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 primary_doc.xml 13F-HR LIVE false true false 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 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 SH 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