0001420506-17-000786.txt : 20171114
0001420506-17-000786.hdr.sgml : 20171114
20171114105340
ACCESSION NUMBER: 0001420506-17-000786
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170930
FILED AS OF DATE: 20171114
DATE AS OF CHANGE: 20171114
EFFECTIVENESS DATE: 20171114
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Bayesian Capital Management, LP
CENTRAL INDEX KEY: 0001632551
IRS NUMBER: 465491763
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-17330
FILM NUMBER: 171199182
BUSINESS ADDRESS:
STREET 1: 2666 EAST 24TH STREET
STREET 2: APT. 1A
CITY: BROOKLYN
STATE: NY
ZIP: 11235
BUSINESS PHONE: 718-332-4567
MAIL ADDRESS:
STREET 1: 2666 EAST 24TH STREET
STREET 2: APT. 1A
CITY: BROOKLYN
STATE: NY
ZIP: 11235
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001632551
XXXXXXXX
09-30-2017
09-30-2017
false
Bayesian Capital Management, LP
2666 East 24th Street
Apt. 1a
Brooklyn
NY
11235
13F HOLDINGS REPORT
028-17330
N
Velin K. Tzanov
Managing Member of General Partner
(718) 332-4567
Velin K. Tzanov, Managing Member of General Partner
Brooklyn
NY
11-14-2017
0
458
418855
false
INFORMATION TABLE
2
Form13F_InfoTable.xml
INFORMATION TABLE FOR BAYESIAN CAPITAL MANAGEMENT, LP
51JOB INC
SP ADR REP COM
316827104
208
3433
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SOLE
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0
58 COM INC
SPON ADR REP A
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1023
16200
SH
SOLE
16200
0
0
A10 NETWORKS INC
COM
002121101
151
20012
SH
SOLE
20012
0
0
AARONS INC
COM PAR $0.50
002535300
306
7011
SH
SOLE
7011
0
0
ABBVIE INC
COM
00287Y109
2559
28800
SH
SOLE
28800
0
0
ABERCROMBIE & FITCH CO
CL A
002896207
869
60200
SH
SOLE
60200
0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
1175
24600
SH
SOLE
24600
0
0
ACADIA PHARMACEUTICALS INC
COM
004225108
964
25584
SH
SOLE
25584
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
7202
53319
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SOLE
53319
0
0
ACHILLION PHARMACEUTICALS IN
COM
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203
45106
SH
SOLE
45106
0
0
ADTALEM GLOBAL ED INC
COM
00737L103
449
12533
SH
SOLE
12533
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
576
45149
SH
SOLE
45149
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0
AECOM
COM
00766T100
317
8600
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SOLE
8600
0
0
AEGON N V
NY REGISTRY SH
007924103
289
49994
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SOLE
49994
0
0
AEROJET ROCKETDYNE HLDGS INC
COM
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647
18486
SH
SOLE
18486
0
0
AEROVIRONMENT INC
COM
008073108
498
9200
SH
SOLE
9200
0
0
AES CORP
COM
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364
33000
SH
SOLE
33000
0
0
AETNA INC NEW
COM
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2242
14100
SH
SOLE
14100
0
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AFLAC INC
COM
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25100
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AGILENT TECHNOLOGIES INC
COM
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2119
33000
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0
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AGNICO EAGLE MINES LTD
COM
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21266
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16262
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SOLE
16262
0
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AIR PRODS & CHEMS INC
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2283
15100
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0
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AK STL HLDG CORP
COM
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214
38300
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0
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308
45600
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SOLE
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0
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COM
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9300
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COM
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9000
SH
SOLE
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0
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24999
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SOLE
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3200
SH
SOLE
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0
0
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9200
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SOLE
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0
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43381
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19030
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SOLE
19030
0
0
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19900
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SOLE
19900
0
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368
6300
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SOLE
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0
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438
30600
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0
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COM
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562
8000
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SOLE
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0
0
AMERICAN FINL GROUP INC OHIO
COM
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290
2800
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SOLE
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0
0
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295
4800
SH
SOLE
4800
0
0
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COM
03027X100
484
3544
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SOLE
3544
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COM
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419
2821
SH
SOLE
2821
0
0
AMETEK INC NEW
COM
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37755
SH
SOLE
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0
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CL A
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423
5000
SH
SOLE
5000
0
0
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COM
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SH
SOLE
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0
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COM
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4000
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SOLE
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0
0
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13900
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SOLE
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0
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COM CL A
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204
4254
SH
SOLE
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APPLE INC
COM
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44700
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SOLE
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APPLIED MATLS INC
COM
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375
7200
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SOLE
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ARCELORMITTAL SA LUXEMBOURG
NY REGISTRY SH
03938L203
714
27700
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SOLE
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0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
1113
26191
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SOLE
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0
0
ARISTA NETWORKS INC
COM
040413106
1138
6000
SH
SOLE
6000
0
0
ARMSTRONG WORLD INDS INC NEW
COM
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478
9328
SH
SOLE
9328
0
0
ARRAY BIOPHARMA INC
COM
04269X105
173
14100
SH
SOLE
14100
0
0
ARRIS INTL INC
SHS
G0551A103
860
30200
SH
SOLE
30200
0
0
AT&T INC
COM
00206R102
2272
58000
SH
SOLE
58000
0
0
ATHENAHEALTH INC
COM
04685W103
1636
13155
SH
SOLE
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ATHENE HLDG LTD
CL A
G0684D107
1201
22300
SH
SOLE
22300
0
0
ATLAS AIR WORLDWIDE HLDGS IN
COM NEW
049164205
575
8734
SH
SOLE
8734
0
0
AUTODESK INC
COM
052769106
2717
24200
SH
SOLE
24200
0
0
AUTOHOME INC
SP ADR RP CL A
05278C107
691
11500
SH
SOLE
11500
0
0
BAIDU INC
SPON ADR REP A
056752108
1610
6500
SH
SOLE
6500
0
0
BARRICK GOLD CORP
COM
067901108
821
51000
SH
SOLE
51000
0
0
BHP BILLITON LTD
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088606108
880
21700
SH
SOLE
21700
0
0
BHP BILLITON PLC
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05545E209
557
15700
SH
SOLE
15700
0
0
BLACKBERRY LTD
COM
09228F103
2254
201653
SH
SOLE
201653
0
0
BLACKHAWK NETWORK HLDGS INC
COM
09238E104
434
9900
SH
SOLE
9900
0
0
BLUE BUFFALO PET PRODS INC
COM
09531U102
683
24100
SH
SOLE
24100
0
0
BOB EVANS FARMS INC
COM
096761101
977
12600
SH
SOLE
12600
0
0
BOEING CO
COM
097023105
4144
16300
SH
SOLE
16300
0
0
BORGWARNER INC
COM
099724106
220
4300
SH
SOLE
4300
0
0
BOSTON BEER INC
CL A
100557107
678
4339
SH
SOLE
4339
0
0
BOTTOMLINE TECH DEL INC
COM
101388106
275
8625
SH
SOLE
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0
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BP PLC
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055622104
688
17895
SH
SOLE
17895
0
0
BRINKER INTL INC
COM
109641100
491
15400
SH
SOLE
15400
0
0
BRINKS CO
COM
109696104
699
8300
SH
SOLE
8300
0
0
BRITISH AMERN TOB PLC
SPONSORED ADR
110448107
1118
17900
SH
SOLE
17900
0
0
BROOKDALE SR LIVING INC
COM
112463104
588
55500
SH
SOLE
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0
0
BROWN FORMAN CORP
CL B
115637209
1126
20745
SH
SOLE
20745
0
0
BUNGE LIMITED
COM
G16962105
210
3024
SH
SOLE
3024
0
0
BURLINGTON STORES INC
COM
122017106
745
7801
SH
SOLE
7801
0
0
CA INC
COM
12673P105
527
15800
SH
SOLE
15800
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
308
7800
SH
SOLE
7800
0
0
CAL MAINE FOODS INC
COM NEW
128030202
341
8300
SH
SOLE
8300
0
0
CALAVO GROWERS INC
COM
128246105
293
3998
SH
SOLE
3998
0
0
CALERES INC
COM
129500104
203
6646
SH
SOLE
6646
0
0
CALLAWAY GOLF CO
COM
131193104
355
24600
SH
SOLE
24600
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
279
3048
SH
SOLE
3048
0
0
CAMPING WORLD HLDGS INC
CL A
13462K109
621
15245
SH
SOLE
15245
0
0
CANTEL MEDICAL CORP
COM
138098108
475
5040
SH
SOLE
5040
0
0
CAPITAL ONE FINL CORP
COM
14040H105
1268
14978
SH
SOLE
14978
0
0
CARA THERAPEUTICS INC
COM
140755109
190
13900
SH
SOLE
13900
0
0
CARMAX INC
COM
143130102
500
6600
SH
SOLE
6600
0
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
4869
75400
SH
SOLE
75400
0
0
CARNIVAL PLC
ADR
14365C103
727
11278
SH
SOLE
11278
0
0
CARS COM INC
COM
14575E105
258
9690
SH
SOLE
9690
0
0
CATALENT INC
COM
148806102
878
22000
SH
SOLE
22000
0
0
CATERPILLAR INC DEL
COM
149123101
2507
20100
SH
SOLE
20100
0
0
CAVIUM INC
COM
14964U108
260
3945
SH
SOLE
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0
0
CBS CORP NEW
CL B
124857202
290
5000
SH
SOLE
5000
0
0
CENTENNIAL RESOURCE DEV INC
CL A
15136A102
259
14400
SH
SOLE
14400
0
0
CENTRAL GARDEN & PET CO
CL A NON-VTG
153527205
204
5492
SH
SOLE
5492
0
0
CERNER CORP
COM
156782104
1027
14400
SH
SOLE
14400
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
3108
8552
SH
SOLE
8552
0
0
CHEVRON CORP NEW
COM
166764100
1610
13700
SH
SOLE
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0
0
CHINA CORD BLOOD CORP
SHS
G21107100
183
16460
SH
SOLE
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0
0
CHINA LODGING GROUP LTD
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16949N109
251
2111
SH
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0
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CHINA MOBILE LIMITED
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16941M109
1614
31911
SH
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CHINA UNICOM (HONG KONG) LTD
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16945R104
340
24240
SH
SOLE
24240
0
0
CIMAREX ENERGY CO
COM
171798101
409
3600
SH
SOLE
3600
0
0
CINCINNATI FINL CORP
COM
172062101
1202
15700
SH
SOLE
15700
0
0
CLOROX CO DEL
COM
189054109
501
3800
SH
SOLE
3800
0
0
CNO FINL GROUP INC
COM
12621E103
366
15700
SH
SOLE
15700
0
0
COCA COLA EUROPEAN PARTNERS
SHS
G25839104
1240
29800
SH
SOLE
29800
0
0
COGNEX CORP
COM
192422103
1260
11421
SH
SOLE
11421
0
0
COMCAST CORP NEW
CL A
20030N101
673
17500
SH
SOLE
17500
0
0
CONAGRA BRANDS INC
COM
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695
20588
SH
SOLE
20588
0
0
CONDUENT INC
COM
206787103
547
34900
SH
SOLE
34900
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
1675
8400
SH
SOLE
8400
0
0
CONTINENTAL RESOURCES INC
COM
212015101
429
11100
SH
SOLE
11100
0
0
COPART INC
COM
217204106
922
26823
SH
SOLE
26823
0
0
CORCEPT THERAPEUTICS INC
COM
218352102
284
14700
SH
SOLE
14700
0
0
COUPA SOFTWARE INC
COM
22266L106
479
15366
SH
SOLE
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0
0
CREDIT ACCEP CORP MICH
COM
225310101
842
3004
SH
SOLE
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0
0
CREDIT SUISSE GROUP
SPONSORED ADR
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216
13700
SH
SOLE
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0
0
CREDIT SUISSE NASSAU BRH
INVRS VIX STERM
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224
2300
SH
SOLE
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0
0
CRH PLC
ADR
12626K203
443
11700
SH
SOLE
11700
0
0
CSRA INC
COM
12650T104
381
11800
SH
SOLE
11800
0
0
CYRUSONE INC
COM
23283R100
324
5500
SH
SOLE
5500
0
0
DANA INCORPORATED
COM
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218
7800
SH
SOLE
7800
0
0
DENNYS CORP
COM
24869P104
134
10768
SH
SOLE
10768
0
0
DEXCOM INC
COM
252131107
1512
30900
SH
SOLE
30900
0
0
DIAGEO P L C
SPON ADR NEW
25243Q205
1565
11843
SH
SOLE
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0
0
DINEEQUITY INC
COM
254423106
345
8023
SH
SOLE
8023
0
0
DOLLAR TREE INC
COM
256746108
2362
27200
SH
SOLE
27200
0
0
DOWDUPONT INC
COM
26078J100
1560
22530
SH
SOLE
22530
0
0
DSW INC
CL A
23334L102
763
35500
SH
SOLE
35500
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
1066
12707
SH
SOLE
12707
0
0
DULUTH HLDGS INC
COM CL B
26443V101
252
12400
SH
SOLE
12400
0
0
DUN & BRADSTREET CORP DEL NE
COM
26483E100
214
1836
SH
SOLE
1836
0
0
DXC TECHNOLOGY CO
COM
23355L106
2843
33100
SH
SOLE
33100
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
1064
24400
SH
SOLE
24400
0
0
EBIX INC
COM NEW
278715206
281
4300
SH
SOLE
4300
0
0
EDWARDS LIFESCIENCES CORP
COM
28176E108
2100
19209
SH
SOLE
19209
0
0
ELDORADO RESORTS INC
COM
28470R102
454
17700
SH
SOLE
17700
0
0
ELECTRONICS FOR IMAGING INC
COM
286082102
546
12800
SH
SOLE
12800
0
0
EMCOR GROUP INC
COM
29084Q100
651
9379
SH
SOLE
9379
0
0
EMERSON ELEC CO
COM
291011104
578
9200
SH
SOLE
9200
0
0
ENVESTNET INC
COM
29404K106
282
5524
SH
SOLE
5524
0
0
ENVISION HEALTHCARE CORP
COM
29414D100
859
19100
SH
SOLE
19100
0
0
ESPERION THERAPEUTICS INC NE
COM
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558
11127
SH
SOLE
11127
0
0
ETSY INC
COM
29786A106
838
49673
SH
SOLE
49673
0
0
EVERI HLDGS INC
COM
30034T103
191
25163
SH
SOLE
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0
0
EXACT SCIENCES CORP
COM
30063P105
448
9500
SH
SOLE
9500
0
0
EXPEDIA INC DEL
COM NEW
30212P303
331
2300
SH
SOLE
2300
0
0
EXPRESS INC
COM
30219E103
519
76800
SH
SOLE
76800
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
1453
22949
SH
SOLE
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0
0
EXTREME NETWORKS INC
COM
30226D106
577
48500
SH
SOLE
48500
0
0
F M C CORP
COM NEW
302491303
2138
23941
SH
SOLE
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0
0
FACEBOOK INC
CL A
30303M102
325
1900
SH
SOLE
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0
0
FACTSET RESH SYS INC
COM
303075105
1317
7312
SH
SOLE
7312
0
0
FASTENAL CO
COM
311900104
960
21052
SH
SOLE
21052
0
0
FEDEX CORP
COM
31428X106
1376
6100
SH
SOLE
6100
0
0
FIBROGEN INC
COM
31572Q808
624
11597
SH
SOLE
11597
0
0
FIREEYE INC
COM
31816Q101
493
29400
SH
SOLE
29400
0
0
FIRST SOLAR INC
COM
336433107
2069
45100
SH
SOLE
45100
0
0
FITBIT INC
CL A
33812L102
374
53800
SH
SOLE
53800
0
0
FORMFACTOR INC
COM
346375108
289
17123
SH
SOLE
17123
0
0
FORTIVE CORP
COM
34959J108
517
7300
SH
SOLE
7300
0
0
FRANCESCAS HLDGS CORP
COM
351793104
76
10300
SH
SOLE
10300
0
0
FRANCO NEVADA CORP
COM
351858105
868
11200
SH
SOLE
11200
0
0
FREDS INC
CL A
356108100
234
36400
SH
SOLE
36400
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
1185
84400
SH
SOLE
84400
0
0
FRONTIER COMMUNICATIONS CORP
COM NEW
35906A306
286
24300
SH
SOLE
24300
0
0
FULLER H B CO
COM
359694106
1166
20089
SH
SOLE
20089
0
0
G-III APPAREL GROUP LTD
COM
36237H101
580
20000
SH
SOLE
20000
0
0
GARMIN LTD
SHS
H2906T109
1069
19800
SH
SOLE
19800
0
0
GENERAC HLDGS INC
COM
368736104
383
8337
SH
SOLE
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0
0
GENPACT LIMITED
SHS
G3922B107
871
30282
SH
SOLE
30282
0
0
GIGAMON INC
COM
37518B102
704
16700
SH
SOLE
16700
0
0
GILEAD SCIENCES INC
COM
375558103
1240
15300
SH
SOLE
15300
0
0
GLU MOBILE INC
COM
379890106
92
24500
SH
SOLE
24500
0
0
GODADDY INC
CL A
380237107
1031
23700
SH
SOLE
23700
0
0
GOLD FIELDS LTD NEW
SPONSORED ADR
38059T106
128
29800
SH
SOLE
29800
0
0
GOPRO INC
CL A
38268T103
647
58800
SH
SOLE
58800
0
0
GRACO INC
COM
384109104
828
6693
SH
SOLE
6693
0
0
GRAND CANYON ED INC
COM
38526M106
586
6451
SH
SOLE
6451
0
0
GREEN DOT CORP
CL A
39304D102
485
9774
SH
SOLE
9774
0
0
GRUBHUB INC
COM
400110102
2275
43200
SH
SOLE
43200
0
0
GUESS INC
COM
401617105
460
27007
SH
SOLE
27007
0
0
GUIDEWIRE SOFTWARE INC
COM
40171V100
1604
20600
SH
SOLE
20600
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
153
10660
SH
SOLE
10660
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
440
10700
SH
SOLE
10700
0
0
HANESBRANDS INC
COM
410345102
1247
50600
SH
SOLE
50600
0
0
HANNON ARMSTRONG SUST INFR C
COM
41068X100
213
8720
SH
SOLE
8720
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
1721
31044
SH
SOLE
31044
0
0
HD SUPPLY HLDGS INC
COM
40416M105
724
20081
SH
SOLE
20081
0
0
HEALTHEQUITY INC
COM
42226A107
696
13751
SH
SOLE
13751
0
0
HEALTHSOUTH CORP
COM NEW
421924309
788
17000
SH
SOLE
17000
0
0
HILLTOP HOLDINGS INC
COM
432748101
316
12167
SH
SOLE
12167
0
0
HONEYWELL INTL INC
COM
438516106
454
3200
SH
SOLE
3200
0
0
HORTONWORKS INC
COM
440894103
405
23915
SH
SOLE
23915
0
0
HSBC HLDGS PLC
SPON ADR NEW
404280406
296
6000
SH
SOLE
6000
0
0
HUDSON TECHNOLOGIES INC
COM
444144109
178
22844
SH
SOLE
22844
0
0
HUMANA INC
COM
444859102
2609
10710
SH
SOLE
10710
0
0
HUNTSMAN CORP
COM
447011107
393
14332
SH
SOLE
14332
0
0
HYATT HOTELS CORP
COM CL A
448579102
1205
19500
SH
SOLE
19500
0
0
IAC INTERACTIVECORP
COM
44919P508
754
6410
SH
SOLE
6410
0
0
II VI INC
COM
902104108
399
9700
SH
SOLE
9700
0
0
ILLUMINA INC
COM
452327109
2789
14000
SH
SOLE
14000
0
0
INCYTE CORP
COM
45337C102
225
1927
SH
SOLE
1927
0
0
INNOVIVA INC
COM
45781M101
191
13500
SH
SOLE
13500
0
0
INOVALON HLDGS INC
COM CL A
45781D101
185
10873
SH
SOLE
10873
0
0
INSPERITY INC
COM
45778Q107
344
3906
SH
SOLE
3906
0
0
INSULET CORP
COM
45784P101
507
9200
SH
SOLE
9200
0
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
250
4300
SH
SOLE
4300
0
0
INTERNATIONAL GAME TECHNOLOG
SHS USD
G4863A108
960
39100
SH
SOLE
39100
0
0
INTERSECT ENT INC
COM
46071F103
267
8575
SH
SOLE
8575
0
0
INVITATION HOMES INC
COM
46187W107
1325
58500
SH
SOLE
58500
0
0
IPG PHOTONICS CORP
COM
44980X109
943
5098
SH
SOLE
5098
0
0
IRHYTHM TECHNOLOGIES INC
COM
450056106
297
5734
SH
SOLE
5734
0
0
IROBOT CORP
COM
462726100
817
10600
SH
SOLE
10600
0
0
ISHARES TR
U.S. REAL ES ETF
464287739
881
11027
SH
SOLE
11027
0
0
ISHARES TR
RUS 1000 ETF
464287622
448
3200
SH
SOLE
3200
0
0
ISHARES TR
IBOXX INV CP ETF
464287242
679
5600
SH
SOLE
5600
0
0
ISHARES TR
20 YR TR BD ETF
464287432
312
2500
SH
SOLE
2500
0
0
ITAU UNIBANCO HLDG SA
SPON ADR REP PFD
465562106
141
10300
SH
SOLE
10300
0
0
JA SOLAR HOLDINGS CO LTD
SPON ADR REP5ORD
466090206
98
12817
SH
SOLE
12817
0
0
JACK IN THE BOX INC
COM
466367109
459
4500
SH
SOLE
4500
0
0
JD COM INC
SPON ADR CL A
47215P106
1711
44800
SH
SOLE
44800
0
0
JETBLUE AIRWAYS CORP
COM
477143101
369
19900
SH
SOLE
19900
0
0
JOHNSON & JOHNSON
COM
478160104
2626
20200
SH
SOLE
20200
0
0
KAPSTONE PAPER & PACKAGING C
COM
48562P103
327
15208
SH
SOLE
15208
0
0
KAR AUCTION SVCS INC
COM
48238T109
1356
28400
SH
SOLE
28400
0
0
KB HOME
COM
48666K109
306
12700
SH
SOLE
12700
0
0
KBR INC
COM
48242W106
740
41372
SH
SOLE
41372
0
0
KELLOGG CO
COM
487836108
3823
61300
SH
SOLE
61300
0
0
KEMPER CORP DEL
COM
488401100
268
5066
SH
SOLE
5066
0
0
KIMBERLY CLARK CORP
COM
494368103
530
4500
SH
SOLE
4500
0
0
KINDER MORGAN INC DEL
COM
49456B101
1425
74300
SH
SOLE
74300
0
0
KINROSS GOLD CORP
COM NO PAR
496902404
147
34700
SH
SOLE
34700
0
0
KITE PHARMA INC
COM
49803L109
230
1281
SH
SOLE
1281
0
0
KONINKLIJKE PHILIPS N V
NY REG SH NEW
500472303
1652
40100
SH
SOLE
40100
0
0
LABORATORY CORP AMER HLDGS
COM NEW
50540R409
2219
14700
SH
SOLE
14700
0
0
LAMB WESTON HLDGS INC
COM
513272104
553
11799
SH
SOLE
11799
0
0
LATAM AIRLS GROUP S A
SPONSORED ADR
51817R106
152
11457
SH
SOLE
11457
0
0
LAUDER ESTEE COS INC
CL A
518439104
4971
46100
SH
SOLE
46100
0
0
LENDINGCLUB CORP
COM
52603A109
598
98200
SH
SOLE
98200
0
0
LENDINGTREE INC NEW
COM
52603B107
784
3206
SH
SOLE
3206
0
0
LIBERTY GLOBAL PLC
LILAC SHS CL C
G5480U153
208
8924
SH
SOLE
8924
0
0
LIGAND PHARMACEUTICALS INC
COM NEW
53220K504
572
4200
SH
SOLE
4200
0
0
LIVANOVA PLC
SHS
G5509L101
555
7922
SH
SOLE
7922
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
1542
35400
SH
SOLE
35400
0
0
LOGMEIN INC
COM
54142L109
1222
11100
SH
SOLE
11100
0
0
LULULEMON ATHLETICA INC
COM
550021109
2744
44080
SH
SOLE
44080
0
0
LUMBER LIQUIDATORS HLDGS INC
COM
55003T107
733
18800
SH
SOLE
18800
0
0
LUMENTUM HLDGS INC
COM
55024U109
560
10307
SH
SOLE
10307
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
376
3800
SH
SOLE
3800
0
0
MAGNACHIP SEMICONDUCTOR CORP
COM
55933J203
132
11609
SH
SOLE
11609
0
0
MARRIOTT VACATIONS WRLDWDE C
COM
57164Y107
723
5807
SH
SOLE
5807
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
1924
107500
SH
SOLE
107500
0
0
MASTEC INC
COM
576323109
776
16723
SH
SOLE
16723
0
0
MASTERCARD INCORPORATED
CL A
57636Q104
268
1900
SH
SOLE
1900
0
0
MCCORMICK & CO INC
COM NON VTG
579780206
1776
17300
SH
SOLE
17300
0
0
MCDONALDS CORP
COM
580135101
5515
35200
SH
SOLE
35200
0
0
MERCK & CO INC
COM
58933Y105
2171
33900
SH
SOLE
33900
0
0
MERCURY GENL CORP NEW
COM
589400100
333
5875
SH
SOLE
5875
0
0
MERIT MED SYS INC
COM
589889104
479
11306
SH
SOLE
11306
0
0
MERITOR INC
COM
59001K100
598
23000
SH
SOLE
23000
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
1140
23822
SH
SOLE
23822
0
0
MICHAELS COS INC
COM
59408Q106
1471
68500
SH
SOLE
68500
0
0
MICROSOFT CORP
COM
594918104
1169
15700
SH
SOLE
15700
0
0
MIMEDX GROUP INC
COM
602496101
125
10500
SH
SOLE
10500
0
0
MITEL NETWORKS CORP
COM
60671Q104
237
28282
SH
SOLE
28282
0
0
MOHAWK INDS INC
COM
608190104
1328
5366
SH
SOLE
5366
0
0
MOLSON COORS BREWING CO
CL B
60871R209
4629
56700
SH
SOLE
56700
0
0
MOODYS CORP
COM
615369105
466
3345
SH
SOLE
3345
0
0
MORGAN STANLEY
COM NEW
617446448
593
12320
SH
SOLE
12320
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
653
7700
SH
SOLE
7700
0
0
MYOKARDIA INC
COM
62857M105
311
7269
SH
SOLE
7269
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
323
9051
SH
SOLE
9051
0
0
NETFLIX INC
COM
64110L106
1922
10600
SH
SOLE
10600
0
0
NETGEAR INC
COM
64111Q104
388
8158
SH
SOLE
8158
0
0
NETSCOUT SYS INC
COM
64115T104
780
24100
SH
SOLE
24100
0
0
NEUROCRINE BIOSCIENCES INC
COM
64125C109
274
4466
SH
SOLE
4466
0
0
NEW RESIDENTIAL INVT CORP
COM NEW
64828T201
273
16300
SH
SOLE
16300
0
0
NEWMONT MINING CORP
COM
651639106
1208
32200
SH
SOLE
32200
0
0
NICE LTD
SPONSORED ADR
653656108
243
2991
SH
SOLE
2991
0
0
NOKIA CORP
SPONSORED ADR
654902204
888
148500
SH
SOLE
148500
0
0
NORWEGIAN CRUISE LINE HLDGS
SHS
G66721104
2324
43000
SH
SOLE
43000
0
0
NOVARTIS A G
SPONSORED ADR
66987V109
1127
13127
SH
SOLE
13127
0
0
NOVO-NORDISK A S
ADR
670100205
2014
41838
SH
SOLE
41838
0
0
NUTANIX INC
CL A
67059N108
652
29100
SH
SOLE
29100
0
0
NVR INC
COM
62944T105
677
237
SH
SOLE
237
0
0
NXSTAGE MEDICAL INC
COM
67072V103
1068
38704
SH
SOLE
38704
0
0
OCLARO INC
COM NEW
67555N206
554
64200
SH
SOLE
64200
0
0
OMNICELL INC
COM
68213N109
367
7182
SH
SOLE
7182
0
0
OPEN TEXT CORP
COM
683715106
845
26160
SH
SOLE
26160
0
0
ORASURE TECHNOLOGIES INC
COM
68554V108
423
18801
SH
SOLE
18801
0
0
OSHKOSH CORP
COM
688239201
644
7800
SH
SOLE
7800
0
0
OSI SYSTEMS INC
COM
671044105
300
3287
SH
SOLE
3287
0
0
OWENS CORNING NEW
COM
690742101
633
8186
SH
SOLE
8186
0
0
OWENS ILL INC
COM NEW
690768403
589
23400
SH
SOLE
23400
0
0
PACIFIC BIOSCIENCES CALIF IN
COM
69404D108
54
10200
SH
SOLE
10200
0
0
PALO ALTO NETWORKS INC
COM
697435105
2565
17800
SH
SOLE
17800
0
0
PAN AMERICAN SILVER CORP
COM
697900108
743
43568
SH
SOLE
43568
0
0
PAPA JOHNS INTL INC
COM
698813102
1089
14900
SH
SOLE
14900
0
0
PARAMOUNT GROUP INC
COM
69924R108
165
10300
SH
SOLE
10300
0
0
PATTERSON COMPANIES INC
COM
703395103
1187
30700
SH
SOLE
30700
0
0
PAYPAL HLDGS INC
COM
70450Y103
378
5900
SH
SOLE
5900
0
0
PDL BIOPHARMA INC
COM
69329Y104
122
35875
SH
SOLE
35875
0
0
PEABODY ENERGY CORP NEW
COM
704551100
635
21900
SH
SOLE
21900
0
0
PETMED EXPRESS INC
COM
716382106
477
14388
SH
SOLE
14388
0
0
PHOENIX NEW MEDIA LTD
SPONSORED ADS
71910C103
60
10180
SH
SOLE
10180
0
0
PIER 1 IMPORTS INC
COM
720279108
149
35600
SH
SOLE
35600
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
574
20200
SH
SOLE
20200
0
0
PINNACLE ENTMT INC NEW
COM
72348Y105
202
9500
SH
SOLE
9500
0
0
PINNACLE FINL PARTNERS INC
COM
72346Q104
234
3500
SH
SOLE
3500
0
0
PLANET FITNESS INC
CL A
72703H101
720
26700
SH
SOLE
26700
0
0
POLARIS INDS INC
COM
731068102
314
3000
SH
SOLE
3000
0
0
POWERSHARES QQQ TRUST
UNIT SER 1
73935A104
2328
16004
SH
SOLE
16004
0
0
PRA HEALTH SCIENCES INC
COM
69354M108
1432
18795
SH
SOLE
18795
0
0
PROCTER AND GAMBLE CO
COM
742718109
1580
17371
SH
SOLE
17371
0
0
PROGRESSIVE CORP OHIO
COM
743315103
1535
31700
SH
SOLE
31700
0
0
PROLOGIS INC
COM
74340W103
948
14932
SH
SOLE
14932
0
0
PROSHARES TR
ULTRAPRO QQQ
74347X831
441
3856
SH
SOLE
3856
0
0
PURE STORAGE INC
CL A
74624M102
644
40300
SH
SOLE
40300
0
0
PVH CORP
COM
693656100
2055
16300
SH
SOLE
16300
0
0
QUALYS INC
COM
74758T303
271
5238
SH
SOLE
5238
0
0
QUANTA SVCS INC
COM
74762E102
491
13131
SH
SOLE
13131
0
0
QUINTILES IMS HOLDINGS INC
COM
74876Y101
314
3300
SH
SOLE
3300
0
0
RALPH LAUREN CORP
CL A
751212101
1987
22500
SH
SOLE
22500
0
0
RANDGOLD RES LTD
ADR
752344309
340
3482
SH
SOLE
3482
0
0
REALPAGE INC
COM
75606N109
475
11900
SH
SOLE
11900
0
0
RED ROBIN GOURMET BURGERS IN
COM
75689M101
348
5200
SH
SOLE
5200
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
797
5900
SH
SOLE
5900
0
0
REXNORD CORP NEW
COM
76169B102
429
16900
SH
SOLE
16900
0
0
RH
COM
74967X103
999
14200
SH
SOLE
14200
0
0
RITCHIE BROS AUCTIONEERS
COM
767744105
601
19000
SH
SOLE
19000
0
0
RITE AID CORP
COM
767754104
504
256927
SH
SOLE
256927
0
0
ROCKWELL COLLINS INC
COM
774341101
5959
45587
SH
SOLE
45587
0
0
ROSS STORES INC
COM
778296103
743
11500
SH
SOLE
11500
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
371
4800
SH
SOLE
4800
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
2098
17700
SH
SOLE
17700
0
0
ROYAL GOLD INC
COM
780287108
224
2600
SH
SOLE
2600
0
0
RYDER SYS INC
COM
783549108
279
3300
SH
SOLE
3300
0
0
SAGE THERAPEUTICS INC
COM
78667J108
280
4492
SH
SOLE
4492
0
0
SALESFORCE COM INC
COM
79466L302
1663
17800
SH
SOLE
17800
0
0
SALLY BEAUTY HLDGS INC
COM
79546E104
300
15300
SH
SOLE
15300
0
0
SAREPTA THERAPEUTICS INC
COM
803607100
826
18200
SH
SOLE
18200
0
0
SCIENTIFIC GAMES CORP
CL A
80874P109
394
8600
SH
SOLE
8600
0
0
SEALED AIR CORP NEW
COM
81211K100
1388
32500
SH
SOLE
32500
0
0
SELECT MED HLDGS CORP
COM
81619Q105
328
17075
SH
SOLE
17075
0
0
SELECT SECTOR SPDR TR
SBI INT-UTILS
81369Y886
361
6806
SH
SOLE
6806
0
0
SERVICE CORP INTL
COM
817565104
1059
30700
SH
SOLE
30700
0
0
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
1729
37000
SH
SOLE
37000
0
0
SERVICENOW INC
COM
81762P102
928
7900
SH
SOLE
7900
0
0
SHIRE PLC
SPONSORED ADR
82481R106
321
2096
SH
SOLE
2096
0
0
SHOPIFY INC
CL A
82509L107
1444
12400
SH
SOLE
12400
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
2156
32400
SH
SOLE
32400
0
0
SILICON MOTION TECHNOLOGY CO
SPONSORED ADR
82706C108
375
7800
SH
SOLE
7800
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
660
4100
SH
SOLE
4100
0
0
SIRIUS XM HLDGS INC
COM
82968B103
1368
247800
SH
SOLE
247800
0
0
SKYWEST INC
COM
830879102
252
5746
SH
SOLE
5746
0
0
SMITH & NEPHEW PLC
SPDN ADR NEW
83175M205
213
5856
SH
SOLE
5856
0
0
SNYDERS-LANCE INC
COM
833551104
595
15600
SH
SOLE
15600
0
0
SOHU COM INC
COM
83408W103
359
6600
SH
SOLE
6600
0
0
SOLAREDGE TECHNOLOGIES INC
COM
83417M104
731
25600
SH
SOLE
25600
0
0
SONY CORP
SPONSORED ADR
835699307
225
6033
SH
SOLE
6033
0
0
SOUTHERN CO
COM
842587107
688
13994
SH
SOLE
13994
0
0
SPARK THERAPEUTICS INC
COM
84652J103
574
6442
SH
SOLE
6442
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
3567
14200
SH
SOLE
14200
0
0
SPECTRUM PHARMACEUTICALS INC
COM
84763A108
223
15854
SH
SOLE
15854
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
1920
24702
SH
SOLE
24702
0
0
SPIRIT RLTY CAP INC NEW
COM
84860W102
555
64800
SH
SOLE
64800
0
0
SPLUNK INC
COM
848637104
2498
37600
SH
SOLE
37600
0
0
SPORTSMANS WHSE HLDGS INC
COM
84920Y106
111
24700
SH
SOLE
24700
0
0
SSR MNG INC
COM
784730103
165
15571
SH
SOLE
15571
0
0
STAMPS COM INC
COM NEW
852857200
976
4816
SH
SOLE
4816
0
0
STARWOOD WAYPOINT HOMES
COM
85572F105
1406
38654
SH
SOLE
38654
0
0
STATE STR CORP
COM
857477103
1823
19079
SH
SOLE
19079
0
0
STEELCASE INC
CL A
858155203
457
29700
SH
SOLE
29700
0
0
STERIS PLC
SHS USD
G84720104
1160
13119
SH
SOLE
13119
0
0
STRYKER CORP
COM
863667101
696
4900
SH
SOLE
4900
0
0
SYMANTEC CORP
COM
871503108
351
10700
SH
SOLE
10700
0
0
SYNCHRONY FINL
COM
87165B103
432
13900
SH
SOLE
13900
0
0
T MOBILE US INC
COM
872590104
4347
70500
SH
SOLE
70500
0
0
TABLEAU SOFTWARE INC
CL A
87336U105
1072
14316
SH
SOLE
14316
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
1518
14845
SH
SOLE
14845
0
0
TARGET CORP
COM
87612E106
667
11300
SH
SOLE
11300
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
583
3661
SH
SOLE
3661
0
0
TELEFONICA S A
SPONSORED ADR
879382208
311
28800
SH
SOLE
28800
0
0
TEMPUR SEALY INTL INC
COM
88023U101
910
14100
SH
SOLE
14100
0
0
TERADATA CORP DEL
COM
88076W103
787
23303
SH
SOLE
23303
0
0
TESLA INC
COM
88160R101
3814
11181
SH
SOLE
11181
0
0
TEXAS CAPITAL BANCSHARES INC
COM
88224Q107
227
2643
SH
SOLE
2643
0
0
TEXAS INSTRS INC
COM
882508104
654
7300
SH
SOLE
7300
0
0
TEXAS ROADHOUSE INC
COM
882681109
405
8233
SH
SOLE
8233
0
0
THE TRADE DESK INC
COM CL A
88339J105
388
6300
SH
SOLE
6300
0
0
THOMSON REUTERS CORP
COM
884903105
1459
31800
SH
SOLE
31800
0
0
TIFFANY & CO NEW
COM
886547108
698
7600
SH
SOLE
7600
0
0
TIME WARNER INC
COM NEW
887317303
297
2900
SH
SOLE
2900
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
1677
29800
SH
SOLE
29800
0
0
TOTAL SYS SVCS INC
COM
891906109
1238
18900
SH
SOLE
18900
0
0
TRACTOR SUPPLY CO
COM
892356106
886
14000
SH
SOLE
14000
0
0
TRANSCANADA CORP
COM
89353D107
870
17600
SH
SOLE
17600
0
0
TRANSDIGM GROUP INC
COM
893641100
844
3300
SH
SOLE
3300
0
0
TRIMBLE INC
COM
896239100
436
11100
SH
SOLE
11100
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
1076
40800
SH
SOLE
40800
0
0
TWENTY FIRST CENTY FOX INC
CL B
90130A200
652
25269
SH
SOLE
25269
0
0
TWILIO INC
CL A
90138F102
863
28900
SH
SOLE
28900
0
0
TYSON FOODS INC
CL A
902494103
3934
55841
SH
SOLE
55841
0
0
UBIQUITI NETWORKS INC
COM
90347A100
457
8150
SH
SOLE
8150
0
0
UNILEVER N V
N Y SHS NEW
904784709
888
15046
SH
SOLE
15046
0
0
UNILEVER PLC
SPON ADR NEW
904767704
542
9356
SH
SOLE
9356
0
0
UNITED NAT FOODS INC
COM
911163103
857
20600
SH
SOLE
20600
0
0
UNITED RENTALS INC
COM
911363109
250
1800
SH
SOLE
1800
0
0
UNITED STATES STL CORP NEW
COM
912909108
454
17700
SH
SOLE
17700
0
0
UNIVERSAL DISPLAY CORP
COM
91347P105
429
3332
SH
SOLE
3332
0
0
URBAN OUTFITTERS INC
COM
917047102
734
30700
SH
SOLE
30700
0
0
US BANCORP DEL
COM NEW
902973304
371
6922
SH
SOLE
6922
0
0
VAIL RESORTS INC
COM
91879Q109
1962
8600
SH
SOLE
8600
0
0
VALE S A
ADR
91912E105
361
35800
SH
SOLE
35800
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
645
45000
SH
SOLE
45000
0
0
VARONIS SYS INC
COM
922280102
205
4900
SH
SOLE
4900
0
0
VENTAS INC
COM
92276F100
313
4800
SH
SOLE
4800
0
0
VERA BRADLEY INC
COM
92335C106
100
11348
SH
SOLE
11348
0
0
VERINT SYS INC
COM
92343X100
561
13411
SH
SOLE
13411
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
4479
90500
SH
SOLE
90500
0
0
VISTA OUTDOOR INC
COM
928377100
723
31500
SH
SOLE
31500
0
0
VMWARE INC
CL A COM
928563402
1452
13300
SH
SOLE
13300
0
0
VODAFONE GROUP PLC NEW
SPONSORED ADR
92857W308
216
7600
SH
SOLE
7600
0
0
VONAGE HLDGS CORP
COM
92886T201
507
62300
SH
SOLE
62300
0
0
WABCO HLDGS INC
COM
92927K102
1036
7000
SH
SOLE
7000
0
0
WAL-MART STORES INC
COM
931142103
336
4300
SH
SOLE
4300
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
2857
37000
SH
SOLE
37000
0
0
WASTE CONNECTIONS INC
COM
94106B101
280
4000
SH
SOLE
4000
0
0
WASTE MGMT INC DEL
COM
94106L109
274
3500
SH
SOLE
3500
0
0
WEC ENERGY GROUP INC
COM
92939U106
351
5592
SH
SOLE
5592
0
0
WEIGHT WATCHERS INTL INC NEW
COM
948626106
1359
31200
SH
SOLE
31200
0
0
WELBILT INC
COM
949090104
217
9400
SH
SOLE
9400
0
0
WELLTOWER INC
COM
95040Q104
823
11713
SH
SOLE
11713
0
0
WENDYS CO
COM
95058W100
539
34700
SH
SOLE
34700
0
0
WERNER ENTERPRISES INC
COM
950755108
428
11700
SH
SOLE
11700
0
0
WESTERN UN CO
COM
959802109
705
36700
SH
SOLE
36700
0
0
WILLIAMS COS INC DEL
COM
969457100
279
9300
SH
SOLE
9300
0
0
WINGSTOP INC
COM
974155103
488
14670
SH
SOLE
14670
0
0
WORKDAY INC
CL A
98138H101
664
6300
SH
SOLE
6300
0
0
WRIGHT MED GROUP N V
ORD SHS 0.03 PAR
N96617118
1226
47400
SH
SOLE
47400
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
243
2301
SH
SOLE
2301
0
0
XILINX INC
COM
983919101
300
4230
SH
SOLE
4230
0
0
XYLEM INC
COM
98419M100
2311
36900
SH
SOLE
36900
0
0
YELP INC
CL A
985817105
1688
38974
SH
SOLE
38974
0
0
YUM BRANDS INC
COM
988498101
502
6825
SH
SOLE
6825
0
0
ZAYO GROUP HLDGS INC
COM
98919V105
1194
34700
SH
SOLE
34700
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
790
7277
SH
SOLE
7277
0
0
ZUMIEZ INC
COM
989817101
316
17448
SH
SOLE
17448
0
0
ZYNGA INC
CL A
98986T108
172
45400
SH
SOLE
45400
0
0