Versor Investments LP Quant / Systematic

CIK: 0001650301 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 10, 2021

Total Value ($000): $1,137,692 (100.0% shares, 0.0% debt)

Holdings (110)

BMC STK HLDGS INC 6.8%
Value ($000) $77,109 Shares 1,436,458 Est. Cost $42.83 Unrealized
MAXIM INTEGRATED PRODS INC 6.1%
Value ($000) $69,567 Shares 784,743 Est. Cost $67.61 Unrealized
IHS MARKIT LTD 5.9%
Value ($000) $67,594 Shares 752,461 Est. Cost $89.83 Unrealized
HMS HLDGS CORP 5.9%
Value ($000) $67,468 Shares 1,835,871 Est. Cost $36.75 Unrealized
TIFFANY & CO NEW 5.9%
Value ($000) $67,120 Shares 510,611 Est. Cost $131.98 Unrealized
XILINX INC 5.6%
Value ($000) $63,685 Shares 449,213 Est. Cost $141.77 Unrealized
CONCHO RES INC 5.6%
Value ($000) $63,425 Shares 1,086,970 Est. Cost $58.35 Unrealized
EATON VANCE CORP 5.5%
Value ($000) $62,416 Shares 918,827 Est. Cost $67.71 Unrealized
AEROJET ROCKETDYNE HLDGS INC 5.4%
Value ($000) $61,666 Shares 1,166,804 Est. Cost $52.80 Unrealized
VARIAN MED SYS INC 5.3%
Value ($000) $60,356 Shares 344,873 Est. Cost $172.00 Unrealized
PARSLEY ENERGY INC 5.2%
Value ($000) $59,708 Shares 4,204,813 Est. Cost $14.20 Unrealized
NATIONAL GEN HLDGS CORP 4.8%
Value ($000) $54,122 Shares 1,583,443 Est. Cost $33.75 Unrealized
SLACK TECHNOLOGIES INC 4.7%
Value ($000) $53,548 Shares 1,267,714 Est. Cost $42.24 Unrealized
NORBORD INC 4.7%
Value ($000) $53,031 Shares 1,228,273 Est. Cost $43.18 Unrealized
TXNM PNM RES INC 4.4%
Value ($000) $50,156 Shares 1,033,511 Est. Cost $48.23 Unrealized 0.0%
INPHI CORP 3.7%
Value ($000) $42,247 Shares 263,271 Est. Cost $160.47 Unrealized
NAVISTAR INTL CORP NEW 3.7%
Value ($000) $41,643 Shares 947,290 Est. Cost $43.96 Unrealized
ACACIA COMMUNICATIONS INC 2.1%
Value ($000) $24,378 Shares 334,124 Est. Cost $65.87 Unrealized
SPWH SPORTSMANS WHSE HLDGS INC 1.9%
Value ($000) $22,106 Shares 1,259,589 Est. Cost $14.63 Unrealized 0.0%
FITBIT INC 1.5%
Value ($000) $16,902 Shares 2,485,655 Est. Cost $6.55 Unrealized
ANWORTH MTG ASSET CORP 1.2%
Value ($000) $13,277 Shares 4,899,193 Est. Cost $2.71 Unrealized
WTW WILLIS TOWERS WATSON PLC LTD 0.6%
Value ($000) $6,289 Shares 29,851 Est. Cost $181.50 Unrealized +5.9%
BIOTELEMETRY INC 0.3%
Value ($000) $3,476 Shares 48,221 Est. Cost $72.08 Unrealized
EIDOS THERAPEUTICS INC 0.2%
Value ($000) $2,632 Shares 20,006 Est. Cost $131.56 Unrealized
TCF FINL CORP 0.2%
Value ($000) $2,518 Shares 68,009 Est. Cost $37.02 Unrealized
WPX ENERGY INC 0.2%
Value ($000) $2,145 Shares 263,154 Est. Cost $4.76 Unrealized
CIT GROUP INC 0.1%
Value ($000) $1,047 Shares 29,156 Est. Cost $35.91 Unrealized
TT TRANE TECHNOLOGIES PLC 0.1%
Value ($000) $878 Shares 6,051 Est. Cost $104.68 Unrealized +23.5%
WADDELL & REED FINL INC 0.1%
Value ($000) $843 Shares 33,098 Est. Cost $25.47 Unrealized
MTS SYS CORP 0.1%
Value ($000) $734 Shares 12,613 Est. Cost $58.19 Unrealized
WATFORD HLDGS LTD 0.1%
Value ($000) $625 Shares 18,059 Est. Cost $34.61 Unrealized
MU MICRON TECHNOLOGY INC 0.1%
Value ($000) $621 Shares 8,263 Est. Cost $46.76 Unrealized +25.8%
TSN TYSON FOODS INC 0.1%
Value ($000) $619 Shares 9,610 Est. Cost $54.26 Unrealized -1.9%
CDNS CADENCE DESIGN SYSTEM INC 0.1%
Value ($000) $611 Shares 4,477 Est. Cost $99.46 Unrealized +17.9%
LMT LOCKHEED MARTIN CORP 0.1%
Value ($000) $590 Shares 1,663 Est. Cost $321.84 Unrealized -0.9%
QEP RESOURCES INC 0.0%
Value ($000) $542 Shares 226,962 Est. Cost $2.39 Unrealized
RF REGIONS FINANCIAL CORP NEW 0.0%
Value ($000) $541 Shares 33,556 Est. Cost $11.76 Unrealized 0.0%
BBY BEST BUY INC 0.0%
Value ($000) $541 Shares 5,425 Est. Cost $70.07 Unrealized +28.3%
VMWARE INC 0.0%
Value ($000) $526 Shares 3,752 Est. Cost $147.14 Unrealized
IBM INTERNATIONAL BUSINESS MACHS 0.0%
Value ($000) $498 Shares 3,955 Est. Cost $93.86 Unrealized -0.5%
BMY BRISTOL-MYERS SQUIBB CO 0.0%
Value ($000) $483 Shares 7,793 Est. Cost $47.92 Unrealized +4.4%
DE DEERE & CO 0.0%
Value ($000) $473 Shares 1,759 Est. Cost $179.78 Unrealized +29.1%
MSFT MICROSOFT CORP 0.0%
Value ($000) $470 Shares 2,114 Est. Cost $142.63 Unrealized +44.5%
CMI CUMMINS INC 0.0%
Value ($000) $426 Shares 1,877 Est. Cost $145.29 Unrealized +36.5%
MCK MCKESSON CORP 0.0%
Value ($000) $425 Shares 2,443 Est. Cost $140.38 Unrealized +15.0%
ARW ARROW ELECTRS INC 0.0%
Value ($000) $423 Shares 4,349 Est. Cost $73.87 Unrealized +19.8%
FSLR FIRST SOLAR INC 0.0%
Value ($000) $414 Shares 4,189 Est. Cost $86.71 Unrealized 0.0%
ADP AUTOMATIC DATA PROCESSING IN 0.0%
Value ($000) $403 Shares 2,286 Est. Cost $147.45 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 0.0%
Value ($000) $401 Shares 2,384 Est. Cost $117.34 Unrealized +16.7%
HUN HUNTSMAN CORP 0.0%
Value ($000) $396 Shares 15,764 Est. Cost $20.59 Unrealized +20.5%
XYZ SQUARE INC 0.0%
Value ($000) $389 Shares 1,788 Est. Cost $195.07 Unrealized 0.0%
DKS DICKS SPORTING GOODS INC 0.0%
Value ($000) $383 Shares 6,817 Est. Cost $41.47 Unrealized +17.7%
VLO VALERO ENERGY CORP 0.0%
Value ($000) $376 Shares 6,644 Est. Cost $52.03 Unrealized -22.0%
BX BLACKSTONE GROUP INC 0.0%
Value ($000) $374 Shares 5,775 Est. Cost $48.82 Unrealized 0.0%
PDM PIEDMONT OFFICE REALTY TR IN 0.0%
Value ($000) $368 Shares 22,687 Est. Cost $14.75 Unrealized
ORCL ORACLE CORP 0.0%
Value ($000) $358 Shares 5,529 Est. Cost $50.93 Unrealized +9.0%
HD HOME DEPOT INC 0.0%
Value ($000) $351 Shares 1,321 Est. Cost $237.65 Unrealized +2.0%
CTVA CORTEVA INC 0.0%
Value ($000) $349 Shares 9,013 Est. Cost $24.35 Unrealized +38.7%
BIO BIO RAD LABS INC 0.0%
Value ($000) $332 Shares 569 Est. Cost $397.79 Unrealized +43.2%
AMP AMERIPRISE FINL INC 0.0%
Value ($000) $329 Shares 1,694 Est. Cost $121.40 Unrealized +36.2%
SPG SIMON PPTY GROUP INC NEW 0.0%
Value ($000) $323 Shares 3,788 Est. Cost $48.49 Unrealized +18.9%
EXC EXELON CORP 0.0%
Value ($000) $315 Shares 7,461 Est. Cost $21.91 Unrealized +12.4%
LPX LOUISIANA PAC CORP 0.0%
Value ($000) $314 Shares 8,449 Est. Cost $33.49 Unrealized 0.0%
LYB LYONDELLBASELL INDUSTRIES N 0.0%
Value ($000) $314 Shares 3,426 Est. Cost $45.96 Unrealized +25.1%
WSM WILLIAMS SONOMA INC 0.0%
Value ($000) $314 Shares 3,079 Est. Cost $46.50 Unrealized 0.0%
PG PROCTER AND GAMBLE CO 0.0%
Value ($000) $313 Shares 2,253 Est. Cost $123.16 Unrealized 0.0%
SVB FINANCIAL GROUP 0.0%
Value ($000) $311 Shares 801 Est. Cost $204.27 Unrealized
AJG GALLAGHER ARTHUR J & CO 0.0%
Value ($000) $304 Shares 2,455 Est. Cost $86.96 Unrealized +23.9%
MDU MDU RES GROUP INC 0.0%
Value ($000) $302 Shares 11,452 Est. Cost $7.27 Unrealized +10.7%
URI UNITED RENTALS INC 0.0%
Value ($000) $293 Shares 1,263 Est. Cost $126.09 Unrealized +62.3%
LUV SOUTHWEST AIRLS CO 0.0%
Value ($000) $286 Shares 6,138 Est. Cost $33.06 Unrealized +21.9%
GIB CGI INC 0.0%
Value ($000) $284 Shares 3,587 Est. Cost $66.86 Unrealized +6.0%
BDN BRANDYWINE RLTY TR 0.0%
Value ($000) $282 Shares 23,694 Est. Cost $11.90 Unrealized
HUBB HUBBELL INC 0.0%
Value ($000) $280 Shares 1,783 Est. Cost $116.80 Unrealized +20.3%
EGO ELDORADO GOLD CORP NEW 0.0%
Value ($000) $276 Shares 20,856 Est. Cost $10.43 Unrealized +22.9%
BDX BECTON DICKINSON & CO 0.0%
Value ($000) $276 Shares 1,102 Est. Cost $224.75 Unrealized -4.5%
TNET TRINET GROUP INC 0.0%
Value ($000) $267 Shares 3,317 Est. Cost $60.09 Unrealized +19.9%
KHC KRAFT HEINZ CO 0.0%
Value ($000) $263 Shares 7,597 Est. Cost $25.55 Unrealized 0.0%
II-VI INC 0.0%
Value ($000) $263 Shares 3,466 Est. Cost $75.88 Unrealized
NHI NATIONAL HEALTH INVS INC 0.0%
Value ($000) $260 Shares 3,752 Est. Cost $60.52 Unrealized
HP HELMERICH & PAYNE INC 0.0%
Value ($000) $251 Shares 10,833 Est. Cost $17.42 Unrealized +11.3%
BFH ALLIANCE DATA SYSTEMS CORP 0.0%
Value ($000) $250 Shares 3,369 Est. Cost $49.82 Unrealized -7.6%
CMG CHIPOTLE MEXICAN GRILL INC 0.0%
Value ($000) $247 Shares 178 Est. Cost $26.23 Unrealized 0.0%
QRVO QORVO INC 0.0%
Value ($000) $247 Shares 1,487 Est. Cost $147.19 Unrealized 0.0%
DELL DELL TECHNOLOGIES INC 0.0%
Value ($000) $244 Shares 3,330 Est. Cost $28.60 Unrealized +11.6%
GLPI GAMING & LEISURE PPTYS INC 0.0%
Value ($000) $240 Shares 5,652 Est. Cost $36.96 Unrealized
DRI DARDEN RESTAURANTS INC 0.0%
Value ($000) $240 Shares 2,014 Est. Cost $91.43 Unrealized 0.0%
OPLN KAR AUCTION SVCS INC 0.0%
Value ($000) $238 Shares 12,791 Est. Cost $15.62 Unrealized +10.5%
ALK ALASKA AIR GROUP INC 0.0%
Value ($000) $238 Shares 4,580 Est. Cost $46.93 Unrealized -4.2%
GPC GENUINE PARTS CO 0.0%
Value ($000) $233 Shares 2,318 Est. Cost $84.80 Unrealized 0.0%
HANESBRANDS INC 0.0%
Value ($000) $225 Shares 15,437 Est. Cost $15.24 Unrealized
CC CHEMOURS CO 0.0%
Value ($000) $224 Shares 9,044 Est. Cost $15.88 Unrealized +24.7%
PEG PUBLIC SVC ENTERPRISE GRP IN 0.0%
Value ($000) $224 Shares 3,842 Est. Cost $48.92 Unrealized 0.0%
MAN MANPOWERGROUP INC 0.0%
Value ($000) $222 Shares 2,457 Est. Cost $81.50 Unrealized +0.9%
PCAR PACCAR INC 0.0%
Value ($000) $218 Shares 2,525 Est. Cost $43.46 Unrealized +11.3%
DBX DROPBOX INC 0.0%
Value ($000) $215 Shares 9,692 Est. Cost $18.84 Unrealized +8.1%
YAMANA GOLD INC 0.0%
Value ($000) $212 Shares 37,120 Est. Cost $5.71 Unrealized
RS RELIANCE STEEL & ALUMINUM CO 0.0%
Value ($000) $210 Shares 1,754 Est. Cost $98.18 Unrealized +17.7%
SPB SPECTRUM BRANDS HLDGS INC NE 0.0%
Value ($000) $209 Shares 2,649 Est. Cost $54.06 Unrealized +21.3%
VERINT SYS INC 0.0%
Value ($000) $208 Shares 3,097 Est. Cost $48.20 Unrealized
PODD INSULET CORP 0.0%
Value ($000) $206 Shares 804 Est. Cost $210.61 Unrealized +17.8%
ADM ARCHER DANIELS MIDLAND CO 0.0%
Value ($000) $202 Shares 4,013 Est. Cost $42.82 Unrealized 0.0%
MOH MOLINA HEALTHCARE INC 0.0%
Value ($000) $201 Shares 944 Est. Cost $181.95 Unrealized +13.5%
BTG B2GOLD CORP 0.0%
Value ($000) $188 Shares 33,525 Est. Cost $4.91 Unrealized +1.0%
PEOPLES UNITED FINANCIAL INC 0.0%
Value ($000) $173 Shares 13,392 Est. Cost $12.92 Unrealized
KMI KINDER MORGAN INC DEL 0.0%
Value ($000) $149 Shares 10,900 Est. Cost $9.94 Unrealized 0.0%
F FORD MTR CO DEL 0.0%
Value ($000) $139 Shares 15,772 Est. Cost $5.14 Unrealized +23.6%
GEO GEO GROUP INC NEW 0.0%
Value ($000) $133 Shares 15,048 Est. Cost $13.65 Unrealized -32.2%
NGD NEW GOLD INC CDA 0.0%
Value ($000) $108 Shares 48,927 Est. Cost $2.03 Unrealized 0.0%
SOUTHWESTERN ENERGY CO 0.0%
Value ($000) $35 Shares 11,858 Est. Cost $2.35 Unrealized