Bridgewater Associates, LP Quant / Systematic

CIK: 0001350694 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 13, 2017

Total Value ($000): $14,906,251 (100.0% shares, 0.0% debt)

Holdings (286)

VWO VANGUARD INTL EQUITY INDEX F 25.8%
Value ($000) $3,849,079 Shares 88,342,418 Est. Cost $38.85 Unrealized
EEM ISHARES TR 19.7%
Value ($000) $2,932,322 Shares 65,439,008 Est. Cost $39.74 Unrealized
SPY SPDR S&P 500 ETF TR 16.0%
Value ($000) $2,382,497 Shares 9,483,331 Est. Cost $167.85 Unrealized
IEMG ISHARES INC 9.0%
Value ($000) $1,339,305 Shares 24,792,771 Est. Cost $51.33 Unrealized
GLD SPDR GOLD TRUST 3.2%
Value ($000) $473,543 Shares 3,894,908 Est. Cost $121.05 Unrealized
LQD ISHARES TR 2.0%
Value ($000) $293,614 Shares 2,421,962 Est. Cost $119.14 Unrealized
EWZ ISHARES INC 1.9%
Value ($000) $283,633 Shares 6,803,375 Est. Cost $31.92 Unrealized
TLT ISHARES TR 1.8%
Value ($000) $261,363 Shares 2,094,929 Est. Cost $124.89 Unrealized
TIP ISHARES TR 1.5%
Value ($000) $219,635 Shares 1,933,744 Est. Cost $113.48 Unrealized
HYG ISHARES TR 1.4%
Value ($000) $208,748 Shares 2,351,829 Est. Cost $88.48 Unrealized
EMB ISHARES TR 1.4%
Value ($000) $206,827 Shares 1,776,559 Est. Cost $115.63 Unrealized
IVV ISHARES TR 1.4%
Value ($000) $206,574 Shares 816,723 Est. Cost $230.45 Unrealized
VEA VANGUARD TAX MANAGED INTL FD 1.1%
Value ($000) $167,839 Shares 3,866,359 Est. Cost $42.65 Unrealized
EFA ISHARES TR 1.1%
Value ($000) $167,663 Shares 2,448,346 Est. Cost $67.30 Unrealized
IEFA ISHARES TR 1.0%
Value ($000) $153,154 Shares 2,386,694 Est. Cost $63.02 Unrealized
ISHARES GOLD TRUST 0.9%
Value ($000) $138,869 Shares 11,280,993 Est. Cost $12.21 Unrealized
EWY ISHARES INC 0.4%
Value ($000) $62,284 Shares 901,889 Est. Cost $55.84 Unrealized
KR KROGER CO 0.3%
Value ($000) $42,305 Shares 2,108,925 Est. Cost $20.12 Unrealized -6.2%
EXPRESS SCRIPTS HLDG CO 0.3%
Value ($000) $37,798 Shares 596,933 Est. Cost $68.22 Unrealized
EWT ISHARES INC 0.2%
Value ($000) $35,464 Shares 982,371 Est. Cost $35.76 Unrealized
M MACYS INC 0.2%
Value ($000) $32,208 Shares 1,476,073 Est. Cost $32.69 Unrealized -32.8%
BED BATH & BEYOND INC 0.2%
Value ($000) $31,357 Shares 1,336,054 Est. Cost $34.11 Unrealized
BFH ALLIANCE DATA SYSTEMS CORP 0.2%
Value ($000) $29,115 Shares 131,413 Est. Cost $158.77 Unrealized +1.7%
GME GAMESTOP CORP NEW 0.2%
Value ($000) $26,662 Shares 1,290,496 Est. Cost $4.93 Unrealized -11.4%
SOUTHWESTERN ENERGY CO 0.2%
Value ($000) $23,993 Shares 3,926,863 Est. Cost $8.32 Unrealized
RY ROYAL BK CDA MONTREAL QUE 0.2%
Value ($000) $22,593 Shares 292,688 Est. Cost $70.12 Unrealized +6.5%
MICHAEL KORS HLDGS LTD 0.1%
Value ($000) $22,223 Shares 464,437 Est. Cost $46.93 Unrealized
DISCOVERY COMMUNICATNS NEW 0.1%
Value ($000) $21,652 Shares 1,016,993 Est. Cost $23.83 Unrealized
DVA DAVITA INC 0.1%
Value ($000) $21,051 Shares 354,456 Est. Cost $61.93 Unrealized -2.8%
TD TORONTO DOMINION BK ONT 0.1%
Value ($000) $20,773 Shares 369,816 Est. Cost $48.23 Unrealized +8.9%
DVN DEVON ENERGY CORP NEW 0.1%
Value ($000) $20,224 Shares 550,902 Est. Cost $29.92 Unrealized -23.3%
CLF CLEVELAND CLIFFS INC 0.1%
Value ($000) $19,821 Shares 2,772,145 Est. Cost $7.07 Unrealized 0.0%
GENERAL ELECTRIC CO 0.1%
Value ($000) $19,764 Shares 817,355 Est. Cost $28.62 Unrealized
DGX QUEST DIAGNOSTICS INC 0.1%
Value ($000) $19,488 Shares 208,121 Est. Cost $89.87 Unrealized 0.0%
RIG TRANSOCEAN LTD 0.1%
Value ($000) $18,945 Shares 1,760,713 Est. Cost $8.61 Unrealized 0.0%
BWA BORGWARNER INC 0.1%
Value ($000) $18,363 Shares 358,448 Est. Cost $32.61 Unrealized +9.9%
ENDO INTL PLC 0.1%
Value ($000) $16,892 Shares 1,972,219 Est. Cost $12.92 Unrealized
ALEXION PHARMACEUTICALS INC 0.1%
Value ($000) $16,473 Shares 117,418 Est. Cost $139.26 Unrealized
RCL ROYAL CARIBBEAN CRUISES LTD 0.1%
Value ($000) $16,470 Shares 138,938 Est. Cost $102.90 Unrealized +4.5%
MCHP MICROCHIP TECHNOLOGY INC 0.1%
Value ($000) $16,407 Shares 182,745 Est. Cost $32.39 Unrealized +10.9%
BNS BANK N S HALIFAX 0.1%
Value ($000) $16,309 Shares 254,318 Est. Cost $36.81 Unrealized +9.5%
KMB KIMBERLY CLARK CORP 0.1%
Value ($000) $15,860 Shares 134,770 Est. Cost $90.99 Unrealized 0.0%
SU SUNCOR ENERGY INC NEW 0.1%
Value ($000) $14,314 Shares 409,371 Est. Cost $19.90 Unrealized +17.4%
FCX FREEPORT-MCMORAN INC 0.1%
Value ($000) $13,898 Shares 989,866 Est. Cost $11.20 Unrealized +13.7%
BIIB BIOGEN INC 0.1%
Value ($000) $13,839 Shares 44,198 Est. Cost $282.75 Unrealized +4.7%
IBM INTERNATIONAL BUSINESS MACHS 0.1%
Value ($000) $13,555 Shares 93,432 Est. Cost $101.55 Unrealized -4.6%
WU WESTERN UN CO 0.1%
Value ($000) $13,489 Shares 702,567 Est. Cost $19.16 Unrealized
ROST ROSS STORES INC 0.1%
Value ($000) $13,440 Shares 208,150 Est. Cost $54.72 Unrealized -3.3%
INTC INTEL CORP 0.1%
Value ($000) $13,377 Shares 351,286 Est. Cost $26.32 Unrealized +12.4%
TGT TARGET CORP 0.1%
Value ($000) $13,285 Shares 225,125 Est. Cost $42.57 Unrealized +3.7%
EW EDWARDS LIFESCIENCES CORP 0.1%
Value ($000) $13,090 Shares 119,747 Est. Cost $35.82 Unrealized +6.5%
AZO AUTOZONE INC 0.1%
Value ($000) $12,794 Shares 21,499 Est. Cost $597.37 Unrealized -10.8%
VIACOM INC NEW 0.1%
Value ($000) $12,713 Shares 456,647 Est. Cost $27.84 Unrealized
ILMN ILLUMINA INC 0.1%
Value ($000) $12,552 Shares 63,012 Est. Cost $177.67 Unrealized +4.8%
CELGENE CORP 0.1%
Value ($000) $12,436 Shares 85,286 Est. Cost $135.59 Unrealized
T AT&T INC 0.1%
Value ($000) $12,421 Shares 317,106 Est. Cost $15.77 Unrealized -1.1%
UNITED STATES STL CORP NEW 0.1%
Value ($000) $12,416 Shares 483,882 Est. Cost $25.66 Unrealized
TSN TYSON FOODS INC 0.1%
Value ($000) $12,377 Shares 175,685 Est. Cost $51.76 Unrealized -1.2%
PVH PVH CORP 0.1%
Value ($000) $12,213 Shares 96,884 Est. Cost $104.20 Unrealized +15.5%
JUNIPER NETWORKS INC 0.1%
Value ($000) $12,058 Shares 433,263 Est. Cost $25.97 Unrealized
KELLOGG CO 0.1%
Value ($000) $12,039 Shares 193,033 Est. Cost $46.82 Unrealized -0.7%
NTAP NETAPP INC 0.1%
Value ($000) $11,991 Shares 274,012 Est. Cost $30.77 Unrealized +7.9%
NEWFIELD EXPL CO 0.1%
Value ($000) $11,971 Shares 403,483 Est. Cost $29.66 Unrealized
CNI CANADIAN NATL RY CO 0.1%
Value ($000) $11,946 Shares 144,517 Est. Cost $65.05 Unrealized +6.7%
TXN TEXAS INSTRS INC 0.1%
Value ($000) $11,682 Shares 130,318 Est. Cost $64.40 Unrealized +1.2%
SPGI S&P GLOBAL INC 0.1%
Value ($000) $11,540 Shares 73,830 Est. Cost $132.52 Unrealized +6.5%
REGN REGENERON PHARMACEUTICALS 0.1%
Value ($000) $11,491 Shares 25,700 Est. Cost $473.21 Unrealized 0.0%
URI UNITED RENTALS INC 0.1%
Value ($000) $11,464 Shares 82,627 Est. Cost $93.24 Unrealized +24.1%
TJX TJX COS INC NEW 0.1%
Value ($000) $11,212 Shares 152,070 Est. Cost $32.45 Unrealized -2.3%
AMGN AMGEN INC 0.1%
Value ($000) $11,051 Shares 59,273 Est. Cost $132.90 Unrealized +3.5%
KSS KOHLS CORP 0.1%
Value ($000) $11,003 Shares 241,039 Est. Cost $40.22 Unrealized +1.9%
UTHR UNITED THERAPEUTICS CORP DEL 0.1%
Value ($000) $10,872 Shares 92,770 Est. Cost $130.63 Unrealized -2.2%
META FACEBOOK INC 0.1%
Value ($000) $10,736 Shares 62,833 Est. Cost $165.72 Unrealized 0.0%
CNQ CANADIAN NAT RES LTD 0.1%
Value ($000) $10,536 Shares 315,309 Est. Cost $9.54 Unrealized +8.8%
MAS MASCO CORP 0.1%
Value ($000) $9,732 Shares 249,478 Est. Cost $28.47 Unrealized +16.3%
PEP PEPSICO INC 0.1%
Value ($000) $9,684 Shares 86,908 Est. Cost $89.30 Unrealized +0.1%
BMO BANK MONTREAL QUE 0.1%
Value ($000) $9,635 Shares 127,610 Est. Cost $49.92 Unrealized +6.3%
TRANSCANADA CORP 0.1%
Value ($000) $9,358 Shares 189,768 Est. Cost $47.60 Unrealized
AMAT APPLIED MATLS INC 0.1%
Value ($000) $9,254 Shares 177,647 Est. Cost $38.61 Unrealized +6.6%
KANSAS CITY SOUTHERN 0.1%
Value ($000) $9,018 Shares 82,975 Est. Cost $108.68 Unrealized
RL RALPH LAUREN CORP 0.1%
Value ($000) $8,874 Shares 100,510 Est. Cost $63.69 Unrealized +9.6%
FOOT LOCKER INC 0.1%
Value ($000) $8,633 Shares 245,114 Est. Cost $51.92 Unrealized
WALGREENS BOOTS ALLIANCE INC 0.1%
Value ($000) $8,563 Shares 110,893 Est. Cost $78.70 Unrealized
ORLY O REILLY AUTOMOTIVE INC NEW 0.1%
Value ($000) $8,142 Shares 37,804 Est. Cost $14.79 Unrealized -10.8%
ECL ECOLAB INC 0.1%
Value ($000) $7,864 Shares 61,148 Est. Cost $120.10 Unrealized 0.0%
MSI MOTOROLA SOLUTIONS INC 0.1%
Value ($000) $7,801 Shares 91,922 Est. Cost $75.15 Unrealized +3.3%
CRM SALESFORCE COM INC 0.1%
Value ($000) $7,756 Shares 83,019 Est. Cost $84.45 Unrealized +7.6%
MA MASTERCARD INCORPORATED 0.1%
Value ($000) $7,720 Shares 54,677 Est. Cost $126.35 Unrealized 0.0%
MFC MANULIFE FINL CORP 0.1%
Value ($000) $7,709 Shares 380,945 Est. Cost $17.63 Unrealized +12.7%
BROOKFIELD ASSET MGMT INC 0.1%
Value ($000) $7,637 Shares 185,392 Est. Cost $39.16 Unrealized
BCE BCE INC 0.0%
Value ($000) $7,341 Shares 157,052 Est. Cost $26.61 Unrealized +5.1%
CA INC 0.0%
Value ($000) $7,331 Shares 219,626 Est. Cost $33.38 Unrealized
ACTIVISION BLIZZARD INC 0.0%
Value ($000) $7,277 Shares 112,799 Est. Cost $64.51 Unrealized
EA ELECTRONIC ARTS INC 0.0%
Value ($000) $7,196 Shares 60,956 Est. Cost $106.40 Unrealized +5.8%
DRI DARDEN RESTAURANTS INC 0.0%
Value ($000) $7,054 Shares 89,536 Est. Cost $60.23 Unrealized +10.9%
LAM RESEARCH CORP 0.0%
Value ($000) $6,862 Shares 37,083 Est. Cost $185.04 Unrealized
LABORATORY CORP AMER HLDGS 0.0%
Value ($000) $6,441 Shares 42,662 Est. Cost $150.98 Unrealized
NUE NUCOR CORP 0.0%
Value ($000) $6,415 Shares 114,463 Est. Cost $48.45 Unrealized -3.0%
FE FIRSTENERGY CORP 0.0%
Value ($000) $6,359 Shares 206,267 Est. Cost $21.38 Unrealized +4.5%
L BRANDS INC 0.0%
Value ($000) $6,228 Shares 149,677 Est. Cost $56.20 Unrealized
CM CDN IMPERIAL BK COMM TORONTO 0.0%
Value ($000) $6,217 Shares 71,219 Est. Cost $26.78 Unrealized +7.2%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.0%
Value ($000) $6,216 Shares 85,695 Est. Cost $62.47 Unrealized 0.0%
SWKS SKYWORKS SOLUTIONS INC 0.0%
Value ($000) $6,146 Shares 60,315 Est. Cost $85.79 Unrealized +0.6%
CBS CORP NEW 0.0%
Value ($000) $6,115 Shares 105,428 Est. Cost $59.19 Unrealized
CAT CATERPILLAR INC DEL 0.0%
Value ($000) $6,017 Shares 48,251 Est. Cost $96.02 Unrealized 0.0%
TOL TOLL BROTHERS INC 0.0%
Value ($000) $5,797 Shares 139,790 Est. Cost $38.29 Unrealized +2.7%
EFX EQUIFAX INC 0.0%
Value ($000) $5,750 Shares 54,250 Est. Cost $122.63 Unrealized -0.1%
AMT AMERICAN TOWER CORP NEW 0.0%
Value ($000) $5,750 Shares 42,067 Est. Cost $112.31 Unrealized 0.0%
SLF SUN LIFE FINL INC 0.0%
Value ($000) $5,296 Shares 133,290 Est. Cost $34.49 Unrealized +10.6%
MCK MCKESSON CORP 0.0%
Value ($000) $5,276 Shares 34,346 Est. Cost $157.83 Unrealized -7.5%
VFC V F CORP 0.0%
Value ($000) $5,171 Shares 81,336 Est. Cost $57.70 Unrealized 0.0%
CANADIAN PAC RY LTD 0.0%
Value ($000) $5,112 Shares 30,503 Est. Cost $160.67 Unrealized
FNV FRANCO NEVADA CORP 0.0%
Value ($000) $4,938 Shares 63,886 Est. Cost $46.38 Unrealized +52.3%
CPB CAMPBELL SOUP CO 0.0%
Value ($000) $4,921 Shares 105,111 Est. Cost $42.20 Unrealized -9.0%
NVDA NVIDIA CORP 0.0%
Value ($000) $4,775 Shares 26,708 Est. Cost $4.11 Unrealized 0.0%
TU TELUS CORP 0.0%
Value ($000) $4,601 Shares 128,209 Est. Cost $16.78 Unrealized +6.7%
SCANA CORP NEW 0.0%
Value ($000) $4,533 Shares 93,475 Est. Cost $48.49 Unrealized
CMI CUMMINS INC 0.0%
Value ($000) $4,524 Shares 26,924 Est. Cost $129.94 Unrealized 0.0%
URBN URBAN OUTFITTERS INC 0.0%
Value ($000) $4,516 Shares 188,953 Est. Cost $23.68 Unrealized -15.1%
GOLDCORP INC NEW 0.0%
Value ($000) $4,370 Shares 337,276 Est. Cost $17.82 Unrealized
AEM AGNICO EAGLE MINES LTD 0.0%
Value ($000) $4,268 Shares 94,551 Est. Cost $32.56 Unrealized +21.7%
MGA MAGNA INTL INC 0.0%
Value ($000) $4,243 Shares 79,682 Est. Cost $33.47 Unrealized +12.2%
BARRICK GOLD CORP 0.0%
Value ($000) $4,152 Shares 258,611 Est. Cost $15.88 Unrealized
CCL CARNIVAL CORP 0.0%
Value ($000) $4,144 Shares 64,186 Est. Cost $45.85 Unrealized +32.9%
DE DEERE & CO 0.0%
Value ($000) $4,024 Shares 32,041 Est. Cost $95.59 Unrealized +13.6%
LVS LAS VEGAS SANDS CORP 0.0%
Value ($000) $3,948 Shares 61,541 Est. Cost $49.00 Unrealized +5.5%
JBL JABIL INC 0.0%
Value ($000) $3,932 Shares 137,728 Est. Cost $28.56 Unrealized +0.2%
MU MICRON TECHNOLOGY INC 0.0%
Value ($000) $3,932 Shares 99,983 Est. Cost $30.85 Unrealized 0.0%
GWW GRAINGER W W INC 0.0%
Value ($000) $3,903 Shares 21,711 Est. Cost $197.72 Unrealized -24.4%
PHM PULTE GROUP INC 0.0%
Value ($000) $3,867 Shares 141,495 Est. Cost $23.03 Unrealized 0.0%
BDX BECTON DICKINSON & CO 0.0%
Value ($000) $3,764 Shares 19,207 Est. Cost $171.06 Unrealized 0.0%
RCI ROGERS COMMUNICATIONS INC 0.0%
Value ($000) $3,735 Shares 72,593 Est. Cost $46.20 Unrealized +10.6%
WM WASTE MGMT INC DEL 0.0%
Value ($000) $3,714 Shares 47,450 Est. Cost $58.82 Unrealized +11.6%
BP BP PLC 0.0%
Value ($000) $3,712 Shares 96,589 Est. Cost $38.86 Unrealized
CVX CHEVRON CORP NEW 0.0%
Value ($000) $3,678 Shares 31,298 Est. Cost $67.57 Unrealized +12.8%
XOM EXXON MOBIL CORP 0.0%
Value ($000) $3,512 Shares 42,845 Est. Cost $55.79 Unrealized -2.6%
RIO RIO TINTO PLC 0.0%
Value ($000) $3,510 Shares 74,380 Est. Cost $38.79 Unrealized
WPM WHEATON PRECIOUS METALS CORP 0.0%
Value ($000) $3,501 Shares 183,724 Est. Cost $18.25 Unrealized -3.3%
PBR PETROLEO BRASILEIRO SA PETRO 0.0%
Value ($000) $3,480 Shares 346,594 Est. Cost $8.96 Unrealized
LBTYAUSD LIBERTY GLOBAL PLC 0.0%
Value ($000) $3,405 Shares 100,400 Est. Cost $33.91 Unrealized
BHP BHP BILLITON LTD 0.0%
Value ($000) $3,396 Shares 83,793 Est. Cost $42.39 Unrealized
CCEP COCA COLA EUROPEAN PARTNERS 0.0%
Value ($000) $3,322 Shares 79,807 Est. Cost $32.19 Unrealized +3.6%
HCP INC 0.0%
Value ($000) $3,266 Shares 117,340 Est. Cost $27.83 Unrealized
HON HONEYWELL INTL INC 0.0%
Value ($000) $3,245 Shares 22,896 Est. Cost $98.56 Unrealized +5.9%
IMO IMPERIAL OIL LTD 0.0%
Value ($000) $3,224 Shares 101,162 Est. Cost $28.25 Unrealized -15.0%
COP CONOCOPHILLIPS 0.0%
Value ($000) $3,198 Shares 63,895 Est. Cost $37.81 Unrealized -8.9%
TECK TECK RESOURCES LTD 0.0%
Value ($000) $3,193 Shares 152,023 Est. Cost $16.79 Unrealized +29.6%
QSR RESTAURANT BRANDS INTL INC 0.0%
Value ($000) $3,135 Shares 49,181 Est. Cost $58.91 Unrealized +4.9%
AAPL APPLE INC 0.0%
Value ($000) $3,108 Shares 20,165 Est. Cost $36.15 Unrealized 0.0%
POTASH CORP SASK INC 0.0%
Value ($000) $3,063 Shares 159,481 Est. Cost $16.28 Unrealized
FTS FORTIS INC 0.0%
Value ($000) $2,974 Shares 83,086 Est. Cost $24.12 Unrealized +8.8%
AGRIUM INC 0.0%
Value ($000) $2,964 Shares 27,718 Est. Cost $90.48 Unrealized
EOG EOG RES INC 0.0%
Value ($000) $2,961 Shares 30,610 Est. Cost $64.51 Unrealized +4.6%
PBA PEMBINA PIPELINE CORP 0.0%
Value ($000) $2,946 Shares 84,157 Est. Cost $20.48 Unrealized +4.2%
VALE VALE S A 0.0%
Value ($000) $2,873 Shares 285,321 Est. Cost $9.46 Unrealized
DISH NETWORK CORP 0.0%
Value ($000) $2,862 Shares 52,784 Est. Cost $54.22 Unrealized
GROUPE CGI INC 0.0%
Value ($000) $2,793 Shares 53,989 Est. Cost $51.03 Unrealized
COST COSTCO WHSL CORP NEW 0.0%
Value ($000) $2,783 Shares 16,937 Est. Cost $140.12 Unrealized 0.0%
MHK MOHAWK INDS INC 0.0%
Value ($000) $2,739 Shares 11,068 Est. Cost $248.97 Unrealized 0.0%
SPLUNK INC 0.0%
Value ($000) $2,721 Shares 40,963 Est. Cost $66.43 Unrealized
SHW SHERWIN WILLIAMS CO 0.0%
Value ($000) $2,707 Shares 7,561 Est. Cost $106.50 Unrealized 0.0%
OXY OCCIDENTAL PETE CORP DEL 0.0%
Value ($000) $2,608 Shares 40,623 Est. Cost $57.08 Unrealized -14.4%
XILINX INC 0.0%
Value ($000) $2,508 Shares 35,403 Est. Cost $69.46 Unrealized
ITW ILLINOIS TOOL WKS INC 0.0%
Value ($000) $2,500 Shares 16,895 Est. Cost $116.05 Unrealized 0.0%
PRICELINE GRP INC 0.0%
Value ($000) $2,484 Shares 1,357 Est. Cost $1830.51 Unrealized
ENCANA CORP 0.0%
Value ($000) $2,422 Shares 206,215 Est. Cost $8.79 Unrealized
THOMSON REUTERS CORP 0.0%
Value ($000) $2,411 Shares 52,663 Est. Cost $46.24 Unrealized
UNP UNION PAC CORP 0.0%
Value ($000) $2,357 Shares 20,321 Est. Cost $89.85 Unrealized -0.8%
NKE NIKE INC 0.0%
Value ($000) $2,321 Shares 44,766 Est. Cost $50.38 Unrealized 0.0%
XL GROUP LTD 0.0%
Value ($000) $2,276 Shares 57,682 Est. Cost $39.46 Unrealized
EG EVEREST RE GROUP LTD 0.0%
Value ($000) $2,253 Shares 9,864 Est. Cost $211.82 Unrealized 0.0%
CVE CENOVUS ENERGY INC 0.0%
Value ($000) $2,168 Shares 216,776 Est. Cost $14.41 Unrealized -51.4%
NEM NEWMONT MINING CORP 0.0%
Value ($000) $2,157 Shares 57,509 Est. Cost $20.75 Unrealized +38.3%
KGC KINROSS GOLD CORP 0.0%
Value ($000) $2,149 Shares 508,027 Est. Cost $4.10 Unrealized +4.3%
UNITED TECHNOLOGIES CORP 0.0%
Value ($000) $2,093 Shares 18,028 Est. Cost $122.09 Unrealized
AVB AVALONBAY CMNTYS INC 0.0%
Value ($000) $2,046 Shares 11,465 Est. Cost $140.26 Unrealized 0.0%
TOTAL SYS SVCS INC 0.0%
Value ($000) $1,979 Shares 30,211 Est. Cost $63.22 Unrealized
CENTURYLINK INC 0.0%
Value ($000) $1,958 Shares 103,619 Est. Cost $18.90 Unrealized
AETNA INC NEW 0.0%
Value ($000) $1,893 Shares 11,904 Est. Cost $159.02 Unrealized
XEL XCEL ENERGY INC 0.0%
Value ($000) $1,849 Shares 39,084 Est. Cost $36.58 Unrealized +1.3%
VTR VENTAS INC 0.0%
Value ($000) $1,785 Shares 27,400 Est. Cost $47.09 Unrealized 0.0%
SHAW COMMUNICATIONS INC 0.0%
Value ($000) $1,767 Shares 76,957 Est. Cost $21.78 Unrealized
SPG SIMON PPTY GROUP INC NEW 0.0%
Value ($000) $1,751 Shares 10,872 Est. Cost $114.79 Unrealized -11.3%
WELL WELLTOWER INC 0.0%
Value ($000) $1,733 Shares 24,657 Est. Cost $53.94 Unrealized 0.0%
RANDGOLD RES LTD 0.0%
Value ($000) $1,733 Shares 17,744 Est. Cost $71.79 Unrealized
WAT WATERS CORP 0.0%
Value ($000) $1,669 Shares 9,297 Est. Cost $181.32 Unrealized 0.0%
PM PHILIP MORRIS INTL INC 0.0%
Value ($000) $1,654 Shares 14,901 Est. Cost $75.24 Unrealized 0.0%
SCCO SOUTHERN COPPER CORP 0.0%
Value ($000) $1,645 Shares 41,375 Est. Cost $18.97 Unrealized +38.1%
DHR DANAHER CORP DEL 0.0%
Value ($000) $1,608 Shares 18,745 Est. Cost $71.08 Unrealized 0.0%
PETROCHINA CO LTD 0.0%
Value ($000) $1,606 Shares 25,048 Est. Cost $87.77 Unrealized
GIS GENERAL MLS INC 0.0%
Value ($000) $1,605 Shares 31,017 Est. Cost $42.00 Unrealized -3.1%
GIL GILDAN ACTIVEWEAR INC 0.0%
Value ($000) $1,570 Shares 50,345 Est. Cost $25.04 Unrealized +6.8%
TE CONNECTIVITY LTD 0.0%
Value ($000) $1,559 Shares 18,767 Est. Cost $73.91 Unrealized
PNW PINNACLE WEST CAP CORP 0.0%
Value ($000) $1,537 Shares 18,171 Est. Cost $62.00 Unrealized +0.9%
ESS ESSEX PPTY TR INC 0.0%
Value ($000) $1,435 Shares 5,647 Est. Cost $196.52 Unrealized 0.0%
DISCOVER FINL SVCS 0.0%
Value ($000) $1,389 Shares 21,536 Est. Cost $63.76 Unrealized
PPG PPG INDS INC 0.0%
Value ($000) $1,376 Shares 12,663 Est. Cost $91.06 Unrealized 0.0%
PGR PROGRESSIVE CORP OHIO 0.0%
Value ($000) $1,362 Shares 28,131 Est. Cost $36.13 Unrealized 0.0%
ICE INTERCONTINENTAL EXCHANGE IN 0.0%
Value ($000) $1,338 Shares 19,481 Est. Cost $54.42 Unrealized +8.7%
TAP MOLSON COORS BREWING CO 0.0%
Value ($000) $1,328 Shares 16,261 Est. Cost $70.63 Unrealized 0.0%
ANADARKO PETE CORP 0.0%
Value ($000) $1,324 Shares 27,112 Est. Cost $78.92 Unrealized
BB BLACKBERRY LTD 0.0%
Value ($000) $1,323 Shares 118,625 Est. Cost $9.83 Unrealized -4.3%
PIONEER NAT RES CO 0.0%
Value ($000) $1,310 Shares 8,876 Est. Cost $150.73 Unrealized
CNP CENTERPOINT ENERGY INC 0.0%
Value ($000) $1,288 Shares 44,094 Est. Cost $22.32 Unrealized 0.0%
VARIAN MED SYS INC 0.0%
Value ($000) $1,279 Shares 12,779 Est. Cost $103.18 Unrealized
RGLD ROYAL GOLD INC 0.0%
Value ($000) $1,271 Shares 14,770 Est. Cost $61.14 Unrealized +41.6%
DDR CORP 0.0%
Value ($000) $1,241 Shares 135,520 Est. Cost $9.14 Unrealized
ALL ALLSTATE CORP 0.0%
Value ($000) $1,209 Shares 13,154 Est. Cost $75.17 Unrealized 0.0%
CME CME GROUP INC 0.0%
Value ($000) $1,183 Shares 8,716 Est. Cost $81.32 Unrealized +14.3%
CMS CMS ENERGY CORP 0.0%
Value ($000) $1,183 Shares 25,542 Est. Cost $36.87 Unrealized 0.0%
ELV ANTHEM INC 0.0%
Value ($000) $1,177 Shares 6,199 Est. Cost $170.45 Unrealized 0.0%
HIG HARTFORD FINL SVCS GROUP INC 0.0%
Value ($000) $1,176 Shares 21,211 Est. Cost $45.23 Unrealized 0.0%
DTE DTE ENERGY CO 0.0%
Value ($000) $1,158 Shares 10,788 Est. Cost $68.70 Unrealized +1.8%
LYB LYONDELLBASELL INDUSTRIES N 0.0%
Value ($000) $1,106 Shares 11,163 Est. Cost $48.97 Unrealized +11.4%
COF CAPITAL ONE FINL CORP 0.0%
Value ($000) $1,068 Shares 12,617 Est. Cost $76.35 Unrealized -6.6%
MCO MOODYS CORP 0.0%
Value ($000) $1,065 Shares 7,649 Est. Cost $96.65 Unrealized +26.2%
EMR EMERSON ELEC CO 0.0%
Value ($000) $1,016 Shares 16,170 Est. Cost $49.23 Unrealized 0.0%
CONCHO RES INC 0.0%
Value ($000) $1,015 Shares 7,705 Est. Cost $114.25 Unrealized
VALEANT PHARMACEUTICALS INTL 0.0%
Value ($000) $1,005 Shares 70,269 Est. Cost $17.36 Unrealized
CRESCENT PT ENERGY CORP 0.0%
Value ($000) $930 Shares 116,095 Est. Cost $26.40 Unrealized
PRAXAIR INC 0.0%
Value ($000) $927 Shares 6,637 Est. Cost $139.67 Unrealized
YAMANA GOLD INC 0.0%
Value ($000) $924 Shares 349,291 Est. Cost $5.27 Unrealized
CB CHUBB LIMITED 0.0%
Value ($000) $923 Shares 6,472 Est. Cost $124.84 Unrealized 0.0%
ED CONSOLIDATED EDISON INC 0.0%
Value ($000) $921 Shares 11,419 Est. Cost $61.26 Unrealized 0.0%
ES EVERSOURCE ENERGY 0.0%
Value ($000) $893 Shares 14,772 Est. Cost $46.03 Unrealized 0.0%
DELPHI AUTOMOTIVE PLC 0.0%
Value ($000) $886 Shares 9,001 Est. Cost $98.43 Unrealized
UNH UNITEDHEALTH GROUP INC 0.0%
Value ($000) $880 Shares 4,492 Est. Cost $129.15 Unrealized +30.8%
APACHE CORP 0.0%
Value ($000) $879 Shares 19,198 Est. Cost $70.42 Unrealized
SCHW SCHWAB CHARLES CORP NEW 0.0%
Value ($000) $854 Shares 19,522 Est. Cost $37.16 Unrealized 0.0%
FFIV F5 NETWORKS INC 0.0%
Value ($000) $841 Shares 6,974 Est. Cost $120.71 Unrealized 0.0%
HESS CORP 0.0%
Value ($000) $767 Shares 16,357 Est. Cost $65.05 Unrealized
LNT ALLIANT ENERGY CORP 0.0%
Value ($000) $758 Shares 18,232 Est. Cost $31.55 Unrealized +1.5%
CONTINENTAL RESOURCES INC 0.0%
Value ($000) $749 Shares 19,395 Est. Cost $59.58 Unrealized
AEE AMEREN CORP 0.0%
Value ($000) $740 Shares 12,791 Est. Cost $43.94 Unrealized +3.4%
NOBLE ENERGY INC 0.0%
Value ($000) $728 Shares 25,663 Est. Cost $50.35 Unrealized
ANGLOGOLD ASHANTI LTD 0.0%
Value ($000) $715 Shares 77,014 Est. Cost $12.35 Unrealized
FEDERAL REALTY INVT TR 0.0%
Value ($000) $676 Shares 5,445 Est. Cost $124.15 Unrealized
CTRA CABOT OIL & GAS CORP 0.0%
Value ($000) $670 Shares 25,052 Est. Cost $20.95 Unrealized -11.2%
GFI GOLD FIELDS LTD NEW 0.0%
Value ($000) $666 Shares 154,549 Est. Cost $3.95 Unrealized
GGP INC 0.0%
Value ($000) $657 Shares 31,656 Est. Cost $20.75 Unrealized
ELDORADO GOLD CORP NEW 0.0%
Value ($000) $654 Shares 298,328 Est. Cost $4.98 Unrealized
APARTMENT INVT & MGMT CO 0.0%
Value ($000) $618 Shares 14,095 Est. Cost $42.99 Unrealized
EQT EQT CORP 0.0%
Value ($000) $603 Shares 9,241 Est. Cost $43.65 Unrealized -28.2%
HANESBRANDS INC 0.0%
Value ($000) $603 Shares 24,463 Est. Cost $24.65 Unrealized
WESTROCK CO 0.0%
Value ($000) $590 Shares 10,396 Est. Cost $56.75 Unrealized
INGR INGREDION INC 0.0%
Value ($000) $583 Shares 4,830 Est. Cost $121.92 Unrealized 0.0%
MARATHON OIL CORP 0.0%
Value ($000) $577 Shares 42,572 Est. Cost $25.45 Unrealized
CIMAREX ENERGY CO 0.0%
Value ($000) $564 Shares 4,960 Est. Cost $103.88 Unrealized
COOPER COS INC 0.0%
Value ($000) $544 Shares 2,293 Est. Cost $237.24 Unrealized
BTG B2GOLD CORP 0.0%
Value ($000) $515 Shares 187,188 Est. Cost $1.81 Unrealized +16.8%
KIRKLAND LAKE GOLD LTD 0.0%
Value ($000) $515 Shares 40,035 Est. Cost $12.86 Unrealized
TSLA TESLA INC 0.0%
Value ($000) $514 Shares 1,507 Est. Cost $23.07 Unrealized 0.0%
GAP GAP INC DEL 0.0%
Value ($000) $497 Shares 16,827 Est. Cost $16.59 Unrealized +10.6%
TIFFANY & CO NEW 0.0%
Value ($000) $492 Shares 5,358 Est. Cost $91.83 Unrealized
TEVA TEVA PHARMACEUTICAL INDS LTD 0.0%
Value ($000) $488 Shares 27,700 Est. Cost $61.87 Unrealized
AIG AMERICAN INTL GROUP INC 0.0%
Value ($000) $465 Shares 7,578 Est. Cost $50.15 Unrealized 0.0%
SIBANYE STILLWATER 0.0%
Value ($000) $453 Shares 101,575 Est. Cost $12.65 Unrealized
CORE LABORATORIES N V 0.0%
Value ($000) $436 Shares 4,417 Est. Cost $98.71 Unrealized
PRU PRUDENTIAL FINL INC 0.0%
Value ($000) $428 Shares 4,029 Est. Cost $71.07 Unrealized +1.4%
HD HOME DEPOT INC 0.0%
Value ($000) $425 Shares 2,597 Est. Cost $125.16 Unrealized 0.0%
LULU LULULEMON ATHLETICA INC 0.0%
Value ($000) $423 Shares 6,799 Est. Cost $62.26 Unrealized -3.2%
DAL DELTA AIR LINES INC DEL 0.0%
Value ($000) $409 Shares 8,480 Est. Cost $44.31 Unrealized +2.2%
ABT ABBOTT LABS 0.0%
Value ($000) $407 Shares 7,623 Est. Cost $43.36 Unrealized 0.0%
NGD NEW GOLD INC CDA 0.0%
Value ($000) $393 Shares 106,168 Est. Cost $5.10 Unrealized -32.3%
CMA COMERICA INC 0.0%
Value ($000) $362 Shares 4,746 Est. Cost $49.86 Unrealized 0.0%
TAHOE RES INC 0.0%
Value ($000) $354 Shares 67,542 Est. Cost $13.11 Unrealized
AES AES CORP 0.0%
Value ($000) $343 Shares 31,128 Est. Cost $8.38 Unrealized -1.8%
TURQUOISE HILL RES LTD 0.0%
Value ($000) $337 Shares 109,032 Est. Cost $3.63 Unrealized
NTRS NORTHERN TR CORP 0.0%
Value ($000) $337 Shares 3,662 Est. Cost $71.05 Unrealized 0.0%
KIM KIMCO RLTY CORP 0.0%
Value ($000) $330 Shares 16,874 Est. Cost $12.87 Unrealized 0.0%
TD AMERITRADE HLDG CORP 0.0%
Value ($000) $321 Shares 6,583 Est. Cost $48.76 Unrealized
PRETIUM RES INC 0.0%
Value ($000) $318 Shares 34,307 Est. Cost $9.60 Unrealized
ANSYS INC 0.0%
Value ($000) $315 Shares 2,569 Est. Cost $121.65 Unrealized
GREAT PLAINS ENERGY INC 0.0%
Value ($000) $283 Shares 9,342 Est. Cost $30.29 Unrealized
CRL CHARLES RIV LABS INTL INC 0.0%
Value ($000) $278 Shares 2,574 Est. Cost $92.05 Unrealized +11.6%
IDXX IDEXX LABS INC 0.0%
Value ($000) $271 Shares 1,743 Est. Cost $158.10 Unrealized 0.0%
JKHY HENRY JACK & ASSOC INC 0.0%
Value ($000) $238 Shares 2,315 Est. Cost $90.11 Unrealized +4.0%
TECH BIO TECHNE CORP 0.0%
Value ($000) $236 Shares 1,955 Est. Cost $26.08 Unrealized +8.9%
BXP BOSTON PROPERTIES INC 0.0%
Value ($000) $229 Shares 1,860 Est. Cost $86.92 Unrealized -3.7%
SJM SMUCKER J M CO 0.0%
Value ($000) $222 Shares 2,114 Est. Cost $87.54 Unrealized 0.0%
LNC LINCOLN NATL CORP IND 0.0%
Value ($000) $218 Shares 2,963 Est. Cost $47.43 Unrealized +5.3%
ATR APTARGROUP INC 0.0%
Value ($000) $215 Shares 2,490 Est. Cost $73.48 Unrealized +3.7%
OWENS ILL INC 0.0%
Value ($000) $208 Shares 8,266 Est. Cost $23.93 Unrealized
CCJ CAMECO CORP 0.0%
Value ($000) $206 Shares 21,432 Est. Cost $15.00 Unrealized -36.8%
EQR EQUITY RESIDENTIAL 0.0%
Value ($000) $204 Shares 3,093 Est. Cost $49.13 Unrealized 0.0%
NUANCE COMMUNICATIONS INC 0.0%
Value ($000) $185 Shares 11,782 Est. Cost $17.41 Unrealized