LMR Partners LLP Quant / Systematic

CIK: 0001578621 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 7, 2017

Total Value ($000): $651,111 (100.0% shares, 0.0% debt)

Holdings (315)

TATA MOTORS LTD 7.2%
Value ($000) $46,752 Shares 1,345,571 Est. Cost $37.78 Unrealized
INFY INFOSYS LTD 5.1%
Value ($000) $33,267 Shares 2,235,891 Est. Cost $14.88 Unrealized
IBN ICICI BANK LTD 4.5%
Value ($000) $29,127 Shares 3,874,736 Est. Cost $7.41 Unrealized
UNH UNITEDHEALTH GROUP INC 3.7%
Value ($000) $23,980 Shares 149,840 Est. Cost $124.97 Unrealized +3.3%
CMCSA COMCAST CORP 3.6%
Value ($000) $23,650 Shares 342,506 Est. Cost $26.79 Unrealized +0.1%
BRK/B BERKSHIRE HATHAWAY INC 3.3%
Value ($000) $21,321 Shares 130,818 Est. Cost $153.96 Unrealized 0.0%
V VISA INC 3.2%
Value ($000) $20,918 Shares 268,113 Est. Cost $75.44 Unrealized 0.0%
KHC KRAFT HEINZ CO/THE 2.4%
Value ($000) $15,940 Shares 182,546 Est. Cost $54.44 Unrealized +3.7%
ADP AUTOMATIC DATA PROCESSING INC 2.4%
Value ($000) $15,902 Shares 154,722 Est. Cost $76.76 Unrealized 0.0%
PLNT PLANET FITNESS INC 1.8%
Value ($000) $11,555 Shares 574,892 Est. Cost $20.72 Unrealized +0.1%
CHINA LIFE INSURANCE CO LTD 1.7%
Value ($000) $11,025 Shares 846,615 Est. Cost $12.25 Unrealized
CACC CREDIT ACCEPTANCE CORP 1.4%
Value ($000) $8,918 Shares 41,000 Est. Cost $185.17 Unrealized +4.7%
CNOOC LTD 1.1%
Value ($000) $7,311 Shares 58,460 Est. Cost $125.39 Unrealized
RDY DR REDDY'S LABORATORIES LTD 1.1%
Value ($000) $7,236 Shares 160,600 Est. Cost $46.42 Unrealized
WALGREENS BOOTS ALLIANCE INC 1.1%
Value ($000) $7,075 Shares 85,487 Est. Cost $82.76 Unrealized
NTTYY NTT 1.1%
Value ($000) $6,938 Shares 165,200 Est. Cost $44.27 Unrealized
OLLI OLLIE'S BARGAIN OUTLET HOLDING 1.0%
Value ($000) $6,403 Shares 225,045 Est. Cost $25.73 Unrealized +12.2%
LIONS GATE ENTERTAINMENT CORP 1.0%
Value ($000) $6,272 Shares 255,561 Est. Cost $24.54 Unrealized
MICHAELS COS INC/THE 0.7%
Value ($000) $4,339 Shares 212,186 Est. Cost $20.45 Unrealized
NRG NRG ENERGY INC 0.7%
Value ($000) $4,324 Shares 352,696 Est. Cost $9.47 Unrealized 0.0%
NVDA NVIDIA CORP 0.7%
Value ($000) $4,314 Shares 40,413 Est. Cost $0.87 Unrealized +136.5%
REALOGY HOLDINGS CORP 0.6%
Value ($000) $4,207 Shares 163,539 Est. Cost $25.72 Unrealized
TM TOYOTA MOTOR CORP 0.6%
Value ($000) $4,099 Shares 34,850 Est. Cost $116.06 Unrealized
HUDSON PACIFIC PROPERTIES INC 0.6%
Value ($000) $4,068 Shares 116,955 Est. Cost $34.78 Unrealized
LIBERTY EXPEDIA HOLDINGS INC 0.6%
Value ($000) $3,967 Shares 100,000 Est. Cost $39.67 Unrealized
AMZN AMAZON.COM INC 0.6%
Value ($000) $3,925 Shares 5,235 Est. Cost $35.69 Unrealized +9.8%
HPE HEWLETT PACKARD ENTERPRISE CO 0.6%
Value ($000) $3,858 Shares 166,714 Est. Cost $7.45 Unrealized +37.3%
LIBERTY VENTURES 0.6%
Value ($000) $3,687 Shares 100,000 Est. Cost $36.87 Unrealized
META FACEBOOK INC 0.5%
Value ($000) $3,578 Shares 31,093 Est. Cost $120.68 Unrealized +1.1%
LIONS GATE ENTERTAINMENT CORP 0.5%
Value ($000) $3,363 Shares 125,000 Est. Cost $26.90 Unrealized
TMUS T-MOBILE US INC 0.5%
Value ($000) $3,260 Shares 56,689 Est. Cost $50.55 Unrealized 0.0%
ALNY ALNYLAM PHARMACEUTICALS INC 0.5%
Value ($000) $3,229 Shares 86,245 Est. Cost $41.87 Unrealized 0.0%
BSX BOSTON SCIENTIFIC CORP 0.5%
Value ($000) $3,226 Shares 149,150 Est. Cost $20.65 Unrealized +5.7%
ACTIVISION BLIZZARD INC 0.5%
Value ($000) $3,140 Shares 86,956 Est. Cost $36.11 Unrealized
DGX QUEST DIAGNOSTICS INC 0.5%
Value ($000) $3,048 Shares 33,171 Est. Cost $67.12 Unrealized +7.3%
NEM NEWMONT MINING CORP 0.5%
Value ($000) $3,029 Shares 88,903 Est. Cost $24.21 Unrealized +11.0%
GRAN TIERRA ENERGY INC 0.5%
Value ($000) $3,015 Shares 998,410 Est. Cost $3.02 Unrealized
ISRG INTUITIVE SURGICAL INC 0.5%
Value ($000) $2,941 Shares 4,637 Est. Cost $70.78 Unrealized +3.9%
LEGG MASON INC 0.4%
Value ($000) $2,811 Shares 94,000 Est. Cost $29.76 Unrealized
OWENS-ILLINOIS INC 0.4%
Value ($000) $2,785 Shares 160,000 Est. Cost $17.48 Unrealized
BAX BAXTER INTERNATIONAL INC 0.4%
Value ($000) $2,780 Shares 62,710 Est. Cost $39.36 Unrealized +1.0%
EQIX EQUINIX INC 0.4%
Value ($000) $2,769 Shares 7,747 Est. Cost $268.34 Unrealized +9.3%
NOC NORTHROP GRUMMAN CORP 0.4%
Value ($000) $2,760 Shares 11,868 Est. Cost $158.19 Unrealized +26.8%
DELL TECHNOLOGIES INC CLASS V 0.4%
Value ($000) $2,748 Shares 50,000 Est. Cost $47.80 Unrealized
CHINA UNICOM HONG KONG LTD 0.4%
Value ($000) $2,716 Shares 233,333 Est. Cost $11.64 Unrealized
BDX BECTON DICKINSON AND CO 0.4%
Value ($000) $2,648 Shares 15,998 Est. Cost $143.02 Unrealized +1.2%
SYMANTEC CORP 0.4%
Value ($000) $2,633 Shares 110,240 Est. Cost $23.53 Unrealized
DHR DANAHER CORP 0.4%
Value ($000) $2,500 Shares 32,119 Est. Cost $66.59 Unrealized -0.3%
CONCHO RESOURCES INC 0.4%
Value ($000) $2,446 Shares 18,447 Est. Cost $129.38 Unrealized
AMAT APPLIED MATERIALS INC 0.4%
Value ($000) $2,439 Shares 75,587 Est. Cost $19.31 Unrealized +42.4%
ALPHABET INC 0.4%
Value ($000) $2,439 Shares 3,077 Est. Cost $792.66 Unrealized
MEDTRONIC PLC 0.4%
Value ($000) $2,348 Shares 32,960 Est. Cost $74.15 Unrealized
PIONEER NATURAL RESOURCES CO 0.4%
Value ($000) $2,333 Shares 12,958 Est. Cost $153.57 Unrealized
PLD PROLOGIS INC 0.4%
Value ($000) $2,324 Shares 44,019 Est. Cost $40.14 Unrealized -2.2%
SYK STRYKER CORP 0.4%
Value ($000) $2,319 Shares 19,355 Est. Cost $103.92 Unrealized 0.0%
EA ELECTRONIC ARTS INC 0.3%
Value ($000) $2,214 Shares 28,110 Est. Cost $67.89 Unrealized +15.2%
ROST ROSS STORES INC 0.3%
Value ($000) $2,188 Shares 33,356 Est. Cost $52.43 Unrealized +14.0%
MSFT MICROSOFT CORP 0.3%
Value ($000) $2,149 Shares 34,595 Est. Cost $53.94 Unrealized 0.0%
PKX POSCO 0.3%
Value ($000) $2,141 Shares 40,089 Est. Cost $51.09 Unrealized
MS MORGAN STANLEY 0.3%
Value ($000) $2,132 Shares 50,458 Est. Cost $29.14 Unrealized 0.0%
CIMAREX ENERGY CO 0.3%
Value ($000) $2,127 Shares 15,657 Est. Cost $128.64 Unrealized
HSBC HSBC HOLDINGS PLC 0.3%
Value ($000) $2,011 Shares 50,120 Est. Cost $37.61 Unrealized
GOOG ALPHABET INC 0.3%
Value ($000) $2,007 Shares 2,601 Est. Cost $38.66 Unrealized 0.0%
RF REGIONS FINANCIAL CORP 0.3%
Value ($000) $1,999 Shares 139,178 Est. Cost $7.83 Unrealized +12.8%
PRU PRUDENTIAL FINANCIAL INC 0.3%
Value ($000) $1,977 Shares 18,997 Est. Cost $62.61 Unrealized 0.0%
FITB FIFTH THIRD BANCORP 0.3%
Value ($000) $1,970 Shares 73,057 Est. Cost $15.73 Unrealized +10.0%
HAL HALLIBURTON CO 0.3%
Value ($000) $1,962 Shares 36,273 Est. Cost $36.14 Unrealized +15.4%
CR BARD INC 0.3%
Value ($000) $1,944 Shares 8,653 Est. Cost $223.12 Unrealized
WM WASTE MANAGEMENT INC 0.3%
Value ($000) $1,936 Shares 27,301 Est. Cost $55.15 Unrealized +3.0%
FANG HOLDINGS LTD 0.3%
Value ($000) $1,932 Shares 588,947 Est. Cost $3.28 Unrealized
TSN TYSON FOODS INC 0.3%
Value ($000) $1,928 Shares 31,261 Est. Cost $46.89 Unrealized +10.9%
S&P GLOBAL INC 0.3%
Value ($000) $1,912 Shares 17,787 Est. Cost $107.32 Unrealized
OKE ONEOK INC 0.3%
Value ($000) $1,895 Shares 33,006 Est. Cost $24.56 Unrealized +22.4%
BRSL INTERNATIONAL GAME TECHNOLOGY 0.3%
Value ($000) $1,883 Shares 73,766 Est. Cost $16.01 Unrealized 0.0%
PFG PRINCIPAL FINANCIAL GROUP INC 0.3%
Value ($000) $1,847 Shares 31,919 Est. Cost $39.76 Unrealized 0.0%
MRK MERCK & CO INC 0.3%
Value ($000) $1,791 Shares 30,422 Est. Cost $44.03 Unrealized +0.1%
STZ CONSTELLATION BRANDS INC 0.3%
Value ($000) $1,749 Shares 11,407 Est. Cost $125.53 Unrealized +10.1%
EW EDWARDS LIFESCIENCES CORP 0.3%
Value ($000) $1,742 Shares 18,597 Est. Cost $29.08 Unrealized +11.4%
EOG EOG RESOURCES INC 0.3%
Value ($000) $1,706 Shares 16,882 Est. Cost $70.61 Unrealized +2.5%
KEY KEYCORP 0.3%
Value ($000) $1,700 Shares 93,032 Est. Cost $10.71 Unrealized 0.0%
PETROCHINA CO LTD 0.3%
Value ($000) $1,693 Shares 22,720 Est. Cost $70.16 Unrealized
XYL XYLEM INC/NY 0.3%
Value ($000) $1,690 Shares 34,131 Est. Cost $37.41 Unrealized +21.4%
VTR VENTAS INC 0.3%
Value ($000) $1,679 Shares 26,866 Est. Cost $42.58 Unrealized 0.0%
LDOS LEIDOS HOLDINGS INC 0.3%
Value ($000) $1,679 Shares 32,835 Est. Cost $34.18 Unrealized +18.4%
NEWFIELD EXPLORATION CO 0.3%
Value ($000) $1,678 Shares 41,439 Est. Cost $43.17 Unrealized
CMA COMERICA INC 0.3%
Value ($000) $1,638 Shares 24,054 Est. Cost $33.57 Unrealized +20.3%
ZION ZIONS BANCORPORATION 0.2%
Value ($000) $1,626 Shares 37,789 Est. Cost $32.54 Unrealized +13.2%
ADSK AUTODESK INC 0.2%
Value ($000) $1,625 Shares 21,946 Est. Cost $60.63 Unrealized +21.4%
EBAY EBAY INC 0.2%
Value ($000) $1,611 Shares 54,252 Est. Cost $24.91 Unrealized +5.5%
LABORATORY CORP OF AMERICA HOL 0.2%
Value ($000) $1,579 Shares 12,297 Est. Cost $126.57 Unrealized
NOMD NOMAD FOODS LTD 0.2%
Value ($000) $1,571 Shares 164,173 Est. Cost $10.92 Unrealized 0.0%
O REALTY INCOME CORP 0.2%
Value ($000) $1,543 Shares 26,838 Est. Cost $39.11 Unrealized -7.1%
SUNTRUST BANKS INC 0.2%
Value ($000) $1,542 Shares 28,115 Est. Cost $40.38 Unrealized
CTAS CINTAS CORP 0.2%
Value ($000) $1,541 Shares 13,329 Est. Cost $24.85 Unrealized +3.0%
HCA HCA HOLDINGS INC 0.2%
Value ($000) $1,489 Shares 20,112 Est. Cost $69.62 Unrealized 0.0%
PWR QUANTA SERVICES INC 0.2%
Value ($000) $1,459 Shares 41,878 Est. Cost $30.80 Unrealized 0.0%
AMT AMERICAN TOWER CORP 0.2%
Value ($000) $1,444 Shares 13,671 Est. Cost $86.33 Unrealized 0.0%
YAHOO! INC 0.2%
Value ($000) $1,443 Shares 37,329 Est. Cost $38.66 Unrealized
TESORO CORP 0.2%
Value ($000) $1,441 Shares 16,473 Est. Cost $87.48 Unrealized
CFG CITIZENS FINANCIAL GROUP INC 0.2%
Value ($000) $1,433 Shares 40,245 Est. Cost $21.33 Unrealized 0.0%
LOGI LOGITECH INTERNATIONAL SA 0.2%
Value ($000) $1,431 Shares 57,412 Est. Cost $17.21 Unrealized +20.8%
RAYTHEON CO 0.2%
Value ($000) $1,426 Shares 10,042 Est. Cost $120.72 Unrealized
ADBE ADOBE SYSTEMS INC 0.2%
Value ($000) $1,412 Shares 13,716 Est. Cost $105.86 Unrealized 0.0%
JACOBS ENGINEERING GROUP INC 0.2%
Value ($000) $1,406 Shares 24,663 Est. Cost $54.98 Unrealized
ZTS ZOETIS INC 0.2%
Value ($000) $1,394 Shares 26,042 Est. Cost $47.37 Unrealized 0.0%
AMD ADVANCED MICRO DEVICES INC 0.2%
Value ($000) $1,370 Shares 120,809 Est. Cost $5.54 Unrealized +51.5%
LMT LOCKHEED MARTIN CORP 0.2%
Value ($000) $1,359 Shares 5,437 Est. Cost $154.19 Unrealized +27.1%
APACHE CORP 0.2%
Value ($000) $1,358 Shares 21,398 Est. Cost $56.90 Unrealized
VARIAN MEDICAL SYSTEMS INC 0.2%
Value ($000) $1,352 Shares 15,059 Est. Cost $89.78 Unrealized
ITW ILLINOIS TOOL WORKS INC 0.2%
Value ($000) $1,351 Shares 11,027 Est. Cost $79.90 Unrealized +21.6%
NI NISOURCE INC 0.2%
Value ($000) $1,348 Shares 60,883 Est. Cost $18.54 Unrealized -10.5%
NEE NEXTERA ENERGY INC 0.2%
Value ($000) $1,337 Shares 11,193 Est. Cost $24.15 Unrealized -1.8%
SINOPEC CORP 0.2%
Value ($000) $1,333 Shares 18,796 Est. Cost $73.85 Unrealized
UAL UNITED CONTINENTAL HOLDINGS IN 0.2%
Value ($000) $1,331 Shares 18,265 Est. Cost $48.11 Unrealized +32.4%
RSG REPUBLIC SERVICES INC 0.2%
Value ($000) $1,306 Shares 22,889 Est. Cost $44.50 Unrealized +3.8%
AETNA INC 0.2%
Value ($000) $1,304 Shares 10,510 Est. Cost $124.07 Unrealized
MCHP MICROCHIP TECHNOLOGY INC 0.2%
Value ($000) $1,291 Shares 20,126 Est. Cost $20.59 Unrealized +29.0%
NXST NEXSTAR MEDIA GROUP INC 0.2%
Value ($000) $1,266 Shares 20,000 Est. Cost $44.68 Unrealized 0.0%
APARTMENT INVESTMENT & MANAGEM 0.2%
Value ($000) $1,264 Shares 27,821 Est. Cost $45.67 Unrealized
YUM YUM! BRANDS INC 0.2%
Value ($000) $1,263 Shares 19,942 Est. Cost $53.19 Unrealized +0.2%
LNC LINCOLN NATIONAL CORP 0.2%
Value ($000) $1,254 Shares 18,923 Est. Cost $40.64 Unrealized 0.0%
AIG AMERICAN INTERNATIONAL GROUP I 0.2%
Value ($000) $1,225 Shares 18,757 Est. Cost $45.06 Unrealized +10.5%
TMO THERMO FISHER SCIENTIFIC INC 0.2%
Value ($000) $1,225 Shares 8,677 Est. Cost $143.74 Unrealized 0.0%
A AGILENT TECHNOLOGIES INC 0.2%
Value ($000) $1,221 Shares 26,791 Est. Cost $41.81 Unrealized +1.2%
MAS MASCO CORP 0.2%
Value ($000) $1,220 Shares 38,591 Est. Cost $25.92 Unrealized +7.8%
JNJ JOHNSON & JOHNSON 0.2%
Value ($000) $1,220 Shares 10,589 Est. Cost $93.58 Unrealized -4.1%
CME CME GROUP INC 0.2%
Value ($000) $1,215 Shares 10,535 Est. Cost $63.64 Unrealized +23.5%
ANADARKO PETROLEUM CORP 0.2%
Value ($000) $1,215 Shares 17,415 Est. Cost $69.77 Unrealized
E TRADE FINANCIAL CORP 0.2%
Value ($000) $1,211 Shares 34,941 Est. Cost $34.66 Unrealized
CROWN CASTLE INTERNATIONAL COR 0.2%
Value ($000) $1,210 Shares 13,944 Est. Cost $86.78 Unrealized
WAT WATERS CORP 0.2%
Value ($000) $1,195 Shares 8,893 Est. Cost $143.06 Unrealized -0.2%
NFLX NETFLIX INC 0.2%
Value ($000) $1,185 Shares 9,577 Est. Cost $11.85 Unrealized 0.0%
NWL NEWELL BRANDS INC 0.2%
Value ($000) $1,180 Shares 26,444 Est. Cost $32.66 Unrealized +0.1%
CNI CANADIAN NATIONAL RAILWAY CO 0.2%
Value ($000) $1,167 Shares 17,363 Est. Cost $55.82 Unrealized 0.0%
CSX CSX CORP 0.2%
Value ($000) $1,158 Shares 32,218 Est. Cost $9.89 Unrealized 0.0%
NUE NUCOR CORP 0.2%
Value ($000) $1,149 Shares 19,312 Est. Cost $38.56 Unrealized +18.3%
URI UNITED RENTALS INC 0.2%
Value ($000) $1,144 Shares 10,843 Est. Cost $66.37 Unrealized +32.8%
DRI DARDEN RESTAURANTS INC 0.2%
Value ($000) $1,131 Shares 15,553 Est. Cost $53.91 Unrealized 0.0%
EFX EQUIFAX INC 0.2%
Value ($000) $1,117 Shares 9,452 Est. Cost $101.90 Unrealized +10.2%
UNM UNUM GROUP 0.2%
Value ($000) $1,115 Shares 25,385 Est. Cost $40.01 Unrealized 0.0%
CINF CINCINNATI FINANCIAL CORP 0.2%
Value ($000) $1,106 Shares 14,610 Est. Cost $54.35 Unrealized +7.0%
SCHW CHARLES SCHWAB CORP/THE 0.2%
Value ($000) $1,099 Shares 27,852 Est. Cost $31.79 Unrealized 0.0%
WPX ENERGY INC 0.2%
Value ($000) $1,099 Shares 75,435 Est. Cost $14.57 Unrealized
JPM JPMORGAN CHASE & CO 0.2%
Value ($000) $1,068 Shares 12,377 Est. Cost $54.29 Unrealized +10.3%
DE DEERE & CO 0.2%
Value ($000) $1,058 Shares 10,272 Est. Cost $81.42 Unrealized 0.0%
BBY BEST BUY CO INC 0.2%
Value ($000) $1,056 Shares 24,751 Est. Cost $24.06 Unrealized +27.9%
CAT CATERPILLAR INC 0.2%
Value ($000) $1,054 Shares 11,366 Est. Cost $73.74 Unrealized 0.0%
BAC BANK OF AMERICA CORP 0.2%
Value ($000) $1,049 Shares 47,491 Est. Cost $15.68 Unrealized 0.0%
BB&T CORP 0.2%
Value ($000) $1,036 Shares 22,025 Est. Cost $37.87 Unrealized
DVN DEVON ENERGY CORP 0.2%
Value ($000) $1,017 Shares 22,270 Est. Cost $31.13 Unrealized 0.0%
CAG CONAGRA BRANDS INC 0.2%
Value ($000) $1,001 Shares 25,308 Est. Cost $25.11 Unrealized +7.0%
BZUN BAOZUN INC 0.2%
Value ($000) $992 Shares 82,227 Est. Cost $12.06 Unrealized
AAL AMERICAN AIRLINES GROUP INC 0.2%
Value ($000) $990 Shares 21,211 Est. Cost $42.05 Unrealized 0.0%
L3 TECHNOLOGIES INC 0.1%
Value ($000) $969 Shares 6,375 Est. Cost $137.60 Unrealized
BIIB BIOGEN INC 0.1%
Value ($000) $969 Shares 3,416 Est. Cost $296.43 Unrealized 0.0%
NABORS INDUSTRIES LTD 0.1%
Value ($000) $968 Shares 59,008 Est. Cost $16.40 Unrealized
CMS CMS ENERGY CORP 0.1%
Value ($000) $961 Shares 23,087 Est. Cost $29.09 Unrealized +7.3%
DTE DTE ENERGY CO 0.1%
Value ($000) $959 Shares 9,733 Est. Cost $59.39 Unrealized -0.2%
AK STEEL HOLDING CORP 0.1%
Value ($000) $941 Shares 92,174 Est. Cost $4.66 Unrealized
PRICELINE GROUP INC/THE 0.1%
Value ($000) $935 Shares 638 Est. Cost $1364.70 Unrealized
CNP CENTERPOINT ENERGY INC 0.1%
Value ($000) $933 Shares 37,881 Est. Cost $16.93 Unrealized +3.6%
BROADCOM LTD 0.1%
Value ($000) $928 Shares 5,250 Est. Cost $176.76 Unrealized
SEAGATE TECHNOLOGY PLC 0.1%
Value ($000) $926 Shares 24,248 Est. Cost $38.32 Unrealized
CHD CHURCH & DWIGHT CO INC 0.1%
Value ($000) $926 Shares 20,957 Est. Cost $40.50 Unrealized 0.0%
WMB WILLIAMS COS INC/THE 0.1%
Value ($000) $925 Shares 29,698 Est. Cost $18.55 Unrealized 0.0%
JOHNSON CONTROLS INTERNATIONAL 0.1%
Value ($000) $922 Shares 22,392 Est. Cost $44.82 Unrealized
SYY SYSCO CORP 0.1%
Value ($000) $917 Shares 16,558 Est. Cost $36.25 Unrealized +13.0%
CMI CUMMINS INC 0.1%
Value ($000) $910 Shares 6,658 Est. Cost $105.31 Unrealized 0.0%
LAM RESEARCH CORP 0.1%
Value ($000) $909 Shares 8,589 Est. Cost $87.43 Unrealized
WESTERN REFINING INC 0.1%
Value ($000) $909 Shares 24,000 Est. Cost $37.88 Unrealized
VRSN VERISIGN INC 0.1%
Value ($000) $899 Shares 11,822 Est. Cost $82.87 Unrealized -5.4%
WESTROCK CO 0.1%
Value ($000) $898 Shares 17,685 Est. Cost $49.15 Unrealized
ORLY O'REILLY AUTOMOTIVE INC 0.1%
Value ($000) $895 Shares 3,214 Est. Cost $14.56 Unrealized +25.5%
AKAM AKAMAI TECHNOLOGIES INC 0.1%
Value ($000) $893 Shares 13,381 Est. Cost $63.69 Unrealized 0.0%
SCANA CORP 0.1%
Value ($000) $888 Shares 12,106 Est. Cost $70.36 Unrealized
PNC PNC FINANCIAL SERVICES GROUP I 0.1%
Value ($000) $873 Shares 7,462 Est. Cost $77.14 Unrealized 0.0%
PCG PG&E CORP 0.1%
Value ($000) $841 Shares 13,830 Est. Cost $60.39 Unrealized -4.9%
GRMN GARMIN LTD 0.1%
Value ($000) $841 Shares 17,331 Est. Cost $38.46 Unrealized +1.9%
CTRIP.COM INTERNATIONAL LTD 0.1%
Value ($000) $837 Shares 20,918 Est. Cost $46.57 Unrealized
PNW PINNACLE WEST CAPITAL CORP 0.1%
Value ($000) $811 Shares 10,390 Est. Cost $49.37 Unrealized +5.8%
DENTSPLY SIRONA INC 0.1%
Value ($000) $801 Shares 13,879 Est. Cost $58.79 Unrealized
CBS CORP 0.1%
Value ($000) $787 Shares 12,370 Est. Cost $55.89 Unrealized
GLW CORNING INC 0.1%
Value ($000) $786 Shares 32,384 Est. Cost $17.37 Unrealized +7.3%
XEL XCEL ENERGY INC 0.1%
Value ($000) $784 Shares 19,262 Est. Cost $31.04 Unrealized -2.9%
AEE AMEREN CORP 0.1%
Value ($000) $780 Shares 14,865 Est. Cost $37.23 Unrealized +2.2%
HAS HASBRO INC 0.1%
Value ($000) $780 Shares 10,036 Est. Cost $50.81 Unrealized +19.1%
HP HELMERICH & PAYNE INC 0.1%
Value ($000) $758 Shares 9,800 Est. Cost $71.03 Unrealized 0.0%
AON PLC 0.1%
Value ($000) $758 Shares 6,794 Est. Cost $110.46 Unrealized
ROK ROCKWELL AUTOMATION INC 0.1%
Value ($000) $757 Shares 5,627 Est. Cost $107.77 Unrealized 0.0%
BAKER HUGHES INC 0.1%
Value ($000) $742 Shares 11,429 Est. Cost $64.92 Unrealized
UHS UNIVERSAL HEALTH SERVICES INC 0.1%
Value ($000) $716 Shares 6,734 Est. Cost $113.83 Unrealized 0.0%
INTU INTUIT INC 0.1%
Value ($000) $716 Shares 6,245 Est. Cost $99.82 Unrealized +4.9%
FHN FIRST HORIZON NATIONAL CORP 0.1%
Value ($000) $707 Shares 35,376 Est. Cost $10.06 Unrealized +27.4%
PAYX PAYCHEX INC 0.1%
Value ($000) $705 Shares 11,589 Est. Cost $41.42 Unrealized +6.0%
PATTERSON COS INC 0.1%
Value ($000) $700 Shares 17,068 Est. Cost $41.01 Unrealized
PH PARKER-HANNIFIN CORP 0.1%
Value ($000) $693 Shares 4,946 Est. Cost $115.62 Unrealized 0.0%
REG REGENCY CENTERS CORP 0.1%
Value ($000) $689 Shares 10,000 Est. Cost $48.53 Unrealized 0.0%
WEC ENERGY GROUP INC 0.1%
Value ($000) $678 Shares 11,554 Est. Cost $59.96 Unrealized
FIS FIDELITY NATIONAL INFORMATION 0.1%
Value ($000) $664 Shares 8,777 Est. Cost $64.97 Unrealized 0.0%
MAT MATTEL INC 0.1%
Value ($000) $662 Shares 24,011 Est. Cost $31.78 Unrealized -4.3%
AFL AFLAC INC 0.1%
Value ($000) $654 Shares 9,406 Est. Cost $29.23 Unrealized -2.7%
MPC MARATHON PETROLEUM CORP 0.1%
Value ($000) $654 Shares 12,988 Est. Cost $34.23 Unrealized 0.0%
HARRIS CORP 0.1%
Value ($000) $652 Shares 6,364 Est. Cost $102.45 Unrealized
EIX EDISON INTERNATIONAL 0.1%
Value ($000) $649 Shares 9,021 Est. Cost $51.05 Unrealized -5.3%
HBAN HUNTINGTON BANCSHARES INC/OH 0.1%
Value ($000) $640 Shares 48,381 Est. Cost $7.14 Unrealized +10.8%
HSIC HENRY SCHEIN INC 0.1%
Value ($000) $637 Shares 4,200 Est. Cost $62.95 Unrealized -4.1%
BALL BALL CORP 0.1%
Value ($000) $628 Shares 8,371 Est. Cost $33.62 Unrealized +4.2%
GM GENERAL MOTORS CO 0.1%
Value ($000) $618 Shares 17,748 Est. Cost $25.85 Unrealized +8.9%
INGERSOLL-RAND PLC 0.1%
Value ($000) $615 Shares 8,201 Est. Cost $74.99 Unrealized
EQUITY ONE INC 0.1%
Value ($000) $614 Shares 20,000 Est. Cost $30.70 Unrealized
FFIV F5 NETWORKS INC 0.1%
Value ($000) $611 Shares 4,222 Est. Cost $135.48 Unrealized 0.0%
TAP MOLSON COORS BREWING CO 0.1%
Value ($000) $600 Shares 6,169 Est. Cost $79.24 Unrealized +2.1%
TORCHMARK CORP 0.1%
Value ($000) $597 Shares 8,095 Est. Cost $73.75 Unrealized
CLX CLOROX CO/THE 0.1%
Value ($000) $596 Shares 4,972 Est. Cost $90.84 Unrealized 0.0%
AES AES CORP/VA 0.1%
Value ($000) $593 Shares 51,021 Est. Cost $8.38 Unrealized 0.0%
CANADIAN PACIFIC RAILWAY LTD 0.1%
Value ($000) $590 Shares 4,140 Est. Cost $142.51 Unrealized
NAVI NAVIENT CORP 0.1%
Value ($000) $580 Shares 35,298 Est. Cost $11.02 Unrealized +41.1%
DLTR DOLLAR TREE INC 0.1%
Value ($000) $578 Shares 7,487 Est. Cost $83.78 Unrealized -4.0%
DUN & BRADSTREET CORP/THE 0.1%
Value ($000) $570 Shares 4,703 Est. Cost $130.70 Unrealized
ED CONSOLIDATED EDISON INC 0.1%
Value ($000) $564 Shares 7,661 Est. Cost $55.44 Unrealized -6.1%
CONSOL ENERGY INC 0.1%
Value ($000) $564 Shares 30,957 Est. Cost $16.78 Unrealized
VLO VALERO ENERGY CORP 0.1%
Value ($000) $563 Shares 8,247 Est. Cost $42.78 Unrealized 0.0%
KIM KIMCO REALTY CORP 0.1%
Value ($000) $563 Shares 22,372 Est. Cost $19.07 Unrealized -12.7%
HPQ HP INC 0.1%
Value ($000) $559 Shares 37,660 Est. Cost $10.47 Unrealized +7.1%
ILMN ILLUMINA INC 0.1%
Value ($000) $559 Shares 4,371 Est. Cost $134.78 Unrealized 0.0%
CITRIX SYSTEMS INC 0.1%
Value ($000) $557 Shares 6,235 Est. Cost $82.57 Unrealized
ICE INTERCONTINENTAL EXCHANGE INC 0.1%
Value ($000) $553 Shares 9,810 Est. Cost $49.27 Unrealized 0.0%
NDAQ NASDAQ INC 0.1%
Value ($000) $547 Shares 8,154 Est. Cost $16.85 Unrealized +13.1%
GT GOODYEAR TIRE & RUBBER CO/THE 0.1%
Value ($000) $532 Shares 17,239 Est. Cost $30.51 Unrealized +1.4%
SWK STANLEY BLACK & DECKER INC 0.1%
Value ($000) $527 Shares 4,597 Est. Cost $78.73 Unrealized +18.9%
SCRIPPS NETWORKS INTERACTIVE I 0.1%
Value ($000) $525 Shares 7,349 Est. Cost $63.40 Unrealized
NTAP NETAPP INC 0.1%
Value ($000) $515 Shares 14,594 Est. Cost $27.72 Unrealized 0.0%
WYNN WYNN RESORTS LTD 0.1%
Value ($000) $498 Shares 5,752 Est. Cost $84.03 Unrealized 0.0%
FE FIRSTENERGY CORP 0.1%
Value ($000) $498 Shares 16,071 Est. Cost $21.93 Unrealized 0.0%
THOMSON REUTERS CORP 0.1%
Value ($000) $496 Shares 11,365 Est. Cost $41.13 Unrealized
SJM JM SMUCKER CO/THE 0.1%
Value ($000) $486 Shares 3,796 Est. Cost $109.93 Unrealized -11.2%
MRSH MARSH & MCLENNAN COS INC 0.1%
Value ($000) $485 Shares 7,180 Est. Cost $51.98 Unrealized +10.9%
WELLTOWER INC 0.1%
Value ($000) $478 Shares 7,146 Est. Cost $74.80 Unrealized
GS GOLDMAN SACHS GROUP INC/THE 0.1%
Value ($000) $469 Shares 1,958 Est. Cost $167.76 Unrealized 0.0%
AIZ ASSURANT INC 0.1%
Value ($000) $468 Shares 5,042 Est. Cost $73.13 Unrealized 0.0%
PEOPLE'S UNITED FINANCIAL INC 0.1%
Value ($000) $467 Shares 24,118 Est. Cost $15.96 Unrealized
HCP INC 0.1%
Value ($000) $464 Shares 15,628 Est. Cost $29.69 Unrealized
WTW WILLIS TOWERS WATSON PLC 0.1%
Value ($000) $463 Shares 3,782 Est. Cost $109.67 Unrealized 0.0%
WU WESTERN UNION CO/THE 0.1%
Value ($000) $463 Shares 21,288 Est. Cost $21.75 Unrealized
MO ALTRIA GROUP INC 0.1%
Value ($000) $462 Shares 6,832 Est. Cost $32.05 Unrealized +6.0%
MET METLIFE INC 0.1%
Value ($000) $451 Shares 8,361 Est. Cost $33.72 Unrealized 0.0%
EATON CORP PLC 0.1%
Value ($000) $451 Shares 6,717 Est. Cost $65.98 Unrealized
ACN ACCENTURE PLC 0.1%
Value ($000) $451 Shares 3,852 Est. Cost $103.19 Unrealized 0.0%
APH AMPHENOL CORP 0.1%
Value ($000) $447 Shares 6,659 Est. Cost $15.27 Unrealized 0.0%
ABT ABBOTT LABORATORIES 0.1%
Value ($000) $439 Shares 11,436 Est. Cost $33.65 Unrealized 0.0%
URBN URBAN OUTFITTERS INC 0.1%
Value ($000) $436 Shares 15,285 Est. Cost $33.72 Unrealized 0.0%
RVTY PERKINELMER INC 0.1%
Value ($000) $436 Shares 8,349 Est. Cost $50.94 Unrealized 0.0%
PVH PVH CORP 0.1%
Value ($000) $432 Shares 4,783 Est. Cost $101.99 Unrealized +1.8%
IFF IFF 0.1%
Value ($000) $421 Shares 3,576 Est. Cost $95.35 Unrealized +4.7%
PG PROCTER & GAMBLE CO/THE 0.1%
Value ($000) $404 Shares 4,808 Est. Cost $67.52 Unrealized -1.1%
FDX FEDEX CORP 0.1%
Value ($000) $404 Shares 2,165 Est. Cost $158.34 Unrealized 0.0%
AVON PRODUCTS INC 0.1%
Value ($000) $402 Shares 79,834 Est. Cost $5.04 Unrealized
L LOEWS CORP 0.1%
Value ($000) $401 Shares 8,555 Est. Cost $42.10 Unrealized 0.0%
VRSK VERISK ANALYTICS INC 0.1%
Value ($000) $400 Shares 4,924 Est. Cost $78.34 Unrealized 0.0%
CERNER CORP 0.1%
Value ($000) $399 Shares 8,421 Est. Cost $47.38 Unrealized
ZTO EXPRESS CAYMAN INC 0.1%
Value ($000) $395 Shares 32,718 Est. Cost $12.07 Unrealized
NSC NORFOLK SOUTHERN CORP 0.1%
Value ($000) $395 Shares 3,658 Est. Cost $83.99 Unrealized 0.0%
CAJPY CANON INC 0.1%
Value ($000) $393 Shares 13,942 Est. Cost $28.19 Unrealized
CHUBB LTD 0.1%
Value ($000) $374 Shares 2,829 Est. Cost $125.64 Unrealized
MALLINCKRODT PLC 0.1%
Value ($000) $372 Shares 7,463 Est. Cost $49.85 Unrealized
STT STATE STREET CORP 0.1%
Value ($000) $369 Shares 4,752 Est. Cost $49.69 Unrealized +15.8%
XNET XUNLEI LTD 0.1%
Value ($000) $367 Shares 94,842 Est. Cost $5.81 Unrealized
WINDSTREAM HOLDINGS INC 0.1%
Value ($000) $366 Shares 49,918 Est. Cost $8.69 Unrealized
PYPL PAYPAL HOLDINGS INC 0.1%
Value ($000) $362 Shares 9,161 Est. Cost $40.10 Unrealized 0.0%
JBL JABIL CIRCUIT INC 0.1%
Value ($000) $356 Shares 15,024 Est. Cost $20.44 Unrealized 0.0%
QEP RESOURCES INC 0.1%
Value ($000) $356 Shares 19,329 Est. Cost $18.42 Unrealized
DEVRY EDUCATION GROUP INC 0.1%
Value ($000) $349 Shares 11,200 Est. Cost $31.16 Unrealized
AVY AVERY DENNISON CORP 0.1%
Value ($000) $346 Shares 4,921 Est. Cost $52.49 Unrealized +17.4%
CELGENE CORP 0.1%
Value ($000) $344 Shares 2,971 Est. Cost $115.79 Unrealized
FMC FMC CORP 0.1%
Value ($000) $337 Shares 5,967 Est. Cost $36.75 Unrealized 0.0%
BK BANK OF NEW YORK MELLON CORP/T 0.1%
Value ($000) $332 Shares 7,022 Est. Cost $35.50 Unrealized 0.0%
PHM PULTEGROUP INC 0.1%
Value ($000) $328 Shares 17,860 Est. Cost $18.55 Unrealized -8.0%
JC PENNEY CO INC 0.1%
Value ($000) $326 Shares 39,192 Est. Cost $8.82 Unrealized
PFE PFIZER INC 0.0%
Value ($000) $321 Shares 9,871 Est. Cost $21.61 Unrealized -5.1%
SLM SLM CORP 0.0%
Value ($000) $321 Shares 29,177 Est. Cost $8.98 Unrealized 0.0%
FANHUA INC 0.0%
Value ($000) $317 Shares 38,248 Est. Cost $8.29 Unrealized
BIGGQ BIG LOTS INC 0.0%
Value ($000) $315 Shares 6,272 Est. Cost $37.37 Unrealized +3.1%
IRM IRON MOUNTAIN INC 0.0%
Value ($000) $312 Shares 9,625 Est. Cost $19.85 Unrealized 0.0%
WY WEYERHAEUSER CO 0.0%
Value ($000) $312 Shares 10,387 Est. Cost $21.68 Unrealized 0.0%
HOG HARLEY-DAVIDSON INC 0.0%
Value ($000) $311 Shares 5,332 Est. Cost $57.04 Unrealized 0.0%
LLY ELI LILLY & CO 0.0%
Value ($000) $307 Shares 4,181 Est. Cost $64.22 Unrealized 0.0%
DEAN FOODS CO 0.0%
Value ($000) $306 Shares 14,066 Est. Cost $21.75 Unrealized
DISCOVER FINANCIAL SERVICES 0.0%
Value ($000) $301 Shares 4,170 Est. Cost $72.18 Unrealized
INTERPUBLIC GROUP OF COS INC/T 0.0%
Value ($000) $301 Shares 12,888 Est. Cost $15.49 Unrealized +4.8%
COACH INC 0.0%
Value ($000) $297 Shares 8,488 Est. Cost $38.58 Unrealized
QIAGEN NV 0.0%
Value ($000) $293 Shares 10,439 Est. Cost $28.07 Unrealized
R RYDER SYSTEM INC 0.0%
Value ($000) $273 Shares 3,668 Est. Cost $73.69 Unrealized 0.0%
CA INC 0.0%
Value ($000) $273 Shares 8,597 Est. Cost $31.76 Unrealized
TXN TEXAS INSTRUMENTS INC 0.0%
Value ($000) $267 Shares 3,653 Est. Cost $49.85 Unrealized +11.3%
FISV FISERV INC 0.0%
Value ($000) $267 Shares 2,514 Est. Cost $50.57 Unrealized +1.6%
AZO AUTOZONE INC 0.0%
Value ($000) $266 Shares 336 Est. Cost $670.95 Unrealized +14.7%
NTRS NORTHERN TRUST CORP 0.0%
Value ($000) $254 Shares 2,861 Est. Cost $61.69 Unrealized 0.0%
AEP AMERICAN ELECTRIC POWER CO INC 0.0%
Value ($000) $249 Shares 3,966 Est. Cost $48.31 Unrealized -7.5%
LEUCADIA NATIONAL CORP 0.0%
Value ($000) $247 Shares 10,615 Est. Cost $19.00 Unrealized
CLIFFS NATURAL RESOURCES INC 0.0%
Value ($000) $246 Shares 29,219 Est. Cost $5.77 Unrealized
TOTAL SYSTEM SERVICES INC 0.0%
Value ($000) $246 Shares 5,021 Est. Cost $53.08 Unrealized
ELV ANTHEM INC 0.0%
Value ($000) $242 Shares 1,686 Est. Cost $118.58 Unrealized 0.0%
CVX CHEVRON CORP 0.0%
Value ($000) $239 Shares 2,033 Est. Cost $73.80 Unrealized 0.0%
CL COLGATE-PALMOLIVE CO 0.0%
Value ($000) $237 Shares 3,628 Est. Cost $55.37 Unrealized 0.0%
QRVO QORVO INC 0.0%
Value ($000) $235 Shares 4,459 Est. Cost $51.81 Unrealized +5.1%
KMX CARMAX INC 0.0%
Value ($000) $230 Shares 3,571 Est. Cost $51.36 Unrealized +9.2%
FEDERAL REALTY INVESTMENT TRUS 0.0%
Value ($000) $221 Shares 1,556 Est. Cost $142.03 Unrealized
EXC EXELON CORP 0.0%
Value ($000) $221 Shares 6,224 Est. Cost $18.08 Unrealized -4.7%
ABBV ABBVIE INC 0.0%
Value ($000) $217 Shares 3,478 Est. Cost $38.89 Unrealized +7.4%
IP INTERNATIONAL PAPER CO 0.0%
Value ($000) $212 Shares 4,006 Est. Cost $29.51 Unrealized +5.9%
DHI DR HORTON INC 0.0%
Value ($000) $211 Shares 7,703 Est. Cost $27.83 Unrealized -7.3%
MKC MCCORMICK & CO INC/MD 0.0%
Value ($000) $210 Shares 2,254 Est. Cost $36.46 Unrealized +7.5%
AMGN AMGEN INC 0.0%
Value ($000) $201 Shares 1,375 Est. Cost $114.37 Unrealized 0.0%
UTI UNIVERSAL TECHNICAL INSTITUTE 0.0%
Value ($000) $199 Shares 68,355 Est. Cost $2.29 Unrealized 0.0%
PRIMERO MINING CORP 0.0%
Value ($000) $11 Shares 14,837 Est. Cost $0.74 Unrealized