LMR Partners LLP Quant / Systematic

CIK: 0001578621 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 5, 2015

Total Value ($000): $914,585 (100.0% shares, 0.0% debt)

Holdings (305)

CMCSA COMCAST CORP 5.8%
Value ($000) $53,056 Shares 932,760 Est. Cost $23.22 Unrealized +0.5%
TWENTY-FIRST CENTURY FOX INC 4.6%
Value ($000) $42,082 Shares 1,559,745 Est. Cost $27.91 Unrealized
EQIX EQUINIX INC 3.0%
Value ($000) $27,306 Shares 99,876 Est. Cost $198.92 Unrealized +8.2%
NXPI NXP SEMICONDUCTORS NV 2.9%
Value ($000) $26,304 Shares 302,102 Est. Cost $83.60 Unrealized -4.2%
BABA ALIBABA GROUP HOLDING LTD 2.8%
Value ($000) $25,933 Shares 439,775 Est. Cost $67.32 Unrealized
BIDU BAIDU INC 2.8%
Value ($000) $25,595 Shares 186,268 Est. Cost $158.20 Unrealized
PSX PHILLIPS 66 2.5%
Value ($000) $22,861 Shares 297,512 Est. Cost $54.03 Unrealized +0.0%
DIREXION DAILY CSI 300 CHINA A 2.4%
Value ($000) $21,520 Shares 425,386 Est. Cost $44.20 Unrealized
ILMN ILLUMINA INC 2.0%
Value ($000) $18,461 Shares 105,000 Est. Cost $202.14 Unrealized 0.0%
TIME WARNER CABLE INC 1.8%
Value ($000) $16,143 Shares 90,000 Est. Cost $172.10 Unrealized
PRECISION CASTPARTS CORP 1.8%
Value ($000) $16,080 Shares 70,000 Est. Cost $229.71 Unrealized
NTES NETEASE INC 1.7%
Value ($000) $15,538 Shares 129,358 Est. Cost $129.31 Unrealized
JD JD.COM INC 1.6%
Value ($000) $14,524 Shares 557,343 Est. Cost $28.40 Unrealized
CHKP CHECK POINT SOFTWARE TECHNOLOG 1.4%
Value ($000) $13,102 Shares 165,156 Est. Cost $81.35 Unrealized -1.8%
KHC KRAFT HEINZ CO/THE 1.3%
Value ($000) $12,016 Shares 170,246 Est. Cost $47.82 Unrealized 0.0%
DISH NETWORK CORP 1.3%
Value ($000) $11,739 Shares 201,220 Est. Cost $58.34 Unrealized
CFG CITIZENS FINANCIAL GROUP INC 1.2%
Value ($000) $11,057 Shares 463,422 Est. Cost $17.55 Unrealized 0.0%
CTRIP.COM INTERNATIONAL LTD 1.2%
Value ($000) $10,659 Shares 168,705 Est. Cost $66.17 Unrealized
CABLEVISION SYSTEMS CORP 1.2%
Value ($000) $10,553 Shares 325,000 Est. Cost $30.48 Unrealized
BF/B BROWN-FORMAN CORP 1.1%
Value ($000) $10,480 Shares 108,152 Est. Cost $33.58 Unrealized +1.0%
USB US BANCORP 1.1%
Value ($000) $10,287 Shares 250,852 Est. Cost $29.81 Unrealized 0.0%
ABBV ABBVIE INC 1.0%
Value ($000) $9,465 Shares 173,957 Est. Cost $42.03 Unrealized +1.2%
MOBILEYE NV 1.0%
Value ($000) $8,870 Shares 195,026 Est. Cost $47.92 Unrealized
GPN GLOBAL PAYMENTS INC 1.0%
Value ($000) $8,822 Shares 76,892 Est. Cost $52.78 Unrealized 0.0%
MD MEDNAX INC 0.9%
Value ($000) $8,439 Shares 109,896 Est. Cost $80.69 Unrealized 0.0%
IDXX IDEXX LABORATORIES INC 0.9%
Value ($000) $7,942 Shares 106,955 Est. Cost $71.63 Unrealized 0.0%
SBNY SIGNATURE BANK/NEW YORK NY 0.9%
Value ($000) $7,933 Shares 57,668 Est. Cost $137.56 Unrealized
IBKR INTERACTIVE BROKERS GROUP INC 0.9%
Value ($000) $7,894 Shares 200,000 Est. Cost $8.26 Unrealized +15.6%
SPIRIT AEROSYSTEMS HOLDINGS IN 0.9%
Value ($000) $7,892 Shares 163,268 Est. Cost $48.34 Unrealized
WSM WILLIAMS-SONOMA INC 0.8%
Value ($000) $7,574 Shares 99,202 Est. Cost $31.78 Unrealized 0.0%
FTNT FORTINET INC 0.8%
Value ($000) $7,041 Shares 165,747 Est. Cost $8.85 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC 0.7%
Value ($000) $6,834 Shares 58,917 Est. Cost $84.76 Unrealized +19.4%
DXCM DEXCOM INC 0.7%
Value ($000) $6,366 Shares 74,143 Est. Cost $21.97 Unrealized +1.6%
AETNA INC 0.7%
Value ($000) $6,273 Shares 57,327 Est. Cost $107.51 Unrealized
SAPIENS INTERNATIONAL CORP NV 0.7%
Value ($000) $6,111 Shares 5,477 Est. Cost $1115.76 Unrealized
KYTHERA BIOPHARMACEUTICALS INC 0.7%
Value ($000) $6,029 Shares 80,400 Est. Cost $74.99 Unrealized
DHR DANAHER CORP 0.7%
Value ($000) $5,976 Shares 70,123 Est. Cost $35.90 Unrealized +0.3%
MSCI MSCI INC 0.6%
Value ($000) $5,943 Shares 99,936 Est. Cost $56.21 Unrealized 0.0%
SKECHERS U.S.A. INC 0.6%
Value ($000) $5,308 Shares 39,593 Est. Cost $134.06 Unrealized
58.COM INC 0.5%
Value ($000) $5,010 Shares 106,490 Est. Cost $52.43 Unrealized
IMS HEALTH HOLDINGS INC 0.5%
Value ($000) $4,963 Shares 170,538 Est. Cost $29.10 Unrealized
CHARTER COMMUNICATIONS INC 0.5%
Value ($000) $4,953 Shares 28,163 Est. Cost $175.87 Unrealized
WR GRACE & CO 0.5%
Value ($000) $4,855 Shares 52,178 Est. Cost $93.05 Unrealized
OM GROUP INC 0.5%
Value ($000) $4,834 Shares 147,000 Est. Cost $32.88 Unrealized
ZTS ZOETIS INC 0.5%
Value ($000) $4,747 Shares 115,276 Est. Cost $39.32 Unrealized +8.7%
BR BROADRIDGE FINANCIAL SOLUTIONS 0.5%
Value ($000) $4,722 Shares 85,314 Est. Cost $44.82 Unrealized 0.0%
HOME PROPERTIES INC 0.5%
Value ($000) $4,573 Shares 61,169 Est. Cost $74.76 Unrealized
STANCORP FINANCIAL GROUP INC 0.5%
Value ($000) $4,568 Shares 40,000 Est. Cost $114.20 Unrealized
BROOKFIELD ASSET MANAGEMENT IN 0.5%
Value ($000) $4,483 Shares 142,126 Est. Cost $31.54 Unrealized
CDW CDW CORP/DE 0.5%
Value ($000) $4,308 Shares 105,444 Est. Cost $33.56 Unrealized 0.0%
NWSA NEWS CORP 0.5%
Value ($000) $4,293 Shares 340,159 Est. Cost $12.39 Unrealized -1.3%
SABR SABRE CORP 0.5%
Value ($000) $4,293 Shares 157,951 Est. Cost $27.04 Unrealized 0.0%
SSNC SS&C TECHNOLOGIES HOLDINGS INC 0.5%
Value ($000) $4,206 Shares 60,052 Est. Cost $33.30 Unrealized +1.4%
DE DEERE & CO 0.4%
Value ($000) $4,032 Shares 54,487 Est. Cost $73.33 Unrealized +0.0%
FDS FACTSET RESEARCH SYSTEMS INC 0.4%
Value ($000) $3,978 Shares 24,895 Est. Cost $146.84 Unrealized 0.0%
CANADIAN PACIFIC RAILWAY LTD 0.4%
Value ($000) $3,927 Shares 27,299 Est. Cost $143.85 Unrealized
AAPL APPLE INC 0.4%
Value ($000) $3,901 Shares 35,368 Est. Cost $22.77 Unrealized +15.4%
TGT TARGET CORP 0.4%
Value ($000) $3,617 Shares 45,979 Est. Cost $57.91 Unrealized +1.3%
INGR INGREDION INC 0.4%
Value ($000) $3,611 Shares 41,356 Est. Cost $85.73 Unrealized 0.0%
DEALERTRACK TECHNOLOGIES INC 0.4%
Value ($000) $3,593 Shares 56,876 Est. Cost $63.01 Unrealized
MACQUARIE INFRASTRUCTURE CORP 0.4%
Value ($000) $3,582 Shares 47,975 Est. Cost $74.66 Unrealized
AMERCO 0.4%
Value ($000) $3,548 Shares 9,018 Est. Cost $393.44 Unrealized
AIG AMERICAN INTERNATIONAL GROUP I 0.4%
Value ($000) $3,493 Shares 61,480 Est. Cost $47.19 Unrealized 0.0%
NVR NVR INC 0.4%
Value ($000) $3,427 Shares 2,247 Est. Cost $1493.76 Unrealized 0.0%
STRATEGIC HOTELS & RESORTS INC 0.4%
Value ($000) $3,388 Shares 245,692 Est. Cost $13.79 Unrealized
SYMETRA FINANCIAL CORP 0.4%
Value ($000) $3,358 Shares 106,138 Est. Cost $31.64 Unrealized
GD GENERAL DYNAMICS CORP 0.4%
Value ($000) $3,313 Shares 24,015 Est. Cost $104.88 Unrealized +10.1%
HD SUPPLY HOLDINGS INC 0.4%
Value ($000) $3,311 Shares 115,686 Est. Cost $28.62 Unrealized
NEW ORIENTAL EDUCATION & TECHN 0.4%
Value ($000) $3,252 Shares 160,914 Est. Cost $21.77 Unrealized
INTEGRATED SILICON SOLUTION IN 0.4%
Value ($000) $3,224 Shares 150,062 Est. Cost $21.48 Unrealized
MLCO MELCO CROWN ENTERTAINMENT LTD 0.3%
Value ($000) $3,142 Shares 228,329 Est. Cost $15.62 Unrealized
TRV TRAVELERS COS INC/THE 0.3%
Value ($000) $3,068 Shares 30,828 Est. Cost $81.29 Unrealized +0.0%
MIDD MIDDLEBY CORP/THE 0.3%
Value ($000) $2,979 Shares 28,323 Est. Cost $115.19 Unrealized 0.0%
SVB FINANCIAL GROUP 0.3%
Value ($000) $2,889 Shares 25,003 Est. Cost $115.55 Unrealized
HIG HARTFORD FINANCIAL SERVICES GR 0.3%
Value ($000) $2,887 Shares 63,049 Est. Cost $35.02 Unrealized +5.6%
LMT LOCKHEED MARTIN CORP 0.3%
Value ($000) $2,837 Shares 13,686 Est. Cost $139.81 Unrealized +10.1%
CSL CARLISLE COS INC 0.3%
Value ($000) $2,821 Shares 32,282 Est. Cost $87.63 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.3%
Value ($000) $2,821 Shares 46,266 Est. Cost $49.47 Unrealized +0.3%
NKE NIKE INC 0.3%
Value ($000) $2,742 Shares 22,295 Est. Cost $40.77 Unrealized +21.6%
ACE LTD 0.3%
Value ($000) $2,740 Shares 26,501 Est. Cost $103.39 Unrealized
HRB H&R BLOCK INC 0.3%
Value ($000) $2,653 Shares 73,283 Est. Cost $22.90 Unrealized 0.0%
MSG NETWORKS INC 0.3%
Value ($000) $2,609 Shares 36,164 Est. Cost $72.14 Unrealized
MKC MCCORMICK & CO INC/MD 0.3%
Value ($000) $2,597 Shares 31,600 Est. Cost $33.36 Unrealized 0.0%
ROST ROSS STORES INC 0.3%
Value ($000) $2,580 Shares 53,219 Est. Cost $42.33 Unrealized +8.9%
CLECO CORP 0.3%
Value ($000) $2,550 Shares 47,908 Est. Cost $53.62 Unrealized
SOLERA HOLDINGS INC 0.3%
Value ($000) $2,484 Shares 46,000 Est. Cost $54.00 Unrealized
GENERAL GROWTH PROPERTIES INC 0.3%
Value ($000) $2,483 Shares 95,611 Est. Cost $27.66 Unrealized
SEATTLE GENETICS INC 0.3%
Value ($000) $2,436 Shares 63,181 Est. Cost $38.56 Unrealized
AZO AUTOZONE INC 0.3%
Value ($000) $2,364 Shares 3,265 Est. Cost $613.07 Unrealized +15.5%
DAL DELTA AIR LINES INC 0.3%
Value ($000) $2,363 Shares 52,656 Est. Cost $38.69 Unrealized +2.2%
DRI DARDEN RESTAURANTS INC 0.2%
Value ($000) $2,277 Shares 33,229 Est. Cost $39.53 Unrealized +19.4%
DG DOLLAR GENERAL CORP 0.2%
Value ($000) $2,273 Shares 31,370 Est. Cost $62.79 Unrealized +6.4%
SEAGATE TECHNOLOGY PLC 0.2%
Value ($000) $2,271 Shares 50,688 Est. Cost $52.64 Unrealized
PNC PNC FINANCIAL SERVICES GROUP I 0.2%
Value ($000) $2,246 Shares 25,172 Est. Cost $67.68 Unrealized -0.0%
HEWLETT-PACKARD CO 0.2%
Value ($000) $2,246 Shares 87,685 Est. Cost $25.61 Unrealized
COF CAPITAL ONE FINANCIAL CORP 0.2%
Value ($000) $2,236 Shares 30,825 Est. Cost $66.58 Unrealized -0.0%
MDLZ MONDELEZ INTERNATIONAL INC 0.2%
Value ($000) $2,199 Shares 52,522 Est. Cost $33.29 Unrealized +2.2%
SPX FLOW INC 0.2%
Value ($000) $2,193 Shares 63,706 Est. Cost $34.42 Unrealized
ARE ALEXANDRIA REAL ESTATE EQUITIE 0.2%
Value ($000) $2,172 Shares 25,658 Est. Cost $62.22 Unrealized 0.0%
PERRIGO CO PLC 0.2%
Value ($000) $2,154 Shares 13,700 Est. Cost $157.23 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.2%
Value ($000) $2,134 Shares 49,065 Est. Cost $27.01 Unrealized 0.0%
ALL ALLSTATE CORP/THE 0.2%
Value ($000) $2,117 Shares 36,355 Est. Cost $49.02 Unrealized +1.5%
AAL AMERICAN AIRLINES GROUP INC 0.2%
Value ($000) $2,070 Shares 53,303 Est. Cost $43.35 Unrealized -9.8%
GAP GAP INC/THE 0.2%
Value ($000) $2,000 Shares 70,195 Est. Cost $23.79 Unrealized 0.0%
MO ALTRIA GROUP INC 0.2%
Value ($000) $1,993 Shares 36,630 Est. Cost $24.73 Unrealized +9.2%
GS GOLDMAN SACHS GROUP INC/THE 0.2%
Value ($000) $1,966 Shares 11,312 Est. Cost $150.32 Unrealized +5.7%
TAC TRANSALTA CORP 0.2%
Value ($000) $1,957 Shares 420,407 Est. Cost $5.70 Unrealized 0.0%
ORLY O'REILLY AUTOMOTIVE INC 0.2%
Value ($000) $1,946 Shares 7,785 Est. Cost $12.85 Unrealized +25.6%
HAS HASBRO INC 0.2%
Value ($000) $1,943 Shares 26,939 Est. Cost $45.79 Unrealized +19.8%
ELV ANTHEM INC 0.2%
Value ($000) $1,897 Shares 13,547 Est. Cost $110.25 Unrealized +17.8%
DIS WALT DISNEY CO/THE 0.2%
Value ($000) $1,876 Shares 18,352 Est. Cost $100.00 Unrealized -0.3%
ED CONSOLIDATED EDISON INC 0.2%
Value ($000) $1,806 Shares 27,019 Est. Cost $43.44 Unrealized 0.0%
BB&T CORP 0.2%
Value ($000) $1,793 Shares 50,348 Est. Cost $36.66 Unrealized
SEE SEALED AIR CORP 0.2%
Value ($000) $1,777 Shares 37,906 Est. Cost $35.51 Unrealized +22.1%
TJX TJX COS INC/THE 0.2%
Value ($000) $1,724 Shares 24,152 Est. Cost $30.34 Unrealized 0.0%
ATHM AUTOHOME INC 0.2%
Value ($000) $1,714 Shares 52,680 Est. Cost $39.59 Unrealized
EQT EQT CORP 0.2%
Value ($000) $1,706 Shares 26,335 Est. Cost $39.36 Unrealized -4.8%
XL GROUP PLC 0.2%
Value ($000) $1,704 Shares 46,927 Est. Cost $36.31 Unrealized
LUV SOUTHWEST AIRLINES CO 0.2%
Value ($000) $1,697 Shares 44,611 Est. Cost $32.35 Unrealized +1.2%
VLO VALERO ENERGY CORP 0.2%
Value ($000) $1,683 Shares 28,009 Est. Cost $35.31 Unrealized +19.4%
BAC BANK OF AMERICA CORP 0.2%
Value ($000) $1,667 Shares 107,034 Est. Cost $13.45 Unrealized 0.0%
HD HOME DEPOT INC/THE 0.2%
Value ($000) $1,663 Shares 14,397 Est. Cost $68.51 Unrealized +32.0%
F FORD MOTOR CO 0.2%
Value ($000) $1,649 Shares 121,536 Est. Cost $8.35 Unrealized -2.5%
SBUX STARBUCKS CORP 0.2%
Value ($000) $1,643 Shares 28,906 Est. Cost $38.34 Unrealized +18.2%
MMM 3M CO 0.2%
Value ($000) $1,640 Shares 11,564 Est. Cost $89.70 Unrealized -2.4%
SO SOUTHERN CO/THE 0.2%
Value ($000) $1,634 Shares 36,574 Est. Cost $28.33 Unrealized 0.0%
NOC NORTHROP GRUMMAN CORP 0.2%
Value ($000) $1,614 Shares 9,725 Est. Cost $125.26 Unrealized +13.0%
INTU INTUIT INC 0.2%
Value ($000) $1,554 Shares 17,508 Est. Cost $93.80 Unrealized -4.7%
CTRA CABOT OIL & GAS CORP 0.2%
Value ($000) $1,536 Shares 70,257 Est. Cost $20.04 Unrealized -7.2%
EMC CORP/MA 0.2%
Value ($000) $1,531 Shares 63,392 Est. Cost $24.15 Unrealized
CLX CLOROX CO/THE 0.2%
Value ($000) $1,516 Shares 13,125 Est. Cost $78.20 Unrealized +7.2%
BA BOEING CO/THE 0.2%
Value ($000) $1,486 Shares 11,344 Est. Cost $127.87 Unrealized -3.6%
CYTEC INDUSTRIES INC 0.2%
Value ($000) $1,477 Shares 20,000 Est. Cost $73.85 Unrealized
TORCHMARK CORP 0.2%
Value ($000) $1,476 Shares 26,160 Est. Cost $56.42 Unrealized
WFC WELLS FARGO & CO 0.2%
Value ($000) $1,476 Shares 28,727 Est. Cost $41.12 Unrealized -0.1%
GENERAL ELECTRIC CO 0.2%
Value ($000) $1,470 Shares 58,286 Est. Cost $25.58 Unrealized
EXC EXELON CORP 0.2%
Value ($000) $1,467 Shares 49,398 Est. Cost $15.56 Unrealized 0.0%
TESORO CORP 0.2%
Value ($000) $1,446 Shares 14,862 Est. Cost $77.46 Unrealized
KSS KOHL'S CORP 0.2%
Value ($000) $1,434 Shares 30,957 Est. Cost $68.85 Unrealized -18.3%
SWK STANLEY BLACK & DECKER INC 0.2%
Value ($000) $1,421 Shares 14,652 Est. Cost $71.60 Unrealized +10.1%
COP CONOCOPHILLIPS 0.2%
Value ($000) $1,400 Shares 29,197 Est. Cost $40.61 Unrealized -9.4%
NTAP NETAPP INC 0.2%
Value ($000) $1,397 Shares 47,217 Est. Cost $23.65 Unrealized 0.0%
DVN DEVON ENERGY CORP 0.2%
Value ($000) $1,373 Shares 37,018 Est. Cost $43.09 Unrealized -26.8%
RAYTHEON CO 0.1%
Value ($000) $1,353 Shares 12,387 Est. Cost $108.15 Unrealized
SHW SHERWIN-WILLIAMS CO/THE 0.1%
Value ($000) $1,344 Shares 6,035 Est. Cost $74.18 Unrealized +7.3%
REYNOLDS AMERICAN INC 0.1%
Value ($000) $1,343 Shares 30,335 Est. Cost $68.62 Unrealized
MAC MACERICH CO/THE 0.1%
Value ($000) $1,318 Shares 17,156 Est. Cost $74.61 Unrealized
COR AMERISOURCEBERGEN CORP 0.1%
Value ($000) $1,287 Shares 13,548 Est. Cost $69.69 Unrealized +11.2%
EL ESTEE LAUDER COS INC/THE 0.1%
Value ($000) $1,280 Shares 15,862 Est. Cost $74.09 Unrealized -1.0%
CTAS CINTAS CORP 0.1%
Value ($000) $1,270 Shares 14,806 Est. Cost $15.01 Unrealized +27.7%
CAG CONAGRA FOODS INC 0.1%
Value ($000) $1,251 Shares 30,880 Est. Cost $21.88 Unrealized +7.1%
KMB KIMBERLY-CLARK CORP 0.1%
Value ($000) $1,243 Shares 11,402 Est. Cost $77.39 Unrealized 0.0%
SLB SCHLUMBERGER LTD 0.1%
Value ($000) $1,240 Shares 17,974 Est. Cost $58.92 Unrealized 0.0%
PEOPLE'S UNITED FINANCIAL INC 0.1%
Value ($000) $1,234 Shares 78,492 Est. Cost $15.67 Unrealized
EOG EOG RESOURCES INC 0.1%
Value ($000) $1,230 Shares 16,888 Est. Cost $68.57 Unrealized -16.7%
ETR ENTERGY CORP 0.1%
Value ($000) $1,221 Shares 18,756 Est. Cost $22.53 Unrealized 0.0%
TAL TAL EDUCATION GROUP 0.1%
Value ($000) $1,214 Shares 37,779 Est. Cost $33.56 Unrealized
HBAN HUNTINGTON BANCSHARES INC/OH 0.1%
Value ($000) $1,204 Shares 113,592 Est. Cost $7.11 Unrealized +2.9%
MONSANTO CO 0.1%
Value ($000) $1,194 Shares 13,987 Est. Cost $85.36 Unrealized
KR KROGER CO/THE 0.1%
Value ($000) $1,189 Shares 32,950 Est. Cost $22.14 Unrealized +36.3%
EW EDWARDS LIFESCIENCES CORP 0.1%
Value ($000) $1,186 Shares 8,336 Est. Cost $19.31 Unrealized +25.0%
EA ELECTRONIC ARTS INC 0.1%
Value ($000) $1,169 Shares 17,252 Est. Cost $44.93 Unrealized +51.7%
PCG PG&E CORP 0.1%
Value ($000) $1,146 Shares 21,687 Est. Cost $49.54 Unrealized -5.0%
SOHU.COM INC 0.1%
Value ($000) $1,131 Shares 27,394 Est. Cost $47.01 Unrealized
MCK MCKESSON CORP 0.1%
Value ($000) $1,128 Shares 6,096 Est. Cost $190.34 Unrealized +2.8%
HOLLYSYS AUTOMATION TECHNOLOGI 0.1%
Value ($000) $1,117 Shares 63,899 Est. Cost $24.02 Unrealized
AMGN AMGEN INC 0.1%
Value ($000) $1,116 Shares 8,062 Est. Cost $115.36 Unrealized +0.8%
AON PLC 0.1%
Value ($000) $1,113 Shares 12,564 Est. Cost $99.63 Unrealized
NAVI NAVIENT CORP 0.1%
Value ($000) $1,074 Shares 95,553 Est. Cost $16.78 Unrealized -12.8%
LEN LENNAR CORP 0.1%
Value ($000) $1,050 Shares 21,814 Est. Cost $38.71 Unrealized +15.3%
AIZ ASSURANT INC 0.1%
Value ($000) $1,044 Shares 13,208 Est. Cost $60.66 Unrealized 0.0%
MS MORGAN STANLEY 0.1%
Value ($000) $1,030 Shares 32,693 Est. Cost $26.66 Unrealized +2.3%
DLTR DOLLAR TREE INC 0.1%
Value ($000) $1,027 Shares 15,415 Est. Cost $74.45 Unrealized +0.8%
DR PEPPER SNAPPLE GROUP INC 0.1%
Value ($000) $1,014 Shares 12,824 Est. Cost $69.93 Unrealized
GLW CORNING INC 0.1%
Value ($000) $983 Shares 57,394 Est. Cost $15.43 Unrealized -11.7%
DUK DUKE ENERGY CORP 0.1%
Value ($000) $968 Shares 13,457 Est. Cost $47.18 Unrealized 0.0%
GT GOODYEAR TIRE & RUBBER CO/THE 0.1%
Value ($000) $964 Shares 32,854 Est. Cost $30.02 Unrealized 0.0%
TECO ENERGY INC 0.1%
Value ($000) $954 Shares 36,314 Est. Cost $23.94 Unrealized
SOUTHWESTERN ENERGY CO 0.1%
Value ($000) $942 Shares 74,221 Est. Cost $12.69 Unrealized
ANADARKO PETROLEUM CORP 0.1%
Value ($000) $942 Shares 15,600 Est. Cost $71.96 Unrealized
DHI DR HORTON INC 0.1%
Value ($000) $930 Shares 31,689 Est. Cost $23.47 Unrealized +11.9%
MPC MARATHON PETROLEUM CORP 0.1%
Value ($000) $930 Shares 20,068 Est. Cost $35.18 Unrealized +5.8%
MONSTER BEVERAGE CORP 0.1%
Value ($000) $911 Shares 6,746 Est. Cost $112.94 Unrealized
LOW LOWE'S COS INC 0.1%
Value ($000) $883 Shares 12,818 Est. Cost $52.49 Unrealized +8.5%
PEP PEPSICO INC 0.1%
Value ($000) $870 Shares 9,222 Est. Cost $69.51 Unrealized 0.0%
DOT HILL SYSTEMS CORP 0.1%
Value ($000) $861 Shares 88,531 Est. Cost $9.73 Unrealized
STERICYCLE INC 0.1%
Value ($000) $857 Shares 6,155 Est. Cost $137.66 Unrealized
C CITIGROUP INC 0.1%
Value ($000) $856 Shares 17,242 Est. Cost $40.76 Unrealized 0.0%
AVB AVALONBAY COMMUNITIES INC 0.1%
Value ($000) $843 Shares 4,822 Est. Cost $111.66 Unrealized +7.0%
M MACY'S INC 0.1%
Value ($000) $840 Shares 16,361 Est. Cost $61.23 Unrealized +2.4%
WALGREENS BOOTS ALLIANCE INC 0.1%
Value ($000) $833 Shares 10,026 Est. Cost $84.50 Unrealized
GME GAMESTOP CORP 0.1%
Value ($000) $809 Shares 19,633 Est. Cost $7.89 Unrealized +7.0%
WELLTOWER INC 0.1%
Value ($000) $804 Shares 11,881 Est. Cost $71.15 Unrealized
SUNTRUST BANKS INC 0.1%
Value ($000) $776 Shares 20,301 Est. Cost $42.34 Unrealized
XEL XCEL ENERGY INC 0.1%
Value ($000) $771 Shares 21,787 Est. Cost $24.92 Unrealized -1.5%
MCO MOODY'S CORP 0.1%
Value ($000) $754 Shares 7,677 Est. Cost $83.12 Unrealized +15.4%
PEG PUBLIC SERVICE ENTERPRISE GROU 0.1%
Value ($000) $746 Shares 17,676 Est. Cost $28.46 Unrealized -0.2%
LECO LINCOLN ELECTRIC HOLDINGS INC 0.1%
Value ($000) $736 Shares 14,034 Est. Cost $58.61 Unrealized 0.0%
CINF CINCINNATI FINANCIAL CORP 0.1%
Value ($000) $712 Shares 13,236 Est. Cost $40.22 Unrealized 0.0%
JC PENNEY CO INC 0.1%
Value ($000) $683 Shares 73,573 Est. Cost $8.75 Unrealized
CIGNA CORP 0.1%
Value ($000) $676 Shares 5,000 Est. Cost $135.20 Unrealized
JUNIPER NETWORKS INC 0.1%
Value ($000) $660 Shares 25,665 Est. Cost $25.97 Unrealized
AFL AFLAC INC 0.1%
Value ($000) $656 Shares 11,281 Est. Cost $23.69 Unrealized 0.0%
BBY BEST BUY CO INC 0.1%
Value ($000) $654 Shares 17,641 Est. Cost $23.44 Unrealized +0.4%
LABORATORY CORP OF AMERICA HOL 0.1%
Value ($000) $650 Shares 5,992 Est. Cost $114.45 Unrealized
FE FIRSTENERGY CORP 0.1%
Value ($000) $634 Shares 20,256 Est. Cost $21.20 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC 0.1%
Value ($000) $599 Shares 4,785 Est. Cost $88.09 Unrealized +20.4%
IKANG HEALTHCARE GROUP INC 0.1%
Value ($000) $596 Shares 40,240 Est. Cost $16.23 Unrealized
HESS CORP 0.1%
Value ($000) $591 Shares 11,812 Est. Cost $59.15 Unrealized
EIX EDISON INTERNATIONAL 0.1%
Value ($000) $581 Shares 9,220 Est. Cost $40.24 Unrealized -2.3%
CIMAREX ENERGY CO 0.1%
Value ($000) $570 Shares 5,567 Est. Cost $108.66 Unrealized
MET METLIFE INC 0.1%
Value ($000) $569 Shares 12,065 Est. Cost $32.90 Unrealized 0.0%
51JOB INC 0.1%
Value ($000) $566 Shares 20,660 Est. Cost $30.57 Unrealized
BELLATRIX EXPLORATION LTD 0.1%
Value ($000) $560 Shares 365,838 Est. Cost $1.53 Unrealized
ABT ABBOTT LABORATORIES 0.1%
Value ($000) $553 Shares 13,758 Est. Cost $38.80 Unrealized 0.0%
FORTUNA SILVER MINES INC 0.1%
Value ($000) $540 Shares 245,561 Est. Cost $2.20 Unrealized
SEASPAN CORP 0.1%
Value ($000) $539 Shares 35,193 Est. Cost $16.43 Unrealized
EQR EQUITY RESIDENTIAL 0.1%
Value ($000) $506 Shares 6,724 Est. Cost $40.92 Unrealized +5.8%
CMS CMS ENERGY CORP 0.1%
Value ($000) $504 Shares 14,296 Est. Cost $24.81 Unrealized -0.1%
WM WASTE MANAGEMENT INC 0.1%
Value ($000) $500 Shares 10,038 Est. Cost $40.84 Unrealized 0.0%
CR BARD INC 0.1%
Value ($000) $494 Shares 2,650 Est. Cost $174.65 Unrealized
PIONEER NATURAL RESOURCES CO 0.1%
Value ($000) $477 Shares 3,925 Est. Cost $135.42 Unrealized
RRC RANGE RESOURCES CORP 0.1%
Value ($000) $476 Shares 14,804 Est. Cost $39.02 Unrealized 0.0%
MHK MOHAWK INDUSTRIES INC 0.1%
Value ($000) $475 Shares 2,613 Est. Cost $161.97 Unrealized +22.3%
HUBBELL INC 0.1%
Value ($000) $469 Shares 5,523 Est. Cost $84.92 Unrealized
REGN REGENERON PHARMACEUTICALS INC 0.1%
Value ($000) $464 Shares 998 Est. Cost $424.92 Unrealized +25.7%
EQUITY ONE INC 0.0%
Value ($000) $453 Shares 18,596 Est. Cost $24.36 Unrealized
PHOENIX NEW MEDIA LTD 0.0%
Value ($000) $453 Shares 103,417 Est. Cost $7.92 Unrealized
DIAMOND OFFSHORE DRILLING INC 0.0%
Value ($000) $452 Shares 26,129 Est. Cost $17.30 Unrealized
MUR MURPHY OIL CORP 0.0%
Value ($000) $449 Shares 18,557 Est. Cost $21.51 Unrealized 0.0%
RSG REPUBLIC SERVICES INC 0.0%
Value ($000) $441 Shares 10,703 Est. Cost $33.79 Unrealized +1.6%
NEWFIELD EXPLORATION CO 0.0%
Value ($000) $437 Shares 13,302 Est. Cost $31.29 Unrealized
MOG/A MOOG INC 0.0%
Value ($000) $435 Shares 8,045 Est. Cost $59.48 Unrealized 0.0%
ICE INTERCONTINENTAL EXCHANGE INC 0.0%
Value ($000) $432 Shares 1,838 Est. Cost $38.10 Unrealized +6.4%
KEURIG GREEN MOUNTAIN INC 0.0%
Value ($000) $430 Shares 8,252 Est. Cost $52.11 Unrealized
GEF GREIF INC 0.0%
Value ($000) $416 Shares 13,046 Est. Cost $22.14 Unrealized 0.0%
MCD MCDONALD'S CORP 0.0%
Value ($000) $402 Shares 4,076 Est. Cost $75.34 Unrealized 0.0%
LEG LEGGETT & PLATT INC 0.0%
Value ($000) $393 Shares 9,524 Est. Cost $41.44 Unrealized +12.6%
BALL BALL CORP 0.0%
Value ($000) $390 Shares 6,262 Est. Cost $30.99 Unrealized -1.8%
DVA DAVITA HEALTHCARE PARTNERS INC 0.0%
Value ($000) $380 Shares 5,254 Est. Cost $74.77 Unrealized +3.7%
APARTMENT INVESTMENT & MANAGEM 0.0%
Value ($000) $376 Shares 10,154 Est. Cost $35.72 Unrealized
HOG HARLEY-DAVIDSON INC 0.0%
Value ($000) $373 Shares 6,787 Est. Cost $56.42 Unrealized 0.0%
COCA-COLA ENTERPRISES INC 0.0%
Value ($000) $370 Shares 7,655 Est. Cost $48.33 Unrealized
WSO WATSCO INC 0.0%
Value ($000) $357 Shares 3,010 Est. Cost $124.45 Unrealized +0.2%
CHESAPEAKE ENERGY CORP 0.0%
Value ($000) $356 Shares 48,505 Est. Cost $7.34 Unrealized
PATTERSON COS INC 0.0%
Value ($000) $346 Shares 7,997 Est. Cost $48.24 Unrealized
CSTE CAESARSTONE SDOT-YAM LTD 0.0%
Value ($000) $337 Shares 11,067 Est. Cost $51.01 Unrealized -5.5%
AVY AVERY DENNISON CORP 0.0%
Value ($000) $330 Shares 5,823 Est. Cost $46.79 Unrealized +6.3%
APACHE CORP 0.0%
Value ($000) $329 Shares 8,390 Est. Cost $39.21 Unrealized
PROGRESSIVE WASTE SOLUTIONS LT 0.0%
Value ($000) $327 Shares 12,320 Est. Cost $26.54 Unrealized
VTR VENTAS INC 0.0%
Value ($000) $327 Shares 5,840 Est. Cost $48.53 Unrealized -14.4%
HRTX HERON THERAPEUTICS INC 0.0%
Value ($000) $326 Shares 13,363 Est. Cost $33.33 Unrealized 0.0%
THC TENET HEALTHCARE CORP 0.0%
Value ($000) $324 Shares 8,782 Est. Cost $51.67 Unrealized 0.0%
VMC VULCAN MATERIALS CO 0.0%
Value ($000) $323 Shares 3,616 Est. Cost $77.54 Unrealized +10.0%
O REALTY INCOME CORP 0.0%
Value ($000) $312 Shares 6,575 Est. Cost $27.79 Unrealized -0.1%
CPRT COPART INC 0.0%
Value ($000) $310 Shares 9,431 Est. Cost $4.51 Unrealized -2.0%
BNC BANCORP 0.0%
Value ($000) $310 Shares 13,954 Est. Cost $22.22 Unrealized
NFLX NETFLIX INC 0.0%
Value ($000) $304 Shares 2,948 Est. Cost $7.48 Unrealized +43.5%
AMEDISYS INC 0.0%
Value ($000) $303 Shares 7,987 Est. Cost $37.94 Unrealized
RDWR RADWARE LTD 0.0%
Value ($000) $297 Shares 18,237 Est. Cost $19.05 Unrealized 0.0%
NTRS NORTHERN TRUST CORP 0.0%
Value ($000) $294 Shares 4,316 Est. Cost $56.07 Unrealized -1.0%
AMZN AMAZON.COM INC 0.0%
Value ($000) $293 Shares 572 Est. Cost $20.90 Unrealized +21.0%
FHN FIRST HORIZON NATIONAL CORP 0.0%
Value ($000) $293 Shares 20,651 Est. Cost $9.43 Unrealized +14.1%
TALEN ENERGY CORP 0.0%
Value ($000) $287 Shares 28,360 Est. Cost $10.12 Unrealized
NORDSTROM INC 0.0%
Value ($000) $284 Shares 3,969 Est. Cost $71.55 Unrealized
VFC VF CORP 0.0%
Value ($000) $283 Shares 4,154 Est. Cost $66.86 Unrealized +2.5%
ORBOTECH LTD 0.0%
Value ($000) $282 Shares 18,251 Est. Cost $15.45 Unrealized
KEY KEYCORP 0.0%
Value ($000) $273 Shares 20,924 Est. Cost $9.42 Unrealized -0.9%
CENTA CENTRAL GARDEN & PET CO 0.0%
Value ($000) $270 Shares 16,747 Est. Cost $10.12 Unrealized 0.0%
PHM PULTEGROUP INC 0.0%
Value ($000) $270 Shares 14,277 Est. Cost $18.91 Unrealized -5.5%
ELDORADO GOLD CORP 0.0%
Value ($000) $251 Shares 78,225 Est. Cost $4.15 Unrealized
BIGGQ BIG LOTS INC 0.0%
Value ($000) $240 Shares 5,008 Est. Cost $33.72 Unrealized +1.4%
TXN TEXAS INSTRUMENTS INC 0.0%
Value ($000) $237 Shares 4,797 Est. Cost $41.20 Unrealized -10.9%
STAPLES INC 0.0%
Value ($000) $236 Shares 20,143 Est. Cost $16.29 Unrealized
ALLIANT ENERGY CORP 0.0%
Value ($000) $234 Shares 4,014 Est. Cost $58.30 Unrealized
MAS MASCO CORP 0.0%
Value ($000) $229 Shares 9,080 Est. Cost $19.64 Unrealized +12.0%
UE URBAN EDGE PROPERTIES 0.0%
Value ($000) $224 Shares 10,391 Est. Cost $21.56 Unrealized
MITEL NETWORKS CORP 0.0%
Value ($000) $218 Shares 33,809 Est. Cost $6.45 Unrealized
FLIR SYSTEMS INC 0.0%
Value ($000) $213 Shares 7,605 Est. Cost $28.01 Unrealized
GWW WW GRAINGER INC 0.0%
Value ($000) $207 Shares 963 Est. Cost $190.10 Unrealized 0.0%
QLOGIC CORP 0.0%
Value ($000) $206 Shares 20,093 Est. Cost $14.65 Unrealized
TARENA INTERNATIONAL INC 0.0%
Value ($000) $203 Shares 21,341 Est. Cost $12.61 Unrealized
CARROLS RESTAURANT GROUP INC 0.0%
Value ($000) $190 Shares 15,919 Est. Cost $11.94 Unrealized
WPX ENERGY INC 0.0%
Value ($000) $190 Shares 28,806 Est. Cost $10.15 Unrealized
CCRN CROSS COUNTRY HEALTHCARE INC 0.0%
Value ($000) $180 Shares 13,178 Est. Cost $13.58 Unrealized 0.0%
MARATHON OIL CORP 0.0%
Value ($000) $179 Shares 11,612 Est. Cost $15.42 Unrealized
KANDI TECHNOLOGIES GROUP INC 0.0%
Value ($000) $166 Shares 31,614 Est. Cost $6.43 Unrealized
HCKT HACKETT GROUP INC/THE 0.0%
Value ($000) $153 Shares 11,066 Est. Cost $13.71 Unrealized 0.0%
AGENUS INC 0.0%
Value ($000) $147 Shares 32,023 Est. Cost $4.59 Unrealized
IDERA PHARMACEUTICALS INC 0.0%
Value ($000) $144 Shares 43,208 Est. Cost $3.33 Unrealized
TREVENA INC 0.0%
Value ($000) $144 Shares 13,892 Est. Cost $10.37 Unrealized
ZHAOPIN LTD 0.0%
Value ($000) $141 Shares 10,923 Est. Cost $15.37 Unrealized
ACRE ARES COMMERCIAL REAL ESTATE CO 0.0%
Value ($000) $127 Shares 10,590 Est. Cost $11.99 Unrealized
GRBK GREEN BRICK PARTNERS INC 0.0%
Value ($000) $124 Shares 11,472 Est. Cost $12.03 Unrealized 0.0%
FRONTIER COMMUNICATIONS CORP 0.0%
Value ($000) $120 Shares 25,135 Est. Cost $5.94 Unrealized
GRAN TIERRA ENERGY INC 0.0%
Value ($000) $113 Shares 52,755 Est. Cost $2.14 Unrealized
SPIRIT REALTY CAPITAL INC 0.0%
Value ($000) $106 Shares 11,597 Est. Cost $9.14 Unrealized
GAIN CAPITAL HOLDINGS INC 0.0%
Value ($000) $93 Shares 12,694 Est. Cost $7.33 Unrealized
WAUSAU PAPER CORP 0.0%
Value ($000) $80 Shares 12,573 Est. Cost $6.36 Unrealized
ATEN A10 NETWORKS INC 0.0%
Value ($000) $80 Shares 13,286 Est. Cost $5.89 Unrealized 0.0%
TWI TITAN INTERNATIONAL INC 0.0%
Value ($000) $76 Shares 11,549 Est. Cost $8.56 Unrealized 0.0%
MFA FINANCIAL INC 0.0%
Value ($000) $74 Shares 10,991 Est. Cost $6.73 Unrealized
ONCOTHYREON INC 0.0%
Value ($000) $69 Shares 24,946 Est. Cost $2.77 Unrealized
LEJU HOLDINGS LTD 0.0%
Value ($000) $66 Shares 11,703 Est. Cost $8.37 Unrealized
AXCELIS TECHNOLOGIES INC 0.0%
Value ($000) $63 Shares 23,378 Est. Cost $2.69 Unrealized