LMR Partners LLP Quant / Systematic

CIK: 0001578621 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Oct 20, 2014

Total Value ($000): $1,255,097 (100.0% shares, 0.0% debt)

Holdings (321)

ORCL ORACLE CORP 4.3%
Value ($000) $53,861 Shares 1,407,012 Est. Cost $34.22 Unrealized 0.0%
HCA HCA HOLDINGS INC 3.6%
Value ($000) $45,480 Shares 644,924 Est. Cost $46.26 Unrealized +32.8%
TSEM TOWER SEMICONDUCTOR LTD 3.2%
Value ($000) $39,552 Shares 38,846 Est. Cost $10.62 Unrealized 0.0%
IBM IBM 2.8%
Value ($000) $34,547 Shares 181,990 Est. Cost $110.38 Unrealized +3.6%
DOW CHEMICAL CO/THE 2.7%
Value ($000) $33,271 Shares 634,468 Est. Cost $52.26 Unrealized
CGEN COMPUGEN LTD 2.3%
Value ($000) $28,477 Shares 32,401 Est. Cost $8.87 Unrealized 0.0%
WMB WILLIAMS COS INC/THE 2.3%
Value ($000) $28,421 Shares 513,479 Est. Cost $28.84 Unrealized +4.8%
SWKS SKYWORKS SOLUTIONS INC 1.9%
Value ($000) $24,343 Shares 419,336 Est. Cost $42.77 Unrealized 0.0%
NKE NIKE INC 1.9%
Value ($000) $23,761 Shares 266,376 Est. Cost $34.32 Unrealized +0.2%
HANESBRANDS INC 1.9%
Value ($000) $23,680 Shares 220,398 Est. Cost $107.44 Unrealized
SALIX PHARMACEUTICALS LTD 1.7%
Value ($000) $21,907 Shares 140,214 Est. Cost $156.24 Unrealized
DIS WALT DISNEY CO/THE 1.7%
Value ($000) $21,391 Shares 240,269 Est. Cost $78.53 Unrealized +1.0%
DISCOVERY COMMUNICATIONS INC 1.7%
Value ($000) $20,740 Shares 548,677 Est. Cost $37.80 Unrealized
SIG SIGNET JEWELERS LTD 1.5%
Value ($000) $19,268 Shares 169,150 Est. Cost $89.82 Unrealized 0.0%
WMT WAL-MART STORES INC 1.5%
Value ($000) $19,207 Shares 251,172 Est. Cost $20.31 Unrealized 0.0%
JAZZ PHARMACEUTICALS PLC 1.5%
Value ($000) $19,000 Shares 118,337 Est. Cost $160.56 Unrealized
FNF FNF GROUP 1.5%
Value ($000) $18,861 Shares 679,921 Est. Cost $12.25 Unrealized +3.9%
FOOT LOCKER INC 1.4%
Value ($000) $17,958 Shares 322,696 Est. Cost $55.65 Unrealized
HBAN HUNTINGTON BANCSHARES INC/OH 1.4%
Value ($000) $17,842 Shares 1,833,716 Est. Cost $6.28 Unrealized +0.1%
APD AIR PRODUCTS & CHEMICALS INC 1.4%
Value ($000) $17,440 Shares 133,971 Est. Cost $92.15 Unrealized +0.3%
WAB WABTEC CORP/DE 1.4%
Value ($000) $17,143 Shares 211,532 Est. Cost $77.54 Unrealized 0.0%
V VISA INC 1.4%
Value ($000) $17,051 Shares 79,912 Est. Cost $49.43 Unrealized +0.4%
MEDIVATION INC 1.3%
Value ($000) $16,734 Shares 169,256 Est. Cost $98.87 Unrealized
REGN REGENERON PHARMACEUTICALS INC 1.3%
Value ($000) $16,603 Shares 46,054 Est. Cost $333.32 Unrealized 0.0%
COOPER COS INC/THE 1.3%
Value ($000) $16,501 Shares 105,944 Est. Cost $155.75 Unrealized
INCY INCYTE CORP 1.3%
Value ($000) $16,370 Shares 333,730 Est. Cost $50.13 Unrealized 0.0%
EL ESTEE LAUDER COS INC/THE 1.3%
Value ($000) $16,137 Shares 215,958 Est. Cost $64.88 Unrealized +0.3%
JARDEN CORP 1.3%
Value ($000) $16,094 Shares 267,735 Est. Cost $60.11 Unrealized
TRN TRINITY INDUSTRIES INC 1.3%
Value ($000) $15,994 Shares 342,328 Est. Cost $23.59 Unrealized 0.0%
FDX FEDEX CORP 1.2%
Value ($000) $15,450 Shares 95,699 Est. Cost $128.05 Unrealized +0.8%
EXPRESS SCRIPTS HOLDING CO 1.2%
Value ($000) $15,033 Shares 212,835 Est. Cost $70.63 Unrealized
LEA LEAR CORP 1.2%
Value ($000) $14,776 Shares 170,998 Est. Cost $79.35 Unrealized 0.0%
DVA DAVITA HEALTHCARE PARTNERS INC 1.1%
Value ($000) $14,003 Shares 191,448 Est. Cost $72.76 Unrealized +0.6%
MA MASTERCARD INC 1.1%
Value ($000) $13,720 Shares 185,604 Est. Cost $69.24 Unrealized +2.7%
PBYI PUMA BIOTECHNOLOGY INC 1.1%
Value ($000) $13,510 Shares 56,632 Est. Cost $205.34 Unrealized 0.0%
HARMAN INTERNATIONAL INDUSTRIE 1.1%
Value ($000) $13,427 Shares 136,954 Est. Cost $100.91 Unrealized
JUNIPER NETWORKS INC 1.0%
Value ($000) $12,493 Shares 564,019 Est. Cost $22.59 Unrealized
GOOGLE INC 1.0%
Value ($000) $12,337 Shares 21,368 Est. Cost $576.97 Unrealized
PANW PALO ALTO NETWORKS INC 0.9%
Value ($000) $11,709 Shares 119,361 Est. Cost $14.35 Unrealized 0.0%
VRSN VERISIGN INC 0.9%
Value ($000) $11,144 Shares 202,178 Est. Cost $53.54 Unrealized 0.0%
ANNALY CAPITAL MANAGEMENT INC 0.9%
Value ($000) $10,672 Shares 999,218 Est. Cost $10.97 Unrealized
EQUINIX INC 0.8%
Value ($000) $10,597 Shares 49,872 Est. Cost $184.84 Unrealized
HUBBELL INC 0.8%
Value ($000) $10,509 Shares 87,188 Est. Cost $120.53 Unrealized
LIBERTY GLOBAL PLC 0.8%
Value ($000) $10,138 Shares 247,166 Est. Cost $42.31 Unrealized
AJG ARTHUR J GALLAGHER & CO 0.8%
Value ($000) $9,735 Shares 214,621 Est. Cost $37.00 Unrealized 0.0%
COLFAX CORP 0.8%
Value ($000) $9,679 Shares 169,894 Est. Cost $56.97 Unrealized
ITW ILLINOIS TOOL WORKS INC 0.8%
Value ($000) $9,673 Shares 114,580 Est. Cost $65.83 Unrealized +0.5%
WR GRACE & CO 0.8%
Value ($000) $9,545 Shares 104,962 Est. Cost $90.94 Unrealized
TRIQUINT SEMICONDUCTOR INC 0.8%
Value ($000) $9,535 Shares 500,000 Est. Cost $19.07 Unrealized
GHC GRAHAM HOLDINGS CO 0.7%
Value ($000) $9,201 Shares 13,153 Est. Cost $380.57 Unrealized +0.3%
SNA SNAP-ON INC 0.7%
Value ($000) $9,190 Shares 75,899 Est. Cost $94.08 Unrealized +0.9%
GANNETT CO INC 0.7%
Value ($000) $8,967 Shares 302,214 Est. Cost $29.67 Unrealized
HD HOME DEPOT INC/THE 0.7%
Value ($000) $8,458 Shares 92,199 Est. Cost $60.11 Unrealized +9.3%
KR KROGER CO/THE 0.7%
Value ($000) $8,290 Shares 159,423 Est. Cost $19.30 Unrealized +5.4%
GOOGLE INC 0.6%
Value ($000) $8,081 Shares 13,734 Est. Cost $588.39 Unrealized
GD GENERAL DYNAMICS CORP 0.6%
Value ($000) $7,920 Shares 62,319 Est. Cost $88.53 Unrealized +7.4%
MCO MOODY'S CORP 0.6%
Value ($000) $7,744 Shares 81,957 Est. Cost $76.32 Unrealized +6.9%
COR AMERISOURCEBERGEN CORP 0.6%
Value ($000) $7,505 Shares 97,083 Est. Cost $54.25 Unrealized +2.3%
NCLH NORWEGIAN CRUISE LINE HOLDINGS 0.6%
Value ($000) $6,920 Shares 192,139 Est. Cost $33.96 Unrealized 0.0%
EBAY EBAY INC 0.6%
Value ($000) $6,913 Shares 122,076 Est. Cost $19.80 Unrealized 0.0%
LIBERTY MEDIA CORP 0.5%
Value ($000) $6,786 Shares 143,824 Est. Cost $47.18 Unrealized
FBIN FORTUNE BRANDS HOME & SECURITY 0.5%
Value ($000) $6,639 Shares 161,508 Est. Cost $29.78 Unrealized 0.0%
MCGRAW HILL FINANCIAL INC 0.5%
Value ($000) $6,350 Shares 75,193 Est. Cost $84.45 Unrealized
NOC NORTHROP GRUMMAN CORP 0.5%
Value ($000) $6,273 Shares 47,614 Est. Cost $100.15 Unrealized +4.4%
NVDA NVIDIA CORP 0.5%
Value ($000) $6,201 Shares 336,097 Est. Cost $0.45 Unrealized +0.7%
TRV TRAVELERS COS INC/THE 0.5%
Value ($000) $6,047 Shares 64,363 Est. Cost $72.50 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC 0.5%
Value ($000) $5,911 Shares 68,543 Est. Cost $70.34 Unrealized 0.0%
SCHW CHARLES SCHWAB CORP/THE 0.4%
Value ($000) $5,408 Shares 183,986 Est. Cost $23.05 Unrealized +7.2%
RSG REPUBLIC SERVICES INC 0.4%
Value ($000) $4,504 Shares 115,428 Est. Cost $31.17 Unrealized 0.0%
MCD MCDONALD'S CORP 0.4%
Value ($000) $4,413 Shares 46,543 Est. Cost $71.25 Unrealized 0.0%
HOLX HOLOGIC INC 0.3%
Value ($000) $4,347 Shares 178,666 Est. Cost $25.25 Unrealized 0.0%
SIRIUS XM HOLDINGS INC 0.3%
Value ($000) $4,211 Shares 1,206,571 Est. Cost $3.49 Unrealized
AON PLC 0.3%
Value ($000) $4,071 Shares 46,438 Est. Cost $90.10 Unrealized
OMC OMNICOM GROUP INC 0.3%
Value ($000) $3,866 Shares 56,147 Est. Cost $48.82 Unrealized 0.0%
ROWAN COS PLC 0.3%
Value ($000) $3,778 Shares 149,268 Est. Cost $31.93 Unrealized
FSLR FIRST SOLAR INC 0.3%
Value ($000) $3,616 Shares 54,952 Est. Cost $60.67 Unrealized +11.6%
ISRAEL CHEMICALS LTD 0.3%
Value ($000) $3,615 Shares 500,000 Est. Cost $7.23 Unrealized
QEP RESOURCES INC 0.3%
Value ($000) $3,443 Shares 111,849 Est. Cost $30.78 Unrealized
LIBERTY GLOBAL PLC 0.3%
Value ($000) $3,281 Shares 77,130 Est. Cost $44.22 Unrealized
BEN FRANKLIN RESOURCES INC 0.3%
Value ($000) $3,266 Shares 59,810 Est. Cost $33.59 Unrealized 0.0%
PII POLARIS INDUSTRIES INC 0.3%
Value ($000) $3,258 Shares 21,749 Est. Cost $144.52 Unrealized 0.0%
JD JD.COM INC 0.2%
Value ($000) $3,098 Shares 120,000 Est. Cost $28.51 Unrealized
AMT AMERICAN TOWER CORP 0.2%
Value ($000) $2,981 Shares 31,832 Est. Cost $65.90 Unrealized +10.1%
BF/B BROWN-FORMAN CORP 0.2%
Value ($000) $2,870 Shares 31,805 Est. Cost $30.00 Unrealized +0.6%
AAPL APPLE INC 0.2%
Value ($000) $2,806 Shares 27,850 Est. Cost $20.70 Unrealized +4.5%
COP CONOCOPHILLIPS 0.2%
Value ($000) $2,758 Shares 36,043 Est. Cost $55.93 Unrealized +1.3%
COCA-COLA ENTERPRISES INC 0.2%
Value ($000) $2,710 Shares 61,088 Est. Cost $45.53 Unrealized
TYCO INTERNATIONAL LTD 0.2%
Value ($000) $2,566 Shares 57,567 Est. Cost $44.57 Unrealized
PG PROCTER & GAMBLE CO/THE 0.2%
Value ($000) $2,553 Shares 30,487 Est. Cost $59.73 Unrealized 0.0%
VZ VERIZON COMMUNICATIONS INC 0.2%
Value ($000) $2,544 Shares 50,900 Est. Cost $27.80 Unrealized 0.0%
WFC WELLS FARGO & CO 0.2%
Value ($000) $2,542 Shares 49,002 Est. Cost $36.31 Unrealized +3.0%
HAL HALLIBURTON CO 0.2%
Value ($000) $2,437 Shares 37,771 Est. Cost $50.54 Unrealized +9.2%
CTAS CINTAS CORP 0.2%
Value ($000) $2,394 Shares 33,903 Est. Cost $13.44 Unrealized +5.7%
CHARTER COMMUNICATIONS INC 0.2%
Value ($000) $2,190 Shares 14,464 Est. Cost $151.41 Unrealized
WABC WESTAMERICA BANCORPORATION 0.2%
Value ($000) $2,154 Shares 46,298 Est. Cost $33.99 Unrealized 0.0%
SEIC SEI INVESTMENTS CO 0.2%
Value ($000) $2,072 Shares 57,291 Est. Cost $31.02 Unrealized 0.0%
LOGI LOGITECH INTERNATIONAL SA 0.2%
Value ($000) $1,984 Shares 154,031 Est. Cost $12.04 Unrealized -11.0%
KEX KIRBY CORP 0.2%
Value ($000) $1,919 Shares 16,281 Est. Cost $119.07 Unrealized 0.0%
DST SYSTEMS INC 0.2%
Value ($000) $1,890 Shares 22,512 Est. Cost $83.96 Unrealized
SOUTHWESTERN ENERGY CO 0.2%
Value ($000) $1,889 Shares 54,026 Est. Cost $45.54 Unrealized
CROWN CASTLE INTERNATIONAL COR 0.1%
Value ($000) $1,706 Shares 21,183 Est. Cost $80.54 Unrealized
SLB SCHLUMBERGER LTD 0.1%
Value ($000) $1,687 Shares 16,589 Est. Cost $69.09 Unrealized +15.1%
DVN DEVON ENERGY CORP 0.1%
Value ($000) $1,670 Shares 24,487 Est. Cost $49.68 Unrealized +1.2%
SYF SYNCHRONY FINANCIAL 0.1%
Value ($000) $1,618 Shares 65,919 Est. Cost $19.48 Unrealized 0.0%
QIAGEN NV 0.1%
Value ($000) $1,599 Shares 70,177 Est. Cost $22.79 Unrealized
CTRA CABOT OIL & GAS CORP 0.1%
Value ($000) $1,596 Shares 48,835 Est. Cost $25.93 Unrealized -6.6%
ANADARKO PETROLEUM CORP 0.1%
Value ($000) $1,497 Shares 14,757 Est. Cost $87.96 Unrealized
EMC CORP/MA 0.1%
Value ($000) $1,482 Shares 50,655 Est. Cost $29.26 Unrealized
QCOM QUALCOMM INC 0.1%
Value ($000) $1,477 Shares 19,760 Est. Cost $57.29 Unrealized -3.3%
DLTR DOLLAR TREE INC 0.1%
Value ($000) $1,406 Shares 25,082 Est. Cost $55.13 Unrealized 0.0%
RRC RANGE RESOURCES CORP 0.1%
Value ($000) $1,402 Shares 20,677 Est. Cost $76.29 Unrealized 0.0%
58.COM INC 0.1%
Value ($000) $1,391 Shares 37,344 Est. Cost $37.25 Unrealized
E*TRADE FINANCIAL CORP 0.1%
Value ($000) $1,358 Shares 60,143 Est. Cost $23.02 Unrealized
SUPERCOM LTD 0.1%
Value ($000) $1,346 Shares 108,960 Est. Cost $7.01 Unrealized
ZTS ZOETIS INC 0.1%
Value ($000) $1,341 Shares 36,294 Est. Cost $31.32 Unrealized 0.0%
MO ALTRIA GROUP INC 0.1%
Value ($000) $1,306 Shares 28,446 Est. Cost $20.68 Unrealized 0.0%
COF CAPITAL ONE FINANCIAL CORP 0.1%
Value ($000) $1,221 Shares 14,958 Est. Cost $66.63 Unrealized 0.0%
FCX FREEPORT-MCMORAN INC 0.1%
Value ($000) $1,162 Shares 35,594 Est. Cost $31.63 Unrealized 0.0%
SBUX STARBUCKS CORP 0.1%
Value ($000) $1,152 Shares 15,271 Est. Cost $30.85 Unrealized 0.0%
EQT EQT CORP 0.1%
Value ($000) $1,151 Shares 12,565 Est. Cost $52.61 Unrealized -7.6%
DG DOLLAR GENERAL CORP 0.1%
Value ($000) $1,120 Shares 18,326 Est. Cost $52.06 Unrealized 0.0%
VTR VENTAS INC 0.1%
Value ($000) $1,109 Shares 17,906 Est. Cost $44.22 Unrealized 0.0%
CHESAPEAKE ENERGY CORP 0.1%
Value ($000) $1,088 Shares 47,328 Est. Cost $31.07 Unrealized
HEALTH CARE REIT INC 0.1%
Value ($000) $1,082 Shares 17,360 Est. Cost $62.33 Unrealized
GS GOLDMAN SACHS GROUP INC/THE 0.1%
Value ($000) $1,053 Shares 5,734 Est. Cost $140.58 Unrealized 0.0%
AXP AMERICAN EXPRESS CO 0.1%
Value ($000) $1,029 Shares 11,750 Est. Cost $76.40 Unrealized +0.1%
AKAM AKAMAI TECHNOLOGIES INC 0.1%
Value ($000) $999 Shares 16,704 Est. Cost $56.76 Unrealized +5.9%
DB DEUTSCHE BANK AG 0.1%
Value ($000) $989 Shares 28,170 Est. Cost $26.07 Unrealized 0.0%
BK BANK OF NEW YORK MELLON CORP/T 0.1%
Value ($000) $982 Shares 25,348 Est. Cost $27.44 Unrealized +7.2%
AARON'S INC 0.1%
Value ($000) $970 Shares 39,852 Est. Cost $24.34 Unrealized
BAC BANK OF AMERICA CORP 0.1%
Value ($000) $965 Shares 56,581 Est. Cost $12.24 Unrealized +2.7%
GENERAL ELECTRIC CO 0.1%
Value ($000) $948 Shares 36,983 Est. Cost $25.63 Unrealized
GM GENERAL MOTORS CO 0.1%
Value ($000) $942 Shares 29,490 Est. Cost $26.49 Unrealized 0.0%
MONSANTO CO 0.1%
Value ($000) $898 Shares 7,979 Est. Cost $120.41 Unrealized
ADP AUTOMATIC DATA PROCESSING INC 0.1%
Value ($000) $897 Shares 10,799 Est. Cost $56.27 Unrealized 0.0%
NFLX NETFLIX INC 0.1%
Value ($000) $886 Shares 1,963 Est. Cost $5.41 Unrealized +19.8%
SBRA SABRA HEALTH CARE REIT INC 0.1%
Value ($000) $881 Shares 36,220 Est. Cost $24.32 Unrealized
VNO VORNADO REALTY TRUST 0.1%
Value ($000) $875 Shares 8,751 Est. Cost $106.72 Unrealized
ARCC ARES CAPITAL CORP 0.1%
Value ($000) $871 Shares 53,919 Est. Cost $5.65 Unrealized +0.6%
ESS ESSEX PROPERTY TRUST INC 0.1%
Value ($000) $867 Shares 4,850 Est. Cost $130.80 Unrealized 0.0%
PSX PHILLIPS 66 0.1%
Value ($000) $861 Shares 10,581 Est. Cost $54.20 Unrealized +1.7%
APACHE CORP 0.1%
Value ($000) $853 Shares 9,095 Est. Cost $93.79 Unrealized
ICE INTERCONTINENTAL EXCHANGE INC 0.1%
Value ($000) $846 Shares 4,338 Est. Cost $33.59 Unrealized -1.3%
MAR MARRIOTT INTERNATIONAL INC/DE 0.1%
Value ($000) $839 Shares 12,007 Est. Cost $52.89 Unrealized +14.5%
ALCOA INC 0.1%
Value ($000) $839 Shares 52,190 Est. Cost $14.89 Unrealized
ROST ROSS STORES INC 0.1%
Value ($000) $837 Shares 11,074 Est. Cost $31.13 Unrealized 0.0%
YUM YUM! BRANDS INC 0.1%
Value ($000) $835 Shares 11,607 Est. Cost $43.97 Unrealized -2.4%
CMCSA COMCAST CORP 0.1%
Value ($000) $815 Shares 15,166 Est. Cost $20.37 Unrealized +4.0%
F FORD MOTOR CO 0.1%
Value ($000) $799 Shares 53,989 Est. Cost $9.38 Unrealized 0.0%
CL COLGATE-PALMOLIVE CO 0.1%
Value ($000) $794 Shares 12,163 Est. Cost $50.05 Unrealized +1.3%
PAYX PAYCHEX INC 0.1%
Value ($000) $792 Shares 17,925 Est. Cost $29.74 Unrealized 0.0%
ABBV ABBVIE INC 0.1%
Value ($000) $782 Shares 13,537 Est. Cost $35.17 Unrealized 0.0%
ALL ALLSTATE CORP/THE 0.1%
Value ($000) $776 Shares 12,650 Est. Cost $44.87 Unrealized +4.6%
TJX TJX COS INC/THE 0.1%
Value ($000) $748 Shares 12,642 Est. Cost $24.12 Unrealized 0.0%
WPX ENERGY INC 0.1%
Value ($000) $696 Shares 28,957 Est. Cost $18.03 Unrealized
PSA PUBLIC STORAGE 0.1%
Value ($000) $694 Shares 4,185 Est. Cost $109.31 Unrealized +1.1%
HST HOST HOTELS & RESORTS INC 0.1%
Value ($000) $691 Shares 32,391 Est. Cost $13.46 Unrealized +4.2%
EXC EXELON CORP 0.1%
Value ($000) $691 Shares 20,283 Est. Cost $15.64 Unrealized 0.0%
NEPHROGENEX INC 0.1%
Value ($000) $689 Shares 147,250 Est. Cost $8.11 Unrealized
INTU INTUIT INC 0.1%
Value ($000) $686 Shares 7,823 Est. Cost $70.14 Unrealized +7.9%
UNP UNION PACIFIC CORP 0.1%
Value ($000) $681 Shares 6,279 Est. Cost $74.07 Unrealized +8.4%
PSEC PROSPECT CAPITAL CORP 0.1%
Value ($000) $681 Shares 68,851 Est. Cost $2.55 Unrealized +1.4%
CME CME GROUP INC/IL 0.1%
Value ($000) $670 Shares 8,375 Est. Cost $44.44 Unrealized +7.8%
AMERICAN CAPITAL LTD 0.1%
Value ($000) $659 Shares 46,541 Est. Cost $15.29 Unrealized
SANDISK CORP 0.1%
Value ($000) $651 Shares 6,648 Est. Cost $104.42 Unrealized
HCP INC 0.1%
Value ($000) $647 Shares 16,301 Est. Cost $39.69 Unrealized
TRIP TRIPADVISOR INC 0.1%
Value ($000) $634 Shares 6,942 Est. Cost $81.79 Unrealized +7.6%
TGT TARGET CORP 0.0%
Value ($000) $625 Shares 9,970 Est. Cost $43.23 Unrealized 0.0%
BXP BOSTON PROPERTIES INC 0.0%
Value ($000) $618 Shares 5,337 Est. Cost $72.91 Unrealized +1.9%
BIODELIVERY SCIENCES INTERNATI 0.0%
Value ($000) $601 Shares 35,168 Est. Cost $17.09 Unrealized
PLD PROLOGIS INC 0.0%
Value ($000) $596 Shares 15,808 Est. Cost $28.93 Unrealized -0.3%
MAC MACERICH CO/THE 0.0%
Value ($000) $572 Shares 8,973 Est. Cost $63.75 Unrealized
USB US BANCORP/MN 0.0%
Value ($000) $571 Shares 13,649 Est. Cost $27.92 Unrealized +1.8%
BED BATH & BEYOND INC 0.0%
Value ($000) $551 Shares 8,359 Est. Cost $65.92 Unrealized
NTAP NETAPP INC 0.0%
Value ($000) $536 Shares 12,470 Est. Cost $30.14 Unrealized 0.0%
BAKER HUGHES INC 0.0%
Value ($000) $525 Shares 8,082 Est. Cost $74.46 Unrealized
MOG/A MOOG INC 0.0%
Value ($000) $517 Shares 7,560 Est. Cost $64.14 Unrealized 0.0%
MICHAEL KORS HOLDINGS LTD 0.0%
Value ($000) $511 Shares 7,159 Est. Cost $71.38 Unrealized
KEURIG GREEN MOUNTAIN INC 0.0%
Value ($000) $500 Shares 3,841 Est. Cost $130.17 Unrealized
T AT&T INC 0.0%
Value ($000) $494 Shares 14,000 Est. Cost $11.90 Unrealized 0.0%
APARTMENT INVESTMENT & MANAGEM 0.0%
Value ($000) $492 Shares 15,483 Est. Cost $32.28 Unrealized
AKERS BIOSCIENCES INC 0.0%
Value ($000) $488 Shares 135,042 Est. Cost $4.56 Unrealized
ACN ACCENTURE PLC 0.0%
Value ($000) $486 Shares 5,982 Est. Cost $66.12 Unrealized 0.0%
VRE MACK-CALI REALTY CORP 0.0%
Value ($000) $486 Shares 25,431 Est. Cost $19.11 Unrealized
FNFV GROUP 0.0%
Value ($000) $484 Shares 35,159 Est. Cost $13.77 Unrealized
PHYSICIANS REALTY TRUST 0.0%
Value ($000) $480 Shares 34,968 Est. Cost $13.73 Unrealized
KMI KINDER MORGAN INC/DE 0.0%
Value ($000) $472 Shares 12,326 Est. Cost $21.42 Unrealized 0.0%
EOG EOG RESOURCES INC 0.0%
Value ($000) $472 Shares 4,770 Est. Cost $76.27 Unrealized +4.0%
OXY OCCIDENTAL PETROLEUM CORP 0.0%
Value ($000) $468 Shares 4,867 Est. Cost $68.03 Unrealized 0.0%
CSWC CAPITAL SOUTHWEST CORP 0.0%
Value ($000) $463 Shares 12,941 Est. Cost $4.52 Unrealized +5.8%
NEU NEWMARKET CORP 0.0%
Value ($000) $454 Shares 1,191 Est. Cost $320.90 Unrealized 0.0%
MONSTER BEVERAGE CORP 0.0%
Value ($000) $452 Shares 4,932 Est. Cost $71.02 Unrealized
SLM SLM CORP 0.0%
Value ($000) $451 Shares 52,647 Est. Cost $8.81 Unrealized -0.5%
MARATHON OIL CORP 0.0%
Value ($000) $451 Shares 11,994 Est. Cost $37.60 Unrealized
AIG AMERICAN INTERNATIONAL GROUP I 0.0%
Value ($000) $429 Shares 7,944 Est. Cost $41.79 Unrealized 0.0%
KIM KIMCO REALTY CORP 0.0%
Value ($000) $428 Shares 19,514 Est. Cost $13.05 Unrealized +1.9%
YAHOO! INC 0.0%
Value ($000) $418 Shares 10,235 Est. Cost $35.13 Unrealized
GLW CORNING INC 0.0%
Value ($000) $415 Shares 21,452 Est. Cost $15.67 Unrealized -1.3%
TROW T ROWE PRICE GROUP INC 0.0%
Value ($000) $404 Shares 5,144 Est. Cost $52.60 Unrealized 0.0%
JBLU JETBLUE AIRWAYS CORP 0.0%
Value ($000) $402 Shares 37,841 Est. Cost $11.42 Unrealized 0.0%
NNBR NN INC 0.0%
Value ($000) $386 Shares 14,442 Est. Cost $25.09 Unrealized 0.0%
KMB KIMBERLY-CLARK CORP 0.0%
Value ($000) $379 Shares 3,524 Est. Cost $71.75 Unrealized -1.3%
TSN TYSON FOODS INC 0.0%
Value ($000) $371 Shares 9,416 Est. Cost $30.96 Unrealized -4.3%
DR PEPPER SNAPPLE GROUP INC 0.0%
Value ($000) $370 Shares 5,751 Est. Cost $58.59 Unrealized
APOLLO INVESTMENT CORP 0.0%
Value ($000) $366 Shares 44,790 Est. Cost $8.31 Unrealized
FITB FIFTH THIRD BANCORP 0.0%
Value ($000) $348 Shares 17,405 Est. Cost $14.28 Unrealized -2.5%
LAKE SHORE GOLD CORP 0.0%
Value ($000) $342 Shares 336,120 Est. Cost $1.02 Unrealized
TEKMIRA PHARMACEUTICALS CORP 0.0%
Value ($000) $337 Shares 15,895 Est. Cost $21.20 Unrealized
OMER OMEROS CORP 0.0%
Value ($000) $324 Shares 25,449 Est. Cost $14.00 Unrealized 0.0%
CRVL CORVEL CORP 0.0%
Value ($000) $323 Shares 9,472 Est. Cost $13.48 Unrealized 0.0%
EW EDWARDS LIFESCIENCES CORP 0.0%
Value ($000) $323 Shares 3,164 Est. Cost $13.30 Unrealized +18.7%
PRA PROASSURANCE CORP 0.0%
Value ($000) $314 Shares 7,129 Est. Cost $45.04 Unrealized 0.0%
NAUTILUS INC 0.0%
Value ($000) $301 Shares 25,211 Est. Cost $11.94 Unrealized
BFS SAUL CENTERS INC 0.0%
Value ($000) $296 Shares 6,330 Est. Cost $46.76 Unrealized
LUV SOUTHWEST AIRLINES CO 0.0%
Value ($000) $296 Shares 8,777 Est. Cost $22.15 Unrealized +21.4%
EA ELECTRONIC ARTS INC 0.0%
Value ($000) $296 Shares 8,326 Est. Cost $31.57 Unrealized +12.2%
AZO AUTOZONE INC 0.0%
Value ($000) $295 Shares 578 Est. Cost $528.97 Unrealized -0.4%
PROGENICS PHARMACEUTICALS INC 0.0%
Value ($000) $292 Shares 56,338 Est. Cost $5.18 Unrealized
NSC NORFOLK SOUTHERN CORP 0.0%
Value ($000) $292 Shares 2,622 Est. Cost $75.18 Unrealized +9.9%
NATIONAL OILWELL VARCO INC 0.0%
Value ($000) $284 Shares 3,732 Est. Cost $76.10 Unrealized
CATCHMARK TIMBER TRUST INC 0.0%
Value ($000) $284 Shares 25,894 Est. Cost $10.97 Unrealized
MAIN MAIN STREET CAPITAL CORP 0.0%
Value ($000) $283 Shares 9,235 Est. Cost $31.47 Unrealized +1.6%
CSX CSX CORP 0.0%
Value ($000) $280 Shares 8,739 Est. Cost $7.67 Unrealized +12.4%
FIFTH STREET FINANCE CORP 0.0%
Value ($000) $280 Shares 30,447 Est. Cost $9.83 Unrealized
CBKCQ CHRISTOPHER & BANKS CORP 0.0%
Value ($000) $279 Shares 28,169 Est. Cost $9.59 Unrealized 0.0%
CCL CARNIVAL CORP 0.0%
Value ($000) $277 Shares 6,895 Est. Cost $32.52 Unrealized -1.6%
MEDICAL ACTION INDUSTRIES INC 0.0%
Value ($000) $268 Shares 19,444 Est. Cost $13.71 Unrealized
WINDSTREAM HOLDINGS INC 0.0%
Value ($000) $262 Shares 24,354 Est. Cost $9.96 Unrealized
ADT CORP/THE 0.0%
Value ($000) $261 Shares 7,350 Est. Cost $35.51 Unrealized
REYNOLDS AMERICAN INC 0.0%
Value ($000) $259 Shares 4,388 Est. Cost $60.34 Unrealized
SO SOUTHERN CO/THE 0.0%
Value ($000) $258 Shares 5,927 Est. Cost $27.11 Unrealized 0.0%
EZPW EZCORP INC 0.0%
Value ($000) $254 Shares 25,659 Est. Cost $10.37 Unrealized 0.0%
WY WEYERHAEUSER CO 0.0%
Value ($000) $252 Shares 7,910 Est. Cost $21.05 Unrealized 0.0%
SLRC SOLAR CAPITAL LTD 0.0%
Value ($000) $251 Shares 13,422 Est. Cost $7.28 Unrealized -3.9%
PS BUSINESS PARKS INC 0.0%
Value ($000) $247 Shares 3,234 Est. Cost $76.38 Unrealized
SUNESIS PHARMACEUTICALS INC 0.0%
Value ($000) $246 Shares 34,409 Est. Cost $7.15 Unrealized
TRAVELCENTERS OF AMERICA LLC 0.0%
Value ($000) $244 Shares 24,750 Est. Cost $9.86 Unrealized
KRAFT FOODS GROUP INC 0.0%
Value ($000) $243 Shares 4,307 Est. Cost $56.42 Unrealized
TGTX TG THERAPEUTICS INC 0.0%
Value ($000) $241 Shares 22,557 Est. Cost $9.27 Unrealized 0.0%
PEP PEPSICO INC 0.0%
Value ($000) $240 Shares 2,579 Est. Cost $64.88 Unrealized 0.0%
PTC PTC INC 0.0%
Value ($000) $240 Shares 6,513 Est. Cost $36.03 Unrealized +6.1%
HSY HERSHEY CO/THE 0.0%
Value ($000) $238 Shares 2,491 Est. Cost $74.38 Unrealized -5.1%
TETRAPHASE PHARMACEUTICALS INC 0.0%
Value ($000) $235 Shares 11,801 Est. Cost $19.91 Unrealized
PIONEER NATURAL RESOURCES CO 0.0%
Value ($000) $232 Shares 1,174 Est. Cost $229.81 Unrealized
US CONCRETE INC 0.0%
Value ($000) $225 Shares 8,632 Est. Cost $26.07 Unrealized
AIR AAR CORP 0.0%
Value ($000) $223 Shares 9,205 Est. Cost $25.66 Unrealized 0.0%
DUK DUKE ENERGY CORP 0.0%
Value ($000) $216 Shares 2,896 Est. Cost $45.64 Unrealized 0.0%
NOBLE ENERGY INC 0.0%
Value ($000) $215 Shares 3,153 Est. Cost $74.22 Unrealized
SHW SHERWIN-WILLIAMS CO/THE 0.0%
Value ($000) $213 Shares 973 Est. Cost $59.87 Unrealized +6.6%
FISV FISERV INC 0.0%
Value ($000) $212 Shares 3,280 Est. Cost $29.64 Unrealized +6.6%
ORLY O'REILLY AUTOMOTIVE INC 0.0%
Value ($000) $210 Shares 1,399 Est. Cost $9.87 Unrealized +3.5%
CLX CLOROX CO/THE 0.0%
Value ($000) $209 Shares 2,180 Est. Cost $64.50 Unrealized +1.8%
MEAD JOHNSON NUTRITION CO 0.0%
Value ($000) $208 Shares 2,158 Est. Cost $93.20 Unrealized
FAIRPOINT COMMUNICATIONS INC 0.0%
Value ($000) $204 Shares 13,437 Est. Cost $15.18 Unrealized
PC-TEL INC 0.0%
Value ($000) $200 Shares 26,349 Est. Cost $8.08 Unrealized
PROV PROVIDENT FINANCIAL HOLDINGS I 0.0%
Value ($000) $195 Shares 13,389 Est. Cost $14.40 Unrealized +1.8%
WSBF WATERSTONE FINANCIAL INC 0.0%
Value ($000) $194 Shares 16,755 Est. Cost $11.44 Unrealized 0.0%
BSET BASSETT FURNITURE INDUSTRIES I 0.0%
Value ($000) $191 Shares 13,965 Est. Cost $8.33 Unrealized +9.9%
VIOLIN MEMORY INC 0.0%
Value ($000) $184 Shares 37,706 Est. Cost $4.88 Unrealized
CEMPRA INC 0.0%
Value ($000) $182 Shares 16,679 Est. Cost $10.91 Unrealized
HTGC HERCULES TECHNOLOGY GROWTH CAP 0.0%
Value ($000) $172 Shares 11,871 Est. Cost $14.64 Unrealized +8.1%
COURIER CORP 0.0%
Value ($000) $166 Shares 13,459 Est. Cost $14.93 Unrealized
FOLD AMICUS THERAPEUTICS INC 0.0%
Value ($000) $163 Shares 27,459 Est. Cost $2.35 Unrealized +123.2%
CAPITOL ACQUISITION CORP II 0.0%
Value ($000) $160 Shares 16,274 Est. Cost $9.82 Unrealized
ESSA BANCORP INC 0.0%
Value ($000) $159 Shares 14,082 Est. Cost $11.14 Unrealized
LCNB LCNB CORP 0.0%
Value ($000) $158 Shares 10,541 Est. Cost $9.46 Unrealized -1.3%
HOFT HOOKER FURNITURE CORP 0.0%
Value ($000) $157 Shares 10,330 Est. Cost $14.57 Unrealized +5.3%
FIRST SECURITY GROUP INC/TN 0.0%
Value ($000) $151 Shares 75,929 Est. Cost $2.17 Unrealized
WESTFIELD FINANCIAL INC 0.0%
Value ($000) $149 Shares 21,214 Est. Cost $7.46 Unrealized
HBIO HARVARD BIOSCIENCE INC 0.0%
Value ($000) $144 Shares 35,428 Est. Cost $4.20 Unrealized +9.5%
TRC COS INC 0.0%
Value ($000) $142 Shares 21,767 Est. Cost $6.22 Unrealized
LUBY'S INC 0.0%
Value ($000) $140 Shares 26,405 Est. Cost $5.88 Unrealized
MAVENIR SYSTEMS INC 0.0%
Value ($000) $135 Shares 10,786 Est. Cost $12.52 Unrealized
EVOKE PHARMA INC 0.0%
Value ($000) $131 Shares 23,882 Est. Cost $8.33 Unrealized
PNNT PENNANTPARK INVESTMENT CORP 0.0%
Value ($000) $129 Shares 11,866 Est. Cost $2.61 Unrealized +7.3%
ARC DOCUMENT SOLUTIONS INC 0.0%
Value ($000) $119 Shares 14,613 Est. Cost $8.14 Unrealized
CASCADE BANCORP 0.0%
Value ($000) $117 Shares 23,180 Est. Cost $5.05 Unrealized
CALAMOS ASSET MANAGEMENT INC 0.0%
Value ($000) $114 Shares 10,113 Est. Cost $11.27 Unrealized
PARAMOUNT GOLD AND SILVER CORP 0.0%
Value ($000) $101 Shares 112,518 Est. Cost $0.96 Unrealized
BLACKROCK KELSO CAPITAL CORP 0.0%
Value ($000) $100 Shares 11,658 Est. Cost $9.11 Unrealized
MOSYS INC 0.0%
Value ($000) $97 Shares 40,166 Est. Cost $3.15 Unrealized
OHA INVESTMENT CORP 0.0%
Value ($000) $94 Shares 15,208 Est. Cost $6.18 Unrealized
IMPERIAL HOLDINGS INC 0.0%
Value ($000) $86 Shares 13,336 Est. Cost $6.80 Unrealized
ISSC INNOVATIVE SOLUTIONS & SUPPORT 0.0%
Value ($000) $77 Shares 14,741 Est. Cost $6.95 Unrealized -13.8%
API TECHNOLOGIES CORP 0.0%
Value ($000) $77 Shares 32,835 Est. Cost $2.73 Unrealized
LINC LINCOLN EDUCATIONAL SERVICES C 0.0%
Value ($000) $75 Shares 26,756 Est. Cost $3.85 Unrealized -18.8%
GNE GENIE ENERGY LTD 0.0%
Value ($000) $73 Shares 10,455 Est. Cost $7.91 Unrealized -7.7%
BIOCEPT INC 0.0%
Value ($000) $72 Shares 29,398 Est. Cost $7.34 Unrealized
TECUMSEH PRODUCTS CO 0.0%
Value ($000) $68 Shares 15,835 Est. Cost $5.11 Unrealized
MCG CAPITAL CORP 0.0%
Value ($000) $67 Shares 19,225 Est. Cost $3.92 Unrealized
TGC INDUSTRIES INC 0.0%
Value ($000) $63 Shares 16,559 Est. Cost $5.45 Unrealized
DIVERSIFIED RESTAURANT HOLDING 0.0%
Value ($000) $61 Shares 12,450 Est. Cost $4.90 Unrealized
TRANS WORLD ENTERTAINMENT CORP 0.0%
Value ($000) $58 Shares 15,755 Est. Cost $3.80 Unrealized
BLUELINX HOLDINGS INC 0.0%
Value ($000) $53 Shares 40,488 Est. Cost $1.39 Unrealized
PLANET PAYMENT INC 0.0%
Value ($000) $42 Shares 21,179 Est. Cost $2.84 Unrealized
ALPHATEC HOLDINGS INC 0.0%
Value ($000) $42 Shares 24,546 Est. Cost $1.63 Unrealized
IMATION CORP 0.0%
Value ($000) $40 Shares 13,679 Est. Cost $3.45 Unrealized
WESTELL TECHNOLOGIES INC 0.0%
Value ($000) $39 Shares 21,589 Est. Cost $2.44 Unrealized
CURIS INC 0.0%
Value ($000) $36 Shares 25,379 Est. Cost $1.86 Unrealized
LIFEVANTAGE CORP 0.0%
Value ($000) $33 Shares 29,216 Est. Cost $1.44 Unrealized
URG UR-ENERGY INC 0.0%
Value ($000) $33 Shares 32,443 Est. Cost $1.22 Unrealized -8.2%
ARQULE INC 0.0%
Value ($000) $31 Shares 27,670 Est. Cost $1.55 Unrealized
GENERAL MOLY INC 0.0%
Value ($000) $25 Shares 34,605 Est. Cost $1.15 Unrealized
MIDWAY GOLD CORP 0.0%
Value ($000) $25 Shares 24,289 Est. Cost $0.90 Unrealized
VICAL INC 0.0%
Value ($000) $25 Shares 23,104 Est. Cost $1.22 Unrealized
ANADIGICS INC 0.0%
Value ($000) $24 Shares 35,828 Est. Cost $0.81 Unrealized
AVIAT NETWORKS INC 0.0%
Value ($000) $24 Shares 13,256 Est. Cost $1.28 Unrealized
SUPPORT.COM INC 0.0%
Value ($000) $24 Shares 11,424 Est. Cost $2.71 Unrealized
TOWERSTREAM CORP 0.0%
Value ($000) $23 Shares 15,489 Est. Cost $1.94 Unrealized
CORONADO BIOSCIENCES INC 0.0%
Value ($000) $22 Shares 10,382 Est. Cost $1.71 Unrealized
CDVIQ CAL DIVE INTERNATIONAL INC 0.0%
Value ($000) $20 Shares 21,197 Est. Cost $1.47 Unrealized -32.2%
UEC URANIUM ENERGY CORP 0.0%
Value ($000) $20 Shares 16,661 Est. Cost $1.42 Unrealized +6.5%
ODYSSEY MARINE EXPLORATION INC 0.0%
Value ($000) $18 Shares 19,933 Est. Cost $1.68 Unrealized
RADIOSHACK CORP 0.0%
Value ($000) $17 Shares 16,948 Est. Cost $0.99 Unrealized
AMERICAN APPAREL INC 0.0%
Value ($000) $16 Shares 20,183 Est. Cost $0.90 Unrealized
ENZN ENZON PHARMACEUTICALS INC 0.0%
Value ($000) $13 Shares 11,250 Est. Cost $0.07 Unrealized +29.5%
AVEO PHARMACEUTICALS INC 0.0%
Value ($000) $13 Shares 11,231 Est. Cost $1.83 Unrealized
WET SEAL INC/THE 0.0%
Value ($000) $11 Shares 20,626 Est. Cost $0.91 Unrealized
ROCK CREEK PHARMACEUTICALS INC 0.0%
Value ($000) $10 Shares 34,313 Est. Cost $0.59 Unrealized
NANOSPHERE INC 0.0%
Value ($000) $6 Shares 11,813 Est. Cost $1.57 Unrealized
CORINTHIAN COLLEGES INC 0.0%
Value ($000) $1 Shares 17,157 Est. Cost $0.30 Unrealized