HighVista Strategies LLC Quant / Systematic

CIK: 0001335325 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value ($000): $742,555 (100.0% shares, 0.0% debt)

Holdings (162)

VNQ VANGUARD INDEX FDS 18.9%
Value ($000) $140,127 Shares 1,950,277 Est. Cost $71.01 Unrealized
SHIRE PLC 3.3%
Value ($000) $24,778 Shares 95,650 Est. Cost $259.05 Unrealized
DIRECTV 3.3%
Value ($000) $24,170 Shares 279,356 Est. Cost $85.75 Unrealized
COVIDIEN PLC 3.2%
Value ($000) $23,411 Shares 270,618 Est. Cost $88.13 Unrealized
LORILLARD INC 3.1%
Value ($000) $23,218 Shares 387,544 Est. Cost $59.91 Unrealized
TIME WARNER CABLE INC 3.0%
Value ($000) $22,546 Shares 157,129 Est. Cost $141.39 Unrealized
TRIQUINT SEMICONDUCTOR INC 2.0%
Value ($000) $14,921 Shares 782,459 Est. Cost $15.81 Unrealized
TDG TRANSDIGM GROUP INC 1.8%
Value ($000) $13,111 Shares 71,128 Est. Cost $87.21 Unrealized +27.9%
SENSATA TECHNOLOGIES HLDG NV 1.6%
Value ($000) $12,128 Shares 272,349 Est. Cost $40.24 Unrealized
HUDSON CITY BANCORP 1.6%
Value ($000) $11,954 Shares 1,229,866 Est. Cost $9.15 Unrealized
SIGMA ALDRICH CORP 1.6%
Value ($000) $11,774 Shares 86,570 Est. Cost $136.01 Unrealized
KINDER MORGAN ENERGY PARTNER 1.5%
Value ($000) $11,206 Shares 120,134 Est. Cost $93.28 Unrealized
SAFEWAY INC 1.4%
Value ($000) $10,447 Shares 304,563 Est. Cost $34.28 Unrealized
FOSTER WHEELER AG 1.3%
Value ($000) $9,933 Shares 314,139 Est. Cost $33.66 Unrealized
EMB ISHARES 1.2%
Value ($000) $9,146 Shares 81,045 Est. Cost $113.34 Unrealized
MATTRESS FIRM HLDG CORP 1.1%
Value ($000) $8,412 Shares 140,053 Est. Cost $43.52 Unrealized
MARKWEST ENERGY PARTNERS L P 1.1%
Value ($000) $8,100 Shares 105,444 Est. Cost $71.58 Unrealized
LPLA LPL FINL HLDGS INC 1.0%
Value ($000) $7,709 Shares 167,409 Est. Cost $43.03 Unrealized +12.0%
EFA ISHARES TR 0.9%
Value ($000) $6,586 Shares 102,714 Est. Cost $67.09 Unrealized
ARIAD PHARMACEUTICALS INC 0.9%
Value ($000) $6,480 Shares 1,200,000 Est. Cost $5.40 Unrealized
GLOBAL DEFENSE & NATL SEC SY 0.8%
Value ($000) $6,204 Shares 600,000 Est. Cost $10.05 Unrealized
VALEANT PHARMACEUTICALS INTL 0.8%
Value ($000) $5,606 Shares 42,726 Est. Cost $128.55 Unrealized
MU MICRON TECHNOLOGY INC 0.7%
Value ($000) $5,236 Shares 152,843 Est. Cost $23.18 Unrealized +36.3%
UNH UNITEDHEALTH GROUP INC 0.7%
Value ($000) $5,232 Shares 60,663 Est. Cost $58.74 Unrealized +19.8%
LNG CHENIERE ENERGY INC 0.7%
Value ($000) $5,210 Shares 65,097 Est. Cost $60.75 Unrealized +25.5%
HANESBRANDS INC 0.7%
Value ($000) $5,182 Shares 48,235 Est. Cost $80.37 Unrealized
SIG SIGNET JEWELERS LIMITED 0.7%
Value ($000) $5,149 Shares 45,201 Est. Cost $68.82 Unrealized +30.5%
MSFT MICROSOFT CORP 0.7%
Value ($000) $5,144 Shares 110,956 Est. Cost $26.91 Unrealized +40.0%
GD GENERAL DYNAMICS CORP 0.7%
Value ($000) $5,106 Shares 40,178 Est. Cost $77.95 Unrealized +21.9%
EBAY EBAY INC 0.7%
Value ($000) $5,076 Shares 89,633 Est. Cost $19.80 Unrealized 0.0%
AAPL APPLE INC 0.7%
Value ($000) $5,074 Shares 50,367 Est. Cost $17.83 Unrealized +21.3%
MCGRAW HILL FINL INC 0.7%
Value ($000) $5,052 Shares 59,826 Est. Cost $84.44 Unrealized
SCHW SCHWAB CHARLES CORP NEW 0.7%
Value ($000) $5,046 Shares 171,706 Est. Cost $22.36 Unrealized +10.5%
LEGG MASON INC 0.7%
Value ($000) $5,016 Shares 98,043 Est. Cost $51.31 Unrealized
DG DOLLAR GEN CORP NEW 0.7%
Value ($000) $5,009 Shares 81,967 Est. Cost $46.34 Unrealized +12.3%
C CITIGROUP INC 0.7%
Value ($000) $5,004 Shares 96,565 Est. Cost $37.16 Unrealized +0.7%
LOW LOWES COS INC 0.7%
Value ($000) $4,980 Shares 94,113 Est. Cost $41.20 Unrealized 0.0%
SPIRIT AEROSYSTEMS HLDGS INC 0.7%
Value ($000) $4,952 Shares 130,123 Est. Cost $33.70 Unrealized
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.7%
Value ($000) $4,905 Shares 109,567 Est. Cost $34.79 Unrealized +19.9%
EXPE EXPEDIA INC DEL 0.7%
Value ($000) $4,895 Shares 55,861 Est. Cost $68.32 Unrealized +15.3%
AON PLC 0.7%
Value ($000) $4,880 Shares 55,658 Est. Cost $85.40 Unrealized
CIGNA CORPORATION 0.7%
Value ($000) $4,844 Shares 53,418 Est. Cost $85.87 Unrealized
MET METLIFE INC 0.6%
Value ($000) $4,815 Shares 89,633 Est. Cost $31.07 Unrealized +7.1%
LYB LYONDELLBASELL INDUSTRIES N 0.6%
Value ($000) $4,814 Shares 44,305 Est. Cost $59.21 Unrealized 0.0%
PEP PEPSICO INC 0.6%
Value ($000) $4,811 Shares 51,686 Est. Cost $56.99 Unrealized +13.9%
GLOBAL EAGLE ENTMT INC 0.6%
Value ($000) $4,804 Shares 428,182 Est. Cost $11.31 Unrealized
BABA ALIBABA GROUP HLDG LTD 0.6%
Value ($000) $4,803 Shares 54,054 Est. Cost $88.86 Unrealized
BK BANK NEW YORK MELLON CORP 0.6%
Value ($000) $4,799 Shares 123,903 Est. Cost $29.42 Unrealized 0.0%
MARVELL TECHNOLOGY GROUP LTD 0.6%
Value ($000) $4,798 Shares 355,909 Est. Cost $15.01 Unrealized
LIBERTY INTERACTIVE CORP 0.6%
Value ($000) $4,754 Shares 166,698 Est. Cost $28.64 Unrealized
BIDU BAIDU INC 0.6%
Value ($000) $4,715 Shares 21,606 Est. Cost $178.07 Unrealized
CALPINE CORP 0.6%
Value ($000) $4,694 Shares 216,335 Est. Cost $21.70 Unrealized
LIBERTY GLOBAL PLC 0.6%
Value ($000) $4,672 Shares 113,908 Est. Cost $42.45 Unrealized
PIONEER NAT RES CO 0.6%
Value ($000) $4,671 Shares 23,714 Est. Cost $200.22 Unrealized
EQUINIX INC 0.6%
Value ($000) $4,632 Shares 21,800 Est. Cost $186.37 Unrealized
ILMN ILLUMINA INC 0.6%
Value ($000) $4,629 Shares 28,237 Est. Cost $149.19 Unrealized +12.1%
EXPRESS SCRIPTS HLDG CO 0.6%
Value ($000) $4,602 Shares 65,151 Est. Cost $63.90 Unrealized
CHARTER COMMUNICATIONS INC D 0.6%
Value ($000) $4,590 Shares 30,326 Est. Cost $137.31 Unrealized
ALK ALASKA AIR GROUP INC 0.6%
Value ($000) $4,570 Shares 104,962 Est. Cost $39.55 Unrealized +6.9%
MDLZ MONDELEZ INTL INC 0.6%
Value ($000) $4,554 Shares 132,892 Est. Cost $26.30 Unrealized +7.7%
TWENTY FIRST CENTY FOX INC 0.6%
Value ($000) $4,549 Shares 132,669 Est. Cost $34.36 Unrealized
SGI TEMPUR SEALY INTL INC 0.6%
Value ($000) $4,517 Shares 80,412 Est. Cost $12.27 Unrealized +19.4%
WALGREEN CO 0.6%
Value ($000) $4,517 Shares 76,214 Est. Cost $57.58 Unrealized
TRIP TRIPADVISOR INC 0.6%
Value ($000) $4,473 Shares 48,925 Est. Cost $79.93 Unrealized +10.2%
GM GENERAL MTRS CO 0.6%
Value ($000) $4,463 Shares 139,743 Est. Cost $26.49 Unrealized 0.0%
AMERICAN RLTY CAP PPTYS INC 0.6%
Value ($000) $4,394 Shares 364,383 Est. Cost $12.06 Unrealized
INGERSOLL-RAND PLC 0.6%
Value ($000) $4,393 Shares 77,953 Est. Cost $59.25 Unrealized
PRICELINE GRP INC 0.6%
Value ($000) $4,277 Shares 3,692 Est. Cost $898.97 Unrealized
CBS CORP NEW 0.6%
Value ($000) $4,269 Shares 79,789 Est. Cost $59.31 Unrealized
AAL AMERICAN AIRLS GROUP INC 0.6%
Value ($000) $4,254 Shares 119,896 Est. Cost $36.77 Unrealized +1.0%
SUNEDISON INC 0.6%
Value ($000) $4,199 Shares 222,421 Est. Cost $18.88 Unrealized
VIPS VIPSHOP HLDGS LTD 0.6%
Value ($000) $4,127 Shares 21,836 Est. Cost $189.00 Unrealized
ZILLOW INC 0.6%
Value ($000) $4,112 Shares 35,450 Est. Cost $115.99 Unrealized
HERTZ GLOBAL HOLDINGS INC 0.6%
Value ($000) $4,106 Shares 161,700 Est. Cost $27.92 Unrealized
GENCORP INC 0.6%
Value ($000) $4,091 Shares 256,170 Est. Cost $17.62 Unrealized
NOBLE CORP PLC 0.5%
Value ($000) $3,884 Shares 174,807 Est. Cost $30.49 Unrealized
VOLT INFORMATION SCIENCES IN 0.5%
Value ($000) $3,866 Shares 422,503 Est. Cost $9.15 Unrealized
ISHARES 0.5%
Value ($000) $3,771 Shares 320,376 Est. Cost $11.22 Unrealized
NEW MEDIA INVT GROUP INC 0.5%
Value ($000) $3,564 Shares 214,315 Est. Cost $16.63 Unrealized
ENGILITY HLDGS INC 0.5%
Value ($000) $3,473 Shares 111,419 Est. Cost $31.17 Unrealized
HY HYSTER YALE MATLS HANDLING I 0.5%
Value ($000) $3,464 Shares 48,365 Est. Cost $60.16 Unrealized 0.0%
TBPH THERAVANCE BIOPHARMA INC 0.4%
Value ($000) $3,094 Shares 134,214 Est. Cost $29.01 Unrealized 0.0%
SPY SPDR S&P 500 ETF TR 0.4%
Value ($000) $2,989 Shares 15,171 Est. Cost $183.40 Unrealized
GOOGLE INC 0.4%
Value ($000) $2,843 Shares 4,925 Est. Cost $575.23 Unrealized
VOD VODAFONE GROUP PLC NEW 0.3%
Value ($000) $1,915 Shares 58,211 Est. Cost $38.25 Unrealized
NATIONAL GRID PLC 0.3%
Value ($000) $1,892 Shares 26,315 Est. Cost $65.31 Unrealized
GLAXOSMITHKLINE PLC 0.3%
Value ($000) $1,890 Shares 41,106 Est. Cost $54.74 Unrealized
GOOGLE INC 0.3%
Value ($000) $1,876 Shares 3,189 Est. Cost $890.17 Unrealized
UNILEVER PLC 0.2%
Value ($000) $1,853 Shares 44,236 Est. Cost $44.26 Unrealized
BHP BILLITON PLC 0.2%
Value ($000) $1,776 Shares 31,974 Est. Cost $55.55 Unrealized
NUVEEN CA DIV ADV MUNI FD 3 0.2%
Value ($000) $1,412 Shares 110,509 Est. Cost $11.42 Unrealized
NUVEEN MICH QUALITY INCOME M 0.2%
Value ($000) $1,311 Shares 96,131 Est. Cost $12.52 Unrealized
WINTRUST FINL CORP 0.2%
Value ($000) $1,214 Shares 55,000 Est. Cost $18.16 Unrealized
ABBV ABBVIE INC 0.2%
Value ($000) $1,168 Shares 20,216 Est. Cost $35.17 Unrealized 0.0%
NUVEEN NJ INVT QUALITY MUN F 0.2%
Value ($000) $1,159 Shares 87,034 Est. Cost $12.89 Unrealized
NUVEEN BUILD AMER BD OPPTNY 0.1%
Value ($000) $993 Shares 46,863 Est. Cost $19.44 Unrealized
NUVEEN PA INVT QUALITY MUN F 0.1%
Value ($000) $984 Shares 72,268 Est. Cost $13.82 Unrealized
EWA ISHARES 0.1%
Value ($000) $919 Shares 38,401 Est. Cost $22.95 Unrealized
POTASH CORP SASK INC 0.1%
Value ($000) $874 Shares 25,252 Est. Cost $34.61 Unrealized
CAE CAE INC 0.1%
Value ($000) $843 Shares 69,482 Est. Cost $11.53 Unrealized 0.0%
SHAW COMMUNICATIONS INC 0.1%
Value ($000) $831 Shares 33,901 Est. Cost $24.34 Unrealized
AGRIUM INC 0.1%
Value ($000) $831 Shares 9,344 Est. Cost $91.35 Unrealized
BCE BCE INC 0.1%
Value ($000) $828 Shares 19,358 Est. Cost $21.85 Unrealized +5.9%
MEOH METHANEX CORP 0.1%
Value ($000) $824 Shares 12,343 Est. Cost $63.15 Unrealized +4.7%
LE LANDS END INC NEW 0.1%
Value ($000) $822 Shares 20,000 Est. Cost $36.99 Unrealized 0.0%
MFC MANULIFE FINL CORP 0.1%
Value ($000) $821 Shares 42,699 Est. Cost $18.31 Unrealized +9.9%
RY ROYAL BK CDA MONTREAL QUE 0.1%
Value ($000) $820 Shares 11,476 Est. Cost $66.31 Unrealized +11.0%
BMO BANK MONTREAL QUE 0.1%
Value ($000) $819 Shares 11,123 Est. Cost $41.62 Unrealized +14.0%
BROOKFIELD ASSET MGMT INC 0.1%
Value ($000) $816 Shares 18,170 Est. Cost $42.91 Unrealized
GROUPE CGI INC 0.1%
Value ($000) $809 Shares 23,946 Est. Cost $35.43 Unrealized
CNQ CANADIAN NAT RES LTD 0.1%
Value ($000) $805 Shares 20,724 Est. Cost $12.50 Unrealized +3.4%
TD TORONTO DOMINION BK ONT 0.1%
Value ($000) $805 Shares 16,308 Est. Cost $45.43 Unrealized +14.2%
TU TELUS CORP 0.1%
Value ($000) $802 Shares 23,486 Est. Cost $17.31 Unrealized +3.0%
BNS BANK N S HALIFAX 0.1%
Value ($000) $799 Shares 12,911 Est. Cost $33.28 Unrealized +12.8%
IMO IMPERIAL OIL LTD 0.1%
Value ($000) $793 Shares 16,788 Est. Cost $33.94 Unrealized +18.0%
CM CDN IMPERIAL BK COMM TORONTO 0.1%
Value ($000) $789 Shares 8,789 Est. Cost $23.34 Unrealized +16.3%
NUVEEN GA DIV ADV MUN FD 2 0.1%
Value ($000) $760 Shares 59,723 Est. Cost $11.74 Unrealized
CVE CENOVUS ENERGY INC 0.1%
Value ($000) $757 Shares 28,143 Est. Cost $24.11 Unrealized 0.0%
SK TELECOM LTD 0.1%
Value ($000) $753 Shares 24,818 Est. Cost $26.21 Unrealized
MGA MAGNA INTL INC 0.1%
Value ($000) $720 Shares 7,589 Est. Cost $29.85 Unrealized +33.6%
NUVEEN ARIZ PREM INCOME MUN 0.1%
Value ($000) $664 Shares 48,717 Est. Cost $12.11 Unrealized
BRF SA 0.1%
Value ($000) $542 Shares 22,770 Est. Cost $24.29 Unrealized
EWH ISHARES 0.1%
Value ($000) $525 Shares 25,813 Est. Cost $18.32 Unrealized
ALTISOURCE RESIDENTIAL CORP 0.1%
Value ($000) $468 Shares 19,500 Est. Cost $24.00 Unrealized
EWL ISHARES 0.1%
Value ($000) $429 Shares 13,193 Est. Cost $34.61 Unrealized
ISHARES 0.0%
Value ($000) $331 Shares 24,782 Est. Cost $12.82 Unrealized
T AT&T INC 0.0%
Value ($000) $326 Shares 9,265 Est. Cost $11.90 Unrealized 0.0%
NUVEEN NJ DIV ADVANTAGE MUN 0.0%
Value ($000) $321 Shares 23,900 Est. Cost $12.47 Unrealized
WINDSTREAM HLDGS INC 0.0%
Value ($000) $304 Shares 28,221 Est. Cost $9.95 Unrealized
MO ALTRIA GROUP INC 0.0%
Value ($000) $282 Shares 6,145 Est. Cost $19.26 Unrealized +7.3%
DR PEPPER SNAPPLE GROUP INC 0.0%
Value ($000) $276 Shares 4,292 Est. Cost $56.80 Unrealized
KR KROGER CO 0.0%
Value ($000) $271 Shares 5,206 Est. Cost $16.55 Unrealized +22.9%
BUD ANHEUSER BUSCH INBEV SA/NV 0.0%
Value ($000) $270 Shares 2,440 Est. Cost $114.17 Unrealized
REYNOLDS AMERICAN INC 0.0%
Value ($000) $266 Shares 4,513 Est. Cost $50.69 Unrealized
KMB KIMBERLY CLARK CORP 0.0%
Value ($000) $260 Shares 2,420 Est. Cost $71.64 Unrealized -1.1%
KRAFT FOODS GROUP INC 0.0%
Value ($000) $258 Shares 4,581 Est. Cost $54.20 Unrealized
KELLOGG CO 0.0%
Value ($000) $251 Shares 4,069 Est. Cost $41.58 Unrealized -2.5%
IEF ISHARES TR 0.0%
Value ($000) $251 Shares 2,420 Est. Cost $102.41 Unrealized
COCA COLA ENTERPRISES INC NE 0.0%
Value ($000) $241 Shares 5,429 Est. Cost $44.12 Unrealized
AMGN AMGEN INC 0.0%
Value ($000) $236 Shares 1,682 Est. Cost $94.52 Unrealized 0.0%
LLY LILLY ELI & CO 0.0%
Value ($000) $233 Shares 3,598 Est. Cost $51.38 Unrealized 0.0%
CAH CARDINAL HEALTH INC 0.0%
Value ($000) $231 Shares 3,080 Est. Cost $53.32 Unrealized 0.0%
HP HELMERICH & PAYNE INC 0.0%
Value ($000) $231 Shares 2,359 Est. Cost $95.52 Unrealized +11.2%
JNJ JOHNSON & JOHNSON 0.0%
Value ($000) $231 Shares 2,171 Est. Cost $75.58 Unrealized 0.0%
GGB GERDAU S A 0.0%
Value ($000) $226 Shares 47,141 Est. Cost $5.67 Unrealized
COP CONOCOPHILLIPS 0.0%
Value ($000) $224 Shares 2,930 Est. Cost $46.76 Unrealized +21.2%
HESS CORP 0.0%
Value ($000) $223 Shares 2,359 Est. Cost $98.73 Unrealized
XOM EXXON MOBIL CORP 0.0%
Value ($000) $221 Shares 2,355 Est. Cost $58.59 Unrealized +5.0%
OXY OCCIDENTAL PETE CORP DEL 0.0%
Value ($000) $221 Shares 2,300 Est. Cost $63.02 Unrealized +8.0%
PSX PHILLIPS 66 0.0%
Value ($000) $221 Shares 2,718 Est. Cost $55.11 Unrealized 0.0%
CVX CHEVRON CORP NEW 0.0%
Value ($000) $219 Shares 1,835 Est. Cost $71.28 Unrealized +10.1%
MEDTRONIC INC 0.0%
Value ($000) $216 Shares 3,492 Est. Cost $61.86 Unrealized
BDX BECTON DICKINSON & CO 0.0%
Value ($000) $215 Shares 1,892 Est. Cost $95.70 Unrealized 0.0%
NATIONAL OILWELL VARCO INC 0.0%
Value ($000) $213 Shares 2,801 Est. Cost $76.04 Unrealized
VARIAN MED SYS INC 0.0%
Value ($000) $212 Shares 2,641 Est. Cost $80.27 Unrealized
ST JUDE MED INC 0.0%
Value ($000) $208 Shares 3,464 Est. Cost $60.05 Unrealized
SOUTHWESTERN ENERGY CO 0.0%
Value ($000) $205 Shares 5,858 Est. Cost $34.99 Unrealized
IWM ISHARES TR 0.0%
Value ($000) $205 Shares 1,879 Est. Cost $100.87 Unrealized
VALE VALE S A 0.0%
Value ($000) $146 Shares 13,279 Est. Cost $12.81 Unrealized
HBAN HUNTINGTON BANCSHARES INC 0.0%
Value ($000) $136 Shares 13,971 Est. Cost $5.72 Unrealized +9.8%
ABEV AMBEV SA 0.0%
Value ($000) $73 Shares 11,072 Est. Cost $6.59 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $15 Shares 425,859 Est. Cost $0.06 Unrealized