0001172661-17-001091.txt : 20170515
0001172661-17-001091.hdr.sgml : 20170515
20170515090436
ACCESSION NUMBER: 0001172661-17-001091
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170331
FILED AS OF DATE: 20170515
DATE AS OF CHANGE: 20170515
EFFECTIVENESS DATE: 20170515
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VOLORIDGE INVESTMENT MANAGEMENT, LLC
CENTRAL INDEX KEY: 0001556921
IRS NUMBER: 264272853
STATE OF INCORPORATION: FL
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-15761
FILM NUMBER: 17841482
BUSINESS ADDRESS:
STREET 1: 110 FRONT STREET
STREET 2: SUITE 400
CITY: JUPITER
STATE: FL
ZIP: 33477
BUSINESS PHONE: 561-231-5770
MAIL ADDRESS:
STREET 1: 110 FRONT STREET
STREET 2: SUITE 400
CITY: JUPITER
STATE: FL
ZIP: 33477
13F-HR
1
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0001556921
XXXXXXXX
03-31-2017
03-31-2017
false
VOLORIDGE INVESTMENT MANAGEMENT, LLC
110 Front Street
Suite 400
Jupiter
FL
33477
13F HOLDINGS REPORT
028-15761
N
Mark Kamp
General Counsel and Chief Compliance Officer
561-231-5770
/s/ Mark Kamp
Jupiter
FL
05-15-2017
0
457
4103677
INFORMATION TABLE
2
infotable.xml
ABB LTD
SPONSORED ADR
000375204
1025
43790
SH
SOLE
43790
0
0
ABBVIE INC
COM
00287Y109
1102
16912
SH
SOLE
16912
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
42941
861223
SH
SOLE
861223
0
0
ACUITY BRANDS INC
COM
00508Y102
26386
129344
SH
SOLE
129344
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
355
2395
SH
SOLE
2395
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
117495
8075249
SH
SOLE
8075249
0
0
ADVISORY BRD CO
COM
00762W107
4472
95563
SH
SOLE
95563
0
0
AES CORP
COM
00130H105
1329
118916
SH
SOLE
118916
0
0
AGCO CORP
COM
001084102
1796
29847
SH
SOLE
29847
0
0
AGNC INVT CORP
COM
00123Q104
2139
107551
SH
SOLE
107551
0
0
AIR PRODS & CHEMS INC
COM
009158106
3595
26575
SH
SOLE
26575
0
0
ALASKA AIR GROUP INC
COM
011659109
4247
46056
SH
SOLE
46056
0
0
ALBEMARLE CORP
COM
012653101
354
3351
SH
SOLE
3351
0
0
ALERE INC
COM
01449J105
1731
43557
SH
SOLE
43557
0
0
ALKERMES PLC
SHS
G01767105
4533
77482
SH
SOLE
77482
0
0
ALLEGION PUB LTD CO
ORD SHS
G0176J109
4826
63754
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SOLE
63754
0
0
ALLISON TRANSMISSION HLDGS I
COM
01973R101
6930
192181
SH
SOLE
192181
0
0
ALTRIA GROUP INC
COM
02209S103
3629
50819
SH
SOLE
50819
0
0
AMAZON COM INC
COM
023135106
12412
14000
SH
SOLE
14000
0
0
AMC ENTMT HLDGS INC
CL A COM
00165C104
3519
111898
SH
SOLE
111898
0
0
AMDOCS LTD
SHS
G02602103
2618
42928
SH
SOLE
42928
0
0
AMERICAN EAGLE OUTFITTERS NE
COM
02553E106
14504
1033797
SH
SOLE
1033797
0
0
AMERICAN HOMES 4 RENT
CL A
02665T306
8550
372406
SH
SOLE
372406
0
0
AMERICAN OUTDOOR BRANDS CORP
COM
02874P103
7213
364134
SH
SOLE
364134
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
7891
64924
SH
SOLE
64924
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
7431
95550
SH
SOLE
95550
0
0
ANADARKO PETE CORP
COM
032511107
40189
648203
SH
SOLE
648203
0
0
ANALOG DEVICES INC
COM
032654105
16266
198488
SH
SOLE
198488
0
0
ANHEUSER BUSCH INBEV SA/NV
SPONSORED ADR
03524A108
12856
117132
SH
SOLE
117132
0
0
ANSYS INC
COM
03662Q105
921
8620
SH
SOLE
8620
0
0
ANTERO RES CORP
COM
03674X106
4634
203168
SH
SOLE
203168
0
0
APPLIED OPTOELECTRONICS INC
COM
03823U102
4251
75707
SH
SOLE
75707
0
0
ARCELORMITTAL SA LUXEMBOURG
NY REGISTRY SH
03938L104
14800
1772490
SH
SOLE
1772490
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
4924
106943
SH
SOLE
106943
0
0
ARCONIC INC
COM
03965L100
12723
483033
SH
SOLE
483033
0
0
ARISTA NETWORKS INC
COM
040413106
12390
93674
SH
SOLE
93674
0
0
ARRAY BIOPHARMA INC
COM
04269X105
7196
804901
SH
SOLE
804901
0
0
ASHLAND GLOBAL HLDGS INC
COM
044186104
4494
36298
SH
SOLE
36298
0
0
ASML HOLDING N V
N Y REGISTRY SHS
N07059210
15514
116822
SH
SOLE
116822
0
0
ASSURED GUARANTY LTD
COM
G0585R106
5251
141495
SH
SOLE
141495
0
0
AURINIA PHARMACEUTICALS INC
COM
05156V102
1846
251475
SH
SOLE
251475
0
0
AUTOZONE INC
COM
053332102
7747
10714
SH
SOLE
10714
0
0
AVERY DENNISON CORP
COM
053611109
8723
108223
SH
SOLE
108223
0
0
AVEXIS INC
COM
05366U100
4629
60881
SH
SOLE
60881
0
0
BAKER HUGHES INC
COM
057224107
27584
461112
SH
SOLE
461112
0
0
BALL CORP
COM
058498106
9358
126013
SH
SOLE
126013
0
0
BANCO BRADESCO S A
SP ADR PFD NEW
059460303
14421
1408259
SH
SOLE
1408259
0
0
BANK MONTREAL QUE
COM
063671101
251
3351
SH
SOLE
3351
0
0
BARCLAYS PLC
ADR
06738E204
4677
416082
SH
SOLE
416082
0
0
BARD C R INC
COM
067383109
2557
10287
SH
SOLE
10287
0
0
BAXTER INTL INC
COM
071813109
926
17865
SH
SOLE
17865
0
0
BCE INC
COM NEW
05534B760
2247
50755
SH
SOLE
50755
0
0
BED BATH & BEYOND INC
COM
075896100
8275
209697
SH
SOLE
209697
0
0
BERRY PLASTICS GROUP INC
COM
08579W103
6076
125092
SH
SOLE
125092
0
0
BEST BUY INC
COM
086516101
3855
78441
SH
SOLE
78441
0
0
BHP BILLITON LTD
SPONSORED ADR
088606108
297
8178
SH
SOLE
8178
0
0
BIO RAD LABS INC
CL A
090572207
4495
22550
SH
SOLE
22550
0
0
BLACKBERRY LTD
COM
09228F103
915
118058
SH
SOLE
118058
0
0
BLOCK H & R INC
COM
093671105
265
11400
SH
SOLE
11400
0
0
BLUE BUFFALO PET PRODS INC
COM
09531U102
271
11803
SH
SOLE
11803
0
0
BLUEBIRD BIO INC
COM
09609G100
7014
77160
SH
SOLE
77160
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
37040
1489358
SH
SOLE
1489358
0
0
BP PLC
SPONSORED ADR
055622104
356
10300
SH
SOLE
10300
0
0
BRINKER INTL INC
COM
109641100
12129
275917
SH
SOLE
275917
0
0
BRIXMOR PPTY GROUP INC
COM
11120U105
4261
198571
SH
SOLE
198571
0
0
BROADCOM LTD
SHS
y09827109
8729
39866
SH
SOLE
39866
0
0
BRUNSWICK CORP
COM
117043109
1096
17913
SH
SOLE
17913
0
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
2952
198104
SH
SOLE
198104
0
0
BUNGE LIMITED
COM
G16962105
15326
193362
SH
SOLE
193362
0
0
BURLINGTON STORES INC
COM
122017106
16504
169638
SH
SOLE
169638
0
0
BWX TECHNOLOGIES INC
COM
05605H100
6075
127631
SH
SOLE
127631
0
0
CABELAS INC
COM
126804301
2965
55831
SH
SOLE
55831
0
0
CABLE ONE INC
COM
12685J105
3139
5026
SH
SOLE
5026
0
0
CACI INTL INC
CL A
127190304
3048
25986
SH
SOLE
25986
0
0
CALPINE CORP
COM NEW
131347304
486
44025
SH
SOLE
44025
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
1760
21872
SH
SOLE
21872
0
0
CARA THERAPEUTICS INC
COM
140755109
1891
102840
SH
SOLE
102840
0
0
CARLISLE COS INC
COM
142339100
311
2927
SH
SOLE
2927
0
0
CARMAX INC
COM
143130102
24711
417277
SH
SOLE
417277
0
0
CASEYS GEN STORES INC
COM
147528103
8776
78184
SH
SOLE
78184
0
0
CBRE GROUP INC
CL A
12504L109
9303
267417
SH
SOLE
267417
0
0
CDK GLOBAL INC
COM
12508E101
530
8158
SH
SOLE
8158
0
0
CDW CORP
COM
12514G108
8502
147325
SH
SOLE
147325
0
0
CELANESE CORP DEL
COM SER A
150870103
263
2927
SH
SOLE
2927
0
0
CEMEX SAB DE CV
SPON ADR NEW
151290889
186
20500
SH
SOLE
20500
0
0
CENTURY ALUM CO
COM
156431108
4922
387854
SH
SOLE
387854
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
21825
66678
SH
SOLE
66678
0
0
CHEESECAKE FACTORY INC
COM
163072101
8902
140506
SH
SOLE
140506
0
0
CHEMOURS CO
COM
163851108
15266
396521
SH
SOLE
396521
0
0
CHEVRON CORP NEW
COM
166764100
1514
14100
SH
SOLE
14100
0
0
CHILDRENS PL INC
COM
168905107
7737
64449
SH
SOLE
64449
0
0
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
1030
18647
SH
SOLE
18647
0
0
CINTAS CORP
COM
172908105
3831
30272
SH
SOLE
30272
0
0
CIT GROUP INC
COM NEW
125581801
1630
37978
SH
SOLE
37978
0
0
CITIZENS FINL GROUP INC
COM
174610105
5817
168371
SH
SOLE
168371
0
0
CLIFFS NAT RES INC
COM
18683K101
259
31600
SH
SOLE
31600
0
0
CLOVIS ONCOLOGY INC
COM
189464100
19272
302689
SH
SOLE
302689
0
0
COCA COLA CO
COM
191216100
35909
846103
SH
SOLE
846103
0
0
COGNEX CORP
COM
192422103
6957
82872
SH
SOLE
82872
0
0
COHERENT INC
COM
192479103
6432
31277
SH
SOLE
31277
0
0
COLONY NORTHSTAR INC
CL A COM
19625W104
6707
519501
SH
SOLE
519501
0
0
COLONY STARWOOD HOMES
COM
19625X102
1822
53666
SH
SOLE
53666
0
0
COMCAST CORP NEW
CL A
20030N101
72911
1939647
SH
SOLE
1939647
0
0
COMMERCIAL METALS CO
COM
201723103
690
36066
SH
SOLE
36066
0
0
COMPASS MINERALS INTL INC
COM
20451N101
2395
35294
SH
SOLE
35294
0
0
CONSOLIDATED EDISON INC
COM
209115104
6189
79690
SH
SOLE
79690
0
0
CONTINENTAL RESOURCES INC
COM
212015101
8292
182566
SH
SOLE
182566
0
0
COOPER COS INC
COM NEW
216648402
4143
20726
SH
SOLE
20726
0
0
COPA HOLDINGS SA
CL A
P31076105
6519
58078
SH
SOLE
58078
0
0
CORESITE RLTY CORP
COM
21870Q105
917
10179
SH
SOLE
10179
0
0
COTY INC
COM CL A
222070203
8299
457775
SH
SOLE
457775
0
0
CRANE CO
COM
224399105
411
5493
SH
SOLE
5493
0
0
CSRA INC
COM
12650T104
599
20453
SH
SOLE
20453
0
0
CSX CORP
COM
126408103
77718
1669550
SH
SOLE
1669550
0
0
CUBESMART
COM
229663109
2011
77467
SH
SOLE
77467
0
0
CVS HEALTH CORP
COM
126650100
58061
739636
SH
SOLE
739636
0
0
DANA INCORPORATED
COM
235825205
1021
52878
SH
SOLE
52878
0
0
DARDEN RESTAURANTS INC
COM
237194105
21781
260326
SH
SOLE
260326
0
0
DAVITA INC
COM
23918K108
2949
43388
SH
SOLE
43388
0
0
DEERE & CO
COM
244199105
35118
322599
SH
SOLE
322599
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
6708
145953
SH
SOLE
145953
0
0
DENTSPLY SIRONA INC
COM
24906P109
13813
221224
SH
SOLE
221224
0
0
DEPOMED INC
COM
249908104
3062
243962
SH
SOLE
243962
0
0
DEVRY ED GROUP INC
COM
251893103
2327
65654
SH
SOLE
65654
0
0
DICKS SPORTING GOODS INC
COM
253393102
24345
500307
SH
SOLE
500307
0
0
DIGITAL RLTY TR INC
COM
253868103
595
5593
SH
SOLE
5593
0
0
DINEEQUITY INC
COM
254423106
1199
22031
SH
SOLE
22031
0
0
DISCOVERY COMMUNICATNS NEW
COM SER A
25470F104
1289
44312
SH
SOLE
44312
0
0
DISCOVERY COMMUNICATNS NEW
COM SER C
25470F302
464
16400
SH
SOLE
16400
0
0
DOLLAR GEN CORP NEW
COM
256677105
12782
183300
SH
SOLE
183300
0
0
DOLLAR TREE INC
COM
256746108
14782
188396
SH
SOLE
188396
0
0
DOMINION RES INC VA NEW
COM
25746U109
9332
120298
SH
SOLE
120298
0
0
DOMINOS PIZZA INC
COM
25754A201
21778
118166
SH
SOLE
118166
0
0
DONALDSON INC
COM
257651109
2109
46335
SH
SOLE
46335
0
0
DOUGLAS EMMETT INC
COM
25960P109
762
19843
SH
SOLE
19843
0
0
DR PEPPER SNAPPLE GROUP INC
COM
26138E109
2653
27094
SH
SOLE
27094
0
0
DSW INC
CL A
23334L102
4507
217955
SH
SOLE
217955
0
0
DTE ENERGY CO
COM
233331107
3207
31403
SH
SOLE
31403
0
0
DUN & BRADSTREET CORP DEL NE
COM
26483E100
346
3203
SH
SOLE
3203
0
0
DUNKIN BRANDS GROUP INC
COM
265504100
7831
143223
SH
SOLE
143223
0
0
DYCOM INDS INC
COM
267475101
10215
109898
SH
SOLE
109898
0
0
EAGLE MATERIALS INC
COM
26969P108
2954
30411
SH
SOLE
30411
0
0
EBAY INC
COM
278642103
5152
153462
SH
SOLE
153462
0
0
ELECTRONIC ARTS INC
COM
285512109
4397
49123
SH
SOLE
49123
0
0
EQT CORP
COM
26884L109
8341
136507
SH
SOLE
136507
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
8542
137286
SH
SOLE
137286
0
0
ESPERION THERAPEUTICS INC NE
COM
29664W105
2028
57435
SH
SOLE
57435
0
0
ESSENT GROUP LTD
COM
G3198U102
665
18377
SH
SOLE
18377
0
0
ESSEX PPTY TR INC
COM
297178105
9953
42988
SH
SOLE
42988
0
0
EXACT SCIENCES CORP
COM
30063P105
9314
394347
SH
SOLE
394347
0
0
EXELIXIS INC
COM
30161Q104
18800
867549
SH
SOLE
867549
0
0
EXPEDIA INC DEL
COM NEW
30212P303
2094
16600
SH
SOLE
16600
0
0
EXPEDITORS INTL WASH INC
COM
302130109
1238
21919
SH
SOLE
21919
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
34148
518096
SH
SOLE
518096
0
0
EXXON MOBIL CORP
COM
30231G102
2487
30323
SH
SOLE
30323
0
0
F M C CORP
COM NEW
302491303
4709
67668
SH
SOLE
67668
0
0
FAIRMOUNT SANTROL HLDGS INC
COM
30555Q108
5043
688013
SH
SOLE
688013
0
0
FEDERAL REALTY INVT TR
SH BEN INT NEW
313747206
5475
41013
SH
SOLE
41013
0
0
FERRARI N V
COM
N3167Y103
602
8096
SH
SOLE
8096
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
6592
82796
SH
SOLE
82796
0
0
FINISH LINE INC
CL A
317923100
1069
75119
SH
SOLE
75119
0
0
FIRST HORIZON NATL CORP
COM
320517105
2348
126935
SH
SOLE
126935
0
0
FIRSTENERGY CORP
COM
337932107
11527
362261
SH
SOLE
362261
0
0
FITBIT INC
CL A
33812L102
1039
175524
SH
SOLE
175524
0
0
FIVE BELOW INC
COM
33829M101
4617
106605
SH
SOLE
106605
0
0
FLEX LTD
ORD
Y2573F102
2057
122464
SH
SOLE
122464
0
0
FOOT LOCKER INC
COM
344849104
1158
15484
SH
SOLE
15484
0
0
FORTINET INC
COM
34959E109
9680
252402
SH
SOLE
252402
0
0
GARMIN LTD
SHS
H2906T109
2589
50656
SH
SOLE
50656
0
0
GARTNER INC
COM
366651107
1620
15000
SH
SOLE
15000
0
0
GATX CORP
COM
361448103
2156
35373
SH
SOLE
35373
0
0
GCP APPLIED TECHNOLOGIES INC
COM
36164Y101
439
13434
SH
SOLE
13434
0
0
GENERAL DYNAMICS CORP
COM
369550108
17449
93211
SH
SOLE
93211
0
0
GENERAL MLS INC
COM
370334104
33589
569206
SH
SOLE
569206
0
0
GENPACT LIMITED
SHS
G3922B107
883
35673
SH
SOLE
35673
0
0
GGP INC
COM
36174X101
8333
359510
SH
SOLE
359510
0
0
GILEAD SCIENCES INC
COM
375558103
124896
1838868
SH
SOLE
1838868
0
0
GLOBAL BLOOD THERAPEUTICS IN
COM
37890U108
3341
90655
SH
SOLE
90655
0
0
GLOBAL PMTS INC
COM
37940X102
3906
48418
SH
SOLE
48418
0
0
GNC HLDGS INC
COM CL A
36191G107
1968
267382
SH
SOLE
267382
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
1309
46865
SH
SOLE
46865
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
35444
154291
SH
SOLE
154291
0
0
GRACE W R & CO DEL NEW
COM
38388F108
1052
15087
SH
SOLE
15087
0
0
GRAINGER W W INC
COM
384802104
10416
44749
SH
SOLE
44749
0
0
GREENBRIER COS INC
COM
393657101
1400
32487
SH
SOLE
32487
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
1265
73610
SH
SOLE
73610
0
0
GW PHARMACEUTICALS PLC
ADS
36197T103
5516
45608
SH
SOLE
45608
0
0
HALLIBURTON CO
COM
406216101
81822
1662715
SH
SOLE
1662715
0
0
HANESBRANDS INC
COM
410345102
15427
743090
SH
SOLE
743090
0
0
HARLEY DAVIDSON INC
COM
412822108
20659
341463
SH
SOLE
341463
0
0
HARRIS CORP DEL
COM
413875105
7717
69357
SH
SOLE
69357
0
0
HASBRO INC
COM
418056107
18033
180652
SH
SOLE
180652
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
787
16948
SH
SOLE
16948
0
0
HD SUPPLY HLDGS INC
COM
40416M105
14673
356789
SH
SOLE
356789
0
0
HEADWATERS INC
COM
42210P102
474
20206
SH
SOLE
20206
0
0
HEALTHSOUTH CORP
COM NEW
421924309
5458
127496
SH
SOLE
127496
0
0
HELMERICH & PAYNE INC
COM
423452101
1266
19018
SH
SOLE
19018
0
0
HEXCEL CORP NEW
COM
428291108
509
9326
SH
SOLE
9326
0
0
HIGHWOODS PPTYS INC
COM
431284108
278
5659
SH
SOLE
5659
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A203
4381
74933
SH
SOLE
74933
0
0
HORIZON PHARMA PLC
SHS
G4617B105
1609
108893
SH
SOLE
108893
0
0
HORMEL FOODS CORP
COM
440452100
2011
58084
SH
SOLE
58084
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
3713
198971
SH
SOLE
198971
0
0
HP INC
COM
40434L105
17870
999457
SH
SOLE
999457
0
0
HSBC HLDGS PLC
SPON ADR NEW
404280406
421
10314
SH
SOLE
10314
0
0
HUMANA INC
COM
444859102
33995
164912
SH
SOLE
164912
0
0
HUNT J B TRANS SVCS INC
COM
445658107
13802
150442
SH
SOLE
150442
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
5688
28405
SH
SOLE
28405
0
0
IAC INTERACTIVECORP
COM
44919P508
5395
73185
SH
SOLE
73185
0
0
IBERIABANK CORP
COM
450828108
2378
30068
SH
SOLE
30068
0
0
ICON PLC
SHS
G4705A100
4285
53754
SH
SOLE
53754
0
0
IDEXX LABS INC
COM
45168D104
8940
57821
SH
SOLE
57821
0
0
IHS MARKIT LTD
SHS
G47567105
7235
172474
SH
SOLE
172474
0
0
IMMUNOMEDICS INC
COM
452907108
1306
201870
SH
SOLE
201870
0
0
INCYTE CORP
COM
45337C102
35635
266586
SH
SOLE
266586
0
0
INGREDION INC
COM
457187102
599
4974
SH
SOLE
4974
0
0
INTEL CORP
COM
458140100
10381
287804
SH
SOLE
287804
0
0
INTL PAPER CO
COM
460146103
1299
25589
SH
SOLE
25589
0
0
INTUIT
COM
461202103
17259
148796
SH
SOLE
148796
0
0
INVENSENSE INC
COM
46123D205
1422
112614
SH
SOLE
112614
0
0
IPG PHOTONICS CORP
COM
44980X109
1056
8750
SH
SOLE
8750
0
0
ISHARES
MSCI EURZONE ETF
464286608
677
18000
SH
SOLE
18000
0
0
ISHARES INC
CORE MSCI EMKT
46434G103
905
18932
SH
SOLE
18932
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
10998
279218
SH
SOLE
279218
0
0
ITAU UNIBANCO HLDG SA
SPON ADR REP PFD
465562106
28076
2326058
SH
SOLE
2326058
0
0
KEYCORP NEW
COM
493267108
18006
1012690
SH
SOLE
1012690
0
0
KIMCO RLTY CORP
COM
49446R109
2429
109961
SH
SOLE
109961
0
0
KINDER MORGAN INC DEL
COM
49456B101
6945
319449
SH
SOLE
319449
0
0
KITE PHARMA INC
COM
49803L109
12578
160248
SH
SOLE
160248
0
0
KNIGHT TRANSN INC
COM
499064103
973
31040
SH
SOLE
31040
0
0
KONINKLIJKE PHILIPS N V
NY REG SH NEW
500472303
520
16207
SH
SOLE
16207
0
0
L3 TECHNOLOGIES INC
COM
502413107
4342
26268
SH
SOLE
26268
0
0
LAMAR ADVERTISING CO NEW
CL A
512816109
848
11345
SH
SOLE
11345
0
0
LANDSTAR SYS INC
COM
515098101
4229
49380
SH
SOLE
49380
0
0
LASALLE HOTEL PPTYS
COM SH BEN INT
517942108
2064
71307
SH
SOLE
71307
0
0
LATTICE SEMICONDUCTOR CORP
COM
518415104
1181
170673
SH
SOLE
170673
0
0
LEIDOS HLDGS INC
COM
525327102
2862
55972
SH
SOLE
55972
0
0
LIFE STORAGE INC
COM
53223X107
3764
45835
SH
SOLE
45835
0
0
LINCOLN NATL CORP IND
COM
534187109
4140
63250
SH
SOLE
63250
0
0
LKQ CORP
COM
501889208
13180
450280
SH
SOLE
450280
0
0
LOGMEIN INC
COM
54142L109
451
4628
SH
SOLE
4628
0
0
LOUISIANA PAC CORP
COM
546347105
6476
260912
SH
SOLE
260912
0
0
LOWES COS INC
COM
548661107
3178
38659
SH
SOLE
38659
0
0
LPL FINL HLDGS INC
COM
50212V100
1433
35977
SH
SOLE
35977
0
0
LUMENTUM HLDGS INC
COM
55024U109
3162
59266
SH
SOLE
59266
0
0
MACERICH CO
COM
554382101
6435
99925
SH
SOLE
99925
0
0
MADISON SQUARE GARDEN CO NEW
CL A
55825T103
1775
8887
SH
SOLE
8887
0
0
MANHATTAN ASSOCS INC
COM
562750109
2895
55615
SH
SOLE
55615
0
0
MANULIFE FINL CORP
COM
56501R106
4820
271689
SH
SOLE
271689
0
0
MARATHON PETE CORP
COM
56585A102
2858
56549
SH
SOLE
56549
0
0
MARKETAXESS HLDGS INC
COM
57060D108
6869
36634
SH
SOLE
36634
0
0
MARRIOTT INTL INC NEW
CL A
571903202
6030
64023
SH
SOLE
64023
0
0
MARRIOTT VACATIONS WRLDWDE C
COM
57164Y107
4012
40147
SH
SOLE
40147
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
3891
254995
SH
SOLE
254995
0
0
MASIMO CORP
COM
574795100
1482
15896
SH
SOLE
15896
0
0
MATTEL INC
COM
577081102
1084
42314
SH
SOLE
42314
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
13183
293224
SH
SOLE
293224
0
0
MAXLINEAR INC
COM
57776J100
1262
44980
SH
SOLE
44980
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
1897
32877
SH
SOLE
32877
0
0
MERCADOLIBRE INC
COM
58733R102
9698
45859
SH
SOLE
45859
0
0
MERCK & CO INC
COM
58933Y105
69947
1100827
SH
SOLE
1100827
0
0
MERCURY SYS INC
COM
589378108
297
7613
SH
SOLE
7613
0
0
METHANEX CORP
COM
59151K108
570
12144
SH
SOLE
12144
0
0
METLIFE INC
COM
59156R108
12351
233829
SH
SOLE
233829
0
0
METTLER TOLEDO INTERNATIONAL
COM
592688105
8658
18079
SH
SOLE
18079
0
0
MICHAELS COS INC
COM
59408Q106
1029
45967
SH
SOLE
45967
0
0
MICRON TECHNOLOGY INC
COM
595112103
114317
3955599
SH
SOLE
3955599
0
0
MICROSEMI CORP
COM
595137100
10569
205108
SH
SOLE
205108
0
0
MICROSTRATEGY INC
CL A NEW
594972408
1785
9505
SH
SOLE
9505
0
0
MIDDLEBY CORP
COM
596278101
4533
33222
SH
SOLE
33222
0
0
MOBILEYE N V AMSTELVEEN
ORD SHS
N51488117
1334
21729
SH
SOLE
21729
0
0
MOLSON COORS BREWING CO
CL B
60871R209
24311
254008
SH
SOLE
254008
0
0
MOMO INC
ADR
60879B107
10178
298728
SH
SOLE
298728
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
14516
314408
SH
SOLE
314408
0
0
MSC INDL DIRECT INC
CL A
553530106
3396
33052
SH
SOLE
33052
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
16879
1291467
SH
SOLE
1291467
0
0
NAVIENT CORPORATION
COM
63938C108
1790
121294
SH
SOLE
121294
0
0
NETAPP INC
COM
64110D104
14049
335702
SH
SOLE
335702
0
0
NETEASE INC
SPONSORED ADR
64110W102
52529
184962
SH
SOLE
184962
0
0
NETFLIX INC
COM
64110L106
102804
695512
SH
SOLE
695512
0
0
NETSCOUT SYS INC
COM
64115T104
1281
33755
SH
SOLE
33755
0
0
NEXSTAR MEDIA GROUP INC
CL A
65336K103
633
9028
SH
SOLE
9028
0
0
NEXTERA ENERGY INC
COM
65339F101
6333
49331
SH
SOLE
49331
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
314
7600
SH
SOLE
7600
0
0
NISOURCE INC
COM
65473P105
4335
182213
SH
SOLE
182213
0
0
NORFOLK SOUTHERN CORP
COM
655844108
6955
62111
SH
SOLE
62111
0
0
NOVARTIS A G
SPONSORED ADR
66987V109
2431
32738
SH
SOLE
32738
0
0
NOVO-NORDISK A S
ADR
670100205
3223
94024
SH
SOLE
94024
0
0
NUVASIVE INC
COM
670704105
6924
92716
SH
SOLE
92716
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
32735
516658
SH
SOLE
516658
0
0
OLD DOMINION FGHT LINES INC
COM
679580100
6500
75958
SH
SOLE
75958
0
0
OMNICOM GROUP INC
COM
681919106
802
9300
SH
SOLE
9300
0
0
ON SEMICONDUCTOR CORP
COM
682189105
7001
451939
SH
SOLE
451939
0
0
ONEOK INC NEW
COM
682680103
1761
31756
SH
SOLE
31756
0
0
ORACLE CORP
COM
68389X105
19089
427905
SH
SOLE
427905
0
0
PACCAR INC
COM
693718108
450
6690
SH
SOLE
6690
0
0
PAMPA ENERGIA S A
SPONS ADR LVL I
697660207
719
13253
SH
SOLE
13253
0
0
PANERA BREAD CO
CL A
69840W108
11769
44944
SH
SOLE
44944
0
0
PATTERSON UTI ENERGY INC
COM
703481101
3043
125386
SH
SOLE
125386
0
0
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
297
6349
SH
SOLE
6349
0
0
PG&E CORP
COM
69331C108
2790
42037
SH
SOLE
42037
0
0
PHILLIPS 66
COM
718546104
3387
42749
SH
SOLE
42749
0
0
PINNACLE FOODS INC DEL
COM
72348P104
7589
131134
SH
SOLE
131134
0
0
PLANET FITNESS INC
CL A
72703H101
219
11370
SH
SOLE
11370
0
0
PLATFORM SPECIALTY PRODS COR
COM
72766Q105
1440
110584
SH
SOLE
110584
0
0
POOL CORPORATION
COM
73278L105
1765
14787
SH
SOLE
14787
0
0
POST HLDGS INC
COM
737446104
350
3994
SH
SOLE
3994
0
0
PRAXAIR INC
COM
74005P104
4202
35431
SH
SOLE
35431
0
0
PRIMERICA INC
COM
74164M108
1783
21688
SH
SOLE
21688
0
0
PTC INC
COM
69370C100
4889
93042
SH
SOLE
93042
0
0
PUBLIC STORAGE
COM
74460D109
5585
25512
SH
SOLE
25512
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
943
21271
SH
SOLE
21271
0
0
PVH CORP
COM
693656100
12101
116949
SH
SOLE
116949
0
0
QIAGEN NV
SHS NEW
N72482123
1108
38247
SH
SOLE
38247
0
0
QORVO INC
COM
74736K101
4217
61511
SH
SOLE
61511
0
0
RADIAN GROUP INC
COM
750236101
3459
192622
SH
SOLE
192622
0
0
RANGE RES CORP
COM
75281A109
6761
232327
SH
SOLE
232327
0
0
REALTY INCOME CORP
COM
756109104
236
3956
SH
SOLE
3956
0
0
REGENCY CTRS CORP
COM
758849103
699
10529
SH
SOLE
10529
0
0
REGIONS FINL CORP NEW
COM
7591EP100
5567
383137
SH
SOLE
383137
0
0
RESOLUTE ENERGY CORP
COM NEW
76116A306
6558
162337
SH
SOLE
162337
0
0
RESTAURANT BRANDS INTL INC
COM
76131D103
6524
117037
SH
SOLE
117037
0
0
RETAIL PPTYS AMER INC
CL A
76131V202
382
26486
SH
SOLE
26486
0
0
ROSS STORES INC
COM
778296103
13182
200120
SH
SOLE
200120
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
6681
68101
SH
SOLE
68101
0
0
ROYAL DUTCH SHELL PLC
SPON ADR B
780259107
340
6082
SH
SOLE
6082
0
0
ROYAL DUTCH SHELL PLC
SPONS ADR A
780259206
2448
46430
SH
SOLE
46430
0
0
RPC INC
COM
749660106
3701
202132
SH
SOLE
202132
0
0
S&P GLOBAL INC
COM
78409V104
5458
41744
SH
SOLE
41744
0
0
SABRE CORP
COM
78573M104
3982
187926
SH
SOLE
187926
0
0
SAGE THERAPEUTICS INC
COM
78667J108
5924
83353
SH
SOLE
83353
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
991
48478
SH
SOLE
48478
0
0
SANMINA CORPORATION
COM
801056102
462
11377
SH
SOLE
11377
0
0
SCANA CORP NEW
COM
80589M102
11865
181561
SH
SOLE
181561
0
0
SCHLUMBERGER LTD
COM
806857108
28112
359946
SH
SOLE
359946
0
0
SCIENCE APPLICATNS INTL CP N
COM
808625107
518
6963
SH
SOLE
6963
0
0
SCIENTIFIC GAMES CORP
CL A
80874P109
2903
122765
SH
SOLE
122765
0
0
SCOTTS MIRACLE GRO CO
CL A
810186106
1521
16290
SH
SOLE
16290
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
5241
66878
SH
SOLE
66878
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
23497
511592
SH
SOLE
511592
0
0
SELECT SECTOR SPDR TR
SBI INT-ENERGY
81369Y506
451
6445
SH
SOLE
6445
0
0
SERVICE CORP INTL
COM
817565104
3571
115648
SH
SOLE
115648
0
0
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
2013
48215
SH
SOLE
48215
0
0
SHIRE PLC
SPONSORED ADR
82481R106
1293
7423
SH
SOLE
7423
0
0
SHOPIFY INC
CL A
82509L107
4636
68086
SH
SOLE
68086
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
16810
97713
SH
SOLE
97713
0
0
SINCLAIR BROADCAST GROUP INC
CL A
829226109
4311
106447
SH
SOLE
106447
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
3545
59582
SH
SOLE
59582
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
26440
269846
SH
SOLE
269846
0
0
SL GREEN RLTY CORP
COM
78440X101
1371
12856
SH
SOLE
12856
0
0
SLM CORP
COM
78442P106
4801
396771
SH
SOLE
396771
0
0
SM ENERGY CO
COM
78454L100
14463
602140
SH
SOLE
602140
0
0
SODASTREAM INTERNATIONAL LTD
USD SHS
M9068E105
1168
24125
SH
SOLE
24125
0
0
SOTHEBYS
COM
835898107
4114
90467
SH
SOLE
90467
0
0
SOUTHERN CO
COM
842587107
45838
920802
SH
SOLE
920802
0
0
SOUTHERN COPPER CORP
COM
84265V105
7548
210312
SH
SOLE
210312
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
8636
1057033
SH
SOLE
1057033
0
0
SPECTRUM BRANDS HLDGS INC
COM
84763R101
6907
49690
SH
SOLE
49690
0
0
SPIRIT RLTY CAP INC NEW
COM
84860W102
3497
345193
SH
SOLE
345193
0
0
SPRINT CORP
COM SER 1
85207U105
2539
292524
SH
SOLE
292524
0
0
SQUARE INC
CL A
852234103
13018
753335
SH
SOLE
753335
0
0
SS&C TECHNOLOGIES HLDGS INC
COM
78467J100
265
7495
SH
SOLE
7495
0
0
STAMPS COM INC
COM NEW
852857200
1218
10292
SH
SOLE
10292
0
0
STARBUCKS CORP
COM
855244109
10171
174193
SH
SOLE
174193
0
0
STATE STR CORP
COM
857477103
1194
15000
SH
SOLE
15000
0
0
STATOIL ASA
SPONSORED ADR
85771P102
204
11854
SH
SOLE
11854
0
0
STEEL DYNAMICS INC
COM
858119100
4911
141280
SH
SOLE
141280
0
0
STERIS PLC
SHS USD
G84720104
522
7513
SH
SOLE
7513
0
0
STILLWATER MNG CO
COM
86074Q102
3987
230867
SH
SOLE
230867
0
0
STMICROELECTRONICS N V
NY REGISTRY
861012102
7100
459263
SH
SOLE
459263
0
0
STORE CAP CORP
COM
862121100
4288
179565
SH
SOLE
179565
0
0
SUMMIT MATLS INC
CL A
86614U100
434
17549
SH
SOLE
17549
0
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
1739
113444
SH
SOLE
113444
0
0
SWIFT TRANSN CO
CL A
87074U101
10478
510120
SH
SOLE
510120
0
0
SYMANTEC CORP
COM
871503108
24857
810186
SH
SOLE
810186
0
0
SYNCHRONOSS TECHNOLOGIES INC
COM
87157B103
2416
99035
SH
SOLE
99035
0
0
SYNCHRONY FINL
COM
87165B103
15348
447459
SH
SOLE
447459
0
0
SYNOPSYS INC
COM
871607107
9067
125704
SH
SOLE
125704
0
0
T MOBILE US INC
COM
872590104
19515
302136
SH
SOLE
302136
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADR
874039100
12862
391647
SH
SOLE
391647
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
13557
228732
SH
SOLE
228732
0
0
TAL ED GROUP
ADS REPSTG COM
874080104
2422
22723
SH
SOLE
22723
0
0
TARGA RES CORP
COM
87612G101
1705
28456
SH
SOLE
28456
0
0
TAUBMAN CTRS INC
COM
876664103
5137
77816
SH
SOLE
77816
0
0
TECH DATA CORP
COM
878237106
546
5815
SH
SOLE
5815
0
0
TEGNA INC
COM
87901J105
1549
60466
SH
SOLE
60466
0
0
TENARIS S A
SPONSORED ADR
88031M109
8978
262984
SH
SOLE
262984
0
0
TEREX CORP NEW
COM
880779103
276
8801
SH
SOLE
8801
0
0
TESARO INC
COM
881569107
7791
50634
SH
SOLE
50634
0
0
TEVA PHARMACEUTICAL INDS LTD
SPONSORED ADR
881624209
21940
683716
SH
SOLE
683716
0
0
TEXTRON INC
COM
883203101
4617
97017
SH
SOLE
97017
0
0
TIFFANY & CO NEW
COM
886547108
5627
59050
SH
SOLE
59050
0
0
TJX COS INC NEW
COM
872540109
11678
147675
SH
SOLE
147675
0
0
TOLL BROTHERS INC
COM
889478103
4453
123318
SH
SOLE
123318
0
0
TRANSUNION
COM
89400J107
4303
112212
SH
SOLE
112212
0
0
TRIBUNE MEDIA CO
CL A
896047503
4225
113367
SH
SOLE
113367
0
0
TRINITY INDS INC
COM
896522109
1443
54334
SH
SOLE
54334
0
0
TRINSEO S A
SHS
L9340P101
3717
55394
SH
SOLE
55394
0
0
TRONOX LTD
SHS CL A
Q9235V101
1947
105551
SH
SOLE
105551
0
0
TTM TECHNOLOGIES INC
COM
87305R109
4139
256581
SH
SOLE
256581
0
0
TWITTER INC
COM
90184L102
2350
157192
SH
SOLE
157192
0
0
TYSON FOODS INC
CL A
902494103
3483
56445
SH
SOLE
56445
0
0
U S G CORP
COM NEW
903293405
1205
37890
SH
SOLE
37890
0
0
UDR INC
COM
902653104
4441
122488
SH
SOLE
122488
0
0
ULTA BEAUTY INC
COM
90384S303
32312
113284
SH
SOLE
113284
0
0
ULTIMATE SOFTWARE GROUP INC
COM
90385D107
1186
6077
SH
SOLE
6077
0
0
UNDER ARMOUR INC
CL A
904311107
3660
185034
SH
SOLE
185034
0
0
UNION PAC CORP
COM
907818108
5870
55416
SH
SOLE
55416
0
0
UNITED CONTL HLDGS INC
COM
910047109
5937
84039
SH
SOLE
84039
0
0
UNITED RENTALS INC
COM
911363109
26618
212858
SH
SOLE
212858
0
0
UNITED THERAPEUTICS CORP DEL
COM
91307C102
870
6426
SH
SOLE
6426
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
83452
508823
SH
SOLE
508823
0
0
UNIVAR INC
COM
91336L107
2680
87426
SH
SOLE
87426
0
0
UNIVERSAL DISPLAY CORP
COM
91347P105
7427
86260
SH
SOLE
86260
0
0
URBAN OUTFITTERS INC
COM
917047102
15340
645607
SH
SOLE
645607
0
0
US BANCORP DEL
COM NEW
902973304
1679
32600
SH
SOLE
32600
0
0
V F CORP
COM
918204108
25361
461356
SH
SOLE
461356
0
0
VAIL RESORTS INC
COM
91879Q109
11015
57398
SH
SOLE
57398
0
0
VALE S A
ADR
91912E105
13380
1408440
SH
SOLE
1408440
0
0
VALE S A
ADR REPSTG PFD
91912E204
3874
431417
SH
SOLE
431417
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
636
9600
SH
SOLE
9600
0
0
VALMONT INDS INC
COM
920253101
2180
14021
SH
SOLE
14021
0
0
VANGUARD INDEX FDS
REIT ETF
922908553
2849
34500
SH
SOLE
34500
0
0
VANGUARD INTL EQUITY INDEX F
FTSE EMR MKT ETF
922042858
17196
432937
SH
SOLE
432937
0
0
VANTIV INC
CL A
92210H105
3130
48816
SH
SOLE
48816
0
0
VEEVA SYS INC
CL A COM
922475108
8184
159604
SH
SOLE
159604
0
0
VENTAS INC
COM
92276F100
12846
197504
SH
SOLE
197504
0
0
VIASAT INC
COM
92552V100
744
11661
SH
SOLE
11661
0
0
VMWARE INC
CL A COM
928563402
18578
201627
SH
SOLE
201627
0
0
VODAFONE GROUP PLC NEW
SPONSORED ADR
92857W308
20709
783545
SH
SOLE
783545
0
0
VORNADO RLTY TR
SH BEN INT
929042109
8649
86223
SH
SOLE
86223
0
0
VOYA FINL INC
COM
929089100
4332
114119
SH
SOLE
114119
0
0
WABASH NATL CORP
COM
929566107
3086
149151
SH
SOLE
149151
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
3608
43442
SH
SOLE
43442
0
0
WAL-MART STORES INC
COM
931142103
112506
1560853
SH
SOLE
1560853
0
0
WASTE CONNECTIONS INC
COM
94106B101
8477
96093
SH
SOLE
96093
0
0
WEBMD HEALTH CORP
COM
94770V102
1277
24241
SH
SOLE
24241
0
0
WEBSTER FINL CORP CONN
COM
947890109
1927
38512
SH
SOLE
38512
0
0
WEC ENERGY GROUP INC
COM
92939U106
7911
130484
SH
SOLE
130484
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
1383
88825
SH
SOLE
88825
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
11716
83562
SH
SOLE
83562
0
0
WELLS FARGO & CO NEW
COM
949746101
1800
32337
SH
SOLE
32337
0
0
WELLTOWER INC
COM
95040Q104
6625
93544
SH
SOLE
93544
0
0
WENDYS CO
COM
95058W100
3788
278338
SH
SOLE
278338
0
0
WESTERN DIGITAL CORP
COM
958102105
22177
268715
SH
SOLE
268715
0
0
WESTERN REFNG INC
COM
959319104
8482
241855
SH
SOLE
241855
0
0
WESTROCK CO
COM
96145D105
4153
79813
SH
SOLE
79813
0
0
WEX INC
COM
96208T104
1423
13753
SH
SOLE
13753
0
0
WILLIAMS COS INC DEL
COM
969457100
11974
404656
SH
SOLE
404656
0
0
WILLIAMS SONOMA INC
COM
969904101
5373
100196
SH
SOLE
100196
0
0
WINTRUST FINL CORP
COM
97650W108
1651
23882
SH
SOLE
23882
0
0
WIX COM LTD
SHS
M98068105
4138
60942
SH
SOLE
60942
0
0
WOODWARD INC
COM
980745103
1281
18859
SH
SOLE
18859
0
0
YAHOO INC
COM
984332106
5443
117287
SH
SOLE
117287
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
2759
30231
SH
SOLE
30231
0
0
ZELTIQ AESTHETICS INC
COM
98933Q108
5074
91243
SH
SOLE
91243
0
0
ZIONS BANCORPORATION
COM
989701107
906
21580
SH
SOLE
21580
0
0