.0%
Value ($000) $6,640 Shares 302,490 Est. Cost $14.43 Unrealized +8.5%
YAMANA GOLD INC 0.0%
Value ($000) $6,423 Shares 781,400 Est. Cost $9.05 Unrealized
CERNER CORP 0.0%
Value ($000) $6,262 Shares 121,400 Est. Cost $55.76 Unrealized
ADBE ADOBE SYS INC 0.0%
Value ($000) $6,259 Shares 86,503 Est. Cost $64.20 Unrealized +0.5%
WHR WHIRLPOOL CORP 0.0%
Value ($000) $6,182 Shares 44,401 Est. Cost $146.03 Unrealized +0.5%
ANGLOGOLD ASHANTI LTD 0.0%
Value ($000) $6,103 Shares 354,600 Est. Cost $13.45 Unrealized
CITRIX SYS INC 0.0%
Value ($000) $6,031 Shares 96,421 Est. Cost $62.49 Unrealized
PRECISION CASTPARTS CORP 0.0%
Value ($000) $6,011 Shares 23,817 Est. Cost $252.76 Unrealized
HESS CORP 0.0%
Value ($000) $5,953 Shares 60,200 Est. Cost $72.31 Unrealized
BA BOEING CO 0.0%
Value ($000) $5,947 Shares 46,741 Est. Cost $101.94 Unrealized +10.4%
PIONEER NAT RES CO 0.0%
Value ($000) $5,906 Shares 25,700 Est. Cost $158.26 Unrealized
DVN DEVON ENERGY CORP NEW 0.0%
Value ($000) $5,836 Shares 73,500 Est. Cost $40.01 Unrealized +22.6%
SYMANTEC CORP 0.0%
Value ($000) $5,643 Shares 246,433 Est. Cost $20.86 Unrealized
MMM 3M CO 0.0%
Value ($000) $5,627 Shares 39,286 Est. Cost $81.05 Unrealized 0.0%
LUV SOUTHWEST AIRLS CO 0.0%
Value ($000) $5,545 Shares 206,431 Est. Cost $19.92 Unrealized +11.2%
MGM MGM RESORTS INTERNATIONAL 0.0%
Value ($000) $5,494 Shares 208,088 Est. Cost $18.91 Unrealized +24.7%
E M C CORP MASS 0.0%
Value ($000) $5,458 Shares 207,232 Est. Cost $23.66 Unrealized
CONTINENTAL RESOURCES INC 0.0%
Value ($000) $5,263 Shares 33,300 Est. Cost $94.84 Unrealized
REGN REGENERON PHARMACEUTICALS 0.0%
Value ($000) $5,197 Shares 18,400 Est. Cost $294.74 Unrealized 0.0%
DOW CHEM CO 0.0%
Value ($000) $5,176 Shares 100,588 Est. Cost $49.18 Unrealized
WY WEYERHAEUSER CO 0.0%
Value ($000) $5,151 Shares 155,666 Est. Cost $18.77 Unrealized +2.8%
MARATHON OIL CORP 0.0%
Value ($000) $5,146 Shares 128,900 Est. Cost $34.81 Unrealized
KSS KOHLS CORP 0.0%
Value ($000) $5,144 Shares 97,651 Est. Cost $54.18 Unrealized 0.0%
RRC RANGE RES CORP 0.0%
Value ($000) $5,118 Shares 58,866 Est. Cost $83.11 Unrealized +7.7%
NOBLE ENERGY INC 0.0%
Value ($000) $5,023 Shares 64,852 Est. Cost $62.81 Unrealized
MET METLIFE INC 0.0%
Value ($000) $5,015 Shares 90,264 Est. Cost $31.17 Unrealized +2.2%
PH PARKER HANNIFIN CORP 0.0%
Value ($000) $4,995 Shares 39,726 Est. Cost $99.14 Unrealized +3.6%
VMWARE INC 0.0%
Value ($000) $4,986 Shares 51,500 Est. Cost $104.33 Unrealized
PETROCHINA CO LTD 0.0%
Value ($000) $4,971 Shares 39,597 Est. Cost $110.77 Unrealized
PG PROCTER & GAMBLE CO 0.0%
Value ($000) $4,938 Shares 62,831 Est. Cost $58.28 Unrealized 0.0%
ELDORADO GOLD CORP NEW 0.0%
Value ($000) $4,757 Shares 621,000 Est. Cost $6.08 Unrealized
POTASH CORP SASK INC 0.0%
Value ($000) $4,728 Shares 124,100 Est. Cost $38.10 Unrealized
URI UNITED RENTALS INC 0.0%
Value ($000) $4,674 Shares 44,626 Est. Cost $78.13 Unrealized +21.2%
INTERPUBLIC GROUP COS INC 0.0%
Value ($000) $4,609 Shares 236,247 Est. Cost $12.03 Unrealized 0.0%
RGLD ROYAL GOLD INC 0.0%
Value ($000) $4,324 Shares 56,800 Est. Cost $52.32 Unrealized +26.3%
IP INTL PAPER CO 0.0%
Value ($000) $4,318 Shares 85,554 Est. Cost $26.11 Unrealized +3.6%
NOC NORTHROP GRUMMAN CORP 0.0%
Value ($000) $4,269 Shares 35,688 Est. Cost $97.25 Unrealized +2.4%
STARWOOD HOTELS&RESORTS WRLD 0.0%
Value ($000) $4,245 Shares 52,523 Est. Cost $77.06 Unrealized
WYNN WYNN RESORTS LTD 0.0%
Value ($000) $4,216 Shares 20,314 Est. Cost $116.70 Unrealized +48.9%
KGC KINROSS GOLD CORP 0.0%
Value ($000) $4,214 Shares 1,015,500 Est. Cost $5.20 Unrealized -21.8%
GME GAMESTOP CORP NEW 0.0%
Value ($000) $4,124 Shares 101,900 Est. Cost $7.13 Unrealized 0.0%
ALEXION PHARMACEUTICALS INC 0.0%
Value ($000) $4,114 Shares 26,332 Est. Cost $152.13 Unrealized
LOW LOWES COS INC 0.0%
Value ($000) $4,096 Shares 85,353 Est. Cost $38.07 Unrealized -0.6%
TECK TECK RESOURCES LTD 0.0%
Value ($000) $4,087 Shares 178,700 Est. Cost $25.41 Unrealized -11.7%
MHK MOHAWK INDS INC 0.0%
Value ($000) $4,054 Shares 29,308 Est. Cost $143.19 Unrealized -5.6%
BFH ALLIANCE DATA SYSTEMS CORP 0.0%
Value ($000) $4,043 Shares 14,374 Est. Cost $144.70 Unrealized +21.5%
EMN EASTMAN CHEM CO 0.0%
Value ($000) $4,029 Shares 46,127 Est. Cost $58.66 Unrealized +3.4%
BARD C R INC 0.0%
Value ($000) $3,916 Shares 27,386 Est. Cost $130.56 Unrealized
FMC F M C CORP 0.0%
Value ($000) $3,909 Shares 54,910 Est. Cost $50.90 Unrealized 0.0%
XEROX CORP 0.0%
Value ($000) $3,805 Shares 305,900 Est. Cost $11.61 Unrealized
KLAC KLA-TENCOR CORP 0.0%
Value ($000) $3,674 Shares 50,584 Est. Cost $38.76 Unrealized +9.6%
PRU PRUDENTIAL FINL INC 0.0%
Value ($000) $3,620 Shares 40,776 Est. Cost $52.22 Unrealized -1.6%
LMT LOCKHEED MARTIN CORP 0.0%
Value ($000) $3,606 Shares 22,437 Est. Cost $113.58 Unrealized +4.2%
SOUTHWESTERN ENERGY CO 0.0%
Value ($000) $3,603 Shares 79,196 Est. Cost $38.39 Unrealized
AFL AFLAC INC 0.0%
Value ($000) $3,522 Shares 56,586 Est. Cost $23.90 Unrealized -0.9%
COCA COLA ENTERPRISES INC NE 0.0%
Value ($000) $3,383 Shares 70,805 Est. Cost $47.78 Unrealized
BXP BOSTON PROPERTIES INC 0.0%
Value ($000) $3,285 Shares 27,800 Est. Cost $72.91 Unrealized 0.0%
LABORATORY CORP AMER HLDGS 0.0%
Value ($000) $3,222 Shares 31,466 Est. Cost $101.33 Unrealized
ROST ROSS STORES INC 0.0%
Value ($000) $3,146 Shares 47,577 Est. Cost $30.61 Unrealized 0.0%
ENSCO PLC 0.0%
Value ($000) $3,140 Shares 56,500 Est. Cost $53.04 Unrealized
LINEAR TECHNOLOGY CORP 0.0%
Value ($000) $3,130 Shares 66,493 Est. Cost $48.69 Unrealized
CRESCENT PT ENERGY CORP 0.0%
Value ($000) $3,126 Shares 70,400 Est. Cost $36.56 Unrealized
MPC MARATHON PETE CORP 0.0%
Value ($000) $3,123 Shares 40,000 Est. Cost $31.16 Unrealized 0.0%
SLB SCHLUMBERGER LTD 0.0%
Value ($000) $3,089 Shares 26,187 Est. Cost $73.16 Unrealized +2.3%
DENBURY RES INC 0.0%
Value ($000) $3,088 Shares 167,294 Est. Cost $18.08 Unrealized
M MACYS INC 0.0%
Value ($000) $3,027 Shares 52,171 Est. Cost $54.28 Unrealized +6.9%
JOY GLOBAL INC 0.0%
Value ($000) $2,970 Shares 48,230 Est. Cost $61.58 Unrealized
JBHT HUNT J B TRANS SVCS INC 0.0%
Value ($000) $2,962 Shares 40,151 Est. Cost $66.54 Unrealized +2.0%
FMC TECHNOLOGIES INC 0.0%
Value ($000) $2,835 Shares 46,418 Est. Cost $58.72 Unrealized
NGD NEW GOLD INC CDA 0.0%
Value ($000) $2,831 Shares 445,400 Est. Cost $6.30 Unrealized -14.4%
HON HONEYWELL INTL INC 0.0%
Value ($000) $2,807 Shares 30,195 Est. Cost $59.01 Unrealized +11.3%
AETNA INC NEW 0.0%
Value ($000) $2,774 Shares 34,219 Est. Cost $65.71 Unrealized
SO SOUTHERN CO 0.0%
Value ($000) $2,741 Shares 60,400 Est. Cost $26.97 Unrealized 0.0%
STAPLES INC 0.0%
Value ($000) $2,732 Shares 252,058 Est. Cost $13.48 Unrealized
EBAY EBAY INC 0.0%
Value ($000) $2,731 Shares 54,550 Est. Cost $19.51 Unrealized -0.6%
GIS GENERAL MLS INC 0.0%
Value ($000) $2,728 Shares 51,925 Est. Cost $35.17 Unrealized +1.7%
NORDSTROM INC 0.0%
Value ($000) $2,711 Shares 39,903 Est. Cost $67.94 Unrealized
CONCHO RES INC 0.0%
Value ($000) $2,644 Shares 18,300 Est. Cost $115.20 Unrealized
GFI GOLD FIELDS LTD NEW 0.0%
Value ($000) $2,629 Shares 706,600 Est. Cost $4.17 Unrealized
EXPRESS SCRIPTS HLDG CO 0.0%
Value ($000) $2,611 Shares 37,654 Est. Cost $61.76 Unrealized
ED CONSOLIDATED EDISON INC 0.0%
Value ($000) $2,597 Shares 44,978 Est. Cost $34.98 Unrealized +4.1%
PAYX PAYCHEX INC 0.0%
Value ($000) $2,517 Shares 60,572 Est. Cost $28.91 Unrealized -0.4%
CIGNA CORPORATION 0.0%
Value ($000) $2,491 Shares 27,081 Est. Cost $83.72 Unrealized
FLR FLUOR CORP NEW 0.0%
Value ($000) $2,423 Shares 31,503 Est. Cost $67.87 Unrealized 0.0%
TSCO TRACTOR SUPPLY CO 0.0%
Value ($000) $2,369 Shares 39,216 Est. Cost $11.10 Unrealized 0.0%
DVA DAVITA HEALTHCARE PARTNERS I 0.0%
Value ($000) $2,249 Shares 31,098 Est. Cost $57.98 Unrealized +19.9%
CMI CUMMINS INC 0.0%
Value ($000) $2,225 Shares 14,424 Est. Cost $104.68 Unrealized +5.8%
MUR MURPHY OIL CORP 0.0%
Value ($000) $2,200 Shares 33,100 Est. Cost $38.75 Unrealized +5.3%
KELLOGG CO 0.0%
Value ($000) $2,193 Shares 33,384 Est. Cost $37.72 Unrealized +10.7%
OC OWENS CORNING NEW 0.0%
Value ($000) $2,145 Shares 55,451 Est. Cost $40.85 Unrealized +0.7%
HAL HALLIBURTON CO 0.0%
Value ($000) $2,116 Shares 29,800 Est. Cost $49.06 Unrealized +4.9%
ACTIVISION BLIZZARD INC 0.0%
Value ($000) $2,105 Shares 94,414 Est. Cost $17.99 Unrealized
GAP GAP INC DEL 0.0%
Value ($000) $2,089 Shares 50,245 Est. Cost $27.02 Unrealized +0.8%
SANDISK CORP 0.0%
Value ($000) $2,057 Shares 19,700 Est. Cost $59.51 Unrealized
WELLPOINT INC 0.0%
Value ($000) $2,037 Shares 18,926 Est. Cost $100.77 Unrealized
AEP AMERICAN ELEC PWR INC 0.0%
Value ($000) $2,036 Shares 36,505 Est. Cost $33.75 Unrealized +3.4%
CF CF INDS HLDGS INC 0.0%
Value ($000) $2,020 Shares 8,400 Est. Cost $35.53 Unrealized 0.0%
TEX TEREX CORP NEW 0.0%
Value ($000) $2,011 Shares 48,936 Est. Cost $41.34 Unrealized -1.7%
TALISMAN ENERGY INC 0.0%
Value ($000) $1,978 Shares 186,800 Est. Cost $11.37 Unrealized
HP HELMERICH & PAYNE INC 0.0%
Value ($000) $1,937 Shares 16,683 Est. Cost $76.26 Unrealized +43.6%
MO ALTRIA GROUP INC 0.0%
Value ($000) $1,929 Shares 46,000 Est. Cost $16.89 Unrealized +13.6%
DLTR DOLLAR TREE INC 0.0%
Value ($000) $1,914 Shares 35,139 Est. Cost $52.57 Unrealized 0.0%
RCL ROYAL CARIBBEAN CRUISES LTD 0.0%
Value ($000) $1,896 Shares 34,100 Est. Cost $46.69 Unrealized 0.0%
CONSOL ENERGY INC 0.0%
Value ($000) $1,890 Shares 41,020 Est. Cost $30.68 Unrealized
MAS MASCO CORP 0.0%
Value ($000) $1,883 Shares 84,800 Est. Cost $16.50 Unrealized -3.8%
CBS CORP NEW 0.0%
Value ($000) $1,857 Shares 29,884 Est. Cost $61.93 Unrealized
TKR TIMKEN CO 0.0%
Value ($000) $1,853 Shares 27,315 Est. Cost $41.09 Unrealized +10.3%
ITW ILLINOIS TOOL WKS INC 0.0%
Value ($000) $1,815 Shares 20,724 Est. Cost $61.28 Unrealized +6.8%
WSM WILLIAMS SONOMA INC 0.0%
Value ($000) $1,813 Shares 25,253 Est. Cost $22.59 Unrealized +11.1%
KANSAS CITY SOUTHERN 0.0%
Value ($000) $1,809 Shares 16,823 Est. Cost $104.68 Unrealized
DISCOVERY COMMUNICATNS NEW 0.0%
Value ($000) $1,783 Shares 24,000 Est. Cost $74.29 Unrealized
AEO AMERICAN EAGLE OUTFITTERS NE 0.0%
Value ($000) $1,782 Shares 158,800 Est. Cost $9.22 Unrealized -11.6%
EAT BRINKER INTL INC 0.0%
Value ($000) $1,757 Shares 36,124 Est. Cost $41.46 Unrealized +0.4%
STLD STEEL DYNAMICS INC 0.0%
Value ($000) $1,755 Shares 97,754 Est. Cost $13.65 Unrealized +2.5%
AGRIUM INC 0.0%
Value ($000) $1,737 Shares 18,961 Est. Cost $91.61 Unrealized
STZ CONSTELLATION BRANDS INC 0.0%
Value ($000) $1,729 Shares 19,619 Est. Cost $70.65 Unrealized 0.0%
RITE AID CORP 0.0%
Value ($000) $1,676 Shares 233,800 Est. Cost $6.10 Unrealized
RHI ROBERT HALF INTL INC 0.0%
Value ($000) $1,635 Shares 34,245 Est. Cost $41.87 Unrealized +7.0%
JBL JABIL CIRCUIT INC 0.0%
Value ($000) $1,629 Shares 77,919 Est. Cost $18.23 Unrealized -8.0%
VMI VALMONT INDS INC 0.0%
Value ($000) $1,625 Shares 10,697 Est. Cost $153.91 Unrealized 0.0%
DHR DANAHER CORP DEL 0.0%
Value ($000) $1,586 Shares 20,139 Est. Cost $30.77 Unrealized +1.0%
NATIONAL OILWELL VARCO INC 0.0%
Value ($000) $1,583 Shares 19,217 Est. Cost $78.41 Unrealized
ETR ENTERGY CORP NEW 0.0%
Value ($000) $1,569 Shares 19,116 Est. Cost $23.44 Unrealized 0.0%
AZO AUTOZONE INC 0.0%
Value ($000) $1,538 Shares 2,868 Est. Cost $441.41 Unrealized +19.8%
LNC LINCOLN NATL CORP IND 0.0%
Value ($000) $1,533 Shares 29,792 Est. Cost $33.35 Unrealized -1.0%
PCAR PACCAR INC 0.0%
Value ($000) $1,520 Shares 24,200 Est. Cost $27.64 Unrealized 0.0%
CCJ CAMECO CORP 0.0%
Value ($000) $1,466 Shares 74,600 Est. Cost $17.47 Unrealized +5.0%
ICE INTERCONTINENTAL EXCHANGE IN 0.0%
Value ($000) $1,436 Shares 7,600 Est. Cost $36.16 Unrealized -7.1%
PEG PUBLIC SVC ENTERPRISE GROUP 0.0%
Value ($000) $1,417 Shares 34,748 Est. Cost $21.81 Unrealized +18.2%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.0%
Value ($000) $1,409 Shares 28,800 Est. Cost $43.21 Unrealized 0.0%
T AT&T INC 0.0%
Value ($000) $1,400 Shares 39,600 Est. Cost $11.58 Unrealized +1.7%
COBALT INTL ENERGY INC 0.0%
Value ($000) $1,396 Shares 76,100 Est. Cost $22.92 Unrealized
IAG IAMGOLD CORP 0.0%
Value ($000) $1,379 Shares 334,700 Est. Cost $4.62 Unrealized -23.0%
MDLZ MONDELEZ INTL INC 0.0%
Value ($000) $1,309 Shares 34,800 Est. Cost $28.30 Unrealized 0.0%
PTEN PATTERSON UTI ENERGY INC 0.0%
Value ($000) $1,308 Shares 37,444 Est. Cost $22.85 Unrealized +43.7%
WM WASTE MGMT INC DEL 0.0%
Value ($000) $1,248 Shares 27,900 Est. Cost $32.76 Unrealized +4.8%
DIS DISNEY WALT CO 0.0%
Value ($000) $1,244 Shares 14,513 Est. Cost $73.44 Unrealized 0.0%
NEE NEXTERA ENERGY INC 0.0%
Value ($000) $1,237 Shares 12,075 Est. Cost $17.92 Unrealized 0.0%
TURQUOISE HILL RES LTD 0.0%
Value ($000) $1,204 Shares 359,100 Est. Cost $4.22 Unrealized
HMY HARMONY GOLD MNG LTD 0.0%
Value ($000) $1,176 Shares 396,000 Est. Cost $3.23 Unrealized
HOLLYFRONTIER CORP 0.0%
Value ($000) $1,168 Shares 26,726 Est. Cost $43.70 Unrealized
DOV DOVER CORP 0.0%
Value ($000) $1,051 Shares 11,552 Est. Cost $50.07 Unrealized +13.4%
BROADCOM CORP 0.0%
Value ($000) $1,040 Shares 28,028 Est. Cost $30.63 Unrealized
SHW SHERWIN WILLIAMS CO 0.0%
Value ($000) $1,039 Shares 5,022 Est. Cost $59.87 Unrealized 0.0%
PNR PENTAIR PLC 0.0%
Value ($000) $1,030 Shares 14,277 Est. Cost $41.76 Unrealized 0.0%
VRSK VERISK ANALYTICS INC 0.0%
Value ($000) $1,019 Shares 16,985 Est. Cost $57.13 Unrealized 0.0%
ALAMOS GOLD INC 0.0%
Value ($000) $992 Shares 97,922 Est. Cost $11.72 Unrealized
EIX EDISON INTL 0.0%
Value ($000) $990 Shares 17,037 Est. Cost $35.87 Unrealized 0.0%
PSX PHILLIPS 66 0.0%
Value ($000) $945 Shares 11,750 Est. Cost $54.20 Unrealized 0.0%
TSN TYSON FOODS INC 0.0%
Value ($000) $920 Shares 24,515 Est. Cost $30.96 Unrealized 0.0%
DELPHI AUTOMOTIVE PLC 0.0%
Value ($000) $907 Shares 13,200 Est. Cost $68.71 Unrealized
ROK ROCKWELL AUTOMATION INC 0.0%
Value ($000) $891 Shares 7,120 Est. Cost $72.82 Unrealized +34.4%
PPG PPG INDS INC 0.0%
Value ($000) $886 Shares 4,216 Est. Cost $66.97 Unrealized +20.8%
LKQ LKQ CORP 0.0%
Value ($000) $876 Shares 32,805 Est. Cost $24.81 Unrealized 0.0%
DGX QUEST DIAGNOSTICS INC 0.0%
Value ($000) $795 Shares 13,545 Est. Cost $42.22 Unrealized +9.8%
PEABODY ENERGY CORP 0.0%
Value ($000) $795 Shares 48,600 Est. Cost $16.41 Unrealized
TIFFANY & CO NEW 0.0%
Value ($000) $775 Shares 7,727 Est. Cost $100.30 Unrealized
MCK MCKESSON CORP 0.0%
Value ($000) $750 Shares 4,030 Est. Cost $110.64 Unrealized +47.5%
CAH CARDINAL HEALTH INC 0.0%
Value ($000) $743 Shares 10,834 Est. Cost $41.89 Unrealized +18.5%
MSI MOTOROLA SOLUTIONS INC 0.0%
Value ($000) $736 Shares 11,053 Est. Cost $49.57 Unrealized +9.5%
ABT ABBOTT LABS 0.0%
Value ($000) $724 Shares 17,700 Est. Cost $30.75 Unrealized +2.4%
THC TENET HEALTHCARE CORP 0.0%
Value ($000) $691 Shares 14,725 Est. Cost $42.90 Unrealized +5.3%
IRON MTN INC 0.0%
Value ($000) $647 Shares 18,247 Est. Cost $35.46 Unrealized
UAL UNITED CONTL HLDGS INC 0.0%
Value ($000) $641 Shares 15,600 Est. Cost $34.31 Unrealized +25.6%
KR KROGER CO 0.0%
Value ($000) $632 Shares 12,777 Est. Cost $15.98 Unrealized +16.9%
DE DEERE & CO 0.0%
Value ($000) $630 Shares 6,956 Est. Cost $74.12 Unrealized 0.0%
JACOBS ENGR GROUP INC DEL 0.0%
Value ($000) $586 Shares 11,003 Est. Cost $53.26 Unrealized
RACKSPACE HOSTING INC 0.0%
Value ($000) $579 Shares 17,210 Est. Cost $32.82 Unrealized
NRG NRG ENERGY INC 0.0%
Value ($000) $559 Shares 15,027 Est. Cost $26.64 Unrealized 0.0%
FFIV F5 NETWORKS INC 0.0%
Value ($000) $545 Shares 4,889 Est. Cost $78.46 Unrealized +37.2%
AIZ ASSURANT INC 0.0%
Value ($000) $522 Shares 7,958 Est. Cost $53.17 Unrealized 0.0%
PRAXAIR INC 0.0%
Value ($000) $521 Shares 3,921 Est. Cost $132.87 Unrealized
ANSYS INC 0.0%
Value ($000) $482 Shares 6,361 Est. Cost $77.00 Unrealized
AGO ASSURED GUARANTY LTD 0.0%
Value ($000) $465 Shares 18,999 Est. Cost $20.29 Unrealized 0.0%
CREE INC 0.0%
Value ($000) $448 Shares 8,966 Est. Cost $58.57 Unrealized
BAX BAXTER INTL INC 0.0%
Value ($000) $417 Shares 5,763 Est. Cost $30.91 Unrealized +5.8%
LINKEDIN CORP 0.0%
Value ($000) $394 Shares 2,300 Est. Cost $189.32 Unrealized
NUE NUCOR CORP 0.0%
Value ($000) $386 Shares 7,839 Est. Cost $37.50 Unrealized +3.0%
SBH SALLY BEAUTY HLDGS INC 0.0%
Value ($000) $368 Shares 14,678 Est. Cost $25.82 Unrealized 0.0%
CHRW C H ROBINSON WORLDWIDE INC 0.0%
Value ($000) $329 Shares 5,162 Est. Cost $43.13 Unrealized +3.6%
CROWN CASTLE INTL CORP 0.0%
Value ($000) $319 Shares 4,291 Est. Cost $74.34 Unrealized
LIBERTY INTERACTIVE CORP 0.0%
Value ($000) $314 Shares 10,700 Est. Cost $24.10 Unrealized
MONSTER BEVERAGE CORP 0.0%
Value ($000) $312 Shares 4,399 Est. Cost $70.93 Unrealized
NVR NVR INC 0.0%
Value ($000) $306 Shares 266 Est. Cost $954.74 Unrealized +16.9%
CABELAS INC 0.0%
Value ($000) $297 Shares 4,752 Est. Cost $65.50 Unrealized
AXIALL CORP 0.0%
Value ($000) $288 Shares 6,102 Est. Cost $47.20 Unrealized
THOMSON REUTERS CORP 0.0%
Value ($000) $284 Shares 7,800 Est. Cost $37.82 Unrealized
PAAS PAN AMERICAN SILVER CORP 0.0%
Value ($000) $279 Shares 18,177 Est. Cost $11.20 Unrealized +18.3%
SEADRILL LIMITED 0.0%
Value ($000) $276 Shares 6,900 Est. Cost $41.01 Unrealized
LYB LYONDELLBASELL INDUSTRIES N 0.0%
Value ($000) $264 Shares 2,700 Est. Cost $51.88 Unrealized 0.0%
LIBERTY MEDIA CORP DELAWARE 0.0%
Value ($000) $260 Shares 1,900 Est. Cost $146.32 Unrealized
URS CORP NEW 0.0%
Value ($000) $248 Shares 5,418 Est. Cost $52.35 Unrealized
BARNES & NOBLE INC 0.0%
Value ($000) $246 Shares 10,781 Est. Cost $15.76 Unrealized
SBA COMMUNICATIONS CORP 0.0%
Value ($000) $246 Shares 2,400 Est. Cost $91.00 Unrealized
ASHLAND INC NEW 0.0%
Value ($000) $238 Shares 2,190 Est. Cost $93.78 Unrealized
COMPUTER SCIENCES CORP 0.0%
Value ($000) $235 Shares 3,720 Est. Cost $53.22 Unrealized
PTC PTC INC 0.0%
Value ($000) $233 Shares 6,000 Est. Cost $36.03 Unrealized 0.0%
CABLEVISION SYS CORP 0.0%
Value ($000) $233 Shares 13,176 Est. Cost $17.68 Unrealized
MSCI MSCI INC 0.0%
Value ($000) $232 Shares 5,070 Est. Cost $37.11 Unrealized +2.3%
JARDEN CORP 0.0%
Value ($000) $231 Shares 3,900 Est. Cost $59.66 Unrealized
CDNS CADENCE DESIGN SYSTEM INC 0.0%
Value ($000) $229 Shares 13,079 Est. Cost $14.83 Unrealized +7.8%
SOLARWINDS INC 0.0%
Value ($000) $228 Shares 5,900 Est. Cost $36.42 Unrealized
ETN EATON CORP PLC 0.0%
Value ($000) $225 Shares 2,909 Est. Cost $55.36 Unrealized +1.6%
HUN HUNTSMAN CORP 0.0%
Value ($000) $224 Shares 7,989 Est. Cost $22.78 Unrealized +14.9%
INFORMATICA CORP 0.0%
Value ($000) $224 Shares 6,290 Est. Cost $38.58 Unrealized
GT GOODYEAR TIRE & RUBR CO 0.0%
Value ($000) $223 Shares 8,018 Est. Cost $20.13 Unrealized +29.7%
TIBCO SOFTWARE INC 0.0%
Value ($000) $222 Shares 11,000 Est. Cost $20.18 Unrealized
LEGG MASON INC 0.0%
Value ($000) $222 Shares 4,333 Est. Cost $34.10 Unrealized
AMERICAN CAP LTD 0.0%
Value ($000) $219 Shares 14,304 Est. Cost $15.62 Unrealized
CYH COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $218 Shares 4,810 Est. Cost $34.88 Unrealized -4.6%
INTERNATIONAL GAME TECHNOLOG 0.0%
Value ($000) $216 Shares 13,578 Est. Cost $14.06 Unrealized
CHICOS FAS INC 0.0%
Value ($000) $214 Shares 12,600 Est. Cost $17.02 Unrealized
CRI CARTER INC 0.0%
Value ($000) $214 Shares 3,100 Est. Cost $54.91 Unrealized 0.0%
AN AUTONATION INC 0.0%
Value ($000) $212 Shares 3,548 Est. Cost $50.87 Unrealized +8.8%
TE CONNECTIVITY LTD 0.0%
Value ($000) $208 Shares 3,360 Est. Cost $58.27 Unrealized
VCA INC 0.0%
Value ($000) $208 Shares 5,924 Est. Cost $35.11 Unrealized
GENERAL CABLE CORP DEL NEW 0.0%
Value ($000) $203 Shares 7,900 Est. Cost $25.70 Unrealized
PM PHILIP MORRIS INTL INC 0.0%
Value ($000) $202 Shares 2,400 Est. Cost $48.23 Unrealized 0.0%
FLEX FLEXTRONICS INTL LTD 0.0%
Value ($000) $199 Shares 17,937 Est. Cost $6.39 Unrealized +17.8%
PMC-SIERRA INC 0.0%
Value ($000) $132 Shares 17,398 Est. Cost $6.56 Unrealized