PICTON MAHONEY ASSET MANAGEMENT Quant / Systematic

CIK: 0001539041 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 15, 2016

Total Value ($000): $1,493,627 (100.0% shares, 0.0% debt)

Holdings (302)

EW EDWARDS LIFESCIENCES CORP 3.5%
Value ($000) $51,776 Shares 429,450 Est. Cost $27.23 Unrealized +38.3%
GOOGL ALPHABET INC 3.3%
Value ($000) $49,188 Shares 61,175 Est. Cost $36.70 Unrealized +5.8%
AAPL APPLE INC 2.4%
Value ($000) $36,396 Shares 322,175 Est. Cost $22.17 Unrealized +9.3%
TMO THERMO FISHER SCIENTIFIC INC 2.1%
Value ($000) $30,929 Shares 194,450 Est. Cost $91.84 Unrealized +63.4%
AMZN AMAZON COM INC 2.0%
Value ($000) $29,329 Shares 35,027 Est. Cost $28.19 Unrealized +35.8%
NVDA NVIDIA CORP 1.9%
Value ($000) $28,450 Shares 415,225 Est. Cost $0.81 Unrealized +79.2%
ACGL ARCH CAP GROUP LTD 1.8%
Value ($000) $27,292 Shares 344,350 Est. Cost $19.40 Unrealized +24.7%
EPD ENTERPRISE PRODS PARTNERS L 1.8%
Value ($000) $26,766 Shares 968,800 Est. Cost $29.26 Unrealized
TAP/A MOLSON COORS BREWING CO 1.8%
Value ($000) $26,553 Shares 241,848 Est. Cost $88.18 Unrealized +14.6%
SYF SYNCHRONY FINL 1.7%
Value ($000) $24,919 Shares 890,000 Est. Cost $23.31 Unrealized -5.7%
UNH UNITEDHEALTH GROUP INC 1.5%
Value ($000) $22,257 Shares 158,975 Est. Cost $100.41 Unrealized +20.0%
HON HONEYWELL INTL INC 1.4%
Value ($000) $21,594 Shares 185,225 Est. Cost $55.18 Unrealized +55.9%
CMA COMERICA INC 1.4%
Value ($000) $20,619 Shares 435,750 Est. Cost $31.08 Unrealized 0.0%
WEX WEX INC 1.3%
Value ($000) $19,636 Shares 181,675 Est. Cost $97.93 Unrealized 0.0%
CONTINENTAL RESOURCES INC 1.3%
Value ($000) $19,565 Shares 376,525 Est. Cost $47.83 Unrealized
FRCB FIRST REP BK SAN FRANCISCO C 1.3%
Value ($000) $19,491 Shares 252,750 Est. Cost $69.16 Unrealized +1.6%
BROADSOFT INC 1.3%
Value ($000) $19,373 Shares 416,200 Est. Cost $33.37 Unrealized
INPHI CORP 1.2%
Value ($000) $18,436 Shares 423,800 Est. Cost $32.77 Unrealized
ELLIE MAE INC 1.2%
Value ($000) $18,050 Shares 171,400 Est. Cost $45.43 Unrealized
MSFT MICROSOFT CORP 1.2%
Value ($000) $18,047 Shares 313,375 Est. Cost $45.92 Unrealized +9.5%
JPM JPMORGAN CHASE AND CO 1.2%
Value ($000) $17,559 Shares 263,700 Est. Cost $50.85 Unrealized 0.0%
SPECTRUM BRANDS HLDGS INC 1.2%
Value ($000) $17,475 Shares 126,900 Est. Cost $133.03 Unrealized
CCI CROWN CASTLE INTL CORP NEW 1.2%
Value ($000) $17,339 Shares 184,050 Est. Cost $60.68 Unrealized +7.0%
MTDR MATADOR RES CO 1.1%
Value ($000) $16,981 Shares 697,540 Est. Cost $22.08 Unrealized -0.5%
NEWFIELD EXPL CO 1.1%
Value ($000) $16,979 Shares 390,707 Est. Cost $34.71 Unrealized
CMCSA COMCAST CORP NEW 1.1%
Value ($000) $16,135 Shares 243,200 Est. Cost $25.44 Unrealized +4.6%
WMT WAL-MART STORES INC 1.1%
Value ($000) $15,789 Shares 218,925 Est. Cost $19.54 Unrealized +5.4%
ALB ALBEMARLE CORP 1.1%
Value ($000) $15,749 Shares 184,200 Est. Cost $72.47 Unrealized 0.0%
ANADARKO PETE CORP 1.0%
Value ($000) $15,408 Shares 243,163 Est. Cost $65.83 Unrealized
OPLN KAR AUCTION SVCS INC 1.0%
Value ($000) $14,867 Shares 344,450 Est. Cost $13.06 Unrealized +22.2%
NSC NORFOLK SOUTHERN CORP 1.0%
Value ($000) $14,855 Shares 153,050 Est. Cost $69.19 Unrealized +8.6%
NOC NORTHROP GRUMMAN CORP 1.0%
Value ($000) $14,549 Shares 68,000 Est. Cost $65.34 Unrealized +185.0%
NEE NEXTERA ENERGY INC 1.0%
Value ($000) $14,330 Shares 117,150 Est. Cost $19.35 Unrealized +28.3%
CSL CARLISLE COS INC 1.0%
Value ($000) $14,320 Shares 139,600 Est. Cost $89.86 Unrealized +3.2%
XLP SELECT SECTOR SPDR TR 1.0%
Value ($000) $14,207 Shares 267,000 Est. Cost Unrealized
PVH PVH CORP 0.9%
Value ($000) $14,129 Shares 127,850 Est. Cost $84.31 Unrealized +21.0%
CB CHUBB LIMITED 0.9%
Value ($000) $13,158 Shares 104,725 Est. Cost $96.06 Unrealized +11.6%
CVLT COMMVAULT SYSTEMS INC 0.8%
Value ($000) $12,444 Shares 234,200 Est. Cost $44.11 Unrealized +13.9%
HD HOME DEPOT INC 0.8%
Value ($000) $12,353 Shares 96,000 Est. Cost $104.97 Unrealized +1.3%
AFG AMERICAN FINL GROUP INC OHIO 0.8%
Value ($000) $12,247 Shares 163,250 Est. Cost $34.25 Unrealized +3.9%
T AT AND T INC 0.8%
Value ($000) $12,183 Shares 300,000 Est. Cost Unrealized
LABORATORY CORP AMER HLDGS 0.8%
Value ($000) $12,132 Shares 88,250 Est. Cost $119.87 Unrealized
M MACYS INC 0.8%
Value ($000) $12,105 Shares 326,700 Est. Cost $36.24 Unrealized 0.0%
TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.8%
Value ($000) $11,802 Shares 261,810 Est. Cost $29.55 Unrealized +42.7%
CAG CONAGRA FOODS INC 0.8%
Value ($000) $11,749 Shares 249,400 Est. Cost $19.15 Unrealized +34.0%
AZO AUTOZONE INC 0.8%
Value ($000) $11,432 Shares 14,876 Est. Cost $717.24 Unrealized +8.5%
KHC KRAFT HEINZ CO 0.7%
Value ($000) $10,910 Shares 121,900 Est. Cost $58.03 Unrealized 0.0%
ZTS ZOETIS INC 0.7%
Value ($000) $10,828 Shares 208,180 Est. Cost $42.23 Unrealized +11.5%
BAX BAXTER INTL INC 0.7%
Value ($000) $10,505 Shares 220,700 Est. Cost $33.82 Unrealized +19.5%
CELGENE CORP 0.7%
Value ($000) $10,215 Shares 97,750 Est. Cost $104.50 Unrealized
PARSLEY ENERGY INC 0.7%
Value ($000) $9,983 Shares 297,950 Est. Cost $27.18 Unrealized
INGERSOLL-RAND PLC 0.7%
Value ($000) $9,842 Shares 144,850 Est. Cost $68.08 Unrealized
XLU SELECT SECTOR SPDR TR 0.7%
Value ($000) $9,798 Shares 200,000 Est. Cost Unrealized
ROST ROSS STORES INC 0.6%
Value ($000) $9,696 Shares 150,778 Est. Cost $50.67 Unrealized +10.6%
MNST MONSTER BEVERAGE CORP NEW 0.6%
Value ($000) $9,616 Shares 65,500 Est. Cost $23.51 Unrealized +10.4%
DR PEPPER SNAPPLE GROUP INC 0.6%
Value ($000) $9,586 Shares 105,000 Est. Cost $93.60 Unrealized
SWK STANLEY BLACK AND DECKER INC 0.6%
Value ($000) $9,488 Shares 77,150 Est. Cost $94.37 Unrealized 0.0%
HXL HEXCEL CORP NEW 0.6%
Value ($000) $9,468 Shares 213,700 Est. Cost $43.73 Unrealized +0.1%
L-3 COMMUNICATIONS HLDGS INC 0.6%
Value ($000) $9,397 Shares 62,348 Est. Cost $147.00 Unrealized
DOX AMDOCS LTD 0.6%
Value ($000) $9,337 Shares 161,412 Est. Cost $44.21 Unrealized +11.3%
MRK MERCK AND CO INC 0.6%
Value ($000) $9,331 Shares 149,500 Est. Cost $43.73 Unrealized 0.0%
DISCOVER FINL SVCS 0.6%
Value ($000) $9,088 Shares 160,700 Est. Cost $51.28 Unrealized
MU MICRON TECHNOLOGY INC 0.6%
Value ($000) $8,889 Shares 500,300 Est. Cost $11.09 Unrealized +34.2%
E TRADE FINANCIAL CORP 0.6%
Value ($000) $8,883 Shares 305,100 Est. Cost $29.64 Unrealized
ISRG INTUITIVE SURGICAL INC 0.6%
Value ($000) $8,861 Shares 12,224 Est. Cost $75.00 Unrealized +2.1%
ORCL ORACLE CORP 0.6%
Value ($000) $8,646 Shares 220,100 Est. Cost $32.61 Unrealized +8.6%
BSX BOSTON SCIENTIFIC CORP 0.6%
Value ($000) $8,519 Shares 357,970 Est. Cost $12.84 Unrealized +85.8%
GROUPON INC 0.6%
Value ($000) $8,365 Shares 1,624,000 Est. Cost $5.15 Unrealized
KRE SPDR SERIES TRUST 0.5%
Value ($000) $7,724 Shares 182,700 Est. Cost $37.93 Unrealized
NVR NVR INC 0.5%
Value ($000) $7,713 Shares 4,703 Est. Cost $1623.11 Unrealized +5.0%
LUV SOUTHWEST AIRLS CO 0.5%
Value ($000) $7,704 Shares 198,150 Est. Cost $37.18 Unrealized -8.6%
FOREST CITY RLTY TR INC 0.5%
Value ($000) $7,692 Shares 332,550 Est. Cost $23.13 Unrealized
EL LAUDER ESTEE COS INC 0.5%
Value ($000) $7,648 Shares 86,350 Est. Cost $82.30 Unrealized -1.8%
PANERA BREAD CO 0.5%
Value ($000) $7,644 Shares 39,260 Est. Cost $194.70 Unrealized
MO ALTRIA GROUP INC 0.5%
Value ($000) $7,284 Shares 115,200 Est. Cost $33.21 Unrealized +4.7%
META FACEBOOK INC 0.5%
Value ($000) $7,174 Shares 55,930 Est. Cost $80.63 Unrealized +52.9%
XLB SELECT SECTOR SPDR TR 0.5%
Value ($000) $7,163 Shares 150,000 Est. Cost Unrealized
PG PROCTER AND GAMBLE CO 0.5%
Value ($000) $7,099 Shares 79,100 Est. Cost $61.64 Unrealized +9.5%
XLI SELECT SECTOR SPDR TR 0.5%
Value ($000) $6,830 Shares 117,000 Est. Cost Unrealized
CRM SALESFORCE COM INC 0.4%
Value ($000) $6,710 Shares 94,080 Est. Cost $71.90 Unrealized +7.2%
DCP MIDSTREAM PARTNERS LP 0.4%
Value ($000) $6,645 Shares 188,100 Est. Cost $34.49 Unrealized
DHR DANAHER CORP DEL 0.4%
Value ($000) $6,516 Shares 83,125 Est. Cost $36.46 Unrealized +84.5%
SILVER STD RES INC 0.4%
Value ($000) $6,346 Shares 525,700 Est. Cost $12.07 Unrealized
BMY BRISTOL MYERS SQUIBB CO 0.4%
Value ($000) $6,245 Shares 115,800 Est. Cost $41.13 Unrealized +12.2%
AMH AMERICAN HOMES 4 RENT 0.4%
Value ($000) $6,116 Shares 282,600 Est. Cost $21.64 Unrealized
KELLOGG CO 0.4%
Value ($000) $6,115 Shares 78,930 Est. Cost $48.67 Unrealized +12.3%
BWXT BWX TECHNOLOGIES INC 0.4%
Value ($000) $6,114 Shares 159,370 Est. Cost $27.02 Unrealized +25.2%
DYNEGY INC NEW DEL 0.4%
Value ($000) $5,966 Shares 481,500 Est. Cost $14.64 Unrealized
SPY SPDR S AND P 500 ETF TR 0.4%
Value ($000) $5,949 Shares 27,500 Est. Cost Unrealized
LYB LYONDELLBASELL INDUSTRIES N 0.4%
Value ($000) $5,881 Shares 72,900 Est. Cost $45.08 Unrealized 0.0%
QCOM QUALCOMM INC 0.4%
Value ($000) $5,679 Shares 82,900 Est. Cost $46.91 Unrealized 0.0%
PRICELINE GRP INC 0.4%
Value ($000) $5,655 Shares 3,844 Est. Cost $1248.52 Unrealized
MHK MOHAWK INDS INC 0.3%
Value ($000) $5,161 Shares 25,760 Est. Cost $204.81 Unrealized +0.4%
FIVN FIVE9 INC 0.3%
Value ($000) $5,119 Shares 326,400 Est. Cost $10.20 Unrealized +33.8%
GLW CORNING INC 0.3%
Value ($000) $5,107 Shares 215,973 Est. Cost $14.25 Unrealized +21.8%
CSCO CISCO SYS INC 0.3%
Value ($000) $5,010 Shares 158,000 Est. Cost $20.70 Unrealized +11.4%
MA MASTERCARD INCORPORATED 0.3%
Value ($000) $4,900 Shares 48,147 Est. Cost $91.98 Unrealized -1.2%
INTC INTEL CORP 0.3%
Value ($000) $4,894 Shares 129,700 Est. Cost $28.62 Unrealized 0.0%
SPY SPDR S AND P 500 ETF TR 0.3%
Value ($000) $4,868 Shares 22,500 Est. Cost Unrealized
SPDR SERIES TRUST 0.3%
Value ($000) $4,795 Shares 124,700 Est. Cost $30.35 Unrealized
MS MORGAN STANLEY 0.3%
Value ($000) $4,794 Shares 149,500 Est. Cost $22.85 Unrealized 0.0%
AVB AVALONBAY CMNTYS INC 0.3%
Value ($000) $4,585 Shares 25,775 Est. Cost $126.80 Unrealized +3.1%
CRM SALESFORCE COM INC 0.3%
Value ($000) $4,564 Shares 64,000 Est. Cost $71.90 Unrealized +7.2%
VONAGE HLDGS CORP 0.3%
Value ($000) $4,487 Shares 678,800 Est. Cost $6.10 Unrealized
ALLERGAN PLC 0.3%
Value ($000) $4,456 Shares 19,350 Est. Cost $291.07 Unrealized
LEVEL 3 COMMUNICATIONS INC 0.3%
Value ($000) $4,400 Shares 94,900 Est. Cost $51.48 Unrealized
STZ CONSTELLATION BRANDS INC 0.3%
Value ($000) $4,112 Shares 24,700 Est. Cost $43.95 Unrealized +225.5%
CW CURTISS WRIGHT CORP 0.3%
Value ($000) $3,898 Shares 42,800 Est. Cost $62.74 Unrealized +34.1%
WMS ADVANCED DRAIN SYS INC DEL 0.2%
Value ($000) $3,540 Shares 147,100 Est. Cost $19.32 Unrealized +18.7%
VCA INC 0.2%
Value ($000) $3,472 Shares 49,600 Est. Cost $53.96 Unrealized
APOG APOGEE ENTERPRISES INC 0.2%
Value ($000) $3,240 Shares 72,500 Est. Cost $36.32 Unrealized +6.3%
SNA SNAP ON INC 0.2%
Value ($000) $3,161 Shares 20,800 Est. Cost $125.83 Unrealized -2.3%
VMWARE INC 0.2%
Value ($000) $3,147 Shares 42,900 Est. Cost $65.59 Unrealized
SUI SUN CMNTYS INC 0.2%
Value ($000) $3,108 Shares 39,600 Est. Cost $76.72 Unrealized
RGA REINSURANCE GROUP AMER INC 0.2%
Value ($000) $3,023 Shares 28,000 Est. Cost $88.04 Unrealized +16.0%
ALLE ALLEGION PUB LTD CO 0.2%
Value ($000) $2,977 Shares 43,200 Est. Cost $63.16 Unrealized 0.0%
SBA COMMUNICATIONS CORP 0.2%
Value ($000) $2,860 Shares 25,500 Est. Cost $109.93 Unrealized
QUINTILES TRANSNATIO HLDGS I 0.2%
Value ($000) $2,846 Shares 35,100 Est. Cost $66.80 Unrealized
RVTY PERKINELMER INC 0.2%
Value ($000) $2,784 Shares 49,600 Est. Cost $49.50 Unrealized +7.3%
ANGLOGOLD ASHANTI LTD 0.2%
Value ($000) $2,761 Shares 173,400 Est. Cost $15.92 Unrealized
MPAA MOTORCAR PTS AMER INC 0.2%
Value ($000) $2,530 Shares 87,900 Est. Cost $27.77 Unrealized +1.3%
EWBC EAST WEST BANCORP INC 0.2%
Value ($000) $2,463 Shares 67,100 Est. Cost $33.28 Unrealized -14.8%
BABA ALIBABA GROUP HLDG LTD 0.2%
Value ($000) $2,417 Shares 22,840 Est. Cost $94.05 Unrealized
M MACYS INC 0.2%
Value ($000) $2,345 Shares 63,300 Est. Cost $36.24 Unrealized 0.0%
HII HUNTINGTON INGALLS INDS INC 0.2%
Value ($000) $2,331 Shares 15,200 Est. Cost $121.06 Unrealized +14.2%
FERRELLGAS PARTNERS L.P. 0.2%
Value ($000) $2,328 Shares 200,000 Est. Cost $11.64 Unrealized
FINISAR CORP 0.2%
Value ($000) $2,324 Shares 78,000 Est. Cost $29.79 Unrealized
AEM AGNICO EAGLE MINES LTD 0.1%
Value ($000) $2,195 Shares 40,500 Est. Cost $22.32 Unrealized +107.1%
BR BROADRIDGE FINL SOLUTIONS IN 0.1%
Value ($000) $2,149 Shares 31,700 Est. Cost $44.82 Unrealized +29.7%
GIGAMON INC 0.1%
Value ($000) $2,116 Shares 38,600 Est. Cost $37.38 Unrealized
GT GOODYEAR TIRE AND RUBR CO 0.1%
Value ($000) $2,070 Shares 64,100 Est. Cost $29.86 Unrealized -2.6%
ENR ENERGIZER HLDGS INC NEW 0.1%
Value ($000) $2,054 Shares 41,100 Est. Cost $26.68 Unrealized +35.1%
GDXJ VANECK VECTORS ETF TR 0.1%
Value ($000) $2,008 Shares 45,350 Est. Cost $42.59 Unrealized
SHOP SHOPIFY INC 0.1%
Value ($000) $1,962 Shares 45,700 Est. Cost $3.82 Unrealized 0.0%
SPLUNK INC 0.1%
Value ($000) $1,943 Shares 33,100 Est. Cost $54.74 Unrealized
AAP ADVANCE AUTO PARTS INC 0.1%
Value ($000) $1,893 Shares 12,700 Est. Cost $132.13 Unrealized +6.0%
CALY CALLAWAY GOLF CO 0.1%
Value ($000) $1,859 Shares 160,100 Est. Cost $11.04 Unrealized 0.0%
HILL ROM HLDGS INC 0.1%
Value ($000) $1,810 Shares 29,200 Est. Cost $61.99 Unrealized
ACTIVISION BLIZZARD INC 0.1%
Value ($000) $1,772 Shares 40,000 Est. Cost $44.30 Unrealized
ARRIS INTL INC 0.1%
Value ($000) $1,757 Shares 62,000 Est. Cost $28.34 Unrealized
ICUI ICU MED INC 0.1%
Value ($000) $1,744 Shares 13,800 Est. Cost $117.23 Unrealized +2.9%
BMRN BIOMARIN PHARMACEUTICAL INC 0.1%
Value ($000) $1,739 Shares 18,800 Est. Cost $94.17 Unrealized 0.0%
GENERAL GROWTH PPTYS INC NEW 0.1%
Value ($000) $1,738 Shares 63,000 Est. Cost $29.84 Unrealized
SAGE THERAPEUTICS INC 0.1%
Value ($000) $1,630 Shares 35,400 Est. Cost $57.28 Unrealized
SHORETEL INC 0.1%
Value ($000) $1,607 Shares 200,800 Est. Cost $8.00 Unrealized
AMERICAN CAPITAL AGENCY CORP 0.1%
Value ($000) $1,587 Shares 81,200 Est. Cost $19.81 Unrealized
VEREIT INC 0.1%
Value ($000) $1,570 Shares 151,400 Est. Cost $10.15 Unrealized
SBUX STARBUCKS CORP 0.1%
Value ($000) $1,565 Shares 28,900 Est. Cost $45.32 Unrealized +1.2%
GKOS GLAUKOS CORP 0.1%
Value ($000) $1,540 Shares 40,800 Est. Cost $32.39 Unrealized +2.2%
LIFE STORAGE INC 0.1%
Value ($000) $1,539 Shares 17,300 Est. Cost $88.96 Unrealized
CIEN CIENA CORP 0.1%
Value ($000) $1,438 Shares 66,000 Est. Cost $20.85 Unrealized 0.0%
HOLX HOLOGIC INC 0.1%
Value ($000) $1,419 Shares 36,550 Est. Cost $37.71 Unrealized +0.1%
HUBG HUB GROUP INC 0.1%
Value ($000) $1,402 Shares 34,400 Est. Cost $20.35 Unrealized 0.0%
CCOI COGENT COMMUNICATIONS HLDGS 0.1%
Value ($000) $1,362 Shares 37,000 Est. Cost $17.68 Unrealized +36.6%
LEA LEAR CORP 0.1%
Value ($000) $1,358 Shares 11,200 Est. Cost $101.14 Unrealized -5.7%
LOW LOWES COS INC 0.1%
Value ($000) $1,299 Shares 18,000 Est. Cost $59.79 Unrealized +9.4%
FLIR SYS INC 0.1%
Value ($000) $1,279 Shares 40,700 Est. Cost $32.95 Unrealized
ENSG ENSIGN GROUP INC 0.1%
Value ($000) $1,207 Shares 60,000 Est. Cost $18.30 Unrealized 0.0%
HRG GROUP INC 0.1%
Value ($000) $1,196 Shares 76,100 Est. Cost $13.73 Unrealized
FARM FARMER BROS CO 0.1%
Value ($000) $1,184 Shares 33,300 Est. Cost $29.90 Unrealized +7.9%
RESTORATION HARDWARE HLDGS I 0.1%
Value ($000) $1,155 Shares 33,400 Est. Cost $34.58 Unrealized
CORELOGIC INC 0.1%
Value ($000) $1,121 Shares 28,600 Est. Cost $38.48 Unrealized
MTN VAIL RESORTS INC 0.1%
Value ($000) $1,113 Shares 7,100 Est. Cost $125.20 Unrealized +21.7%
TERRAFORM PWR INC 0.1%
Value ($000) $1,079 Shares 77,600 Est. Cost $11.92 Unrealized
ZAYO GROUP HLDGS INC 0.1%
Value ($000) $1,060 Shares 35,700 Est. Cost $27.96 Unrealized
IRDM IRIDIUM COMMUNICATIONS INC 0.1%
Value ($000) $1,054 Shares 130,000 Est. Cost $7.75 Unrealized +8.3%
CYRUSONE INC 0.1%
Value ($000) $1,013 Shares 21,300 Est. Cost $35.91 Unrealized
GREAT PLAINS ENERGY INC 0.1%
Value ($000) $988 Shares 36,200 Est. Cost $30.39 Unrealized
SERVICEMASTER GLOBAL HLDGS I 0.1%
Value ($000) $976 Shares 29,000 Est. Cost $37.66 Unrealized
HMS HLDGS CORP 0.1%
Value ($000) $922 Shares 41,600 Est. Cost $14.56 Unrealized
GREAT WESTN BANCORP INC 0.1%
Value ($000) $903 Shares 27,100 Est. Cost $29.27 Unrealized
CHEMICAL FINL CORP 0.1%
Value ($000) $884 Shares 20,032 Est. Cost $44.13 Unrealized
ORI OLD REP INTL CORP 0.1%
Value ($000) $880 Shares 49,900 Est. Cost $8.67 Unrealized +7.7%
USPH U S PHYSICAL THERAPY INC 0.1%
Value ($000) $860 Shares 13,700 Est. Cost $53.47 Unrealized +15.3%
A AGILENT TECHNOLOGIES INC 0.0%
Value ($000) $740 Shares 15,700 Est. Cost $43.41 Unrealized 0.0%
XLU SELECT SECTOR SPDR TR 0.0%
Value ($000) $735 Shares 15,000 Est. Cost Unrealized
REALOGY HLDGS CORP 0.0%
Value ($000) $725 Shares 28,000 Est. Cost $37.63 Unrealized
CCK CROWN HOLDINGS INC 0.0%
Value ($000) $719 Shares 12,600 Est. Cost $50.94 Unrealized 0.0%
LIBERTY TRIPADVISOR HLDGS IN 0.0%
Value ($000) $708 Shares 32,400 Est. Cost $22.17 Unrealized
TDG TRANSDIGM GROUP INC 0.0%
Value ($000) $665 Shares 2,300 Est. Cost $136.47 Unrealized +28.5%
GULFPORT ENERGY CORP 0.0%
Value ($000) $658 Shares 23,300 Est. Cost $37.06 Unrealized
HP HELMERICH AND PAYNE INC 0.0%
Value ($000) $654 Shares 9,700 Est. Cost $52.86 Unrealized +18.7%
VALEANT PHARMACEUTICALS INTL 0.0%
Value ($000) $652 Shares 26,500 Est. Cost Unrealized
IEF ISHARES TR 0.0%
Value ($000) $649 Shares 5,800 Est. Cost $111.13 Unrealized
TEVA TEVA PHARMACEUTICAL INDS LTD 0.0%
Value ($000) $648 Shares 14,100 Est. Cost $61.87 Unrealized
CTRIP COM INTL LTD 0.0%
Value ($000) $619 Shares 13,300 Est. Cost $55.92 Unrealized
CFG CITIZENS FINL GROUP INC 0.0%
Value ($000) $617 Shares 25,000 Est. Cost $16.10 Unrealized 0.0%
CARE CAP PPTYS INC 0.0%
Value ($000) $605 Shares 21,200 Est. Cost $26.21 Unrealized
BTE BAYTEX ENERGY CORP 0.0%
Value ($000) $572 Shares 134,600 Est. Cost $4.61 Unrealized 0.0%
ROCK GIBRALTAR INDS INC 0.0%
Value ($000) $542 Shares 14,600 Est. Cost $23.39 Unrealized +56.5%
WPC W P CAREY INC 0.0%
Value ($000) $522 Shares 8,100 Est. Cost $64.44 Unrealized
DREW INDS INC 0.0%
Value ($000) $519 Shares 5,300 Est. Cost $85.64 Unrealized
EWW ISHARES 0.0%
Value ($000) $456 Shares 9,400 Est. Cost $53.69 Unrealized
INTEGRATED DEVICE TECHNOLOGY 0.0%
Value ($000) $417 Shares 18,000 Est. Cost $26.35 Unrealized
HEI/A HEICO CORP NEW 0.0%
Value ($000) $387 Shares 6,400 Est. Cost $23.39 Unrealized +22.7%
AMG AFFILIATED MANAGERS GROUP 0.0%
Value ($000) $384 Shares 2,650 Est. Cost $158.47 Unrealized -12.5%
EVR EVERCORE PARTNERS INC 0.0%
Value ($000) $376 Shares 7,300 Est. Cost $41.06 Unrealized 0.0%
SUPN SUPERNUS PHARMACEUTICALS INC 0.0%
Value ($000) $371 Shares 15,000 Est. Cost $17.80 Unrealized +27.1%
VONAGE HLDGS CORP 0.0%
Value ($000) $354 Shares 53,500 Est. Cost $6.10 Unrealized
SHEN SHENANDOAH TELECOMMUNICATION 0.0%
Value ($000) $337 Shares 12,400 Est. Cost $22.98 Unrealized +39.7%
ALL ALLSTATE CORP 0.0%
Value ($000) $297 Shares 4,300 Est. Cost $55.91 Unrealized 0.0%
DVY ISHARES TR 0.0%
Value ($000) $283 Shares 3,300 Est. Cost $85.15 Unrealized
BC BRUNSWICK CORP 0.0%
Value ($000) $278 Shares 5,700 Est. Cost $40.52 Unrealized 0.0%
CHT CHUNGHWA TELECOM CO LTD 0.0%
Value ($000) $247 Shares 70,000 Est. Cost $3.02 Unrealized
VERIFONE SYS INC 0.0%
Value ($000) $236 Shares 15,000 Est. Cost $28.23 Unrealized
AAP ADVANCE AUTO PARTS INC 0.0%
Value ($000) $224 Shares 1,500 Est. Cost $132.13 Unrealized +6.0%
XILINX INC 0.0%
Value ($000) $218 Shares 4,000 Est. Cost $47.45 Unrealized
VERIFONE SYS INC 0.0%
Value ($000) $218 Shares 13,850 Est. Cost $28.23 Unrealized
TAP MOLSON COORS BREWING CO 0.0%
Value ($000) $209 Shares 1,900 Est. Cost Unrealized
CLLS CELLECTIS S A 0.0%
Value ($000) $205 Shares 8,500 Est. Cost $31.39 Unrealized
STKL SUNOPTA INC 0.0%
Value ($000) $194 Shares 27,500 Est. Cost $6.07 Unrealized 0.0%
NTNX NUTANIX INC 0.0%
Value ($000) $185 Shares 5,000 Est. Cost $37.00 Unrealized 0.0%
STKL SUNOPTA INC 0.0%
Value ($000) $180 Shares 25,500 Est. Cost $6.07 Unrealized 0.0%
TELEFONICA BRASIL SA 0.0%
Value ($000) $174 Shares 12,000 Est. Cost $9.02 Unrealized
JD JD COM INC 0.0%
Value ($000) $157 Shares 6,000 Est. Cost $29.59 Unrealized
GM GENERAL MTRS CO 0.0%
Value ($000) $156 Shares 4,900 Est. Cost Unrealized
CEDAR FAIR L P 0.0%
Value ($000) $155 Shares 2,700 Est. Cost $57.41 Unrealized
CYPRESS SEMICONDUCTOR CORP 0.0%
Value ($000) $148 Shares 12,100 Est. Cost $12.23 Unrealized
HIMX HIMAX TECHNOLOGIES INC 0.0%
Value ($000) $136 Shares 15,800 Est. Cost $8.26 Unrealized
XLE SELECT SECTOR SPDR TR 0.0%
Value ($000) $120 Shares 1,700 Est. Cost $60.59 Unrealized
LINE CORP 0.0%
Value ($000) $101 Shares 2,100 Est. Cost $48.10 Unrealized
TX TERNIUM SA 0.0%
Value ($000) $98 Shares 5,000 Est. Cost $18.56 Unrealized
IDT IDT CORP 0.0%
Value ($000) $90 Shares 5,200 Est. Cost $12.38 Unrealized +3.3%
SLAB SILICON LABORATORIES INC 0.0%
Value ($000) $88 Shares 1,500 Est. Cost $48.54 Unrealized +11.3%
AVY AVERY DENNISON CORP 0.0%
Value ($000) $86 Shares 1,100 Est. Cost $40.30 Unrealized +59.8%
II VI INC 0.0%
Value ($000) $83 Shares 3,400 Est. Cost $18.65 Unrealized
PROVIDENCE SVC CORP 0.0%
Value ($000) $83 Shares 1,700 Est. Cost $36.31 Unrealized
EME EMCOR GROUP INC 0.0%
Value ($000) $83 Shares 1,400 Est. Cost $45.84 Unrealized +16.2%
SNPS SYNOPSYS INC 0.0%
Value ($000) $83 Shares 1,400 Est. Cost $41.10 Unrealized +38.1%
WELLCARE HEALTH PLANS INC 0.0%
Value ($000) $82 Shares 700 Est. Cost $86.00 Unrealized
SAPIENS INTL CORP N V 0.0%
Value ($000) $82 Shares 6,400 Est. Cost $11.72 Unrealized
FDN FIRST TR EXCHANGE TRADED FD 0.0%
Value ($000) $82 Shares 1,000 Est. Cost $61.83 Unrealized
SURMODICS INC 0.0%
Value ($000) $81 Shares 2,700 Est. Cost $18.36 Unrealized
EWY ISHARES 0.0%
Value ($000) $81 Shares 1,400 Est. Cost $52.97 Unrealized
FN FABRINET 0.0%
Value ($000) $80 Shares 1,800 Est. Cost $17.04 Unrealized +132.9%
AWR AMERICAN STS WTR CO 0.0%
Value ($000) $80 Shares 2,000 Est. Cost $27.94 Unrealized +23.7%
UNF UNIFIRST CORP MASS 0.0%
Value ($000) $79 Shares 600 Est. Cost $106.16 Unrealized +10.8%
MCS MARCUS CORP 0.0%
Value ($000) $78 Shares 3,100 Est. Cost $15.99 Unrealized +43.3%
IRSA INVERSIONES Y REP S A 0.0%
Value ($000) $76 Shares 4,000 Est. Cost $12.29 Unrealized
EBS EMERGENT BIOSOLUTIONS INC 0.0%
Value ($000) $76 Shares 2,400 Est. Cost $34.87 Unrealized -16.7%
MAA MID-AMER APT CMNTYS INC 0.0%
Value ($000) $75 Shares 800 Est. Cost $72.11 Unrealized 0.0%
TELETECH HOLDINGS INC 0.0%
Value ($000) $75 Shares 2,600 Est. Cost $24.46 Unrealized
SXI STANDEX INTL CORP 0.0%
Value ($000) $74 Shares 800 Est. Cost $63.07 Unrealized +38.8%
DLX DELUXE CORP 0.0%
Value ($000) $74 Shares 1,100 Est. Cost $29.22 Unrealized +57.4%
FOOT LOCKER INC 0.0%
Value ($000) $74 Shares 1,100 Est. Cost $55.17 Unrealized
ORBOTECH LTD 0.0%
Value ($000) $74 Shares 2,500 Est. Cost $14.46 Unrealized
ATNI ATN INTL INC 0.0%
Value ($000) $72 Shares 1,100 Est. Cost $59.26 Unrealized -4.1%
BHE BENCHMARK ELECTRS INC 0.0%
Value ($000) $72 Shares 2,900 Est. Cost $17.70 Unrealized +11.1%
VSH VISHAY INTERTECHNOLOGY INC 0.0%
Value ($000) $72 Shares 5,100 Est. Cost $11.26 Unrealized -0.2%
ICFI ICF INTL INC 0.0%
Value ($000) $71 Shares 1,600 Est. Cost $35.76 Unrealized +17.3%
CLW CLEARWATER PAPER CORP 0.0%
Value ($000) $71 Shares 1,100 Est. Cost $41.69 Unrealized +51.5%
DST SYS INC DEL 0.0%
Value ($000) $71 Shares 600 Est. Cost $87.06 Unrealized
CAPELLA EDUCATION COMPANY 0.0%
Value ($000) $70 Shares 1,200 Est. Cost $74.06 Unrealized
FBT FIRST TR EXCHANGE TRADED FD 0.0%
Value ($000) $70 Shares 700 Est. Cost $103.60 Unrealized
KIMBALL INTL INC 0.0%
Value ($000) $70 Shares 5,400 Est. Cost $13.88 Unrealized
MRTN MARTEN TRANS LTD 0.0%
Value ($000) $69 Shares 3,300 Est. Cost $6.67 Unrealized +6.9%
CPS COOPER STD HLDGS INC 0.0%
Value ($000) $69 Shares 700 Est. Cost $70.97 Unrealized +32.7%
NAVIGANT CONSULTING INC 0.0%
Value ($000) $69 Shares 3,400 Est. Cost $14.86 Unrealized
ORBITAL ATK INC 0.0%
Value ($000) $69 Shares 900 Est. Cost $85.95 Unrealized
NGS NATURAL GAS SERVICES GROUP 0.0%
Value ($000) $69 Shares 2,800 Est. Cost $22.76 Unrealized +5.7%
GPRE GREEN PLAINS INC 0.0%
Value ($000) $68 Shares 2,600 Est. Cost $23.31 Unrealized +0.2%
PATK PATRICK INDS INC 0.0%
Value ($000) $68 Shares 1,100 Est. Cost $15.63 Unrealized +59.9%
NAUTILUS INC 0.0%
Value ($000) $68 Shares 3,000 Est. Cost $18.78 Unrealized
UEIC UNIVERSAL ELECTRS INC 0.0%
Value ($000) $67 Shares 900 Est. Cost $42.79 Unrealized +75.8%
KLIC KULICKE AND SOFFA INDS INC 0.0%
Value ($000) $67 Shares 5,200 Est. Cost $10.15 Unrealized +7.8%
SHOO MADDEN STEVEN LTD 0.0%
Value ($000) $66 Shares 1,900 Est. Cost $19.14 Unrealized +5.2%
ALK ALASKA AIR GROUP INC 0.0%
Value ($000) $66 Shares 1,000 Est. Cost $64.76 Unrealized -5.1%
PLUS EPLUS INC 0.0%
Value ($000) $66 Shares 700 Est. Cost $19.16 Unrealized +13.6%
CWCO CONSOLIDATED WATER CO INC 0.0%
Value ($000) $66 Shares 5,700 Est. Cost $9.02 Unrealized +15.0%
CSGS CSG SYS INTL INC 0.0%
Value ($000) $66 Shares 1,600 Est. Cost $35.23 Unrealized -2.0%
SMITH AND WESSON HLDG CORP 0.0%
Value ($000) $66 Shares 2,500 Est. Cost $27.33 Unrealized
GMED GLOBUS MED INC 0.0%
Value ($000) $65 Shares 2,900 Est. Cost $22.83 Unrealized +2.9%
HEALTHSOUTH CORP 0.0%
Value ($000) $65 Shares 1,600 Est. Cost $37.74 Unrealized
LIFEPOINT HEALTH INC 0.0%
Value ($000) $65 Shares 1,100 Est. Cost $67.78 Unrealized
PLCE CHILDRENS PL INC 0.0%
Value ($000) $64 Shares 800 Est. Cost $75.27 Unrealized +9.4%
RGP RESOURCES CONNECTION INC 0.0%
Value ($000) $64 Shares 4,300 Est. Cost $14.54 Unrealized +2.6%
DDS DILLARDS INC 0.0%
Value ($000) $63 Shares 1,000 Est. Cost $66.00 Unrealized -29.3%
PBH PRESTIGE BRANDS HLDGS INC 0.0%
Value ($000) $63 Shares 1,300 Est. Cost $55.08 Unrealized -8.2%
ENS ENERSYS 0.0%
Value ($000) $62 Shares 900 Est. Cost $54.54 Unrealized +11.6%
JJSF J AND J SNACK FOODS CORP 0.0%
Value ($000) $60 Shares 500 Est. Cost $71.42 Unrealized +44.1%
VAC MARRIOTT VACATIONS WRLDWDE C 0.0%
Value ($000) $59 Shares 800 Est. Cost $60.83 Unrealized +22.0%
LHC GROUP INC 0.0%
Value ($000) $59 Shares 1,600 Est. Cost $27.07 Unrealized
H HYATT HOTELS CORP 0.0%
Value ($000) $59 Shares 1,200 Est. Cost $56.61 Unrealized -11.9%
WLK WESTLAKE CHEM CORP 0.0%
Value ($000) $59 Shares 1,100 Est. Cost $49.76 Unrealized -15.8%
RUTHS HOSPITALITY GROUP INC 0.0%
Value ($000) $58 Shares 4,100 Est. Cost $16.29 Unrealized
NCI BUILDING SYS INC 0.0%
Value ($000) $57 Shares 3,954 Est. Cost $14.84 Unrealized
VC VISTEON CORP 0.0%
Value ($000) $57 Shares 800 Est. Cost $53.58 Unrealized +29.8%
EXLS EXLSERVICE HOLDINGS INC 0.0%
Value ($000) $55 Shares 1,100 Est. Cost $5.76 Unrealized +76.6%
SELECT COMFORT CORP 0.0%
Value ($000) $52 Shares 2,400 Est. Cost $27.78 Unrealized
U S CONCRETE INC 0.0%
Value ($000) $51 Shares 1,100 Est. Cost $55.29 Unrealized
TILE INTERFACE INC 0.0%
Value ($000) $50 Shares 3,000 Est. Cost $17.83 Unrealized -6.4%
KEP KOREA ELECTRIC PWR 0.0%
Value ($000) $49 Shares 2,000 Est. Cost $25.63 Unrealized
OMEGA PROTEIN CORP 0.0%
Value ($000) $49 Shares 2,100 Est. Cost $22.01 Unrealized
SPARTANNASH CO 0.0%
Value ($000) $46 Shares 1,600 Est. Cost $23.24 Unrealized
INGR INGREDION INC 0.0%
Value ($000) $40 Shares 300 Est. Cost $80.34 Unrealized +66.3%
POLYONE CORP 0.0%
Value ($000) $37 Shares 1,100 Est. Cost $35.86 Unrealized
FSLR FIRST SOLAR INC 0.0%
Value ($000) $32 Shares 800 Est. Cost $45.89 Unrealized -9.8%
GASS STEALTHGAS INC 0.0%
Value ($000) $28 Shares 8,200 Est. Cost $6.15 Unrealized -43.5%
WOORI BK 0.0%
Value ($000) $25 Shares 800 Est. Cost $31.25 Unrealized
EPC EDGEWELL PERS CARE CO 0.0%
Value ($000) $24 Shares 300 Est. Cost $82.42 Unrealized -10.8%
CHIMERA INVT CORP 0.0%
Value ($000) $10 Shares 600 Est. Cost $13.36 Unrealized
DG DOLLAR GEN CORP NEW 0.0%
Value ($000) $2 Shares 25 Est. Cost $62.15 Unrealized +20.7%