Versor Investments LP Quant / Systematic

CIK: 0001650301 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: Apr 26, 2017

Total Value ($000): $256,698 (100.0% shares, 0.0% debt)

Holdings (112)

MOBILEYE N V AMSTELVEEN 5.8%
Value ($000) $14,789 Shares 240,860 Est. Cost $61.40 Unrealized
NXPI NXP SEMICONDUCTORS N V 5.7%
Value ($000) $14,641 Shares 141,460 Est. Cost $88.31 Unrealized +1.8%
MEAD JOHNSON NUTRITION CO 5.4%
Value ($000) $13,850 Shares 155,481 Est. Cost $89.08 Unrealized
JOY GLOBAL INC 5.4%
Value ($000) $13,757 Shares 486,986 Est. Cost $28.03 Unrealized
EVERBANK FINL CORP 4.5%
Value ($000) $11,669 Shares 598,999 Est. Cost $19.46 Unrealized
ZELTIQ AESTHETICS INC 4.2%
Value ($000) $10,670 Shares 191,863 Est. Cost $55.61 Unrealized
VCA INC 4.1%
Value ($000) $10,569 Shares 115,508 Est. Cost $91.50 Unrealized
ASTORIA FINL CORP 4.0%
Value ($000) $10,227 Shares 498,643 Est. Cost $20.51 Unrealized
BNC BANCORP 3.7%
Value ($000) $9,567 Shares 272,942 Est. Cost $35.05 Unrealized
INVENSENSE INC 3.7%
Value ($000) $9,437 Shares 747,186 Est. Cost $12.78 Unrealized
PRIVATEBANCORP INC 3.6%
Value ($000) $9,350 Shares 157,479 Est. Cost $54.57 Unrealized
CABELAS INC 3.2%
Value ($000) $8,198 Shares 154,362 Est. Cost $56.94 Unrealized
WILLIAMS CLAYTON ENERGY INC 3.2%
Value ($000) $8,092 Shares 61,264 Est. Cost $132.08 Unrealized
MONSANTO CO NEW 3.1%
Value ($000) $7,892 Shares 69,717 Est. Cost $105.91 Unrealized
SILVER BAY RLTY TR CORP 2.9%
Value ($000) $7,374 Shares 343,473 Est. Cost $21.47 Unrealized
LEVEL 3 COMMUNICATIONS INC 2.9%
Value ($000) $7,346 Shares 128,385 Est. Cost $56.47 Unrealized
STILLWATER MNG CO 2.7%
Value ($000) $6,957 Shares 402,846 Est. Cost $16.17 Unrealized
CHEMTURA CORP 2.7%
Value ($000) $6,949 Shares 208,049 Est. Cost $33.23 Unrealized
CEB INC 2.4%
Value ($000) $6,142 Shares 78,140 Est. Cost $78.60 Unrealized
WHITEWAVE FOODS CO 2.3%
Value ($000) $5,875 Shares 104,638 Est. Cost $55.68 Unrealized
BROCADE COMMUNICATIONS SYS I 2.1%
Value ($000) $5,310 Shares 425,509 Est. Cost $12.49 Unrealized
CARDINAL FINL CORP 2.0%
Value ($000) $5,216 Shares 174,199 Est. Cost $32.36 Unrealized
IXIA 1.9%
Value ($000) $4,810 Shares 244,770 Est. Cost $19.65 Unrealized
WGL HLDGS INC 1.8%
Value ($000) $4,616 Shares 55,926 Est. Cost $82.54 Unrealized
AIR METHODS CORP 1.6%
Value ($000) $4,021 Shares 93,518 Est. Cost $43.00 Unrealized
HEADWATERS INC 1.5%
Value ($000) $3,749 Shares 159,688 Est. Cost $23.51 Unrealized
CST BRANDS INC 1.4%
Value ($000) $3,565 Shares 74,142 Est. Cost $48.14 Unrealized
DIGITALGLOBE INC 1.3%
Value ($000) $3,266 Shares 99,731 Est. Cost $32.75 Unrealized
WESTERN REFNG INC 1.0%
Value ($000) $2,460 Shares 70,156 Est. Cost $37.45 Unrealized
AGRIUM INC 0.6%
Value ($000) $1,629 Shares 17,046 Est. Cost $99.93 Unrealized
NEUSTAR INC 0.4%
Value ($000) $1,096 Shares 33,058 Est. Cost $33.40 Unrealized
BBY BEST BUY INC 0.3%
Value ($000) $690 Shares 14,037 Est. Cost $31.51 Unrealized +3.2%
SEAGATE TECHNOLOGY PLC 0.3%
Value ($000) $656 Shares 14,287 Est. Cost $45.92 Unrealized
WMB WILLIAMS COS INC DEL 0.2%
Value ($000) $584 Shares 19,731 Est. Cost $17.93 Unrealized 0.0%
CXW CORECIVIC INC 0.2%
Value ($000) $559 Shares 17,776 Est. Cost $16.17 Unrealized +43.3%
F FORD MTR CO DEL 0.2%
Value ($000) $523 Shares 44,912 Est. Cost $7.70 Unrealized +1.1%
AMD ADVANCED MICRO DEVICES INC 0.2%
Value ($000) $505 Shares 34,700 Est. Cost $9.90 Unrealized +28.2%
LVS LAS VEGAS SANDS CORP 0.2%
Value ($000) $498 Shares 8,734 Est. Cost $46.19 Unrealized -4.1%
SWKS SKYWORKS SOLUTIONS INC 0.2%
Value ($000) $488 Shares 4,978 Est. Cost $75.49 Unrealized 0.0%
WELLCARE HEALTH PLANS INC 0.2%
Value ($000) $470 Shares 3,354 Est. Cost $137.27 Unrealized
DRI DARDEN RESTAURANTS INC 0.2%
Value ($000) $458 Shares 5,473 Est. Cost $53.96 Unrealized +8.5%
CVS CVS HEALTH CORP 0.2%
Value ($000) $455 Shares 5,797 Est. Cost $60.59 Unrealized 0.0%
CNP CENTERPOINT ENERGY INC 0.2%
Value ($000) $443 Shares 16,062 Est. Cost $17.94 Unrealized +12.4%
TRGP TARGA RES CORP 0.2%
Value ($000) $440 Shares 7,346 Est. Cost $34.80 Unrealized +15.3%
RF REGIONS FINL CORP NEW 0.2%
Value ($000) $437 Shares 30,095 Est. Cost $8.88 Unrealized +19.3%
FE FIRSTENERGY CORP 0.2%
Value ($000) $436 Shares 13,700 Est. Cost $21.79 Unrealized -1.9%
VEREIT INC 0.2%
Value ($000) $427 Shares 50,300 Est. Cost $8.47 Unrealized
DOMINION DIAMOND CORP 0.2%
Value ($000) $424 Shares 33,567 Est. Cost $12.63 Unrealized
PRU PRUDENTIAL FINL INC 0.2%
Value ($000) $406 Shares 3,804 Est. Cost $63.35 Unrealized +13.2%
FFIV F5 NETWORKS INC 0.2%
Value ($000) $388 Shares 2,722 Est. Cost $142.67 Unrealized 0.0%
CARDTRONICS PLC 0.1%
Value ($000) $379 Shares 8,100 Est. Cost $46.79 Unrealized
AMTRUST FINL SVCS INC 0.1%
Value ($000) $377 Shares 20,400 Est. Cost $18.48 Unrealized
NUS NU SKIN ENTERPRISES INC 0.1%
Value ($000) $372 Shares 6,698 Est. Cost $40.73 Unrealized -5.3%
AMP AMERIPRISE FINL INC 0.1%
Value ($000) $353 Shares 2,724 Est. Cost $103.84 Unrealized 0.0%
BA BOEING CO 0.1%
Value ($000) $351 Shares 1,987 Est. Cost $158.76 Unrealized 0.0%
URI UNITED RENTALS INC 0.1%
Value ($000) $343 Shares 2,739 Est. Cost $88.13 Unrealized +33.7%
WU WESTERN UN CO 0.1%
Value ($000) $337 Shares 16,573 Est. Cost $20.33 Unrealized
OLN OLIN CORP 0.1%
Value ($000) $335 Shares 10,200 Est. Cost $23.45 Unrealized 0.0%
BAKER HUGHES INC 0.1%
Value ($000) $317 Shares 5,304 Est. Cost $64.06 Unrealized
CC CHEMOURS CO 0.1%
Value ($000) $311 Shares 8,090 Est. Cost $22.02 Unrealized 0.0%
LEA LEAR CORP 0.1%
Value ($000) $310 Shares 2,188 Est. Cost $109.75 Unrealized +8.8%
TD AMERITRADE HLDG CORP 0.1%
Value ($000) $303 Shares 7,800 Est. Cost $38.85 Unrealized
KSS KOHLS CORP 0.1%
Value ($000) $298 Shares 7,497 Est. Cost $48.21 Unrealized -15.3%
GRMN GARMIN LTD 0.1%
Value ($000) $289 Shares 5,650 Est. Cost $40.07 Unrealized 0.0%
CONTINENTAL RESOURCES INC 0.1%
Value ($000) $268 Shares 5,900 Est. Cost $45.42 Unrealized
DISCOVERY COMMUNICATNS NEW 0.1%
Value ($000) $265 Shares 9,116 Est. Cost $29.07 Unrealized
BDX BECTON DICKINSON & CO 0.1%
Value ($000) $265 Shares 1,444 Est. Cost $144.69 Unrealized +5.5%
STLD STEEL DYNAMICS INC 0.1%
Value ($000) $264 Shares 7,583 Est. Cost $29.67 Unrealized 0.0%
TTMI TTM TECHNOLOGIES INC 0.1%
Value ($000) $264 Shares 16,374 Est. Cost $13.62 Unrealized +14.3%
HST HOST HOTELS & RESORTS INC 0.1%
Value ($000) $258 Shares 13,800 Est. Cost $12.94 Unrealized 0.0%
GAP GAP INC DEL 0.1%
Value ($000) $256 Shares 10,538 Est. Cost $18.61 Unrealized -6.1%
RMD RESMED INC 0.1%
Value ($000) $255 Shares 3,544 Est. Cost $62.92 Unrealized 0.0%
HARRIS CORP DEL 0.1%
Value ($000) $255 Shares 2,296 Est. Cost $102.74 Unrealized
VMWARE INC 0.1%
Value ($000) $253 Shares 2,746 Est. Cost $78.77 Unrealized
HUN HUNTSMAN CORP 0.1%
Value ($000) $253 Shares 10,329 Est. Cost $18.16 Unrealized +18.4%
IBM INTERNATIONAL BUSINESS MACHS 0.1%
Value ($000) $252 Shares 1,445 Est. Cost $114.39 Unrealized 0.0%
AEE AMEREN CORP 0.1%
Value ($000) $251 Shares 4,600 Est. Cost $41.41 Unrealized 0.0%
MRK MERCK & CO INC 0.1%
Value ($000) $247 Shares 3,895 Est. Cost $44.08 Unrealized +4.5%
TMUS T MOBILE US INC 0.1%
Value ($000) $245 Shares 3,800 Est. Cost $59.39 Unrealized 0.0%
CERNER CORP 0.1%
Value ($000) $242 Shares 4,115 Est. Cost $58.81 Unrealized
CM CDN IMPERIAL BK COMM TORONTO 0.1%
Value ($000) $241 Shares 2,790 Est. Cost $28.52 Unrealized 0.0%
EXC EXELON CORP 0.1%
Value ($000) $236 Shares 6,560 Est. Cost $17.24 Unrealized +8.5%
RL RALPH LAUREN CORP 0.1%
Value ($000) $236 Shares 2,895 Est. Cost $69.03 Unrealized 0.0%
CONSOL ENERGY INC 0.1%
Value ($000) $235 Shares 13,976 Est. Cost $18.25 Unrealized
GEF GREIF INC 0.1%
Value ($000) $232 Shares 4,205 Est. Cost $36.74 Unrealized +10.2%
VET VERMILION ENERGY INC 0.1%
Value ($000) $228 Shares 6,078 Est. Cost $39.53 Unrealized 0.0%
SL GREEN RLTY CORP 0.1%
Value ($000) $224 Shares 2,100 Est. Cost $107.62 Unrealized
IDXX IDEXX LABS INC 0.1%
Value ($000) $222 Shares 1,437 Est. Cost $137.84 Unrealized 0.0%
SPECTRUM BRANDS HLDGS INC 0.1%
Value ($000) $220 Shares 1,585 Est. Cost $138.80 Unrealized
CPS COOPER STD HLDGS INC 0.1%
Value ($000) $218 Shares 1,963 Est. Cost $109.00 Unrealized 0.0%
MSI MOTOROLA SOLUTIONS INC 0.1%
Value ($000) $216 Shares 2,500 Est. Cost $71.66 Unrealized 0.0%
NEWFIELD EXPL CO 0.1%
Value ($000) $214 Shares 5,799 Est. Cost $36.90 Unrealized
LNWO SCIENTIFIC GAMES CORP 0.1%
Value ($000) $213 Shares 9,000 Est. Cost $19.31 Unrealized 0.0%
CNQ CANADIAN NAT RES LTD 0.1%
Value ($000) $211 Shares 6,455 Est. Cost $10.11 Unrealized 0.0%
DHR DANAHER CORP DEL 0.1%
Value ($000) $210 Shares 2,455 Est. Cost $66.37 Unrealized +7.4%
BURL BURLINGTON STORES INC 0.1%
Value ($000) $210 Shares 2,162 Est. Cost $88.55 Unrealized 0.0%
GEO GEO GROUP INC NEW 0.1%
Value ($000) $209 Shares 4,500 Est. Cost $19.28 Unrealized 0.0%
INTC INTEL CORP 0.1%
Value ($000) $202 Shares 5,600 Est. Cost $29.68 Unrealized 0.0%
ENERPLUS CORP 0.1%
Value ($000) $187 Shares 23,200 Est. Cost $8.06 Unrealized
IAG IAMGOLD CORP 0.1%
Value ($000) $184 Shares 46,000 Est. Cost $4.02 Unrealized +5.8%
INVA INNOVIVA INC 0.1%
Value ($000) $173 Shares 12,500 Est. Cost $11.77 Unrealized 0.0%
FCX FREEPORT-MCMORAN INC 0.1%
Value ($000) $150 Shares 11,200 Est. Cost $13.03 Unrealized 0.0%
HBM HUDBAY MINERALS INC 0.1%
Value ($000) $140 Shares 21,300 Est. Cost $7.47 Unrealized 0.0%
BTG B2GOLD CORP 0.1%
Value ($000) $135 Shares 47,466 Est. Cost $1.98 Unrealized +21.1%
OFFICE DEPOT INC 0.0%
Value ($000) $119 Shares 25,500 Est. Cost $4.52 Unrealized
CRH MEDICAL CORP 0.0%
Value ($000) $107 Shares 13,042 Est. Cost $5.55 Unrealized
CLIFFS NAT RES INC 0.0%
Value ($000) $84 Shares 10,200 Est. Cost $8.24 Unrealized
KLONDEX MNS LTD 0.0%
Value ($000) $80 Shares 20,400 Est. Cost $4.65 Unrealized
ASCENA RETAIL GROUP INC 0.0%
Value ($000) $72 Shares 16,800 Est. Cost $4.29 Unrealized
EXK ENDEAVOUR SILVER CORP 0.0%
Value ($000) $55 Shares 17,300 Est. Cost $4.03 Unrealized -3.0%
PENN WEST PETE LTD NEW 0.0%
Value ($000) $48 Shares 27,837 Est. Cost $1.77 Unrealized
PENGROWTH ENERGY CORP 0.0%
Value ($000) $43 Shares 42,653 Est. Cost $1.16 Unrealized