Versor Investments LP Quant / Systematic

Location: New York, NY

CIK: 0001650301 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Oct 25, 2018

Total Value: $267M (100.0% shares, 0.0% debt)

Holdings (245)

— EXPRESS SCRIPTS HLDG CO 2.6%
Value $6.971M Shares 73,370 Share Price $95.01 Est. Cost/Share $70.59 Unrealized @ Report Date —
— INTEGRATED DEVICE TECHNOLOGY 2.4%
Value $6.551M Shares 139,362 Share Price $47.01 Est. Cost/Share $47.01 Unrealized @ Report Date —
— CA INC 2.4%
Value $6.51M Shares 147,446 Share Price $44.15 Est. Cost/Share $44.15 Unrealized @ Report Date —
— PINNACLE FOODS INC DEL 2.4%
Value $6.302M Shares 97,231 Share Price $64.81 Est. Cost/Share $65.01 Unrealized @ Report Date —
— VECTREN CORP 2.3%
Value $6.162M Shares 86,191 Share Price $71.49 Est. Cost/Share $71.46 Unrealized @ Report Date —
— SODASTREAM INTERNATIONAL LTD 2.1%
Value $5.531M Shares 38,654 Share Price $143.09 Est. Cost/Share $143.09 Unrealized @ Report Date —
— KAPSTONE PAPER & PACKAGING C 2.0%
Value $5.28M Shares 155,705 Share Price $33.91 Est. Cost/Share $34.25 Unrealized @ Report Date —
— AETNA INC NEW 1.7%
Value $4.43M Shares 21,838 Share Price $202.86 Est. Cost/Share $182.37 Unrealized @ Report Date —
— SYNTEL INC 1.6%
Value $4.383M Shares 106,950 Share Price $40.98 Est. Cost/Share $40.98 Unrealized @ Report Date —
— PINNACLE ENTMT INC NEW 1.5%
Value $4.124M Shares 122,417 Share Price $33.69 Est. Cost/Share $32.88 Unrealized @ Report Date —
AVA AVISTA CORP 1.5%
Value $4.011M Shares 79,330 Share Price $50.56 * Est. Cost/Share $35.25 Unrealized @ Report Date +4.5%
— SUPERVALU INC 1.5%
Value $4.004M Shares 124,256 Share Price $32.22 Est. Cost/Share $32.22 Unrealized @ Report Date —
— STATE BK FINL CORP 1.4%
Value $3.751M Shares 124,272 Share Price $30.18 Est. Cost/Share $32.82 Unrealized @ Report Date —
— XCERRA CORP 1.3%
Value $3.41M Shares 238,974 Share Price $14.27 Est. Cost/Share $14.01 Unrealized @ Report Date —
— ORBOTECH LTD 1.2%
Value $3.131M Shares 52,680 Share Price $59.43 Est. Cost/Share $61.73 Unrealized @ Report Date —
— COBIZ FINANCIAL INC 1.2%
Value $3.124M Shares 141,101 Share Price $22.14 Est. Cost/Share $21.60 Unrealized @ Report Date —
— MB FINANCIAL INC NEW 1.2%
Value $3.094M Shares 67,110 Share Price $46.10 Est. Cost/Share $46.60 Unrealized @ Report Date —
PGR PROGRESSIVE CORP OHIO 1.1%
Value $3.009M Shares 42,353 Share Price $71.05 * Est. Cost/Share $39.70 Unrealized @ Report Date +41.1%
UAL UNITED CONTL HLDGS INC 1.1%
Value $2.992M Shares 33,600 Share Price $89.05 Est. Cost/Share $71.65 Unrealized @ Report Date +24.3%
— ENERGEN CORP 1.1%
Value $2.959M Shares 34,340 Share Price $86.17 Est. Cost/Share $79.79 Unrealized @ Report Date —
— BLUE HILLS BANCORP INC 1.1%
Value $2.954M Shares 122,589 Share Price $24.10 Est. Cost/Share $24.10 Unrealized @ Report Date —
LYB LYONDELLBASELL INDUSTRIES N 1.1%
Value $2.952M Shares 28,800 Share Price $102.50 * Est. Cost/Share $61.09 Unrealized @ Report Date +6.1%
— U S G CORP 1.0%
Value $2.662M Shares 61,464 Share Price $43.31 Est. Cost/Share $43.14 Unrealized @ Report Date —
— GUARANTY BANCORP DEL 1.0%
Value $2.661M Shares 89,609 Share Price $29.70 Est. Cost/Share $29.78 Unrealized @ Report Date —
— NXSTAGE MEDICAL INC 0.9%
Value $2.476M Shares 88,769 Share Price $27.89 Est. Cost/Share $27.60 Unrealized @ Report Date —
CF CF INDS HLDGS INC 0.9%
Value $2.466M Shares 45,300 Share Price $54.44 * Est. Cost/Share $32.67 Unrealized @ Report Date +39.1%
TXN TEXAS INSTRS INC 0.9%
Value $2.435M Shares 22,700 Share Price $107.27 * Est. Cost/Share $90.24 Unrealized @ Report Date -3.4%
— THOMSON REUTERS CORP 0.9%
Value $2.364M Shares 51,746 Share Price $45.68 Est. Cost/Share $45.68 Unrealized @ Report Date —
— SEAGATE TECHNOLOGY PLC 0.8%
Value $2.133M Shares 45,041 Share Price $47.36 Est. Cost/Share $53.59 Unrealized @ Report Date —
ABT ABBOTT LABS 0.8%
Value $2.01M Shares 27,400 Share Price $73.36 * Est. Cost/Share $52.79 Unrealized @ Report Date +22.4%
MU MICRON TECHNOLOGY INC 0.7%
Value $1.95M Shares 43,118 Share Price $45.22 * Est. Cost/Share $51.86 Unrealized @ Report Date -14.9%
LVS LAS VEGAS SANDS CORP 0.7%
Value $1.927M Shares 32,482 Share Price $59.33 * Est. Cost/Share $61.42 Unrealized @ Report Date -15.2%
KSS KOHLS CORP 0.7%
Value $1.879M Shares 25,200 Share Price $74.56 Est. Cost/Share $64.43 Unrealized @ Report Date +15.7%
— OCLARO INC 0.7%
Value $1.871M Shares 209,308 Share Price $8.94 Est. Cost/Share $9.46 Unrealized @ Report Date —
ALGN ALIGN TECHNOLOGY INC 0.7%
Value $1.823M Shares 4,661 Share Price $391.12 Est. Cost/Share $264.67 Unrealized @ Report Date +47.8%
OMC OMNICOM GROUP INC 0.7%
Value $1.816M Shares 26,700 Share Price $68.01 * Est. Cost/Share $54.01 Unrealized @ Report Date -2.9%
LULU LULULEMON ATHLETICA INC 0.7%
Value $1.781M Shares 10,959 Share Price $162.51 Est. Cost/Share $73.17 Unrealized @ Report Date +122.1%
HST HOST HOTELS & RESORTS INC 0.7%
Value $1.756M Shares 83,200 Share Price $21.11 * Est. Cost/Share $13.77 Unrealized @ Report Date +16.9%
PSX PHILLIPS 66 0.7%
Value $1.747M Shares 15,500 Share Price $112.71 * Est. Cost/Share $79.31 Unrealized @ Report Date +6.2%
SPG SIMON PPTY GROUP INC NEW 0.6%
Value $1.723M Shares 9,748 Share Price $176.75 * Est. Cost/Share $106.86 Unrealized @ Report Date +11.3%
BBY BEST BUY INC 0.6%
Value $1.687M Shares 21,261 Share Price $79.35 * Est. Cost/Share $42.86 Unrealized @ Report Date +40.6%
FTNT FORTINET INC 0.6%
Value $1.679M Shares 18,199 Share Price $92.26 * Est. Cost/Share $9.95 Unrealized @ Report Date +85.4%
— FCB FINL HLDGS INC 0.6%
Value $1.668M Shares 35,198 Share Price $47.39 Est. Cost/Share $47.39 Unrealized @ Report Date —
AFL AFLAC INC 0.6%
Value $1.662M Shares 35,314 Share Price $47.06 * Est. Cost/Share $35.83 Unrealized @ Report Date +10.8%
GWW GRAINGER W W INC 0.6%
Value $1.619M Shares 4,530 Share Price $357.40 * Est. Cost/Share $235.02 Unrealized @ Report Date +38.0%
— CONNECTICUT WTR SVC INC 0.6%
Value $1.614M Shares 23,271 Share Price $69.36 Est. Cost/Share $61.68 Unrealized @ Report Date —
— LASALLE HOTEL PPTYS 0.6%
Value $1.612M Shares 46,617 Share Price $34.58 Est. Cost/Share $34.58 Unrealized @ Report Date —
— NAVIGATORS GROUP INC 0.6%
Value $1.562M Shares 22,598 Share Price $69.12 Est. Cost/Share $69.12 Unrealized @ Report Date —
— WELLCARE HEALTH PLANS INC 0.6%
Value $1.521M Shares 4,746 Share Price $320.48 Est. Cost/Share $159.62 Unrealized @ Report Date —
— SUNTRUST BKS INC 0.6%
Value $1.516M Shares 22,700 Share Price $66.78 Est. Cost/Share $68.03 Unrealized @ Report Date —
DAL DELTA AIR LINES INC DEL 0.6%
Value $1.504M Shares 26,000 Share Price $57.85 * Est. Cost/Share $50.06 Unrealized @ Report Date +8.0%
WY WEYERHAEUSER CO 0.6%
Value $1.488M Shares 46,100 Share Price $32.28 * Est. Cost/Share $25.91 Unrealized @ Report Date -6.3%
M MACYS INC 0.6%
Value $1.486M Shares 42,800 Share Price $34.72 Est. Cost/Share $37.21 Unrealized @ Report Date -6.7%
— DISCOVER FINL SVCS 0.5%
Value $1.439M Shares 18,824 Share Price $76.44 Est. Cost/Share $72.54 Unrealized @ Report Date —
— K2M GROUP HLDGS INC 0.5%
Value $1.405M Shares 51,328 Share Price $27.37 Est. Cost/Share $27.37 Unrealized @ Report Date —
— SPRINT CORP 0.5%
Value $1.402M Shares 214,420 Share Price $6.54 Est. Cost/Share $5.51 Unrealized @ Report Date —
HAL HALLIBURTON CO 0.5%
Value $1.348M Shares 33,262 Share Price $40.53 * Est. Cost/Share $40.41 Unrealized @ Report Date -13.5%
INTU INTUIT 0.5%
Value $1.32M Shares 5,803 Share Price $227.47 * Est. Cost/Share $152.91 Unrealized @ Report Date +41.6%
PK PARK HOTELS RESORTS INC 0.5%
Value $1.31M Shares 39,900 Share Price $32.83 Est. Cost/Share $30.64 Unrealized @ Report Date —
SBAC SBA COMMUNICATIONS CORP NEW 0.5%
Value $1.308M Shares 8,141 Share Price $160.67 * Est. Cost/Share $146.73 Unrealized @ Report Date +1.1%
UNP UNION PAC CORP 0.5%
Value $1.303M Shares 8,000 Share Price $162.88 * Est. Cost/Share $127.79 Unrealized @ Report Date +8.5%
ALSN ALLISON TRANSMISSION HLDGS I 0.5%
Value $1.303M Shares 25,044 Share Price $52.03 * Est. Cost/Share $35.49 Unrealized @ Report Date +30.5%
— KMG CHEMICALS INC 0.5%
Value $1.296M Shares 17,152 Share Price $75.56 Est. Cost/Share $75.56 Unrealized @ Report Date —
BMY BRISTOL MYERS SQUIBB CO 0.5%
Value $1.273M Shares 20,500 Share Price $62.10 * Est. Cost/Share $44.98 Unrealized @ Report Date +4.6%
BA BOEING CO 0.5%
Value $1.236M Shares 3,324 Share Price $371.84 * Est. Cost/Share $230.52 Unrealized @ Report Date +56.0%
— SCANA CORP NEW 0.5%
Value $1.213M Shares 31,185 Share Price $38.90 Est. Cost/Share $38.68 Unrealized @ Report Date —
PBF PBF ENERGY INC 0.4%
Value $1.15M Shares 23,048 Share Price $49.90 Est. Cost/Share $34.17 Unrealized @ Report Date +46.0%
— UNITI GROUP INC 0.4%
Value $1.106M Shares 54,900 Share Price $20.15 Est. Cost/Share $19.23 Unrealized @ Report Date —
BAX BAXTER INTL INC 0.4%
Value $1.081M Shares 14,029 Share Price $77.05 * Est. Cost/Share $57.20 Unrealized @ Report Date +18.2%
CXW CORECIVIC INC 0.4%
Value $1.078M Shares 44,321 Share Price $24.32 * Est. Cost/Share $18.56 Unrealized @ Report Date +12.1%
— GREEN BANCORP INC 0.4%
Value $1.075M Shares 48,649 Share Price $22.10 Est. Cost/Share $22.10 Unrealized @ Report Date —
— BENEFICIAL BANCORP INC 0.4%
Value $1.073M Shares 63,497 Share Price $16.90 Est. Cost/Share $16.90 Unrealized @ Report Date —
MET METLIFE INC 0.4%
Value $1.065M Shares 22,800 Share Price $46.71 * Est. Cost/Share $35.91 Unrealized @ Report Date +1.5%
BR BROADRIDGE FINL SOLUTIONS IN 0.4%
Value $1.056M Shares 8,000 Share Price $132.00 * Est. Cost/Share $105.80 Unrealized @ Report Date +10.2%
COP CONOCOPHILLIPS 0.4%
Value $1.037M Shares 13,400 Share Price $77.39 * Est. Cost/Share $51.80 Unrealized @ Report Date +16.9%
ILMN ILLUMINA INC 0.4%
Value $1.028M Shares 2,800 Share Price $367.14 * Est. Cost/Share $320.46 Unrealized @ Report Date +11.4%
MSFT MICROSOFT CORP 0.4%
Value $1.02M Shares 8,917 Share Price $114.39 * Est. Cost/Share $89.76 Unrealized @ Report Date +18.7%
PNC PNC FINL SVCS GROUP INC 0.4%
Value $1.008M Shares 7,398 Share Price $136.25 * Est. Cost/Share $107.27 Unrealized @ Report Date -2.1%
PRU PRUDENTIAL FINL INC 0.4%
Value $1.005M Shares 9,920 Share Price $101.31 * Est. Cost/Share $77.10 Unrealized @ Report Date -8.0%
DXC DXC TECHNOLOGY CO 0.4%
Value $991K Shares 10,600 Share Price $93.49 * Est. Cost/Share $84.72 Unrealized @ Report Date +5.8%
LEA LEAR CORP 0.4%
Value $980K Shares 6,762 Share Price $144.93 * Est. Cost/Share $139.93 Unrealized @ Report Date -10.7%
HSY HERSHEY CO 0.4%
Value $949K Shares 9,300 Share Price $102.04 * Est. Cost/Share $83.10 Unrealized @ Report Date +3.6%
RL RALPH LAUREN CORP 0.4%
Value $940K Shares 6,836 Share Price $137.51 * Est. Cost/Share $92.27 Unrealized @ Report Date +29.4%
DECK DECKERS OUTDOOR CORP 0.4%
Value $937K Shares 7,900 Share Price $118.61 * Est. Cost/Share $15.02 Unrealized @ Report Date +31.6%
HCA HCA HEALTHCARE INC 0.3%
Value $932K Shares 6,700 Share Price $139.10 * Est. Cost/Share $108.03 Unrealized @ Report Date +20.8%
RHI ROBERT HALF INTL INC 0.3%
Value $931K Shares 13,227 Share Price $70.39 Est. Cost/Share $50.52 Unrealized @ Report Date +39.3%
ZBRA ZEBRA TECHNOLOGIES CORP 0.3%
Value $920K Shares 5,200 Share Price $176.92 Est. Cost/Share $152.25 Unrealized @ Report Date +16.1%
VLO VALERO ENERGY CORP NEW 0.3%
Value $919K Shares 8,081 Share Price $113.72 * Est. Cost/Share $54.93 Unrealized @ Report Date +54.0%
SO SOUTHERN CO 0.3%
Value $916K Shares 21,000 Share Price $43.62 * Est. Cost/Share $33.46 Unrealized @ Report Date -2.4%
ETN EATON CORP PLC 0.3%
Value $911K Shares 10,500 Share Price $86.76 * Est. Cost/Share $68.10 Unrealized @ Report Date +10.8%
FAF FIRST AMERN FINL CORP 0.3%
Value $901K Shares 17,474 Share Price $51.56 * Est. Cost/Share $41.17 Unrealized @ Report Date -1.9%
LPLA LPL FINL HLDGS INC 0.3%
Value $878K Shares 13,608 Share Price $64.52 Est. Cost/Share $49.12 Unrealized @ Report Date +31.3%
ORCL ORACLE CORP 0.3%
Value $871K Shares 16,900 Share Price $51.54 * Est. Cost/Share $43.58 Unrealized @ Report Date +6.2%
SAM BOSTON BEER INC 0.3%
Value $850K Shares 2,958 Share Price $287.36 Est. Cost/Share $191.11 Unrealized @ Report Date +50.4%
— INGERSOLL-RAND PLC 0.3%
Value $846K Shares 8,269 Share Price $102.31 Est. Cost/Share $90.16 Unrealized @ Report Date —
— ENGILITY HLDGS INC NEW 0.3%
Value $846K Shares 23,512 Share Price $35.98 Est. Cost/Share $35.98 Unrealized @ Report Date —
— MICHAEL KORS HLDGS LTD 0.3%
Value $843K Shares 12,300 Share Price $68.54 Est. Cost/Share $66.60 Unrealized @ Report Date —
— WESTROCK CO 0.3%
Value $839K Shares 15,700 Share Price $53.44 Est. Cost/Share $53.44 Unrealized @ Report Date —
MDT MEDTRONIC PLC 0.3%
Value $836K Shares 8,500 Share Price $98.35 * Est. Cost/Share $76.28 Unrealized @ Report Date +6.4%
— WEIGHT WATCHERS INTL INC NEW 0.3%
Value $835K Shares 11,600 Share Price $71.98 Est. Cost/Share $71.98 Unrealized @ Report Date —
— NEVSUN RES LTD 0.3%
Value $832K Shares 187,576 Share Price $4.44 Est. Cost/Share $4.44 Unrealized @ Report Date —
GEO GEO GROUP INC NEW 0.3%
Value $830K Shares 33,000 Share Price $25.15 * Est. Cost/Share $15.77 Unrealized @ Report Date +20.5%
EVR EVERCORE INC 0.3%
Value $820K Shares 8,160 Share Price $100.49 * Est. Cost/Share $70.52 Unrealized @ Report Date +21.2%
FFIV F5 NETWORKS INC 0.3%
Value $818K Shares 4,101 Share Price $199.46 Est. Cost/Share $159.10 Unrealized @ Report Date +25.3%
PSA PUBLIC STORAGE 0.3%
Value $807K Shares 4,000 Share Price $201.75 * Est. Cost/Share $159.08 Unrealized @ Report Date -5.9%
— PANDORA MEDIA INC 0.3%
Value $801K Shares 84,201 Share Price $9.51 Est. Cost/Share $9.51 Unrealized @ Report Date —
— TE CONNECTIVITY LTD 0.3%
Value $800K Shares 9,100 Share Price $87.91 Est. Cost/Share $87.91 Unrealized @ Report Date —
— BB&T CORP 0.3%
Value $786K Shares 16,183 Share Price $48.57 Est. Cost/Share $49.90 Unrealized @ Report Date —
KEY KEYCORP NEW 0.3%
Value $762K Shares 38,300 Share Price $19.90 * Est. Cost/Share $14.64 Unrealized @ Report Date -3.7%
— WHITING PETE CORP NEW 0.3%
Value $748K Shares 14,100 Share Price $53.05 Est. Cost/Share $52.73 Unrealized @ Report Date —
SIG SIGNET JEWELERS LIMITED 0.3%
Value $747K Shares 11,326 Share Price $65.95 * Est. Cost/Share $48.93 Unrealized @ Report Date +16.0%
— FLIR SYS INC 0.3%
Value $738K Shares 12,000 Share Price $61.50 Est. Cost/Share $61.50 Unrealized @ Report Date —
URI UNITED RENTALS INC 0.3%
Value $738K Shares 4,509 Share Price $163.67 * Est. Cost/Share $158.24 Unrealized @ Report Date +0.1%
— CYPRESS SEMICONDUCTOR CORP 0.3%
Value $736K Shares 50,800 Share Price $14.49 Est. Cost/Share $15.11 Unrealized @ Report Date —
ICUI ICU MED INC 0.3%
Value $722K Shares 2,553 Share Price $282.80 Est. Cost/Share $273.29 Unrealized @ Report Date +3.5%
PHM PULTE GROUP INC 0.3%
Value $719K Shares 29,037 Share Price $24.76 * Est. Cost/Share $27.89 Unrealized @ Report Date -18.0%
HON HONEYWELL INTL INC 0.3%
Value $716K Shares 4,300 Share Price $166.51 * Est. Cost/Share $121.60 Unrealized @ Report Date +6.3%
AMP AMERIPRISE FINL INC 0.3%
Value $716K Shares 4,847 Share Price $147.72 * Est. Cost/Share $126.50 Unrealized @ Report Date +1.8%
— SPIRIT RLTY CAP INC NEW 0.3%
Value $711K Shares 88,200 Share Price $8.06 Est. Cost/Share $8.04 Unrealized @ Report Date —
HBAN HUNTINGTON BANCSHARES INC 0.3%
Value $707K Shares 47,400 Share Price $14.92 * Est. Cost/Share $11.11 Unrealized @ Report Date -3.9%
FE FIRSTENERGY CORP 0.3%
Value $693K Shares 18,645 Share Price $37.17 * Est. Cost/Share $23.30 Unrealized @ Report Date +18.7%
PAYX PAYCHEX INC 0.3%
Value $692K Shares 9,400 Share Price $73.62 * Est. Cost/Share $57.93 Unrealized @ Report Date +2.7%
HII HUNTINGTON INGALLS INDS INC 0.3%
Value $679K Shares 2,651 Share Price $256.13 * Est. Cost/Share $198.63 Unrealized @ Report Date +10.3%
AEE AMEREN CORP 0.2%
Value $659K Shares 10,428 Share Price $63.20 * Est. Cost/Share $44.81 Unrealized @ Report Date +15.0%
ADI ANALOG DEVICES INC 0.2%
Value $656K Shares 7,100 Share Price $92.39 * Est. Cost/Share $83.80 Unrealized @ Report Date -3.5%
GM GENERAL MTRS CO 0.2%
Value $644K Shares 19,116 Share Price $33.69 * Est. Cost/Share $34.97 Unrealized @ Report Date -12.8%
— OCEAN RIG UDW INC 0.2%
Value $640K Shares 18,472 Share Price $34.65 Est. Cost/Share $34.65 Unrealized @ Report Date —
AEO AMERICAN EAGLE OUTFITTERS NE 0.2%
Value $635K Shares 25,564 Share Price $24.84 * Est. Cost/Share $18.19 Unrealized @ Report Date +12.5%
DKS DICKS SPORTING GOODS INC 0.2%
Value $629K Shares 17,736 Share Price $35.46 * Est. Cost/Share $23.05 Unrealized @ Report Date +23.2%
— RAYTHEON CO 0.2%
Value $620K Shares 3,000 Share Price $206.67 Est. Cost/Share $199.62 Unrealized @ Report Date —
BURL BURLINGTON STORES INC 0.2%
Value $619K Shares 3,800 Share Price $162.89 Est. Cost/Share $142.33 Unrealized @ Report Date +14.5%
DOV DOVER CORP 0.2%
Value $602K Shares 6,800 Share Price $88.53 * Est. Cost/Share $68.01 Unrealized @ Report Date +16.8%
EXC EXELON CORP 0.2%
Value $598K Shares 13,700 Share Price $43.65 * Est. Cost/Share $20.32 Unrealized @ Report Date +19.0%
GRMN GARMIN LTD 0.2%
Value $588K Shares 8,400 Share Price $70.00 * Est. Cost/Share $55.05 Unrealized @ Report Date +7.5%
PFE PFIZER INC 0.2%
Value $582K Shares 13,200 Share Price $44.09 * Est. Cost/Share $27.65 Unrealized @ Report Date +8.9%
CAH CARDINAL HEALTH INC 0.2%
Value $574K Shares 10,628 Share Price $54.01 * Est. Cost/Share $45.11 Unrealized @ Report Date -3.0%
HUN HUNTSMAN CORP 0.2%
Value $571K Shares 20,953 Share Price $27.25 Est. Cost/Share $30.92 Unrealized @ Report Date -11.9%
COR AMERISOURCEBERGEN CORP 0.2%
Value $563K Shares 6,100 Share Price $92.30 * Est. Cost/Share $67.16 Unrealized @ Report Date +6.8%
PEP PEPSICO INC 0.2%
Value $559K Shares 5,000 Share Price $111.80 * Est. Cost/Share $84.08 Unrealized @ Report Date +6.7%
— SPLUNK INC 0.2%
Value $556K Shares 4,600 Share Price $120.87 Est. Cost/Share $99.12 Unrealized @ Report Date —
V VISA INC 0.2%
Value $555K Shares 3,700 Share Price $150.00 * Est. Cost/Share $122.08 Unrealized @ Report Date +16.9%
RF REGIONS FINL CORP NEW 0.2%
Value $554K Shares 30,195 Share Price $18.35 * Est. Cost/Share $11.22 Unrealized @ Report Date +21.8%
BAH BOOZ ALLEN HAMILTON HLDG COR 0.2%
Value $551K Shares 11,100 Share Price $49.64 * Est. Cost/Share $36.53 Unrealized @ Report Date +19.2%
MANH MANHATTAN ASSOCS INC 0.2%
Value $551K Shares 10,100 Share Price $54.55 Est. Cost/Share $46.69 Unrealized @ Report Date +16.9%
HAE HAEMONETICS CORP 0.2%
Value $545K Shares 4,757 Share Price $114.57 Est. Cost/Share $69.34 Unrealized @ Report Date +65.2%
— AKORN INC 0.2%
Value $533K Shares 41,039 Share Price $12.99 Est. Cost/Share $30.02 Unrealized @ Report Date —
F FORD MTR CO DEL 0.2%
Value $532K Shares 57,500 Share Price $9.25 * Est. Cost/Share $6.85 Unrealized @ Report Date -7.2%
— SIX FLAGS ENTMT CORP NEW 0.2%
Value $531K Shares 7,600 Share Price $69.87 Est. Cost/Share $70.00 Unrealized @ Report Date —
CSX CSX CORP 0.2%
Value $526K Shares 7,100 Share Price $74.08 * Est. Cost/Share $20.19 Unrealized @ Report Date +10.9%
— ENERPLUS CORP 0.2%
Value $525K Shares 42,500 Share Price $12.35 Est. Cost/Share $11.23 Unrealized @ Report Date —
CMI CUMMINS INC 0.2%
Value $525K Shares 3,597 Share Price $145.95 * Est. Cost/Share $136.28 Unrealized @ Report Date -11.2%
CNQ CANADIAN NAT RES LTD 0.2%
Value $523K Shares 16,000 Share Price $32.69 * Est. Cost/Share $11.49 Unrealized @ Report Date -2.2%
GLW CORNING INC 0.2%
Value $519K Shares 14,700 Share Price $35.31 * Est. Cost/Share $26.48 Unrealized @ Report Date +9.0%
TU TELUS CORP 0.2%
Value $519K Shares 14,087 Share Price $36.84 * Est. Cost/Share $18.13 Unrealized @ Report Date +1.6%
— ASPEN TECHNOLOGY INC 0.2%
Value $513K Shares 4,500 Share Price $114.00 Est. Cost/Share $114.00 Unrealized @ Report Date —
ADBE ADOBE SYS INC 0.2%
Value $513K Shares 1,900 Share Price $270.00 Est. Cost/Share $257.84 Unrealized @ Report Date +4.7%
CLF CLEVELAND CLIFFS INC 0.2%
Value $511K Shares 40,400 Share Price $12.65 * Est. Cost/Share $9.74 Unrealized @ Report Date +23.0%
CMG CHIPOTLE MEXICAN GRILL INC 0.2%
Value $500K Shares 1,100 Share Price $454.55 * Est. Cost/Share $9.51 Unrealized @ Report Date -4.5%
— PRA HEALTH SCIENCES INC 0.2%
Value $496K Shares 4,500 Share Price $110.22 Est. Cost/Share $82.99 Unrealized @ Report Date —
CDW CDW CORP 0.2%
Value $491K Shares 5,522 Share Price $88.92 * Est. Cost/Share $66.43 Unrealized @ Report Date +22.7%
CIEN CIENA CORP 0.2%
Value $490K Shares 15,700 Share Price $31.21 Est. Cost/Share $28.02 Unrealized @ Report Date +11.5%
LAMR LAMAR ADVERTISING CO NEW 0.2%
Value $489K Shares 6,282 Share Price $77.84 Est. Cost/Share $73.00 Unrealized @ Report Date —
PKG PACKAGING CORP AMER 0.2%
Value $486K Shares 4,432 Share Price $109.66 * Est. Cost/Share $85.95 Unrealized @ Report Date +2.4%
MFC MANULIFE FINL CORP 0.2%
Value $474K Shares 26,500 Share Price $17.89 Est. Cost/Share $18.17 Unrealized @ Report Date -1.6%
DTE DTE ENERGY CO 0.2%
Value $471K Shares 4,320 Share Price $109.03 * Est. Cost/Share $68.50 Unrealized @ Report Date +6.5%
TEX TEREX CORP NEW 0.2%
Value $451K Shares 11,300 Share Price $39.91 Est. Cost/Share $40.66 Unrealized @ Report Date -1.8%
— ACXIOM HOLDINGS INC 0.2%
Value $450K Shares 9,100 Share Price $49.45 Est. Cost/Share $49.45 Unrealized @ Report Date —
— TENNECO INC 0.2%
Value $438K Shares 10,400 Share Price $42.12 Est. Cost/Share $49.49 Unrealized @ Report Date —
LMT LOCKHEED MARTIN CORP 0.2%
Value $437K Shares 1,264 Share Price $345.73 * Est. Cost/Share $275.43 Unrealized @ Report Date +3.3%
CRM SALESFORCE COM INC 0.2%
Value $434K Shares 2,728 Share Price $159.09 Est. Cost/Share $146.61 Unrealized @ Report Date +7.2%
TRV TRAVELERS COMPANIES INC 0.2%
Value $428K Shares 3,300 Share Price $129.70 * Est. Cost/Share $109.87 Unrealized @ Report Date +1.0%
— UNITED STATES STL CORP NEW 0.2%
Value $427K Shares 14,000 Share Price $30.50 Est. Cost/Share $32.98 Unrealized @ Report Date —
PH PARKER HANNIFIN CORP 0.2%
Value $422K Shares 2,293 Share Price $184.04 * Est. Cost/Share $152.59 Unrealized @ Report Date +8.1%
EAT BRINKER INTL INC 0.2%
Value $417K Shares 8,915 Share Price $46.78 * Est. Cost/Share $31.54 Unrealized @ Report Date +40.2%
WEC WEC ENERGY GROUP INC 0.2%
Value $407K Shares 6,100 Share Price $66.72 * Est. Cost/Share $48.74 Unrealized @ Report Date +8.8%
SNA SNAP ON INC 0.2%
Value $404K Shares 2,200 Share Price $183.64 * Est. Cost/Share $144.01 Unrealized @ Report Date +5.6%
TD TORONTO DOMINION BK ONT 0.2%
Value $402K Shares 6,621 Share Price $60.72 Est. Cost/Share $58.30 Unrealized @ Report Date +4.3%
SWKS SKYWORKS SOLUTIONS INC 0.1%
Value $399K Shares 4,400 Share Price $90.68 * Est. Cost/Share $81.54 Unrealized @ Report Date -6.1%
WPM WHEATON PRECIOUS METALS CORP 0.1%
Value $398K Shares 22,748 Share Price $17.50 * Est. Cost/Share $18.84 Unrealized @ Report Date -15.0%
DK DELEK US HLDGS INC NEW 0.1%
Value $395K Shares 9,300 Share Price $42.47 * Est. Cost/Share $38.48 Unrealized @ Report Date -13.8%
CNC CENTENE CORP DEL 0.1%
Value $390K Shares 2,697 Share Price $144.61 * Est. Cost/Share $45.84 Unrealized @ Report Date +57.9%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.1%
Value $386K Shares 5,000 Share Price $77.20 * Est. Cost/Share $70.24 Unrealized @ Report Date -1.2%
BFH ALLIANCE DATA SYSTEMS CORP 0.1%
Value $378K Shares 1,600 Share Price $236.25 * Est. Cost/Share $165.76 Unrealized @ Report Date +0.1%
MA MASTERCARD INCORPORATED 0.1%
Value $378K Shares 1,700 Share Price $222.35 * Est. Cost/Share $200.34 Unrealized @ Report Date +6.7%
— FOOT LOCKER INC 0.1%
Value $377K Shares 7,400 Share Price $50.95 Est. Cost/Share $46.87 Unrealized @ Report Date —
MEOH METHANEX CORP 0.1%
Value $377K Shares 4,781 Share Price $78.85 Est. Cost/Share $52.66 Unrealized @ Report Date +50.2%
WSM WILLIAMS SONOMA INC 0.1%
Value $375K Shares 5,700 Share Price $65.79 * Est. Cost/Share $26.99 Unrealized @ Report Date +3.8%
KBH KB HOME 0.1%
Value $371K Shares 15,507 Share Price $23.92 * Est. Cost/Share $22.60 Unrealized @ Report Date -4.6%
CHRW C H ROBINSON WORLDWIDE INC 0.1%
Value $362K Shares 3,700 Share Price $97.84 * Est. Cost/Share $78.65 Unrealized @ Report Date +4.7%
URBN URBAN OUTFITTERS INC 0.1%
Value $356K Shares 8,700 Share Price $40.92 Est. Cost/Share $33.99 Unrealized @ Report Date +20.3%
— WADDELL & REED FINL INC 0.1%
Value $356K Shares 16,800 Share Price $21.19 Est. Cost/Share $20.22 Unrealized @ Report Date —
NOW SERVICENOW INC 0.1%
Value $352K Shares 1,800 Share Price $195.56 * Est. Cost/Share $31.43 Unrealized @ Report Date +24.5%
EMN EASTMAN CHEM CO 0.1%
Value $349K Shares 3,650 Share Price $95.62 * Est. Cost/Share $77.04 Unrealized @ Report Date -3.9%
TAP MOLSON COORS BREWING CO 0.1%
Value $338K Shares 5,500 Share Price $61.45 * Est. Cost/Share $54.34 Unrealized @ Report Date -6.7%
— KIRKLAND LAKE GOLD LTD 0.1%
Value $337K Shares 17,800 Share Price $18.93 Est. Cost/Share $21.19 Unrealized @ Report Date —
ALV AUTOLIV INC 0.1%
Value $329K Shares 3,800 Share Price $86.58 * Est. Cost/Share $79.66 Unrealized @ Report Date -8.7%
— RED HAT INC 0.1%
Value $327K Shares 2,400 Share Price $136.25 Est. Cost/Share $134.37 Unrealized @ Report Date —
— DSW INC 0.1%
Value $323K Shares 9,545 Share Price $33.84 Est. Cost/Share $26.42 Unrealized @ Report Date —
TECK TECK RESOURCES LTD 0.1%
Value $322K Shares 13,378 Share Price $24.07 Est. Cost/Share $28.18 Unrealized @ Report Date -14.5%
— TRAVELPORT WORLDWIDE LTD 0.1%
Value $322K Shares 19,100 Share Price $16.86 Est. Cost/Share $18.53 Unrealized @ Report Date —
DOO BRP INC 0.1%
Value $320K Shares 6,821 Share Price $46.91 * Est. Cost/Share $46.39 Unrealized @ Report Date -4.2%
— WASHINGTON PRIME GROUP NEW 0.1%
Value $320K Shares 43,897 Share Price $7.29 Est. Cost/Share $7.08 Unrealized @ Report Date —
KMB KIMBERLY CLARK CORP 0.1%
Value $318K Shares 2,800 Share Price $113.57 * Est. Cost/Share $79.41 Unrealized @ Report Date +11.1%
— BGC PARTNERS INC 0.1%
Value $318K Shares 26,900 Share Price $11.82 Est. Cost/Share $11.82 Unrealized @ Report Date —
KFY KORN FERRY INTL 0.1%
Value $310K Shares 6,300 Share Price $49.21 * Est. Cost/Share $55.22 Unrealized @ Report Date -19.9%
— CARRIZO OIL & GAS INC 0.1%
Value $307K Shares 12,200 Share Price $25.16 Est. Cost/Share $25.16 Unrealized @ Report Date —
CM CDN IMPERIAL BK COMM TORONTO 0.1%
Value $303K Shares 3,234 Share Price $93.69 * Est. Cost/Share $30.56 Unrealized @ Report Date +8.9%
— CENTURYLINK INC 0.1%
Value $293K Shares 13,800 Share Price $21.23 Est. Cost/Share $21.23 Unrealized @ Report Date —
— UMPQUA HLDGS CORP 0.1%
Value $287K Shares 13,800 Share Price $20.80 Est. Cost/Share $21.94 Unrealized @ Report Date —
NUE NUCOR CORP 0.1%
Value $286K Shares 4,500 Share Price $63.56 * Est. Cost/Share $54.59 Unrealized @ Report Date -0.3%
JEF JEFFERIES FINL GROUP INC 0.1%
Value $277K Shares 12,600 Share Price $21.98 * Est. Cost/Share $16.63 Unrealized @ Report Date -5.3%
— PACWEST BANCORP DEL 0.1%
Value $262K Shares 5,500 Share Price $47.64 Est. Cost/Share $48.98 Unrealized @ Report Date —
CFG CITIZENS FINL GROUP INC 0.1%
Value $258K Shares 6,700 Share Price $38.51 * Est. Cost/Share $29.36 Unrealized @ Report Date -4.2%
SYY SYSCO CORP 0.1%
Value $258K Shares 3,521 Share Price $73.27 * Est. Cost/Share $59.27 Unrealized @ Report Date +1.7%
HOG HARLEY DAVIDSON INC 0.1%
Value $254K Shares 5,600 Share Price $45.36 Est. Cost/Share $43.40 Unrealized @ Report Date +4.4%
NKE NIKE INC 0.1%
Value $254K Shares 3,000 Share Price $84.67 * Est. Cost/Share $72.98 Unrealized @ Report Date +5.7%
SABR SABRE CORP 0.1%
Value $253K Shares 9,700 Share Price $26.08 Est. Cost/Share $23.19 Unrealized @ Report Date +12.5%
CNK CINEMARK HOLDINGS INC 0.1%
Value $247K Shares 6,143 Share Price $40.21 * Est. Cost/Share $33.77 Unrealized @ Report Date +10.8%
FCX FREEPORT-MCMORAN INC 0.1%
Value $245K Shares 17,600 Share Price $13.92 * Est. Cost/Share $13.05 Unrealized @ Report Date -2.7%
APLE APPLE HOSPITALITY REIT INC 0.1%
Value $243K Shares 13,900 Share Price $17.48 Est. Cost/Share $19.60 Unrealized @ Report Date —
ED CONSOLIDATED EDISON INC 0.1%
Value $238K Shares 3,122 Share Price $76.23 * Est. Cost/Share $58.00 Unrealized @ Report Date +1.1%
IAG IAMGOLD CORP 0.1%
Value $236K Shares 64,167 Share Price $3.68 Est. Cost/Share $5.22 Unrealized @ Report Date -29.5%
— YAMANA GOLD INC 0.1%
Value $234K Shares 93,900 Share Price $2.49 Est. Cost/Share $3.00 Unrealized @ Report Date —
— KELLOGG CO 0.1%
Value $231K Shares 3,300 Share Price $70.00 * Est. Cost/Share $51.34 Unrealized @ Report Date -1.8%
NFG NATIONAL FUEL GAS CO N J 0.1%
Value $230K Shares 4,100 Share Price $56.10 Est. Cost/Share $55.18 Unrealized @ Report Date +1.6%
— HORIZON PHARMA PLC 0.1%
Value $229K Shares 11,700 Share Price $19.57 Est. Cost/Share $19.57 Unrealized @ Report Date —
IMO IMPERIAL OIL LTD 0.1%
Value $227K Shares 7,000 Share Price $32.43 * Est. Cost/Share $25.61 Unrealized @ Report Date +3.8%
— VECTOR GROUP LTD 0.1%
Value $226K Shares 16,380 Share Price $13.80 Est. Cost/Share $13.80 Unrealized @ Report Date —
— AEROJET ROCKETDYNE HLDGS INC 0.1%
Value $226K Shares 6,641 Share Price $34.03 Est. Cost/Share $34.03 Unrealized @ Report Date —
— XO GROUP INC 0.1%
Value $223K Shares 6,470 Share Price $34.47 Est. Cost/Share $34.47 Unrealized @ Report Date —
VSH VISHAY INTERTECHNOLOGY INC 0.1%
Value $218K Shares 10,700 Share Price $20.37 * Est. Cost/Share $17.28 Unrealized @ Report Date +1.7%
HEI HEICO CORP NEW 0.1%
Value $213K Shares 2,300 Share Price $92.61 Est. Cost/Share $82.20 Unrealized @ Report Date +12.7%
ADM ARCHER DANIELS MIDLAND CO 0.1%
Value $206K Shares 4,100 Share Price $50.24 * Est. Cost/Share $39.46 Unrealized @ Report Date +2.8%
MC MOELIS & CO 0.1%
Value $203K Shares 3,700 Share Price $54.86 * Est. Cost/Share $34.79 Unrealized @ Report Date -5.6%
SHO SUNSTONE HOTEL INVS INC NEW 0.1%
Value $201K Shares 12,300 Share Price $16.34 Est. Cost/Share $16.28 Unrealized @ Report Date —
ON ON SEMICONDUCTOR CORP 0.1%
Value $197K Shares 10,700 Share Price $18.41 Est. Cost/Share $19.73 Unrealized @ Report Date -6.6%
TPH TRI POINTE GROUP INC 0.1%
Value $172K Shares 13,900 Share Price $12.37 Est. Cost/Share $17.02 Unrealized @ Report Date -27.1%
— RETAIL PPTYS AMER INC 0.1%
Value $160K Shares 13,100 Share Price $12.21 Est. Cost/Share $12.80 Unrealized @ Report Date —
TAC TRANSALTA CORP 0.1%
Value $149K Shares 26,500 Share Price $5.62 Est. Cost/Share $5.58 Unrealized @ Report Date +0.8%
— PRECISION DRILLING CORP 0.0%
Value $85,000 Shares 24,700 Share Price $3.44 Est. Cost/Share $3.44 Unrealized @ Report Date —
SVM SILVERCORP METALS INC 0.0%
Value $82,000 Shares 33,600 Share Price $2.44 Est. Cost/Share $2.85 Unrealized @ Report Date -13.4%
— TAHOE RES INC 0.0%
Value $81,000 Shares 29,200 Share Price $2.77 Est. Cost/Share $4.25 Unrealized @ Report Date —
BTG B2GOLD CORP 0.0%
Value $62,000 Shares 27,100 Share Price $2.29 * Est. Cost/Share $2.18 Unrealized @ Report Date -15.9%
— SANDSTORM GOLD LTD 0.0%
Value $47,000 Shares 12,741 Share Price $3.69 Est. Cost/Share $4.73 Unrealized @ Report Date —
— OBSIDIAN ENERGY LTD 0.0%
Value $12,000 Shares 12,300 Share Price $0.98 Est. Cost/Share $0.98 Unrealized @ Report Date —