HighVista Strategies LLC Quant / Systematic

CIK: 0001335325 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $510,013 (100.0% shares, 0.0% debt)

Holdings (166)

HUM HUMANA INC 4.2%
Value ($000) $21,546 Shares 105,602 Est. Cost $165.85 Unrealized +6.6%
ST JUDE MED INC 4.1%
Value ($000) $20,740 Shares 258,637 Est. Cost $76.66 Unrealized
LINEAR TECHNOLOGY CORP 3.1%
Value ($000) $16,039 Shares 257,233 Est. Cost $59.29 Unrealized
TIME WARNER INC 3.1%
Value ($000) $15,772 Shares 163,389 Est. Cost $94.18 Unrealized
RITE AID CORP 3.0%
Value ($000) $15,554 Shares 1,887,665 Est. Cost $7.49 Unrealized
WESTAR ENERGY INC 3.0%
Value ($000) $15,400 Shares 273,286 Est. Cost $56.09 Unrealized
MONSANTO CO NEW 3.0%
Value ($000) $15,314 Shares 145,557 Est. Cost $102.20 Unrealized
CHTR CHARTER COMMUNICATIONS INC N 3.0%
Value ($000) $15,276 Shares 53,055 Est. Cost $214.89 Unrealized +25.3%
WHITEWAVE FOODS CO 2.9%
Value ($000) $14,803 Shares 266,234 Est. Cost $55.60 Unrealized
BIIB BIOGEN INC 2.9%
Value ($000) $14,777 Shares 52,109 Est. Cost $267.26 Unrealized +10.9%
LEVEL 3 COMMUNICATIONS INC 2.8%
Value ($000) $14,428 Shares 255,990 Est. Cost $56.36 Unrealized
NXPI NXP SEMICONDUCTORS N V 2.8%
Value ($000) $14,248 Shares 145,374 Est. Cost $88.31 Unrealized 0.0%
SBA COMMUNICATIONS CORP 2.4%
Value ($000) $12,009 Shares 116,297 Est. Cost $103.85 Unrealized
LNG CHENIERE ENERGY INC 2.2%
Value ($000) $11,205 Shares 270,462 Est. Cost $41.42 Unrealized -2.5%
TDG TRANSDIGM GROUP INC 1.8%
Value ($000) $9,144 Shares 36,730 Est. Cost $115.92 Unrealized +51.8%
MEDICINES CO 1.8%
Value ($000) $9,104 Shares 268,240 Est. Cost $34.63 Unrealized
ARIAD PHARMACEUTICALS INC 1.6%
Value ($000) $7,938 Shares 638,086 Est. Cost $5.54 Unrealized
EMB ISHARES TR 1.5%
Value ($000) $7,862 Shares 71,327 Est. Cost $113.34 Unrealized
SENSATA TECHNOLOGIES HLDG NV 1.3%
Value ($000) $6,542 Shares 167,959 Est. Cost $44.46 Unrealized
CDK GLOBAL INC 1.3%
Value ($000) $6,524 Shares 109,304 Est. Cost $55.34 Unrealized
AWI ARMSTRONG WORLD INDS INC NEW 1.3%
Value ($000) $6,420 Shares 153,600 Est. Cost $38.91 Unrealized -2.1%
MANITOWOC FOODSERVICE INC 1.2%
Value ($000) $6,099 Shares 315,522 Est. Cost $17.66 Unrealized
ALLERGAN PLC 1.1%
Value ($000) $5,607 Shares 26,700 Est. Cost $210.00 Unrealized
AAPL APPLE INC 1.1%
Value ($000) $5,409 Shares 46,700 Est. Cost $23.52 Unrealized +10.9%
PYPL PAYPAL HLDGS INC 1.0%
Value ($000) $5,147 Shares 130,400 Est. Cost $38.39 Unrealized +4.5%
SYY SYSCO CORP 0.9%
Value ($000) $4,647 Shares 83,932 Est. Cost $31.08 Unrealized +31.8%
CBS CORP NEW 0.9%
Value ($000) $4,407 Shares 69,273 Est. Cost $57.86 Unrealized
ADSK AUTODESK INC 0.8%
Value ($000) $4,268 Shares 57,670 Est. Cost $57.92 Unrealized +27.1%
AR ANTERO RES CORP 0.8%
Value ($000) $4,143 Shares 175,200 Est. Cost $25.67 Unrealized 0.0%
AMAT APPLIED MATLS INC 0.8%
Value ($000) $3,972 Shares 123,100 Est. Cost $21.40 Unrealized +28.5%
ANTERO MIDSTREAM PARTNERS LP 0.7%
Value ($000) $3,483 Shares 112,800 Est. Cost $26.70 Unrealized
BIDU BAIDU INC 0.7%
Value ($000) $3,403 Shares 20,700 Est. Cost $184.94 Unrealized
JD JD COM INC 0.7%
Value ($000) $3,325 Shares 130,700 Est. Cost $25.96 Unrealized
POST POST HLDGS INC 0.6%
Value ($000) $3,274 Shares 40,730 Est. Cost $42.98 Unrealized +17.5%
NORTHSTAR ASSET MGMT GROUP I 0.6%
Value ($000) $3,262 Shares 218,600 Est. Cost $14.92 Unrealized
EQIX EQUINIX INC 0.6%
Value ($000) $3,203 Shares 8,961 Est. Cost $230.32 Unrealized +27.3%
VISN COMMSCOPE HLDG CO INC 0.6%
Value ($000) $3,166 Shares 85,100 Est. Cost $34.08 Unrealized 0.0%
TSEM TOWER SEMICONDUCTOR LTD 0.6%
Value ($000) $3,151 Shares 165,600 Est. Cost $17.24 Unrealized 0.0%
ACGL ARCH CAP GROUP LTD 0.6%
Value ($000) $3,141 Shares 36,400 Est. Cost $21.66 Unrealized +19.3%
LAM RESEARCH CORP 0.6%
Value ($000) $3,140 Shares 29,700 Est. Cost $94.72 Unrealized
HLT HILTON WORLDWIDE HLDGS INC 0.6%
Value ($000) $3,139 Shares 115,400 Est. Cost $48.37 Unrealized 0.0%
GRUBHUB INC 0.6%
Value ($000) $3,134 Shares 83,300 Est. Cost $37.62 Unrealized
YUM YUM BRANDS INC 0.6%
Value ($000) $3,129 Shares 49,400 Est. Cost $53.30 Unrealized 0.0%
QSR RESTAURANT BRANDS INTL INC 0.6%
Value ($000) $3,117 Shares 65,400 Est. Cost $46.13 Unrealized 0.0%
ACXIOM CORP 0.6%
Value ($000) $3,106 Shares 115,900 Est. Cost $26.65 Unrealized
MS MORGAN STANLEY 0.6%
Value ($000) $3,097 Shares 73,300 Est. Cost $29.14 Unrealized 0.0%
CLH CLEAN HARBORS INC 0.6%
Value ($000) $3,072 Shares 55,200 Est. Cost $50.41 Unrealized 0.0%
UAL UNITED CONTL HLDGS INC 0.6%
Value ($000) $3,068 Shares 42,100 Est. Cost $63.72 Unrealized 0.0%
ENTG ENTEGRIS INC 0.6%
Value ($000) $3,064 Shares 171,200 Est. Cost $16.61 Unrealized 0.0%
FORUM ENERGY TECHNOLOGIES IN 0.6%
Value ($000) $3,062 Shares 139,200 Est. Cost $22.00 Unrealized
DELL TECHNOLOGIES INC 0.6%
Value ($000) $3,051 Shares 55,500 Est. Cost $47.80 Unrealized
PIONEER NAT RES CO 0.6%
Value ($000) $3,025 Shares 16,800 Est. Cost $151.55 Unrealized
WTS WATTS WATER TECHNOLOGIES INC 0.6%
Value ($000) $3,012 Shares 46,200 Est. Cost $56.62 Unrealized +15.6%
PTC PTC INC 0.6%
Value ($000) $3,008 Shares 65,000 Est. Cost $46.75 Unrealized 0.0%
KMT KENNAMETAL INC 0.6%
Value ($000) $3,004 Shares 96,100 Est. Cost $24.51 Unrealized 0.0%
MGM MGM RESORTS INTERNATIONAL 0.6%
Value ($000) $2,970 Shares 103,000 Est. Cost $21.47 Unrealized +21.9%
NXST NEXSTAR BROADCASTING GROUP I 0.5%
Value ($000) $2,500 Shares 39,500 Est. Cost $40.88 Unrealized +9.3%
FIRSTSERVICE CORP NEW 0.4%
Value ($000) $2,098 Shares 32,906 Est. Cost $40.42 Unrealized
IEI ISHARES TR 0.4%
Value ($000) $2,062 Shares 16,828 Est. Cost $124.94 Unrealized
LITE LUMENTUM HLDGS INC 0.4%
Value ($000) $2,033 Shares 52,601 Est. Cost $23.10 Unrealized +72.2%
HPE HEWLETT PACKARD ENTERPRISE C 0.4%
Value ($000) $1,865 Shares 80,576 Est. Cost $7.76 Unrealized +31.9%
UNILEVER PLC 0.3%
Value ($000) $1,762 Shares 43,300 Est. Cost $40.69 Unrealized
NATIONAL GRID PLC 0.3%
Value ($000) $1,734 Shares 29,723 Est. Cost $65.54 Unrealized
BTI BRITISH AMERN TOB PLC 0.3%
Value ($000) $1,655 Shares 14,692 Est. Cost $111.04 Unrealized
LBRDA LIBERTY BROADBAND CORP 0.3%
Value ($000) $1,598 Shares 22,050 Est. Cost $50.67 Unrealized +26.8%
CABO CABLE ONE INC 0.3%
Value ($000) $1,548 Shares 2,490 Est. Cost $484.08 Unrealized +10.2%
MARVELL TECHNOLOGY GROUP LTD 0.3%
Value ($000) $1,523 Shares 109,796 Est. Cost $10.31 Unrealized
ENR ENERGIZER HLDGS INC NEW 0.3%
Value ($000) $1,501 Shares 33,636 Est. Cost $26.59 Unrealized +26.7%
CITRIX SYS INC 0.3%
Value ($000) $1,467 Shares 16,431 Est. Cost $76.17 Unrealized
NGVT INGEVITY CORP 0.3%
Value ($000) $1,463 Shares 26,671 Est. Cost $47.96 Unrealized 0.0%
TEX TEREX CORP NEW 0.3%
Value ($000) $1,432 Shares 45,417 Est. Cost $23.31 Unrealized +19.0%
HORIZON GLOBAL CORP 0.3%
Value ($000) $1,432 Shares 59,674 Est. Cost $24.00 Unrealized
RMR RMR GROUP INC 0.3%
Value ($000) $1,392 Shares 35,236 Est. Cost $18.98 Unrealized +7.1%
FCPT FOUR CORNERS PPTY TR INC 0.3%
Value ($000) $1,391 Shares 67,780 Est. Cost $20.60 Unrealized
HD SUPPLY HLDGS INC 0.3%
Value ($000) $1,364 Shares 32,094 Est. Cost $42.50 Unrealized
CC CHEMOURS CO 0.3%
Value ($000) $1,339 Shares 60,636 Est. Cost $15.00 Unrealized 0.0%
RACE FERRARI N V 0.3%
Value ($000) $1,332 Shares 22,906 Est. Cost $54.54 Unrealized 0.0%
NVR NVR INC 0.3%
Value ($000) $1,319 Shares 790 Est. Cost $1699.84 Unrealized -6.1%
AMERICAN CAP LTD 0.3%
Value ($000) $1,306 Shares 72,890 Est. Cost $15.24 Unrealized
TUPPERWARE BRANDS CORP 0.3%
Value ($000) $1,289 Shares 24,500 Est. Cost $52.61 Unrealized
WYNDHAM WORLDWIDE CORP 0.3%
Value ($000) $1,283 Shares 16,800 Est. Cost $76.37 Unrealized
TRN TRINITY INDS INC 0.2%
Value ($000) $1,275 Shares 45,942 Est. Cost $12.13 Unrealized +12.4%
CVX CHEVRON CORP NEW 0.2%
Value ($000) $1,267 Shares 10,761 Est. Cost $73.80 Unrealized 0.0%
GM GENERAL MTRS CO 0.2%
Value ($000) $1,247 Shares 35,800 Est. Cost $26.65 Unrealized +5.7%
GCP APPLIED TECHNOLOGIES INC 0.2%
Value ($000) $1,231 Shares 46,024 Est. Cost $26.42 Unrealized
KMI KINDER MORGAN INC DEL 0.2%
Value ($000) $1,230 Shares 59,400 Est. Cost $13.10 Unrealized 0.0%
TGT TARGET CORP 0.2%
Value ($000) $1,221 Shares 16,900 Est. Cost $55.35 Unrealized 0.0%
AGCO AGCO CORP 0.2%
Value ($000) $1,210 Shares 20,917 Est. Cost $38.60 Unrealized +13.2%
FCX FREEPORT-MCMORAN INC 0.2%
Value ($000) $1,176 Shares 89,162 Est. Cost $10.05 Unrealized +15.5%
INVESTORS BANCORP INC NEW 0.2%
Value ($000) $1,173 Shares 84,110 Est. Cost $11.64 Unrealized
BAX BAXTER INTL INC 0.2%
Value ($000) $1,161 Shares 26,187 Est. Cost $31.47 Unrealized +26.3%
BFH ALLIANCE DATA SYSTEMS CORP 0.2%
Value ($000) $1,154 Shares 5,052 Est. Cost $147.03 Unrealized +2.4%
UNITED TECHNOLOGIES CORP 0.2%
Value ($000) $1,129 Shares 10,300 Est. Cost $102.58 Unrealized
KEYS KEYSIGHT TECHNOLOGIES INC 0.2%
Value ($000) $1,119 Shares 30,600 Est. Cost $34.46 Unrealized 0.0%
HON HONEYWELL INTL INC 0.2%
Value ($000) $1,112 Shares 9,599 Est. Cost $74.49 Unrealized +13.0%
WTW WILLIS TOWERS WATSON PUB LTD 0.2%
Value ($000) $1,109 Shares 9,067 Est. Cost $100.14 Unrealized +9.5%
CPB CAMPBELL SOUP CO 0.2%
Value ($000) $1,101 Shares 18,200 Est. Cost $41.70 Unrealized 0.0%
GD GENERAL DYNAMICS CORP 0.2%
Value ($000) $1,101 Shares 6,377 Est. Cost $113.87 Unrealized +17.8%
REYNOLDS AMERICAN INC 0.2%
Value ($000) $1,093 Shares 19,500 Est. Cost $53.93 Unrealized
KELLOGG CO 0.2%
Value ($000) $1,091 Shares 14,800 Est. Cost $50.04 Unrealized 0.0%
MO ALTRIA GROUP INC 0.2%
Value ($000) $1,089 Shares 16,100 Est. Cost $33.98 Unrealized 0.0%
AVY AVERY DENNISON CORP 0.2%
Value ($000) $1,088 Shares 15,500 Est. Cost $61.60 Unrealized 0.0%
COMMUNICATIONS SALES&LEAS IN 0.2%
Value ($000) $1,079 Shares 42,482 Est. Cost $31.40 Unrealized
PANDORA MEDIA INC 0.2%
Value ($000) $1,050 Shares 80,537 Est. Cost $14.33 Unrealized
CBRE CBRE GROUP INC 0.2%
Value ($000) $1,045 Shares 33,173 Est. Cost $34.48 Unrealized -16.0%
BUFFALO WILD WINGS INC 0.2%
Value ($000) $1,032 Shares 6,681 Est. Cost $140.70 Unrealized
ROWAN COMPANIES PLC 0.2%
Value ($000) $1,023 Shares 54,136 Est. Cost $18.90 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC 0.2%
Value ($000) $1,021 Shares 2,707 Est. Cost $8.22 Unrealized -4.1%
VALIDUS HOLDINGS LTD 0.2%
Value ($000) $1,012 Shares 18,400 Est. Cost $55.00 Unrealized
MDLZ MONDELEZ INTL INC 0.2%
Value ($000) $1,011 Shares 22,803 Est. Cost $27.92 Unrealized +24.4%
CAG CONAGRA BRANDS INC 0.2%
Value ($000) $1,011 Shares 25,570 Est. Cost $23.43 Unrealized +14.6%
AER AERCAP HOLDINGS NV 0.2%
Value ($000) $1,007 Shares 24,200 Est. Cost $37.78 Unrealized +9.6%
VZ VERIZON COMMUNICATIONS INC 0.2%
Value ($000) $1,005 Shares 18,826 Est. Cost $27.28 Unrealized +13.6%
KERYX BIOPHARMACEUTICALS INC 0.2%
Value ($000) $1,004 Shares 171,300 Est. Cost $5.31 Unrealized
ASPEN INSURANCE HOLDINGS LTD 0.2%
Value ($000) $1,001 Shares 18,200 Est. Cost $55.00 Unrealized
PNR PENTAIR PLC 0.2%
Value ($000) $1,000 Shares 17,840 Est. Cost $33.02 Unrealized +2.3%
T AT&T INC 0.2%
Value ($000) $999 Shares 23,500 Est. Cost $15.46 Unrealized 0.0%
EG EVEREST RE GROUP LTD 0.2%
Value ($000) $995 Shares 4,600 Est. Cost $170.53 Unrealized 0.0%
AIZ ASSURANT INC 0.2%
Value ($000) $994 Shares 10,700 Est. Cost $73.13 Unrealized 0.0%
OCH ZIFF CAP MGMT GROUP 0.2%
Value ($000) $993 Shares 300,000 Est. Cost $3.31 Unrealized
AFL AFLAC INC 0.2%
Value ($000) $988 Shares 14,200 Est. Cost $28.46 Unrealized 0.0%
TORCHMARK CORP 0.2%
Value ($000) $988 Shares 13,400 Est. Cost $73.73 Unrealized
SO SOUTHERN CO 0.2%
Value ($000) $984 Shares 20,000 Est. Cost $33.55 Unrealized 0.0%
DISCOVER FINL SVCS 0.2%
Value ($000) $980 Shares 13,600 Est. Cost $50.93 Unrealized
CHIMERA INVT CORP 0.2%
Value ($000) $975 Shares 57,300 Est. Cost $17.02 Unrealized
USB US BANCORP DEL 0.2%
Value ($000) $971 Shares 18,900 Est. Cost $33.77 Unrealized 0.0%
FAF FIRST AMERN FINL CORP 0.2%
Value ($000) $967 Shares 26,400 Est. Cost $28.27 Unrealized 0.0%
AGO ASSURED GUARANTY LTD 0.2%
Value ($000) $952 Shares 25,200 Est. Cost $28.80 Unrealized 0.0%
TWENTY FIRST CENTY FOX INC 0.2%
Value ($000) $936 Shares 34,354 Est. Cost $29.83 Unrealized
XEROX CORP 0.2%
Value ($000) $927 Shares 106,149 Est. Cost $10.63 Unrealized
TXN TEXAS INSTRS INC 0.2%
Value ($000) $905 Shares 12,400 Est. Cost $55.48 Unrealized 0.0%
INTC INTEL CORP 0.2%
Value ($000) $904 Shares 24,915 Est. Cost $26.39 Unrealized +10.5%
HOWARD HUGHES CORP 0.2%
Value ($000) $901 Shares 7,895 Est. Cost $130.42 Unrealized
LDOS LEIDOS HLDGS INC 0.2%
Value ($000) $900 Shares 17,600 Est. Cost $40.49 Unrealized 0.0%
VYX NCR CORP NEW 0.2%
Value ($000) $896 Shares 22,100 Est. Cost $22.45 Unrealized 0.0%
CSCO CISCO SYS INC 0.2%
Value ($000) $895 Shares 29,628 Est. Cost $20.16 Unrealized +14.3%
CA INC 0.2%
Value ($000) $893 Shares 28,100 Est. Cost $31.78 Unrealized
KLAC KLA-TENCOR CORP 0.2%
Value ($000) $889 Shares 11,300 Est. Cost $60.82 Unrealized +8.1%
ORCL ORACLE CORP 0.2%
Value ($000) $888 Shares 23,100 Est. Cost $35.43 Unrealized -3.7%
QCOM QUALCOMM INC 0.2%
Value ($000) $880 Shares 13,500 Est. Cost $52.25 Unrealized 0.0%
CRL CHARLES RIV LABS INTL INC 0.2%
Value ($000) $846 Shares 11,100 Est. Cost $75.95 Unrealized 0.0%
ABBV ABBVIE INC 0.2%
Value ($000) $845 Shares 13,500 Est. Cost $40.97 Unrealized +2.0%
JNJ JOHNSON & JOHNSON 0.2%
Value ($000) $830 Shares 7,200 Est. Cost $89.71 Unrealized 0.0%
UHS UNIVERSAL HLTH SVCS INC 0.2%
Value ($000) $830 Shares 7,800 Est. Cost $113.83 Unrealized 0.0%
EXPRESS SCRIPTS HLDG CO 0.2%
Value ($000) $825 Shares 12,000 Est. Cost $68.75 Unrealized
AMGN AMGEN INC 0.2%
Value ($000) $819 Shares 5,600 Est. Cost $115.82 Unrealized -1.2%
CIGNA CORPORATION 0.2%
Value ($000) $814 Shares 6,100 Est. Cost $133.44 Unrealized
HERTZ GLOBAL HLDGS INC 0.2%
Value ($000) $805 Shares 37,319 Est. Cost $21.57 Unrealized
ARCONIC INC 0.1%
Value ($000) $729 Shares 39,296 Est. Cost $18.55 Unrealized
VNQ VANGUARD INDEX FDS 0.1%
Value ($000) $638 Shares 7,727 Est. Cost $73.57 Unrealized
ADVANCED SEMICONDUCTOR ENGR 0.1%
Value ($000) $525 Shares 104,229 Est. Cost $6.48 Unrealized
TLH ISHARES TR 0.1%
Value ($000) $479 Shares 3,605 Est. Cost $138.58 Unrealized
SK TELECOM LTD 0.1%
Value ($000) $440 Shares 21,040 Est. Cost $24.09 Unrealized
AA ALCOA CORP 0.1%
Value ($000) $368 Shares 13,095 Est. Cost $25.90 Unrealized 0.0%
CCK CROWN HOLDINGS INC 0.1%
Value ($000) $326 Shares 6,200 Est. Cost $50.94 Unrealized +0.8%
IP INTL PAPER CO 0.1%
Value ($000) $324 Shares 6,100 Est. Cost $29.51 Unrealized +5.9%
EMN EASTMAN CHEM CO 0.1%
Value ($000) $323 Shares 4,300 Est. Cost $53.34 Unrealized 0.0%
LW LAMB WESTON HLDGS INC 0.1%
Value ($000) $323 Shares 8,521 Est. Cost $29.75 Unrealized 0.0%
PKG PACKAGING CORP AMER 0.1%
Value ($000) $322 Shares 3,800 Est. Cost $49.15 Unrealized +30.3%
INGERSOLL-RAND PLC 0.1%
Value ($000) $315 Shares 4,200 Est. Cost $67.92 Unrealized
SEE SEALED AIR CORP NEW 0.1%
Value ($000) $313 Shares 6,900 Est. Cost $39.16 Unrealized 0.0%
EFA ISHARES TR 0.1%
Value ($000) $306 Shares 5,301 Est. Cost $67.09 Unrealized
IEF ISHARES TR 0.0%
Value ($000) $254 Shares 2,420 Est. Cost $102.41 Unrealized
GRUPO FINANCIERO SANTANDER M 0.0%
Value ($000) $246 Shares 34,198 Est. Cost $7.38 Unrealized
EWJ ISHARES INC 0.0%
Value ($000) $228 Shares 4,668 Est. Cost $48.84 Unrealized
PDL BIOPHARMA INC 0.0%
Value ($000) $24 Shares 11,300 Est. Cost $2.12 Unrealized