PICTON MAHONEY ASSET MANAGEMENT Quant / Systematic

CIK: 0001539041 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 11, 2016

Total Value ($000): $1,561,587 (100.0% shares, 0.0% debt)

Holdings (303)

GOOGL ALPHABET INC 2.7%
Value ($000) $41,517 Shares 54,422 Est. Cost $36.73 Unrealized -0.5%
EW EDWARDS LIFESCIENCES CORP 2.5%
Value ($000) $38,367 Shares 434,950 Est. Cost $26.88 Unrealized +2.6%
HON HONEYWELL INTL INC 2.4%
Value ($000) $37,345 Shares 333,297 Est. Cost $55.18 Unrealized +38.3%
MSFT MICROSOFT CORP 2.2%
Value ($000) $33,952 Shares 614,750 Est. Cost $45.92 Unrealized +0.3%
AAPL APPLE INC 2.1%
Value ($000) $33,378 Shares 306,246 Est. Cost $20.51 Unrealized +10.0%
CAG CONAGRA FOODS INC 2.1%
Value ($000) $32,232 Shares 722,363 Est. Cost $19.15 Unrealized +19.8%
SYF SYNCHRONY FINL 1.8%
Value ($000) $28,604 Shares 998,060 Est. Cost $23.31 Unrealized -4.9%
TMO THERMO FISHER SCIENTIFIC INC 1.8%
Value ($000) $28,460 Shares 200,989 Est. Cost $91.22 Unrealized +42.8%
ACGL ARCH CAP GROUP LTD 1.8%
Value ($000) $27,939 Shares 392,930 Est. Cost $19.40 Unrealized +11.6%
NEWFIELD EXPL CO 1.8%
Value ($000) $27,381 Shares 823,458 Est. Cost $34.71 Unrealized
GT GOODYEAR TIRE AND RUBR CO 1.7%
Value ($000) $26,424 Shares 801,242 Est. Cost $29.86 Unrealized +0.9%
WFC WELLS FARGO AND CO NEW 1.7%
Value ($000) $26,153 Shares 540,811 Est. Cost $36.79 Unrealized +0.8%
CRM SALESFORCE COM INC 1.6%
Value ($000) $25,273 Shares 342,287 Est. Cost $71.34 Unrealized -4.6%
SABR SABRE CORP 1.6%
Value ($000) $24,220 Shares 837,458 Est. Cost $26.64 Unrealized +0.1%
ZTS ZOETIS INC 1.5%
Value ($000) $23,981 Shares 540,966 Est. Cost $42.23 Unrealized -6.9%
BMY BRISTOL MYERS SQUIBB CO 1.5%
Value ($000) $23,602 Shares 369,480 Est. Cost $39.78 Unrealized +12.6%
NKE NIKE INC 1.4%
Value ($000) $22,597 Shares 367,611 Est. Cost $52.22 Unrealized +1.9%
UNH UNITEDHEALTH GROUP INC 1.3%
Value ($000) $20,991 Shares 162,852 Est. Cost $100.09 Unrealized +0.8%
ASHLAND INC NEW 1.3%
Value ($000) $20,862 Shares 189,723 Est. Cost $116.72 Unrealized
SBA COMMUNICATIONS CORP 1.3%
Value ($000) $20,464 Shares 204,301 Est. Cost $109.93 Unrealized
ELLIE MAE INC 1.1%
Value ($000) $17,439 Shares 192,400 Est. Cost $38.49 Unrealized
META FACEBOOK INC 1.1%
Value ($000) $17,321 Shares 151,800 Est. Cost $79.33 Unrealized +32.1%
CBRE CBRE GROUP INC 1.1%
Value ($000) $17,307 Shares 600,595 Est. Cost $31.42 Unrealized -12.4%
NVDA NVIDIA CORP 1.1%
Value ($000) $16,500 Shares 463,125 Est. Cost $0.75 Unrealized 0.0%
PG PROCTER AND GAMBLE CO 1.0%
Value ($000) $15,832 Shares 192,351 Est. Cost $61.64 Unrealized 0.0%
SFM SPROUTS FMRS MKT INC 1.0%
Value ($000) $15,653 Shares 539,031 Est. Cost $25.80 Unrealized 0.0%
DG DOLLAR GEN CORP NEW 1.0%
Value ($000) $15,533 Shares 181,460 Est. Cost $62.15 Unrealized +7.2%
HOLX HOLOGIC INC 1.0%
Value ($000) $15,427 Shares 447,123 Est. Cost $37.71 Unrealized -7.5%
SPDR SERIES TRUST 1.0%
Value ($000) $15,175 Shares 500,000 Est. Cost $30.35 Unrealized
SWK STANLEY BLACK AND DECKER INC 1.0%
Value ($000) $15,133 Shares 143,836 Est. Cost $81.14 Unrealized -7.4%
CVS CVS HEALTH CORP 0.9%
Value ($000) $14,802 Shares 142,707 Est. Cost $50.11 Unrealized +44.5%
BAC BANK AMER CORP 0.9%
Value ($000) $14,576 Shares 1,077,987 Est. Cost $13.55 Unrealized -19.9%
CB CHUBB LIMITED 0.9%
Value ($000) $14,082 Shares 118,188 Est. Cost $96.06 Unrealized 0.0%
NOC NORTHROP GRUMMAN CORP 0.9%
Value ($000) $13,974 Shares 70,610 Est. Cost $65.34 Unrealized +146.5%
XLP SELECT SECTOR SPDR TR 0.9%
Value ($000) $13,954 Shares 263,000 Est. Cost Unrealized
XLI SELECT SECTOR SPDR TR 0.9%
Value ($000) $13,867 Shares 250,000 Est. Cost Unrealized
OPLN KAR AUCTION SVCS INC 0.9%
Value ($000) $13,633 Shares 357,423 Est. Cost $13.06 Unrealized +1.5%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.9%
Value ($000) $13,596 Shares 360,910 Est. Cost $28.12 Unrealized +23.2%
AZO AUTOZONE INC 0.9%
Value ($000) $13,506 Shares 16,953 Est. Cost $717.24 Unrealized +5.5%
BROADSOFT INC 0.8%
Value ($000) $12,855 Shares 318,600 Est. Cost $29.59 Unrealized
SHW SHERWIN WILLIAMS CO 0.8%
Value ($000) $12,571 Shares 44,160 Est. Cost $79.84 Unrealized 0.0%
ALLERGAN PLC 0.8%
Value ($000) $12,555 Shares 46,850 Est. Cost $291.07 Unrealized
SBNY SIGNATURE BK NEW YORK N Y 0.8%
Value ($000) $12,342 Shares 90,675 Est. Cost $131.79 Unrealized
ORBITAL ATK INC 0.8%
Value ($000) $11,965 Shares 137,631 Est. Cost $85.95 Unrealized
T AT AND T INC 0.8%
Value ($000) $11,790 Shares 301,000 Est. Cost Unrealized
KIM KIMCO RLTY CORP 0.8%
Value ($000) $11,725 Shares 407,343 Est. Cost $14.49 Unrealized +14.6%
CCL CARNIVAL CORP 0.7%
Value ($000) $11,584 Shares 219,512 Est. Cost $42.38 Unrealized 0.0%
NSC NORFOLK SOUTHERN CORP 0.7%
Value ($000) $11,494 Shares 138,054 Est. Cost $69.12 Unrealized -11.0%
TAP/A MOLSON COORS BREWING CO 0.7%
Value ($000) $11,402 Shares 118,548 Est. Cost $73.99 Unrealized +20.0%
KELLOGG CO 0.7%
Value ($000) $11,246 Shares 146,900 Est. Cost $48.67 Unrealized 0.0%
DELPHI AUTOMOTIVE PLC 0.7%
Value ($000) $11,233 Shares 149,736 Est. Cost $72.72 Unrealized
GLW CORNING INC 0.7%
Value ($000) $10,998 Shares 526,473 Est. Cost $14.25 Unrealized 0.0%
DOX AMDOCS LTD 0.7%
Value ($000) $10,804 Shares 178,812 Est. Cost $44.21 Unrealized +5.1%
ANADARKO PETE CORP 0.7%
Value ($000) $10,689 Shares 229,525 Est. Cost $67.62 Unrealized
IPAR INTER PARFUMS INC 0.7%
Value ($000) $10,659 Shares 344,895 Est. Cost $26.13 Unrealized -0.1%
AMZN AMAZON COM INC 0.7%
Value ($000) $10,412 Shares 17,537 Est. Cost $21.80 Unrealized +30.2%
INTC INTEL CORP 0.6%
Value ($000) $10,135 Shares 313,269 Est. Cost $24.24 Unrealized +0.6%
XLU SELECT SECTOR SPDR TR 0.6%
Value ($000) $10,123 Shares 204,000 Est. Cost Unrealized
MA MASTERCARD INC 0.6%
Value ($000) $10,088 Shares 106,747 Est. Cost $91.98 Unrealized -9.3%
DISCOVER FINL SVCS 0.6%
Value ($000) $9,963 Shares 195,652 Est. Cost $51.28 Unrealized
MNST MONSTER BEVERAGE CORP NEW 0.6%
Value ($000) $9,664 Shares 72,455 Est. Cost $23.48 Unrealized -5.1%
MCD MCDONALDS CORP 0.6%
Value ($000) $9,611 Shares 76,456 Est. Cost $79.68 Unrealized +17.9%
BWXT BWX TECHNOLOGIES INC 0.6%
Value ($000) $9,453 Shares 281,712 Est. Cost $27.02 Unrealized +1.8%
INGERSOLL-RAND PLC 0.6%
Value ($000) $9,325 Shares 150,370 Est. Cost $68.08 Unrealized
DR PEPPER SNAPPLE GROUP INC 0.6%
Value ($000) $9,180 Shares 102,683 Est. Cost $93.21 Unrealized
INPHI CORP 0.6%
Value ($000) $9,150 Shares 274,442 Est. Cost $33.34 Unrealized
OMF ONEMAIN HLDGS INC 0.6%
Value ($000) $8,797 Shares 320,757 Est. Cost $45.93 Unrealized -41.1%
ROST ROSS STORES INC 0.5%
Value ($000) $8,573 Shares 148,078 Est. Cost $50.36 Unrealized 0.0%
NVR NVR INC 0.5%
Value ($000) $8,570 Shares 4,948 Est. Cost $1623.11 Unrealized -0.4%
PVH PVH CORP 0.5%
Value ($000) $8,569 Shares 86,500 Est. Cost $77.58 Unrealized 0.0%
DHR DANAHER CORP DEL 0.5%
Value ($000) $8,543 Shares 90,050 Est. Cost $36.46 Unrealized 0.0%
GULFPORT ENERGY CORP 0.5%
Value ($000) $8,447 Shares 298,099 Est. Cost $37.06 Unrealized
NEE NEXTERA ENERGY INC 0.5%
Value ($000) $8,319 Shares 70,302 Est. Cost $16.56 Unrealized +31.7%
CONCHO RES INC 0.5%
Value ($000) $8,298 Shares 82,120 Est. Cost $101.05 Unrealized
VOYA VOYA FINL INC 0.5%
Value ($000) $7,880 Shares 264,718 Est. Cost $35.67 Unrealized -24.0%
E TRADE FINANCIAL CORP 0.5%
Value ($000) $7,874 Shares 321,446 Est. Cost $29.64 Unrealized
BAX BAXTER INTL INC 0.5%
Value ($000) $7,814 Shares 190,200 Est. Cost $32.47 Unrealized 0.0%
NCI BUILDING SYS INC 0.5%
Value ($000) $7,649 Shares 538,554 Est. Cost $14.84 Unrealized
FE FIRSTENERGY CORP 0.5%
Value ($000) $7,639 Shares 212,365 Est. Cost $20.59 Unrealized +8.2%
BSX BOSTON SCIENTIFIC CORP 0.5%
Value ($000) $7,488 Shares 398,070 Est. Cost $12.84 Unrealized +36.8%
ORCL ORACLE CORP 0.5%
Value ($000) $7,264 Shares 177,600 Est. Cost $31.95 Unrealized 0.0%
JD JD COM INC 0.4%
Value ($000) $6,977 Shares 263,200 Est. Cost $29.59 Unrealized
DAL DELTA AIR LINES INC DEL 0.4%
Value ($000) $6,839 Shares 140,490 Est. Cost $41.11 Unrealized +0.6%
STLD STEEL DYNAMICS INC 0.4%
Value ($000) $6,822 Shares 303,108 Est. Cost $15.00 Unrealized +2.4%
TEVA TEVA PHARMACEUTICAL INDS LTD 0.4%
Value ($000) $6,309 Shares 117,890 Est. Cost $61.87 Unrealized
SEDG SOLAREDGE TECHNOLOGIES INC 0.4%
Value ($000) $6,211 Shares 247,050 Est. Cost $26.15 Unrealized 0.0%
LABORATORY CORP AMER HLDGS 0.4%
Value ($000) $5,946 Shares 50,758 Est. Cost $108.48 Unrealized
SLV ISHARES SILVER TRUST 0.4%
Value ($000) $5,872 Shares 400,000 Est. Cost Unrealized
SLV ISHARES SILVER TRUST 0.4%
Value ($000) $5,872 Shares 400,000 Est. Cost Unrealized
M MACYS INC 0.4%
Value ($000) $5,820 Shares 132,000 Est. Cost $41.33 Unrealized 0.0%
GOOGL ALPHABET INC 0.3%
Value ($000) $5,341 Shares 7,000 Est. Cost $36.73 Unrealized -0.5%
MICHAEL KORS HLDGS LTD 0.3%
Value ($000) $5,331 Shares 93,600 Est. Cost $56.96 Unrealized
SOVRAN SELF STORAGE INC 0.3%
Value ($000) $5,296 Shares 44,900 Est. Cost $94.29 Unrealized
KRE SPDR SERIES TRUST 0.3%
Value ($000) $5,255 Shares 139,600 Est. Cost $37.64 Unrealized
INTRALINKS HLDGS INC 0.3%
Value ($000) $4,822 Shares 611,696 Est. Cost $9.07 Unrealized
HOLLYFRONTIER CORP 0.3%
Value ($000) $4,793 Shares 135,643 Est. Cost $48.85 Unrealized
AXTA AXALTA COATING SYS LTD 0.3%
Value ($000) $4,769 Shares 163,300 Est. Cost $31.78 Unrealized -20.0%
C CITIGROUP INC 0.3%
Value ($000) $4,721 Shares 113,074 Est. Cost $40.55 Unrealized -23.0%
AVB AVALONBAY CMNTYS INC 0.3%
Value ($000) $4,513 Shares 23,731 Est. Cost $126.35 Unrealized 0.0%
SPDR SERIES TRUST 0.3%
Value ($000) $4,094 Shares 134,900 Est. Cost $30.35 Unrealized
FLIR SYS INC 0.3%
Value ($000) $4,027 Shares 122,200 Est. Cost $32.95 Unrealized
SPY SPDR S AND P 500 ETF TR 0.3%
Value ($000) $3,905 Shares 19,000 Est. Cost Unrealized
MTDR MATADOR RES CO 0.2%
Value ($000) $3,830 Shares 201,940 Est. Cost $22.46 Unrealized -26.1%
MPAA MOTORCAR PTS AMER INC 0.2%
Value ($000) $3,780 Shares 99,517 Est. Cost $27.55 Unrealized +23.7%
STZ CONSTELLATION BRANDS INC 0.2%
Value ($000) $3,762 Shares 24,900 Est. Cost $43.95 Unrealized +183.9%
CW CURTISS WRIGHT CORP 0.2%
Value ($000) $3,640 Shares 48,100 Est. Cost $62.74 Unrealized +5.4%
BUNGE LIMITED 0.2%
Value ($000) $3,525 Shares 62,200 Est. Cost $56.67 Unrealized
EWBC EAST WEST BANCORP INC 0.2%
Value ($000) $3,410 Shares 105,000 Est. Cost $33.32 Unrealized -22.0%
IMS HEALTH HLDGS INC 0.2%
Value ($000) $3,401 Shares 128,100 Est. Cost $26.55 Unrealized
ALSN ALLISON TRANSMISSION HLDGS I 0.2%
Value ($000) $3,338 Shares 123,700 Est. Cost $23.21 Unrealized -11.1%
VALEANT PHARMACEUTICALS INTL 0.2%
Value ($000) $3,328 Shares 126,500 Est. Cost $26.36 Unrealized
SERVICEMASTER GLOBAL HLDGS I 0.2%
Value ($000) $3,273 Shares 86,900 Est. Cost $37.66 Unrealized
BRKR BRUKER CORP 0.2%
Value ($000) $3,218 Shares 114,900 Est. Cost $23.95 Unrealized 0.0%
WMS ADVANCED DRAIN SYS INC DEL 0.2%
Value ($000) $3,190 Shares 149,800 Est. Cost $18.42 Unrealized 0.0%
TX TERNIUM SA 0.2%
Value ($000) $3,012 Shares 167,500 Est. Cost $17.98 Unrealized
VCA INC 0.2%
Value ($000) $2,930 Shares 50,800 Est. Cost $53.96 Unrealized
TSM TAIWAN SEMICONDUCTOR MFG LTD 0.2%
Value ($000) $2,808 Shares 107,200 Est. Cost $26.19 Unrealized
RGA REINSURANCE GROUP AMER INC 0.2%
Value ($000) $2,773 Shares 28,800 Est. Cost $88.04 Unrealized 0.0%
SVB FINL GROUP 0.2%
Value ($000) $2,714 Shares 26,600 Est. Cost $102.03 Unrealized
HP HELMERICH AND PAYNE INC 0.2%
Value ($000) $2,707 Shares 46,100 Est. Cost $52.86 Unrealized 0.0%
TWENTY FIRST CENTY FOX INC 0.2%
Value ($000) $2,663 Shares 94,400 Est. Cost $31.12 Unrealized
MARKET VECTORS ETF TR 0.2%
Value ($000) $2,590 Shares 93,000 Est. Cost $20.76 Unrealized
QUINTILES TRANSNATIO HLDGS I 0.2%
Value ($000) $2,447 Shares 37,600 Est. Cost $66.80 Unrealized
EIX EDISON INTL 0.2%
Value ($000) $2,425 Shares 33,741 Est. Cost $43.56 Unrealized 0.0%
DYNEGY INC NEW DEL 0.2%
Value ($000) $2,391 Shares 166,400 Est. Cost $14.37 Unrealized
RVTY PERKINELMER INC 0.2%
Value ($000) $2,364 Shares 47,800 Est. Cost $49.39 Unrealized -6.1%
EWP ISHARES 0.2%
Value ($000) $2,351 Shares 86,500 Est. Cost $27.93 Unrealized
LEA LEAR CORP 0.2%
Value ($000) $2,346 Shares 21,100 Est. Cost $101.14 Unrealized -12.8%
PANW PALO ALTO NETWORKS INC 0.1%
Value ($000) $2,333 Shares 14,300 Est. Cost $25.76 Unrealized -4.6%
WY WEYERHAEUSER CO 0.1%
Value ($000) $2,212 Shares 71,400 Est. Cost $18.15 Unrealized 0.0%
UNF UNIFIRST CORP MASS 0.1%
Value ($000) $2,182 Shares 20,000 Est. Cost $106.16 Unrealized -6.0%
EWW ISHARES 0.1%
Value ($000) $2,110 Shares 39,300 Est. Cost $53.69 Unrealized
FRONTIER COMMUNICATIONS CORP 0.1%
Value ($000) $2,098 Shares 375,300 Est. Cost $5.59 Unrealized
DHT DHT HOLDINGS INC 0.1%
Value ($000) $2,057 Shares 357,350 Est. Cost $3.38 Unrealized -15.9%
UNM UNUM GROUP 0.1%
Value ($000) $1,893 Shares 61,200 Est. Cost $29.34 Unrealized 0.0%
INTERSIL CORP 0.1%
Value ($000) $1,888 Shares 141,300 Est. Cost $13.36 Unrealized
BR BROADRIDGE FINL SOLUTIONS IN 0.1%
Value ($000) $1,880 Shares 31,700 Est. Cost $44.82 Unrealized +2.7%
ENR ENERGIZER HLDGS INC NEW 0.1%
Value ($000) $1,868 Shares 46,100 Est. Cost $26.68 Unrealized -0.3%
AEM AGNICO EAGLE MINES LTD 0.1%
Value ($000) $1,862 Shares 51,500 Est. Cost $21.96 Unrealized +24.8%
CRI CARTER INC 0.1%
Value ($000) $1,844 Shares 17,500 Est. Cost $69.01 Unrealized +6.8%
HIG HARTFORD FINL SVCS GROUP INC 0.1%
Value ($000) $1,843 Shares 40,000 Est. Cost $33.97 Unrealized 0.0%
ORI OLD REP INTL CORP 0.1%
Value ($000) $1,790 Shares 98,000 Est. Cost $8.67 Unrealized 0.0%
AAP ADVANCE AUTO PARTS INC 0.1%
Value ($000) $1,779 Shares 11,100 Est. Cost $131.68 Unrealized 0.0%
SBUX STARBUCKS CORP 0.1%
Value ($000) $1,773 Shares 29,700 Est. Cost $45.32 Unrealized +4.6%
SKT TANGER FACTORY OUTLET CTRS I 0.1%
Value ($000) $1,732 Shares 47,600 Est. Cost $36.39 Unrealized
BLACKHAWK NETWORK HLDGS INC 0.1%
Value ($000) $1,715 Shares 50,000 Est. Cost $34.30 Unrealized
SAGE THERAPEUTICS INC 0.1%
Value ($000) $1,709 Shares 53,300 Est. Cost $57.28 Unrealized
KAPSTONE PAPER AND PACKAGING C 0.1%
Value ($000) $1,708 Shares 123,300 Est. Cost $18.03 Unrealized
INTEGRATED DEVICE TECHNOLOGY 0.1%
Value ($000) $1,605 Shares 78,500 Est. Cost $26.35 Unrealized
NCLH NORWEGIAN CRUISE LINE HLDGS 0.1%
Value ($000) $1,587 Shares 28,700 Est. Cost $48.17 Unrealized 0.0%
RRX REGAL BELOIT CORP 0.1%
Value ($000) $1,565 Shares 24,800 Est. Cost $56.00 Unrealized 0.0%
SHEN SHENANDOAH TELECOMMUNICATION 0.1%
Value ($000) $1,564 Shares 58,400 Est. Cost $22.98 Unrealized 0.0%
CCOI COGENT COMMUNICATIONS HLDGS 0.1%
Value ($000) $1,495 Shares 38,300 Est. Cost $17.68 Unrealized +20.1%
INTERPUBLIC GROUP COS INC 0.1%
Value ($000) $1,427 Shares 62,200 Est. Cost $14.88 Unrealized 0.0%
BABA ALIBABA GROUP HLDG LTD 0.1%
Value ($000) $1,401 Shares 17,743 Est. Cost $81.31 Unrealized
LOW LOWES COS INC 0.1%
Value ($000) $1,386 Shares 18,300 Est. Cost $49.15 Unrealized +19.8%
HUBB HUBBELL INC 0.1%
Value ($000) $1,377 Shares 13,000 Est. Cost $76.44 Unrealized +1.4%
HFF INC 0.1%
Value ($000) $1,332 Shares 48,400 Est. Cost $19.95 Unrealized
IRDM IRIDIUM COMMUNICATIONS INC 0.1%
Value ($000) $1,323 Shares 168,100 Est. Cost $7.59 Unrealized -5.4%
RETAIL PPTYS AMER INC 0.1%
Value ($000) $1,250 Shares 78,900 Est. Cost $15.84 Unrealized
XIFR NEXTERA ENERGY PARTNERS LP 0.1%
Value ($000) $1,237 Shares 45,500 Est. Cost $26.14 Unrealized +2.2%
CLX CLOROX CO DEL 0.1%
Value ($000) $1,223 Shares 9,700 Est. Cost $96.11 Unrealized 0.0%
TALMER BANCORP INC 0.1%
Value ($000) $1,218 Shares 67,300 Est. Cost $18.11 Unrealized
VALEANT PHARMACEUTICALS INTL 0.1%
Value ($000) $1,217 Shares 46,300 Est. Cost $26.36 Unrealized
XILINX INC 0.1%
Value ($000) $1,210 Shares 25,500 Est. Cost $47.45 Unrealized
PFE PFIZER INC 0.1%
Value ($000) $1,208 Shares 40,800 Est. Cost $19.09 Unrealized -2.2%
NFLX NETFLIX INC 0.1%
Value ($000) $1,186 Shares 11,600 Est. Cost Unrealized
MTN VAIL RESORTS INC 0.1%
Value ($000) $1,164 Shares 8,700 Est. Cost $125.20 Unrealized 0.0%
LIBERTY TRIPADVISOR HLDGS IN 0.1%
Value ($000) $1,155 Shares 52,100 Est. Cost $22.17 Unrealized
RS RELIANCE STEEL AND ALUMINUM CO 0.1%
Value ($000) $1,128 Shares 16,300 Est. Cost $58.11 Unrealized +4.1%
GREAT WESTN BANCORP INC 0.1%
Value ($000) $1,083 Shares 39,700 Est. Cost $29.02 Unrealized
M MACYS INC 0.1%
Value ($000) $1,058 Shares 24,000 Est. Cost $41.33 Unrealized 0.0%
REALOGY HLDGS CORP 0.1%
Value ($000) $1,053 Shares 29,200 Est. Cost $37.63 Unrealized
FINISAR CORP 0.1%
Value ($000) $1,009 Shares 55,300 Est. Cost $18.25 Unrealized
WTW WILLIS TOWERS WATSON PUB LTD 0.1%
Value ($000) $985 Shares 8,300 Est. Cost $100.14 Unrealized 0.0%
ALK ALASKA AIR GROUP INC 0.1%
Value ($000) $934 Shares 11,400 Est. Cost $66.97 Unrealized +2.2%
BFH ALLIANCE DATA SYSTEMS CORP 0.1%
Value ($000) $902 Shares 4,100 Est. Cost $181.66 Unrealized -17.0%
UAL UNITED CONTL HLDGS INC 0.1%
Value ($000) $881 Shares 14,710 Est. Cost $57.74 Unrealized -8.0%
HII HUNTINGTON INGALLS INDS INC 0.1%
Value ($000) $836 Shares 6,100 Est. Cost $107.73 Unrealized 0.0%
KAPSTONE PAPER AND PACKAGING C 0.1%
Value ($000) $831 Shares 60,000 Est. Cost $18.03 Unrealized
INTERSECT ENT INC 0.1%
Value ($000) $831 Shares 43,700 Est. Cost $25.84 Unrealized
NAUTILUS INC 0.1%
Value ($000) $824 Shares 42,600 Est. Cost $18.78 Unrealized
AMC ENTMT HLDGS INC 0.1%
Value ($000) $793 Shares 28,300 Est. Cost $28.02 Unrealized
CARMIKE CINEMAS INC 0.1%
Value ($000) $790 Shares 26,300 Est. Cost $29.41 Unrealized
EBS EMERGENT BIOSOLUTIONS INC 0.1%
Value ($000) $781 Shares 21,500 Est. Cost $34.87 Unrealized +1.3%
WU WESTERN UN CO 0.0%
Value ($000) $760 Shares 39,400 Est. Cost $17.91 Unrealized
CLLS CELLECTIS S A 0.0%
Value ($000) $737 Shares 26,800 Est. Cost $31.39 Unrealized
CYRUSONE INC 0.0%
Value ($000) $735 Shares 16,100 Est. Cost $29.58 Unrealized
CALPINE CORP 0.0%
Value ($000) $725 Shares 47,800 Est. Cost $16.46 Unrealized
URI UNITED RENTALS INC 0.0%
Value ($000) $697 Shares 11,200 Est. Cost $69.26 Unrealized -22.3%
U S CONCRETE INC 0.0%
Value ($000) $697 Shares 11,700 Est. Cost $55.29 Unrealized
POWERSHARES ETF TR II 0.0%
Value ($000) $694 Shares 17,200 Est. Cost $31.21 Unrealized
ROCK GIBRALTAR INDS INC 0.0%
Value ($000) $693 Shares 24,200 Est. Cost $23.39 Unrealized -0.3%
OMEGA PROTEIN CORP 0.0%
Value ($000) $676 Shares 39,900 Est. Cost $22.01 Unrealized
JBSS SANFILIPPO JOHN B AND SON INC 0.0%
Value ($000) $622 Shares 9,000 Est. Cost $62.45 Unrealized 0.0%
CSCO CISCO SYS INC 0.0%
Value ($000) $622 Shares 21,800 Est. Cost $18.95 Unrealized 0.0%
TOWER INTL INC 0.0%
Value ($000) $577 Shares 21,200 Est. Cost $28.59 Unrealized
HMS HLDGS CORP 0.0%
Value ($000) $560 Shares 39,000 Est. Cost $14.36 Unrealized
CTRIP COM INTL LTD 0.0%
Value ($000) $533 Shares 12,050 Est. Cost $63.18 Unrealized
FIZZ NATIONAL BEVERAGE CORP 0.0%
Value ($000) $516 Shares 12,200 Est. Cost $15.18 Unrealized 0.0%
PATTERN ENERGY GROUP INC 0.0%
Value ($000) $507 Shares 26,600 Est. Cost $19.06 Unrealized
TDG TRANSDIGM GROUP INC 0.0%
Value ($000) $507 Shares 2,300 Est. Cost $136.47 Unrealized 0.0%
AARONS INC 0.0%
Value ($000) $472 Shares 18,800 Est. Cost $36.18 Unrealized
ADURO BIOTECH INC 0.0%
Value ($000) $470 Shares 36,700 Est. Cost $30.32 Unrealized
SPY SPDR S AND P 500 ETF TR 0.0%
Value ($000) $411 Shares 2,000 Est. Cost Unrealized
VERIFONE SYS INC 0.0%
Value ($000) $391 Shares 13,850 Est. Cost $28.23 Unrealized
IEF ISHARES TR 0.0%
Value ($000) $386 Shares 3,500 Est. Cost $110.29 Unrealized
GSBC GREAT SOUTHN BANCORP INC 0.0%
Value ($000) $372 Shares 10,000 Est. Cost $41.43 Unrealized -6.4%
CHT CHUNGHWA TELECOM CO LTD 0.0%
Value ($000) $340 Shares 100,000 Est. Cost $3.02 Unrealized
WMS ADVANCED DRAIN SYS INC DEL 0.0%
Value ($000) $314 Shares 14,700 Est. Cost $18.42 Unrealized 0.0%
HEI/A HEICO CORP NEW 0.0%
Value ($000) $262 Shares 5,500 Est. Cost $22.52 Unrealized 0.0%
LANDAUER INC 0.0%
Value ($000) $238 Shares 7,200 Est. Cost $33.06 Unrealized
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.0%
Value ($000) $219 Shares 3,500 Est. Cost $51.54 Unrealized 0.0%
GLDD GREAT LAKES DREDGE AND DOCK CO 0.0%
Value ($000) $219 Shares 49,000 Est. Cost $3.58 Unrealized 0.0%
TELEFONICA BRASIL SA 0.0%
Value ($000) $187 Shares 15,000 Est. Cost $9.02 Unrealized
PARTY CITY HOLDCO INC 0.0%
Value ($000) $184 Shares 12,250 Est. Cost $15.02 Unrealized
VALEANT PHARMACEUTICALS INTL 0.0%
Value ($000) $174 Shares 6,600 Est. Cost $26.36 Unrealized
EL LAUDER ESTEE COS INC 0.0%
Value ($000) $170 Shares 1,800 Est. Cost $73.33 Unrealized +7.1%
EIG EMPLOYERS HOLDINGS INC 0.0%
Value ($000) $141 Shares 5,000 Est. Cost $17.41 Unrealized +13.8%
GKOS GLAUKOS CORP 0.0%
Value ($000) $119 Shares 7,100 Est. Cost $29.05 Unrealized -40.3%
HEALTHSOUTH CORP 0.0%
Value ($000) $117 Shares 3,100 Est. Cost $37.74 Unrealized
PROVIDENCE SVC CORP 0.0%
Value ($000) $107 Shares 2,100 Est. Cost $36.31 Unrealized
IDT IDT CORP 0.0%
Value ($000) $106 Shares 6,800 Est. Cost $12.38 Unrealized -26.9%
XLE SELECT SECTOR SPDR TR 0.0%
Value ($000) $105 Shares 1,700 Est. Cost $60.59 Unrealized
SHOO MADDEN STEVEN LTD 0.0%
Value ($000) $104 Shares 2,800 Est. Cost $19.14 Unrealized +0.4%
IRSA INVERSIONES Y REP S A 0.0%
Value ($000) $104 Shares 7,000 Est. Cost $12.29 Unrealized
VC VISTEON CORP 0.0%
Value ($000) $103 Shares 1,300 Est. Cost $53.58 Unrealized +27.3%
DDS DILLARDS INC 0.0%
Value ($000) $102 Shares 1,200 Est. Cost $66.00 Unrealized -15.4%
II VI INC 0.0%
Value ($000) $102 Shares 4,700 Est. Cost $18.65 Unrealized
SURMODICS INC 0.0%
Value ($000) $101 Shares 5,500 Est. Cost $18.36 Unrealized
CHEMTURA CORP 0.0%
Value ($000) $100 Shares 3,800 Est. Cost $26.32 Unrealized
LHC GROUP INC 0.0%
Value ($000) $100 Shares 2,800 Est. Cost $27.07 Unrealized
GMED GLOBUS MED INC 0.0%
Value ($000) $100 Shares 4,200 Est. Cost $22.83 Unrealized +7.1%
ENVISION HEALTHCARE HLDGS IN 0.0%
Value ($000) $100 Shares 4,900 Est. Cost $28.19 Unrealized
UEIC UNIVERSAL ELECTRS INC 0.0%
Value ($000) $99 Shares 1,600 Est. Cost $42.79 Unrealized +24.5%
ATLANTIC TELE NETWORK INC 0.0%
Value ($000) $99 Shares 1,300 Est. Cost $62.37 Unrealized
AWR AMERICAN STS WTR CO 0.0%
Value ($000) $98 Shares 2,500 Est. Cost $27.94 Unrealized +25.3%
EWY ISHARES 0.0%
Value ($000) $98 Shares 1,850 Est. Cost $52.97 Unrealized
EXLS EXLSERVICE HOLDINGS INC 0.0%
Value ($000) $98 Shares 1,900 Est. Cost $5.76 Unrealized +59.7%
WLK WESTLAKE CHEM CORP 0.0%
Value ($000) $97 Shares 2,100 Est. Cost $49.76 Unrealized -21.4%
CLW CLEARWATER PAPER CORP 0.0%
Value ($000) $97 Shares 2,000 Est. Cost $41.69 Unrealized 0.0%
POLYONE CORP 0.0%
Value ($000) $97 Shares 3,200 Est. Cost $35.86 Unrealized
TILE INTERFACE INC 0.0%
Value ($000) $96 Shares 5,200 Est. Cost $17.83 Unrealized -5.8%
NAVIGANT CONSULTING INC 0.0%
Value ($000) $95 Shares 6,000 Est. Cost $14.86 Unrealized
VAC MARRIOTT VACATIONS WRLDWDE C 0.0%
Value ($000) $95 Shares 1,400 Est. Cost $60.83 Unrealized -7.0%
ENS ENERSYS 0.0%
Value ($000) $95 Shares 1,700 Est. Cost $54.54 Unrealized -13.9%
ICUI ICU MED INC 0.0%
Value ($000) $94 Shares 900 Est. Cost $68.98 Unrealized +38.6%
FN FABRINET 0.0%
Value ($000) $94 Shares 2,900 Est. Cost $17.04 Unrealized +57.9%
AVY AVERY DENNISON CORP 0.0%
Value ($000) $94 Shares 1,300 Est. Cost $40.30 Unrealized +34.0%
SUNOCO LOGISTICS PRTNRS L P 0.0%
Value ($000) $93 Shares 3,700 Est. Cost $38.75 Unrealized
SELECT COMFORT CORP 0.0%
Value ($000) $93 Shares 4,800 Est. Cost $27.78 Unrealized
ORBOTECH LTD 0.0%
Value ($000) $93 Shares 3,900 Est. Cost $14.46 Unrealized
RGP RESOURCES CONNECTION INC 0.0%
Value ($000) $93 Shares 6,000 Est. Cost $14.54 Unrealized 0.0%
KFY KORN FERRY INTL 0.0%
Value ($000) $93 Shares 3,300 Est. Cost $25.06 Unrealized -0.9%
CPS COOPER STD HLDGS INC 0.0%
Value ($000) $93 Shares 1,300 Est. Cost $70.97 Unrealized 0.0%
ZAGG INC 0.0%
Value ($000) $93 Shares 10,300 Est. Cost $9.03 Unrealized
SCVL SHOE CARNIVAL INC 0.0%
Value ($000) $92 Shares 3,400 Est. Cost $11.88 Unrealized 0.0%
DAR DARLING INGREDIENTS INC 0.0%
Value ($000) $92 Shares 7,000 Est. Cost $10.42 Unrealized -3.3%
KIMBALL INTL INC 0.0%
Value ($000) $92 Shares 8,100 Est. Cost $13.88 Unrealized
RUTHS HOSPITALITY GROUP INC 0.0%
Value ($000) $92 Shares 5,000 Est. Cost $16.29 Unrealized
BROCADE COMMUNICATIONS SYS I 0.0%
Value ($000) $91 Shares 8,600 Est. Cost $9.34 Unrealized
FOOT LOCKER INC 0.0%
Value ($000) $90 Shares 1,400 Est. Cost $55.17 Unrealized
DST SYS INC DEL 0.0%
Value ($000) $90 Shares 800 Est. Cost $87.06 Unrealized
LIFEPOINT HEALTH INC 0.0%
Value ($000) $90 Shares 1,300 Est. Cost $67.78 Unrealized
MSTR MICROSTRATEGY INC 0.0%
Value ($000) $90 Shares 500 Est. Cost $18.36 Unrealized -11.8%
DREW INDS INC 0.0%
Value ($000) $90 Shares 1,400 Est. Cost $51.41 Unrealized
ICFI ICF INTL INC 0.0%
Value ($000) $89 Shares 2,600 Est. Cost $35.76 Unrealized -6.6%
TELETECH HOLDINGS INC 0.0%
Value ($000) $89 Shares 3,200 Est. Cost $24.46 Unrealized
FSLR FIRST SOLAR INC 0.0%
Value ($000) $89 Shares 1,300 Est. Cost $45.89 Unrealized +46.0%
VSH VISHAY INTERTECHNOLOGY INC 0.0%
Value ($000) $88 Shares 7,200 Est. Cost $11.26 Unrealized -15.6%
MRTN MARTEN TRANS LTD 0.0%
Value ($000) $88 Shares 4,700 Est. Cost $6.67 Unrealized -14.8%
SIG SIGNET JEWELERS LIMITED 0.0%
Value ($000) $87 Shares 700 Est. Cost $78.24 Unrealized +19.2%
CWCO CONSOLIDATED WATER CO INC 0.0%
Value ($000) $85 Shares 7,000 Est. Cost $9.02 Unrealized 0.0%
GPN GLOBAL PMTS INC 0.0%
Value ($000) $85 Shares 1,300 Est. Cost $39.97 Unrealized +41.0%
USPH U S PHYSICAL THERAPY INC 0.0%
Value ($000) $85 Shares 1,700 Est. Cost $38.95 Unrealized +27.6%
BHE BENCHMARK ELECTRS INC 0.0%
Value ($000) $83 Shares 3,600 Est. Cost $17.70 Unrealized -1.0%
WELLCARE HEALTH PLANS INC 0.0%
Value ($000) $83 Shares 900 Est. Cost $86.00 Unrealized
FDN FIRST TR EXCHANGE TRADED FD 0.0%
Value ($000) $82 Shares 1,200 Est. Cost $61.83 Unrealized
PATK PATRICK INDS INC 0.0%
Value ($000) $82 Shares 1,800 Est. Cost $15.63 Unrealized -1.1%
SNPS SYNOPSYS INC 0.0%
Value ($000) $82 Shares 1,700 Est. Cost $41.10 Unrealized +7.4%
SLAB SILICON LABORATORIES INC 0.0%
Value ($000) $81 Shares 1,800 Est. Cost $48.54 Unrealized -11.4%
MCS MARCUS CORP 0.0%
Value ($000) $81 Shares 4,300 Est. Cost $15.99 Unrealized +17.0%
DLX DELUXE CORP 0.0%
Value ($000) $81 Shares 1,300 Est. Cost $29.22 Unrealized +27.7%
CSL CARLISLE COS INC 0.0%
Value ($000) $80 Shares 800 Est. Cost $73.24 Unrealized +6.3%
CAPELLA EDUCATION COMPANY 0.0%
Value ($000) $79 Shares 1,500 Est. Cost $74.06 Unrealized
FBT FIRST TR EXCHANGE TRADED FD 0.0%
Value ($000) $79 Shares 900 Est. Cost $103.60 Unrealized
SXI STANDEX INTL CORP 0.0%
Value ($000) $78 Shares 1,000 Est. Cost $63.07 Unrealized +15.1%
H HYATT HOTELS CORP 0.0%
Value ($000) $74 Shares 1,500 Est. Cost $56.61 Unrealized -25.8%
TARO PHARMACEUTICAL INDS LTD 0.0%
Value ($000) $72 Shares 500 Est. Cost $146.40 Unrealized
PDC ENERGY INC 0.0%
Value ($000) $71 Shares 1,200 Est. Cost $53.08 Unrealized
EFA ISHARES TR 0.0%
Value ($000) $71 Shares 1,250 Est. Cost $56.80 Unrealized
ALGT ALLEGIANT TRAVEL CO 0.0%
Value ($000) $71 Shares 400 Est. Cost $83.45 Unrealized +74.7%
JJSF J AND J SNACK FOODS CORP 0.0%
Value ($000) $65 Shares 600 Est. Cost $71.42 Unrealized +27.9%
GPRE GREEN PLAINS INC 0.0%
Value ($000) $64 Shares 4,000 Est. Cost $23.30 Unrealized -31.0%
PLUS EPLUS INC 0.0%
Value ($000) $64 Shares 800 Est. Cost $19.16 Unrealized +7.7%
SPARTANNASH CO 0.0%
Value ($000) $45 Shares 1,500 Est. Cost $22.88 Unrealized
INGR INGREDION INC 0.0%
Value ($000) $43 Shares 400 Est. Cost $80.34 Unrealized +24.0%
GASS STEALTHGAS INC 0.0%
Value ($000) $35 Shares 10,000 Est. Cost $6.15 Unrealized -50.1%
UNIVAR INC 0.0%
Value ($000) $34 Shares 2,000 Est. Cost $26.02 Unrealized
EPC EDGEWELL PERS CARE CO 0.0%
Value ($000) $32 Shares 400 Est. Cost $82.42 Unrealized -15.2%
SPDR SERIES TRUST 0.0%
Value ($000) $18 Shares 600 Est. Cost $30.35 Unrealized
RF REGIONS FINL CORP NEW 0.0%
Value ($000) $12 Shares 1,500 Est. Cost $6.68 Unrealized -15.6%
CHIMERA INVT CORP 0.0%
Value ($000) $8 Shares 600 Est. Cost $13.36 Unrealized