LMR Partners LLP Quant / Systematic

CIK: 0001578621 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 3, 2016

Total Value ($000): $307,191 (100.0% shares, 0.0% debt)

Holdings (218)

CFG CITIZENS FINANCIAL GROUP INC 9.4%
Value ($000) $28,887 Shares 1,102,999 Est. Cost $17.45 Unrealized -0.4%
DISH NETWORK CORP 8.2%
Value ($000) $25,216 Shares 440,999 Est. Cost $57.71 Unrealized
EEM ISHARES MSCI EMERGING MARKETS 4.1%
Value ($000) $12,683 Shares 393,980 Est. Cost $32.19 Unrealized
AMZN AMAZON.COM INC 3.7%
Value ($000) $11,403 Shares 16,871 Est. Cost $31.16 Unrealized +1.2%
CMCSA COMCAST CORP 3.7%
Value ($000) $11,234 Shares 199,081 Est. Cost $23.22 Unrealized +2.3%
MSFT MICROSOFT CORP 3.0%
Value ($000) $9,296 Shares 167,555 Est. Cost $45.92 Unrealized 0.0%
PSX PHILLIPS 66 2.9%
Value ($000) $8,806 Shares 107,642 Est. Cost $54.03 Unrealized +9.3%
DIREXION DAILY CSI 300 CHINA A 2.7%
Value ($000) $8,428 Shares 200,000 Est. Cost $44.20 Unrealized
ALPHABET INC 2.1%
Value ($000) $6,564 Shares 8,438 Est. Cost $777.91 Unrealized
GOOG ALPHABET INC 1.9%
Value ($000) $5,873 Shares 7,740 Est. Cost $35.61 Unrealized 0.0%
REYNOLDS AMERICAN INC 1.6%
Value ($000) $4,987 Shares 108,067 Est. Cost $52.46 Unrealized
V VISA INC 1.6%
Value ($000) $4,886 Shares 62,996 Est. Cost $72.17 Unrealized 0.0%
MO ALTRIA GROUP INC 1.5%
Value ($000) $4,724 Shares 81,167 Est. Cost $27.33 Unrealized +7.8%
NOC NORTHROP GRUMMAN CORP 1.5%
Value ($000) $4,674 Shares 24,759 Est. Cost $143.70 Unrealized +8.3%
LMT LOCKHEED MARTIN CORP 1.4%
Value ($000) $4,157 Shares 19,141 Est. Cost $147.09 Unrealized +12.4%
UNH UNITEDHEALTH GROUP INC 1.2%
Value ($000) $3,593 Shares 30,537 Est. Cost $84.76 Unrealized +17.1%
RAYTHEON CO 1.2%
Value ($000) $3,551 Shares 28,521 Est. Cost $117.40 Unrealized
JD JD.COM INC 1.1%
Value ($000) $3,513 Shares 108,858 Est. Cost $28.40 Unrealized
META FACEBOOK INC 1.1%
Value ($000) $3,432 Shares 32,791 Est. Cost $102.01 Unrealized 0.0%
AVAGO TECHNOLOGIES LTD 1.0%
Value ($000) $3,182 Shares 21,917 Est. Cost $145.18 Unrealized
CANADIAN PACIFIC RAILWAY LTD 1.0%
Value ($000) $3,030 Shares 23,732 Est. Cost $143.85 Unrealized
SPG SIMON PROPERTY GROUP INC 0.9%
Value ($000) $2,824 Shares 14,528 Est. Cost $115.84 Unrealized 0.0%
VYX NCR CORP 0.9%
Value ($000) $2,780 Shares 113,667 Est. Cost $15.93 Unrealized 0.0%
EA ELECTRONIC ARTS INC 0.8%
Value ($000) $2,387 Shares 34,732 Est. Cost $56.65 Unrealized +20.4%
APOLLO EDUCATION GROUP INC 0.7%
Value ($000) $2,147 Shares 280,000 Est. Cost $7.67 Unrealized
NTES NETEASE INC 0.7%
Value ($000) $2,079 Shares 11,469 Est. Cost $129.31 Unrealized
FISV FISERV INC 0.6%
Value ($000) $1,971 Shares 21,558 Est. Cost $46.96 Unrealized 0.0%
SBUX STARBUCKS CORP 0.6%
Value ($000) $1,767 Shares 29,435 Est. Cost $38.54 Unrealized +28.2%
NKE NIKE INC 0.6%
Value ($000) $1,759 Shares 28,145 Est. Cost $44.08 Unrealized +28.6%
TOTAL SYSTEM SERVICES INC 0.6%
Value ($000) $1,716 Shares 34,448 Est. Cost $49.81 Unrealized
GNW GENWORTH FINANCIAL INC 0.6%
Value ($000) $1,703 Shares 456,563 Est. Cost $4.63 Unrealized 0.0%
VRSN VERISIGN INC 0.5%
Value ($000) $1,664 Shares 19,055 Est. Cost $82.65 Unrealized 0.0%
NSP INSPERITY INC 0.5%
Value ($000) $1,651 Shares 34,283 Est. Cost $17.89 Unrealized 0.0%
ORLY O'REILLY AUTOMOTIVE INC 0.5%
Value ($000) $1,574 Shares 6,211 Est. Cost $12.85 Unrealized +34.9%
AGRIUM INC 0.5%
Value ($000) $1,557 Shares 17,427 Est. Cost $89.34 Unrealized
ALLERGAN PLC 0.5%
Value ($000) $1,545 Shares 4,945 Est. Cost $312.44 Unrealized
JUNIPER NETWORKS INC 0.5%
Value ($000) $1,538 Shares 55,727 Est. Cost $26.85 Unrealized
ACN ACCENTURE PLC 0.5%
Value ($000) $1,489 Shares 14,245 Est. Cost $89.97 Unrealized 0.0%
LLY ELI LILLY & CO 0.5%
Value ($000) $1,453 Shares 17,238 Est. Cost $69.71 Unrealized 0.0%
EW EDWARDS LIFESCIENCES CORP 0.5%
Value ($000) $1,449 Shares 18,345 Est. Cost $22.94 Unrealized +13.2%
RCL ROYAL CARIBBEAN CRUISES LTD 0.5%
Value ($000) $1,383 Shares 13,669 Est. Cost $84.50 Unrealized 0.0%
CTSH COGNIZANT TECHNOLOGY SOLUTIONS 0.4%
Value ($000) $1,353 Shares 22,538 Est. Cost $57.14 Unrealized 0.0%
CPRT COPART INC 0.4%
Value ($000) $1,330 Shares 35,000 Est. Cost $4.59 Unrealized +0.6%
BRK/B BERKSHIRE HATHAWAY INC 0.4%
Value ($000) $1,321 Shares 10,006 Est. Cost $134.20 Unrealized 0.0%
ADBE ADOBE SYSTEMS INC 0.4%
Value ($000) $1,314 Shares 13,996 Est. Cost $89.84 Unrealized 0.0%
TESORO CORP 0.4%
Value ($000) $1,300 Shares 12,335 Est. Cost $77.46 Unrealized
CRM SALESFORCE.COM INC 0.4%
Value ($000) $1,281 Shares 16,342 Est. Cost $77.15 Unrealized 0.0%
MA MASTERCARD INC 0.4%
Value ($000) $1,217 Shares 12,494 Est. Cost $92.19 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC 0.4%
Value ($000) $1,212 Shares 8,507 Est. Cost $101.46 Unrealized +16.9%
VLO VALERO ENERGY CORP 0.4%
Value ($000) $1,196 Shares 16,919 Est. Cost $35.31 Unrealized +28.9%
KR KROGER CO/THE 0.4%
Value ($000) $1,180 Shares 28,214 Est. Cost $22.14 Unrealized +42.9%
EXPE EXPEDIA INC 0.4%
Value ($000) $1,180 Shares 9,494 Est. Cost $120.15 Unrealized 0.0%
MAS MASCO CORP 0.4%
Value ($000) $1,160 Shares 41,004 Est. Cost $23.42 Unrealized +4.6%
TMO THERMO FISHER SCIENTIFIC INC 0.4%
Value ($000) $1,149 Shares 8,097 Est. Cost $129.50 Unrealized 0.0%
VMC VULCAN MATERIALS CO 0.4%
Value ($000) $1,129 Shares 11,885 Est. Cost $85.45 Unrealized +4.0%
CITRIX SYSTEMS INC 0.4%
Value ($000) $1,121 Shares 14,816 Est. Cost $75.66 Unrealized
EBAY EBAY INC 0.4%
Value ($000) $1,120 Shares 40,765 Est. Cost $24.58 Unrealized 0.0%
CSCO CISCO SYSTEMS INC 0.4%
Value ($000) $1,106 Shares 40,703 Est. Cost $20.16 Unrealized 0.0%
MDU MDU RESOURCES GROUP INC 0.4%
Value ($000) $1,101 Shares 60,128 Est. Cost $5.10 Unrealized 0.0%
NVDA NVIDIA CORP 0.4%
Value ($000) $1,093 Shares 33,141 Est. Cost $0.73 Unrealized 0.0%
BMY BRISTOL-MYERS SQUIBB CO 0.3%
Value ($000) $1,073 Shares 15,588 Est. Cost $46.69 Unrealized 0.0%
SEADRILL LTD 0.3%
Value ($000) $1,060 Shares 306,800 Est. Cost $3.46 Unrealized
AETNA INC 0.3%
Value ($000) $1,000 Shares 9,242 Est. Cost $107.51 Unrealized
FIS FIDELITY NATIONAL INFORMATION 0.3%
Value ($000) $991 Shares 16,354 Est. Cost $55.49 Unrealized 0.0%
RED HAT INC 0.3%
Value ($000) $990 Shares 11,960 Est. Cost $82.78 Unrealized
CCL CARNIVAL CORP 0.3%
Value ($000) $990 Shares 18,177 Est. Cost $45.03 Unrealized 0.0%
DR PEPPER SNAPPLE GROUP INC 0.3%
Value ($000) $959 Shares 10,287 Est. Cost $69.93 Unrealized
ZTS ZOETIS INC 0.3%
Value ($000) $940 Shares 19,615 Est. Cost $39.32 Unrealized +6.2%
SEE SEALED AIR CORP 0.3%
Value ($000) $930 Shares 20,866 Est. Cost $35.51 Unrealized +9.8%
PFE PFIZER INC 0.3%
Value ($000) $927 Shares 28,731 Est. Cost $20.38 Unrealized 0.0%
GENERAL ELECTRIC CO 0.3%
Value ($000) $920 Shares 29,520 Est. Cost $25.58 Unrealized
UAA UNDER ARMOUR INC 0.3%
Value ($000) $916 Shares 11,367 Est. Cost $45.61 Unrealized 0.0%
JUMEI INTERNATIONAL HOLDING LT 0.3%
Value ($000) $906 Shares 100,000 Est. Cost $9.06 Unrealized
REGN REGENERON PHARMACEUTICALS INC 0.3%
Value ($000) $881 Shares 1,622 Est. Cost $468.74 Unrealized +15.0%
NEWFIELD EXPLORATION CO 0.3%
Value ($000) $873 Shares 26,827 Est. Cost $31.92 Unrealized
GT GOODYEAR TIRE & RUBBER CO/THE 0.3%
Value ($000) $858 Shares 26,267 Est. Cost $30.02 Unrealized +9.2%
NDAQ NASDAQ INC 0.3%
Value ($000) $849 Shares 14,589 Est. Cost $16.16 Unrealized 0.0%
E*TRADE FINANCIAL CORP 0.3%
Value ($000) $824 Shares 27,806 Est. Cost $29.63 Unrealized
NI NISOURCE INC 0.3%
Value ($000) $820 Shares 42,003 Est. Cost $13.95 Unrealized 0.0%
BSX BOSTON SCIENTIFIC CORP 0.3%
Value ($000) $806 Shares 43,708 Est. Cost $17.92 Unrealized 0.0%
DHR DANAHER CORP 0.3%
Value ($000) $799 Shares 8,597 Est. Cost $35.90 Unrealized +6.5%
INTU INTUIT INC 0.3%
Value ($000) $781 Shares 8,098 Est. Cost $93.80 Unrealized -4.7%
HD HOME DEPOT INC/THE 0.2%
Value ($000) $756 Shares 5,717 Est. Cost $68.51 Unrealized +45.9%
NFLX NETFLIX INC 0.2%
Value ($000) $756 Shares 6,611 Est. Cost $9.67 Unrealized +18.2%
COMPUTER SCIENCES CORP 0.2%
Value ($000) $754 Shares 23,077 Est. Cost $32.67 Unrealized
AZO AUTOZONE INC 0.2%
Value ($000) $752 Shares 1,013 Est. Cost $613.07 Unrealized +24.5%
QIHOO 360 TECHNOLOGY CO LTD 0.2%
Value ($000) $750 Shares 10,300 Est. Cost $72.82 Unrealized
MPC MARATHON PETROLEUM CORP 0.2%
Value ($000) $746 Shares 14,391 Est. Cost $35.18 Unrealized +8.2%
PBYI PUMA BIOTECHNOLOGY INC 0.2%
Value ($000) $737 Shares 9,402 Est. Cost $78.49 Unrealized 0.0%
SNA SNAP-ON INC 0.2%
Value ($000) $736 Shares 4,290 Est. Cost $130.90 Unrealized 0.0%
MDLZ MONDELEZ INTERNATIONAL INC 0.2%
Value ($000) $714 Shares 15,918 Est. Cost $33.29 Unrealized +6.5%
CIMAREX ENERGY CO 0.2%
Value ($000) $700 Shares 7,825 Est. Cost $103.12 Unrealized
ALLE ALLEGION PLC 0.2%
Value ($000) $697 Shares 10,573 Est. Cost $57.16 Unrealized 0.0%
TAP MOLSON COORS BREWING CO 0.2%
Value ($000) $676 Shares 7,199 Est. Cost $70.26 Unrealized 0.0%
ADSK AUTODESK INC 0.2%
Value ($000) $671 Shares 11,008 Est. Cost $58.09 Unrealized 0.0%
HOLLYSYS AUTOMATION TECHNOLOGI 0.2%
Value ($000) $666 Shares 30,000 Est. Cost $24.02 Unrealized
SWKS SKYWORKS SOLUTIONS INC 0.2%
Value ($000) $654 Shares 8,520 Est. Cost $64.91 Unrealized 0.0%
EFX EQUIFAX INC 0.2%
Value ($000) $650 Shares 5,835 Est. Cost $98.15 Unrealized 0.0%
HARRIS CORP 0.2%
Value ($000) $643 Shares 7,396 Est. Cost $86.94 Unrealized
MSI MOTOROLA SOLUTIONS INC 0.2%
Value ($000) $643 Shares 9,386 Est. Cost $59.39 Unrealized 0.0%
SWK STANLEY BLACK & DECKER INC 0.2%
Value ($000) $631 Shares 5,913 Est. Cost $71.60 Unrealized +13.3%
DUK DUKE ENERGY CORP 0.2%
Value ($000) $630 Shares 8,824 Est. Cost $47.18 Unrealized -1.7%
HRL HORMEL FOODS CORP 0.2%
Value ($000) $629 Shares 7,950 Est. Cost $27.86 Unrealized 0.0%
YY INC 0.2%
Value ($000) $624 Shares 10,000 Est. Cost $62.40 Unrealized
COMMUNICATIONS SALES & LEASING 0.2%
Value ($000) $623 Shares 33,321 Est. Cost $18.70 Unrealized
PHOENIX NEW MEDIA LTD 0.2%
Value ($000) $623 Shares 103,417 Est. Cost $7.92 Unrealized
DELPHI AUTOMOTIVE PLC 0.2%
Value ($000) $611 Shares 7,130 Est. Cost $85.69 Unrealized
GD GENERAL DYNAMICS CORP 0.2%
Value ($000) $596 Shares 4,335 Est. Cost $104.88 Unrealized +9.3%
DHI DR HORTON INC 0.2%
Value ($000) $591 Shares 18,446 Est. Cost $23.47 Unrealized +18.7%
SHW SHERWIN-WILLIAMS CO/THE 0.2%
Value ($000) $586 Shares 2,256 Est. Cost $74.18 Unrealized +6.1%
DENTSPLY INTERNATIONAL INC 0.2%
Value ($000) $577 Shares 9,480 Est. Cost $60.86 Unrealized
HCA HCA HOLDINGS INC 0.2%
Value ($000) $571 Shares 8,439 Est. Cost $64.84 Unrealized 0.0%
HAS HASBRO INC 0.2%
Value ($000) $567 Shares 8,429 Est. Cost $45.79 Unrealized +14.3%
AVY AVERY DENNISON CORP 0.2%
Value ($000) $561 Shares 8,963 Est. Cost $48.76 Unrealized +7.5%
ICE INTERCONTINENTAL EXCHANGE INC 0.2%
Value ($000) $560 Shares 2,184 Est. Cost $39.06 Unrealized +13.1%
UHS UNIVERSAL HEALTH SERVICES INC 0.2%
Value ($000) $559 Shares 4,680 Est. Cost $117.13 Unrealized 0.0%
MHK MOHAWK INDUSTRIES INC 0.2%
Value ($000) $553 Shares 2,920 Est. Cost $165.13 Unrealized +16.2%
TRINA SOLAR LTD 0.2%
Value ($000) $551 Shares 50,000 Est. Cost $11.02 Unrealized
AAPL APPLE INC 0.2%
Value ($000) $544 Shares 5,168 Est. Cost $22.77 Unrealized +13.0%
WR GRACE & CO 0.2%
Value ($000) $544 Shares 5,458 Est. Cost $93.05 Unrealized
HRB H&R BLOCK INC 0.2%
Value ($000) $539 Shares 16,166 Est. Cost $22.90 Unrealized +5.5%
LDOS LEIDOS HOLDINGS INC 0.2%
Value ($000) $528 Shares 9,385 Est. Cost $32.70 Unrealized 0.0%
MLM MARTIN MARIETTA MATERIALS INC 0.2%
Value ($000) $524 Shares 3,839 Est. Cost $140.36 Unrealized 0.0%
RVTY PERKINELMER INC 0.2%
Value ($000) $520 Shares 9,707 Est. Cost $49.39 Unrealized 0.0%
A AGILENT TECHNOLOGIES INC 0.2%
Value ($000) $514 Shares 12,307 Est. Cost $35.68 Unrealized 0.0%
EOG EOG RESOURCES INC 0.2%
Value ($000) $513 Shares 7,244 Est. Cost $68.57 Unrealized -12.8%
CME CME GROUP INC/IL 0.2%
Value ($000) $510 Shares 5,631 Est. Cost $62.99 Unrealized 0.0%
HIG HARTFORD FINANCIAL SERVICES GR 0.2%
Value ($000) $506 Shares 11,652 Est. Cost $35.02 Unrealized +5.3%
DOW CHEMICAL CO/THE 0.2%
Value ($000) $487 Shares 9,474 Est. Cost $51.40 Unrealized
TMUS T-MOBILE US INC 0.2%
Value ($000) $479 Shares 12,239 Est. Cost $37.32 Unrealized 0.0%
BA BOEING CO/THE 0.2%
Value ($000) $474 Shares 3,283 Est. Cost $127.87 Unrealized +0.8%
CR BARD INC 0.2%
Value ($000) $469 Shares 2,473 Est. Cost $174.65 Unrealized
MONSTER BEVERAGE CORP 0.2%
Value ($000) $466 Shares 3,125 Est. Cost $112.94 Unrealized
JNJ JOHNSON & JOHNSON 0.1%
Value ($000) $460 Shares 4,477 Est. Cost $75.93 Unrealized 0.0%
LEN LENNAR CORP 0.1%
Value ($000) $457 Shares 9,348 Est. Cost $38.71 Unrealized +12.0%
WALGREENS BOOTS ALLIANCE INC 0.1%
Value ($000) $457 Shares 5,376 Est. Cost $84.50 Unrealized
AIZ ASSURANT INC 0.1%
Value ($000) $456 Shares 5,665 Est. Cost $60.66 Unrealized +11.0%
ROP ROPER TECHNOLOGIES INC 0.1%
Value ($000) $453 Shares 2,387 Est. Cost $172.39 Unrealized 0.0%
TSN TYSON FOODS INC 0.1%
Value ($000) $445 Shares 8,345 Est. Cost $37.67 Unrealized 0.0%
HSIC HENRY SCHEIN INC 0.1%
Value ($000) $428 Shares 2,705 Est. Cost $59.46 Unrealized 0.0%
COBALT INTERNATIONAL ENERGY IN 0.1%
Value ($000) $428 Shares 79,276 Est. Cost $5.40 Unrealized
CTAS CINTAS CORP 0.1%
Value ($000) $426 Shares 4,678 Est. Cost $15.01 Unrealized +36.5%
CAG CONAGRA FOODS INC 0.1%
Value ($000) $414 Shares 9,823 Est. Cost $21.88 Unrealized +2.5%
HANESBRANDS INC 0.1%
Value ($000) $413 Shares 14,034 Est. Cost $29.43 Unrealized
WAT WATERS CORP 0.1%
Value ($000) $404 Shares 3,003 Est. Cost $128.50 Unrealized 0.0%
NWL NEWELL RUBBERMAID INC 0.1%
Value ($000) $392 Shares 8,884 Est. Cost $29.09 Unrealized 0.0%
AKAM AKAMAI TECHNOLOGIES INC 0.1%
Value ($000) $391 Shares 7,440 Est. Cost $61.44 Unrealized 0.0%
LOW LOWE'S COS INC 0.1%
Value ($000) $389 Shares 5,116 Est. Cost $52.49 Unrealized +17.6%
TXN TEXAS INSTRUMENTS INC 0.1%
Value ($000) $387 Shares 7,074 Est. Cost $41.55 Unrealized +1.8%
BR BROADRIDGE FINANCIAL SOLUTIONS 0.1%
Value ($000) $380 Shares 7,074 Est. Cost $44.82 Unrealized +5.0%
AJG ARTHUR J GALLAGHER & CO 0.1%
Value ($000) $377 Shares 9,220 Est. Cost $35.98 Unrealized 0.0%
JC PENNEY CO INC 0.1%
Value ($000) $374 Shares 56,266 Est. Cost $8.75 Unrealized
COCA-COLA ENTERPRISES INC 0.1%
Value ($000) $373 Shares 7,571 Est. Cost $48.33 Unrealized
L-3 COMMUNICATIONS HOLDINGS IN 0.1%
Value ($000) $366 Shares 3,064 Est. Cost $119.45 Unrealized
MCD MCDONALD'S CORP 0.1%
Value ($000) $351 Shares 2,974 Est. Cost $75.34 Unrealized +15.8%
CMBT EURONAV NV 0.1%
Value ($000) $350 Shares 25,436 Est. Cost $5.68 Unrealized 0.0%
KIM KIMCO REALTY CORP 0.1%
Value ($000) $347 Shares 13,092 Est. Cost $15.88 Unrealized 0.0%
LABORATORY CORP OF AMERICA HOL 0.1%
Value ($000) $344 Shares 2,789 Est. Cost $114.45 Unrealized
ZG ZILLOW GROUP INC 0.1%
Value ($000) $343 Shares 13,169 Est. Cost $28.51 Unrealized 0.0%
BALL BALL CORP 0.1%
Value ($000) $340 Shares 4,681 Est. Cost $30.99 Unrealized -0.8%
PERRIGO CO PLC 0.1%
Value ($000) $334 Shares 2,306 Est. Cost $157.23 Unrealized
AIG AMERICAN INTERNATIONAL GROUP I 0.1%
Value ($000) $333 Shares 5,373 Est. Cost $47.19 Unrealized +0.3%
MRK MERCK & CO INC 0.1%
Value ($000) $330 Shares 6,241 Est. Cost $36.77 Unrealized 0.0%
PRICELINE GROUP INC/THE 0.1%
Value ($000) $327 Shares 257 Est. Cost $1272.37 Unrealized
ENDO INTERNATIONAL PLC 0.1%
Value ($000) $327 Shares 5,352 Est. Cost $61.10 Unrealized
GME GAMESTOP CORP 0.1%
Value ($000) $327 Shares 11,678 Est. Cost $7.89 Unrealized -6.2%
MAR MARRIOTT INTERNATIONAL INC/MD 0.1%
Value ($000) $321 Shares 4,790 Est. Cost $65.63 Unrealized 0.0%
TAC TRANSALTA CORP 0.1%
Value ($000) $320 Shares 90,155 Est. Cost $5.70 Unrealized -24.3%
LUV SOUTHWEST AIRLINES CO 0.1%
Value ($000) $317 Shares 7,378 Est. Cost $32.35 Unrealized +21.6%
FFIV F5 NETWORKS INC 0.1%
Value ($000) $313 Shares 3,231 Est. Cost $108.10 Unrealized 0.0%
PPG PPG INDUSTRIES INC 0.1%
Value ($000) $310 Shares 3,135 Est. Cost $84.07 Unrealized 0.0%
AMP AMERIPRISE FINANCIAL INC 0.1%
Value ($000) $310 Shares 2,913 Est. Cost $90.21 Unrealized 0.0%
NEM NEWMONT MINING CORP 0.1%
Value ($000) $303 Shares 16,840 Est. Cost $14.41 Unrealized 0.0%
JBL JABIL CIRCUIT INC 0.1%
Value ($000) $299 Shares 12,818 Est. Cost $21.95 Unrealized 0.0%
CELGENE CORP 0.1%
Value ($000) $296 Shares 2,471 Est. Cost $119.79 Unrealized
ROST ROSS STORES INC 0.1%
Value ($000) $293 Shares 5,430 Est. Cost $42.33 Unrealized +9.2%
GANNETT CO INC 0.1%
Value ($000) $293 Shares 17,987 Est. Cost $16.29 Unrealized
PAYX PAYCHEX INC 0.1%
Value ($000) $288 Shares 5,447 Est. Cost $38.55 Unrealized 0.0%
ADI ANALOG DEVICES INC 0.1%
Value ($000) $287 Shares 5,184 Est. Cost $48.08 Unrealized 0.0%
INTERPUBLIC GROUP OF COS INC/T 0.1%
Value ($000) $286 Shares 12,256 Est. Cost $15.38 Unrealized 0.0%
WU WESTERN UNION CO/THE 0.1%
Value ($000) $284 Shares 15,889 Est. Cost $17.87 Unrealized
LAM RESEARCH CORP 0.1%
Value ($000) $283 Shares 3,564 Est. Cost $79.41 Unrealized
SKECHERS U.S.A. INC 0.1%
Value ($000) $282 Shares 9,334 Est. Cost $134.06 Unrealized
PGR PROGRESSIVE CORP/THE 0.1%
Value ($000) $274 Shares 8,622 Est. Cost $23.41 Unrealized 0.0%
ASPEN INSURANCE HOLDINGS LTD 0.1%
Value ($000) $266 Shares 5,495 Est. Cost $48.41 Unrealized
CMS CMS ENERGY CORP 0.1%
Value ($000) $264 Shares 7,320 Est. Cost $24.81 Unrealized +6.4%
MCO MOODY'S CORP 0.1%
Value ($000) $254 Shares 2,537 Est. Cost $83.12 Unrealized +9.0%
LEVEL 3 COMMUNICATIONS INC 0.1%
Value ($000) $250 Shares 4,608 Est. Cost $54.25 Unrealized
NUE NUCOR CORP 0.1%
Value ($000) $250 Shares 6,203 Est. Cost $32.43 Unrealized 0.0%
APARTMENT INVESTMENT & MANAGEM 0.1%
Value ($000) $249 Shares 6,218 Est. Cost $35.72 Unrealized
TCF FINANCIAL CORP 0.1%
Value ($000) $249 Shares 17,614 Est. Cost $14.14 Unrealized
VOYA VOYA FINANCIAL INC 0.1%
Value ($000) $243 Shares 6,589 Est. Cost $35.47 Unrealized 0.0%
PARAMOUNT GROUP INC 0.1%
Value ($000) $238 Shares 13,165 Est. Cost $18.08 Unrealized
AMERICAN FINANCIAL GROUP INC/O 0.1%
Value ($000) $232 Shares 3,218 Est. Cost $72.09 Unrealized
EQUITY ONE INC 0.1%
Value ($000) $230 Shares 8,474 Est. Cost $24.36 Unrealized
ENERPLUS CORP 0.1%
Value ($000) $229 Shares 66,710 Est. Cost $3.43 Unrealized
MKC MCCORMICK & CO INC/MD 0.1%
Value ($000) $223 Shares 2,609 Est. Cost $33.36 Unrealized +4.3%
ZBH ZIMMER BIOMET HOLDINGS INC 0.1%
Value ($000) $219 Shares 2,136 Est. Cost $90.02 Unrealized 0.0%
CLX CLOROX CO/THE 0.1%
Value ($000) $217 Shares 1,715 Est. Cost $78.20 Unrealized +19.3%
ELV ANTHEM INC 0.1%
Value ($000) $216 Shares 1,545 Est. Cost $110.25 Unrealized +8.5%
BK BANK OF NEW YORK MELLON CORP/T 0.1%
Value ($000) $214 Shares 5,209 Est. Cost $32.47 Unrealized 0.0%
TXT TEXTRON INC 0.1%
Value ($000) $214 Shares 5,098 Est. Cost $40.74 Unrealized 0.0%
PRA PROASSURANCE CORP 0.1%
Value ($000) $213 Shares 4,377 Est. Cost $51.37 Unrealized 0.0%
COF CAPITAL ONE FINANCIAL CORP 0.1%
Value ($000) $213 Shares 2,946 Est. Cost $66.58 Unrealized -4.2%
COST COSTCO WHOLESALE CORP 0.1%
Value ($000) $204 Shares 1,262 Est. Cost $132.84 Unrealized 0.0%
EGP EASTGROUP PROPERTIES INC 0.1%
Value ($000) $203 Shares 3,657 Est. Cost $55.51 Unrealized
MEDTRONIC PLC 0.1%
Value ($000) $203 Shares 2,629 Est. Cost $77.22 Unrealized
GS GOLDMAN SACHS GROUP INC/THE 0.1%
Value ($000) $202 Shares 1,121 Est. Cost $150.32 Unrealized +0.5%
PAG PENSKE AUTOMOTIVE GROUP INC 0.1%
Value ($000) $201 Shares 4,758 Est. Cost $47.06 Unrealized 0.0%
LOGI LOGITECH INTERNATIONAL SA 0.1%
Value ($000) $199 Shares 12,958 Est. Cost $12.49 Unrealized 0.0%
ZHAOPIN LTD 0.1%
Value ($000) $168 Shares 10,923 Est. Cost $15.37 Unrealized
UMPQUA HOLDINGS CORP 0.1%
Value ($000) $167 Shares 10,486 Est. Cost $15.93 Unrealized
MONSTER WORLDWIDE INC 0.1%
Value ($000) $163 Shares 28,419 Est. Cost $5.74 Unrealized
AMD ADVANCED MICRO DEVICES INC 0.0%
Value ($000) $96 Shares 33,119 Est. Cost $2.24 Unrealized 0.0%
LEJU HOLDINGS LTD 0.0%
Value ($000) $67 Shares 11,703 Est. Cost $8.37 Unrealized
HMY HARMONY GOLD MINING CO LTD 0.0%
Value ($000) $43 Shares 46,157 Est. Cost $0.93 Unrealized
ZYNGA INC 0.0%
Value ($000) $34 Shares 12,717 Est. Cost $2.67 Unrealized
RUBICON MINERALS CORP 0.0%
Value ($000) $4 Shares 49,095 Est. Cost $0.08 Unrealized