LMR Partners LLP Quant / Systematic

CIK: 0001578621 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 4, 2016

Total Value ($000): $1,053,340 (100.0% shares, 0.0% debt)

Holdings (330)

COTY COTY INC 9.7%
Value ($000) $101,843 Shares 4,333,749 Est. Cost $23.11 Unrealized 0.0%
ESLT ELBIT SYSTEMS LTD 8.9%
Value ($000) $94,145 Shares 9,852 Est. Cost $87.75 Unrealized 0.0%
IBN ICICI BANK LTD 3.6%
Value ($000) $38,386 Shares 5,138,652 Est. Cost $7.41 Unrealized
TATA MOTORS LTD 3.0%
Value ($000) $31,188 Shares 780,093 Est. Cost $39.98 Unrealized
CHINA LIFE INSURANCE CO LTD 2.4%
Value ($000) $24,891 Shares 1,902,982 Est. Cost $12.25 Unrealized
EEM ISHARES MSCI EMERGING MARKETS 2.3%
Value ($000) $24,584 Shares 656,463 Est. Cost $37.45 Unrealized
GENERAL ELECTRIC CO 1.7%
Value ($000) $17,721 Shares 598,250 Est. Cost $29.58 Unrealized
BHP BHP BILLITON LTD 1.6%
Value ($000) $16,672 Shares 481,139 Est. Cost $34.65 Unrealized
AIG AMERICAN INTERNATIONAL GROUP I 1.5%
Value ($000) $16,100 Shares 271,310 Est. Cost $45.06 Unrealized 0.0%
CACC CREDIT ACCEPTANCE CORP 1.4%
Value ($000) $15,080 Shares 75,000 Est. Cost $185.17 Unrealized +5.6%
TM TOYOTA MOTOR CORP 1.2%
Value ($000) $12,228 Shares 105,363 Est. Cost $116.06 Unrealized
DELL TECHNOLOGIES INC - VMWARE 1.1%
Value ($000) $11,951 Shares 250,000 Est. Cost $47.80 Unrealized
KHC KRAFT HEINZ CO/THE 1.1%
Value ($000) $11,665 Shares 130,317 Est. Cost $53.63 Unrealized +8.2%
ORCL ORACLE CORP 1.0%
Value ($000) $10,305 Shares 262,360 Est. Cost $35.43 Unrealized 0.0%
RDY DR REDDY'S LABORATORIES LTD 1.0%
Value ($000) $10,294 Shares 221,754 Est. Cost $46.42 Unrealized
PG PROCTER & GAMBLE CO/THE 1.0%
Value ($000) $10,212 Shares 113,783 Est. Cost $67.52 Unrealized 0.0%
CHINA MOBILE LTD 0.9%
Value ($000) $9,511 Shares 154,589 Est. Cost $61.52 Unrealized
OLLI OLLIE'S BARGAIN OUTLET HOLDING 0.9%
Value ($000) $9,174 Shares 350,000 Est. Cost $25.73 Unrealized +1.3%
LIONS GATE ENTERTAINMENT CORP 0.9%
Value ($000) $8,996 Shares 450,001 Est. Cost $19.99 Unrealized
YUM YUM! BRANDS INC 0.8%
Value ($000) $8,757 Shares 96,434 Est. Cost $53.19 Unrealized +1.3%
BAX BAXTER INTERNATIONAL INC 0.8%
Value ($000) $8,126 Shares 170,728 Est. Cost $39.36 Unrealized +2.7%
STARZ 0.8%
Value ($000) $8,061 Shares 258,456 Est. Cost $31.19 Unrealized
VISN COMMSCOPE HOLDING CO INC 0.7%
Value ($000) $7,799 Shares 259,005 Est. Cost $30.16 Unrealized 0.0%
TRGP TARGA RESOURCES CORP 0.7%
Value ($000) $7,443 Shares 151,552 Est. Cost $28.88 Unrealized 0.0%
SRG SERITAGE GROWTH PROPERTIES 0.7%
Value ($000) $7,382 Shares 145,648 Est. Cost $45.29 Unrealized 0.0%
APARTMENT INVESTMENT & MANAGEM 0.7%
Value ($000) $7,380 Shares 160,754 Est. Cost $45.67 Unrealized
TRU TRANSUNION 0.7%
Value ($000) $7,061 Shares 204,668 Est. Cost $30.81 Unrealized +4.8%
COMPUTER SCIENCES CORP 0.7%
Value ($000) $6,951 Shares 133,129 Est. Cost $50.38 Unrealized
TFX TELEFLEX INC 0.7%
Value ($000) $6,913 Shares 41,139 Est. Cost $169.51 Unrealized 0.0%
NNN NATIONAL RETAIL PROPERTIES INC 0.7%
Value ($000) $6,912 Shares 135,914 Est. Cost $50.86 Unrealized
DXCM DEXCOM INC 0.7%
Value ($000) $6,901 Shares 78,732 Est. Cost $22.24 Unrealized 0.0%
HII HUNTINGTON INGALLS INDUSTRIES 0.6%
Value ($000) $6,808 Shares 44,373 Est. Cost $132.08 Unrealized +4.7%
MIDD MIDDLEBY CORP/THE 0.6%
Value ($000) $6,712 Shares 54,298 Est. Cost $122.79 Unrealized 0.0%
AMD ADVANCED MICRO DEVICES INC 0.6%
Value ($000) $6,536 Shares 945,822 Est. Cost $5.54 Unrealized +15.3%
UAL UNITED CONTINENTAL HOLDINGS IN 0.6%
Value ($000) $6,510 Shares 124,085 Est. Cost $48.11 Unrealized 0.0%
AXTA AXALTA COATING SYSTEMS LTD 0.6%
Value ($000) $6,441 Shares 227,840 Est. Cost $28.00 Unrealized 0.0%
ALGN ALIGN TECHNOLOGY INC 0.6%
Value ($000) $6,384 Shares 68,100 Est. Cost $90.43 Unrealized 0.0%
SINA CORP/CHINA 0.6%
Value ($000) $6,378 Shares 86,387 Est. Cost $73.83 Unrealized
BA BOEING CO/THE 0.6%
Value ($000) $6,264 Shares 47,549 Est. Cost $120.78 Unrealized 0.0%
FDS FACTSET RESEARCH SYSTEMS INC 0.6%
Value ($000) $6,253 Shares 38,576 Est. Cost $156.47 Unrealized 0.0%
HAL HALLIBURTON CO 0.6%
Value ($000) $6,113 Shares 136,214 Est. Cost $36.14 Unrealized +0.6%
MELI MERCADOLIBRE INC 0.5%
Value ($000) $5,781 Shares 31,251 Est. Cost $165.11 Unrealized 0.0%
ADSK AUTODESK INC 0.5%
Value ($000) $5,686 Shares 78,604 Est. Cost $60.63 Unrealized +3.9%
TRINSEO SA 0.5%
Value ($000) $5,577 Shares 98,615 Est. Cost $56.55 Unrealized
NVDA NVIDIA CORP 0.5%
Value ($000) $5,560 Shares 81,149 Est. Cost $0.87 Unrealized +66.8%
TAP MOLSON COORS BREWING CO 0.5%
Value ($000) $5,508 Shares 50,157 Est. Cost $79.24 Unrealized +1.3%
US SILICA HOLDINGS INC 0.5%
Value ($000) $5,401 Shares 116,000 Est. Cost $46.56 Unrealized
SEATTLE GENETICS INC 0.5%
Value ($000) $5,358 Shares 99,203 Est. Cost $54.01 Unrealized
THOMSON REUTERS CORP 0.5%
Value ($000) $5,352 Shares 129,499 Est. Cost $41.13 Unrealized
IONS IONIS PHARMACEUTICALS INC 0.5%
Value ($000) $5,305 Shares 144,790 Est. Cost $31.29 Unrealized 0.0%
AXP AMERICAN EXPRESS CO 0.5%
Value ($000) $5,295 Shares 82,690 Est. Cost $56.32 Unrealized 0.0%
QUINTILES IMS HOLDINGS INC 0.5%
Value ($000) $5,269 Shares 65,000 Est. Cost $81.06 Unrealized
STT STATE STREET CORP 0.5%
Value ($000) $5,211 Shares 74,839 Est. Cost $49.69 Unrealized 0.0%
CTRIP.COM INTERNATIONAL LTD 0.5%
Value ($000) $5,123 Shares 110,000 Est. Cost $46.57 Unrealized
LINE CORP 0.5%
Value ($000) $4,903 Shares 101,300 Est. Cost $48.40 Unrealized
PSX PHILLIPS 66 0.5%
Value ($000) $4,799 Shares 59,577 Est. Cost $54.78 Unrealized -0.7%
NEM NEWMONT MINING CORP 0.5%
Value ($000) $4,742 Shares 120,691 Est. Cost $24.21 Unrealized +34.6%
NTTYY NTT 0.4%
Value ($000) $4,508 Shares 98,400 Est. Cost $45.81 Unrealized
HPE HEWLETT PACKARD ENTERPRISE CO 0.4%
Value ($000) $4,495 Shares 197,561 Est. Cost $7.45 Unrealized +26.5%
FXI ISHARES CHINA LARGE-CAP ETF 0.4%
Value ($000) $3,991 Shares 105,000 Est. Cost $38.01 Unrealized
ST JUDE MEDICAL INC 0.4%
Value ($000) $3,988 Shares 50,000 Est. Cost $78.00 Unrealized
LEVEL 3 COMMUNICATIONS INC 0.4%
Value ($000) $3,857 Shares 83,157 Est. Cost $47.21 Unrealized
NTES NETEASE INC 0.4%
Value ($000) $3,852 Shares 16,000 Est. Cost $240.75 Unrealized
RIO RIO TINTO PLC 0.4%
Value ($000) $3,852 Shares 115,320 Est. Cost $33.40 Unrealized
FIRST DATA CORP 0.3%
Value ($000) $3,598 Shares 273,394 Est. Cost $13.16 Unrealized
TXN TEXAS INSTRUMENTS INC 0.3%
Value ($000) $3,544 Shares 50,503 Est. Cost $49.85 Unrealized +5.7%
BLACKROCK INC 0.3%
Value ($000) $3,501 Shares 9,658 Est. Cost $353.97 Unrealized
SPECTRUM BRANDS HOLDINGS INC 0.3%
Value ($000) $3,473 Shares 25,224 Est. Cost $137.69 Unrealized
NIELSEN HOLDINGS PLC 0.3%
Value ($000) $3,404 Shares 63,544 Est. Cost $53.57 Unrealized
CSGP COSTAR GROUP INC 0.3%
Value ($000) $3,342 Shares 15,433 Est. Cost $21.29 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 0.3%
Value ($000) $3,268 Shares 13,631 Est. Cost $154.19 Unrealized +26.4%
RACKSPACE HOSTING INC 0.3%
Value ($000) $3,169 Shares 100,000 Est. Cost $31.69 Unrealized
INTU INTUIT INC 0.3%
Value ($000) $3,071 Shares 27,920 Est. Cost $99.82 Unrealized +4.5%
ZAYO GROUP HOLDINGS INC 0.3%
Value ($000) $3,056 Shares 102,863 Est. Cost $29.71 Unrealized
CMCSA COMCAST CORP 0.3%
Value ($000) $3,047 Shares 45,933 Est. Cost $26.61 Unrealized 0.0%
TSN TYSON FOODS INC 0.3%
Value ($000) $3,030 Shares 40,570 Est. Cost $46.89 Unrealized +23.4%
SYF SYNCHRONY FINANCIAL 0.3%
Value ($000) $2,979 Shares 106,396 Est. Cost $22.44 Unrealized -2.0%
PKX POSCO 0.3%
Value ($000) $2,963 Shares 57,992 Est. Cost $51.09 Unrealized
RPM RPM INTERNATIONAL INC 0.3%
Value ($000) $2,940 Shares 54,743 Est. Cost $53.07 Unrealized 0.0%
RR DONNELLEY & SONS CO 0.3%
Value ($000) $2,896 Shares 184,263 Est. Cost $15.72 Unrealized
EXTENDED STAY AMERICA INC 0.3%
Value ($000) $2,840 Shares 200,000 Est. Cost $14.20 Unrealized
IEX IDEX CORP 0.3%
Value ($000) $2,826 Shares 30,206 Est. Cost $80.40 Unrealized 0.0%
AMAT APPLIED MATERIALS INC 0.3%
Value ($000) $2,787 Shares 92,437 Est. Cost $19.31 Unrealized +30.1%
XEROX CORP 0.3%
Value ($000) $2,783 Shares 274,733 Est. Cost $10.13 Unrealized
HSBC HSBC HOLDINGS PLC 0.3%
Value ($000) $2,781 Shares 73,937 Est. Cost $37.61 Unrealized
HMC HONDA MOTOR CO LTD 0.3%
Value ($000) $2,709 Shares 93,696 Est. Cost $28.91 Unrealized
BSX BOSTON SCIENTIFIC CORP 0.3%
Value ($000) $2,671 Shares 112,231 Est. Cost $20.26 Unrealized +17.7%
VMC VULCAN MATERIALS CO 0.3%
Value ($000) $2,644 Shares 23,246 Est. Cost $100.76 Unrealized +7.9%
AMZN AMAZON.COM INC 0.2%
Value ($000) $2,557 Shares 3,053 Est. Cost $33.19 Unrealized +15.3%
PENTAIR PLC 0.2%
Value ($000) $2,496 Shares 38,848 Est. Cost $62.68 Unrealized
BLUE BUFFALO PET PRODUCTS INC 0.2%
Value ($000) $2,474 Shares 104,123 Est. Cost $23.76 Unrealized
EW EDWARDS LIFESCIENCES CORP 0.2%
Value ($000) $2,438 Shares 20,219 Est. Cost $29.08 Unrealized +29.5%
CAG CONAGRA FOODS INC 0.2%
Value ($000) $2,360 Shares 50,098 Est. Cost $25.11 Unrealized +2.2%
NWL NEWELL BRANDS INC 0.2%
Value ($000) $2,318 Shares 44,016 Est. Cost $32.66 Unrealized +6.6%
L BRANDS INC 0.2%
Value ($000) $2,309 Shares 32,628 Est. Cost $70.77 Unrealized
MOBILE TELESYSTEMS PJSC 0.2%
Value ($000) $2,289 Shares 300,000 Est. Cost $7.63 Unrealized
TRAVELPORT WORLDWIDE LTD 0.2%
Value ($000) $2,255 Shares 150,000 Est. Cost $14.37 Unrealized
BF/B BROWN-FORMAN CORP 0.2%
Value ($000) $2,253 Shares 47,496 Est. Cost $32.72 Unrealized +0.1%
IMS HEALTH HOLDINGS INC 0.2%
Value ($000) $2,194 Shares 70,000 Est. Cost $31.34 Unrealized
DIAMOND OFFSHORE DRILLING INC 0.2%
Value ($000) $2,179 Shares 123,752 Est. Cost $18.17 Unrealized
WM WASTE MANAGEMENT INC 0.2%
Value ($000) $2,149 Shares 33,702 Est. Cost $55.15 Unrealized 0.0%
O REALTY INCOME CORP 0.2%
Value ($000) $2,149 Shares 32,115 Est. Cost $39.11 Unrealized +8.3%
TDG TRANSDIGM GROUP INC 0.2%
Value ($000) $2,147 Shares 7,426 Est. Cost $175.41 Unrealized 0.0%
MLM MARTIN MARIETTA MATERIALS INC 0.2%
Value ($000) $2,140 Shares 11,949 Est. Cost $171.43 Unrealized +3.8%
MONSTER BEVERAGE CORP 0.2%
Value ($000) $2,108 Shares 14,358 Est. Cost $149.56 Unrealized
CEPHEID 0.2%
Value ($000) $2,108 Shares 40,000 Est. Cost $52.70 Unrealized
UNH UNITEDHEALTH GROUP INC 0.2%
Value ($000) $1,977 Shares 14,119 Est. Cost $84.76 Unrealized +42.2%
WHR WHIRLPOOL CORP 0.2%
Value ($000) $1,956 Shares 12,060 Est. Cost $177.04 Unrealized +0.1%
CONCHO RESOURCES INC 0.2%
Value ($000) $1,943 Shares 14,149 Est. Cost $128.41 Unrealized
MAS MASCO CORP 0.2%
Value ($000) $1,926 Shares 56,117 Est. Cost $25.92 Unrealized +16.0%
NOC NORTHROP GRUMMAN CORP 0.2%
Value ($000) $1,913 Shares 8,939 Est. Cost $144.27 Unrealized +29.1%
CONSOL ENERGY INC 0.2%
Value ($000) $1,905 Shares 99,224 Est. Cost $16.78 Unrealized
HON HONEYWELL INTERNATIONAL INC 0.2%
Value ($000) $1,875 Shares 16,083 Est. Cost $85.29 Unrealized +0.9%
CARMIKE CINEMAS INC 0.2%
Value ($000) $1,848 Shares 56,530 Est. Cost $32.69 Unrealized
CSCO CISCO SYSTEMS INC 0.2%
Value ($000) $1,838 Shares 57,944 Est. Cost $20.77 Unrealized +11.1%
PLD PROLOGIS INC 0.2%
Value ($000) $1,801 Shares 33,637 Est. Cost $40.41 Unrealized 0.0%
TSM TSMC 0.2%
Value ($000) $1,765 Shares 57,730 Est. Cost $30.57 Unrealized
CNOOC LTD 0.2%
Value ($000) $1,749 Shares 13,830 Est. Cost $126.46 Unrealized
PIONEER NATURAL RESOURCES CO 0.2%
Value ($000) $1,717 Shares 9,251 Est. Cost $142.96 Unrealized
PLNT PLANET FITNESS INC 0.2%
Value ($000) $1,706 Shares 85,000 Est. Cost $20.59 Unrealized 0.0%
EQIX EQUINIX INC 0.2%
Value ($000) $1,705 Shares 4,735 Est. Cost $252.48 Unrealized +22.6%
NI NISOURCE INC 0.2%
Value ($000) $1,694 Shares 70,250 Est. Cost $18.54 Unrealized 0.0%
S&P GLOBAL INC 0.2%
Value ($000) $1,674 Shares 13,230 Est. Cost $107.26 Unrealized
CHEMTURA CORP 0.2%
Value ($000) $1,640 Shares 50,000 Est. Cost $32.80 Unrealized
COACH INC 0.2%
Value ($000) $1,635 Shares 44,710 Est. Cost $38.58 Unrealized
NEWFIELD EXPLORATION CO 0.2%
Value ($000) $1,632 Shares 37,567 Est. Cost $43.44 Unrealized
LOW LOWE'S COS INC 0.2%
Value ($000) $1,621 Shares 22,438 Est. Cost $64.80 Unrealized +1.0%
NUE NUCOR CORP 0.2%
Value ($000) $1,605 Shares 32,468 Est. Cost $38.56 Unrealized +6.9%
DG DOLLAR GENERAL CORP 0.2%
Value ($000) $1,598 Shares 22,830 Est. Cost $73.91 Unrealized +1.5%
ACAD ACADIA PHARMACEUTICALS INC 0.2%
Value ($000) $1,591 Shares 50,000 Est. Cost $33.53 Unrealized +1.1%
GIS GENERAL MILLS INC 0.1%
Value ($000) $1,560 Shares 24,422 Est. Cost $50.01 Unrealized 0.0%
BEN FRANKLIN RESOURCES INC 0.1%
Value ($000) $1,549 Shares 43,569 Est. Cost $22.06 Unrealized 0.0%
PLATFORM SPECIALTY PRODUCTS CO 0.1%
Value ($000) $1,548 Shares 190,900 Est. Cost $8.11 Unrealized
SJM JM SMUCKER CO/THE 0.1%
Value ($000) $1,546 Shares 11,406 Est. Cost $109.93 Unrealized 0.0%
ISRG INTUITIVE SURGICAL INC 0.1%
Value ($000) $1,534 Shares 2,116 Est. Cost $67.52 Unrealized +13.4%
GRMN GARMIN LTD 0.1%
Value ($000) $1,514 Shares 31,488 Est. Cost $38.46 Unrealized 0.0%
ROST ROSS STORES INC 0.1%
Value ($000) $1,507 Shares 23,429 Est. Cost $49.32 Unrealized +13.6%
ITW ILLINOIS TOOL WORKS INC 0.1%
Value ($000) $1,499 Shares 12,511 Est. Cost $79.90 Unrealized +16.2%
MO ALTRIA GROUP INC 0.1%
Value ($000) $1,492 Shares 23,604 Est. Cost $32.05 Unrealized +8.5%
EA ELECTRONIC ARTS INC 0.1%
Value ($000) $1,487 Shares 17,419 Est. Cost $61.56 Unrealized +26.4%
IRON MOUNTAIN INC 0.1%
Value ($000) $1,479 Shares 39,419 Est. Cost $39.31 Unrealized
VIPS VIPSHOP HOLDINGS LTD 0.1%
Value ($000) $1,467 Shares 100,000 Est. Cost $14.67 Unrealized
HD HOME DEPOT INC/THE 0.1%
Value ($000) $1,464 Shares 11,373 Est. Cost $98.43 Unrealized +8.0%
JNJ JOHNSON & JOHNSON 0.1%
Value ($000) $1,458 Shares 12,344 Est. Cost $93.58 Unrealized 0.0%
BWA BORGWARNER INC 0.1%
Value ($000) $1,456 Shares 41,367 Est. Cost $25.51 Unrealized 0.0%
VNO VORNADO REALTY TRUST 0.1%
Value ($000) $1,449 Shares 14,324 Est. Cost $101.16 Unrealized
HSY HERSHEY CO/THE 0.1%
Value ($000) $1,442 Shares 15,077 Est. Cost $84.63 Unrealized 0.0%
MCHP MICROCHIP TECHNOLOGY INC 0.1%
Value ($000) $1,427 Shares 22,964 Est. Cost $20.59 Unrealized +18.6%
AEP INDUSTRIES INC 0.1%
Value ($000) $1,404 Shares 12,836 Est. Cost $109.38 Unrealized
SINOPEC CORP 0.1%
Value ($000) $1,388 Shares 18,796 Est. Cost $73.85 Unrealized
LAM RESEARCH CORP 0.1%
Value ($000) $1,349 Shares 14,249 Est. Cost $87.43 Unrealized
ORLY O'REILLY AUTOMOTIVE INC 0.1%
Value ($000) $1,341 Shares 4,788 Est. Cost $14.56 Unrealized +28.8%
IP INTERNATIONAL PAPER CO 0.1%
Value ($000) $1,334 Shares 27,792 Est. Cost $29.51 Unrealized 0.0%
CTAS CINTAS CORP 0.1%
Value ($000) $1,331 Shares 11,826 Est. Cost $24.76 Unrealized 0.0%
DHI DR HORTON INC 0.1%
Value ($000) $1,312 Shares 43,433 Est. Cost $27.83 Unrealized +3.9%
MHK MOHAWK INDUSTRIES INC 0.1%
Value ($000) $1,307 Shares 6,520 Est. Cost $205.53 Unrealized 0.0%
RAYTHEON CO 0.1%
Value ($000) $1,304 Shares 9,581 Est. Cost $119.70 Unrealized
XYL XYLEM INC/NY 0.1%
Value ($000) $1,295 Shares 24,683 Est. Cost $34.34 Unrealized +27.4%
PAYX PAYCHEX INC 0.1%
Value ($000) $1,291 Shares 22,314 Est. Cost $41.42 Unrealized +9.5%
T AT&T INC 0.1%
Value ($000) $1,287 Shares 31,677 Est. Cost $16.29 Unrealized 0.0%
DLTR DOLLAR TREE INC 0.1%
Value ($000) $1,286 Shares 16,282 Est. Cost $83.78 Unrealized +7.4%
MAT MATTEL INC 0.1%
Value ($000) $1,282 Shares 42,338 Est. Cost $31.78 Unrealized +2.9%
AVY AVERY DENNISON CORP 0.1%
Value ($000) $1,274 Shares 16,373 Est. Cost $52.49 Unrealized +22.7%
L-3 COMMUNICATIONS HOLDINGS IN 0.1%
Value ($000) $1,273 Shares 8,440 Est. Cost $137.60 Unrealized
DGX QUEST DIAGNOSTICS INC 0.1%
Value ($000) $1,271 Shares 15,021 Est. Cost $61.24 Unrealized +14.0%
LDOS LEIDOS HOLDINGS INC 0.1%
Value ($000) $1,267 Shares 29,283 Est. Cost $33.42 Unrealized 0.0%
ED CONSOLIDATED EDISON INC 0.1%
Value ($000) $1,248 Shares 16,571 Est. Cost $55.44 Unrealized 0.0%
CME CME GROUP INC 0.1%
Value ($000) $1,247 Shares 11,930 Est. Cost $63.64 Unrealized +15.0%
FANG DIAMONDBACK ENERGY INC 0.1%
Value ($000) $1,239 Shares 12,828 Est. Cost $71.21 Unrealized 0.0%
SWK STANLEY BLACK & DECKER INC 0.1%
Value ($000) $1,235 Shares 10,038 Est. Cost $78.73 Unrealized +19.9%
HPQ HP INC 0.1%
Value ($000) $1,190 Shares 76,608 Est. Cost $10.47 Unrealized 0.0%
CIMAREX ENERGY CO 0.1%
Value ($000) $1,188 Shares 8,842 Est. Cost $123.08 Unrealized
PHM PULTEGROUP INC 0.1%
Value ($000) $1,165 Shares 58,125 Est. Cost $18.55 Unrealized 0.0%
AZO AUTOZONE INC 0.1%
Value ($000) $1,154 Shares 1,502 Est. Cost $670.95 Unrealized +16.0%
SYY SYSCO CORP 0.1%
Value ($000) $1,144 Shares 23,335 Est. Cost $36.25 Unrealized +11.0%
WPC WP CAREY INC 0.1%
Value ($000) $1,138 Shares 17,633 Est. Cost $64.54 Unrealized
OMC OMNICOM GROUP INC 0.1%
Value ($000) $1,135 Shares 13,355 Est. Cost $59.97 Unrealized +0.9%
LEGG MASON INC 0.1%
Value ($000) $1,126 Shares 33,620 Est. Cost $29.49 Unrealized
EIX EDISON INTERNATIONAL 0.1%
Value ($000) $1,097 Shares 15,189 Est. Cost $51.05 Unrealized 0.0%
WHITEWAVE FOODS CO/THE 0.1%
Value ($000) $1,088 Shares 20,000 Est. Cost $54.40 Unrealized
CINF CINCINNATI FINANCIAL CORP 0.1%
Value ($000) $1,084 Shares 14,375 Est. Cost $54.29 Unrealized +8.4%
CVENT INC 0.1%
Value ($000) $1,079 Shares 34,000 Est. Cost $35.74 Unrealized
DB DEUTSCHE BANK AG 0.1%
Value ($000) $1,048 Shares 80,657 Est. Cost $10.58 Unrealized 0.0%
EFX EQUIFAX INC 0.1%
Value ($000) $1,026 Shares 7,619 Est. Cost $99.40 Unrealized +22.2%
CMS CMS ENERGY CORP 0.1%
Value ($000) $1,026 Shares 24,416 Est. Cost $29.09 Unrealized +13.8%
PCG PG&E CORP 0.1%
Value ($000) $1,025 Shares 16,755 Est. Cost $60.39 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC 0.1%
Value ($000) $1,019 Shares 6,123 Est. Cost $114.60 Unrealized +24.8%
BROCADE COMMUNICATIONS SYSTEMS 0.1%
Value ($000) $1,016 Shares 110,018 Est. Cost $9.23 Unrealized
FISV FISERV INC 0.1%
Value ($000) $1,006 Shares 10,114 Est. Cost $50.57 Unrealized +3.7%
WEC ENERGY GROUP INC 0.1%
Value ($000) $996 Shares 16,633 Est. Cost $59.96 Unrealized
HAS HASBRO INC 0.1%
Value ($000) $990 Shares 12,475 Est. Cost $50.81 Unrealized +16.4%
AFL AFLAC INC 0.1%
Value ($000) $987 Shares 13,739 Est. Cost $29.23 Unrealized 0.0%
TJX TJX COS INC/THE 0.1%
Value ($000) $980 Shares 13,106 Est. Cost $32.90 Unrealized +4.2%
EXC EXELON CORP 0.1%
Value ($000) $974 Shares 29,277 Est. Cost $18.08 Unrealized 0.0%
VIRGIN AMERICA INC 0.1%
Value ($000) $964 Shares 18,000 Est. Cost $56.21 Unrealized
SGI TEMPUR SEALY INTERNATIONAL INC 0.1%
Value ($000) $957 Shares 16,874 Est. Cost $17.83 Unrealized 0.0%
BIGGQ BIG LOTS INC 0.1%
Value ($000) $952 Shares 19,939 Est. Cost $37.37 Unrealized +7.1%
LEG LEGGETT & PLATT INC 0.1%
Value ($000) $951 Shares 20,848 Est. Cost $50.54 Unrealized +1.7%
SUNTRUST BANKS INC 0.1%
Value ($000) $951 Shares 21,708 Est. Cost $36.11 Unrealized
WELLTOWER INC 0.1%
Value ($000) $942 Shares 12,594 Est. Cost $74.80 Unrealized
SCANA CORP 0.1%
Value ($000) $939 Shares 12,978 Est. Cost $70.36 Unrealized
MEDTRONIC PLC 0.1%
Value ($000) $931 Shares 10,770 Est. Cost $80.15 Unrealized
SHW SHERWIN-WILLIAMS CO/THE 0.1%
Value ($000) $929 Shares 3,355 Est. Cost $84.42 Unrealized +5.4%
BALL BALL CORP 0.1%
Value ($000) $901 Shares 10,998 Est. Cost $33.62 Unrealized +2.8%
BMY BRISTOL-MYERS SQUIBB CO 0.1%
Value ($000) $900 Shares 16,683 Est. Cost $50.50 Unrealized -8.6%
BBY BEST BUY CO INC 0.1%
Value ($000) $896 Shares 23,462 Est. Cost $23.69 Unrealized +6.5%
SYMANTEC CORP 0.1%
Value ($000) $890 Shares 35,436 Est. Cost $22.77 Unrealized
UBS UBS GROUP AG 0.1%
Value ($000) $880 Shares 64,619 Est. Cost $14.73 Unrealized -7.6%
XEL XCEL ENERGY INC 0.1%
Value ($000) $875 Shares 21,288 Est. Cost $31.04 Unrealized +3.0%
SEE SEALED AIR CORP 0.1%
Value ($000) $862 Shares 18,822 Est. Cost $35.97 Unrealized +11.1%
CNINSURE INC 0.1%
Value ($000) $849 Shares 110,200 Est. Cost $7.20 Unrealized
PETROCHINA CO LTD 0.1%
Value ($000) $849 Shares 12,723 Est. Cost $66.73 Unrealized
RSG REPUBLIC SERVICES INC 0.1%
Value ($000) $831 Shares 16,477 Est. Cost $43.85 Unrealized 0.0%
BB&T CORP 0.1%
Value ($000) $816 Shares 21,639 Est. Cost $37.71 Unrealized
URI UNITED RENTALS INC 0.1%
Value ($000) $813 Shares 10,351 Est. Cost $65.33 Unrealized +13.6%
GLW CORNING INC 0.1%
Value ($000) $813 Shares 34,353 Est. Cost $17.37 Unrealized 0.0%
GM GENERAL MOTORS CO 0.1%
Value ($000) $795 Shares 25,011 Est. Cost $25.85 Unrealized 0.0%
WCN WASTE CONNECTIONS INC 0.1%
Value ($000) $790 Shares 10,569 Est. Cost $42.53 Unrealized +11.0%
PRICELINE GROUP INC/THE 0.1%
Value ($000) $790 Shares 537 Est. Cost $1345.73 Unrealized
PVH PVH CORP 0.1%
Value ($000) $787 Shares 7,118 Est. Cost $101.99 Unrealized 0.0%
NDAQ NASDAQ INC 0.1%
Value ($000) $781 Shares 11,564 Est. Cost $16.85 Unrealized +17.9%
THC TENET HEALTHCARE CORP 0.1%
Value ($000) $777 Shares 34,258 Est. Cost $28.17 Unrealized -7.6%
XNET XUNLEI LTD 0.1%
Value ($000) $765 Shares 141,835 Est. Cost $5.81 Unrealized
INTERPUBLIC GROUP OF COS INC/T 0.1%
Value ($000) $761 Shares 34,049 Est. Cost $15.49 Unrealized +3.5%
KIM KIMCO REALTY CORP 0.1%
Value ($000) $760 Shares 26,232 Est. Cost $19.07 Unrealized 0.0%
OKE ONEOK INC 0.1%
Value ($000) $760 Shares 14,774 Est. Cost $17.78 Unrealized +50.3%
BDX BECTON DICKINSON AND CO 0.1%
Value ($000) $756 Shares 4,202 Est. Cost $138.32 Unrealized +7.4%
WAT WATERS CORP 0.1%
Value ($000) $753 Shares 4,751 Est. Cost $143.37 Unrealized +7.9%
ALCOA INC 0.1%
Value ($000) $747 Shares 73,626 Est. Cost $10.15 Unrealized
KEP KOREA ELECTRIC POWER CORP 0.1%
Value ($000) $733 Shares 30,073 Est. Cost $24.37 Unrealized
TOTAL SYSTEM SERVICES INC 0.1%
Value ($000) $725 Shares 15,373 Est. Cost $53.08 Unrealized
JOHNSON CONTROLS INTERNATIONAL 0.1%
Value ($000) $710 Shares 15,261 Est. Cost $46.52 Unrealized
AK STEEL HOLDING CORP 0.1%
Value ($000) $706 Shares 146,233 Est. Cost $4.66 Unrealized
INCONTACT INC 0.1%
Value ($000) $699 Shares 50,000 Est. Cost $13.86 Unrealized
RGA REINSURANCE GROUP OF AMERICA I 0.1%
Value ($000) $692 Shares 6,410 Est. Cost $102.08 Unrealized 0.0%
META FACEBOOK INC 0.1%
Value ($000) $680 Shares 5,304 Est. Cost $114.43 Unrealized +7.7%
LYV LIVE NATION ENTERTAINMENT INC 0.1%
Value ($000) $648 Shares 23,560 Est. Cost $26.08 Unrealized 0.0%
NAVI NAVIENT CORP 0.1%
Value ($000) $648 Shares 44,807 Est. Cost $11.02 Unrealized +26.4%
MRSH MARSH & MCLENNAN COS INC 0.1%
Value ($000) $638 Shares 9,480 Est. Cost $51.98 Unrealized +10.3%
AEE AMEREN CORP 0.1%
Value ($000) $634 Shares 12,881 Est. Cost $37.11 Unrealized +4.6%
QRVO QORVO INC 0.1%
Value ($000) $634 Shares 11,361 Est. Cost $51.81 Unrealized +9.5%
LEN LENNAR CORP 0.1%
Value ($000) $633 Shares 14,951 Est. Cost $40.40 Unrealized 0.0%
KMX CARMAX INC 0.1%
Value ($000) $627 Shares 11,747 Est. Cost $51.36 Unrealized +10.3%
HUM HUMANA INC 0.1%
Value ($000) $619 Shares 3,500 Est. Cost $160.15 Unrealized +0.3%
CMA COMERICA INC 0.1%
Value ($000) $614 Shares 12,981 Est. Cost $27.77 Unrealized +11.9%
DHR DANAHER CORP 0.1%
Value ($000) $613 Shares 7,827 Est. Cost $67.27 Unrealized 0.0%
APACHE CORP 0.1%
Value ($000) $613 Shares 9,598 Est. Cost $48.83 Unrealized
JC PENNEY CO INC 0.1%
Value ($000) $609 Shares 66,059 Est. Cost $8.82 Unrealized
ETR ENTERGY CORP 0.1%
Value ($000) $608 Shares 7,919 Est. Cost $27.70 Unrealized 0.0%
LOGI LOGITECH INTERNATIONAL SA 0.1%
Value ($000) $608 Shares 27,091 Est. Cost $13.21 Unrealized +28.9%
PNW PINNACLE WEST CAPITAL CORP 0.1%
Value ($000) $600 Shares 7,898 Est. Cost $48.47 Unrealized +11.0%
WESTROCK CO 0.1%
Value ($000) $588 Shares 12,146 Est. Cost $48.41 Unrealized
VRSN VERISIGN INC 0.1%
Value ($000) $586 Shares 7,494 Est. Cost $85.47 Unrealized -6.9%
KELLOGG CO 0.1%
Value ($000) $582 Shares 7,502 Est. Cost $54.67 Unrealized 0.0%
PM PHILIP MORRIS INTERNATIONAL IN 0.1%
Value ($000) $575 Shares 5,918 Est. Cost $62.27 Unrealized 0.0%
CBS CORP 0.1%
Value ($000) $572 Shares 10,451 Est. Cost $54.47 Unrealized
AEP AMERICAN ELECTRIC POWER CO INC 0.1%
Value ($000) $549 Shares 8,564 Est. Cost $48.31 Unrealized 0.0%
BEMIS CO INC 0.1%
Value ($000) $548 Shares 10,745 Est. Cost $51.54 Unrealized
FITB FIFTH THIRD BANCORP 0.1%
Value ($000) $540 Shares 26,407 Est. Cost $12.96 Unrealized +6.8%
NEE NEXTERA ENERGY INC 0.1%
Value ($000) $534 Shares 4,367 Est. Cost $24.82 Unrealized 0.0%
SCRIPPS NETWORKS INTERACTIVE I 0.0%
Value ($000) $518 Shares 8,170 Est. Cost $63.40 Unrealized
CHUBB LTD 0.0%
Value ($000) $518 Shares 4,123 Est. Cost $125.64 Unrealized
QCOM QUALCOMM INC 0.0%
Value ($000) $518 Shares 7,562 Est. Cost $46.91 Unrealized 0.0%
DOW CHEMICAL CO/THE 0.0%
Value ($000) $516 Shares 9,947 Est. Cost $51.87 Unrealized
CR BARD INC 0.0%
Value ($000) $515 Shares 2,296 Est. Cost $218.84 Unrealized
TRINA SOLAR LTD 0.0%
Value ($000) $512 Shares 50,000 Est. Cost $11.02 Unrealized
JPM JPMORGAN CHASE & CO 0.0%
Value ($000) $511 Shares 7,673 Est. Cost $50.85 Unrealized 0.0%
NEU NEWMARKET CORP 0.0%
Value ($000) $510 Shares 1,189 Est. Cost $354.36 Unrealized 0.0%
EBAY EBAY INC 0.0%
Value ($000) $510 Shares 15,507 Est. Cost $21.47 Unrealized +25.1%
JD JD.COM INC 0.0%
Value ($000) $475 Shares 18,200 Est. Cost $26.10 Unrealized
ALERE INC 0.0%
Value ($000) $468 Shares 10,827 Est. Cost $47.13 Unrealized
FHN FIRST HORIZON NATIONAL CORP 0.0%
Value ($000) $442 Shares 28,993 Est. Cost $9.45 Unrealized +13.6%
GME GAMESTOP CORP 0.0%
Value ($000) $438 Shares 15,858 Est. Cost $5.73 Unrealized +0.9%
WINDSTREAM HOLDINGS INC 0.0%
Value ($000) $438 Shares 43,561 Est. Cost $8.89 Unrealized
MEREDITH CORP 0.0%
Value ($000) $438 Shares 8,422 Est. Cost $52.01 Unrealized
LEUCADIA NATIONAL CORP 0.0%
Value ($000) $436 Shares 22,944 Est. Cost $19.00 Unrealized
RF REGIONS FINANCIAL CORP 0.0%
Value ($000) $431 Shares 43,655 Est. Cost $5.64 Unrealized +18.0%
ZION ZIONS BANCORPORATION 0.0%
Value ($000) $429 Shares 13,814 Est. Cost $25.06 Unrealized +13.4%
GPC GENUINE PARTS CO 0.0%
Value ($000) $426 Shares 4,239 Est. Cost $73.37 Unrealized +5.3%
CTRA CABOT OIL & GAS CORP 0.0%
Value ($000) $403 Shares 15,612 Est. Cost $18.23 Unrealized 0.0%
DUN & BRADSTREET CORP/THE 0.0%
Value ($000) $401 Shares 2,940 Est. Cost $136.39 Unrealized
EOG EOG RESOURCES INC 0.0%
Value ($000) $396 Shares 4,091 Est. Cost $65.14 Unrealized 0.0%
CNP CENTERPOINT ENERGY INC 0.0%
Value ($000) $395 Shares 16,980 Est. Cost $16.19 Unrealized +6.9%
CITRIX SYSTEMS INC 0.0%
Value ($000) $388 Shares 4,564 Est. Cost $80.09 Unrealized
CRM SALESFORCE.COM INC 0.0%
Value ($000) $388 Shares 5,435 Est. Cost $77.55 Unrealized -0.6%
MKC MCCORMICK & CO INC/MD 0.0%
Value ($000) $387 Shares 3,873 Est. Cost $36.46 Unrealized +16.3%
SODASTREAM INTERNATIONAL LTD 0.0%
Value ($000) $382 Shares 14,369 Est. Cost $26.59 Unrealized
HTLD HEARTLAND EXPRESS INC 0.0%
Value ($000) $380 Shares 20,144 Est. Cost $18.74 Unrealized 0.0%
RNR RENAISSANCERE HOLDINGS LTD 0.0%
Value ($000) $379 Shares 3,152 Est. Cost $117.88 Unrealized 0.0%
HSIC HENRY SCHEIN INC 0.0%
Value ($000) $378 Shares 2,320 Est. Cost $65.06 Unrealized +2.0%
PEOPLE'S UNITED FINANCIAL INC 0.0%
Value ($000) $377 Shares 23,836 Est. Cost $15.92 Unrealized
UNITED STATES STEEL CORP 0.0%
Value ($000) $374 Shares 19,855 Est. Cost $16.87 Unrealized
DTE DTE ENERGY CO 0.0%
Value ($000) $366 Shares 3,911 Est. Cost $59.58 Unrealized 0.0%
AON PLC 0.0%
Value ($000) $362 Shares 3,221 Est. Cost $109.22 Unrealized
EATON CORP PLC 0.0%
Value ($000) $357 Shares 5,433 Est. Cost $65.71 Unrealized
JACOBS ENGINEERING GROUP INC 0.0%
Value ($000) $356 Shares 6,892 Est. Cost $49.74 Unrealized
MMM 3M CO 0.0%
Value ($000) $352 Shares 1,996 Est. Cost $98.77 Unrealized +10.5%
ADI ANALOG DEVICES INC 0.0%
Value ($000) $350 Shares 5,431 Est. Cost $51.83 Unrealized 0.0%
SEAGATE TECHNOLOGY PLC 0.0%
Value ($000) $345 Shares 8,949 Est. Cost $38.55 Unrealized
DUK DUKE ENERGY CORP 0.0%
Value ($000) $344 Shares 4,307 Est. Cost $56.39 Unrealized 0.0%
CONCORDIA INTERNATIONAL CORP 0.0%
Value ($000) $344 Shares 76,906 Est. Cost $4.47 Unrealized
CLIFFS NATURAL RESOURCES INC 0.0%
Value ($000) $338 Shares 57,818 Est. Cost $5.77 Unrealized
ALLE ALLEGION PLC 0.0%
Value ($000) $336 Shares 4,873 Est. Cost $58.30 Unrealized +8.3%
ITRI ITRON INC 0.0%
Value ($000) $329 Shares 5,904 Est. Cost $47.94 Unrealized 0.0%
WLY JOHN WILEY & SONS INC 0.0%
Value ($000) $303 Shares 5,857 Est. Cost $41.01 Unrealized 0.0%
LABORATORY CORP OF AMERICA HOL 0.0%
Value ($000) $301 Shares 2,194 Est. Cost $118.11 Unrealized
XILINX INC 0.0%
Value ($000) $299 Shares 5,506 Est. Cost $54.30 Unrealized
MRK MERCK & CO INC 0.0%
Value ($000) $297 Shares 4,761 Est. Cost $43.73 Unrealized 0.0%
ABBV ABBVIE INC 0.0%
Value ($000) $292 Shares 4,643 Est. Cost $38.89 Unrealized +12.9%
DR PEPPER SNAPPLE GROUP INC 0.0%
Value ($000) $287 Shares 3,143 Est. Cost $78.59 Unrealized
A AGILENT TECHNOLOGIES INC 0.0%
Value ($000) $271 Shares 5,763 Est. Cost $40.01 Unrealized +8.5%
GT GOODYEAR TIRE & RUBBER CO/THE 0.0%
Value ($000) $262 Shares 8,134 Est. Cost $30.03 Unrealized -3.2%
REYNOLDS AMERICAN INC 0.0%
Value ($000) $256 Shares 5,425 Est. Cost $52.46 Unrealized
UPS UNITED PARCEL SERVICE INC 0.0%
Value ($000) $251 Shares 2,290 Est. Cost $77.25 Unrealized 0.0%
KANSAS CITY SOUTHERN 0.0%
Value ($000) $245 Shares 2,623 Est. Cost $85.54 Unrealized
PEG PUBLIC SERVICE ENTERPRISE GROU 0.0%
Value ($000) $233 Shares 5,567 Est. Cost $31.86 Unrealized 0.0%
OWENS-ILLINOIS INC 0.0%
Value ($000) $230 Shares 12,509 Est. Cost $18.39 Unrealized
TRV TRAVELERS COS INC/THE 0.0%
Value ($000) $225 Shares 1,961 Est. Cost $95.26 Unrealized 0.0%
NG NOVAGOLD RESOURCES INC 0.0%
Value ($000) $222 Shares 39,813 Est. Cost $6.22 Unrealized 0.0%
IFF INTERNATIONAL FLAVORS & FRAGRA 0.0%
Value ($000) $219 Shares 1,532 Est. Cost $89.43 Unrealized +19.9%
PFE PFIZER INC 0.0%
Value ($000) $212 Shares 6,248 Est. Cost $22.26 Unrealized 0.0%
HBAN HUNTINGTON BANCSHARES INC/OH 0.0%
Value ($000) $206 Shares 20,903 Est. Cost $6.13 Unrealized +4.8%
DENTSPLY SIRONA INC 0.0%
Value ($000) $205 Shares 3,449 Est. Cost $62.05 Unrealized
EXK ENDEAVOUR SILVER CORP 0.0%
Value ($000) $204 Shares 39,736 Est. Cost $4.99 Unrealized 0.0%
AGENUS INC 0.0%
Value ($000) $201 Shares 28,024 Est. Cost $7.17 Unrealized
AHRT ARMADA HOFFLER PROPERTIES INC 0.0%
Value ($000) $151 Shares 11,220 Est. Cost $13.46 Unrealized
TANGOE INC 0.0%
Value ($000) $149 Shares 18,113 Est. Cost $8.23 Unrealized
VIAV VIAVI SOLUTIONS INC 0.0%
Value ($000) $148 Shares 20,081 Est. Cost $7.33 Unrealized 0.0%
PHOENIX NEW MEDIA LTD 0.0%
Value ($000) $110 Shares 28,292 Est. Cost $7.92 Unrealized
MITEL NETWORKS CORP 0.0%
Value ($000) $100 Shares 13,548 Est. Cost $7.38 Unrealized