LMR Partners LLP Quant / Systematic

CIK: 0001578621 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 9, 2017

Total Value ($000): $923,796 (100.0% shares, 0.0% debt)

Holdings (306)

ALTABA INC 13.6%
Value ($000) $125,922 Shares 1,901,000 Est. Cost $54.48 Unrealized
VALE SA 7.1%
Value ($000) $65,735 Shares 7,030,473 Est. Cost $9.35 Unrealized
GOOGL ALPHABET INC 6.1%
Value ($000) $55,911 Shares 57,420 Est. Cost $47.07 Unrealized 0.0%
EEM ISHARES MSCI EMERGING MARKETS 5.2%
Value ($000) $48,226 Shares 1,083,660 Est. Cost $40.82 Unrealized
UNILEVER PLC 4.4%
Value ($000) $40,438 Shares 697,700 Est. Cost $57.96 Unrealized
NVMI NOVA MEASURING INSTRUMENTS LTD 3.8%
Value ($000) $35,256 Shares 13,193 Est. Cost $24.33 Unrealized 0.0%
CMCSA COMCAST CORP 3.8%
Value ($000) $34,650 Shares 900,464 Est. Cost $31.00 Unrealized +3.3%
HSBC HSBC HOLDINGS PLC 3.1%
Value ($000) $28,405 Shares 579,673 Est. Cost $42.78 Unrealized
CACC CREDIT ACCEPTANCE CORP 2.6%
Value ($000) $24,123 Shares 86,102 Est. Cost $197.49 Unrealized +32.9%
DB DEUTSCHE BANK AG 2.0%
Value ($000) $18,526 Shares 1,071,839 Est. Cost $15.13 Unrealized -0.1%
SYF SYNCHRONY FINANCIAL 2.0%
Value ($000) $18,448 Shares 594,136 Est. Cost $24.35 Unrealized +0.1%
DAL DELTA AIR LINES INC 1.6%
Value ($000) $15,114 Shares 313,442 Est. Cost $45.29 Unrealized 0.0%
TWENTY-FIRST CENTURY FOX INC 1.4%
Value ($000) $12,777 Shares 495,451 Est. Cost $30.70 Unrealized
GM GENERAL MOTORS CO 1.3%
Value ($000) $12,307 Shares 304,793 Est. Cost $31.38 Unrealized +0.7%
AAL AMERICAN AIRLINES GROUP INC 1.3%
Value ($000) $12,241 Shares 257,763 Est. Cost $47.00 Unrealized 0.0%
LUV SOUTHWEST AIRLINES CO 1.3%
Value ($000) $11,727 Shares 209,485 Est. Cost $50.59 Unrealized 0.0%
TPG PACE ENERGY HOLDINGS CORP 1.1%
Value ($000) $10,260 Shares 1,000,000 Est. Cost $10.44 Unrealized
TTWO TAKE-TWO INTERACTIVE SOFTWARE 1.0%
Value ($000) $9,241 Shares 90,396 Est. Cost $68.46 Unrealized +30.8%
FXI ISHARES CHINA LARGE-CAP ETF 1.0%
Value ($000) $9,173 Shares 210,000 Est. Cost $38.68 Unrealized
CGNX COGNEX CORP 0.9%
Value ($000) $8,308 Shares 75,330 Est. Cost $47.33 Unrealized 0.0%
BFH ALLIANCE DATA SYSTEMS CORP 0.9%
Value ($000) $8,025 Shares 36,222 Est. Cost $161.55 Unrealized 0.0%
SK TELECOM CO LTD 0.8%
Value ($000) $7,830 Shares 316,551 Est. Cost $24.74 Unrealized
TPGH/U TPG PACE HOLDINGS CORP 0.8%
Value ($000) $7,725 Shares 750,000 Est. Cost $10.26 Unrealized
CAPITOL INVESTMENT CORP IV 0.8%
Value ($000) $7,590 Shares 750,000 Est. Cost $10.12 Unrealized
UAL UNITED CONTINENTAL HOLDINGS IN 0.8%
Value ($000) $7,262 Shares 119,298 Est. Cost $66.00 Unrealized +0.9%
WYNN WYNN RESORTS LTD 0.8%
Value ($000) $7,058 Shares 47,396 Est. Cost $122.57 Unrealized +1.3%
AXP AMERICAN EXPRESS CO 0.7%
Value ($000) $6,844 Shares 75,657 Est. Cost $75.59 Unrealized +1.4%
SPIRIT AEROSYSTEMS HOLDINGS IN 0.7%
Value ($000) $6,687 Shares 86,039 Est. Cost $77.72 Unrealized
CC CHEMOURS CO/THE 0.7%
Value ($000) $6,659 Shares 131,581 Est. Cost $28.88 Unrealized +19.7%
ARCONIC INC 0.7%
Value ($000) $6,607 Shares 265,543 Est. Cost $24.74 Unrealized
IPGP IPG PHOTONICS CORP 0.7%
Value ($000) $6,046 Shares 32,668 Est. Cost $166.10 Unrealized 0.0%
LIONS GATE ENTERTAINMENT CORP 0.6%
Value ($000) $5,972 Shares 187,836 Est. Cost $24.54 Unrealized
ALNY ALNYLAM PHARMACEUTICALS INC 0.6%
Value ($000) $5,944 Shares 50,588 Est. Cost $85.36 Unrealized 0.0%
XYZ SQUARE INC 0.6%
Value ($000) $5,461 Shares 189,551 Est. Cost $26.18 Unrealized 0.0%
ROYAL BANK OF SCOTLAND GROUP P 0.6%
Value ($000) $5,419 Shares 753,938 Est. Cost $6.24 Unrealized
LIBERTY MEDIA CORP-LIBERTY FOR 0.5%
Value ($000) $4,959 Shares 135,900 Est. Cost $36.17 Unrealized
PKX POSCO 0.5%
Value ($000) $4,620 Shares 66,776 Est. Cost $62.76 Unrealized
AON PLC 0.5%
Value ($000) $4,495 Shares 30,770 Est. Cost $136.00 Unrealized
PRGO PERRIGO CO PLC 0.5%
Value ($000) $4,312 Shares 50,944 Est. Cost $77.34 Unrealized +0.6%
LIONS GATE ENTERTAINMENT CORP 0.5%
Value ($000) $4,181 Shares 125,000 Est. Cost $26.90 Unrealized
MSFT MICROSOFT CORP 0.4%
Value ($000) $4,078 Shares 54,742 Est. Cost $66.68 Unrealized 0.0%
CHINA MOBILE LTD 0.4%
Value ($000) $4,045 Shares 80,000 Est. Cost $50.56 Unrealized
RIG TRANSOCEAN LTD 0.4%
Value ($000) $3,619 Shares 336,329 Est. Cost $9.74 Unrealized -11.6%
BEN FRANKLIN RESOURCES INC 0.4%
Value ($000) $3,451 Shares 77,533 Est. Cost $27.87 Unrealized 0.0%
EXPRESS SCRIPTS HOLDING CO 0.3%
Value ($000) $3,230 Shares 51,004 Est. Cost $63.33 Unrealized
IAC/INTERACTIVECORP 0.3%
Value ($000) $3,172 Shares 26,979 Est. Cost $117.57 Unrealized
TM TOYOTA MOTOR CORP 0.3%
Value ($000) $3,163 Shares 26,514 Est. Cost $116.26 Unrealized
CIT GROUP INC 0.3%
Value ($000) $2,913 Shares 59,390 Est. Cost $49.05 Unrealized
AMT AMERICAN TOWER CORP 0.3%
Value ($000) $2,753 Shares 20,137 Est. Cost $104.43 Unrealized +7.5%
MO ALTRIA GROUP INC 0.3%
Value ($000) $2,544 Shares 40,109 Est. Cost $37.29 Unrealized -3.2%
MICRO FOCUS INTERNATIONAL PLC 0.3%
Value ($000) $2,363 Shares 74,090 Est. Cost $31.89 Unrealized
CDK GLOBAL INC 0.2%
Value ($000) $2,299 Shares 36,440 Est. Cost $63.09 Unrealized
MCD MCDONALD'S CORP 0.2%
Value ($000) $2,170 Shares 13,851 Est. Cost $117.92 Unrealized +9.1%
CHTR CHARTER COMMUNICATIONS INC 0.2%
Value ($000) $2,105 Shares 5,793 Est. Cost $333.61 Unrealized +11.6%
VIPER ENERGY PARTNERS LP 0.2%
Value ($000) $2,050 Shares 109,953 Est. Cost $18.64 Unrealized
MUR MURPHY OIL CORP 0.2%
Value ($000) $1,996 Shares 75,142 Est. Cost $18.53 Unrealized 0.0%
AMAT APPLIED MATERIALS INC 0.2%
Value ($000) $1,993 Shares 38,257 Est. Cost $38.61 Unrealized +6.6%
NEM NEWMONT MINING CORP 0.2%
Value ($000) $1,948 Shares 51,932 Est. Cost $28.70 Unrealized 0.0%
FTI TECHNIPFMC PLC 0.2%
Value ($000) $1,926 Shares 68,981 Est. Cost $20.69 Unrealized -11.0%
BA BOEING CO/THE 0.2%
Value ($000) $1,904 Shares 7,488 Est. Cost $174.89 Unrealized +26.0%
AMZN AMAZON.COM INC 0.2%
Value ($000) $1,869 Shares 1,944 Est. Cost $48.78 Unrealized +0.7%
NVDA NVIDIA CORP 0.2%
Value ($000) $1,825 Shares 10,210 Est. Cost $3.13 Unrealized +31.0%
MAR MARRIOTT INTERNATIONAL INC/MD 0.2%
Value ($000) $1,746 Shares 15,839 Est. Cost $94.76 Unrealized +1.3%
ISRG INTUITIVE SURGICAL INC 0.2%
Value ($000) $1,738 Shares 1,662 Est. Cost $92.06 Unrealized +18.4%
LAM RESEARCH CORP 0.2%
Value ($000) $1,732 Shares 9,363 Est. Cost $141.42 Unrealized
MS MORGAN STANLEY 0.2%
Value ($000) $1,729 Shares 35,886 Est. Cost $33.54 Unrealized +8.1%
PLD PROLOGIS INC 0.2%
Value ($000) $1,714 Shares 27,018 Est. Cost $46.58 Unrealized +4.7%
AETNA INC 0.2%
Value ($000) $1,669 Shares 10,498 Est. Cost $151.93 Unrealized
CAT CATERPILLAR INC 0.2%
Value ($000) $1,589 Shares 12,740 Est. Cost $84.05 Unrealized +14.2%
EFX EQUIFAX INC 0.2%
Value ($000) $1,584 Shares 14,943 Est. Cost $120.82 Unrealized +1.4%
CCI CROWN CASTLE INTERNATIONAL COR 0.2%
Value ($000) $1,553 Shares 15,536 Est. Cost $71.08 Unrealized +1.1%
A AGILENT TECHNOLOGIES INC 0.2%
Value ($000) $1,499 Shares 23,349 Est. Cost $53.40 Unrealized +9.6%
RCL ROYAL CARIBBEAN CRUISES LTD 0.2%
Value ($000) $1,484 Shares 12,519 Est. Cost $107.51 Unrealized 0.0%
SL GREEN REALTY CORP 0.2%
Value ($000) $1,481 Shares 14,613 Est. Cost $102.39 Unrealized
UNH UNITEDHEALTH GROUP INC 0.2%
Value ($000) $1,474 Shares 7,525 Est. Cost $124.97 Unrealized +35.2%
MTD METTLER-TOLEDO INTERNATIONAL I 0.2%
Value ($000) $1,440 Shares 2,299 Est. Cost $547.85 Unrealized +9.6%
CCL CARNIVAL CORP 0.2%
Value ($000) $1,433 Shares 22,194 Est. Cost $60.92 Unrealized 0.0%
BROADCOM LTD 0.2%
Value ($000) $1,422 Shares 5,862 Est. Cost $232.95 Unrealized
DELPHI AUTOMOTIVE PLC 0.1%
Value ($000) $1,351 Shares 13,723 Est. Cost $98.45 Unrealized
WYNDHAM WORLDWIDE CORP 0.1%
Value ($000) $1,339 Shares 12,702 Est. Cost $100.37 Unrealized
AYI ACUITY BRANDS INC 0.1%
Value ($000) $1,331 Shares 7,773 Est. Cost $177.67 Unrealized +1.9%
PRICELINE GROUP INC/THE 0.1%
Value ($000) $1,311 Shares 716 Est. Cost $1842.88 Unrealized
SCHW CHARLES SCHWAB CORP/THE 0.1%
Value ($000) $1,304 Shares 29,796 Est. Cost $36.16 Unrealized +2.7%
ZTS ZOETIS INC 0.1%
Value ($000) $1,287 Shares 20,189 Est. Cost $55.29 Unrealized +6.2%
IDXX IDEXX LABORATORIES INC 0.1%
Value ($000) $1,271 Shares 8,179 Est. Cost $162.40 Unrealized -2.6%
SPGI S&P GLOBAL INC 0.1%
Value ($000) $1,254 Shares 8,018 Est. Cost $128.56 Unrealized +9.8%
ALB ALBEMARLE CORP 0.1%
Value ($000) $1,238 Shares 9,083 Est. Cost $96.69 Unrealized +9.6%
GS GOLDMAN SACHS GROUP INC/THE 0.1%
Value ($000) $1,216 Shares 5,125 Est. Cost $181.43 Unrealized +3.6%
SINA CORP/CHINA 0.1%
Value ($000) $1,215 Shares 10,600 Est. Cost $114.62 Unrealized
PH PARKER-HANNIFIN CORP 0.1%
Value ($000) $1,209 Shares 6,905 Est. Cost $139.01 Unrealized +4.0%
JNJ JOHNSON & JOHNSON 0.1%
Value ($000) $1,191 Shares 9,162 Est. Cost $100.38 Unrealized +4.6%
MCHP MICROCHIP TECHNOLOGY INC 0.1%
Value ($000) $1,170 Shares 13,030 Est. Cost $35.91 Unrealized 0.0%
CBRE CBRE GROUP INC 0.1%
Value ($000) $1,159 Shares 30,595 Est. Cost $36.79 Unrealized 0.0%
AMP AMERIPRISE FINANCIAL INC 0.1%
Value ($000) $1,097 Shares 7,387 Est. Cost $109.91 Unrealized +7.9%
MU MICRON TECHNOLOGY INC 0.1%
Value ($000) $1,088 Shares 27,653 Est. Cost $26.35 Unrealized +17.1%
AFG AMERICAN FINANCIAL GROUP INC/O 0.1%
Value ($000) $1,086 Shares 10,499 Est. Cost $51.16 Unrealized 0.0%
ARRIS INTERNATIONAL PLC 0.1%
Value ($000) $1,083 Shares 37,998 Est. Cost $28.50 Unrealized
FMC FMC CORP 0.1%
Value ($000) $1,037 Shares 11,612 Est. Cost $52.10 Unrealized +11.8%
HMC HONDA MOTOR CO LTD 0.1%
Value ($000) $1,037 Shares 35,000 Est. Cost $29.63 Unrealized
SOTHEBY'S 0.1%
Value ($000) $1,015 Shares 22,010 Est. Cost $53.69 Unrealized
TER TERADYNE INC 0.1%
Value ($000) $964 Shares 25,840 Est. Cost $32.09 Unrealized +3.2%
CNC CENTENE CORP 0.1%
Value ($000) $956 Shares 9,880 Est. Cost $38.50 Unrealized +11.8%
ESTERLINE TECHNOLOGIES CORP 0.1%
Value ($000) $952 Shares 10,561 Est. Cost $94.34 Unrealized
URI UNITED RENTALS INC 0.1%
Value ($000) $952 Shares 6,859 Est. Cost $102.80 Unrealized +12.6%
COOPER COS INC/THE 0.1%
Value ($000) $942 Shares 3,975 Est. Cost $239.43 Unrealized
EXPE EXPEDIA INC 0.1%
Value ($000) $929 Shares 6,454 Est. Cost $142.74 Unrealized 0.0%
ELV ANTHEM INC 0.1%
Value ($000) $922 Shares 4,857 Est. Cost $160.37 Unrealized +6.3%
CSX CSX CORP 0.1%
Value ($000) $916 Shares 16,881 Est. Cost $15.23 Unrealized +0.5%
PTEN PATTERSON-UTI ENERGY INC 0.1%
Value ($000) $910 Shares 43,419 Est. Cost $26.97 Unrealized -31.7%
WAT WATERS CORP 0.1%
Value ($000) $891 Shares 4,963 Est. Cost $173.76 Unrealized +4.4%
SMG SCOTTS MIRACLE-GRO CO/THE 0.1%
Value ($000) $883 Shares 9,072 Est. Cost $71.04 Unrealized 0.0%
NFLX NETFLIX INC 0.1%
Value ($000) $882 Shares 4,864 Est. Cost $15.38 Unrealized +13.4%
WY WEYERHAEUSER CO 0.1%
Value ($000) $879 Shares 25,813 Est. Cost $23.66 Unrealized 0.0%
DISH NETWORK CORP 0.1%
Value ($000) $874 Shares 16,124 Est. Cost $54.20 Unrealized
E TRADE FINANCIAL CORP 0.1%
Value ($000) $871 Shares 19,963 Est. Cost $38.02 Unrealized
ROK ROCKWELL AUTOMATION INC 0.1%
Value ($000) $868 Shares 4,873 Est. Cost $134.45 Unrealized +6.0%
ARE ALEXANDRIA REAL ESTATE EQUITIE 0.1%
Value ($000) $863 Shares 7,253 Est. Cost $88.57 Unrealized 0.0%
ITW ILLINOIS TOOL WORKS INC 0.1%
Value ($000) $852 Shares 5,760 Est. Cost $113.32 Unrealized +2.4%
ROCKWELL COLLINS INC 0.1%
Value ($000) $849 Shares 6,494 Est. Cost $103.65 Unrealized
BDX BECTON DICKINSON AND CO 0.1%
Value ($000) $827 Shares 4,217 Est. Cost $160.56 Unrealized +6.5%
CIGNA CORP 0.1%
Value ($000) $824 Shares 4,408 Est. Cost $167.40 Unrealized
ESS ESSEX PROPERTY TRUST INC 0.1%
Value ($000) $824 Shares 3,243 Est. Cost $172.57 Unrealized +13.9%
ADBE ADOBE SYSTEMS INC 0.1%
Value ($000) $823 Shares 5,515 Est. Cost $144.64 Unrealized +3.2%
STZ CONSTELLATION BRANDS INC 0.1%
Value ($000) $820 Shares 4,110 Est. Cost $144.02 Unrealized +20.5%
MPC MARATHON PETROLEUM CORP 0.1%
Value ($000) $813 Shares 14,499 Est. Cost $39.52 Unrealized +4.6%
VRTX VERTEX PHARMACEUTICALS INC 0.1%
Value ($000) $812 Shares 5,340 Est. Cost $91.38 Unrealized +64.7%
TIFFANY & CO 0.1%
Value ($000) $797 Shares 8,691 Est. Cost $91.70 Unrealized
BBY BEST BUY CO INC 0.1%
Value ($000) $794 Shares 13,931 Est. Cost $39.19 Unrealized +7.9%
CHINA UNICOM HONG KONG LTD 0.1%
Value ($000) $792 Shares 57,000 Est. Cost $13.89 Unrealized
EVR EVERCORE INC 0.1%
Value ($000) $781 Shares 9,735 Est. Cost $62.62 Unrealized 0.0%
IVZ INVESCO LTD 0.1%
Value ($000) $775 Shares 22,109 Est. Cost $23.01 Unrealized 0.0%
HESS CORP 0.1%
Value ($000) $771 Shares 16,448 Est. Cost $47.18 Unrealized
ABT ABBOTT LABORATORIES 0.1%
Value ($000) $770 Shares 14,443 Est. Cost $40.63 Unrealized +6.7%
CMI CUMMINS INC 0.1%
Value ($000) $769 Shares 4,572 Est. Cost $119.21 Unrealized +9.0%
DGX QUEST DIAGNOSTICS INC 0.1%
Value ($000) $768 Shares 8,208 Est. Cost $89.16 Unrealized +0.8%
AMD ADVANCED MICRO DEVICES INC 0.1%
Value ($000) $765 Shares 59,946 Est. Cost $13.05 Unrealized 0.0%
SEB SEABOARD CORP 0.1%
Value ($000) $761 Shares 169 Est. Cost $3937.85 Unrealized +6.3%
TDG TRANSDIGM GROUP INC 0.1%
Value ($000) $760 Shares 2,973 Est. Cost $173.41 Unrealized +9.5%
HUM HUMANA INC 0.1%
Value ($000) $758 Shares 3,111 Est. Cost $210.64 Unrealized +8.4%
MCO MOODY'S CORP 0.1%
Value ($000) $752 Shares 5,405 Est. Cost $108.23 Unrealized +12.7%
MARATHON OIL CORP 0.1%
Value ($000) $744 Shares 54,840 Est. Cost $13.57 Unrealized
DRI DARDEN RESTAURANTS INC 0.1%
Value ($000) $736 Shares 9,352 Est. Cost $68.78 Unrealized -2.9%
COP CONOCOPHILLIPS 0.1%
Value ($000) $735 Shares 14,690 Est. Cost $36.57 Unrealized -5.8%
INGERSOLL-RAND PLC 0.1%
Value ($000) $723 Shares 8,109 Est. Cost $88.37 Unrealized
VARIAN MEDICAL SYSTEMS INC 0.1%
Value ($000) $717 Shares 7,165 Est. Cost $103.18 Unrealized
EQR EQUITY RESIDENTIAL 0.1%
Value ($000) $712 Shares 10,794 Est. Cost $46.35 Unrealized +6.0%
BK BANK OF NEW YORK MELLON CORP/T 0.1%
Value ($000) $705 Shares 13,290 Est. Cost $41.83 Unrealized 0.0%
EW EDWARDS LIFESCIENCES CORP 0.1%
Value ($000) $698 Shares 6,393 Est. Cost $36.50 Unrealized +4.5%
BLACKROCK INC 0.1%
Value ($000) $696 Shares 1,556 Est. Cost $447.30 Unrealized
RVTY PERKINELMER INC 0.1%
Value ($000) $694 Shares 10,072 Est. Cost $60.71 Unrealized +8.1%
KMX CARMAX INC 0.1%
Value ($000) $686 Shares 9,046 Est. Cost $66.66 Unrealized 0.0%
LNC LINCOLN NATIONAL CORP 0.1%
Value ($000) $664 Shares 9,033 Est. Cost $41.85 Unrealized +19.4%
ROP ROPER TECHNOLOGIES INC 0.1%
Value ($000) $658 Shares 2,701 Est. Cost $210.41 Unrealized +6.3%
RJF RAYMOND JAMES FINANCIAL INC 0.1%
Value ($000) $653 Shares 7,747 Est. Cost $44.22 Unrealized +7.4%
BWA BORGWARNER INC 0.1%
Value ($000) $642 Shares 12,531 Est. Cost $35.85 Unrealized 0.0%
BAP CREDICORP LTD 0.1%
Value ($000) $632 Shares 3,070 Est. Cost $158.11 Unrealized 0.0%
SCRIPPS NETWORKS INTERACTIVE I 0.1%
Value ($000) $622 Shares 7,248 Est. Cost $68.30 Unrealized
TPH TRI POINTE GROUP INC 0.1%
Value ($000) $620 Shares 44,938 Est. Cost $13.29 Unrealized 0.0%
CMA COMERICA INC 0.1%
Value ($000) $611 Shares 8,013 Est. Cost $48.67 Unrealized +2.4%
EOG EOG RESOURCES INC 0.1%
Value ($000) $609 Shares 6,292 Est. Cost $68.68 Unrealized -1.8%
TXN TEXAS INSTRUMENTS INC 0.1%
Value ($000) $609 Shares 6,797 Est. Cost $63.16 Unrealized +3.2%
AVB AVALONBAY COMMUNITIES INC 0.1%
Value ($000) $596 Shares 3,336 Est. Cost $134.11 Unrealized +4.6%
XILINX INC 0.1%
Value ($000) $588 Shares 8,304 Est. Cost $64.32 Unrealized
SWKS SKYWORKS SOLUTIONS INC 0.1%
Value ($000) $585 Shares 5,745 Est. Cost $80.99 Unrealized +6.5%
NRG NRG ENERGY INC 0.1%
Value ($000) $585 Shares 22,850 Est. Cost $10.68 Unrealized +83.0%
LYV LIVE NATION ENTERTAINMENT INC 0.1%
Value ($000) $583 Shares 13,396 Est. Cost $38.82 Unrealized 0.0%
ILMN ILLUMINA INC 0.1%
Value ($000) $578 Shares 2,903 Est. Cost $173.03 Unrealized +7.6%
BSX BOSTON SCIENTIFIC CORP 0.1%
Value ($000) $571 Shares 19,581 Est. Cost $26.54 Unrealized +4.1%
RED HAT INC 0.1%
Value ($000) $564 Shares 5,086 Est. Cost $110.89 Unrealized
ADI ANALOG DEVICES INC 0.1%
Value ($000) $558 Shares 6,480 Est. Cost $67.51 Unrealized +2.1%
HSIC HENRY SCHEIN INC 0.1%
Value ($000) $557 Shares 6,799 Est. Cost $69.14 Unrealized -1.3%
FDX FEDEX CORP 0.1%
Value ($000) $551 Shares 2,442 Est. Cost $184.90 Unrealized 0.0%
ALLERGAN PLC 0.1%
Value ($000) $547 Shares 2,668 Est. Cost $205.02 Unrealized
NTRS NORTHERN TRUST CORP 0.1%
Value ($000) $546 Shares 5,931 Est. Cost $70.51 Unrealized +0.8%
FSLR FIRST SOLAR INC 0.1%
Value ($000) $532 Shares 11,599 Est. Cost $46.37 Unrealized 0.0%
CNP CENTERPOINT ENERGY INC 0.1%
Value ($000) $531 Shares 18,179 Est. Cost $21.49 Unrealized +3.9%
LABORATORY CORP OF AMERICA HOL 0.1%
Value ($000) $530 Shares 3,512 Est. Cost $154.18 Unrealized
TRU TRANSUNION 0.1%
Value ($000) $529 Shares 11,198 Est. Cost $44.12 Unrealized 0.0%
CR BARD INC 0.1%
Value ($000) $527 Shares 1,644 Est. Cost $320.56 Unrealized
PM PHILIP MORRIS INTERNATIONAL IN 0.1%
Value ($000) $522 Shares 4,706 Est. Cost $71.95 Unrealized +4.6%
XYL XYLEM INC/NY 0.1%
Value ($000) $518 Shares 8,271 Est. Cost $46.97 Unrealized +15.1%
ATI ALLEGHENY TECHNOLOGIES INC 0.1%
Value ($000) $515 Shares 21,533 Est. Cost $16.82 Unrealized +17.6%
AMG AFFILIATED MANAGERS GROUP INC 0.1%
Value ($000) $513 Shares 2,701 Est. Cost $172.79 Unrealized 0.0%
DOV DOVER CORP 0.1%
Value ($000) $507 Shares 5,548 Est. Cost $56.26 Unrealized +8.1%
LMT LOCKHEED MARTIN CORP 0.1%
Value ($000) $500 Shares 1,611 Est. Cost $218.34 Unrealized +9.3%
IBOC INTERNATIONAL BANCSHARES CORP 0.1%
Value ($000) $492 Shares 12,281 Est. Cost $28.69 Unrealized 0.0%
CTAS CINTAS CORP 0.1%
Value ($000) $488 Shares 3,380 Est. Cost $28.48 Unrealized +7.1%
MRK MERCK & CO INC 0.1%
Value ($000) $480 Shares 7,485 Est. Cost $46.54 Unrealized +0.3%
DXC DXC TECHNOLOGY CO 0.1%
Value ($000) $474 Shares 5,525 Est. Cost $67.37 Unrealized 0.0%
JBL JABIL INC 0.1%
Value ($000) $472 Shares 16,545 Est. Cost $25.46 Unrealized +12.4%
UDR UDR INC 0.1%
Value ($000) $472 Shares 12,401 Est. Cost $27.96 Unrealized +2.7%
SYMANTEC CORP 0.1%
Value ($000) $467 Shares 14,243 Est. Cost $28.25 Unrealized
BMY BRISTOL-MYERS SQUIBB CO 0.1%
Value ($000) $465 Shares 7,308 Est. Cost $43.12 Unrealized 0.0%
WPX ENERGY INC 0.0%
Value ($000) $458 Shares 39,815 Est. Cost $10.35 Unrealized
HD HOME DEPOT INC/THE 0.0%
Value ($000) $453 Shares 2,768 Est. Cost $125.16 Unrealized 0.0%
AME AMETEK INC 0.0%
Value ($000) $451 Shares 6,835 Est. Cost $53.91 Unrealized +10.8%
APARTMENT INVESTMENT & MANAGEM 0.0%
Value ($000) $449 Shares 10,229 Est. Cost $43.98 Unrealized
TROW T ROWE PRICE GROUP INC 0.0%
Value ($000) $449 Shares 4,960 Est. Cost $60.46 Unrealized 0.0%
ETN EATON CORP PLC 0.0%
Value ($000) $448 Shares 5,834 Est. Cost $63.97 Unrealized -0.2%
CBS CORP 0.0%
Value ($000) $445 Shares 7,665 Est. Cost $63.79 Unrealized
CF CF INDUSTRIES HOLDINGS INC 0.0%
Value ($000) $441 Shares 12,562 Est. Cost $24.93 Unrealized 0.0%
KLAC KLA-TENCOR CORP 0.0%
Value ($000) $437 Shares 4,122 Est. Cost $86.97 Unrealized -3.8%
OWENS-ILLINOIS INC 0.0%
Value ($000) $431 Shares 17,110 Est. Cost $17.48 Unrealized
VNO VORNADO REALTY TRUST 0.0%
Value ($000) $418 Shares 5,447 Est. Cost $100.32 Unrealized
WDC WESTERN DIGITAL CORP 0.0%
Value ($000) $418 Shares 4,845 Est. Cost $53.88 Unrealized +11.2%
AVY AVERY DENNISON CORP 0.0%
Value ($000) $409 Shares 4,152 Est. Cost $71.76 Unrealized +13.0%
PCAR PACCAR INC 0.0%
Value ($000) $403 Shares 5,577 Est. Cost $32.11 Unrealized +0.9%
LLY ELI LILLY & CO 0.0%
Value ($000) $400 Shares 4,677 Est. Cost $71.29 Unrealized +1.2%
C CITIGROUP INC 0.0%
Value ($000) $400 Shares 5,500 Est. Cost $44.67 Unrealized +16.2%
PGR PROGRESSIVE CORP/THE 0.0%
Value ($000) $395 Shares 8,163 Est. Cost $32.08 Unrealized +12.6%
INCY INCYTE CORP 0.0%
Value ($000) $394 Shares 3,377 Est. Cost $126.52 Unrealized 0.0%
MAA MID-AMERICA APARTMENT COMMUNIT 0.0%
Value ($000) $393 Shares 3,679 Est. Cost $76.48 Unrealized +2.8%
COR AMERISOURCEBERGEN CORP 0.0%
Value ($000) $388 Shares 4,681 Est. Cost $64.71 Unrealized 0.0%
DVN DEVON ENERGY CORP 0.0%
Value ($000) $382 Shares 10,388 Est. Cost $22.96 Unrealized 0.0%
IP INTERNATIONAL PAPER CO 0.0%
Value ($000) $382 Shares 6,715 Est. Cost $32.97 Unrealized +10.8%
NORDSTROM INC 0.0%
Value ($000) $379 Shares 8,037 Est. Cost $47.16 Unrealized
ALLE ALLEGION PLC 0.0%
Value ($000) $372 Shares 4,293 Est. Cost $73.06 Unrealized 0.0%
BAC BANK OF AMERICA CORP 0.0%
Value ($000) $371 Shares 14,654 Est. Cost $18.92 Unrealized +5.5%
HRB H&R BLOCK INC 0.0%
Value ($000) $369 Shares 13,918 Est. Cost $16.56 Unrealized +26.6%
CPS COOPER-STANDARD HOLDINGS INC 0.0%
Value ($000) $366 Shares 3,158 Est. Cost $103.73 Unrealized 0.0%
EXR EXTRA SPACE STORAGE INC 0.0%
Value ($000) $365 Shares 4,565 Est. Cost $54.59 Unrealized +4.2%
BY BYLINE BANCORP INC 0.0%
Value ($000) $363 Shares 17,064 Est. Cost $18.32 Unrealized +3.7%
MAS MASCO CORP 0.0%
Value ($000) $362 Shares 9,289 Est. Cost $30.97 Unrealized +6.9%
REGN REGENERON PHARMACEUTICALS INC 0.0%
Value ($000) $352 Shares 787 Est. Cost $368.62 Unrealized +28.4%
VTR VENTAS INC 0.0%
Value ($000) $341 Shares 5,242 Est. Cost $42.88 Unrealized +9.8%
WESTROCK CO 0.0%
Value ($000) $338 Shares 5,969 Est. Cost $49.15 Unrealized
PNW PINNACLE WEST CAPITAL CORP 0.0%
Value ($000) $337 Shares 3,989 Est. Cost $61.03 Unrealized +2.5%
BXP BOSTON PROPERTIES INC 0.0%
Value ($000) $334 Shares 2,724 Est. Cost $90.62 Unrealized -7.6%
HPQ HP INC 0.0%
Value ($000) $330 Shares 16,516 Est. Cost $12.33 Unrealized +17.1%
EL ESTEE LAUDER COS INC/THE 0.0%
Value ($000) $328 Shares 3,037 Est. Cost $92.43 Unrealized 0.0%
NSC NORFOLK SOUTHERN CORP 0.0%
Value ($000) $328 Shares 2,483 Est. Cost $98.76 Unrealized +4.0%
HOLX HOLOGIC INC 0.0%
Value ($000) $325 Shares 8,850 Est. Cost $44.14 Unrealized -8.6%
PWR QUANTA SERVICES INC 0.0%
Value ($000) $320 Shares 8,552 Est. Cost $32.67 Unrealized +5.3%
EMR EMERSON ELECTRIC CO 0.0%
Value ($000) $312 Shares 4,954 Est. Cost $47.93 Unrealized +2.7%
NYT NEW YORK TIMES CO/THE 0.0%
Value ($000) $312 Shares 15,895 Est. Cost $15.25 Unrealized +13.4%
SWK STANLEY BLACK & DECKER INC 0.0%
Value ($000) $310 Shares 2,055 Est. Cost $108.71 Unrealized +5.3%
RF REGIONS FINANCIAL CORP 0.0%
Value ($000) $285 Shares 18,727 Est. Cost $10.15 Unrealized +2.7%
GPN GLOBAL PAYMENTS INC 0.0%
Value ($000) $281 Shares 2,953 Est. Cost $89.66 Unrealized 0.0%
HAS HASBRO INC 0.0%
Value ($000) $277 Shares 2,841 Est. Cost $76.47 Unrealized -1.1%
R RYDER SYSTEM INC 0.0%
Value ($000) $269 Shares 3,182 Est. Cost $69.74 Unrealized +8.6%
NOBLE CORP PLC 0.0%
Value ($000) $268 Shares 58,409 Est. Cost $4.59 Unrealized
PVH PVH CORP 0.0%
Value ($000) $260 Shares 2,057 Est. Cost $103.71 Unrealized +16.1%
LEUCADIA NATIONAL CORP 0.0%
Value ($000) $257 Shares 10,182 Est. Cost $26.17 Unrealized
CLF CLEVELAND-CLIFFS INC 0.0%
Value ($000) $256 Shares 35,814 Est. Cost $7.07 Unrealized 0.0%
MCK MCKESSON CORP 0.0%
Value ($000) $254 Shares 1,653 Est. Cost $146.01 Unrealized 0.0%
HCP INC 0.0%
Value ($000) $251 Shares 9,037 Est. Cost $30.65 Unrealized
PYPL PAYPAL HOLDINGS INC 0.0%
Value ($000) $250 Shares 3,910 Est. Cost $49.03 Unrealized +21.9%
TXT TEXTRON INC 0.0%
Value ($000) $250 Shares 4,635 Est. Cost $46.80 Unrealized +5.0%
NI NISOURCE INC 0.0%
Value ($000) $247 Shares 9,642 Est. Cost $18.82 Unrealized +6.6%
NABORS INDUSTRIES LTD 0.0%
Value ($000) $246 Shares 30,438 Est. Cost $12.17 Unrealized
WELL WELLTOWER INC 0.0%
Value ($000) $246 Shares 3,499 Est. Cost $53.58 Unrealized +0.7%
WMB WILLIAMS COS INC/THE 0.0%
Value ($000) $242 Shares 8,046 Est. Cost $18.66 Unrealized +3.2%
MCHB HOMESTREET INC 0.0%
Value ($000) $242 Shares 8,955 Est. Cost $26.02 Unrealized 0.0%
QIAGEN NV 0.0%
Value ($000) $242 Shares 7,692 Est. Cost $33.19 Unrealized
UNITED STATES STEEL CORP 0.0%
Value ($000) $240 Shares 9,351 Est. Cost $22.15 Unrealized
PFG PRINCIPAL FINANCIAL GROUP INC 0.0%
Value ($000) $239 Shares 3,721 Est. Cost $43.85 Unrealized +6.4%
CL COLGATE-PALMOLIVE CO 0.0%
Value ($000) $231 Shares 3,166 Est. Cost $59.21 Unrealized 0.0%
GAP GAP INC/THE 0.0%
Value ($000) $231 Shares 7,832 Est. Cost $18.35 Unrealized 0.0%
EA ELECTRONIC ARTS INC 0.0%
Value ($000) $230 Shares 1,949 Est. Cost $100.14 Unrealized +12.5%
TPR TAPESTRY INC 0.0%
Value ($000) $229 Shares 5,685 Est. Cost $34.93 Unrealized 0.0%
FCN FTI CONSULTING INC 0.0%
Value ($000) $227 Shares 6,392 Est. Cost $33.66 Unrealized 0.0%
VMC VULCAN MATERIALS CO 0.0%
Value ($000) $220 Shares 1,840 Est. Cost $111.47 Unrealized 0.0%
SAPIENS INTERNATIONAL CORP NV 0.0%
Value ($000) $217 Shares 16,446 Est. Cost $11.20 Unrealized
ATWOOD OCEANICS INC 0.0%
Value ($000) $217 Shares 23,121 Est. Cost $9.39 Unrealized
LEGG MASON INC 0.0%
Value ($000) $215 Shares 5,461 Est. Cost $29.76 Unrealized
PNR PENTAIR PLC 0.0%
Value ($000) $213 Shares 3,126 Est. Cost $38.30 Unrealized -1.2%
TRIBUNE MEDIA CO 0.0%
Value ($000) $204 Shares 4,983 Est. Cost $40.94 Unrealized
ORBITAL ATK INC 0.0%
Value ($000) $201 Shares 1,511 Est. Cost $133.02 Unrealized
STATE NATIONAL COS INC 0.0%
Value ($000) $201 Shares 9,556 Est. Cost $21.03 Unrealized
BANKRATE INC 0.0%
Value ($000) $201 Shares 14,388 Est. Cost $13.97 Unrealized
AVA AVISTA CORP 0.0%
Value ($000) $201 Shares 3,889 Est. Cost $35.25 Unrealized 0.0%
CALPINE CORP 0.0%
Value ($000) $200 Shares 13,587 Est. Cost $13.53 Unrealized
CALGON CARBON CORP 0.0%
Value ($000) $200 Shares 9,346 Est. Cost $21.40 Unrealized
AKORN INC 0.0%
Value ($000) $200 Shares 6,033 Est. Cost $33.15 Unrealized
KITE PHARMA INC 0.0%
Value ($000) $200 Shares 1,115 Est. Cost $179.37 Unrealized
SILVER SPRING NETWORKS INC 0.0%
Value ($000) $200 Shares 12,392 Est. Cost $16.14 Unrealized
SLM SLM CORP 0.0%
Value ($000) $194 Shares 16,980 Est. Cost $11.38 Unrealized -4.7%
RMBS RAMBUS INC 0.0%
Value ($000) $192 Shares 14,369 Est. Cost $12.85 Unrealized 0.0%
SEARS HOLDINGS CORP 0.0%
Value ($000) $176 Shares 24,046 Est. Cost $7.32 Unrealized
IGNYTA INC 0.0%
Value ($000) $169 Shares 13,653 Est. Cost $12.38 Unrealized
ROWAN COS PLC 0.0%
Value ($000) $165 Shares 12,863 Est. Cost $12.83 Unrealized
EVERI HOLDINGS INC 0.0%
Value ($000) $162 Shares 21,407 Est. Cost $7.57 Unrealized
NAK NORTHERN DYNASTY MINERALS LTD 0.0%
Value ($000) $157 Shares 87,589 Est. Cost $1.58 Unrealized 0.0%
CELLULAR BIOMEDICINE GROUP INC 0.0%
Value ($000) $156 Shares 14,656 Est. Cost $8.75 Unrealized
INTREPID POTASH INC 0.0%
Value ($000) $155 Shares 35,532 Est. Cost $4.36 Unrealized
NPKI NEWPARK RESOURCES INC 0.0%
Value ($000) $154 Shares 15,341 Est. Cost $8.18 Unrealized 0.0%
ENZO BIOCHEM INC 0.0%
Value ($000) $149 Shares 14,243 Est. Cost $10.46 Unrealized
ENDO INTERNATIONAL PLC 0.0%
Value ($000) $148 Shares 17,271 Est. Cost $8.57 Unrealized
XCERRA CORP 0.0%
Value ($000) $144 Shares 14,619 Est. Cost $9.85 Unrealized
DENBURY RESOURCES INC 0.0%
Value ($000) $140 Shares 104,940 Est. Cost $1.33 Unrealized
SILVER RUN ACQUISITION CORP II 0.0%
Value ($000) $134 Shares 12,500 Est. Cost $10.48 Unrealized
NWSA NEWS CORP 0.0%
Value ($000) $134 Shares 10,103 Est. Cost $12.29 Unrealized 0.0%
MCHX MARCHEX INC 0.0%
Value ($000) $129 Shares 41,824 Est. Cost $2.83 Unrealized +5.5%
DENNY'S CORP 0.0%
Value ($000) $127 Shares 10,212 Est. Cost $12.44 Unrealized
AK STEEL HOLDING CORP 0.0%
Value ($000) $124 Shares 22,196 Est. Cost $6.57 Unrealized
ENSCO PLC 0.0%
Value ($000) $109 Shares 18,216 Est. Cost $5.16 Unrealized
TESCO CORP 0.0%
Value ($000) $102 Shares 18,671 Est. Cost $4.44 Unrealized
AVON PRODUCTS INC 0.0%
Value ($000) $100 Shares 43,152 Est. Cost $3.88 Unrealized
CHINA RAPID FINANCE LTD 0.0%
Value ($000) $90 Shares 13,646 Est. Cost $5.72 Unrealized
LUBY'S INC 0.0%
Value ($000) $83 Shares 31,379 Est. Cost $2.80 Unrealized
OFFICE DEPOT INC 0.0%
Value ($000) $60 Shares 13,255 Est. Cost $4.76 Unrealized
URBAN ONE INC 0.0%
Value ($000) $60 Shares 36,856 Est. Cost $2.26 Unrealized
CHESAPEAKE ENERGY CORP 0.0%
Value ($000) $51 Shares 11,925 Est. Cost $5.95 Unrealized
GNW GENWORTH FINANCIAL INC 0.0%
Value ($000) $51 Shares 13,235 Est. Cost $3.57 Unrealized 0.0%
NANTHEALTH INC 0.0%
Value ($000) $45 Shares 10,985 Est. Cost $4.10 Unrealized
ALJ REGIONAL HOLDINGS INC 0.0%
Value ($000) $42 Shares 12,048 Est. Cost $3.21 Unrealized