Versor Investments LP Quant / Systematic

Location: New York, NY

CIK: 0001650301 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Oct 30, 2017

Total Value: $306M (100.0% shares, 0.0% debt)

Holdings (186)

ORBITAL ATK INC 5.5%
Value $16.78M Shares 126,009 Est. Cost $133.16 Unrealized
KITE PHARMA INC 5.4%
Value $16.66M Shares 92,638 Est. Cost $179.81 Unrealized
AVA AVISTA CORP 5.4%
Value $16.59M Shares 320,558 Est. Cost $35.25 Unrealized 0.0%
NXPI NXP SEMICONDUCTORS N V 5.4%
Value $16.51M Shares 145,971 Est. Cost $88.60 Unrealized +11.9%
BARD C R INC 5.3%
Value $16.25M Shares 50,702 Est. Cost $316.12 Unrealized
PAREXEL INTL CORP 5.1%
Value $15.68M Shares 177,982 Est. Cost $86.91 Unrealized
STARWOOD WAYPOINT HOMES 5.0%
Value $15.34M Shares 421,653 Est. Cost $36.37 Unrealized
CALGON CARBON CORP 4.6%
Value $14.03M Shares 655,788 Est. Cost $21.40 Unrealized
ASTORIA FINL CORP 4.2%
Value $12.73M Shares 592,245 Est. Cost $20.40 Unrealized
NXSTAGE MEDICAL INC 3.7%
Value $11.22M Shares 406,502 Est. Cost $27.60 Unrealized
RICE ENERGY INC 3.6%
Value $11.06M Shares 382,095 Est. Cost $26.63 Unrealized
CALPINE CORP 3.0%
Value $9.28M Shares 629,138 Est. Cost $14.75 Unrealized
LEVEL 3 COMMUNICATIONS INC 2.7%
Value $8.358M Shares 156,849 Est. Cost $57.16 Unrealized
WEST CORP 2.2%
Value $6.63M Shares 282,468 Est. Cost $23.32 Unrealized
BROCADE COMMUNICATIONS SYS I 2.1%
Value $6.369M Shares 532,986 Est. Cost $12.52 Unrealized
BOB EVANS FARMS INC 1.9%
Value $5.716M Shares 73,750 Est. Cost $77.51 Unrealized
WGL HLDGS INC 1.8%
Value $5.522M Shares 65,584 Est. Cost $82.78 Unrealized
VWR CORP 1.5%
Value $4.511M Shares 136,254 Est. Cost $33.01 Unrealized
TRIBUNE MEDIA CO 1.4%
Value $4.332M Shares 106,021 Est. Cost $40.77 Unrealized
MAINSOURCE FINANCIAL GP INC 1.4%
Value $4.308M Shares 120,122 Est. Cost $35.86 Unrealized
PARKWAY INC 1.4%
Value $4.231M Shares 183,705 Est. Cost $23.03 Unrealized
AKORN INC 1.4%
Value $4.21M Shares 126,840 Est. Cost $33.54 Unrealized
PHARMERICA CORP 1.3%
Value $4.106M Shares 140,134 Est. Cost $29.30 Unrealized
DIGITALGLOBE INC 1.3%
Value $3.919M Shares 111,180 Est. Cost $32.90 Unrealized
ATWOOD OCEANICS INC 0.8%
Value $2.395M Shares 255,088 Est. Cost $8.32 Unrealized
HSN INC 0.8%
Value $2.381M Shares 60,978 Est. Cost $39.05 Unrealized
VLO VALERO ENERGY CORP NEW 0.4%
Value $1.341M Shares 17,437 Est. Cost $47.29 Unrealized +4.5%
BA BOEING CO 0.4%
Value $1.268M Shares 4,989 Est. Cost $182.81 Unrealized +20.6%
CNP CENTERPOINT ENERGY INC 0.4%
Value $1.22M Shares 41,762 Est. Cost $20.20 Unrealized +10.5%
MPC MARATHON PETE CORP 0.4%
Value $1.077M Shares 19,200 Est. Cost $39.52 Unrealized +4.6%
RF REGIONS FINL CORP NEW 0.4%
Value $1.075M Shares 70,595 Est. Cost $9.79 Unrealized +6.5%
CNC CENTENE CORP DEL 0.3%
Value $1.009M Shares 10,422 Est. Cost $40.98 Unrealized +5.0%
LYB LYONDELLBASELL INDUSTRIES N 0.3%
Value $1M Shares 10,100 Est. Cost $54.53 Unrealized 0.0%
WELLCARE HEALTH PLANS INC 0.3%
Value $972K Shares 5,660 Est. Cost $157.41 Unrealized
SPIRIT AEROSYSTEMS HLDGS INC 0.3%
Value $928K Shares 11,940 Est. Cost $70.14 Unrealized
XYZ SQUARE INC 0.3%
Value $916K Shares 31,800 Est. Cost $22.24 Unrealized +17.7%
HST HOST HOTELS & RESORTS INC 0.3%
Value $867K Shares 46,900 Est. Cost $13.09 Unrealized +0.6%
BBY BEST BUY INC 0.3%
Value $863K Shares 15,152 Est. Cost $34.30 Unrealized +23.2%
ADM ARCHER DANIELS MIDLAND CO 0.3%
Value $825K Shares 19,400 Est. Cost $32.87 Unrealized 0.0%
WDC WESTERN DIGITAL CORP 0.3%
Value $797K Shares 9,227 Est. Cost $59.93 Unrealized 0.0%
TTC TORO CO 0.3%
Value $789K Shares 12,712 Est. Cost $67.01 Unrealized 0.0%
GM GENERAL MTRS CO 0.3%
Value $775K Shares 19,200 Est. Cost $30.82 Unrealized +2.5%
SHO SUNSTONE HOTEL INVS INC NEW 0.2%
Value $693K Shares 43,100 Est. Cost $16.10 Unrealized
DOMINION DIAMOND CORP 0.2%
Value $683K Shares 48,186 Est. Cost $12.61 Unrealized
VARIAN MED SYS INC 0.2%
Value $675K Shares 6,746 Est. Cost $100.06 Unrealized
UAL UNITED CONTL HLDGS INC 0.2%
Value $668K Shares 10,968 Est. Cost $75.10 Unrealized -11.3%
FFIV F5 NETWORKS INC 0.2%
Value $668K Shares 5,542 Est. Cost $130.39 Unrealized -7.4%
XPO XPO LOGISTICS INC 0.2%
Value $663K Shares 9,783 Est. Cost $19.02 Unrealized +10.1%
CMI CUMMINS INC 0.2%
Value $655K Shares 3,901 Est. Cost $124.72 Unrealized +4.2%
PACWEST BANCORP DEL 0.2%
Value $646K Shares 12,794 Est. Cost $48.45 Unrealized
WMT WAL-MART STORES INC 0.2%
Value $643K Shares 8,230 Est. Cost $22.34 Unrealized +2.5%
EG EVEREST RE GROUP LTD 0.2%
Value $642K Shares 2,811 Est. Cost $206.53 Unrealized +2.6%
LNWO SCIENTIFIC GAMES CORP 0.2%
Value $637K Shares 13,900 Est. Cost $21.53 Unrealized +62.0%
HOLLYFRONTIER CORP 0.2%
Value $637K Shares 17,700 Est. Cost $35.99 Unrealized
CXW CORECIVIC INC 0.2%
Value $626K Shares 23,370 Est. Cost $17.40 Unrealized +19.1%
CORT CORCEPT THERAPEUTICS INC 0.2%
Value $587K Shares 30,400 Est. Cost $13.08 Unrealized +14.0%
LAM RESEARCH CORP 0.2%
Value $578K Shares 3,125 Est. Cost $148.74 Unrealized
DE DEERE & CO 0.2%
Value $567K Shares 4,518 Est. Cost $108.55 Unrealized 0.0%
CCL CARNIVAL CORP 0.2%
Value $552K Shares 8,547 Est. Cost $57.01 Unrealized +6.9%
VMWARE INC 0.2%
Value $546K Shares 5,000 Est. Cost $83.23 Unrealized
BAX BAXTER INTL INC 0.2%
Value $540K Shares 8,609 Est. Cost $49.09 Unrealized +9.0%
AMP AMERIPRISE FINL INC 0.2%
Value $540K Shares 3,635 Est. Cost $105.26 Unrealized +12.7%
LEA LEAR CORP 0.2%
Value $534K Shares 3,084 Est. Cost $113.89 Unrealized +12.6%
PKG PACKAGING CORP AMER 0.2%
Value $531K Shares 4,633 Est. Cost $78.79 Unrealized +10.7%
TU TELUS CORP 0.2%
Value $523K Shares 14,528 Est. Cost $16.95 Unrealized +5.6%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.2%
Value $521K Shares 5,100 Est. Cost $73.42 Unrealized +22.0%
AEE AMEREN CORP 0.2%
Value $511K Shares 8,828 Est. Cost $42.38 Unrealized +7.2%
CPB CAMPBELL SOUP CO 0.2%
Value $502K Shares 10,724 Est. Cost $38.40 Unrealized 0.0%
CCJ CAMECO CORP 0.2%
Value $502K Shares 51,900 Est. Cost $9.44 Unrealized +0.4%
BAH BOOZ ALLEN HAMILTON HLDG COR 0.2%
Value $490K Shares 13,100 Est. Cost $30.46 Unrealized -3.0%
RL RALPH LAUREN CORP 0.2%
Value $476K Shares 5,394 Est. Cost $66.85 Unrealized +4.4%
LAMR LAMAR ADVERTISING CO NEW 0.2%
Value $474K Shares 6,917 Est. Cost $71.17 Unrealized
TRANSCANADA CORP 0.2%
Value $468K Shares 9,463 Est. Cost $49.46 Unrealized
TRGP TARGA RES CORP 0.1%
Value $456K Shares 9,646 Est. Cost $34.97 Unrealized -7.0%
LPLA LPL FINL HLDGS INC 0.1%
Value $456K Shares 8,838 Est. Cost $41.44 Unrealized +11.0%
SEAGATE TECHNOLOGY PLC 0.1%
Value $452K Shares 13,641 Est. Cost $43.36 Unrealized
EOG EOG RES INC 0.1%
Value $446K Shares 4,611 Est. Cost $67.46 Unrealized 0.0%
INGERSOLL-RAND PLC 0.1%
Value $446K Shares 5,000 Est. Cost $89.20 Unrealized
MSFT MICROSOFT CORP 0.1%
Value $442K Shares 5,938 Est. Cost $62.38 Unrealized +6.9%
EVR EVERCORE INC 0.1%
Value $442K Shares 5,508 Est. Cost $60.53 Unrealized +3.4%
RCL ROYAL CARIBBEAN CRUISES LTD 0.1%
Value $439K Shares 3,700 Est. Cost $107.51 Unrealized 0.0%
HARRIS CORP DEL 0.1%
Value $437K Shares 3,320 Est. Cost $104.95 Unrealized
OLN OLIN CORP 0.1%
Value $435K Shares 12,700 Est. Cost $23.69 Unrealized +4.3%
BURL BURLINGTON STORES INC 0.1%
Value $432K Shares 4,524 Est. Cost $91.23 Unrealized -3.8%
OC OWENS CORNING NEW 0.1%
Value $430K Shares 5,553 Est. Cost $63.74 Unrealized +9.7%
RHI ROBERT HALF INTL INC 0.1%
Value $428K Shares 8,500 Est. Cost $46.57 Unrealized -0.8%
EXC EXELON CORP 0.1%
Value $422K Shares 11,211 Est. Cost $18.24 Unrealized +9.7%
UCTT ULTRA CLEAN HLDGS INC 0.1%
Value $411K Shares 13,438 Est. Cost $20.12 Unrealized +17.5%
GME GAMESTOP CORP NEW 0.1%
Value $409K Shares 19,800 Est. Cost $4.37 Unrealized 0.0%
R RYDER SYS INC 0.1%
Value $401K Shares 4,747 Est. Cost $71.68 Unrealized +5.6%
JBL JABIL INC 0.1%
Value $401K Shares 14,063 Est. Cost $27.74 Unrealized +3.1%
FNV FRANCO NEVADA CORP 0.1%
Value $399K Shares 5,142 Est. Cost $64.95 Unrealized +8.7%
CBL & ASSOC PPTYS INC 0.1%
Value $394K Shares 46,927 Est. Cost $8.41 Unrealized
IAG IAMGOLD CORP 0.1%
Value $393K Shares 64,200 Est. Cost $4.71 Unrealized +23.2%
AGX ARGAN INC 0.1%
Value $391K Shares 5,814 Est. Cost $51.42 Unrealized -2.8%
HRB BLOCK H & R INC 0.1%
Value $387K Shares 14,600 Est. Cost $19.95 Unrealized +5.1%
ENERPLUS CORP 0.1%
Value $387K Shares 39,200 Est. Cost $8.24 Unrealized
AFL AFLAC INC 0.1%
Value $383K Shares 4,708 Est. Cost $31.11 Unrealized +6.4%
TOTAL SYS SVCS INC 0.1%
Value $380K Shares 5,800 Est. Cost $65.52 Unrealized
SELECT COMFORT CORP 0.1%
Value $373K Shares 12,000 Est. Cost $33.49 Unrealized
HUM HUMANA INC 0.1%
Value $373K Shares 1,530 Est. Cost $228.34 Unrealized 0.0%
ETN EATON CORP PLC 0.1%
Value $358K Shares 4,662 Est. Cost $63.95 Unrealized -0.2%
MCK MCKESSON CORP 0.1%
Value $354K Shares 2,306 Est. Cost $146.01 Unrealized 0.0%
REALOGY HLDGS CORP 0.1%
Value $350K Shares 10,610 Est. Cost $32.99 Unrealized
LBTYAUSD LIBERTY GLOBAL PLC 0.1%
Value $349K Shares 10,300 Est. Cost $32.32 Unrealized
DRI DARDEN RESTAURANTS INC 0.1%
Value $346K Shares 4,387 Est. Cost $57.38 Unrealized +16.4%
WMB WILLIAMS COS INC DEL 0.1%
Value $343K Shares 11,431 Est. Cost $17.93 Unrealized +7.4%
NVR NVR INC 0.1%
Value $343K Shares 120 Est. Cost $2679.58 Unrealized 0.0%
MAN MANPOWERGROUP INC 0.1%
Value $342K Shares 2,903 Est. Cost $111.91 Unrealized 0.0%
TGT TARGET CORP 0.1%
Value $342K Shares 5,800 Est. Cost $44.13 Unrealized 0.0%
PEP PEPSICO INC 0.1%
Value $341K Shares 3,057 Est. Cost $88.35 Unrealized +1.2%
URI UNITED RENTALS INC 0.1%
Value $339K Shares 2,445 Est. Cost $90.39 Unrealized +28.0%
CC CHEMOURS CO 0.1%
Value $334K Shares 6,604 Est. Cost $25.90 Unrealized +33.5%
FCX FREEPORT-MCMORAN INC 0.1%
Value $332K Shares 23,628 Est. Cost $11.88 Unrealized +7.3%
ROK ROCKWELL AUTOMATION INC 0.1%
Value $326K Shares 1,832 Est. Cost $142.51 Unrealized 0.0%
LYV LIVE NATION ENTERTAINMENT IN 0.1%
Value $322K Shares 7,400 Est. Cost $38.82 Unrealized 0.0%
ELDORADO GOLD CORP NEW 0.1%
Value $318K Shares 144,500 Est. Cost $2.48 Unrealized
MRK MERCK & CO INC 0.1%
Value $317K Shares 4,947 Est. Cost $44.62 Unrealized +4.6%
ON ON SEMICONDUCTOR CORP 0.1%
Value $316K Shares 17,100 Est. Cost $16.09 Unrealized 0.0%
CVS CVS HEALTH CORP 0.1%
Value $311K Shares 3,824 Est. Cost $60.81 Unrealized 0.0%
OWENS ILL INC 0.1%
Value $307K Shares 12,200 Est. Cost $25.16 Unrealized
KEMET CORP 0.1%
Value $306K Shares 14,500 Est. Cost $21.10 Unrealized
OSK OSHKOSH CORP 0.1%
Value $304K Shares 3,687 Est. Cost $59.86 Unrealized +7.4%
WRLD WORLD ACCEP CORP DEL 0.1%
Value $302K Shares 3,646 Est. Cost $77.12 Unrealized 0.0%
HBM HUDBAY MINERALS INC 0.1%
Value $302K Shares 40,700 Est. Cost $6.65 Unrealized +13.1%
SAIC SCIENCE APPLICATNS INTL CP N 0.1%
Value $301K Shares 4,506 Est. Cost $73.48 Unrealized -5.5%
AEIS ADVANCED ENERGY INDS 0.1%
Value $300K Shares 3,713 Est. Cost $71.11 Unrealized 0.0%
L3 TECHNOLOGIES INC 0.1%
Value $299K Shares 1,585 Est. Cost $167.36 Unrealized
MLM MARTIN MARIETTA MATLS INC 0.1%
Value $299K Shares 1,452 Est. Cost $209.74 Unrealized -5.4%
AAOI APPLIED OPTOELECTRONICS INC 0.1%
Value $297K Shares 4,600 Est. Cost $70.67 Unrealized 0.0%
SBUX STARBUCKS CORP 0.1%
Value $295K Shares 5,500 Est. Cost $46.21 Unrealized 0.0%
IDXX IDEXX LABS INC 0.1%
Value $293K Shares 1,882 Est. Cost $150.93 Unrealized +4.8%
UNITI GROUP INC 0.1%
Value $293K Shares 20,000 Est. Cost $19.25 Unrealized
CYPRESS SEMICONDUCTOR CORP 0.1%
Value $292K Shares 19,458 Est. Cost $13.65 Unrealized
TTMI TTM TECHNOLOGIES INC 0.1%
Value $292K Shares 18,974 Est. Cost $14.25 Unrealized +9.4%
INTU INTUIT 0.1%
Value $287K Shares 2,020 Est. Cost $122.01 Unrealized +6.7%
TNET TRINET GROUP INC 0.1%
Value $286K Shares 8,500 Est. Cost $34.14 Unrealized 0.0%
MKSI MKS INSTRUMENT INC 0.1%
Value $283K Shares 3,000 Est. Cost $76.52 Unrealized 0.0%
LKQ LKQ CORP 0.1%
Value $281K Shares 7,800 Est. Cost $30.59 Unrealized 0.0%
GEO GEO GROUP INC NEW 0.1%
Value $276K Shares 10,250 Est. Cost $20.49 Unrealized -6.3%
TMUS T MOBILE US INC 0.1%
Value $272K Shares 4,419 Est. Cost $60.93 Unrealized -0.6%
SAM BOSTON BEER INC 0.1%
Value $268K Shares 1,717 Est. Cost $146.09 Unrealized 0.0%
NRG NRG ENERGY INC 0.1%
Value $258K Shares 10,100 Est. Cost $19.55 Unrealized 0.0%
SWKS SKYWORKS SOLUTIONS INC 0.1%
Value $256K Shares 2,511 Est. Cost $75.49 Unrealized +14.3%
EXTR EXTREME NETWORKS INC 0.1%
Value $255K Shares 21,480 Est. Cost $8.85 Unrealized +16.2%
WD WALKER & DUNLOP INC 0.1%
Value $253K Shares 4,834 Est. Cost $39.92 Unrealized 0.0%
OII OCEANEERING INTL INC 0.1%
Value $252K Shares 9,600 Est. Cost $24.21 Unrealized 0.0%
OUTFRONT MEDIA INC 0.1%
Value $250K Shares 9,913 Est. Cost $25.22 Unrealized
WESTROCK CO 0.1%
Value $246K Shares 4,341 Est. Cost $56.67 Unrealized
ALSN ALLISON TRANSMISSION HLDGS I 0.1%
Value $242K Shares 6,456 Est. Cost $31.90 Unrealized 0.0%
CAT CATERPILLAR INC DEL 0.1%
Value $237K Shares 1,900 Est. Cost $96.02 Unrealized 0.0%
EA ELECTRONIC ARTS INC 0.1%
Value $236K Shares 2,000 Est. Cost $112.62 Unrealized 0.0%
ALV AUTOLIV INC 0.1%
Value $235K Shares 1,900 Est. Cost $66.56 Unrealized 0.0%
EXTERRAN CORP 0.1%
Value $234K Shares 7,400 Est. Cost $31.62 Unrealized
RHP RYMAN HOSPITALITY PPTYS INC 0.1%
Value $231K Shares 3,700 Est. Cost $62.43 Unrealized
JUNIPER NETWORKS INC 0.1%
Value $229K Shares 8,240 Est. Cost $27.86 Unrealized
CNI CANADIAN NATL RY CO 0.1%
Value $229K Shares 2,763 Est. Cost $69.39 Unrealized 0.0%
CRUS CIRRUS LOGIC INC 0.1%
Value $224K Shares 4,199 Est. Cost $64.72 Unrealized -9.5%
UNITED STATES STL CORP NEW 0.1%
Value $223K Shares 8,700 Est. Cost $25.63 Unrealized
PNC PNC FINL SVCS GROUP INC 0.1%
Value $223K Shares 1,652 Est. Cost $96.66 Unrealized 0.0%
OSUR ORASURE TECHNOLOGIES INC 0.1%
Value $221K Shares 9,815 Est. Cost $20.12 Unrealized 0.0%
PEB PEBBLEBROOK HOTEL TR 0.1%
Value $220K Shares 6,100 Est. Cost $36.07 Unrealized
AARONS INC 0.1%
Value $209K Shares 4,800 Est. Cost $43.54 Unrealized
CERNER CORP 0.1%
Value $208K Shares 2,918 Est. Cost $59.17 Unrealized
PGR PROGRESSIVE CORP OHIO 0.1%
Value $206K Shares 4,253 Est. Cost $36.13 Unrealized 0.0%
DHR DANAHER CORP DEL 0.1%
Value $205K Shares 2,395 Est. Cost $71.08 Unrealized 0.0%
ZBRA ZEBRA TECHNOLOGIES CORP 0.1%
Value $202K Shares 1,858 Est. Cost $102.62 Unrealized 0.0%
CENX CENTURY ALUM CO 0.1%
Value $202K Shares 12,200 Est. Cost $17.26 Unrealized 0.0%
BNS BANK N S HALIFAX 0.1%
Value $202K Shares 3,138 Est. Cost $40.31 Unrealized 0.0%
PFE PFIZER INC 0.1%
Value $202K Shares 5,663 Est. Cost $21.60 Unrealized +3.0%
DTE DTE ENERGY CO 0.1%
Value $201K Shares 1,874 Est. Cost $69.96 Unrealized 0.0%
OFFICE DEPOT INC 0.1%
Value $201K Shares 44,200 Est. Cost $4.54 Unrealized
FLO FLOWERS FOODS INC 0.1%
Value $199K Shares 10,600 Est. Cost $13.35 Unrealized -4.5%
QEP RES INC 0.1%
Value $195K Shares 22,800 Est. Cost $8.55 Unrealized
BTG B2GOLD CORP 0.1%
Value $192K Shares 69,666 Est. Cost $2.03 Unrealized +3.9%
SVM SILVERCORP METALS INC 0.1%
Value $188K Shares 69,400 Est. Cost $2.99 Unrealized -3.2%
CLF CLEVELAND CLIFFS INC 0.1%
Value $187K Shares 26,200 Est. Cost $7.07 Unrealized 0.0%
MAIDEN HOLDINGS LTD 0.1%
Value $161K Shares 20,235 Est. Cost $10.72 Unrealized
TAC TRANSALTA CORP 0.1%
Value $160K Shares 27,300 Est. Cost $6.25 Unrealized 0.0%
WHITING PETE CORP NEW 0.0%
Value $135K Shares 24,661 Est. Cost $5.52 Unrealized
CYH COMMUNITY HEALTH SYS INC NEW 0.0%
Value $121K Shares 15,700 Est. Cost $7.79 Unrealized 0.0%
MCDERMOTT INTL INC 0.0%
Value $95,000 Shares 13,100 Est. Cost $7.25 Unrealized
ADVANTAGE OIL & GAS LTD 0.0%
Value $76,000 Shares 12,100 Est. Cost $6.28 Unrealized
JUST ENERGY GROUP INC 0.0%
Value $75,000 Shares 12,900 Est. Cost $5.81 Unrealized
PIER 1 IMPORTS INC 0.0%
Value $55,000 Shares 13,200 Est. Cost $4.17 Unrealized
OBSIDIAN ENERGY LTD 0.0%
Value $45,000 Shares 42,937 Est. Cost $1.25 Unrealized