VOLORIDGE INVESTMENT MANAGEMENT, LLC Quant / Systematic

CIK: 0001556921 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $3,498,960 (100.0% shares, 0.0% debt)

Holdings (279)

CVX CHEVRON CORP NEW 3.0%
Value ($000) $104,788 Shares 999,603 Est. Cost $66.76 Unrealized 0.0%
MCD MCDONALDS CORP 2.9%
Value ($000) $102,357 Shares 850,568 Est. Cost $94.86 Unrealized +4.5%
NKE NIKE INC 2.7%
Value ($000) $93,172 Shares 1,687,906 Est. Cost $50.32 Unrealized 0.0%
WMT WAL-MART STORES INC 2.6%
Value ($000) $90,229 Shares 1,235,681 Est. Cost $20.33 Unrealized -4.0%
AMZN AMAZON COM INC 2.3%
Value ($000) $81,599 Shares 114,026 Est. Cost $29.79 Unrealized +13.5%
SPY SPDR S&P 500 ETF TR 2.1%
Value ($000) $75,160 Shares 358,802 Est. Cost $205.41 Unrealized
MDT MEDTRONIC PLC 2.0%
Value ($000) $71,149 Shares 819,972 Est. Cost $61.45 Unrealized +3.4%
BMY BRISTOL MYERS SQUIBB CO 2.0%
Value ($000) $69,351 Shares 942,911 Est. Cost $48.97 Unrealized +3.1%
META FACEBOOK INC 1.6%
Value ($000) $55,854 Shares 488,749 Est. Cost $112.24 Unrealized +1.9%
GENERAL ELECTRIC CO 1.6%
Value ($000) $55,442 Shares 1,761,173 Est. Cost $31.48 Unrealized
COST COSTCO WHSL CORP NEW 1.6%
Value ($000) $55,026 Shares 350,394 Est. Cost $127.87 Unrealized +0.1%
YAHOO INC 1.6%
Value ($000) $55,000 Shares 1,464,333 Est. Cost $37.56 Unrealized
AMAT APPLIED MATLS INC 1.6%
Value ($000) $54,446 Shares 2,271,421 Est. Cost $19.78 Unrealized 0.0%
XOM EXXON MOBIL CORP 1.5%
Value ($000) $53,969 Shares 575,731 Est. Cost $56.93 Unrealized +1.6%
CVS CVS HEALTH CORP 1.5%
Value ($000) $52,893 Shares 552,461 Est. Cost $74.51 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 1.5%
Value ($000) $51,906 Shares 427,915 Est. Cost $78.77 Unrealized +10.5%
ACTIVISION BLIZZARD INC 1.4%
Value ($000) $49,686 Shares 1,253,748 Est. Cost $39.63 Unrealized
BROADCOM LTD 1.4%
Value ($000) $49,225 Shares 316,764 Est. Cost $155.25 Unrealized
UNH UNITEDHEALTH GROUP INC 1.4%
Value ($000) $49,082 Shares 347,604 Est. Cost $113.97 Unrealized +0.2%
NVDA NVIDIA CORP 1.4%
Value ($000) $48,937 Shares 1,040,997 Est. Cost $0.89 Unrealized +14.1%
HON HONEYWELL INTL INC 1.4%
Value ($000) $48,076 Shares 413,312 Est. Cost $83.62 Unrealized +0.7%
PG PROCTER & GAMBLE CO 1.4%
Value ($000) $47,958 Shares 566,407 Est. Cost $61.64 Unrealized +2.7%
HD HOME DEPOT INC 1.3%
Value ($000) $43,824 Shares 343,209 Est. Cost $104.97 Unrealized 0.0%
PM PHILIP MORRIS INTL INC 1.1%
Value ($000) $39,672 Shares 390,007 Est. Cost $59.78 Unrealized +2.7%
MMM 3M CO 1.1%
Value ($000) $39,093 Shares 223,237 Est. Cost $102.46 Unrealized 0.0%
KR KROGER CO 1.0%
Value ($000) $36,701 Shares 997,583 Est. Cost $30.04 Unrealized -1.6%
EA ELECTRONIC ARTS INC 1.0%
Value ($000) $35,412 Shares 467,429 Est. Cost $67.97 Unrealized +0.7%
TJX TJX COS INC NEW 1.0%
Value ($000) $34,504 Shares 446,768 Est. Cost $32.76 Unrealized +1.8%
DG DOLLAR GEN CORP NEW 1.0%
Value ($000) $33,784 Shares 359,400 Est. Cost $70.22 Unrealized +8.5%
AZO AUTOZONE INC 1.0%
Value ($000) $33,765 Shares 42,534 Est. Cost $762.57 Unrealized +1.0%
RAYTHEON CO 0.9%
Value ($000) $32,493 Shares 239,007 Est. Cost $123.54 Unrealized
SHW SHERWIN WILLIAMS CO 0.9%
Value ($000) $31,652 Shares 107,781 Est. Cost $88.80 Unrealized +0.4%
PEP PEPSICO INC 0.9%
Value ($000) $31,601 Shares 298,296 Est. Cost $73.27 Unrealized +5.2%
CSCO CISCO SYS INC 0.9%
Value ($000) $31,475 Shares 1,097,074 Est. Cost $20.86 Unrealized 0.0%
MONSANTO CO NEW 0.9%
Value ($000) $31,350 Shares 303,160 Est. Cost $87.56 Unrealized
LMT LOCKHEED MARTIN CORP 0.9%
Value ($000) $29,874 Shares 120,379 Est. Cost $165.26 Unrealized +10.3%
WFC WELLS FARGO & CO NEW 0.8%
Value ($000) $29,000 Shares 612,721 Est. Cost $37.13 Unrealized +0.3%
ISRG INTUITIVE SURGICAL INC 0.8%
Value ($000) $28,636 Shares 43,296 Est. Cost $69.63 Unrealized +1.1%
SBUX STARBUCKS CORP 0.8%
Value ($000) $27,935 Shares 489,056 Est. Cost $46.89 Unrealized -0.9%
AMT AMERICAN TOWER CORP NEW 0.8%
Value ($000) $27,060 Shares 238,179 Est. Cost $83.75 Unrealized 0.0%
LOW LOWES COS INC 0.8%
Value ($000) $26,931 Shares 340,172 Est. Cost $64.80 Unrealized 0.0%
DLTR DOLLAR TREE INC 0.8%
Value ($000) $26,865 Shares 285,071 Est. Cost $82.31 Unrealized +2.8%
TSN TYSON FOODS INC 0.7%
Value ($000) $25,906 Shares 387,875 Est. Cost $47.60 Unrealized +7.3%
STZ CONSTELLATION BRANDS INC 0.7%
Value ($000) $24,918 Shares 150,655 Est. Cost $127.32 Unrealized +6.5%
DAL DELTA AIR LINES INC DEL 0.7%
Value ($000) $24,793 Shares 680,576 Est. Cost $37.78 Unrealized 0.0%
NEE NEXTERA ENERGY INC 0.7%
Value ($000) $24,676 Shares 189,236 Est. Cost $21.35 Unrealized +10.0%
DUK DUKE ENERGY CORP NEW 0.7%
Value ($000) $24,382 Shares 284,201 Est. Cost $50.48 Unrealized +6.6%
NOC NORTHROP GRUMMAN CORP 0.7%
Value ($000) $23,531 Shares 105,862 Est. Cost $155.95 Unrealized +15.5%
TAP MOLSON COORS BREWING CO 0.7%
Value ($000) $23,426 Shares 231,642 Est. Cost $74.49 Unrealized +3.8%
TEVA TEVA PHARMACEUTICAL INDS LTD 0.7%
Value ($000) $23,336 Shares 464,586 Est. Cost $53.51 Unrealized
ULTA ULTA SALON COSMETCS & FRAG I 0.7%
Value ($000) $23,267 Shares 95,499 Est. Cost $173.88 Unrealized +25.2%
EW EDWARDS LIFESCIENCES CORP 0.6%
Value ($000) $22,626 Shares 226,873 Est. Cost $29.14 Unrealized +17.4%
REYNOLDS AMERICAN INC 0.6%
Value ($000) $22,263 Shares 412,819 Est. Cost $49.69 Unrealized
ITW ILLINOIS TOOL WKS INC 0.6%
Value ($000) $19,918 Shares 191,229 Est. Cost $83.13 Unrealized +0.2%
LULU LULULEMON ATHLETICA INC 0.6%
Value ($000) $19,880 Shares 269,153 Est. Cost $62.66 Unrealized +5.9%
PCG PG&E CORP 0.5%
Value ($000) $18,967 Shares 296,729 Est. Cost $51.77 Unrealized +9.2%
BSX BOSTON SCIENTIFIC CORP 0.5%
Value ($000) $18,551 Shares 793,809 Est. Cost $21.63 Unrealized 0.0%
INTERCONTINENTAL EXCHANGE IN 0.5%
Value ($000) $18,441 Shares 72,045 Est. Cost $235.14 Unrealized
MRK MERCK & CO INC 0.5%
Value ($000) $18,059 Shares 313,465 Est. Cost $36.05 Unrealized +9.5%
UPS UNITED PARCEL SERVICE INC 0.5%
Value ($000) $17,443 Shares 161,933 Est. Cost $72.81 Unrealized +0.4%
TDG TRANSDIGM GROUP INC 0.5%
Value ($000) $16,853 Shares 63,911 Est. Cost $152.60 Unrealized 0.0%
TXN TEXAS INSTRS INC 0.5%
Value ($000) $16,659 Shares 265,903 Est. Cost $45.66 Unrealized 0.0%
NTES NETEASE INC 0.4%
Value ($000) $15,608 Shares 80,776 Est. Cost $193.23 Unrealized
COMPUTER SCIENCES CORP 0.4%
Value ($000) $15,543 Shares 313,047 Est. Cost $44.90 Unrealized
FAST FASTENAL CO 0.4%
Value ($000) $15,484 Shares 348,807 Est. Cost $8.78 Unrealized +1.1%
CMCSA COMCAST CORP NEW 0.4%
Value ($000) $15,483 Shares 237,508 Est. Cost $24.72 Unrealized 0.0%
MNST MONSTER BEVERAGE CORP NEW 0.4%
Value ($000) $15,415 Shares 95,920 Est. Cost $24.12 Unrealized 0.0%
WALGREENS BOOTS ALLIANCE INC 0.4%
Value ($000) $15,254 Shares 183,184 Est. Cost $83.27 Unrealized
YUM YUM BRANDS INC 0.4%
Value ($000) $14,938 Shares 180,151 Est. Cost $49.47 Unrealized 0.0%
TECK TECK RESOURCES LTD 0.4%
Value ($000) $14,777 Shares 1,122,056 Est. Cost $10.33 Unrealized 0.0%
ALL ALLSTATE CORP 0.4%
Value ($000) $14,759 Shares 211,000 Est. Cost $54.10 Unrealized 0.0%
CB CHUBB LIMITED 0.4%
Value ($000) $14,704 Shares 112,493 Est. Cost $99.69 Unrealized +3.9%
OMC OMNICOM GROUP INC 0.4%
Value ($000) $14,524 Shares 178,231 Est. Cost $59.65 Unrealized 0.0%
MSI MOTOROLA SOLUTIONS INC 0.4%
Value ($000) $14,023 Shares 212,559 Est. Cost $59.56 Unrealized +2.9%
EXC EXELON CORP 0.4%
Value ($000) $13,774 Shares 378,834 Est. Cost $17.65 Unrealized 0.0%
AYI ACUITY BRANDS INC 0.4%
Value ($000) $13,564 Shares 54,704 Est. Cost $235.90 Unrealized +2.6%
ALB ALBEMARLE CORP 0.4%
Value ($000) $13,182 Shares 166,207 Est. Cost $64.37 Unrealized 0.0%
CRM SALESFORCE COM INC 0.4%
Value ($000) $13,153 Shares 165,640 Est. Cost $77.55 Unrealized 0.0%
FISV FISERV INC 0.4%
Value ($000) $12,896 Shares 118,610 Est. Cost $48.60 Unrealized +5.9%
GPN GLOBAL PMTS INC 0.4%
Value ($000) $12,615 Shares 176,737 Est. Cost $66.01 Unrealized +6.3%
VANTIV INC 0.4%
Value ($000) $12,562 Shares 221,941 Est. Cost $51.13 Unrealized
CLX CLOROX CO DEL 0.4%
Value ($000) $12,290 Shares 88,808 Est. Cost $96.11 Unrealized +2.7%
PANERA BREAD CO 0.3%
Value ($000) $12,028 Shares 56,750 Est. Cost $205.46 Unrealized
KO COCA COLA CO 0.3%
Value ($000) $11,999 Shares 264,698 Est. Cost $31.84 Unrealized +4.6%
ENDO INTL PLC 0.3%
Value ($000) $11,591 Shares 743,491 Est. Cost $26.95 Unrealized
ORLY O REILLY AUTOMOTIVE INC NEW 0.3%
Value ($000) $11,583 Shares 42,725 Est. Cost $17.34 Unrealized +2.0%
MEDIVATION INC 0.3%
Value ($000) $11,483 Shares 190,439 Est. Cost $60.30 Unrealized
U S SILICA HLDGS INC 0.3%
Value ($000) $11,280 Shares 327,254 Est. Cost $34.47 Unrealized
LAM RESEARCH CORP 0.3%
Value ($000) $11,190 Shares 133,115 Est. Cost $84.06 Unrealized
HAS HASBRO INC 0.3%
Value ($000) $11,017 Shares 131,173 Est. Cost $60.62 Unrealized +1.1%
HSIC SCHEIN HENRY INC 0.3%
Value ($000) $10,882 Shares 61,550 Est. Cost $62.86 Unrealized +7.5%
L-3 COMMUNICATIONS HLDGS INC 0.3%
Value ($000) $10,846 Shares 73,936 Est. Cost $142.06 Unrealized
PNC PNC FINL SVCS GROUP INC 0.3%
Value ($000) $10,809 Shares 132,804 Est. Cost $62.50 Unrealized +0.7%
BAC BANK AMER CORP 0.3%
Value ($000) $10,535 Shares 793,867 Est. Cost $11.12 Unrealized +2.0%
MAS MASCO CORP 0.3%
Value ($000) $10,311 Shares 333,250 Est. Cost $27.25 Unrealized +0.3%
SYK STRYKER CORP 0.3%
Value ($000) $10,286 Shares 85,840 Est. Cost $92.81 Unrealized +8.1%
BIGGQ BIG LOTS INC 0.3%
Value ($000) $10,205 Shares 203,650 Est. Cost $36.94 Unrealized 0.0%
PTEN PATTERSON UTI ENERGY INC 0.3%
Value ($000) $10,015 Shares 469,744 Est. Cost $18.84 Unrealized 0.0%
BURL BURLINGTON STORES INC 0.3%
Value ($000) $9,841 Shares 147,521 Est. Cost $56.81 Unrealized +3.3%
BED BATH & BEYOND INC 0.3%
Value ($000) $9,817 Shares 227,146 Est. Cost $45.44 Unrealized
SJM SMUCKER J M CO 0.3%
Value ($000) $9,696 Shares 63,617 Est. Cost $88.97 Unrealized +11.4%
ETR ENTERGY CORP NEW 0.3%
Value ($000) $9,377 Shares 115,266 Est. Cost $26.36 Unrealized +0.3%
DR PEPPER SNAPPLE GROUP INC 0.3%
Value ($000) $9,163 Shares 94,823 Est. Cost $89.42 Unrealized
FOOT LOCKER INC 0.3%
Value ($000) $9,160 Shares 166,967 Est. Cost $54.86 Unrealized
VEEV VEEVA SYS INC 0.2%
Value ($000) $8,653 Shares 253,596 Est. Cost $29.71 Unrealized 0.0%
PLAY DAVE & BUSTERS ENTMT INC 0.2%
Value ($000) $8,588 Shares 183,540 Est. Cost $41.46 Unrealized 0.0%
HP HELMERICH & PAYNE INC 0.2%
Value ($000) $8,231 Shares 122,613 Est. Cost $61.79 Unrealized 0.0%
NBIS YANDEX N V 0.2%
Value ($000) $8,132 Shares 372,188 Est. Cost $21.85 Unrealized
AFL AFLAC INC 0.2%
Value ($000) $7,978 Shares 110,554 Est. Cost $27.28 Unrealized 0.0%
TESARO INC 0.2%
Value ($000) $7,874 Shares 93,683 Est. Cost $84.05 Unrealized
PAYX PAYCHEX INC 0.2%
Value ($000) $7,839 Shares 131,753 Est. Cost $40.17 Unrealized 0.0%
INTERPUBLIC GROUP COS INC 0.2%
Value ($000) $7,653 Shares 331,318 Est. Cost $16.21 Unrealized +0.5%
PRIVATEBANCORP INC 0.2%
Value ($000) $7,565 Shares 171,825 Est. Cost $44.03 Unrealized
SYMANTEC CORP 0.2%
Value ($000) $7,357 Shares 358,166 Est. Cost $20.54 Unrealized
CHD CHURCH & DWIGHT INC 0.2%
Value ($000) $7,310 Shares 71,050 Est. Cost $38.38 Unrealized +10.9%
VLO VALERO ENERGY CORP NEW 0.2%
Value ($000) $7,221 Shares 141,579 Est. Cost $38.47 Unrealized 0.0%
OLED UNIVERSAL DISPLAY CORP 0.2%
Value ($000) $6,989 Shares 103,089 Est. Cost $58.21 Unrealized 0.0%
DOW CHEM CO 0.2%
Value ($000) $6,951 Shares 139,826 Est. Cost $49.71 Unrealized
KHC KRAFT HEINZ CO 0.2%
Value ($000) $6,914 Shares 78,138 Est. Cost $53.59 Unrealized 0.0%
ACN ACCENTURE PLC IRELAND 0.2%
Value ($000) $6,673 Shares 58,901 Est. Cost $91.68 Unrealized +8.9%
DIAMOND RESORTS INTL INC 0.2%
Value ($000) $6,520 Shares 217,623 Est. Cost $29.96 Unrealized
DY DYCOM INDS INC 0.2%
Value ($000) $6,372 Shares 70,991 Est. Cost $75.52 Unrealized 0.0%
LLY LILLY ELI & CO 0.2%
Value ($000) $6,285 Shares 79,812 Est. Cost $63.98 Unrealized +0.2%
MAT MATTEL INC 0.2%
Value ($000) $6,075 Shares 194,145 Est. Cost $30.38 Unrealized +4.4%
WEBMD HEALTH CORP 0.2%
Value ($000) $6,035 Shares 103,847 Est. Cost $58.11 Unrealized
ZTS ZOETIS INC 0.2%
Value ($000) $6,007 Shares 126,573 Est. Cost $43.86 Unrealized 0.0%
TRV TRAVELERS COMPANIES INC 0.2%
Value ($000) $5,988 Shares 50,306 Est. Cost $91.51 Unrealized 0.0%
MCHP MICROCHIP TECHNOLOGY INC 0.2%
Value ($000) $5,969 Shares 117,594 Est. Cost $20.75 Unrealized 0.0%
XRAY DENTSPLY SIRONA INC 0.2%
Value ($000) $5,899 Shares 95,080 Est. Cost $58.93 Unrealized +4.4%
ANNALY CAP MGMT INC 0.2%
Value ($000) $5,713 Shares 516,094 Est. Cost $11.00 Unrealized
SIX FLAGS ENTMT CORP NEW 0.2%
Value ($000) $5,656 Shares 97,596 Est. Cost $57.95 Unrealized
TSM TAIWAN SEMICONDUCTOR MFG LTD 0.2%
Value ($000) $5,619 Shares 214,229 Est. Cost $26.23 Unrealized
PFE PFIZER INC 0.2%
Value ($000) $5,394 Shares 153,204 Est. Cost $18.68 Unrealized +12.7%
LGND LIGAND PHARMACEUTICALS INC 0.2%
Value ($000) $5,336 Shares 44,743 Est. Cost $74.21 Unrealized 0.0%
PGR PROGRESSIVE CORP OHIO 0.1%
Value ($000) $5,244 Shares 156,548 Est. Cost $24.25 Unrealized +3.5%
NEVRO CORP 0.1%
Value ($000) $5,223 Shares 70,816 Est. Cost $73.75 Unrealized
TFX TELEFLEX INC 0.1%
Value ($000) $5,195 Shares 29,301 Est. Cost $131.38 Unrealized +17.1%
HLF HERBALIFE LTD 0.1%
Value ($000) $5,175 Shares 88,422 Est. Cost $27.88 Unrealized +7.4%
WB WEIBO CORP 0.1%
Value ($000) $5,068 Shares 178,401 Est. Cost $28.41 Unrealized
ADP AUTOMATIC DATA PROCESSING IN 0.1%
Value ($000) $5,043 Shares 54,890 Est. Cost $71.77 Unrealized 0.0%
CHRW C H ROBINSON WORLDWIDE INC 0.1%
Value ($000) $5,039 Shares 67,862 Est. Cost $55.88 Unrealized +4.2%
SPARK THERAPEUTICS INC 0.1%
Value ($000) $4,993 Shares 97,654 Est. Cost $51.13 Unrealized
EIX EDISON INTL 0.1%
Value ($000) $4,806 Shares 61,881 Est. Cost $43.56 Unrealized +11.4%
ZBH ZIMMER BIOMET HLDGS INC 0.1%
Value ($000) $4,728 Shares 39,274 Est. Cost $104.60 Unrealized 0.0%
DTE DTE ENERGY CO 0.1%
Value ($000) $4,664 Shares 47,059 Est. Cost $51.91 Unrealized +8.1%
AAP ADVANCE AUTO PARTS INC 0.1%
Value ($000) $4,408 Shares 27,270 Est. Cost $135.22 Unrealized 0.0%
MOBILEYE N V AMSTELVEEN 0.1%
Value ($000) $4,405 Shares 95,468 Est. Cost $46.14 Unrealized
BDX BECTON DICKINSON & CO 0.1%
Value ($000) $4,309 Shares 25,407 Est. Cost $131.08 Unrealized +5.5%
KELLOGG CO 0.1%
Value ($000) $4,287 Shares 52,507 Est. Cost $48.67 Unrealized +4.6%
SRE SEMPRA ENERGY 0.1%
Value ($000) $4,067 Shares 35,673 Est. Cost $39.00 Unrealized 0.0%
CBRL CRACKER BARREL OLD CTRY STOR 0.1%
Value ($000) $4,058 Shares 23,668 Est. Cost $100.26 Unrealized +2.0%
CA INC 0.1%
Value ($000) $3,954 Shares 120,436 Est. Cost $32.83 Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.1%
Value ($000) $3,932 Shares 70,304 Est. Cost $52.62 Unrealized 0.0%
ES EVERSOURCE ENERGY 0.1%
Value ($000) $3,858 Shares 64,411 Est. Cost $38.85 Unrealized +4.5%
FSLR FIRST SOLAR INC 0.1%
Value ($000) $3,759 Shares 77,546 Est. Cost $62.92 Unrealized -15.3%
STLD STEEL DYNAMICS INC 0.1%
Value ($000) $3,734 Shares 152,422 Est. Cost $20.03 Unrealized 0.0%
UNITED TECHNOLOGIES CORP 0.1%
Value ($000) $3,730 Shares 36,374 Est. Cost $102.55 Unrealized
WM WASTE MGMT INC DEL 0.1%
Value ($000) $3,718 Shares 56,103 Est. Cost $49.24 Unrealized +2.9%
DGX QUEST DIAGNOSTICS INC 0.1%
Value ($000) $3,639 Shares 44,694 Est. Cost $62.99 Unrealized 0.0%
WDC WESTERN DIGITAL CORP 0.1%
Value ($000) $3,610 Shares 76,395 Est. Cost $28.61 Unrealized 0.0%
AEE AMEREN CORP 0.1%
Value ($000) $3,422 Shares 63,859 Est. Cost $34.49 Unrealized +7.5%
BUD ANHEUSER BUSCH INBEV SA/NV 0.1%
Value ($000) $3,408 Shares 25,878 Est. Cost $124.65 Unrealized
CDNS CADENCE DESIGN SYSTEM INC 0.1%
Value ($000) $3,388 Shares 139,426 Est. Cost $23.95 Unrealized 0.0%
KMB KIMBERLY CLARK CORP 0.1%
Value ($000) $3,322 Shares 24,165 Est. Cost $93.94 Unrealized 0.0%
MD MEDNAX INC 0.1%
Value ($000) $3,299 Shares 45,546 Est. Cost $66.34 Unrealized +3.6%
LNG CHENIERE ENERGY INC 0.1%
Value ($000) $3,288 Shares 87,551 Est. Cost $35.16 Unrealized 0.0%
BARD C R INC 0.1%
Value ($000) $3,257 Shares 13,851 Est. Cost $202.67 Unrealized
RSG REPUBLIC SVCS INC 0.1%
Value ($000) $3,056 Shares 59,561 Est. Cost $40.82 Unrealized 0.0%
WELLCARE HEALTH PLANS INC 0.1%
Value ($000) $2,934 Shares 27,346 Est. Cost $107.29 Unrealized
FANG DIAMONDBACK ENERGY INC 0.1%
Value ($000) $2,931 Shares 32,137 Est. Cost $66.84 Unrealized 0.0%
INTU INTUIT 0.1%
Value ($000) $2,901 Shares 25,996 Est. Cost $97.25 Unrealized 0.0%
KMI KINDER MORGAN INC DEL 0.1%
Value ($000) $2,900 Shares 154,900 Est. Cost $10.91 Unrealized 0.0%
MEAD JOHNSON NUTRITION CO 0.1%
Value ($000) $2,871 Shares 31,641 Est. Cost $90.74 Unrealized
TATA MTRS LTD 0.1%
Value ($000) $2,748 Shares 79,258 Est. Cost $34.67 Unrealized
PIONEER NAT RES CO 0.1%
Value ($000) $2,746 Shares 18,161 Est. Cost $151.20 Unrealized
BAP CREDICORP LTD 0.1%
Value ($000) $2,722 Shares 17,637 Est. Cost $112.07 Unrealized 0.0%
DB DEUTSCHE BANK AG 0.1%
Value ($000) $2,515 Shares 183,193 Est. Cost $12.95 Unrealized 0.0%
FEI CO 0.1%
Value ($000) $2,463 Shares 23,043 Est. Cost $106.89 Unrealized
CST BRANDS INC 0.1%
Value ($000) $2,364 Shares 54,879 Est. Cost $43.08 Unrealized
A AGILENT TECHNOLOGIES INC 0.1%
Value ($000) $2,358 Shares 53,167 Est. Cost $40.01 Unrealized 0.0%
YY INC 0.1%
Value ($000) $2,354 Shares 69,501 Est. Cost $33.87 Unrealized
BXP BOSTON PROPERTIES INC 0.1%
Value ($000) $2,331 Shares 17,674 Est. Cost $86.36 Unrealized 0.0%
COACH INC 0.1%
Value ($000) $2,311 Shares 56,729 Est. Cost $40.74 Unrealized
AEP AMERICAN ELEC PWR INC 0.1%
Value ($000) $2,296 Shares 32,757 Est. Cost $43.31 Unrealized +7.7%
PARSLEY ENERGY INC 0.1%
Value ($000) $2,264 Shares 83,655 Est. Cost $27.06 Unrealized
MO ALTRIA GROUP INC 0.1%
Value ($000) $2,212 Shares 32,071 Est. Cost $30.67 Unrealized +8.3%
PEG PUBLIC SVC ENTERPRISE GROUP 0.1%
Value ($000) $2,200 Shares 47,200 Est. Cost $32.52 Unrealized 0.0%
LII LENNOX INTL INC 0.1%
Value ($000) $2,194 Shares 15,388 Est. Cost $122.50 Unrealized 0.0%
ANF ABERCROMBIE & FITCH CO 0.1%
Value ($000) $2,173 Shares 122,034 Est. Cost $23.12 Unrealized -14.5%
AXIALL CORP 0.1%
Value ($000) $2,148 Shares 65,871 Est. Cost $32.61 Unrealized
NDAQ NASDAQ INC 0.1%
Value ($000) $2,134 Shares 33,001 Est. Cost $16.16 Unrealized +13.2%
DRI DARDEN RESTAURANTS INC 0.1%
Value ($000) $2,032 Shares 32,081 Est. Cost $47.83 Unrealized +4.1%
JBLU JETBLUE AIRWAYS CORP 0.1%
Value ($000) $1,957 Shares 118,149 Est. Cost $18.58 Unrealized 0.0%
MLM MARTIN MARIETTA MATLS INC 0.1%
Value ($000) $1,942 Shares 10,112 Est. Cost $166.34 Unrealized 0.0%
POST POST HLDGS INC 0.1%
Value ($000) $1,856 Shares 22,445 Est. Cost $41.66 Unrealized +16.1%
CERNER CORP 0.1%
Value ($000) $1,842 Shares 31,433 Est. Cost $52.96 Unrealized
FINISH LINE INC 0.1%
Value ($000) $1,794 Shares 88,871 Est. Cost $20.33 Unrealized
SINA CORP 0.1%
Value ($000) $1,779 Shares 34,295 Est. Cost $51.87 Unrealized
SUNPOWER CORP 0.0%
Value ($000) $1,743 Shares 112,535 Est. Cost $15.49 Unrealized
SO SOUTHERN CO 0.0%
Value ($000) $1,640 Shares 30,576 Est. Cost $31.25 Unrealized +7.6%
MTD METTLER TOLEDO INTERNATIONAL 0.0%
Value ($000) $1,626 Shares 4,455 Est. Cost $365.38 Unrealized 0.0%
BRK/B BERKSHIRE HATHAWAY INC DEL 0.0%
Value ($000) $1,607 Shares 11,100 Est. Cost $142.96 Unrealized 0.0%
MAN MANPOWERGROUP INC 0.0%
Value ($000) $1,589 Shares 24,699 Est. Cost $77.51 Unrealized 0.0%
BF/B BROWN FORMAN CORP 0.0%
Value ($000) $1,587 Shares 15,911 Est. Cost $32.53 Unrealized 0.0%
WAT WATERS CORP 0.0%
Value ($000) $1,540 Shares 10,952 Est. Cost $135.27 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC 0.0%
Value ($000) $1,525 Shares 10,262 Est. Cost $126.24 Unrealized +1.3%
INGRAM MICRO INC 0.0%
Value ($000) $1,508 Shares 43,368 Est. Cost $35.69 Unrealized
CDK GLOBAL INC 0.0%
Value ($000) $1,508 Shares 27,169 Est. Cost $55.50 Unrealized
DISCOVER FINL SVCS 0.0%
Value ($000) $1,505 Shares 28,078 Est. Cost $53.60 Unrealized
IFF INTERNATIONAL FLAVORS&FRAGRA 0.0%
Value ($000) $1,505 Shares 11,935 Est. Cost $97.48 Unrealized 0.0%
STARZ 0.0%
Value ($000) $1,504 Shares 50,260 Est. Cost $29.92 Unrealized
SUPERIOR ENERGY SVCS INC 0.0%
Value ($000) $1,438 Shares 78,091 Est. Cost $18.41 Unrealized
CL COLGATE PALMOLIVE CO 0.0%
Value ($000) $1,435 Shares 19,600 Est. Cost $52.18 Unrealized +9.0%
HD SUPPLY HLDGS INC 0.0%
Value ($000) $1,418 Shares 40,726 Est. Cost $34.82 Unrealized
REG REGENCY CTRS CORP 0.0%
Value ($000) $1,390 Shares 16,597 Est. Cost $52.93 Unrealized 0.0%
CREDIT SUISSE GROUP 0.0%
Value ($000) $1,389 Shares 129,853 Est. Cost $10.70 Unrealized
FBIN FORTUNE BRANDS HOME & SEC IN 0.0%
Value ($000) $1,361 Shares 23,486 Est. Cost $42.41 Unrealized 0.0%
LIONS GATE ENTMNT CORP 0.0%
Value ($000) $1,335 Shares 66,010 Est. Cost $20.22 Unrealized
EXPRESS SCRIPTS HLDG CO 0.0%
Value ($000) $1,281 Shares 16,900 Est. Cost $68.69 Unrealized
BLACKROCK INC 0.0%
Value ($000) $1,250 Shares 3,648 Est. Cost $342.65 Unrealized
EXEL EXELIXIS INC 0.0%
Value ($000) $1,232 Shares 157,757 Est. Cost $5.76 Unrealized 0.0%
MSM MSC INDL DIRECT INC 0.0%
Value ($000) $1,200 Shares 17,011 Est. Cost $74.22 Unrealized 0.0%
CAR AVIS BUDGET GROUP 0.0%
Value ($000) $1,199 Shares 37,189 Est. Cost $26.25 Unrealized 0.0%
IRM IRON MTN INC NEW 0.0%
Value ($000) $1,194 Shares 29,984 Est. Cost $21.21 Unrealized 0.0%
CYPRESS SEMICONDUCTOR CORP 0.0%
Value ($000) $1,063 Shares 100,750 Est. Cost $10.55 Unrealized
THO THOR INDS INC 0.0%
Value ($000) $1,059 Shares 16,361 Est. Cost $52.90 Unrealized 0.0%
SBA COMMUNICATIONS CORP 0.0%
Value ($000) $1,049 Shares 9,720 Est. Cost $107.92 Unrealized
ASHLAND INC NEW 0.0%
Value ($000) $1,047 Shares 9,123 Est. Cost $114.76 Unrealized
FIVE FIVE BELOW INC 0.0%
Value ($000) $1,020 Shares 21,975 Est. Cost $41.80 Unrealized 0.0%
FINISAR CORP 0.0%
Value ($000) $1,014 Shares 57,903 Est. Cost $17.51 Unrealized
GLPI GAMING & LEISURE PPTYS INC 0.0%
Value ($000) $1,010 Shares 29,300 Est. Cost $34.47 Unrealized
SYY SYSCO CORP 0.0%
Value ($000) $987 Shares 19,458 Est. Cost $31.05 Unrealized +21.4%
AVY AVERY DENNISON CORP 0.0%
Value ($000) $974 Shares 13,035 Est. Cost $62.34 Unrealized 0.0%
TRINSEO S A 0.0%
Value ($000) $970 Shares 22,594 Est. Cost $42.93 Unrealized
GIGAMON INC 0.0%
Value ($000) $951 Shares 25,424 Est. Cost $37.41 Unrealized
DVA DAVITA HEALTHCARE PARTNERS I 0.0%
Value ($000) $939 Shares 12,138 Est. Cost $75.58 Unrealized 0.0%
PLD PROLOGIS INC 0.0%
Value ($000) $939 Shares 19,140 Est. Cost $35.71 Unrealized 0.0%
MOBILE TELESYSTEMS PJSC 0.0%
Value ($000) $922 Shares 111,293 Est. Cost $8.28 Unrealized
PINNACLE FOODS INC DEL 0.0%
Value ($000) $902 Shares 19,480 Est. Cost $46.30 Unrealized
MELI MERCADOLIBRE INC 0.0%
Value ($000) $899 Shares 6,394 Est. Cost $129.21 Unrealized 0.0%
TD TORONTO DOMINION BK ONT 0.0%
Value ($000) $813 Shares 18,928 Est. Cost $43.53 Unrealized 0.0%
JACOBS ENGR GROUP INC DEL 0.0%
Value ($000) $792 Shares 15,910 Est. Cost $49.78 Unrealized
COMMUNICATIONS SALES&LEAS IN 0.0%
Value ($000) $786 Shares 27,200 Est. Cost $28.90 Unrealized
ST JUDE MED INC 0.0%
Value ($000) $737 Shares 9,455 Est. Cost $62.29 Unrealized
TV GRUPO TELEVISA SA 0.0%
Value ($000) $724 Shares 27,790 Est. Cost $26.05 Unrealized
BR BROADRIDGE FINL SOLUTIONS IN 0.0%
Value ($000) $649 Shares 9,952 Est. Cost $52.52 Unrealized 0.0%
HORIZON PHARMA PLC 0.0%
Value ($000) $645 Shares 39,175 Est. Cost $16.46 Unrealized
MKTX MARKETAXESS HLDGS INC 0.0%
Value ($000) $640 Shares 4,400 Est. Cost $121.40 Unrealized 0.0%
HSBC HSBC HLDGS PLC 0.0%
Value ($000) $639 Shares 20,400 Est. Cost $31.12 Unrealized
NWL NEWELL BRANDS INC 0.0%
Value ($000) $573 Shares 11,790 Est. Cost $31.35 Unrealized 0.0%
INCY INCYTE CORP 0.0%
Value ($000) $560 Shares 7,000 Est. Cost $74.53 Unrealized +4.2%
CRUS CIRRUS LOGIC INC 0.0%
Value ($000) $549 Shares 14,163 Est. Cost $35.86 Unrealized 0.0%
TERRAFORM PWR INC 0.0%
Value ($000) $525 Shares 48,199 Est. Cost $8.66 Unrealized
VNET 21VIANET GROUP INC 0.0%
Value ($000) $521 Shares 51,000 Est. Cost $10.22 Unrealized
EG EVEREST RE GROUP LTD 0.0%
Value ($000) $496 Shares 2,718 Est. Cost $150.24 Unrealized 0.0%
RYAAY RYANAIR HLDGS PLC 0.0%
Value ($000) $464 Shares 6,676 Est. Cost $69.50 Unrealized
LABORATORY CORP AMER HLDGS 0.0%
Value ($000) $455 Shares 3,492 Est. Cost $130.30 Unrealized
APARTMENT INVT & MGMT CO 0.0%
Value ($000) $437 Shares 9,900 Est. Cost $44.14 Unrealized
FHN FIRST HORIZON NATL CORP 0.0%
Value ($000) $425 Shares 30,855 Est. Cost $9.99 Unrealized 0.0%
SONY SONY CORP 0.0%
Value ($000) $421 Shares 14,360 Est. Cost $29.32 Unrealized
AEO AMERICAN EAGLE OUTFITTERS NE 0.0%
Value ($000) $392 Shares 24,600 Est. Cost $11.72 Unrealized 0.0%
TWITTER INC 0.0%
Value ($000) $383 Shares 22,641 Est. Cost $16.55 Unrealized
QLIK TECHNOLOGIES INC 0.0%
Value ($000) $382 Shares 12,900 Est. Cost $29.61 Unrealized
PEB PEBBLEBROOK HOTEL TR 0.0%
Value ($000) $378 Shares 14,403 Est. Cost $26.24 Unrealized
WYNDHAM WORLDWIDE CORP 0.0%
Value ($000) $375 Shares 5,263 Est. Cost $71.25 Unrealized
UHS UNIVERSAL HLTH SVCS INC 0.0%
Value ($000) $349 Shares 2,601 Est. Cost $126.57 Unrealized 0.0%
MTN VAIL RESORTS INC 0.0%
Value ($000) $300 Shares 2,173 Est. Cost $117.58 Unrealized +12.3%
LASALLE HOTEL PPTYS 0.0%
Value ($000) $281 Shares 11,925 Est. Cost $23.56 Unrealized
IMPERVA INC 0.0%
Value ($000) $273 Shares 6,345 Est. Cost $43.03 Unrealized
JPM JPMORGAN CHASE & CO 0.0%
Value ($000) $265 Shares 4,264 Est. Cost $44.86 Unrealized +7.7%
LEN LENNAR CORP 0.0%
Value ($000) $263 Shares 5,700 Est. Cost $39.87 Unrealized 0.0%
EXPD EXPEDITORS INTL WASH INC 0.0%
Value ($000) $235 Shares 4,800 Est. Cost $42.93 Unrealized 0.0%
AMERICAN CAPITAL AGENCY CORP 0.0%
Value ($000) $228 Shares 11,500 Est. Cost $19.83 Unrealized
VMC VULCAN MATLS CO 0.0%
Value ($000) $218 Shares 1,814 Est. Cost $87.06 Unrealized +19.7%
WADDELL & REED FINL INC 0.0%
Value ($000) $212 Shares 12,323 Est. Cost $17.20 Unrealized
ATWOOD OCEANICS INC 0.0%
Value ($000) $192 Shares 15,364 Est. Cost $12.50 Unrealized
BCS BARCLAYS PLC 0.0%
Value ($000) $178 Shares 23,431 Est. Cost $7.60 Unrealized
CONSOL ENERGY INC 0.0%
Value ($000) $174 Shares 10,800 Est. Cost $16.11 Unrealized
UBS UBS GROUP AG 0.0%
Value ($000) $134 Shares 10,350 Est. Cost $15.28 Unrealized 0.0%