Altshuler Shaham Ltd Quant / Systematic

CIK: 0001324290 · Show all filings

Period: Q4 2017 (Next →)

Filing Date: May 14, 2018

Total Value ($000): $704,879 (100.0% shares, 0.0% debt)

Holdings (162)

SPG SIMON PROPERTY GROUP LP 30.9%
Value ($000) $217,461 Shares 1,266,222 Est. Cost $104.73 Unrealized 0.0%
XLE Energy Select Sector SPDR Fund 12.6%
Value ($000) $89,072 Shares 1,232,652 Est. Cost $72.26 Unrealized
GZTGF Gazit-Globe Ltd 11.3%
Value ($000) $79,525 Shares 7,373,477 Est. Cost $9.87 Unrealized 0.0%
CNC Centene Corp 7.8%
Value ($000) $54,854 Shares 543,755 Est. Cost $48.44 Unrealized 0.0%
BABA Alibaba Group Holding Ltd 5.7%
Value ($000) $40,008 Shares 232,029 Est. Cost $172.43 Unrealized
LUV Southwest Airlines Co 5.3%
Value ($000) $37,431 Shares 571,915 Est. Cost $53.12 Unrealized 0.0%
DAL Delta Air Lines Inc 5.0%
Value ($000) $35,381 Shares 631,812 Est. Cost $47.79 Unrealized 0.0%
TSEM Tower Semiconductor Ltd 1.3%
Value ($000) $9,419 Shares 276,036 Est. Cost $33.17 Unrealized 0.0%
NVMI Nova Measuring Instruments Ltd 0.9%
Value ($000) $6,682 Shares 256,761 Est. Cost $28.19 Unrealized 0.0%
GPN Global Payments Inc 0.9%
Value ($000) $6,461 Shares 64,452 Est. Cost $95.16 Unrealized 0.0%
PFLT PennantPark Floating Rate Capi 0.7%
Value ($000) $5,034 Shares 353,530 Est. Cost $5.90 Unrealized 0.0%
SMFG Sumitomo Mitsui Financial Grou 0.6%
Value ($000) $4,267 Shares 150,000 Est. Cost $28.45 Unrealized
ESLT Elbit Systems Ltd 0.6%
Value ($000) $4,164 Shares 31,165 Est. Cost $131.42 Unrealized 0.0%
SPY SPDR S&P 500 ETF Trust 0.6%
Value ($000) $4,086 Shares 15,289 Est. Cost $267.25 Unrealized
SodaStream International Ltd 0.5%
Value ($000) $3,757 Shares 52,862 Est. Cost $71.07 Unrealized
Potash Corp of Saskatchewan In 0.5%
Value ($000) $3,612 Shares 174,477 Est. Cost $20.70 Unrealized
VBI Vaccines Inc 0.5%
Value ($000) $3,416 Shares 800,000 Est. Cost $4.27 Unrealized
Celgene Corp 0.4%
Value ($000) $2,846 Shares 27,275 Est. Cost $104.34 Unrealized
RCL Royal Caribbean Cruises Ltd 0.4%
Value ($000) $2,584 Shares 21,660 Est. Cost $114.36 Unrealized 0.0%
Powershares QQQ 0.3%
Value ($000) $2,378 Shares 15,266 Est. Cost $155.77 Unrealized
SLB SCHLUMBERGER LTD 0.3%
Value ($000) $2,324 Shares 34,492 Est. Cost $51.22 Unrealized 0.0%
MAS Masco Corp 0.3%
Value ($000) $2,223 Shares 50,600 Est. Cost $35.80 Unrealized 0.0%
CLX Clorox Co/The 0.3%
Value ($000) $2,208 Shares 14,843 Est. Cost $107.52 Unrealized 0.0%
ROK Rockwell Automation Inc 0.3%
Value ($000) $2,187 Shares 11,136 Est. Cost $163.96 Unrealized 0.0%
VRSN VeriSign Inc 0.3%
Value ($000) $2,172 Shares 18,977 Est. Cost $110.65 Unrealized 0.0%
MA MasterCard Inc 0.3%
Value ($000) $2,168 Shares 14,325 Est. Cost $142.19 Unrealized 0.0%
EA ELECTRONIC ARTS INC 0.3%
Value ($000) $2,155 Shares 20,513 Est. Cost $108.08 Unrealized 0.0%
REGN Regeneron Pharmaceuticals 0.3%
Value ($000) $2,155 Shares 5,731 Est. Cost $402.77 Unrealized 0.0%
ITW Illinois Tool Works Inc 0.3%
Value ($000) $2,153 Shares 12,860 Est. Cost $130.85 Unrealized 0.0%
ECL Ecolab Inc 0.3%
Value ($000) $2,137 Shares 15,891 Est. Cost $121.85 Unrealized 0.0%
IFF International Flavors & Fragra 0.3%
Value ($000) $2,132 Shares 13,969 Est. Cost $121.86 Unrealized 0.0%
WAT Waters Corp 0.3%
Value ($000) $2,132 Shares 11,376 Est. Cost $193.09 Unrealized 0.0%
FFIV F5 Networks Inc 0.3%
Value ($000) $2,131 Shares 16,240 Est. Cost $124.22 Unrealized 0.0%
CTSH Cognizant Technology Solutions 0.3%
Value ($000) $2,123 Shares 29,897 Est. Cost $65.14 Unrealized 0.0%
V Visa Inc 0.3%
Value ($000) $2,107 Shares 18,478 Est. Cost $104.38 Unrealized 0.0%
LLY Eli Lilly & Co 0.3%
Value ($000) $2,106 Shares 24,932 Est. Cost $75.28 Unrealized 0.0%
FTV Fortive Corp 0.3%
Value ($000) $2,106 Shares 29,089 Est. Cost $44.30 Unrealized 0.0%
MMM 3M CO 0.3%
Value ($000) $2,097 Shares 8,909 Est. Cost $144.97 Unrealized 0.0%
Xilinx Inc 0.3%
Value ($000) $2,092 Shares 31,027 Est. Cost $67.43 Unrealized
Red Hat Inc 0.3%
Value ($000) $2,077 Shares 17,294 Est. Cost $120.10 Unrealized
CDNS Cadence Design Systems Inc 0.3%
Value ($000) $2,056 Shares 49,159 Est. Cost $42.98 Unrealized 0.0%
ISRG Intuitive Surgical Inc 0.3%
Value ($000) $2,036 Shares 5,579 Est. Cost $125.15 Unrealized 0.0%
General Electric Co 0.3%
Value ($000) $1,998 Shares 114,067 Est. Cost $17.52 Unrealized
NKE NIKE INC 0.3%
Value ($000) $1,912 Shares 30,573 Est. Cost $51.78 Unrealized 0.0%
TSM TSMC 0.3%
Value ($000) $1,887 Shares 47,588 Est. Cost $39.65 Unrealized
EWA ISHARES MSCI AUSTRALIA INDEX 0.3%
Value ($000) $1,852 Shares 79,951 Est. Cost $23.16 Unrealized
Energy Select Sector SPDR Fund 0.3%
Value ($000) $1,779 Shares 26,800 Est. Cost $66.38 Unrealized
MAR Marriott International Inc/MD 0.2%
Value ($000) $1,492 Shares 10,995 Est. Cost $114.71 Unrealized 0.0%
ASMLF ASML Holding NV 0.2%
Value ($000) $1,465 Shares 8,428 Est. Cost $161.95 Unrealized 0.0%
LVS LAS VEGAS SANDS CORP 0.2%
Value ($000) $1,417 Shares 20,243 Est. Cost $56.22 Unrealized 0.0%
CCL Carnival Corp 0.2%
Value ($000) $1,408 Shares 21,220 Est. Cost $60.75 Unrealized 0.0%
PRGO Perrigo Co PLC 0.2%
Value ($000) $1,236 Shares 14,192 Est. Cost $85.88 Unrealized 0.0%
PK Park Hotels & Resorts Inc 0.2%
Value ($000) $1,189 Shares 40,838 Est. Cost $29.12 Unrealized
Spirit AeroSystems Holdings In 0.2%
Value ($000) $1,124 Shares 12,872 Est. Cost $87.32 Unrealized
HLT Hilton Worldwide Holdings Inc 0.2%
Value ($000) $1,101 Shares 13,764 Est. Cost $72.05 Unrealized 0.0%
SBUX Starbucks Corp 0.2%
Value ($000) $1,075 Shares 18,714 Est. Cost $47.41 Unrealized 0.0%
EL Estee Lauder Cos Inc/The 0.1%
Value ($000) $1,054 Shares 8,285 Est. Cost $108.54 Unrealized 0.0%
ITRN Ituran Location and Control Lt 0.1%
Value ($000) $957 Shares 27,971 Est. Cost $35.77 Unrealized 0.0%
Acceleron Pharma Inc 0.1%
Value ($000) $951 Shares 22,400 Est. Cost $42.46 Unrealized
PNR Pentair PLC 0.1%
Value ($000) $922 Shares 13,054 Est. Cost $41.38 Unrealized 0.0%
KEN Kenon Holdings Ltd/Singapore 0.1%
Value ($000) $914 Shares 42,876 Est. Cost $1.44 Unrealized 0.0%
GASLOG PARTNERS LP 0.1%
Value ($000) $907 Shares 39,654 Est. Cost $22.87 Unrealized
UPS united parcel service inc 0.1%
Value ($000) $817 Shares 7,637 Est. Cost $86.27 Unrealized 0.0%
Sapiens International Corp NV 0.1%
Value ($000) $813 Shares 69,923 Est. Cost $11.63 Unrealized
NFLX Netflix Inc 0.1%
Value ($000) $801 Shares 4,175 Est. Cost $19.26 Unrealized 0.0%
FOXF FOX FACTORY HOLDING CORP 0.1%
Value ($000) $792 Shares 20,630 Est. Cost $40.45 Unrealized 0.0%
RGNX REGENXBIO Inc 0.1%
Value ($000) $771 Shares 23,200 Est. Cost $30.13 Unrealized 0.0%
PFE PFIZER INC 0.1%
Value ($000) $764 Shares 21,091 Est. Cost $23.80 Unrealized 0.0%
IEX IDEX Corp 0.1%
Value ($000) $752 Shares 5,700 Est. Cost $116.63 Unrealized 0.0%
ESPR Esperion Therapeutics Inc 0.1%
Value ($000) $749 Shares 11,380 Est. Cost $53.84 Unrealized 0.0%
Partner Communications Co Ltd 0.1%
Value ($000) $688 Shares 108,613 Est. Cost $6.33 Unrealized
HXL Hexcel Corp 0.1%
Value ($000) $680 Shares 11,000 Est. Cost $60.79 Unrealized 0.0%
CMI Cummins Inc 0.1%
Value ($000) $651 Shares 3,686 Est. Cost $138.21 Unrealized 0.0%
EXEL Exelixis Inc 0.1%
Value ($000) $648 Shares 21,300 Est. Cost $26.60 Unrealized 0.0%
allergan inc/united states 0.1%
Value ($000) $645 Shares 3,941 Est. Cost $163.66 Unrealized
ZBRA Zebra Technologies Corp 0.1%
Value ($000) $624 Shares 7,296 Est. Cost $108.72 Unrealized 0.0%
Cymabay Therapeutics Inc 0.1%
Value ($000) $596 Shares 64,800 Est. Cost $9.20 Unrealized
8Point3 Energy Partners LP 0.1%
Value ($000) $570 Shares 41,850 Est. Cost $13.62 Unrealized
FibroGen Inc 0.1%
Value ($000) $562 Shares 11,850 Est. Cost $47.43 Unrealized
NICE Nice Ltd 0.1%
Value ($000) $544 Shares 5,885 Est. Cost $92.44 Unrealized
arqule inc 0.1%
Value ($000) $536 Shares 325,000 Est. Cost $1.65 Unrealized
JCI Johnson Controls Inc 0.1%
Value ($000) $526 Shares 13,814 Est. Cost $32.46 Unrealized 0.0%
Retrophin Inc 0.1%
Value ($000) $520 Shares 24,700 Est. Cost $21.05 Unrealized
TEVA Teva Pharmaceutical Industries 0.1%
Value ($000) $506 Shares 98,531 Est. Cost $5.14 Unrealized
CSTE Caesarstone Sdot-Yam Ltd 0.1%
Value ($000) $467 Shares 21,210 Est. Cost $23.70 Unrealized 0.0%
POWI Power Integrations Inc 0.1%
Value ($000) $465 Shares 6,318 Est. Cost $35.18 Unrealized 0.0%
Spark Therapeutics Inc 0.1%
Value ($000) $358 Shares 6,966 Est. Cost $51.39 Unrealized
Evogene Ltd 0.0%
Value ($000) $283 Shares 86,734 Est. Cost $3.26 Unrealized
ORA Ormat Technologies Inc 0.0%
Value ($000) $251 Shares 3,921 Est. Cost $60.06 Unrealized 0.0%
Redhill Biopharma Ltd 0.0%
Value ($000) $251 Shares 169,446 Est. Cost $1.48 Unrealized
Israel Chemicals Ltd 0.0%
Value ($000) $225 Shares 56,725 Est. Cost $3.97 Unrealized
Fiat Chrysler Automobiles NV 0.0%
Value ($000) $219 Shares 12,255 Est. Cost $17.87 Unrealized
RACE Ferrari NV 0.0%
Value ($000) $139 Shares 1,330 Est. Cost $111.18 Unrealized 0.0%
CELJF Cellcom Israel Ltd 0.0%
Value ($000) $129 Shares 12,490 Est. Cost $9.70 Unrealized 0.0%
CALIFORNIA RESOURCES CORP 0.0%
Value ($000) $95 Shares 4,870 Est. Cost $19.51 Unrealized
General Electric Co 0.0%
Value ($000) $80 Shares 342,640 Est. Cost $0.23 Unrealized
Royal Dutch Shell PLC 0.0%
Value ($000) $68 Shares 3,550 Est. Cost $19.15 Unrealized
BCOMF B Communications Ltd 0.0%
Value ($000) $54 Shares 2,970 Est. Cost $15.51 Unrealized 0.0%
Citrix Systems Inc 0.0%
Value ($000) $36 Shares 1,400 Est. Cost $25.71 Unrealized
Intec Pharma Ltd 0.0%
Value ($000) $35 Shares 8,296 Est. Cost $4.22 Unrealized
United Technologies Corp 0.0%
Value ($000) $33 Shares 258 Est. Cost $127.91 Unrealized
NVS Novartis AG 0.0%
Value ($000) $32 Shares 1,309 Est. Cost $24.45 Unrealized
IWM iShares Russell 2000 ETF 0.0%
Value ($000) $28 Shares 30 Est. Cost $933.33 Unrealized
PG PROCTER & GAMBLE CO 0.0%
Value ($000) $28 Shares 559 Est. Cost $72.65 Unrealized 0.0%
ELF elf Beauty Inc 0.0%
Value ($000) $23 Shares 3,010 Est. Cost $21.33 Unrealized 0.0%
LMT Lockheed Martin Corp 0.0%
Value ($000) $20 Shares 61 Est. Cost $253.57 Unrealized 0.0%
PEP PepsiCo Inc/NC 0.0%
Value ($000) $20 Shares 163 Est. Cost $88.99 Unrealized 0.0%
WM Waste Management Inc 0.0%
Value ($000) $20 Shares 227 Est. Cost $70.72 Unrealized 0.0%
RSG Republic Services Inc 0.0%
Value ($000) $20 Shares 292 Est. Cost $56.69 Unrealized 0.0%
BRO Brown & Brown Inc 0.0%
Value ($000) $19 Shares 369 Est. Cost $23.56 Unrealized 0.0%
KO Coca-Cola Co/The 0.0%
Value ($000) $19 Shares 416 Est. Cost $35.63 Unrealized 0.0%
DOX AMDOCS LTD 0.0%
Value ($000) $19 Shares 296 Est. Cost $55.15 Unrealized 0.0%
STWD Starwood Property Trust Inc 0.0%
Value ($000) $19 Shares 877 Est. Cost $21.66 Unrealized
WTM White Mountains Insurance Grou 0.0%
Value ($000) $19 Shares 22 Est. Cost $874.10 Unrealized 0.0%
RMD ResMed Inc 0.0%
Value ($000) $19 Shares 750 Est. Cost $76.27 Unrealized 0.0%
Torchmark Corp 0.0%
Value ($000) $19 Shares 214 Est. Cost $88.79 Unrealized
dell technologies inc 0.0%
Value ($000) $19 Shares 800 Est. Cost $23.75 Unrealized
EQR Equity Residential 0.0%
Value ($000) $19 Shares 293 Est. Cost $49.34 Unrealized 0.0%
HON Honeywell International Inc 0.0%
Value ($000) $19 Shares 124 Est. Cost $113.37 Unrealized 0.0%
ES Eversource Energy 0.0%
Value ($000) $19 Shares 294 Est. Cost $47.53 Unrealized 0.0%
FIS Fidelity National Information 0.0%
Value ($000) $19 Shares 199 Est. Cost $81.15 Unrealized 0.0%
XOM EXXON MOBIL CORP 0.0%
Value ($000) $19 Shares 231 Est. Cost $57.12 Unrealized 0.0%
Equity Commonwealth 0.0%
Value ($000) $19 Shares 634 Est. Cost $29.97 Unrealized
FISV FISERV INC 0.0%
Value ($000) $19 Shares 145 Est. Cost $64.57 Unrealized 0.0%
L Loews Corp 0.0%
Value ($000) $19 Shares 381 Est. Cost $47.67 Unrealized 0.0%
NEE NextEra Energy Inc 0.0%
Value ($000) $19 Shares 121 Est. Cost $31.53 Unrealized 0.0%
NXPI NXP Semiconductors NV 0.0%
Value ($000) $19 Shares 166 Est. Cost $102.65 Unrealized 0.0%
Monsanto Co 0.0%
Value ($000) $19 Shares 162 Est. Cost $117.28 Unrealized
JNJ JOHNSON & JOHNSON 0.0%
Value ($000) $19 Shares 136 Est. Cost $110.98 Unrealized 0.0%
MRSH Marsh & McLennan Cos Inc 0.0%
Value ($000) $19 Shares 228 Est. Cost $72.87 Unrealized 0.0%
JKHY Jack Henry & Associates Inc 0.0%
Value ($000) $19 Shares 163 Est. Cost $101.44 Unrealized 0.0%
OGE OGE Energy Corp 0.0%
Value ($000) $18 Shares 550 Est. Cost $35.32 Unrealized 0.0%
PNW Pinnacle West Capital Corp 0.0%
Value ($000) $18 Shares 212 Est. Cost $63.49 Unrealized 0.0%
CMS CMS Energy Corp 0.0%
Value ($000) $18 Shares 385 Est. Cost $38.09 Unrealized 0.0%
SO Southern Co/The 0.0%
Value ($000) $18 Shares 371 Est. Cost $36.45 Unrealized 0.0%
AJG Arthur J Gallagher & Co 0.0%
Value ($000) $18 Shares 292 Est. Cost $56.83 Unrealized 0.0%
ARCC Ares Capital Corp 0.0%
Value ($000) $18 Shares 1,171 Est. Cost $7.48 Unrealized 0.0%
Aon PLC 0.0%
Value ($000) $18 Shares 138 Est. Cost $130.43 Unrealized
CCK Crown Holdings Inc 0.0%
Value ($000) $18 Shares 322 Est. Cost $56.20 Unrealized 0.0%
WEC WEC Energy Group Inc 0.0%
Value ($000) $18 Shares 277 Est. Cost $51.71 Unrealized 0.0%
XEL Xcel Energy Inc 0.0%
Value ($000) $18 Shares 375 Est. Cost $38.57 Unrealized 0.0%
ED Consolidated Edison Inc 0.0%
Value ($000) $18 Shares 215 Est. Cost $64.09 Unrealized 0.0%
Great Plains Energy Inc 0.0%
Value ($000) $18 Shares 558 Est. Cost $32.26 Unrealized
HE Hawaiian Electric Industries I 0.0%
Value ($000) $18 Shares 508 Est. Cost $36.20 Unrealized 0.0%
DUK Duke Energy Corp 0.0%
Value ($000) $18 Shares 217 Est. Cost $62.65 Unrealized 0.0%
DTE DTE Energy Co 0.0%
Value ($000) $18 Shares 166 Est. Cost $72.28 Unrealized 0.0%
PPL PPL Corp 0.0%
Value ($000) $17 Shares 544 Est. Cost $24.88 Unrealized 0.0%
Air Transport Services Group I 0.0%
Value ($000) $15 Shares 2,200 Est. Cost $6.82 Unrealized
ProShares Ultra VIX Short-Term 0.0%
Value ($000) $12 Shares 78 Est. Cost $153.85 Unrealized
CCI Crown Castle International Cor 0.0%
Value ($000) $11 Shares 350 Est. Cost $76.51 Unrealized 0.0%
ReWalk Robotics Ltd 0.0%
Value ($000) $10 Shares 62,700 Est. Cost $0.16 Unrealized
MCO Moody's Corp 0.0%
Value ($000) $9 Shares 200 Est. Cost $136.31 Unrealized 0.0%
CRNT Ceragon Networks Ltd 0.0%
Value ($000) $8 Shares 14,000 Est. Cost $1.97 Unrealized 0.0%
LivePerson Inc 0.0%
Value ($000) $7 Shares 2,000 Est. Cost $3.50 Unrealized
MediWound Ltd 0.0%
Value ($000) $5 Shares 4,000 Est. Cost $1.25 Unrealized
PBR Petroleo Brasileiro SA 0.0%
Value ($000) $5 Shares 45 Est. Cost $111.11 Unrealized
Pluristem Therapeutics Inc 0.0%
Value ($000) $1 Shares 2,600 Est. Cost $0.38 Unrealized
Barclays Bank PLC 0.0%
Value ($000) $1 Shares 22 Est. Cost $45.45 Unrealized
DarioHealth Corp 0.0%
Value ($000) $1 Shares 1,199 Est. Cost $0.83 Unrealized
GOOG Alphabet Inc 0.0%
Value ($000) $0 Shares 1 Est. Cost $50.52 Unrealized 0.0%
Biondvax Pharmaceuticals Ltd 0.0%
Value ($000) $0 Shares 591 Est. Cost Unrealized
MNKD MannKind Corp 0.0%
Value ($000) $0 Shares 6 Est. Cost $3.42 Unrealized 0.0%