Campbell & CO Investment Adviser LLC Quant / Systematic

CIK: 0001353570 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $19,780 (100.0% shares, 0.0% debt)

Holdings (88)

PEG PUBLIC SVC ENTERPRISE GROUP 2.8%
Value ($000) $548 Shares 11,767 Est. Cost $32.52 Unrealized 0.0%
EG EVEREST RE GROUP LTD 2.6%
Value ($000) $509 Shares 2,784 Est. Cost $150.24 Unrealized 0.0%
PENN PENN NATL GAMING INC 2.5%
Value ($000) $497 Shares 35,657 Est. Cost $15.65 Unrealized 0.0%
CMC COMMERCIAL METALS CO 2.4%
Value ($000) $469 Shares 27,772 Est. Cost $14.25 Unrealized 0.0%
PIONEER NAT RES CO 2.1%
Value ($000) $425 Shares 2,809 Est. Cost $151.30 Unrealized
CAKE CHEESECAKE FACTORY INC 2.1%
Value ($000) $423 Shares 8,794 Est. Cost $41.12 Unrealized 0.0%
CENTURYLINK INC 2.0%
Value ($000) $387 Shares 13,348 Est. Cost $28.99 Unrealized
BF/B BROWN FORMAN CORP 1.9%
Value ($000) $380 Shares 3,811 Est. Cost $32.53 Unrealized 0.0%
ODFL OLD DOMINION FGHT LINES INC 1.8%
Value ($000) $357 Shares 5,921 Est. Cost $20.56 Unrealized 0.0%
TSN TYSON FOODS INC 1.8%
Value ($000) $352 Shares 5,273 Est. Cost $51.07 Unrealized 0.0%
NPO ENPRO INDS INC 1.7%
Value ($000) $344 Shares 7,752 Est. Cost $51.75 Unrealized 0.0%
BOB EVANS FARMS INC 1.7%
Value ($000) $331 Shares 8,718 Est. Cost $37.97 Unrealized
SNX SYNNEX CORP 1.6%
Value ($000) $322 Shares 3,391 Est. Cost $39.27 Unrealized 0.0%
PKX POSCO 1.6%
Value ($000) $322 Shares 7,245 Est. Cost $44.44 Unrealized
CAL CALERES INC 1.6%
Value ($000) $320 Shares 13,229 Est. Cost $21.43 Unrealized 0.0%
MSEX MIDDLESEX WATER CO 1.6%
Value ($000) $318 Shares 7,334 Est. Cost $28.84 Unrealized +28.3%
LOPE GRAND CANYON ED INC 1.6%
Value ($000) $313 Shares 7,849 Est. Cost $42.19 Unrealized 0.0%
MYGN MYRIAD GENETICS INC 1.5%
Value ($000) $303 Shares 9,902 Est. Cost $34.74 Unrealized 0.0%
OPLN KAR AUCTION SVCS INC 1.5%
Value ($000) $302 Shares 7,230 Est. Cost $14.96 Unrealized 0.0%
DKS DICKS SPORTING GOODS INC 1.5%
Value ($000) $291 Shares 6,460 Est. Cost $33.28 Unrealized 0.0%
AIR AAR CORP 1.5%
Value ($000) $288 Shares 12,318 Est. Cost $22.93 Unrealized 0.0%
CHIMERA INVT CORP 1.4%
Value ($000) $284 Shares 18,094 Est. Cost $13.80 Unrealized
ESSENDANT INC 1.4%
Value ($000) $270 Shares 8,820 Est. Cost $30.61 Unrealized
MA MASTERCARD INC 1.3%
Value ($000) $267 Shares 3,035 Est. Cost $84.57 Unrealized +6.7%
PPG PPG INDS INC 1.3%
Value ($000) $266 Shares 2,551 Est. Cost $91.56 Unrealized 0.0%
EL LAUDER ESTEE COS INC 1.3%
Value ($000) $265 Shares 2,906 Est. Cost $82.50 Unrealized 0.0%
DIN DINEEQUITY INC 1.3%
Value ($000) $265 Shares 3,125 Est. Cost $56.28 Unrealized 0.0%
HEADWATERS INC 1.3%
Value ($000) $263 Shares 14,684 Est. Cost $17.91 Unrealized
LIBERTY INTERACTIVE CORP 1.3%
Value ($000) $262 Shares 10,314 Est. Cost $25.25 Unrealized
JAZZ JAZZ PHARMACEUTICALS PLC 1.3%
Value ($000) $257 Shares 1,822 Est. Cost $147.42 Unrealized 0.0%
NWE NORTHWESTERN CORP 1.3%
Value ($000) $257 Shares 4,080 Est. Cost $39.68 Unrealized 0.0%
CVBF CVB FINL CORP 1.3%
Value ($000) $253 Shares 15,432 Est. Cost $12.05 Unrealized 0.0%
SHEN SHENANDOAH TELECOMMUNICATION 1.3%
Value ($000) $253 Shares 6,481 Est. Cost $22.98 Unrealized +34.6%
KEP KOREA ELECTRIC PWR 1.3%
Value ($000) $252 Shares 9,724 Est. Cost $25.92 Unrealized
PAAS PAN AMERICAN SILVER CORP 1.3%
Value ($000) $252 Shares 15,344 Est. Cost $14.31 Unrealized 0.0%
ORA ORMAT TECHNOLOGIES INC 1.3%
Value ($000) $248 Shares 5,676 Est. Cost $34.36 Unrealized +16.7%
SUPERIOR INDS INTL INC 1.2%
Value ($000) $247 Shares 9,236 Est. Cost $26.74 Unrealized
HD HOME DEPOT INC 1.2%
Value ($000) $238 Shares 1,861 Est. Cost $104.97 Unrealized 0.0%
GULFPORT ENERGY CORP 1.2%
Value ($000) $236 Shares 7,552 Est. Cost $31.25 Unrealized
HOLX HOLOGIC INC 1.2%
Value ($000) $233 Shares 6,729 Est. Cost $34.63 Unrealized 0.0%
DLB DOLBY LABORATORIES INC 1.2%
Value ($000) $232 Shares 4,842 Est. Cost $40.14 Unrealized 0.0%
CTRA CABOT OIL & GAS CORP 1.1%
Value ($000) $224 Shares 8,704 Est. Cost $17.47 Unrealized 0.0%
PLCE CHILDRENS PL INC 1.1%
Value ($000) $222 Shares 2,770 Est. Cost $75.27 Unrealized 0.0%
TD TORONTO DOMINION BK ONT 1.1%
Value ($000) $219 Shares 5,109 Est. Cost $43.53 Unrealized 0.0%
NETSUITE INC 1.1%
Value ($000) $216 Shares 2,967 Est. Cost $72.80 Unrealized
CRESCENT PT ENERGY CORP 1.1%
Value ($000) $215 Shares 13,617 Est. Cost $15.79 Unrealized
FIZZ NATIONAL BEVERAGE CORP 1.1%
Value ($000) $211 Shares 3,359 Est. Cost $19.51 Unrealized 0.0%
PINNACLE FOODS INC DEL 1.1%
Value ($000) $211 Shares 4,557 Est. Cost $41.90 Unrealized
SSNC SS&C TECHNOLOGIES HLDGS INC 1.1%
Value ($000) $209 Shares 7,452 Est. Cost $29.98 Unrealized 0.0%
PLY GEM HLDGS INC 1.1%
Value ($000) $208 Shares 14,281 Est. Cost $14.06 Unrealized
ROG ROGERS CORP 1.1%
Value ($000) $208 Shares 3,401 Est. Cost $61.56 Unrealized 0.0%
BIOTELEMETRY INC 1.0%
Value ($000) $206 Shares 12,621 Est. Cost $11.86 Unrealized
CDE COEUR MNG INC 1.0%
Value ($000) $204 Shares 19,161 Est. Cost $7.86 Unrealized 0.0%
CONNECTICUT WTR SVC INC 1.0%
Value ($000) $203 Shares 3,607 Est. Cost $45.08 Unrealized
EQR EQUITY RESIDENTIAL 1.0%
Value ($000) $203 Shares 2,946 Est. Cost $46.36 Unrealized 0.0%
ORCHIDS PAPER PRODS CO DEL 1.0%
Value ($000) $203 Shares 5,707 Est. Cost $27.58 Unrealized
THG HANOVER INS GROUP INC 1.0%
Value ($000) $202 Shares 2,384 Est. Cost $65.15 Unrealized 0.0%
CPS COOPER STD HLDGS INC 1.0%
Value ($000) $201 Shares 2,539 Est. Cost $70.97 Unrealized +13.7%
MTG MGIC INVT CORP WIS 1.0%
Value ($000) $191 Shares 32,056 Est. Cost $6.94 Unrealized -1.9%
WEB COM GROUP INC 1.0%
Value ($000) $190 Shares 10,427 Est. Cost $18.22 Unrealized
AHRT ARMADA HOFFLER PPTYS INC 0.9%
Value ($000) $177 Shares 12,903 Est. Cost $13.72 Unrealized
AMERICA MOVIL SAB DE CV 0.9%
Value ($000) $174 Shares 14,169 Est. Cost $12.28 Unrealized
DHT DHT HOLDINGS INC 0.9%
Value ($000) $171 Shares 34,064 Est. Cost $3.35 Unrealized -17.6%
OMNOVA SOLUTIONS INC 0.8%
Value ($000) $164 Shares 22,686 Est. Cost $5.86 Unrealized
SPECTRUM PHARMACEUTICALS INC 0.8%
Value ($000) $154 Shares 23,450 Est. Cost $6.57 Unrealized
RENEWABLE ENERGY GROUP INC 0.8%
Value ($000) $151 Shares 17,096 Est. Cost $9.44 Unrealized
CALLON PETE CO DEL 0.7%
Value ($000) $138 Shares 12,262 Est. Cost $8.86 Unrealized
CX CEMEX SAB DE CV 0.7%
Value ($000) $129 Shares 20,987 Est. Cost $6.15 Unrealized
TTMI TTM TECHNOLOGIES INC 0.6%
Value ($000) $121 Shares 16,030 Est. Cost $7.16 Unrealized -1.1%
PETROBRAS ARGENTINA S A 0.6%
Value ($000) $116 Shares 18,484 Est. Cost $6.45 Unrealized
ORBCOMM INC 0.6%
Value ($000) $112 Shares 11,293 Est. Cost $10.10 Unrealized
OSUR ORASURE TECHNOLOGIES INC 0.6%
Value ($000) $111 Shares 18,806 Est. Cost $7.11 Unrealized 0.0%
NEO NEOGENOMICS INC 0.5%
Value ($000) $102 Shares 12,736 Est. Cost $8.02 Unrealized 0.0%
EC ECOPETROL S A 0.5%
Value ($000) $98 Shares 10,203 Est. Cost $9.61 Unrealized
CINCINNATI BELL INC NEW 0.5%
Value ($000) $91 Shares 19,900 Est. Cost $4.57 Unrealized
GAIN CAP HLDGS INC 0.4%
Value ($000) $89 Shares 14,131 Est. Cost $6.30 Unrealized
ADVANCED SEMICONDUCTOR ENGR 0.4%
Value ($000) $87 Shares 15,659 Est. Cost $5.56 Unrealized
CORT CORCEPT THERAPEUTICS INC 0.4%
Value ($000) $86 Shares 15,794 Est. Cost $5.20 Unrealized 0.0%
VONAGE HLDGS CORP 0.4%
Value ($000) $85 Shares 13,862 Est. Cost $6.13 Unrealized
ARAY ACCURAY INC 0.4%
Value ($000) $79 Shares 15,165 Est. Cost $5.46 Unrealized 0.0%
TSAKOS ENERGY NAVIGATION LTD 0.3%
Value ($000) $68 Shares 14,536 Est. Cost $7.78 Unrealized
ASC ARDMORE SHIPPING CORP 0.3%
Value ($000) $68 Shares 10,091 Est. Cost $7.24 Unrealized -0.5%
LIONBRIDGE TECHNOLOGIES INC 0.3%
Value ($000) $68 Shares 17,280 Est. Cost $4.93 Unrealized
MCDERMOTT INTL INC 0.3%
Value ($000) $66 Shares 13,283 Est. Cost $4.97 Unrealized
ELECTRO SCIENTIFIC INDS 0.3%
Value ($000) $65 Shares 11,152 Est. Cost $5.83 Unrealized
KOSMOS ENERGY LTD 0.3%
Value ($000) $60 Shares 11,072 Est. Cost $5.42 Unrealized
STRL STERLING CONSTRUCTION CO INC 0.3%
Value ($000) $52 Shares 10,489 Est. Cost $4.95 Unrealized 0.0%
SCORPIO TANKERS INC 0.3%
Value ($000) $51 Shares 12,240 Est. Cost $8.03 Unrealized