HighVista Strategies LLC Quant / Systematic

CIK: 0001335325 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 14, 2014

Total Value ($000): $704,250 (100.0% shares, 0.0% debt)

Holdings (151)

VNQ VANGUARD INDEX FDS 23.3%
Value ($000) $164,336 Shares 2,195,827 Est. Cost $71.01 Unrealized
UNS ENERGY CORP 1.8%
Value ($000) $12,409 Shares 205,410 Est. Cost $59.85 Unrealized
QUESTCOR PHARMACEUTICALS INC 1.8%
Value ($000) $12,406 Shares 134,130 Est. Cost $87.62 Unrealized
FOREST LABS INC 1.8%
Value ($000) $12,393 Shares 125,178 Est. Cost $89.89 Unrealized
TRIQUINT SEMICONDUCTOR INC 1.8%
Value ($000) $12,371 Shares 782,459 Est. Cost $15.81 Unrealized
COVIDIEN PLC 1.7%
Value ($000) $12,300 Shares 136,390 Est. Cost $89.72 Unrealized
DIRECTV 1.7%
Value ($000) $12,159 Shares 143,035 Est. Cost $85.01 Unrealized
HUDSON CITY BANCORP 1.7%
Value ($000) $12,090 Shares 1,229,866 Est. Cost $9.15 Unrealized
GIANT INTERACTIVE GROUP INC 1.7%
Value ($000) $11,887 Shares 1,004,004 Est. Cost $11.70 Unrealized
TDG TRANSDIGM GROUP INC 1.6%
Value ($000) $11,537 Shares 68,979 Est. Cost $86.45 Unrealized +16.8%
TIME WARNER CABLE INC 1.6%
Value ($000) $11,407 Shares 77,438 Est. Cost $139.23 Unrealized
FOSTER WHEELER AG 1.5%
Value ($000) $10,619 Shares 311,696 Est. Cost $33.66 Unrealized
SAFEWAY INC 1.5%
Value ($000) $10,459 Shares 304,563 Est. Cost $34.28 Unrealized
EMB ISHARES 1.3%
Value ($000) $9,342 Shares 81,045 Est. Cost $113.34 Unrealized
MARKWEST ENERGY PARTNERS L P 1.3%
Value ($000) $8,996 Shares 125,677 Est. Cost $71.58 Unrealized
MATTRESS FIRM HLDG CORP 1.2%
Value ($000) $8,796 Shares 184,204 Est. Cost $43.52 Unrealized
SENSATA TECHNOLOGIES HLDG NV 1.2%
Value ($000) $8,659 Shares 185,111 Est. Cost $38.22 Unrealized
LPLA LPL FINL HLDGS INC 1.2%
Value ($000) $8,325 Shares 167,365 Est. Cost $43.03 Unrealized +12.7%
EFA ISHARES 1.0%
Value ($000) $7,023 Shares 102,714 Est. Cost $67.09 Unrealized
TRIP TRIPADVISOR INC 0.9%
Value ($000) $6,203 Shares 57,088 Est. Cost $79.93 Unrealized +2.3%
GLOBAL DEFENSE & NATL SEC SY 0.9%
Value ($000) $6,138 Shares 600,000 Est. Cost $10.05 Unrealized
MU MICRON TECHNOLOGY INC 0.9%
Value ($000) $6,082 Shares 184,578 Est. Cost $23.18 Unrealized +14.8%
LNG CHENIERE ENERGY INC 0.9%
Value ($000) $6,006 Shares 83,769 Est. Cost $60.75 Unrealized 0.0%
ILMN ILLUMINA INC 0.8%
Value ($000) $5,888 Shares 32,976 Est. Cost $149.19 Unrealized 0.0%
HANESBRANDS INC 0.8%
Value ($000) $5,767 Shares 58,588 Est. Cost $80.37 Unrealized
BIDU BAIDU INC 0.8%
Value ($000) $5,738 Shares 30,717 Est. Cost $178.07 Unrealized
FAMILY DLR STORES INC 0.8%
Value ($000) $5,611 Shares 84,841 Est. Cost $58.62 Unrealized
CHARTER COMMUNICATIONS INC D 0.8%
Value ($000) $5,522 Shares 34,863 Est. Cost $137.31 Unrealized
AAPL APPLE INC 0.8%
Value ($000) $5,473 Shares 58,898 Est. Cost $17.83 Unrealized +4.6%
HAL HALLIBURTON CO 0.8%
Value ($000) $5,434 Shares 76,531 Est. Cost $50.99 Unrealized +1.0%
PIONEER NAT RES CO 0.8%
Value ($000) $5,422 Shares 23,595 Est. Cost $200.22 Unrealized
EXPE EXPEDIA INC DEL 0.8%
Value ($000) $5,387 Shares 68,403 Est. Cost $68.32 Unrealized 0.0%
AAL AMERICAN AIRLS GROUP INC 0.8%
Value ($000) $5,369 Shares 124,985 Est. Cost $36.77 Unrealized 0.0%
NOBLE CORP PLC 0.8%
Value ($000) $5,363 Shares 159,798 Est. Cost $31.27 Unrealized
MET METLIFE INC 0.8%
Value ($000) $5,351 Shares 96,310 Est. Cost $31.07 Unrealized +2.5%
GT GOODYEAR TIRE & RUBR CO 0.8%
Value ($000) $5,349 Shares 192,544 Est. Cost $24.86 Unrealized +5.0%
SIG SIGNET JEWELERS LIMITED 0.8%
Value ($000) $5,343 Shares 48,316 Est. Cost $68.82 Unrealized +22.7%
SGI TEMPUR SEALY INTL INC 0.8%
Value ($000) $5,293 Shares 88,654 Est. Cost $12.27 Unrealized +9.3%
UNH UNITEDHEALTH GROUP INC 0.8%
Value ($000) $5,291 Shares 64,718 Est. Cost $58.74 Unrealized +11.0%
CBS CORP NEW 0.7%
Value ($000) $5,260 Shares 84,645 Est. Cost $59.31 Unrealized
OCWEN FINL CORP 0.7%
Value ($000) $5,256 Shares 141,679 Est. Cost $33.05 Unrealized
GLOBAL EAGLE ENTMT INC 0.7%
Value ($000) $5,233 Shares 422,032 Est. Cost $11.31 Unrealized
INGERSOLL-RAND PLC 0.7%
Value ($000) $5,220 Shares 83,505 Est. Cost $59.25 Unrealized
PEP PEPSICO INC 0.7%
Value ($000) $5,218 Shares 58,409 Est. Cost $56.99 Unrealized +6.9%
MSFT MICROSOFT CORP 0.7%
Value ($000) $5,215 Shares 125,064 Est. Cost $26.91 Unrealized +26.2%
CIGNA CORPORATION 0.7%
Value ($000) $5,205 Shares 56,594 Est. Cost $85.87 Unrealized
WALGREEN CO 0.7%
Value ($000) $5,195 Shares 70,081 Est. Cost $57.44 Unrealized
GENCORP INC 0.7%
Value ($000) $5,148 Shares 269,519 Est. Cost $17.62 Unrealized
SCHW SCHWAB CHARLES CORP NEW 0.7%
Value ($000) $5,142 Shares 190,928 Est. Cost $22.36 Unrealized +2.2%
LEGG MASON INC 0.7%
Value ($000) $5,138 Shares 100,130 Est. Cost $51.31 Unrealized
EQUINIX INC 0.7%
Value ($000) $5,118 Shares 24,363 Est. Cost $186.37 Unrealized
PRICELINE GRP INC 0.7%
Value ($000) $5,054 Shares 4,201 Est. Cost $898.97 Unrealized
WEN WENDYS CO 0.7%
Value ($000) $5,039 Shares 590,742 Est. Cost $9.02 Unrealized -6.6%
AON PLC 0.7%
Value ($000) $4,988 Shares 55,367 Est. Cost $85.40 Unrealized
MSI MOTOROLA SOLUTIONS INC 0.7%
Value ($000) $4,970 Shares 74,655 Est. Cost $48.17 Unrealized +12.7%
SPIRIT AEROSYSTEMS HLDGS INC 0.7%
Value ($000) $4,966 Shares 147,367 Est. Cost $33.70 Unrealized
DG DOLLAR GEN CORP NEW 0.7%
Value ($000) $4,955 Shares 86,379 Est. Cost $46.34 Unrealized +7.3%
GD GENERAL DYNAMICS CORP 0.7%
Value ($000) $4,953 Shares 42,495 Est. Cost $77.95 Unrealized +13.6%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.7%
Value ($000) $4,948 Shares 101,169 Est. Cost $34.21 Unrealized +26.3%
LIBERTY INTERACTIVE CORP 0.7%
Value ($000) $4,940 Shares 168,248 Est. Cost $28.64 Unrealized
TWENTY FIRST CENTY FOX INC 0.7%
Value ($000) $4,932 Shares 140,306 Est. Cost $34.36 Unrealized
TIME WARNER INC 0.7%
Value ($000) $4,895 Shares 69,682 Est. Cost $70.25 Unrealized
VALEANT PHARMACEUTICALS INTL 0.7%
Value ($000) $4,853 Shares 38,481 Est. Cost $128.25 Unrealized
DAL DELTA AIR LINES INC DEL 0.7%
Value ($000) $4,847 Shares 125,183 Est. Cost $32.87 Unrealized 0.0%
EXPRESS SCRIPTS HLDG CO 0.7%
Value ($000) $4,840 Shares 69,815 Est. Cost $63.90 Unrealized
C CITIGROUP INC 0.7%
Value ($000) $4,833 Shares 102,606 Est. Cost $37.16 Unrealized -4.7%
MDLZ MONDELEZ INTL INC 0.7%
Value ($000) $4,821 Shares 128,175 Est. Cost $26.22 Unrealized +7.9%
ALK ALASKA AIR GROUP INC 0.7%
Value ($000) $4,743 Shares 49,903 Est. Cost $36.55 Unrealized +18.3%
HERTZ GLOBAL HOLDINGS INC 0.7%
Value ($000) $4,704 Shares 167,833 Est. Cost $27.92 Unrealized
CROWN CASTLE INTL CORP 0.7%
Value ($000) $4,614 Shares 62,135 Est. Cost $77.20 Unrealized
CRI CARTER INC 0.7%
Value ($000) $4,593 Shares 66,636 Est. Cost $54.13 Unrealized +1.4%
MARVELL TECHNOLOGY GROUP LTD 0.6%
Value ($000) $4,503 Shares 314,234 Est. Cost $15.22 Unrealized
ISHARES 0.6%
Value ($000) $3,963 Shares 329,176 Est. Cost $11.22 Unrealized
OIS OIL STS INTL INC 0.5%
Value ($000) $3,220 Shares 50,244 Est. Cost $58.83 Unrealized 0.0%
SPY SPDR S&P 500 ETF TR 0.4%
Value ($000) $2,969 Shares 15,171 Est. Cost $183.40 Unrealized
GOOGLE INC 0.4%
Value ($000) $2,833 Shares 4,925 Est. Cost $575.23 Unrealized
CIVEO CORP 0.4%
Value ($000) $2,515 Shares 100,488 Est. Cost $25.03 Unrealized
GOOGLE INC 0.3%
Value ($000) $2,446 Shares 4,184 Est. Cost $890.17 Unrealized
BHP BILLITON PLC 0.3%
Value ($000) $2,228 Shares 34,161 Est. Cost $64.69 Unrealized
NATIONAL GRID PLC 0.3%
Value ($000) $2,216 Shares 29,791 Est. Cost $65.31 Unrealized
GLAXOSMITHKLINE PLC 0.3%
Value ($000) $2,161 Shares 40,411 Est. Cost $54.89 Unrealized
UNILEVER PLC 0.3%
Value ($000) $2,160 Shares 47,682 Est. Cost $44.26 Unrealized
BTI BRITISH AMERN TOB PLC 0.3%
Value ($000) $2,138 Shares 17,957 Est. Cost $116.58 Unrealized
DEO DIAGEO P L C 0.3%
Value ($000) $2,133 Shares 16,757 Est. Cost $127.29 Unrealized
VOD VODAFONE GROUP PLC NEW 0.3%
Value ($000) $2,090 Shares 62,608 Est. Cost $38.25 Unrealized
LIBERTY GLOBAL PLC 0.3%
Value ($000) $1,903 Shares 44,986 Est. Cost $44.64 Unrealized
NUVEEN CA DIV ADV MUNI FD 3 0.2%
Value ($000) $1,413 Shares 110,509 Est. Cost $11.42 Unrealized
NUVEEN MICH QUALITY INCOME M 0.2%
Value ($000) $1,391 Shares 96,131 Est. Cost $12.52 Unrealized
WINTRUST FINL CORP 0.2%
Value ($000) $1,304 Shares 55,000 Est. Cost $18.16 Unrealized
NUVEEN NJ INVT QUALITY MUN F 0.2%
Value ($000) $1,195 Shares 87,034 Est. Cost $12.89 Unrealized
NUVEEN BUILD AMER BD OPPTNY 0.1%
Value ($000) $1,009 Shares 46,863 Est. Cost $19.44 Unrealized
NUVEEN PA INVT QUALITY MUN F 0.1%
Value ($000) $1,005 Shares 72,268 Est. Cost $13.82 Unrealized
EWA ISHARES 0.1%
Value ($000) $997 Shares 38,152 Est. Cost $22.95 Unrealized
CNQ CANADIAN NAT RES LTD 0.1%
Value ($000) $884 Shares 19,237 Est. Cost $12.47 Unrealized 0.0%
SU SUNCOR ENERGY INC NEW 0.1%
Value ($000) $877 Shares 20,556 Est. Cost $26.00 Unrealized 0.0%
MEOH METHANEX CORP 0.1%
Value ($000) $860 Shares 13,928 Est. Cost $63.15 Unrealized -2.9%
IMO IMPERIAL OIL LTD 0.1%
Value ($000) $850 Shares 16,118 Est. Cost $33.69 Unrealized +13.7%
GROUPE CGI INC 0.1%
Value ($000) $849 Shares 23,963 Est. Cost $35.43 Unrealized
MFC MANULIFE FINL CORP 0.1%
Value ($000) $840 Shares 42,243 Est. Cost $18.29 Unrealized +3.3%
BMO BANK MONTREAL QUE 0.1%
Value ($000) $837 Shares 11,361 Est. Cost $41.62 Unrealized +4.6%
RY ROYAL BK CDA MONTREAL QUE 0.1%
Value ($000) $834 Shares 11,664 Est. Cost $66.31 Unrealized +2.3%
BNS BANK N S HALIFAX 0.1%
Value ($000) $826 Shares 12,392 Est. Cost $33.10 Unrealized +5.1%
TD TORONTO DOMINION BK ONT 0.1%
Value ($000) $824 Shares 16,011 Est. Cost $45.31 Unrealized +7.1%
CM CDN IMPERIAL BK COMM TORONTO 0.1%
Value ($000) $822 Shares 9,029 Est. Cost $23.34 Unrealized +9.0%
SHAW COMMUNICATIONS INC 0.1%
Value ($000) $821 Shares 32,016 Est. Cost $24.33 Unrealized
MGA MAGNA INTL INC 0.1%
Value ($000) $809 Shares 7,511 Est. Cost $29.74 Unrealized +24.0%
BROOKFIELD ASSET MGMT INC 0.1%
Value ($000) $808 Shares 18,347 Est. Cost $42.91 Unrealized
AGRIUM INC 0.1%
Value ($000) $807 Shares 8,806 Est. Cost $91.50 Unrealized
ENCANA CORP 0.1%
Value ($000) $805 Shares 33,973 Est. Cost $23.70 Unrealized
RCI ROGERS COMMUNICATIONS INC 0.1%
Value ($000) $791 Shares 19,647 Est. Cost $40.47 Unrealized 0.0%
BCE BCE INC 0.1%
Value ($000) $777 Shares 17,128 Est. Cost $21.68 Unrealized +6.3%
TU TELUS CORP 0.1%
Value ($000) $772 Shares 20,702 Est. Cost $17.24 Unrealized +6.1%
NUVEEN GA DIV ADV MUN FD 2 0.1%
Value ($000) $766 Shares 59,723 Est. Cost $11.74 Unrealized
NUVEEN ARIZ PREM INCOME MUN 0.1%
Value ($000) $662 Shares 48,717 Est. Cost $12.11 Unrealized
SK TELECOM LTD 0.1%
Value ($000) $603 Shares 23,252 Est. Cost $25.93 Unrealized
BRF SA 0.1%
Value ($000) $556 Shares 22,891 Est. Cost $24.29 Unrealized
EWH ISHARES 0.1%
Value ($000) $539 Shares 25,813 Est. Cost $18.32 Unrealized
EWL ISHARES 0.1%
Value ($000) $453 Shares 13,193 Est. Cost $34.61 Unrealized
HYG ISHARES 0.1%
Value ($000) $416 Shares 4,374 Est. Cost $91.54 Unrealized
LQD ISHARES 0.1%
Value ($000) $413 Shares 3,461 Est. Cost $113.43 Unrealized
WINDSTREAM HLDGS INC 0.0%
Value ($000) $337 Shares 33,885 Est. Cost $9.95 Unrealized
ISHARES 0.0%
Value ($000) $332 Shares 24,582 Est. Cost $12.82 Unrealized
NUVEEN NJ DIV ADVANTAGE MUN 0.0%
Value ($000) $325 Shares 23,900 Est. Cost $12.47 Unrealized
IEI ISHARES 0.0%
Value ($000) $261 Shares 2,144 Est. Cost $121.74 Unrealized
KR KROGER CO 0.0%
Value ($000) $251 Shares 5,075 Est. Cost $16.45 Unrealized +13.6%
IEF ISHARES 0.0%
Value ($000) $251 Shares 2,420 Est. Cost $102.41 Unrealized
REYNOLDS AMERICAN INC 0.0%
Value ($000) $251 Shares 4,161 Est. Cost $49.99 Unrealized
KRAFT FOODS GROUP INC 0.0%
Value ($000) $247 Shares 4,120 Est. Cost $53.97 Unrealized
MO ALTRIA GROUP INC 0.0%
Value ($000) $246 Shares 5,864 Est. Cost $19.20 Unrealized 0.0%
DR PEPPER SNAPPLE GROUP INC 0.0%
Value ($000) $242 Shares 4,134 Est. Cost $56.51 Unrealized
COCA COLA ENTERPRISES INC NE 0.0%
Value ($000) $241 Shares 5,044 Est. Cost $44.10 Unrealized
KMB KIMBERLY CLARK CORP 0.0%
Value ($000) $236 Shares 2,121 Est. Cost $71.75 Unrealized 0.0%
BUD ANHEUSER BUSCH INBEV SA/NV 0.0%
Value ($000) $232 Shares 2,019 Est. Cost $114.91 Unrealized
KELLOGG CO 0.0%
Value ($000) $229 Shares 3,493 Est. Cost $41.75 Unrealized 0.0%
HESS CORP 0.0%
Value ($000) $226 Shares 2,286 Est. Cost $98.86 Unrealized
GGB GERDAU S A 0.0%
Value ($000) $225 Shares 38,271 Est. Cost $5.88 Unrealized
IWM ISHARES 0.0%
Value ($000) $223 Shares 1,879 Est. Cost $100.87 Unrealized
HP HELMERICH & PAYNE INC 0.0%
Value ($000) $222 Shares 1,909 Est. Cost $92.98 Unrealized +17.8%
COP CONOCOPHILLIPS 0.0%
Value ($000) $221 Shares 2,580 Est. Cost $45.41 Unrealized +17.5%
MUR MURPHY OIL CORP 0.0%
Value ($000) $219 Shares 3,300 Est. Cost $38.91 Unrealized +4.8%
CVX CHEVRON CORP NEW 0.0%
Value ($000) $213 Shares 1,629 Est. Cost $70.36 Unrealized +7.9%
OXY OCCIDENTAL PETE CORP DEL 0.0%
Value ($000) $213 Shares 2,076 Est. Cost $62.47 Unrealized +5.9%
INTC INTEL CORP 0.0%
Value ($000) $213 Shares 6,893 Est. Cost $18.67 Unrealized +10.8%
TIME INC NEW 0.0%
Value ($000) $211 Shares 8,707 Est. Cost $24.23 Unrealized
KLAC KLA-TENCOR CORP 0.0%
Value ($000) $209 Shares 2,874 Est. Cost $42.48 Unrealized 0.0%
MDY SPDR S&P MIDCAP 400 ETF TR 0.0%
Value ($000) $207 Shares 796 Est. Cost $260.05 Unrealized
XOM EXXON MOBIL CORP 0.0%
Value ($000) $201 Shares 2,001 Est. Cost $58.08 Unrealized +6.5%
SEAGATE TECHNOLOGY PLC 0.0%
Value ($000) $200 Shares 3,525 Est. Cost $56.74 Unrealized
VALE VALE S A 0.0%
Value ($000) $142 Shares 10,719 Est. Cost $13.25 Unrealized
HBAN HUNTINGTON BANCSHARES INC 0.0%
Value ($000) $123 Shares 12,927 Est. Cost $5.68 Unrealized +5.8%
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $28 Shares 425,859 Est. Cost $0.06 Unrealized