HighVista Strategies LLC Quant / Systematic

CIK: 0001335325 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 14, 2015

Total Value ($000): $586,125 (100.0% shares, 0.0% debt)

Holdings (164)

DIRECTV 4.4%
Value ($000) $25,921 Shares 279,356 Est. Cost $85.75 Unrealized
BAKER HUGHES INC 2.1%
Value ($000) $12,585 Shares 203,965 Est. Cost $56.07 Unrealized
HUDSON CITY BANCORP 2.1%
Value ($000) $12,151 Shares 1,229,866 Est. Cost $9.15 Unrealized
SIGMA ALDRICH CORP 2.1%
Value ($000) $12,064 Shares 86,570 Est. Cost $136.01 Unrealized
CATAMARAN CORP 2.0%
Value ($000) $11,723 Shares 191,931 Est. Cost $61.08 Unrealized
PEPCO HOLDINGS INC 2.0%
Value ($000) $11,619 Shares 431,301 Est. Cost $26.94 Unrealized
PALL CORP 1.9%
Value ($000) $11,330 Shares 91,041 Est. Cost $124.45 Unrealized
HOSPIRA INC 1.9%
Value ($000) $11,295 Shares 127,326 Est. Cost $87.84 Unrealized
TIME WARNER CABLE INC 1.9%
Value ($000) $10,981 Shares 61,630 Est. Cost $141.39 Unrealized
CDK GLOBAL INC 1.9%
Value ($000) $10,920 Shares 202,301 Est. Cost $46.76 Unrealized
BROADCOM CORP 1.8%
Value ($000) $10,695 Shares 207,719 Est. Cost $51.49 Unrealized
ARIAD PHARMACEUTICALS INC 1.7%
Value ($000) $9,924 Shares 1,200,000 Est. Cost $5.40 Unrealized
EMB ISHARES 1.5%
Value ($000) $8,908 Shares 81,045 Est. Cost $113.34 Unrealized
LPLA LPL FINL HLDGS INC 1.5%
Value ($000) $8,505 Shares 182,948 Est. Cost $43.25 Unrealized 0.0%
TDG TRANSDIGM GROUP INC 1.3%
Value ($000) $7,482 Shares 33,302 Est. Cost $87.21 Unrealized +60.6%
WABCO HLDGS INC 1.2%
Value ($000) $7,255 Shares 58,642 Est. Cost $104.78 Unrealized
CHARTER COMMUNICATIONS INC D 1.2%
Value ($000) $7,162 Shares 41,820 Est. Cost $150.20 Unrealized
MARKWEST ENERGY PARTNERS L P 1.1%
Value ($000) $6,396 Shares 113,439 Est. Cost $71.10 Unrealized
SIG SIGNET JEWELERS LIMITED 1.0%
Value ($000) $6,018 Shares 46,927 Est. Cost $74.41 Unrealized +47.0%
FNF FIDELITY NATIONAL FINANCIAL 1.0%
Value ($000) $5,986 Shares 161,827 Est. Cost $14.18 Unrealized +22.0%
ALSN ALLISON TRANSMISSION HLDGS I 1.0%
Value ($000) $5,705 Shares 194,991 Est. Cost $26.09 Unrealized -0.3%
INTERPUBLIC GROUP COS INC 1.0%
Value ($000) $5,597 Shares 290,439 Est. Cost $14.08 Unrealized -0.3%
BLACKHAWK NETWORK HLDGS INC 0.9%
Value ($000) $5,393 Shares 130,896 Est. Cost $41.20 Unrealized
AMERICAN RLTY CAP PPTYS INC 0.9%
Value ($000) $5,352 Shares 658,352 Est. Cost $8.46 Unrealized
BFAM BRIGHT HORIZONS FAM SOL IN D 0.9%
Value ($000) $5,326 Shares 92,140 Est. Cost $44.11 Unrealized +23.6%
HOUGHTON MIFFLIN HARCOURT CO 0.9%
Value ($000) $5,319 Shares 211,062 Est. Cost $25.20 Unrealized
HD SUPPLY HLDGS INC 0.9%
Value ($000) $5,272 Shares 149,870 Est. Cost $31.16 Unrealized
QUINTILES TRANSNATIO HLDGS I 0.9%
Value ($000) $5,266 Shares 72,528 Est. Cost $58.87 Unrealized
HANESBRANDS INC 0.9%
Value ($000) $5,167 Shares 155,061 Est. Cost $47.03 Unrealized
MET METLIFE INC 0.9%
Value ($000) $5,161 Shares 92,175 Est. Cost $33.13 Unrealized 0.0%
TYL TYLER TECHNOLOGIES INC 0.9%
Value ($000) $5,143 Shares 39,753 Est. Cost $105.62 Unrealized +17.6%
EXPE EXPEDIA INC DEL 0.9%
Value ($000) $5,140 Shares 47,002 Est. Cost $68.32 Unrealized +43.1%
ASPEN TECHNOLOGY INC 0.9%
Value ($000) $5,113 Shares 112,242 Est. Cost $35.02 Unrealized
DEPOMED INC 0.9%
Value ($000) $5,081 Shares 236,768 Est. Cost $16.11 Unrealized
SCHW SCHWAB CHARLES CORP NEW 0.9%
Value ($000) $5,037 Shares 154,277 Est. Cost $22.36 Unrealized +24.1%
AEGERION PHARMACEUTICALS INC 0.9%
Value ($000) $5,029 Shares 265,110 Est. Cost $26.17 Unrealized
LAM RESEARCH CORP 0.9%
Value ($000) $5,018 Shares 61,690 Est. Cost $79.51 Unrealized
ANGO ANGIODYNAMICS INC 0.9%
Value ($000) $5,002 Shares 304,986 Est. Cost $16.88 Unrealized -1.6%
MDLZ MONDELEZ INTL INC 0.9%
Value ($000) $4,988 Shares 121,235 Est. Cost $26.30 Unrealized +17.3%
EXPRESS SCRIPTS HLDG CO 0.8%
Value ($000) $4,981 Shares 56,003 Est. Cost $64.49 Unrealized
GD GENERAL DYNAMICS CORP 0.8%
Value ($000) $4,965 Shares 35,041 Est. Cost $79.22 Unrealized +39.2%
MICHAELS COS INC 0.8%
Value ($000) $4,922 Shares 182,900 Est. Cost $24.90 Unrealized
JD JD COM INC 0.8%
Value ($000) $4,909 Shares 143,968 Est. Cost $34.10 Unrealized
NCLH NORWEGIAN CRUISE LINE HLDGS 0.8%
Value ($000) $4,884 Shares 87,154 Est. Cost $40.15 Unrealized +33.9%
ABBV ABBVIE INC 0.8%
Value ($000) $4,867 Shares 72,442 Est. Cost $41.98 Unrealized +0.8%
EP ENERGY CORP 0.8%
Value ($000) $4,861 Shares 381,828 Est. Cost $10.54 Unrealized
GLPI GAMING LEISURE PPTYS INC 0.8%
Value ($000) $4,844 Shares 132,136 Est. Cost $36.66 Unrealized
NORTEK INC 0.8%
Value ($000) $4,820 Shares 57,983 Est. Cost $81.33 Unrealized
TSEM TOWER SEMICONDUCTOR LTD 0.8%
Value ($000) $4,805 Shares 311,209 Est. Cost $16.01 Unrealized 0.0%
VNQ VANGUARD INDEX FDS 0.8%
Value ($000) $4,802 Shares 64,299 Est. Cost $71.01 Unrealized
VISN COMMSCOPE HLDG CO INC 0.8%
Value ($000) $4,793 Shares 157,107 Est. Cost $30.40 Unrealized 0.0%
AEROJET ROCKETDYNE HLDGS INC 0.8%
Value ($000) $4,771 Shares 231,488 Est. Cost $20.61 Unrealized
COMSCORE INC 0.8%
Value ($000) $4,754 Shares 89,260 Est. Cost $46.43 Unrealized
EXAMWORKS GROUP INC 0.8%
Value ($000) $4,749 Shares 121,447 Est. Cost $41.54 Unrealized
ALK ALASKA AIR GROUP INC 0.8%
Value ($000) $4,739 Shares 73,546 Est. Cost $39.55 Unrealized +49.6%
L BRANDS INC 0.8%
Value ($000) $4,735 Shares 55,226 Est. Cost $86.49 Unrealized
BK BANK NEW YORK MELLON CORP 0.8%
Value ($000) $4,722 Shares 112,514 Est. Cost $29.42 Unrealized +11.1%
WTS WATTS WATER TECHNOLOGIES INC 0.8%
Value ($000) $4,664 Shares 89,955 Est. Cost $60.09 Unrealized -9.6%
PEP PEPSICO INC 0.8%
Value ($000) $4,642 Shares 49,727 Est. Cost $56.99 Unrealized +21.6%
GLOBAL EAGLE ENTMT INC 0.8%
Value ($000) $4,638 Shares 356,188 Est. Cost $12.09 Unrealized
DAR DARLING INGREDIENTS INC 0.8%
Value ($000) $4,630 Shares 315,843 Est. Cost $17.54 Unrealized -15.9%
RDWR RADWARE LTD 0.8%
Value ($000) $4,621 Shares 208,137 Est. Cost $19.54 Unrealized +19.0%
FIAT CHRYSLER AUTOMOBILES N 0.8%
Value ($000) $4,604 Shares 316,869 Est. Cost $14.53 Unrealized
LEGG MASON INC 0.8%
Value ($000) $4,575 Shares 88,788 Est. Cost $51.43 Unrealized
REYNOLDS AMERICAN INC 0.8%
Value ($000) $4,537 Shares 60,775 Est. Cost $73.45 Unrealized
DU PONT E I DE NEMOURS CO 0.8%
Value ($000) $4,522 Shares 70,706 Est. Cost $70.56 Unrealized
DOV DOVER CORP 0.8%
Value ($000) $4,519 Shares 64,386 Est. Cost $50.73 Unrealized -2.8%
G GENPACT LIMITED 0.8%
Value ($000) $4,486 Shares 210,335 Est. Cost $19.48 Unrealized +4.0%
KMX CARMAX INC 0.8%
Value ($000) $4,450 Shares 67,216 Est. Cost $65.20 Unrealized +9.3%
B E AEROSPACE INC 0.7%
Value ($000) $4,364 Shares 79,488 Est. Cost $63.02 Unrealized
PIONEER NAT RES CO 0.7%
Value ($000) $4,340 Shares 31,290 Est. Cost $180.88 Unrealized
RETAILMENOT INC 0.7%
Value ($000) $4,197 Shares 235,396 Est. Cost $17.83 Unrealized
MALLINCKRODT PUB LTD CO 0.7%
Value ($000) $4,116 Shares 34,961 Est. Cost $126.66 Unrealized
BB BLACKBERRY LTD 0.7%
Value ($000) $3,857 Shares 471,476 Est. Cost $10.22 Unrealized -5.2%
NEW MEDIA INVT GROUP INC 0.7%
Value ($000) $3,853 Shares 214,915 Est. Cost $16.63 Unrealized
ALLE ALLEGION PUB LTD CO 0.6%
Value ($000) $3,745 Shares 62,274 Est. Cost $50.73 Unrealized +7.5%
ABT ABBOTT LABS 0.6%
Value ($000) $3,740 Shares 76,198 Est. Cost $37.42 Unrealized +5.1%
SAIC SCIENCE APPLICATNS INTL CP N 0.6%
Value ($000) $3,730 Shares 70,577 Est. Cost $52.32 Unrealized -0.1%
DEO DIAGEO P L C 0.6%
Value ($000) $3,611 Shares 31,115 Est. Cost $110.56 Unrealized
NVO NOVO NORDISK A S 0.6%
Value ($000) $3,465 Shares 63,276 Est. Cost $53.39 Unrealized
SLM SLM CORP 0.6%
Value ($000) $3,423 Shares 346,833 Est. Cost $9.40 Unrealized +7.6%
CONSOL ENERGY INC 0.6%
Value ($000) $3,350 Shares 154,081 Est. Cost $27.32 Unrealized
TIME INC NEW 0.6%
Value ($000) $3,248 Shares 141,170 Est. Cost $22.44 Unrealized
CST BRANDS INC 0.5%
Value ($000) $3,011 Shares 77,094 Est. Cost $43.83 Unrealized
VVX VECTRUS INC 0.5%
Value ($000) $2,907 Shares 116,874 Est. Cost $28.91 Unrealized -10.9%
MUSA MURPHY USA INC 0.5%
Value ($000) $2,725 Shares 48,816 Est. Cost $68.30 Unrealized -10.6%
VERITIV CORP 0.4%
Value ($000) $2,566 Shares 70,384 Est. Cost $44.13 Unrealized
EWL ISHARES 0.4%
Value ($000) $2,417 Shares 73,800 Est. Cost $33.46 Unrealized
LE LANDS END INC NEW 0.4%
Value ($000) $2,162 Shares 87,089 Est. Cost $44.80 Unrealized -35.9%
IEI ISHARES 0.3%
Value ($000) $1,860 Shares 15,130 Est. Cost $122.93 Unrealized
BTI BRITISH AMERN TOB PLC 0.3%
Value ($000) $1,778 Shares 16,426 Est. Cost $108.24 Unrealized
UNILEVER PLC 0.3%
Value ($000) $1,708 Shares 39,753 Est. Cost $44.11 Unrealized
NATIONAL GRID PLC 0.3%
Value ($000) $1,695 Shares 26,256 Est. Cost $65.18 Unrealized
NUANCE COMMUNICATIONS INC 0.3%
Value ($000) $1,588 Shares 90,704 Est. Cost $14.35 Unrealized
HOLX HOLOGIC INC 0.3%
Value ($000) $1,479 Shares 38,855 Est. Cost $30.69 Unrealized +14.1%
ISHARES 0.3%
Value ($000) $1,477 Shares 115,300 Est. Cost $11.22 Unrealized
RIG TRANSOCEAN LTD 0.2%
Value ($000) $1,464 Shares 90,797 Est. Cost $16.21 Unrealized +11.1%
NUVEEN CA DIV ADV MUNI FD 3 0.2%
Value ($000) $1,408 Shares 110,509 Est. Cost $11.42 Unrealized
NUVEEN NJ DIV ADVANTAGE MUN 0.2%
Value ($000) $1,408 Shares 109,560 Est. Cost $13.25 Unrealized
DRI DARDEN RESTAURANTS INC 0.2%
Value ($000) $1,406 Shares 19,777 Est. Cost $40.97 Unrealized +6.6%
JUNIPER NETWORKS INC 0.2%
Value ($000) $1,402 Shares 53,994 Est. Cost $22.58 Unrealized
BABCOCK WILCOX CO NEW 0.2%
Value ($000) $1,379 Shares 42,034 Est. Cost $32.09 Unrealized
MSCI MSCI INC 0.2%
Value ($000) $1,357 Shares 22,052 Est. Cost $49.49 Unrealized +11.5%
EFA ISHARES TR 0.2%
Value ($000) $1,343 Shares 21,146 Est. Cost $67.09 Unrealized
INVESTORS BANCORP INC NEW 0.2%
Value ($000) $1,340 Shares 108,926 Est. Cost $11.72 Unrealized
CBRE CBRE GROUP INC 0.2%
Value ($000) $1,326 Shares 35,844 Est. Cost $34.48 Unrealized +10.1%
VYX NCR CORP NEW 0.2%
Value ($000) $1,323 Shares 43,957 Est. Cost $17.38 Unrealized +6.3%
ZTS ZOETIS INC 0.2%
Value ($000) $1,306 Shares 27,090 Est. Cost $41.44 Unrealized +6.1%
NUVEEN MICH QUALITY INCOME M 0.2%
Value ($000) $1,274 Shares 96,131 Est. Cost $12.52 Unrealized
CITRIX SYS INC 0.2%
Value ($000) $1,244 Shares 17,735 Est. Cost $70.14 Unrealized
HOWARD HUGHES CORP 0.2%
Value ($000) $1,225 Shares 8,531 Est. Cost $130.42 Unrealized
COMPUTER SCIENCES CORP 0.2%
Value ($000) $1,220 Shares 18,586 Est. Cost $65.26 Unrealized
WILLIS GROUP HOLDINGS PUBLIC 0.2%
Value ($000) $1,218 Shares 25,969 Est. Cost $48.17 Unrealized
AGRIUM INC 0.2%
Value ($000) $1,210 Shares 11,418 Est. Cost $104.31 Unrealized
TWENTY FIRST CENTY FOX INC 0.2%
Value ($000) $1,195 Shares 37,090 Est. Cost $32.22 Unrealized
BRF SA 0.2%
Value ($000) $1,179 Shares 56,391 Est. Cost $21.26 Unrealized
PROGRESSIVE WASTE SOLUTIONS 0.2%
Value ($000) $1,179 Shares 43,927 Est. Cost $29.39 Unrealized
MSI MOTOROLA SOLUTIONS INC 0.2%
Value ($000) $1,108 Shares 19,329 Est. Cost $55.42 Unrealized -9.0%
CANADIAN PAC RY LTD 0.2%
Value ($000) $1,084 Shares 6,765 Est. Cost $182.71 Unrealized
HERTZ GLOBAL HOLDINGS INC 0.2%
Value ($000) $1,046 Shares 57,744 Est. Cost $21.68 Unrealized
CHESAPEAKE ENERGY CORP 0.2%
Value ($000) $1,030 Shares 92,172 Est. Cost $14.16 Unrealized
NUVEEN PA INVT QUALITY MUN F 0.2%
Value ($000) $950 Shares 72,268 Est. Cost $13.82 Unrealized
NUVEEN BUILD AMER BD OPPTNY 0.2%
Value ($000) $922 Shares 46,863 Est. Cost $19.44 Unrealized
RACKSPACE HOSTING INC 0.2%
Value ($000) $901 Shares 24,232 Est. Cost $51.58 Unrealized
RCI ROGERS COMMUNICATIONS INC 0.1%
Value ($000) $861 Shares 24,271 Est. Cost $37.87 Unrealized -7.9%
TU TELUS CORP 0.1%
Value ($000) $845 Shares 24,565 Est. Cost $17.31 Unrealized -0.9%
POTASH CORP SASK INC 0.1%
Value ($000) $836 Shares 27,012 Est. Cost $30.95 Unrealized
SHAW COMMUNICATIONS INC 0.1%
Value ($000) $821 Shares 37,697 Est. Cost $23.79 Unrealized
BROOKFIELD ASSET MGMT INC 0.1%
Value ($000) $813 Shares 23,293 Est. Cost $42.23 Unrealized
IMO IMPERIAL OIL LTD 0.1%
Value ($000) $805 Shares 20,839 Est. Cost $32.82 Unrealized -1.4%
BMO BANK MONTREAL QUE 0.1%
Value ($000) $804 Shares 13,560 Est. Cost $41.27 Unrealized -1.2%
BCE BCE INC 0.1%
Value ($000) $802 Shares 18,883 Est. Cost $22.29 Unrealized +5.8%
CNI CANADIAN NATL RY CO 0.1%
Value ($000) $798 Shares 13,827 Est. Cost $51.57 Unrealized 0.0%
BNS BANK N S HALIFAX 0.1%
Value ($000) $792 Shares 15,341 Est. Cost $32.23 Unrealized -3.8%
CM CDN IMPERIAL BK COMM TORONTO 0.1%
Value ($000) $792 Shares 10,740 Est. Cost $23.13 Unrealized +0.8%
RY ROYAL BK CDA MONTREAL QUE 0.1%
Value ($000) $790 Shares 12,931 Est. Cost $64.95 Unrealized -0.9%
TD TORONTO DOMINION BK ONT 0.1%
Value ($000) $789 Shares 18,562 Est. Cost $44.81 Unrealized -0.1%
MGA MAGNA INTL INC 0.1%
Value ($000) $785 Shares 13,995 Est. Cost $34.60 Unrealized +18.3%
NUVEEN GA DIV ADV MUN FD 2 0.1%
Value ($000) $763 Shares 59,723 Est. Cost $11.74 Unrealized
GROUPE CGI INC 0.1%
Value ($000) $755 Shares 19,316 Est. Cost $35.60 Unrealized
CNQ CANADIAN NAT RES LTD 0.1%
Value ($000) $750 Shares 27,617 Est. Cost $9.60 Unrealized 0.0%
NUVEEN ARIZ PREM INCOME MUN 0.1%
Value ($000) $711 Shares 48,717 Est. Cost $12.11 Unrealized
EWA ISHARES 0.1%
Value ($000) $690 Shares 32,800 Est. Cost $22.87 Unrealized
EWH ISHARES 0.1%
Value ($000) $582 Shares 25,813 Est. Cost $18.32 Unrealized
BUD ANHEUSER BUSCH INBEV SA NV 0.1%
Value ($000) $491 Shares 4,070 Est. Cost $118.26 Unrealized
SK TELECOM LTD 0.1%
Value ($000) $475 Shares 19,154 Est. Cost $26.21 Unrealized
ADVANCED SEMICONDUCTOR ENGR 0.1%
Value ($000) $462 Shares 70,000 Est. Cost $7.20 Unrealized
ISHARES 0.1%
Value ($000) $348 Shares 27,681 Est. Cost $12.84 Unrealized
CPB CAMPBELL SOUP CO 0.1%
Value ($000) $322 Shares 6,756 Est. Cost $33.13 Unrealized +1.3%
KR KROGER CO 0.1%
Value ($000) $311 Shares 4,295 Est. Cost $20.25 Unrealized +45.8%
MO ALTRIA GROUP INC 0.1%
Value ($000) $298 Shares 6,094 Est. Cost $21.29 Unrealized +18.6%
DR PEPPER SNAPPLE GROUP INC 0.1%
Value ($000) $297 Shares 4,073 Est. Cost $76.75 Unrealized
KMB KIMBERLY CLARK CORP 0.1%
Value ($000) $297 Shares 2,807 Est. Cost $75.84 Unrealized 0.0%
T AT T INC 0.0%
Value ($000) $284 Shares 7,991 Est. Cost $12.21 Unrealized 0.0%
ABEV AMBEV SA 0.0%
Value ($000) $261 Shares 42,830 Est. Cost $6.00 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.0%
Value ($000) $258 Shares 5,543 Est. Cost $27.66 Unrealized +2.4%
IEF ISHARES TR 0.0%
Value ($000) $254 Shares 2,420 Est. Cost $102.41 Unrealized
GGB GERDAU S A 0.0%
Value ($000) $249 Shares 103,220 Est. Cost $4.26 Unrealized
CIGNA CORPORATION 0.0%
Value ($000) $234 Shares 1,442 Est. Cost $129.25 Unrealized
PAC GPO AEROPORTUARIO DEL PAC SA 0.0%
Value ($000) $221 Shares 3,222 Est. Cost $65.49 Unrealized
AETNA INC NEW 0.0%
Value ($000) $216 Shares 1,691 Est. Cost $88.82 Unrealized
UHS UNIVERSAL HLTH SVCS INC 0.0%
Value ($000) $215 Shares 1,510 Est. Cost $119.82 Unrealized 0.0%
AMERICA MOVIL SAB DE CV 0.0%
Value ($000) $204 Shares 9,563 Est. Cost $21.33 Unrealized
HBAN HUNTINGTON BANCSHARES INC 0.0%
Value ($000) $145 Shares 12,841 Est. Cost $5.88 Unrealized +24.3%