Versor Investments LP Quant / Systematic

Location: New York, NY

CIK: 0001650301 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 9, 2018

Total Value: $346M (100.0% shares, 0.0% debt)

Holdings (238)

— GENERAL CABLE CORP DEL NEW 2.2%
Value $7.594M Shares 256,551 Share Price $29.60 Est. Cost/Share $29.60 Unrealized @ Report Date —
— AETNA INC NEW 2.2%
Value $7.593M Shares 42,094 Share Price $180.38 Est. Cost/Share $180.38 Unrealized @ Report Date —
— CALATLANTIC GROUP INC 2.2%
Value $7.565M Shares 134,162 Share Price $56.39 Est. Cost/Share $56.39 Unrealized @ Report Date —
— BROADSOFT INC 2.2%
Value $7.501M Shares 136,626 Share Price $54.90 Est. Cost/Share $54.90 Unrealized @ Report Date —
— ORBITAL ATK INC 2.2%
Value $7.489M Shares 56,953 Share Price $131.49 Est. Cost/Share $133.16 Unrealized @ Report Date —
AVA AVISTA CORP 2.2%
Value $7.449M Shares 144,676 Share Price $51.49 * Est. Cost/Share $35.25 Unrealized @ Report Date +4.1%
— CALGON CARBON CORP 2.1%
Value $7.423M Shares 348,479 Share Price $21.30 Est. Cost/Share $21.40 Unrealized @ Report Date —
— CAVIUM INC 2.1%
Value $7.369M Shares 87,909 Share Price $83.83 Est. Cost/Share $83.83 Unrealized @ Report Date —
— PINNACLE ENTMT INC NEW 2.1%
Value $7.218M Shares 220,540 Share Price $32.73 Est. Cost/Share $32.73 Unrealized @ Report Date —
— NXSTAGE MEDICAL INC 2.1%
Value $7.087M Shares 292,507 Share Price $24.23 Est. Cost/Share $27.60 Unrealized @ Report Date —
— IGNYTA INC 1.9%
Value $6.616M Shares 247,803 Share Price $26.70 Est. Cost/Share $26.70 Unrealized @ Report Date —
— MAINSOURCE FINANCIAL GP INC 1.6%
Value $5.662M Shares 155,946 Share Price $36.31 Est. Cost/Share $35.97 Unrealized @ Report Date —
— AKORN INC 1.6%
Value $5.432M Shares 170,580 Share Price $31.84 Est. Cost/Share $33.10 Unrealized @ Report Date —
— DYNEGY INC NEW DEL 1.2%
Value $4.308M Shares 363,535 Share Price $11.85 Est. Cost/Share $11.85 Unrealized @ Report Date —
LYB LYONDELLBASELL INDUSTRIES N 1.2%
Value $4.192M Shares 38,000 Share Price $110.32 * Est. Cost/Share $61.09 Unrealized @ Report Date +11.2%
VLO VALERO ENERGY CORP NEW 1.2%
Value $4.185M Shares 45,532 Share Price $91.91 * Est. Cost/Share $54.93 Unrealized @ Report Date +21.6%
BA BOEING CO 1.2%
Value $4.082M Shares 13,843 Share Price $294.88 * Est. Cost/Share $230.52 Unrealized @ Report Date +21.9%
MPC MARATHON PETE CORP 1.2%
Value $4.075M Shares 61,768 Share Price $65.97 * Est. Cost/Share $45.01 Unrealized @ Report Date +14.1%
— WGL HLDGS INC 1.2%
Value $3.998M Shares 46,573 Share Price $85.84 Est. Cost/Share $82.78 Unrealized @ Report Date —
— SNYDERS-LANCE INC 1.1%
Value $3.76M Shares 75,075 Share Price $50.08 Est. Cost/Share $50.08 Unrealized @ Report Date —
CMI CUMMINS INC 1.1%
Value $3.709M Shares 20,997 Share Price $176.64 * Est. Cost/Share $135.70 Unrealized @ Report Date +5.6%
PGR PROGRESSIVE CORP OHIO 1.0%
Value $3.607M Shares 64,053 Share Price $56.31 * Est. Cost/Share $39.70 Unrealized @ Report Date +9.6%
— BOB EVANS FARMS INC 1.0%
Value $3.546M Shares 44,983 Share Price $78.83 Est. Cost/Share $77.51 Unrealized @ Report Date —
— CAPELLA EDUCATION COMPANY 1.0%
Value $3.422M Shares 44,206 Share Price $77.41 Est. Cost/Share $77.41 Unrealized @ Report Date —
RF REGIONS FINL CORP NEW 1.0%
Value $3.29M Shares 190,395 Share Price $17.28 * Est. Cost/Share $10.98 Unrealized @ Report Date +15.4%
ALL ALLSTATE CORP 0.9%
Value $3.278M Shares 31,310 Share Price $104.69 * Est. Cost/Share $81.75 Unrealized @ Report Date +6.6%
— ALMOST FAMILY INC 0.9%
Value $3.192M Shares 57,677 Share Price $55.34 Est. Cost/Share $55.34 Unrealized @ Report Date —
— TRIBUNE MEDIA CO 0.9%
Value $3.137M Shares 73,863 Share Price $42.47 Est. Cost/Share $40.77 Unrealized @ Report Date —
CNC CENTENE CORP DEL 0.9%
Value $3.015M Shares 29,883 Share Price $100.89 * Est. Cost/Share $45.84 Unrealized @ Report Date +10.0%
— DELTIC TIMBER CORP 0.9%
Value $3M Shares 32,771 Share Price $91.54 Est. Cost/Share $91.54 Unrealized @ Report Date —
BAX BAXTER INTL INC 0.9%
Value $2.995M Shares 46,329 Share Price $64.65 * Est. Cost/Share $54.54 Unrealized @ Report Date +3.1%
WDC WESTERN DIGITAL CORP 0.8%
Value $2.821M Shares 35,468 Share Price $79.54 * Est. Cost/Share $58.86 Unrealized @ Report Date -6.7%
— LAM RESEARCH CORP 0.8%
Value $2.753M Shares 14,958 Share Price $184.05 Est. Cost/Share $176.67 Unrealized @ Report Date —
CNP CENTERPOINT ENERGY INC 0.8%
Value $2.752M Shares 97,023 Share Price $28.36 * Est. Cost/Share $21.65 Unrealized @ Report Date +2.6%
SBAC SBA COMMUNICATIONS CORP NEW 0.8%
Value $2.663M Shares 16,300 Share Price $163.37 * Est. Cost/Share $146.73 Unrealized @ Report Date +2.8%
— SILVER SPRING NETWORKS INC 0.8%
Value $2.662M Shares 163,936 Share Price $16.24 Est. Cost/Share $16.24 Unrealized @ Report Date —
— REGAL ENTMT GROUP 0.7%
Value $2.579M Shares 112,068 Share Price $23.01 Est. Cost/Share $23.01 Unrealized @ Report Date —
AMP AMERIPRISE FINL INC 0.7%
Value $2.477M Shares 14,615 Share Price $169.48 * Est. Cost/Share $129.01 Unrealized @ Report Date +12.4%
PCG PG&E CORP 0.7%
Value $2.475M Shares 55,200 Share Price $44.84 Est. Cost/Share $55.37 Unrealized @ Report Date -20.0%
FITB FIFTH THIRD BANCORP 0.7%
Value $2.458M Shares 81,000 Share Price $30.35 * Est. Cost/Share $21.50 Unrealized @ Report Date +4.6%
AFL AFLAC INC 0.7%
Value $2.423M Shares 27,607 Share Price $87.77 * Est. Cost/Share $34.58 Unrealized @ Report Date +5.2%
WLK WESTLAKE CHEM CORP 0.7%
Value $2.408M Shares 22,600 Share Price $106.55 * Est. Cost/Share $81.78 Unrealized @ Report Date +15.1%
CAT CATERPILLAR INC DEL 0.7%
Value $2.403M Shares 15,247 Share Price $157.60 * Est. Cost/Share $113.78 Unrealized @ Report Date +16.3%
ON ON SEMICONDUCTOR CORP 0.7%
Value $2.312M Shares 110,400 Share Price $20.94 Est. Cost/Share $19.73 Unrealized @ Report Date +6.1%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.7%
Value $2.273M Shares 32,000 Share Price $71.03 * Est. Cost/Share $65.14 Unrealized @ Report Date -2.7%
NVR NVR INC 0.6%
Value $2.235M Shares 637 Share Price $3508.63 Est. Cost/Share $3146.24 Unrealized @ Report Date +11.5%
— VMWARE INC 0.6%
Value $2.226M Shares 17,766 Share Price $125.30 Est. Cost/Share $113.46 Unrealized @ Report Date —
EIX EDISON INTL 0.6%
Value $2.226M Shares 35,200 Share Price $63.24 * Est. Cost/Share $53.73 Unrealized @ Report Date -16.3%
LEA LEAR CORP 0.6%
Value $2.082M Shares 11,788 Share Price $176.62 * Est. Cost/Share $139.93 Unrealized @ Report Date +7.5%
HST HOST HOTELS & RESORTS INC 0.6%
Value $2.06M Shares 103,800 Share Price $19.85 * Est. Cost/Share $13.77 Unrealized @ Report Date +6.7%
— BB&T CORP 0.6%
Value $1.988M Shares 39,983 Share Price $49.72 Est. Cost/Share $49.72 Unrealized @ Report Date —
PNC PNC FINL SVCS GROUP INC 0.6%
Value $1.904M Shares 13,198 Share Price $144.26 * Est. Cost/Share $103.65 Unrealized @ Report Date +5.5%
OC OWENS CORNING NEW 0.5%
Value $1.869M Shares 20,331 Share Price $91.93 Est. Cost/Share $78.65 Unrealized @ Report Date +16.9%
LUV SOUTHWEST AIRLS CO 0.5%
Value $1.826M Shares 27,900 Share Price $65.45 * Est. Cost/Share $53.12 Unrealized @ Report Date +11.5%
LYV LIVE NATION ENTERTAINMENT IN 0.5%
Value $1.813M Shares 42,600 Share Price $42.56 Est. Cost/Share $42.70 Unrealized @ Report Date -0.3%
CXW CORECIVIC INC 0.5%
Value $1.805M Shares 80,221 Share Price $22.50 * Est. Cost/Share $18.56 Unrealized @ Report Date -2.1%
LVS LAS VEGAS SANDS CORP 0.5%
Value $1.764M Shares 25,382 Share Price $69.50 * Est. Cost/Share $56.22 Unrealized @ Report Date +5.1%
ISRG INTUITIVE SURGICAL INC 0.5%
Value $1.758M Shares 4,816 Share Price $365.03 * Est. Cost/Share $125.15 Unrealized @ Report Date -2.8%
— SPIRIT AEROSYSTEMS HLDGS INC 0.5%
Value $1.733M Shares 19,868 Share Price $87.23 Est. Cost/Share $76.96 Unrealized @ Report Date —
BBY BEST BUY INC 0.5%
Value $1.723M Shares 25,161 Share Price $68.48 * Est. Cost/Share $38.14 Unrealized @ Report Date +33.8%
— TOTAL SYS SVCS INC 0.5%
Value $1.719M Shares 21,730 Share Price $79.11 Est. Cost/Share $75.48 Unrealized @ Report Date —
— DELL TECHNOLOGIES INC 0.5%
Value $1.715M Shares 21,100 Share Price $81.28 Est. Cost/Share $81.28 Unrealized @ Report Date —
GM GENERAL MTRS CO 0.5%
Value $1.702M Shares 41,516 Share Price $41.00 * Est. Cost/Share $34.60 Unrealized @ Report Date +4.1%
— HSN INC 0.5%
Value $1.646M Shares 40,792 Share Price $40.35 Est. Cost/Share $39.05 Unrealized @ Report Date —
LPLA LPL FINL HLDGS INC 0.5%
Value $1.612M Shares 28,208 Share Price $57.15 Est. Cost/Share $49.12 Unrealized @ Report Date +16.3%
CCL CARNIVAL CORP 0.5%
Value $1.609M Shares 24,247 Share Price $66.36 * Est. Cost/Share $59.43 Unrealized @ Report Date +2.8%
SIG SIGNET JEWELERS LIMITED 0.4%
Value $1.521M Shares 26,900 Share Price $56.54 * Est. Cost/Share $51.41 Unrealized @ Report Date -7.3%
GLW CORNING INC 0.4%
Value $1.459M Shares 45,600 Share Price $32.00 * Est. Cost/Share $25.23 Unrealized @ Report Date +1.9%
GAP GAP INC DEL 0.4%
Value $1.411M Shares 41,438 Share Price $34.05 * Est. Cost/Share $22.43 Unrealized @ Report Date +14.3%
— INGERSOLL-RAND PLC 0.4%
Value $1.389M Shares 15,569 Share Price $89.22 Est. Cost/Share $89.21 Unrealized @ Report Date —
CRUS CIRRUS LOGIC INC 0.4%
Value $1.369M Shares 26,406 Share Price $51.84 Est. Cost/Share $55.72 Unrealized @ Report Date -6.9%
PKG PACKAGING CORP AMER 0.4%
Value $1.366M Shares 11,332 Share Price $120.54 * Est. Cost/Share $85.95 Unrealized @ Report Date +10.4%
— CHICAGO BRIDGE & IRON CO N V 0.4%
Value $1.359M Shares 84,181 Share Price $16.14 Est. Cost/Share $16.14 Unrealized @ Report Date —
AMCX AMC NETWORKS INC 0.4%
Value $1.336M Shares 24,700 Share Price $54.09 Est. Cost/Share $53.39 Unrealized @ Report Date +1.3%
PLD PROLOGIS INC 0.4%
Value $1.271M Shares 19,701 Share Price $64.51 * Est. Cost/Share $52.02 Unrealized @ Report Date -0.7%
IQV IQVIA HLDGS INC 0.4%
Value $1.263M Shares 12,900 Share Price $97.91 Est. Cost/Share $101.80 Unrealized @ Report Date -3.8%
LAMR LAMAR ADVERTISING CO NEW 0.4%
Value $1.261M Shares 16,982 Share Price $74.26 Est. Cost/Share $73.00 Unrealized @ Report Date —
— SIRIUS XM HLDGS INC 0.4%
Value $1.247M Shares 232,700 Share Price $5.36 Est. Cost/Share $5.36 Unrealized @ Report Date —
SHO SUNSTONE HOTEL INVS INC NEW 0.4%
Value $1.215M Shares 73,500 Share Price $16.53 Est. Cost/Share $16.28 Unrealized @ Report Date —
FIS FIDELITY NATL INFORMATION SV 0.4%
Value $1.214M Shares 12,900 Share Price $94.11 * Est. Cost/Share $81.15 Unrealized @ Report Date +0.4%
HRB BLOCK H & R INC 0.3%
Value $1.193M Shares 45,500 Share Price $26.22 * Est. Cost/Share $19.26 Unrealized @ Report Date -0.1%
RHI ROBERT HALF INTL INC 0.3%
Value $1.168M Shares 21,027 Share Price $55.55 Est. Cost/Share $50.52 Unrealized @ Report Date +9.9%
TMUS T MOBILE US INC 0.3%
Value $1.148M Shares 18,070 Share Price $63.53 * Est. Cost/Share $59.43 Unrealized @ Report Date +3.2%
— SANDERSON FARMS INC 0.3%
Value $1.147M Shares 8,263 Share Price $138.81 Est. Cost/Share $138.81 Unrealized @ Report Date —
CMG CHIPOTLE MEXICAN GRILL INC 0.3%
Value $1.139M Shares 3,940 Share Price $289.09 * Est. Cost/Share $5.96 Unrealized @ Report Date -3.1%
WMT WAL-MART STORES INC 0.3%
Value $1.138M Shares 11,520 Share Price $98.78 * Est. Cost/Share $23.62 Unrealized @ Report Date +22.6%
HUM HUMANA INC 0.3%
Value $1.112M Shares 4,481 Share Price $248.16 * Est. Cost/Share $229.77 Unrealized @ Report Date +0.9%
— HANESBRANDS INC 0.3%
Value $1.108M Shares 53,000 Share Price $20.91 Est. Cost/Share $20.91 Unrealized @ Report Date —
— WELLCARE HEALTH PLANS INC 0.3%
Value $1.103M Shares 5,486 Share Price $201.06 Est. Cost/Share $157.41 Unrealized @ Report Date —
— WALGREENS BOOTS ALLIANCE INC 0.3%
Value $1.075M Shares 14,800 Share Price $72.64 Est. Cost/Share $72.64 Unrealized @ Report Date —
EWBC EAST WEST BANCORP INC 0.3%
Value $1.071M Shares 17,600 Share Price $60.85 * Est. Cost/Share $48.95 Unrealized @ Report Date +2.2%
FCX FREEPORT-MCMORAN INC 0.3%
Value $1.062M Shares 56,000 Share Price $18.96 * Est. Cost/Share $12.92 Unrealized @ Report Date +33.1%
— VEREIT INC 0.3%
Value $1.057M Shares 135,700 Share Price $7.79 Est. Cost/Share $7.79 Unrealized @ Report Date —
— REALOGY HLDGS CORP 0.3%
Value $1.055M Shares 39,810 Share Price $26.50 Est. Cost/Share $28.23 Unrealized @ Report Date —
— EXPRESS SCRIPTS HLDG CO 0.3%
Value $1.045M Shares 14,000 Share Price $74.64 Est. Cost/Share $74.64 Unrealized @ Report Date —
— CORESITE RLTY CORP 0.3%
Value $1.036M Shares 9,100 Share Price $113.85 Est. Cost/Share $113.85 Unrealized @ Report Date —
— COHERENT INC 0.3%
Value $1.032M Shares 3,656 Share Price $282.28 Est. Cost/Share $282.28 Unrealized @ Report Date —
DRI DARDEN RESTAURANTS INC 0.3%
Value $1.029M Shares 10,714 Share Price $96.04 * Est. Cost/Share $63.34 Unrealized @ Report Date +21.1%
EAT BRINKER INTL INC 0.3%
Value $1.018M Shares 26,215 Share Price $38.83 * Est. Cost/Share $31.54 Unrealized @ Report Date +13.4%
ALGN ALIGN TECHNOLOGY INC 0.3%
Value $1.013M Shares 4,559 Share Price $222.20 Est. Cost/Share $227.14 Unrealized @ Report Date -2.2%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.3%
Value $1.012M Shares 9,218 Share Price $109.79 Est. Cost/Share $89.40 Unrealized @ Report Date +22.8%
— FOOT LOCKER INC 0.3%
Value $989K Shares 21,100 Share Price $46.87 Est. Cost/Share $46.87 Unrealized @ Report Date —
OLN OLIN CORP 0.3%
Value $986K Shares 27,701 Share Price $35.59 * Est. Cost/Share $26.19 Unrealized @ Report Date +8.5%
STLD STEEL DYNAMICS INC 0.3%
Value $981K Shares 22,751 Share Price $43.12 * Est. Cost/Share $32.46 Unrealized @ Report Date +12.5%
CVX CHEVRON CORP NEW 0.3%
Value $978K Shares 7,811 Share Price $125.21 * Est. Cost/Share $83.55 Unrealized @ Report Date +6.1%
MAN MANPOWERGROUP INC 0.3%
Value $973K Shares 7,717 Share Price $126.09 Est. Cost/Share $120.03 Unrealized @ Report Date +5.1%
KBH KB HOME 0.3%
Value $968K Shares 30,307 Share Price $31.94 * Est. Cost/Share $25.81 Unrealized @ Report Date +11.2%
TSCO TRACTOR SUPPLY CO 0.3%
Value $964K Shares 12,900 Share Price $74.73 * Est. Cost/Share $11.33 Unrealized @ Report Date +16.7%
EOG EOG RES INC 0.3%
Value $946K Shares 8,767 Share Price $107.90 * Est. Cost/Share $71.22 Unrealized @ Report Date +13.4%
CNQ CANADIAN NAT RES LTD 0.3%
Value $938K Shares 26,200 Share Price $35.80 * Est. Cost/Share $11.45 Unrealized @ Report Date +4.7%
BK BANK NEW YORK MELLON CORP 0.3%
Value $932K Shares 17,300 Share Price $53.87 * Est. Cost/Share $42.65 Unrealized @ Report Date +1.3%
MEOH METHANEX CORP 0.3%
Value $930K Shares 15,318 Share Price $60.71 Est. Cost/Share $52.66 Unrealized @ Report Date +15.0%
FNV FRANCO NEVADA CORP 0.3%
Value $929K Shares 11,608 Share Price $80.03 * Est. Cost/Share $70.00 Unrealized @ Report Date +5.5%
— TIME INC NEW 0.3%
Value $920K Shares 49,857 Share Price $18.45 Est. Cost/Share $18.45 Unrealized @ Report Date —
— TRANSCANADA CORP 0.3%
Value $912K Shares 18,710 Share Price $48.74 Est. Cost/Share $49.10 Unrealized @ Report Date —
IBM INTERNATIONAL BUSINESS MACHS 0.3%
Value $902K Shares 5,878 Share Price $153.45 * Est. Cost/Share $102.11 Unrealized @ Report Date +1.3%
AXP AMERICAN EXPRESS CO 0.2%
Value $864K Shares 8,700 Share Price $99.31 * Est. Cost/Share $85.24 Unrealized @ Report Date +4.3%
— CIT GROUP INC 0.2%
Value $847K Shares 17,200 Share Price $49.24 Est. Cost/Share $49.24 Unrealized @ Report Date —
TTC TORO CO 0.2%
Value $842K Shares 12,904 Share Price $65.25 Est. Cost/Share $66.96 Unrealized @ Report Date -2.6%
MCK MCKESSON CORP 0.2%
Value $835K Shares 5,357 Share Price $155.87 * Est. Cost/Share $141.97 Unrealized @ Report Date +3.2%
— BGC PARTNERS INC 0.2%
Value $827K Shares 54,700 Share Price $15.12 Est. Cost/Share $15.12 Unrealized @ Report Date —
SAM BOSTON BEER INC 0.2%
Value $817K Shares 4,277 Share Price $191.02 Est. Cost/Share $165.57 Unrealized @ Report Date +15.4%
JPM JPMORGAN CHASE & CO 0.2%
Value $813K Shares 7,600 Share Price $106.97 * Est. Cost/Share $81.33 Unrealized @ Report Date +5.6%
C CITIGROUP INC 0.2%
Value $804K Shares 10,800 Share Price $74.44 * Est. Cost/Share $56.47 Unrealized @ Report Date +0.8%
HAL HALLIBURTON CO 0.2%
Value $785K Shares 16,062 Share Price $48.87 * Est. Cost/Share $37.45 Unrealized @ Report Date +11.2%
URI UNITED RENTALS INC 0.2%
Value $784K Shares 4,558 Share Price $172.01 * Est. Cost/Share $116.82 Unrealized @ Report Date +42.5%
IAG IAMGOLD CORP 0.2%
Value $767K Shares 131,300 Share Price $5.84 Est. Cost/Share $5.22 Unrealized @ Report Date +11.7%
CDNS CADENCE DESIGN SYSTEM INC 0.2%
Value $761K Shares 18,200 Share Price $41.81 Est. Cost/Share $42.98 Unrealized @ Report Date -2.7%
— SEAGATE TECHNOLOGY PLC 0.2%
Value $759K Shares 18,141 Share Price $41.84 Est. Cost/Share $42.98 Unrealized @ Report Date —
— WASHINGTON PRIME GROUP NEW 0.2%
Value $751K Shares 105,500 Share Price $7.12 Est. Cost/Share $7.12 Unrealized @ Report Date —
WPM WHEATON PRECIOUS METALS CORP 0.2%
Value $746K Shares 33,700 Share Price $22.14 * Est. Cost/Share $18.78 Unrealized @ Report Date +6.4%
CF CF INDS HLDGS INC 0.2%
Value $736K Shares 17,300 Share Price $42.54 * Est. Cost/Share $30.73 Unrealized @ Report Date +13.1%
DTE DTE ENERGY CO 0.2%
Value $736K Shares 6,720 Share Price $109.52 * Est. Cost/Share $71.64 Unrealized @ Report Date -0.4%
— NORBORD INC 0.2%
Value $724K Shares 21,349 Share Price $33.91 Est. Cost/Share $33.91 Unrealized @ Report Date —
TSN TYSON FOODS INC 0.2%
Value $722K Shares 8,900 Share Price $81.12 * Est. Cost/Share $61.44 Unrealized @ Report Date +6.2%
R RYDER SYS INC 0.2%
Value $717K Shares 8,524 Share Price $84.12 Est. Cost/Share $76.11 Unrealized @ Report Date +10.6%
— CBL & ASSOC PPTYS INC 0.2%
Value $712K Shares 125,727 Share Price $5.66 Est. Cost/Share $6.69 Unrealized @ Report Date —
HBM HUDBAY MINERALS INC 0.2%
Value $711K Shares 80,200 Share Price $8.87 Est. Cost/Share $7.22 Unrealized @ Report Date +21.9%
PEB PEBBLEBROOK HOTEL TR 0.2%
Value $699K Shares 18,800 Share Price $37.18 Est. Cost/Share $36.82 Unrealized @ Report Date —
— MICHAELS COS INC 0.2%
Value $694K Shares 28,700 Share Price $24.18 Est. Cost/Share $24.18 Unrealized @ Report Date —
ALSN ALLISON TRANSMISSION HLDGS I 0.2%
Value $685K Shares 15,897 Share Price $43.09 * Est. Cost/Share $34.24 Unrealized @ Report Date +10.9%
PG PROCTER AND GAMBLE CO 0.2%
Value $671K Shares 7,300 Share Price $91.92 * Est. Cost/Share $72.65 Unrealized @ Report Date +2.3%
FTNT FORTINET INC 0.2%
Value $664K Shares 15,199 Share Price $43.69 * Est. Cost/Share $8.15 Unrealized @ Report Date +7.2%
RCL ROYAL CARIBBEAN CRUISES LTD 0.2%
Value $662K Shares 5,554 Share Price $119.19 * Est. Cost/Share $109.79 Unrealized @ Report Date +0.8%
— SOUTHWESTERN ENERGY CO 0.2%
Value $661K Shares 118,400 Share Price $5.58 Est. Cost/Share $5.58 Unrealized @ Report Date —
CCJ CAMECO CORP 0.2%
Value $660K Shares 71,300 Share Price $9.26 * Est. Cost/Share $9.32 Unrealized @ Report Date -3.9%
— ARRIS INTL INC 0.2%
Value $660K Shares 25,700 Share Price $25.68 Est. Cost/Share $25.68 Unrealized @ Report Date —
MDT MEDTRONIC PLC 0.2%
Value $646K Shares 8,000 Share Price $80.75 * Est. Cost/Share $64.98 Unrealized @ Report Date +1.4%
MKSI MKS INSTRUMENT INC 0.2%
Value $641K Shares 6,787 Share Price $94.45 * Est. Cost/Share $85.95 Unrealized @ Report Date +3.2%
HPQ HP INC 0.2%
Value $641K Shares 30,500 Share Price $21.02 * Est. Cost/Share $16.24 Unrealized @ Report Date -0.7%
HCA HCA HEALTHCARE INC 0.2%
Value $632K Shares 7,200 Share Price $87.78 * Est. Cost/Share $74.68 Unrealized @ Report Date +9.3%
PHM PULTE GROUP INC 0.2%
Value $630K Shares 18,937 Share Price $33.27 * Est. Cost/Share $28.36 Unrealized @ Report Date +7.3%
JAZZ JAZZ PHARMACEUTICALS PLC 0.2%
Value $625K Shares 4,644 Share Price $134.58 Est. Cost/Share $138.70 Unrealized @ Report Date -2.9%
ACN ACCENTURE PLC IRELAND 0.2%
Value $617K Shares 4,030 Share Price $153.10 * Est. Cost/Share $128.56 Unrealized @ Report Date +5.8%
WM WASTE MGMT INC DEL 0.2%
Value $605K Shares 7,014 Share Price $86.26 * Est. Cost/Share $70.72 Unrealized @ Report Date +6.4%
EXC EXELON CORP 0.2%
Value $603K Shares 15,305 Share Price $39.40 * Est. Cost/Share $19.16 Unrealized @ Report Date +11.0%
AEE AMEREN CORP 0.2%
Value $586K Shares 9,928 Share Price $59.02 * Est. Cost/Share $43.07 Unrealized @ Report Date +9.0%
DXC DXC TECHNOLOGY CO 0.2%
Value $579K Shares 6,100 Share Price $94.92 * Est. Cost/Share $76.85 Unrealized @ Report Date +1.8%
OHI OMEGA HEALTHCARE INVS INC 0.2%
Value $578K Shares 21,000 Share Price $27.52 Est. Cost/Share $27.52 Unrealized @ Report Date —
A AGILENT TECHNOLOGIES INC 0.2%
Value $569K Shares 8,500 Share Price $66.94 * Est. Cost/Share $63.50 Unrealized @ Report Date -0.5%
TRN TRINITY INDS INC 0.2%
Value $568K Shares 15,162 Share Price $37.46 * Est. Cost/Share $18.76 Unrealized @ Report Date +8.2%
MS MORGAN STANLEY 0.2%
Value $567K Shares 10,800 Share Price $52.50 * Est. Cost/Share $39.73 Unrealized @ Report Date +3.9%
— SCANA CORP NEW 0.2%
Value $549K Shares 13,800 Share Price $39.78 Est. Cost/Share $39.78 Unrealized @ Report Date —
LULU LULULEMON ATHLETICA INC 0.2%
Value $548K Shares 6,978 Share Price $78.53 Est. Cost/Share $66.66 Unrealized @ Report Date +17.9%
INTU INTUIT 0.2%
Value $546K Shares 3,461 Share Price $157.76 * Est. Cost/Share $131.23 Unrealized @ Report Date +13.7%
ADM ARCHER DANIELS MIDLAND CO 0.2%
Value $543K Shares 13,549 Share Price $40.08 * Est. Cost/Share $32.87 Unrealized @ Report Date -3.8%
HII HUNTINGTON INGALLS INDS INC 0.2%
Value $532K Shares 2,255 Share Price $235.92 * Est. Cost/Share $199.61 Unrealized @ Report Date +0.1%
THO THOR INDS INC 0.2%
Value $519K Shares 3,441 Share Price $150.83 * Est. Cost/Share $117.35 Unrealized @ Report Date +8.7%
CVE CENOVUS ENERGY INC 0.1%
Value $510K Shares 55,800 Share Price $9.14 * Est. Cost/Share $8.35 Unrealized @ Report Date -5.6%
CLF CLEVELAND CLIFFS INC 0.1%
Value $501K Shares 69,500 Share Price $7.21 * Est. Cost/Share $6.59 Unrealized @ Report Date +3.6%
— MERITOR INC 0.1%
Value $501K Shares 21,354 Share Price $23.46 Est. Cost/Share $23.46 Unrealized @ Report Date —
— AARONS INC 0.1%
Value $498K Shares 12,500 Share Price $39.84 Est. Cost/Share $41.26 Unrealized @ Report Date —
— ACTIVISION BLIZZARD INC 0.1%
Value $497K Shares 7,842 Share Price $63.38 Est. Cost/Share $63.38 Unrealized @ Report Date —
RH RH 0.1%
Value $483K Shares 5,600 Share Price $86.25 Est. Cost/Share $90.43 Unrealized @ Report Date -4.7%
DKS DICKS SPORTING GOODS INC 0.1%
Value $483K Shares 16,800 Share Price $28.75 * Est. Cost/Share $21.56 Unrealized @ Report Date +4.6%
EVR EVERCORE INC 0.1%
Value $481K Shares 5,344 Share Price $90.01 * Est. Cost/Share $60.53 Unrealized @ Report Date +24.7%
ADBE ADOBE SYS INC 0.1%
Value $473K Shares 2,700 Share Price $175.19 Est. Cost/Share $172.04 Unrealized @ Report Date +1.9%
WYNN WYNN RESORTS LTD 0.1%
Value $472K Shares 2,800 Share Price $168.57 * Est. Cost/Share $140.96 Unrealized @ Report Date +9.5%
EXP EAGLE MATERIALS INC 0.1%
Value $465K Shares 4,100 Share Price $113.41 * Est. Cost/Share $104.03 Unrealized @ Report Date +4.8%
CNI CANADIAN NATL RY CO 0.1%
Value $465K Shares 5,636 Share Price $82.51 * Est. Cost/Share $69.31 Unrealized @ Report Date +2.6%
— CERNER CORP 0.1%
Value $450K Shares 6,680 Share Price $67.37 Est. Cost/Share $63.79 Unrealized @ Report Date —
— BERRY GLOBAL GROUP INC 0.1%
Value $416K Shares 7,091 Share Price $58.67 Est. Cost/Share $58.67 Unrealized @ Report Date —
HD HOME DEPOT INC 0.1%
Value $416K Shares 2,196 Share Price $189.44 * Est. Cost/Share $141.67 Unrealized @ Report Date +10.2%
AGCO AGCO CORP 0.1%
Value $414K Shares 5,800 Share Price $71.38 * Est. Cost/Share $58.20 Unrealized @ Report Date +0.2%
CMCSA COMCAST CORP NEW 0.1%
Value $410K Shares 10,230 Share Price $40.08 * Est. Cost/Share $30.68 Unrealized @ Report Date +6.5%
EA ELECTRONIC ARTS INC 0.1%
Value $404K Shares 3,848 Share Price $104.99 * Est. Cost/Share $110.44 Unrealized @ Report Date -7.5%
CACC CREDIT ACCEP CORP MICH 0.1%
Value $403K Shares 1,247 Share Price $323.18 Est. Cost/Share $297.35 Unrealized @ Report Date +8.8%
— YAMANA GOLD INC 0.1%
Value $402K Shares 128,700 Share Price $3.12 Est. Cost/Share $3.12 Unrealized @ Report Date —
— OUTFRONT MEDIA INC 0.1%
Value $392K Shares 16,913 Share Price $23.18 Est. Cost/Share $24.37 Unrealized @ Report Date —
BLMN BLOOMIN BRANDS INC 0.1%
Value $391K Shares 18,300 Share Price $21.37 * Est. Cost/Share $15.39 Unrealized @ Report Date +11.6%
SKT TANGER FACTORY OUTLET CTRS I 0.1%
Value $390K Shares 14,700 Share Price $26.53 Est. Cost/Share $26.53 Unrealized @ Report Date —
IRM IRON MTN INC NEW 0.1%
Value $389K Shares 10,307 Share Price $37.74 * Est. Cost/Share $25.21 Unrealized @ Report Date -3.7%
— NIELSEN HLDGS PLC 0.1%
Value $371K Shares 10,200 Share Price $36.37 Est. Cost/Share $36.37 Unrealized @ Report Date —
CPRT COPART INC 0.1%
Value $350K Shares 8,100 Share Price $43.21 * Est. Cost/Share $9.73 Unrealized @ Report Date +10.9%
APLE APPLE HOSPITALITY REIT INC 0.1%
Value $347K Shares 17,700 Share Price $19.60 Est. Cost/Share $19.60 Unrealized @ Report Date —
— SKECHERS U S A INC 0.1%
Value $341K Shares 9,000 Share Price $37.89 Est. Cost/Share $37.89 Unrealized @ Report Date —
FLO FLOWERS FOODS INC 0.1%
Value $340K Shares 17,630 Share Price $19.29 * Est. Cost/Share $13.57 Unrealized @ Report Date +3.6%
CFG CITIZENS FINL GROUP INC 0.1%
Value $339K Shares 8,066 Share Price $42.03 * Est. Cost/Share $28.01 Unrealized @ Report Date +7.5%
IMO IMPERIAL OIL LTD 0.1%
Value $338K Shares 10,800 Share Price $31.30 * Est. Cost/Share $25.26 Unrealized @ Report Date +0.5%
DAL DELTA AIR LINES INC DEL 0.1%
Value $336K Shares 6,000 Share Price $56.00 * Est. Cost/Share $47.79 Unrealized @ Report Date +7.5%
FAF FIRST AMERN FINL CORP 0.1%
Value $333K Shares 5,936 Share Price $56.10 * Est. Cost/Share $41.05 Unrealized @ Report Date +4.6%
— U S SILICA HLDGS INC 0.1%
Value $322K Shares 9,900 Share Price $32.53 Est. Cost/Share $32.53 Unrealized @ Report Date —
NSC NORFOLK SOUTHERN CORP 0.1%
Value $319K Shares 2,200 Share Price $145.00 * Est. Cost/Share $113.99 Unrealized @ Report Date +8.1%
— UNITI GROUP INC 0.1%
Value $308K Shares 17,300 Share Price $17.80 Est. Cost/Share $19.25 Unrealized @ Report Date —
MMS MAXIMUS INC 0.1%
Value $301K Shares 4,200 Share Price $71.67 Est. Cost/Share $67.34 Unrealized @ Report Date +6.3%
— SUMMIT MATLS INC 0.1%
Value $301K Shares 9,588 Share Price $31.39 Est. Cost/Share $31.39 Unrealized @ Report Date —
MLM MARTIN MARIETTA MATLS INC 0.1%
Value $301K Shares 1,362 Share Price $221.00 * Est. Cost/Share $209.74 Unrealized @ Report Date -0.7%
RL RALPH LAUREN CORP 0.1%
Value $293K Shares 2,821 Share Price $103.86 * Est. Cost/Share $66.85 Unrealized @ Report Date +32.8%
OPLN KAR AUCTION SVCS INC 0.1%
Value $288K Shares 5,700 Share Price $50.53 * Est. Cost/Share $18.52 Unrealized @ Report Date +3.2%
URBN URBAN OUTFITTERS INC 0.1%
Value $280K Shares 8,000 Share Price $35.00 Est. Cost/Share $28.02 Unrealized @ Report Date +25.1%
WEC WEC ENERGY GROUP INC 0.1%
Value $279K Shares 4,200 Share Price $66.43 * Est. Cost/Share $51.71 Unrealized @ Report Date -0.6%
TRGP TARGA RES CORP 0.1%
Value $270K Shares 5,573 Share Price $48.45 * Est. Cost/Share $34.97 Unrealized @ Report Date +1.8%
— FIRSTSERVICE CORP NEW 0.1%
Value $269K Shares 3,834 Share Price $70.16 Est. Cost/Share $70.16 Unrealized @ Report Date —
TAC TRANSALTA CORP 0.1%
Value $267K Shares 45,000 Share Price $5.93 Est. Cost/Share $6.13 Unrealized @ Report Date -3.0%
MNST MONSTER BEVERAGE CORP NEW 0.1%
Value $266K Shares 4,200 Share Price $63.33 * Est. Cost/Share $29.95 Unrealized @ Report Date +5.7%
SVM SILVERCORP METALS INC 0.1%
Value $266K Shares 101,800 Share Price $2.61 Est. Cost/Share $2.85 Unrealized @ Report Date -8.1%
CDP CORPORATE OFFICE PPTYS TR 0.1%
Value $266K Shares 9,100 Share Price $29.23 Est. Cost/Share $29.23 Unrealized @ Report Date —
PBF PBF ENERGY INC 0.1%
Value $260K Shares 7,348 Share Price $35.38 Est. Cost/Share $30.91 Unrealized @ Report Date +14.7%
— MASONITE INTL CORP NEW 0.1%
Value $260K Shares 3,500 Share Price $74.29 Est. Cost/Share $74.29 Unrealized @ Report Date —
— NEWFIELD EXPL CO 0.1%
Value $259K Shares 8,200 Share Price $31.59 Est. Cost/Share $31.59 Unrealized @ Report Date —
— HOSPITALITY PPTYS TR 0.1%
Value $257K Shares 8,600 Share Price $29.88 Est. Cost/Share $29.88 Unrealized @ Report Date —
1741046D STERIS PLC 0.1%
Value $255K Shares 2,916 Share Price $87.45 Est. Cost/Share $87.45 Unrealized @ Report Date —
MSFT MICROSOFT CORP 0.1%
Value $254K Shares 2,968 Share Price $85.58 * Est. Cost/Share $62.38 Unrealized @ Report Date +26.1%
LBTYAUSD LIBERTY GLOBAL PLC 0.1%
Value $252K Shares 7,033 Share Price $35.83 Est. Cost/Share $32.32 Unrealized @ Report Date —
— DSW INC 0.1%
Value $250K Shares 11,700 Share Price $21.37 Est. Cost/Share $21.37 Unrealized @ Report Date —
— APTIV PLC 0.1%
Value $249K Shares 2,937 Share Price $84.78 Est. Cost/Share $84.78 Unrealized @ Report Date —
BNS BANK N S HALIFAX 0.1%
Value $249K Shares 3,849 Share Price $64.69 * Est. Cost/Share $40.70 Unrealized @ Report Date +4.8%
TJX TJX COS INC NEW 0.1%
Value $248K Shares 3,249 Share Price $76.33 * Est. Cost/Share $32.40 Unrealized @ Report Date +5.6%
STN STANTEC INC 0.1%
Value $247K Shares 8,817 Share Price $28.01 Est. Cost/Share $28.01 Unrealized @ Report Date —
WMB WILLIAMS COS INC DEL 0.1%
Value $240K Shares 7,876 Share Price $30.47 * Est. Cost/Share $17.93 Unrealized @ Report Date +9.6%
TDC TERADATA CORP DEL 0.1%
Value $238K Shares 6,200 Share Price $38.39 Est. Cost/Share $35.75 Unrealized @ Report Date +7.6%
WY WEYERHAEUSER CO 0.1%
Value $226K Shares 6,400 Share Price $35.31 * Est. Cost/Share $25.74 Unrealized @ Report Date +0.3%
CTRA CABOT OIL & GAS CORP 0.1%
Value $226K Shares 7,900 Share Price $28.61 * Est. Cost/Share $20.15 Unrealized @ Report Date +4.3%
PRGO PERRIGO CO PLC 0.1%
Value $212K Shares 2,430 Share Price $87.24 Est. Cost/Share $85.88 Unrealized @ Report Date +1.5%
PLCE CHILDRENS PL INC 0.1%
Value $206K Shares 1,414 Share Price $145.69 Est. Cost/Share $121.77 Unrealized @ Report Date +19.4%
— RED HAT INC 0.1%
Value $204K Shares 1,700 Share Price $120.00 Est. Cost/Share $120.00 Unrealized @ Report Date —
ROST ROSS STORES INC 0.1%
Value $202K Shares 2,515 Share Price $80.32 * Est. Cost/Share $64.50 Unrealized @ Report Date +14.9%
— JUST ENERGY GROUP INC 0.0%
Value $100K Shares 23,248 Share Price $4.30 Est. Cost/Share $5.14 Unrealized @ Report Date —