Campbell & CO Investment Adviser LLC Quant / Systematic

CIK: 0001353570 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 2, 2016

Total Value ($000): $27,145 (100.0% shares, 0.0% debt)

Holdings (123)

CCK CROWN HOLDINGS INC 1.6%
Value ($000) $444 Shares 8,952 Est. Cost $44.60 Unrealized 0.0%
AVT AVNET INC 1.6%
Value ($000) $434 Shares 9,789 Est. Cost $32.81 Unrealized 0.0%
DIS DISNEY WALT CO 1.4%
Value ($000) $389 Shares 3,918 Est. Cost $88.98 Unrealized 0.0%
TGNA TEGNA INC 1.4%
Value ($000) $378 Shares 16,096 Est. Cost $15.19 Unrealized 0.0%
LIBERTY INTERACTIVE CORP 1.4%
Value ($000) $377 Shares 14,933 Est. Cost $25.25 Unrealized
IOSP INNOSPEC INC 1.4%
Value ($000) $367 Shares 8,459 Est. Cost $45.14 Unrealized -10.5%
RENEWABLE ENERGY GROUP INC 1.3%
Value ($000) $358 Shares 37,941 Est. Cost $9.44 Unrealized
BRC BRADY CORP 1.3%
Value ($000) $357 Shares 13,299 Est. Cost $19.95 Unrealized 0.0%
HSN INC 1.3%
Value ($000) $351 Shares 6,702 Est. Cost $52.37 Unrealized
KRATON PERFORMANCE POLYMERS 1.3%
Value ($000) $347 Shares 20,054 Est. Cost $17.30 Unrealized
AER AERCAP HOLDINGS NV 1.3%
Value ($000) $345 Shares 8,892 Est. Cost $33.90 Unrealized 0.0%
REYNOLDS AMERICAN INC 1.2%
Value ($000) $337 Shares 6,701 Est. Cost $50.29 Unrealized
L BRANDS INC 1.2%
Value ($000) $327 Shares 3,729 Est. Cost $87.69 Unrealized
ALLIED WRLD ASSUR COM HLDG A 1.2%
Value ($000) $326 Shares 9,333 Est. Cost $34.93 Unrealized
ORA ORMAT TECHNOLOGIES INC 1.2%
Value ($000) $325 Shares 7,884 Est. Cost $34.36 Unrealized +0.6%
BHE BENCHMARK ELECTRS INC 1.2%
Value ($000) $324 Shares 14,063 Est. Cost $17.53 Unrealized 0.0%
PINNACLE FOODS INC DEL 1.2%
Value ($000) $321 Shares 7,177 Est. Cost $41.90 Unrealized
DEO DIAGEO P L C 1.2%
Value ($000) $321 Shares 2,973 Est. Cost $109.00 Unrealized
BT GROUP PLC 1.2%
Value ($000) $318 Shares 9,918 Est. Cost $33.83 Unrealized
AD UNITED STATES CELLULAR CORP 1.2%
Value ($000) $315 Shares 6,900 Est. Cost $22.52 Unrealized 0.0%
VMC VULCAN MATLS CO 1.1%
Value ($000) $309 Shares 2,925 Est. Cost $87.06 Unrealized 0.0%
GRACE W R & CO DEL NEW 1.1%
Value ($000) $307 Shares 4,310 Est. Cost $71.23 Unrealized
LYB LYONDELLBASELL INDUSTRIES N 1.1%
Value ($000) $305 Shares 3,559 Est. Cost $45.77 Unrealized 0.0%
BK BANK NEW YORK MELLON CORP 1.1%
Value ($000) $297 Shares 8,077 Est. Cost $28.16 Unrealized 0.0%
ATR APTARGROUP INC 1.1%
Value ($000) $286 Shares 3,642 Est. Cost $64.16 Unrealized 0.0%
SHEN SHENANDOAH TELECOMMUNICATION 1.0%
Value ($000) $285 Shares 10,662 Est. Cost $22.98 Unrealized 0.0%
HTO SJW CORP 1.0%
Value ($000) $281 Shares 7,744 Est. Cost $33.66 Unrealized 0.0%
DENNYS CORP 1.0%
Value ($000) $275 Shares 26,541 Est. Cost $10.12 Unrealized
CE CELANESE CORP DEL 1.0%
Value ($000) $271 Shares 4,134 Est. Cost $51.27 Unrealized 0.0%
JBSS SANFILIPPO JOHN B & SON INC 1.0%
Value ($000) $269 Shares 3,893 Est. Cost $51.70 Unrealized +20.8%
BROADSOFT INC 1.0%
Value ($000) $268 Shares 6,643 Est. Cost $40.34 Unrealized
CAVIUM INC 1.0%
Value ($000) $267 Shares 4,369 Est. Cost $61.11 Unrealized
BWA BORGWARNER INC 1.0%
Value ($000) $263 Shares 6,844 Est. Cost $25.48 Unrealized 0.0%
ALSN ALLISON TRANSMISSION HLDGS I 1.0%
Value ($000) $262 Shares 9,709 Est. Cost $22.88 Unrealized -9.8%
GM GENERAL MTRS CO 1.0%
Value ($000) $261 Shares 8,305 Est. Cost $24.28 Unrealized 0.0%
CCU COMPANIA CERVECERIAS UNIDAS 0.9%
Value ($000) $255 Shares 11,338 Est. Cost $21.77 Unrealized
ORBOTECH LTD 0.9%
Value ($000) $251 Shares 10,576 Est. Cost $22.16 Unrealized
HSBC HSBC HLDGS PLC 0.9%
Value ($000) $251 Shares 8,078 Est. Cost $31.07 Unrealized
WHOLE FOODS MKT INC 0.9%
Value ($000) $249 Shares 8,012 Est. Cost $31.08 Unrealized
POST POST HLDGS INC 0.9%
Value ($000) $246 Shares 3,578 Est. Cost $42.18 Unrealized 0.0%
DTE DTE ENERGY CO 0.9%
Value ($000) $246 Shares 2,718 Est. Cost $51.98 Unrealized 0.0%
CPS COOPER STD HLDGS INC 0.9%
Value ($000) $245 Shares 3,404 Est. Cost $70.97 Unrealized 0.0%
CONNECTICUT WTR SVC INC 0.9%
Value ($000) $245 Shares 5,435 Est. Cost $45.08 Unrealized
AEO AMERICAN EAGLE OUTFITTERS NE 0.9%
Value ($000) $243 Shares 14,564 Est. Cost $11.46 Unrealized 0.0%
WNC WABASH NATL CORP 0.9%
Value ($000) $243 Shares 18,410 Est. Cost $9.71 Unrealized 0.0%
GLOBAL BRASS & COPPR HLDGS I 0.9%
Value ($000) $241 Shares 9,652 Est. Cost $21.32 Unrealized
MA MASTERCARD INC 0.9%
Value ($000) $239 Shares 2,526 Est. Cost $83.42 Unrealized 0.0%
BANC BANC OF CALIFORNIA INC 0.9%
Value ($000) $236 Shares 13,479 Est. Cost $11.96 Unrealized 0.0%
AFG AMERICAN FINL GROUP INC OHIO 0.9%
Value ($000) $235 Shares 3,339 Est. Cost $32.80 Unrealized 0.0%
KELYA KELLY SVCS INC 0.9%
Value ($000) $235 Shares 12,312 Est. Cost $14.59 Unrealized 0.0%
ATLAS AIR WORLDWIDE HLDGS IN 0.9%
Value ($000) $234 Shares 5,541 Est. Cost $42.23 Unrealized
VRSK VERISK ANALYTICS INC 0.8%
Value ($000) $230 Shares 2,875 Est. Cost $69.80 Unrealized 0.0%
FF FUTUREFUEL CORPORATION 0.8%
Value ($000) $228 Shares 19,337 Est. Cost $3.50 Unrealized 0.0%
CHIMERA INVT CORP 0.8%
Value ($000) $224 Shares 16,463 Est. Cost $13.61 Unrealized
NVGS NAVIGATOR HOLDINGS LTD 0.8%
Value ($000) $223 Shares 13,778 Est. Cost $14.10 Unrealized 0.0%
AN AUTONATION INC 0.8%
Value ($000) $222 Shares 4,752 Est. Cost $48.43 Unrealized 0.0%
F FORD MTR CO DEL 0.8%
Value ($000) $221 Shares 16,395 Est. Cost $7.45 Unrealized 0.0%
SCHULMAN A INC 0.8%
Value ($000) $220 Shares 8,079 Est. Cost $27.23 Unrealized
UAL UNITED CONTL HLDGS INC 0.8%
Value ($000) $220 Shares 3,668 Est. Cost $53.10 Unrealized 0.0%
VERIFONE SYS INC 0.8%
Value ($000) $218 Shares 7,711 Est. Cost $28.27 Unrealized
PCG PG&E CORP 0.8%
Value ($000) $217 Shares 3,638 Est. Cost $52.19 Unrealized 0.0%
CORELOGIC INC 0.8%
Value ($000) $215 Shares 6,200 Est. Cost $34.68 Unrealized
MSEX MIDDLESEX WATER CO 0.8%
Value ($000) $214 Shares 6,922 Est. Cost $28.35 Unrealized 0.0%
NEENAH PAPER INC 0.8%
Value ($000) $214 Shares 3,359 Est. Cost $63.71 Unrealized
AME AMETEK INC NEW 0.8%
Value ($000) $211 Shares 4,218 Est. Cost $44.56 Unrealized 0.0%
DAL DELTA AIR LINES INC DEL 0.8%
Value ($000) $210 Shares 4,311 Est. Cost $41.37 Unrealized 0.0%
ROWAN COMPANIES PLC 0.8%
Value ($000) $210 Shares 13,050 Est. Cost $16.09 Unrealized
COKE COCA COLA BOTTLING CO CONS 0.8%
Value ($000) $209 Shares 1,306 Est. Cost $15.85 Unrealized 0.0%
NUE NUCOR CORP 0.8%
Value ($000) $209 Shares 4,411 Est. Cost $32.43 Unrealized 0.0%
ICE INTERCONTINENTAL EXCHANGE IN 0.8%
Value ($000) $208 Shares 886 Est. Cost $42.86 Unrealized 0.0%
EBF ENNIS INC 0.8%
Value ($000) $207 Shares 10,577 Est. Cost $10.11 Unrealized 0.0%
UNILEVER PLC 0.8%
Value ($000) $207 Shares 4,576 Est. Cost $40.80 Unrealized
ARMOUR RESIDENTIAL REIT INC 0.8%
Value ($000) $207 Shares 9,632 Est. Cost $21.49 Unrealized
CHINA PETE & CHEM CORP 0.8%
Value ($000) $206 Shares 3,156 Est. Cost $65.27 Unrealized
U S CONCRETE INC 0.8%
Value ($000) $206 Shares 3,460 Est. Cost $59.54 Unrealized
AMERICAN CAPITAL AGENCY CORP 0.8%
Value ($000) $204 Shares 10,974 Est. Cost $18.59 Unrealized
CALPINE CORP 0.8%
Value ($000) $204 Shares 13,448 Est. Cost $15.17 Unrealized
GSM FERROGLOBE PLC 0.8%
Value ($000) $204 Shares 23,100 Est. Cost $8.04 Unrealized 0.0%
ORCHIDS PAPER PRODS CO DEL 0.7%
Value ($000) $203 Shares 7,361 Est. Cost $27.58 Unrealized
BUNGE LIMITED 0.7%
Value ($000) $203 Shares 3,581 Est. Cost $56.69 Unrealized
NEW YORK CMNTY BANCORP INC 0.7%
Value ($000) $202 Shares 12,700 Est. Cost $15.91 Unrealized
FOOT LOCKER INC 0.7%
Value ($000) $202 Shares 3,125 Est. Cost $64.64 Unrealized
FNV FRANCO NEVADA CORP 0.7%
Value ($000) $201 Shares 3,273 Est. Cost $48.36 Unrealized 0.0%
BROADCOM LTD 0.7%
Value ($000) $201 Shares 1,299 Est. Cost $154.73 Unrealized
VFC V F CORP 0.7%
Value ($000) $200 Shares 3,096 Est. Cost $58.07 Unrealized 0.0%
MXL MAXLINEAR INC 0.7%
Value ($000) $200 Shares 10,835 Est. Cost $15.86 Unrealized 0.0%
TSAKOS ENERGY NAVIGATION LTD 0.7%
Value ($000) $196 Shares 31,791 Est. Cost $7.78 Unrealized
MHO M/I HOMES INC 0.7%
Value ($000) $191 Shares 10,215 Est. Cost $17.98 Unrealized 0.0%
AGRO ADECOAGRO S A 0.7%
Value ($000) $186 Shares 16,071 Est. Cost $8.78 Unrealized +23.0%
PLY GEM HLDGS INC 0.7%
Value ($000) $184 Shares 13,128 Est. Cost $14.02 Unrealized
NOK NOKIA CORP 0.6%
Value ($000) $173 Shares 29,231 Est. Cost $5.92 Unrealized
CLIFTON BANCORP INC 0.6%
Value ($000) $166 Shares 10,985 Est. Cost $14.36 Unrealized
PLAB PHOTRONICS INC 0.6%
Value ($000) $160 Shares 15,367 Est. Cost $9.75 Unrealized +10.7%
RITM NEW RESIDENTIAL INVT CORP 0.6%
Value ($000) $158 Shares 13,609 Est. Cost $12.09 Unrealized
HATTERAS FINL CORP 0.6%
Value ($000) $157 Shares 10,987 Est. Cost $14.29 Unrealized
SIBANYE GOLD LTD 0.6%
Value ($000) $157 Shares 10,318 Est. Cost $15.22 Unrealized
WINTHROP RLTY TR 0.5%
Value ($000) $149 Shares 11,355 Est. Cost $14.82 Unrealized
DHT DHT HOLDINGS INC 0.5%
Value ($000) $148 Shares 25,628 Est. Cost $3.55 Unrealized -19.8%
BIOTELEMETRY INC 0.5%
Value ($000) $143 Shares 12,210 Est. Cost $11.71 Unrealized
ORBCOMM INC 0.5%
Value ($000) $140 Shares 13,855 Est. Cost $10.10 Unrealized
ARLINGTON ASSET INVT CORP 0.5%
Value ($000) $138 Shares 11,018 Est. Cost $12.52 Unrealized
ASCENA RETAIL GROUP INC 0.5%
Value ($000) $134 Shares 12,090 Est. Cost $11.08 Unrealized
FLEX FLEXTRONICS INTL LTD 0.5%
Value ($000) $132 Shares 10,906 Est. Cost $8.04 Unrealized 0.0%
NEWT NEWTEK BUSINESS SVCS CORP 0.5%
Value ($000) $132 Shares 10,520 Est. Cost $11.44 Unrealized 0.0%
ASC ARDMORE SHIPPING CORP 0.5%
Value ($000) $130 Shares 15,384 Est. Cost $7.24 Unrealized 0.0%
CALLON PETE CO DEL 0.4%
Value ($000) $121 Shares 13,662 Est. Cost $8.86 Unrealized
TELFY TELEFONICA S A 0.4%
Value ($000) $119 Shares 10,728 Est. Cost $11.09 Unrealized
CBZ CBIZ INC 0.4%
Value ($000) $109 Shares 10,783 Est. Cost $10.59 Unrealized -4.3%
TEEKAY TANKERS LTD 0.4%
Value ($000) $106 Shares 28,954 Est. Cost $6.26 Unrealized
ENDOLOGIX INC 0.4%
Value ($000) $103 Shares 12,370 Est. Cost $8.33 Unrealized
OMNOVA SOLUTIONS INC 0.4%
Value ($000) $102 Shares 18,407 Est. Cost $5.54 Unrealized
BLUCORA INC 0.4%
Value ($000) $99 Shares 19,148 Est. Cost $5.17 Unrealized
SCORPIO TANKERS INC 0.3%
Value ($000) $95 Shares 16,285 Est. Cost $8.03 Unrealized
LIONBRIDGE TECHNOLOGIES INC 0.3%
Value ($000) $93 Shares 18,454 Est. Cost $4.93 Unrealized
MTG MGIC INVT CORP WIS 0.3%
Value ($000) $92 Shares 11,969 Est. Cost $7.16 Unrealized 0.0%
TTMI TTM TECHNOLOGIES INC 0.3%
Value ($000) $92 Shares 13,801 Est. Cost $7.17 Unrealized -14.0%
ANWORTH MORTGAGE ASSET CP 0.3%
Value ($000) $88 Shares 18,879 Est. Cost $4.66 Unrealized
MITK MITEK SYS INC 0.3%
Value ($000) $85 Shares 13,061 Est. Cost $5.12 Unrealized 0.0%
MERITOR INC 0.3%
Value ($000) $84 Shares 10,429 Est. Cost $8.38 Unrealized
PETROBRAS ARGENTINA S A 0.3%
Value ($000) $81 Shares 12,383 Est. Cost $6.54 Unrealized
SUPERVALU INC 0.2%
Value ($000) $66 Shares 11,490 Est. Cost $8.09 Unrealized
MUFG MITSUBISHI UFJ FINL GROUP IN 0.2%
Value ($000) $49 Shares 10,705 Est. Cost $4.58 Unrealized
ISRAEL CHEMICALS LTD 0.2%
Value ($000) $46 Shares 10,833 Est. Cost $4.25 Unrealized