$249 Million is the total value of Quantitative Systematic Strategies LLC's 316 reported holdings in Q4 2014. The portfolio turnover from Q3 2014 to Q4 2014 was 140.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WPX | New | WPX ENERGY INC | $3,802,000 | – | 331,724 | +100.0% | 1.53% | – |
| FMC | New | FMC CORP | $3,469,000 | – | 60,308 | +100.0% | 1.39% | – |
| AGN | Buy | ALLERGAN INC | $3,438,000 | +620.8% | 16,121 | +506.5% | 1.38% | +396.8% |
| FDX | Buy | FEDEX CORP | $3,216,000 | +531.8% | 18,387 | +486.1% | 1.29% | +336.5% |
| TRN | Buy | TRINITY INDUSTRIES INC | $3,058,000 | +148.2% | 108,699 | +316.7% | 1.23% | +71.4% |
| CHS | Buy | CHICO'S FAS INC | $2,916,000 | +1566.3% | 179,795 | +1425.9% | 1.17% | +1048.0% |
| DSW | New | DSW INCcl a | $2,796,000 | – | 75,151 | +100.0% | 1.12% | – |
| IVZ | Buy | INVESCO LTD | $2,781,000 | +242.1% | 69,694 | +239.5% | 1.12% | +136.2% |
| PXD | New | PIONEER NATURAL RESOURCES CO | $2,707,000 | – | 18,046 | +100.0% | 1.09% | – |
| ICE | Buy | INTERCONTINENTALEXCHANGE GROUP | $2,649,000 | +80.9% | 11,963 | +59.4% | 1.06% | +24.9% |
| FITB | Buy | FIFTH THIRD BANCORP | $2,521,000 | +227.0% | 121,957 | +218.4% | 1.01% | +125.6% |
| SGEN | New | SEATTLE GENETICS INC | $2,483,000 | – | 76,945 | +100.0% | 1.00% | – |
| HUN | New | HUNTSMAN CORP | $2,469,000 | – | 105,953 | +100.0% | 0.99% | – |
| KORS | Buy | MICHAEL KORS HOLDINGS LTD | $2,454,000 | +659.8% | 32,561 | +618.6% | 0.99% | +424.5% |
| TMUS | Buy | T-MOBILE US INC | $2,396,000 | +351.2% | 88,700 | +384.4% | 0.96% | +211.7% |
| DGX | New | QUEST DIAGNOSTICS INC | $2,389,000 | – | 35,148 | +100.0% | 0.96% | – |
| HP | New | HELMERICH & PAYNE | $2,337,000 | – | 34,879 | +100.0% | 0.94% | – |
| CLNY | New | COLONY FINANCIAL INC | $2,327,000 | – | 96,853 | +100.0% | 0.94% | – |
| XL | New | XL GROUP PLC | $2,309,000 | – | 66,507 | +100.0% | 0.93% | – |
| CNW | New | CON-WAY INC | $2,291,000 | – | 46,205 | +100.0% | 0.92% | – |
| WNR | Buy | WESTERN REFINING INC | $2,151,000 | +763.9% | 56,533 | +871.9% | 0.86% | +495.9% |
| GLNG | Buy | GOLAR LNG LIMITED | $2,143,000 | +236.4% | 61,004 | +546.2% | 0.86% | +132.1% |
| BAC | New | BANK OF AMERICA CORP | $2,121,000 | – | 116,974 | +100.0% | 0.85% | – |
| WHR | Buy | WHIRLPOOL CORP | $2,085,000 | +164.3% | 10,738 | +102.6% | 0.84% | +82.6% |
| APC | Buy | ANADARKO PETROLEUM CORP | $2,063,000 | +121.8% | 24,748 | +176.4% | 0.83% | +53.2% |
| HON | Buy | HONEYWELL INTERNATIONAL INC | $2,036,000 | +124.7% | 20,222 | +108.7% | 0.82% | +55.2% |
| ITW | New | ILLINOIS TOOL WORKS | $1,910,000 | – | 19,878 | +100.0% | 0.77% | – |
| DG | Buy | DOLLAR GENERAL CORP | $1,900,000 | +573.8% | 26,748 | +481.9% | 0.76% | +365.2% |
| WLL | Buy | WHITING PETROLEUM CORP | $1,890,000 | +138.6% | 56,906 | +475.4% | 0.76% | +64.6% |
| HIBB | Buy | HIBBETT SPORTS INC | $1,869,000 | +42.8% | 38,590 | +27.4% | 0.75% | -1.4% |
| AVB | New | AVALONBAY COMMUNITIES INC | $1,854,000 | – | 11,188 | +100.0% | 0.74% | – |
| SPXC | New | SPX CORP | $1,819,000 | – | 20,856 | +100.0% | 0.73% | – |
| XOM | New | EXXON MOBIL CORP | $1,804,000 | – | 19,427 | +100.0% | 0.72% | – |
| TILE | New | INTERFACE INC | $1,787,000 | – | 107,413 | +100.0% | 0.72% | – |
| WFM | Buy | WHOLE FOODS MARKET INC | $1,756,000 | +316.1% | 34,834 | +210.3% | 0.70% | +186.6% |
| WERN | New | WERNER ENTERPRISES INC | $1,710,000 | – | 54,720 | +100.0% | 0.69% | – |
| ETN | New | EATON CORP PLC | $1,707,000 | – | 24,843 | +100.0% | 0.69% | – |
| CRRTQ | New | CARBO CERAMICS INC | $1,694,000 | – | 42,424 | +100.0% | 0.68% | – |
| IDTI | Buy | INTEGRATED DEVICE TECHNOLOGY INC | $1,686,000 | +652.7% | 85,002 | +506.9% | 0.68% | +420.8% |
| NKE | New | NIKE INCcl b | $1,682,000 | – | 17,373 | +100.0% | 0.68% | – |
| AA | Buy | ALCOA INC | $1,580,000 | +608.5% | 99,700 | +611.5% | 0.64% | +388.5% |
| X | Buy | UNITED STATES STEEL CORP | $1,572,000 | +83.9% | 58,199 | +174.4% | 0.63% | +27.2% |
| UTIW | New | UTI WORLDWIDE INC | $1,535,000 | – | 127,630 | +100.0% | 0.62% | – |
| MHK | New | MOHAWK INDUSTRIES INC | $1,531,000 | – | 9,837 | +100.0% | 0.62% | – |
| CSCO | New | CISCO SYSTEMS INC | $1,528,000 | – | 53,919 | +100.0% | 0.61% | – |
| B108PS | Buy | ACTAVIS PLC | $1,521,000 | +13.3% | 5,859 | +6.5% | 0.61% | -21.8% |
| MCD | New | MCDONALD'S CORP | $1,481,000 | – | 15,725 | +100.0% | 0.60% | – |
| WDR | New | WADDELL & REED FINANCIALcl a | $1,468,000 | – | 29,662 | +100.0% | 0.59% | – |
| HSY | New | THE HERSHEY CO | $1,439,000 | – | 13,619 | +100.0% | 0.58% | – |
| ESS | Buy | ESSEX PROPERTY TRUST INC | $1,424,000 | +508.5% | 6,801 | +421.9% | 0.57% | +320.6% |
| NBL | New | NOBLE ENERGY INC | $1,412,000 | – | 29,818 | +100.0% | 0.57% | – |
| HFC | New | HOLLYFRONTIER CORP | $1,395,000 | – | 36,730 | +100.0% | 0.56% | – |
| SNDK | New | SANDISK CORPORATION | $1,357,000 | – | 13,649 | +100.0% | 0.54% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $1,354,000 | – | 22,820 | +100.0% | 0.54% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $1,349,000 | – | 11,323 | +100.0% | 0.54% | – |
| CST | New | CST BRANDS INC | $1,350,000 | – | 30,717 | +100.0% | 0.54% | – |
| MGM | New | MGM RESORTS INTERNATIONAL | $1,350,000 | – | 62,943 | +100.0% | 0.54% | – |
| CHRW | New | C.H. ROBINSON WORLDWIDE INC | $1,345,000 | – | 17,777 | +100.0% | 0.54% | – |
| CP | New | CANADIAN PACIFIC RAILWAY LTD | $1,318,000 | – | 6,823 | +100.0% | 0.53% | – |
| MXIM | New | MAXIM INTEGRATED PRODUCTS INC | $1,281,000 | – | 40,820 | +100.0% | 0.52% | – |
| FNSR | Buy | FINISAR CORPORATION | $1,276,000 | +61.5% | 65,224 | +39.7% | 0.51% | +11.5% |
| CVLT | New | COMMVAULT SYSTEMS INC | $1,262,000 | – | 24,125 | +100.0% | 0.51% | – |
| WSM | New | WILLIAMS-SONOMA INC | $1,256,000 | – | 16,437 | +100.0% | 0.50% | – |
| BRCM | Buy | BROADCOM CORPORATION | $1,251,000 | +72.1% | 28,976 | +62.0% | 0.50% | +18.9% |
| TSO | Buy | TESORO CORP | $1,217,000 | +67.2% | 16,175 | +35.7% | 0.49% | +15.3% |
| HOSSQ | Buy | HORNBECK OFFSHORE SERVICES | $1,214,000 | +140.4% | 47,986 | +226.7% | 0.49% | +66.0% |
| LVLT | New | LEVEL 3 COMMUNICATIONS INC | $1,210,000 | – | 24,365 | +100.0% | 0.49% | – |
| ALGN | New | ALIGN TECHNOLOGY INC | $1,207,000 | – | 21,345 | +100.0% | 0.48% | – |
| AAN | Buy | AARON'S INC | $1,189,000 | +29.4% | 38,733 | +3.4% | 0.48% | -10.7% |
| ZION | New | ZIONS BANCORPORATION | $1,183,000 | – | 41,312 | +100.0% | 0.48% | – |
| APD | New | AIR PRODUCTS & CHEMICALS INC | $1,140,000 | – | 7,810 | +100.0% | 0.46% | – |
| INTC | New | INTEL CORPORATION | $1,136,000 | – | 30,934 | +100.0% | 0.46% | – |
| AAL | Buy | AMERICAN AIRLINES GP | $1,131,000 | +396.1% | 21,128 | +224.1% | 0.45% | +241.4% |
| LTRPA | New | LIBERTY TRIPADVISOR HOLDINGS INCcl a | $1,126,000 | – | 41,448 | +100.0% | 0.45% | – |
| AON | New | AON PLC | $1,122,000 | – | 11,676 | +100.0% | 0.45% | – |
| RYN | New | RAYONIER INC | $1,122,000 | – | 39,663 | +100.0% | 0.45% | – |
| LDOS | New | LEIDOS HOLDINGS INC | $1,121,000 | – | 25,453 | +100.0% | 0.45% | – |
| ALL | New | ALLSTATE CORP | $1,103,000 | – | 15,563 | +100.0% | 0.44% | – |
| LLY | New | ELI LILLY & CO | $1,087,000 | – | 15,641 | +100.0% | 0.44% | – |
| KO | Buy | THE COCA-COLA CO | $1,077,000 | +325.7% | 25,210 | +322.4% | 0.43% | +194.6% |
| COH | New | COACH INC | $1,070,000 | – | 28,333 | +100.0% | 0.43% | – |
| MRO | Buy | MARATHON OIL CORP | $1,057,000 | +52.3% | 37,195 | +106.8% | 0.42% | +5.2% |
| HCN | New | HEALTH CARE REIT INC | $1,045,000 | – | 13,622 | +100.0% | 0.42% | – |
| SFS | New | SMART & FINAL STORES INC | $1,024,000 | – | 62,329 | +100.0% | 0.41% | – |
| ROSE | New | ROSETTA RESOURCES INC | $1,021,000 | – | 46,221 | +100.0% | 0.41% | – |
| MO | Buy | ALTRIA GROUP INC | $1,016,000 | +76.7% | 20,396 | +63.4% | 0.41% | +21.8% |
| FTI | New | FMC TECHNOLOGIES INC | $970,000 | – | 20,499 | +100.0% | 0.39% | – |
| CSIQ | New | CANADIAN SOLAR INC. | $961,000 | – | 40,566 | +100.0% | 0.39% | – |
| ODFL | Buy | OLD DOMINION FREIGHT LINE INC | $962,000 | +111.4% | 12,317 | +92.9% | 0.39% | +45.7% |
| CBS | New | CBS CORPcl b | $959,000 | – | 17,189 | +100.0% | 0.38% | – |
| GILD | New | GILEAD SCIENCES INC | $933,000 | – | 9,774 | +100.0% | 0.38% | – |
| AMZN | New | AMAZON.COM, INC. | $920,000 | – | 2,958 | +100.0% | 0.37% | – |
| DVN | Buy | DEVON ENERGY CORPORATION | $919,000 | +289.4% | 15,043 | +338.1% | 0.37% | +169.3% |
| BAS | New | BASIC ENERGY SERVICES INC | $912,000 | – | 129,684 | +100.0% | 0.37% | – |
| CBLAQ | New | CBL & ASSOCIATES PROPERTIES | $912,000 | – | 46,196 | +100.0% | 0.37% | – |
| JWN | New | NORDSTROM INC | $907,000 | – | 11,495 | +100.0% | 0.36% | – |
| MTG | Buy | MGIC INVESTMENT CORP | $906,000 | +906.7% | 97,460 | +752.4% | 0.36% | +600.0% |
| NUVA | Sell | NUVASIVE INC | $906,000 | -17.0% | 18,850 | -39.5% | 0.36% | -42.7% |
| MCO | Buy | MOODY'S CORP | $903,000 | +284.3% | 9,334 | +273.7% | 0.36% | +165.0% |
| BKU | New | BANKUNITED INC | $900,000 | – | 30,742 | +100.0% | 0.36% | – |
| GD | New | GENERAL DYNAMICS CORP | $895,000 | – | 6,428 | +100.0% | 0.36% | – |
| YRCW | Sell | YRC WORLDWIDE INC | $889,000 | -7.6% | 39,070 | -16.0% | 0.36% | -36.2% |
| LEA | Buy | LEAR CORP | $880,000 | +90.9% | 8,900 | +74.0% | 0.35% | +32.1% |
| DE | New | DEERE & CO | $860,000 | – | 9,623 | +100.0% | 0.35% | – |
| EOG | New | EOG RESOURCES INC | $856,000 | – | 9,245 | +100.0% | 0.34% | – |
| HOT | New | STARWOOD HOTELS & RESORTS | $813,000 | – | 10,005 | +100.0% | 0.33% | – |
| DHR | New | DANAHER CORP | $795,000 | – | 9,220 | +100.0% | 0.32% | – |
| XOMA | New | XOMA CORPORATION | $792,000 | – | 220,803 | +100.0% | 0.32% | – |
| LQ | Buy | LA QUINTA HOLDINGS INC | $782,000 | +126.7% | 35,477 | +97.7% | 0.31% | +56.2% |
| SIG | Sell | SIGNET JEWELERS LTD | $772,000 | -21.5% | 5,875 | -31.6% | 0.31% | -45.8% |
| GNW | New | GENWORTH FINANCIAL INCcl a | $769,000 | – | 89,887 | +100.0% | 0.31% | – |
| IFF | New | INTL FLAVORS & FRAGRANCES | $763,000 | – | 7,450 | +100.0% | 0.31% | – |
| BBY | New | BEST BUY CO INC | $764,000 | – | 19,438 | +100.0% | 0.31% | – |
| HIG | New | HARTFORD FINANCIAL SVCS GRP | $762,000 | – | 18,056 | +100.0% | 0.31% | – |
| IDXX | New | IDEXX LABORATORIES INC | $754,000 | – | 5,034 | +100.0% | 0.30% | – |
| ANGI | New | ANGIE'S LIST INC | $747,000 | – | 118,791 | +100.0% | 0.30% | – |
| TSN | Sell | TYSON FOODS INCcl a | $741,000 | -0.7% | 18,382 | -4.2% | 0.30% | -31.3% |
| PPS | New | POST PROPERTIES INC | $740,000 | – | 12,492 | +100.0% | 0.30% | – |
| ON | New | ON SEMICONDUCTOR CORPORATION | $735,000 | – | 72,556 | +100.0% | 0.30% | – |
| GNCIQ | New | GNC HOLDINGS INCcl a | $727,000 | – | 15,425 | +100.0% | 0.29% | – |
| CCOI | New | COGENT COMMUNICATIONS GROUP INC | $721,000 | – | 20,507 | +100.0% | 0.29% | – |
| KBH | Sell | KB HOME | $718,000 | -16.3% | 44,003 | -22.4% | 0.29% | -42.3% |
| SPNV | Buy | SUPERIOR ENERGY SERVICES INC | $696,000 | +222.2% | 33,944 | +422.5% | 0.28% | +122.2% |
| WDC | New | WESTERN DIGITAL CORP | $695,000 | – | 6,188 | +100.0% | 0.28% | – |
| NRF | Buy | NORTHSTAR REALTY FINANCE CORP | $693,000 | +98.6% | 39,257 | +99.0% | 0.28% | +36.9% |
| BMS | New | BEMIS COMPANY | $691,000 | – | 15,118 | +100.0% | 0.28% | – |
| COF | New | CAPITAL ONE FINANCIAL CORP | $673,000 | – | 8,096 | +100.0% | 0.27% | – |
| ODP | Buy | OFFICE DEPOT INC | $670,000 | +282.9% | 77,803 | +135.6% | 0.27% | +163.7% |
| BERY | New | BERRY PLASTICS GROUP INC | $666,000 | – | 20,978 | +100.0% | 0.27% | – |
| KNX | New | KNIGHT TRANSPORTATION INC | $663,000 | – | 19,538 | +100.0% | 0.27% | – |
| INFA | New | INFORMATICA CORPORATION | $659,000 | – | 17,140 | +100.0% | 0.26% | – |
| GOOGL | Buy | GOOGLE INCcl a | $640,000 | -5.6% | 1,196 | +3.7% | 0.26% | -34.9% |
| PPG | New | PPG INDUSTRIES INC | $631,000 | – | 2,725 | +100.0% | 0.25% | – |
| ARUN | New | ARUBA NETWORKS INC | $631,000 | – | 34,333 | +100.0% | 0.25% | – |
| WWAV | New | WHITEWAVE FOODS COcl a | $630,000 | – | 17,884 | +100.0% | 0.25% | – |
| STLD | Sell | STEEL DYNAMICS INC | $627,000 | -57.8% | 31,300 | -52.1% | 0.25% | -70.9% |
| TRAK | New | DEALERTRACK HOLDINGS INC | $626,000 | – | 14,065 | +100.0% | 0.25% | – |
| PDCE | Buy | PDC ENERGY, INC. | $624,000 | -13.6% | 15,063 | +9.5% | 0.25% | -40.2% |
| GM | New | GENERAL MOTORS CO | $619,000 | – | 17,652 | +100.0% | 0.25% | – |
| DEPO | New | DEPOMED INC | $620,000 | – | 38,388 | +100.0% | 0.25% | – |
| FTNT | Sell | FORTINET INC | $616,000 | -29.4% | 19,868 | -41.8% | 0.25% | -51.3% |
| KITE | New | KITE PHARMA, INC. | $613,000 | – | 10,956 | +100.0% | 0.25% | – |
| GRPN | Buy | GROUPONcl a | $603,000 | +337.0% | 73,320 | +254.4% | 0.24% | +202.5% |
| BK | New | BANK OF NEW YORK MELLON CORP | $583,000 | – | 14,213 | +100.0% | 0.23% | – |
| ESPR | New | ESPERION THERAPEUTICS INC | $579,000 | – | 14,772 | +100.0% | 0.23% | – |
| CENX | New | CENTURY ALUMINUM COMPANY | $571,000 | – | 23,368 | +100.0% | 0.23% | – |
| MIC | New | MACQUARIE INFRASTRUCTURE CO | $564,000 | – | 7,932 | +100.0% | 0.23% | – |
| RDC | Sell | ROWAN COMPANIEScl a | $557,000 | -76.6% | 23,622 | -74.7% | 0.22% | -83.9% |
| EVR | Sell | EVERCORE PARTNERS INCcl a | $552,000 | -56.1% | 10,472 | -61.1% | 0.22% | -69.6% |
| WBMD | New | WEBMD HEALTH CORP | $549,000 | – | 13,795 | +100.0% | 0.22% | – |
| DPS | Sell | DR PEPPER SNAPPLE GROUP INC | $538,000 | -64.0% | 7,400 | -68.2% | 0.22% | -75.1% |
| LRCX | Sell | LAM RESEARCH CORPORATION | $537,000 | -50.3% | 6,719 | -53.2% | 0.22% | -65.6% |
| RICE | New | RICE ENERGY INC | $536,000 | – | 25,424 | +100.0% | 0.22% | – |
| HES | Sell | HESS CORP | $536,000 | -47.2% | 7,240 | -31.4% | 0.22% | -63.6% |
| BIG | New | BIG LOTS INC | $534,000 | – | 13,297 | +100.0% | 0.22% | – |
| SCHW | Buy | CHARLES SCHWAB CORP | $530,000 | +52.7% | 17,467 | +49.5% | 0.21% | +5.4% |
| JBLU | Sell | JETBLUE AIRWAYS CORPORATION | $530,000 | -71.6% | 33,338 | -81.2% | 0.21% | -80.4% |
| CAH | New | CARDINAL HEALTH INC | $528,000 | – | 6,450 | +100.0% | 0.21% | – |
| VOYA | Sell | VOYA FINANCIAL INC | $521,000 | -21.3% | 12,175 | -28.2% | 0.21% | -45.7% |
| AIV | New | APARTMENT INVT & MGMT COcl a | $519,000 | – | 13,677 | +100.0% | 0.21% | – |
| ORLY | New | O'REILLY AUTOMOTIVE INC | $516,000 | – | 2,656 | +100.0% | 0.21% | – |
| GPORQ | Buy | GULFPORT ENERGY CORPORATION | $516,000 | -19.8% | 12,336 | +5.7% | 0.21% | -44.7% |
| KEY | Sell | KEYCORP | $512,000 | -38.9% | 36,312 | -41.9% | 0.21% | -57.8% |
| LBTYK | Sell | LIBERTY GLOBALcl c | $507,000 | -47.3% | 10,442 | -54.6% | 0.20% | -63.6% |
| KR | New | KROGER CO | $505,000 | – | 7,822 | +100.0% | 0.20% | – |
| SYK | New | STRYKER CORP | $499,000 | – | 5,240 | +100.0% | 0.20% | – |
| OEC | New | ORION ENGINEERED CARBONS SA | $494,000 | – | 29,078 | +100.0% | 0.20% | – |
| HAL | New | HALLIBURTON CO | $491,000 | – | 12,491 | +100.0% | 0.20% | – |
| SLB | New | SCHLUMBERGER LTD | $477,000 | – | 5,529 | +100.0% | 0.19% | – |
| BLOX | New | INFOBLOX INC | $479,000 | – | 23,504 | +100.0% | 0.19% | – |
| New | OM ASSET MANAGEMENT PLC | $472,000 | – | 29,035 | +100.0% | 0.19% | – | |
| BPOP | New | POPULAR, INC. | $462,000 | – | 13,576 | +100.0% | 0.19% | – |
| IR | Sell | INGERSOLL-RAND PLC | $464,000 | -49.5% | 7,269 | -54.8% | 0.19% | -65.2% |
| PANW | New | PALO ALTO NETWORKS INC | $459,000 | – | 3,771 | +100.0% | 0.18% | – |
| UMPQ | New | UMPQUA HOLDINGS CORPORATION | $459,000 | – | 26,502 | +100.0% | 0.18% | – |
| AGCO | Sell | AGCO CORP | $447,000 | -52.7% | 9,787 | -52.4% | 0.18% | -67.3% |
| CREE | New | CREE INC | $432,000 | – | 13,570 | +100.0% | 0.17% | – |
| KATE | New | KATE SPADE & CO | $430,000 | – | 13,456 | +100.0% | 0.17% | – |
| PE | New | PARSLEY ENERGY INC | $429,000 | – | 27,355 | +100.0% | 0.17% | – |
| DRQ | New | DRIL-QUIP INC | $429,000 | – | 5,604 | +100.0% | 0.17% | – |
| ALXN | New | ALEXION PHARMACEUTICALS INC | $419,000 | – | 2,263 | +100.0% | 0.17% | – |
| ZLTQ | New | ZELTIQ AESTHETICS INC | $419,000 | – | 15,060 | +100.0% | 0.17% | – |
| FSLR | New | FIRST SOLAR INC | $416,000 | – | 9,344 | +100.0% | 0.17% | – |
| TEX | New | TEREX CORP | $414,000 | – | 14,634 | +100.0% | 0.17% | – |
| TUESQ | New | TUESDAY MORNING CORP | $408,000 | – | 18,865 | +100.0% | 0.16% | – |
| RFMD | Buy | RF MICRO DEVICES INC | $407,000 | +84.2% | 24,071 | +27.8% | 0.16% | +27.1% |
| CMRX | New | CHIMERIX, INC. | $409,000 | – | 10,795 | +100.0% | 0.16% | – |
| TCO | New | TAUBMAN CENTERS INC | $402,000 | – | 5,193 | +100.0% | 0.16% | – |
| DNRCQ | New | DENBURY RESOURCES INC | $402,000 | – | 49,333 | +100.0% | 0.16% | – |
| NLSN | New | NIELSEN HOLDINGS NV | $401,000 | – | 8,861 | +100.0% | 0.16% | – |
| MLM | Sell | MARTIN MARIETTA MATERIALS | $399,000 | -49.2% | 3,598 | -40.7% | 0.16% | -65.0% |
| AMAT | New | APPLIED MATERIALS INC | $394,000 | – | 15,624 | +100.0% | 0.16% | – |
| DAL | New | DELTA AIR LINES INC | $378,000 | – | 7,682 | +100.0% | 0.15% | – |
| AVGO | New | AVAGO TECHNOLOGIES LTD | $376,000 | – | 3,726 | +100.0% | 0.15% | – |
| MMC | New | MARSH & MCLENNAN COS | $375,000 | – | 6,469 | +100.0% | 0.15% | – |
| AXP | New | AMERICAN EXPRESS CO | $377,000 | – | 4,003 | +100.0% | 0.15% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $376,000 | – | 2,522 | +100.0% | 0.15% | – |
| CFR | New | CULLEN/FROST BANKERS INC | $359,000 | – | 5,054 | +100.0% | 0.14% | – |
| FANG | Sell | DIAMONDBACK ENERGY | $358,000 | -49.5% | 6,009 | -34.9% | 0.14% | -65.1% |
| HSIC | New | HENRY SCHEIN INC | $355,000 | – | 2,579 | +100.0% | 0.14% | – |
| HRB | New | H&R BLOCK INC | $355,000 | – | 10,533 | +100.0% | 0.14% | – |
| R | New | RYDER SYSTEM INC | $355,000 | – | 3,790 | +100.0% | 0.14% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $351,000 | – | 3,034 | +100.0% | 0.14% | – |
| FB | Sell | $351,000 | -58.0% | 4,434 | -58.1% | 0.14% | -71.0% | |
| ACC | New | AMERICAN CAMPUS COMMUNITIES | $347,000 | – | 8,307 | +100.0% | 0.14% | – |
| STE | New | STERIS CORP | $344,000 | – | 5,228 | +100.0% | 0.14% | – |
| TAL | Buy | TAL EDUCATION GROUP- ADR | $340,000 | +7.3% | 12,121 | +33.6% | 0.14% | -25.5% |
| HPP | New | HUDSON PACIFIC PROPERTIES INC | $338,000 | – | 11,196 | +100.0% | 0.14% | – |
| CRM | New | SALESFORCE.COM INC | $336,000 | – | 5,649 | +100.0% | 0.14% | – |
| ZTS | New | ZOETIS INC | $336,000 | – | 7,771 | +100.0% | 0.14% | – |
| VSI | Sell | VITAMIN SHOPPE INC | $333,000 | -73.7% | 6,951 | -75.1% | 0.13% | -81.8% |
| LCI | New | LANNETT CO INC | $325,000 | – | 7,481 | +100.0% | 0.13% | – |
| CYN | New | CITY NATIONAL CORP | $326,000 | – | 4,006 | +100.0% | 0.13% | – |
| MRD | Buy | MEMORIAL RESOURCE DEVELOPMENT CORP | $327,000 | +46.0% | 18,161 | +122.3% | 0.13% | +0.8% |
| ALLY | New | ALLY FINANCIAL INC | $324,000 | – | 13,663 | +100.0% | 0.13% | – |
| IM | Sell | INGRAM MICRO INCcl a | $324,000 | -58.2% | 11,692 | -61.0% | 0.13% | -71.2% |
| BLCM | New | BELLICUM PHARMA | $323,000 | – | 13,968 | +100.0% | 0.13% | – |
| HD | New | HOME DEPOT INC | $321,000 | – | 3,076 | +100.0% | 0.13% | – |
| EQT | Sell | EQT CORP | $319,000 | -63.0% | 4,224 | -54.6% | 0.13% | -74.5% |
| BMRN | Sell | BIOMARIN PHARMACEUTICAL INC | $319,000 | +2.6% | 3,494 | -18.3% | 0.13% | -29.3% |
| DFODQ | Sell | DEAN FOODS CO | $316,000 | -83.3% | 16,305 | -88.6% | 0.13% | -88.4% |
| CF | Sell | CF INDUSTRIES HOLDINGS INC | $316,000 | -26.7% | 1,156 | -25.3% | 0.13% | -49.4% |
| TK | New | TEEKAY CORP | $314,000 | – | 6,054 | +100.0% | 0.13% | – |
| TWX | Sell | TIME WARNER INC | $313,000 | -62.8% | 3,646 | -67.3% | 0.13% | -74.3% |
| CJES | Buy | C&J ENERGY SERVICES INC | $305,000 | -1.3% | 22,910 | +130.3% | 0.12% | -31.7% |
| AKRXQ | New | AKORN INC | $307,000 | – | 8,412 | +100.0% | 0.12% | – |
| DECK | New | DECKERS OUTDOOR CP | $306,000 | – | 3,331 | +100.0% | 0.12% | – |
| BKS | Sell | BARNES & NOBLE INC | $303,000 | -64.4% | 12,963 | -69.5% | 0.12% | -75.4% |
| KSS | New | KOHLS CORP | $304,000 | – | 4,964 | +100.0% | 0.12% | – |
| AR | New | ANTERO RESOURCES CORP | $304,000 | – | 7,465 | +100.0% | 0.12% | – |
| AHP | New | ASHFORD HOSPITALITY PRIME INC | $301,000 | – | 17,440 | +100.0% | 0.12% | – |
| FOLD | Buy | AMICUS THERAPEUTICS INC | $294,000 | +121.1% | 35,353 | +59.7% | 0.12% | +53.2% |
| KING | New | KING DIGITAL ENTERTAINMENT PLC | $294,000 | – | 19,019 | +100.0% | 0.12% | – |
| CVI | New | CVR ENERGY INC | $292,000 | – | 7,460 | +100.0% | 0.12% | – |
| ULTA | Sell | ULTA SALON, COSMETICS & FRAGRANCE INC | $283,000 | -60.0% | 2,202 | -63.2% | 0.11% | -72.3% |
| CRZO | Sell | CARRIZO OIL & GAS INC | $281,000 | -39.3% | 6,784 | -18.8% | 0.11% | -58.0% |
| BDX | New | BECTON DICKINSON AND CO | $280,000 | – | 1,998 | +100.0% | 0.11% | – |
| GWR | New | GENESEE & WYOMING INCcl a | $278,000 | – | 3,090 | +100.0% | 0.11% | – |
| CAVM | New | CAVIUM INC | $275,000 | – | 4,461 | +100.0% | 0.11% | – |
| PTCT | New | PTC THERAPEUTICS INC | $274,000 | – | 5,212 | +100.0% | 0.11% | – |
| LUV | New | SOUTHWEST AIRLINES CO | $273,000 | – | 6,483 | +100.0% | 0.11% | – |
| MON | New | MONSANTO CO | $271,000 | – | 2,248 | +100.0% | 0.11% | – |
| SCTY | New | SOLARCITY CORPORATION | $267,000 | – | 4,952 | +100.0% | 0.11% | – |
| EAT | New | BRINKER INTERNATIONAL INC | $265,000 | – | 4,506 | +100.0% | 0.11% | – |
| DISH | New | DISH NETWORK CORPORATION | $261,000 | – | 3,557 | +100.0% | 0.10% | – |
| PNC | New | PNC FINANCIAL SERVICES GROUP | $258,000 | – | 2,790 | +100.0% | 0.10% | – |
| NEBLQ | New | NOBLE CORP PLC | $251,000 | – | 14,830 | +100.0% | 0.10% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $247,000 | – | 1,272 | +100.0% | 0.10% | – |
| MASI | New | MASIMO CORPORATION | $247,000 | – | 9,329 | +100.0% | 0.10% | – |
| ALK | Sell | ALASKA AIR GROUP INC | $247,000 | -80.6% | 4,135 | -85.8% | 0.10% | -86.7% |
| AJG | Sell | ARTHUR J GALLAGHER & CO | $245,000 | -53.9% | 5,158 | -56.2% | 0.10% | -68.3% |
| ACHN | New | ACHILLION PHARMACEUTICALS INC | $243,000 | – | 19,776 | +100.0% | 0.10% | – |
| SPG | New | SIMON PROPERTY GROUP INC | $236,000 | – | 1,281 | +100.0% | 0.10% | – |
| SLCA | New | US SILICA HOLDINGS INC | $237,000 | – | 9,488 | +100.0% | 0.10% | – |
| GES | New | GUESS? INC | $234,000 | – | 11,034 | +100.0% | 0.09% | – |
| FLR | New | FLUOR CORP | $233,000 | – | 3,819 | +100.0% | 0.09% | – |
| ORCL | Sell | ORACLE CORP | $231,000 | -75.7% | 5,129 | -79.3% | 0.09% | -83.2% |
| BOH | New | BANK OF HAWAII CORP | $231,000 | – | 3,867 | +100.0% | 0.09% | – |
| BBG | New | BILL BARRETT CORP | $228,000 | – | 19,798 | +100.0% | 0.09% | – |
| AREXQ | New | APPROACH RESOURCES INC | $228,000 | – | 35,804 | +100.0% | 0.09% | – |
| SO | New | THE SOUTHERN CO | $227,000 | – | 4,578 | +100.0% | 0.09% | – |
| CVX | Sell | CHEVRON CORP | $224,000 | -32.1% | 1,986 | -27.4% | 0.09% | -53.1% |
| WIN | Buy | WINDSTREAM HOLDINGS INC | $224,000 | -11.8% | 27,146 | +13.7% | 0.09% | -39.2% |
| JOY | New | JOY GLOBAL INC | $222,000 | – | 4,651 | +100.0% | 0.09% | – |
| BAX | New | BAXTER INTERNATIONAL INC | $221,000 | – | 2,993 | +100.0% | 0.09% | – |
| DLTR | Sell | DOLLAR TREE INC | $219,000 | -69.0% | 3,101 | -75.4% | 0.09% | -78.6% |
| FBP | New | FIRST BANCORP PUERTO RICO | $218,000 | – | 37,182 | +100.0% | 0.09% | – |
| WCC | New | WESCO INTERNATIONAL INC | $217,000 | – | 2,827 | +100.0% | 0.09% | – |
| REGN | New | REGENERON PHARMACEUTICALS INC | $215,000 | – | 525 | +100.0% | 0.09% | – |
| NEE | Sell | NEXTERA ENERGY INC | $215,000 | -77.4% | 2,004 | -80.3% | 0.09% | -84.4% |
| NRZ | New | NEW RESIDENTIAL INVESTMENT | $214,000 | – | 16,709 | +100.0% | 0.09% | – |
| PFE | New | PFIZER INC | $214,000 | – | 6,829 | +100.0% | 0.09% | – |
| EXC | New | EXELON CORP | $212,000 | – | 5,624 | +100.0% | 0.08% | – |
| WBC | New | WABCO HOLDINGS INC | $212,000 | – | 2,023 | +100.0% | 0.08% | – |
| RGA | New | REINSURANCE GROUP OF AMERICA | $211,000 | – | 2,387 | +100.0% | 0.08% | – |
| VIAB | Sell | VIACOM INCcl b | $208,000 | -22.4% | 2,725 | -21.8% | 0.08% | -46.2% |
| PRA | New | PROASSURANCE CORP | $207,000 | – | 4,558 | +100.0% | 0.08% | – |
| SHOO | New | STEVE MADDEN LTD | $206,000 | – | 6,437 | +100.0% | 0.08% | – |
| IRWD | New | IRONWOOD PHARMACEUTICALS INC | $203,000 | – | 13,347 | +100.0% | 0.08% | – |
| A104PS | New | HILTON WORLDWIDE HOLDINGS INC | $203,000 | – | 7,765 | +100.0% | 0.08% | – |
| CHK | Sell | CHESAPEAKE ENERGY CORP | $203,000 | -40.6% | 10,333 | -28.6% | 0.08% | -58.8% |
| AZO | New | AUTOZONE INC | $203,000 | – | 327 | +100.0% | 0.08% | – |
| EW | New | EDWARDS LIFESCIENCES CORP | $204,000 | – | 1,590 | +100.0% | 0.08% | – |
| BSX | Buy | BOSTON SCIENTIFIC CORP | $205,000 | +45.4% | 15,386 | +29.6% | 0.08% | 0.0% |
| HSBC | New | HSBC HOLDINGS PLC | $205,000 | – | 4,336 | +100.0% | 0.08% | – |
| ADS | Sell | ALLIANCE DATA SYSTEMS CORP | $204,000 | -32.2% | 713 | -40.7% | 0.08% | -53.1% |
| YY | New | YY INC | $203,000 | – | 3,237 | +100.0% | 0.08% | – |
| MGA | New | MAGNA INTERNATIONAL INC | $201,000 | – | 1,844 | +100.0% | 0.08% | – |
| GBLI | New | UNITED AMERICA INDEMNITY, LTD | $202,000 | – | 7,095 | +100.0% | 0.08% | – |
| MYL | Sell | MYLAN INC | $202,000 | -70.5% | 3,564 | -76.2% | 0.08% | -79.7% |
| AVP | Sell | AVON PRODUCTS INC | $201,000 | -76.8% | 21,270 | -69.1% | 0.08% | -83.9% |
| TEVA | New | TEVA PHARMACEUTICAL | $202,000 | – | 3,528 | +100.0% | 0.08% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION | $201,000 | – | 3,789 | +100.0% | 0.08% | – |
| DDC | New | DOMINION DIAMOND CORP | $201,000 | – | 11,204 | +100.0% | 0.08% | – |
| RDN | New | RADIAN GROUP INC | $200,000 | – | 11,943 | +100.0% | 0.08% | – |
| SCSS | New | SELECT COMFORT CORPORATION | $200,000 | – | 7,382 | +100.0% | 0.08% | – |
| TEN | New | TENNECO INC | $200,000 | – | 3,519 | +100.0% | 0.08% | – |
| CDNS | New | CADENCE DESIGN SYSTEMS INC | $198,000 | – | 10,336 | +100.0% | 0.08% | – |
| ALSN | New | ALLISON TRANSMISSION HOLDING | $200,000 | – | 5,889 | +100.0% | 0.08% | – |
| EGO | Buy | ELDORADO GOLD CORP | $187,000 | +103.3% | 30,745 | +128.1% | 0.08% | +38.9% |
| AEO | New | AMERICAN EAGLE OUTFITTERS | $187,000 | – | 13,468 | +100.0% | 0.08% | – |
| BDSI | New | BIODELIVERY SCIENCES INTERNATIONAL INC | $184,000 | – | 14,831 | +100.0% | 0.07% | – |
| JONE | New | JONES ENERGY LTD | $179,000 | – | 15,866 | +100.0% | 0.07% | – |
| SDRL | New | SEADRILL LTD | $164,000 | – | 13,750 | +100.0% | 0.07% | – |
| CUZ | New | COUSINS PROPERTIES INC | $146,000 | – | 12,660 | +100.0% | 0.06% | – |
| JCPNQ | New | J.C. PENNEY CO INC | $138,000 | – | 21,381 | +100.0% | 0.06% | – |
| BVN | New | CIA DE MINAS BUENAVENTUR | $119,000 | – | 12,291 | +100.0% | 0.05% | – |
| FMSA | New | FMSA HOLDINGS INC | $117,000 | – | 17,378 | +100.0% | 0.05% | – |
| PESXQ | New | PIONEER ENERGY SERVICES CORP | $105,000 | – | 18,817 | +100.0% | 0.04% | – |
| NOG | New | NORTHERN OIL AND GAS INC | $101,000 | – | 17,735 | +100.0% | 0.04% | – |
| PVAHQ | Sell | PENN VIRGINIA CORP | $101,000 | -78.9% | 15,622 | -58.3% | 0.04% | -85.3% |
| FTR | Buy | FRONTIER COMMUNICATIONS CORPORATION | $89,000 | +25.4% | 13,406 | +22.2% | 0.04% | -12.2% |
| TLM | New | TALISMAN ENERGY INC | $86,000 | – | 11,029 | +100.0% | 0.04% | – |
| AMCC | New | APPLIED MICRO CIRCUITS CORPORATION | $84,000 | – | 12,840 | +100.0% | 0.03% | – |
| BTU | New | PEABODY ENERGY CORP | $84,000 | – | 10,878 | +100.0% | 0.03% | – |
| TKRFF | TINKA RESOURCES LTD | $2,000 | 0.0% | 10,000 | 0.0% | 0.00% | 0.0% | |
| AUY | Exit | YAMANA GOLD INC | $0 | – | -11,842 | -100.0% | -0.04% | – |
| SFXEQ | Exit | SFX ENTERTAINMENT CM | $0 | – | -22,466 | -100.0% | -0.07% | – |
| PGNPQ | Exit | PARAGON OFFSHORE | $0 | – | -20,777 | -100.0% | -0.07% | – |
| GLUU | Exit | GLU MOBILE INC | $0 | – | -27,561 | -100.0% | -0.08% | – |
| CIVI | Exit | CIVITAS SOLUTIONS INC | $0 | – | -10,324 | -100.0% | -0.10% | – |
| SRC | Exit | SPIRIT REALTY CAPITAL INC | $0 | – | -15,721 | -100.0% | -0.10% | – |
| CNCE | Exit | CONCERT PHARMACEUTIC | $0 | – | -12,885 | -100.0% | -0.10% | – |
| CX | Exit | CEMEX SAB-SPONS ADR PART CERadr | $0 | – | -14,273 | -100.0% | -0.11% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -15,571 | -100.0% | -0.11% | – |
| TWI | Exit | TITAN INTERNATIONAL INC | $0 | – | -15,279 | -100.0% | -0.11% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -12,308 | -100.0% | -0.11% | – |
| AVT | Exit | AVNET INC | $0 | – | -4,809 | -100.0% | -0.12% | – |
| ROC | Exit | ROCKWOOD HOLDINGS INC | $0 | – | -2,597 | -100.0% | -0.12% | – |
| DK | Exit | DELEK US HOLDINGS INC | $0 | – | -6,043 | -100.0% | -0.12% | – |
| AN | Exit | AUTONATION INC | $0 | – | -4,013 | -100.0% | -0.12% | – |
| WYNN | Exit | WYNN RESORTS LIMITED | $0 | – | -1,144 | -100.0% | -0.12% | – |
| ALB | Exit | ALBEMARLE CORP | $0 | – | -3,448 | -100.0% | -0.12% | – |
| NDAQ | Exit | THE NASDAQ OMX GROUP INC | $0 | – | -4,904 | -100.0% | -0.12% | – |
| MDT | Exit | MEDTRONIC INC | $0 | – | -3,407 | -100.0% | -0.12% | – |
| KRFT | Exit | KRAFT FOODS GROUP | $0 | – | -3,781 | -100.0% | -0.12% | – |
| DISCA | Exit | DISCOVERY COMMUNICATIONS INC - SERIES A COMMON STOCK | $0 | – | -5,826 | -100.0% | -0.13% | – |
| HUBG | Exit | HUB GROUP INC | $0 | – | -5,345 | -100.0% | -0.13% | – |
| VRSN | Exit | VERISIGN INC | $0 | – | -3,992 | -100.0% | -0.13% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -9,905 | -100.0% | -0.13% | – |
| ATML | Exit | ATMEL CORPORATION | $0 | – | -26,889 | -100.0% | -0.13% | – |
| FINL | Exit | THE FINISH LINE INC | $0 | – | -8,851 | -100.0% | -0.13% | – |
| SPF | Exit | STANDARD PACIFIC CORP | $0 | – | -29,647 | -100.0% | -0.13% | – |
| DDD | Exit | 3D SYSTEMS CORP | $0 | – | -4,792 | -100.0% | -0.13% | – |
| MDLZ | Exit | MONDELEZ INTERNATIONAL INC | $0 | – | -6,730 | -100.0% | -0.13% | – |
| DVA | Exit | DAVITA HEALTHCARE PARTNERS I | $0 | – | -3,139 | -100.0% | -0.13% | – |
| HAR | Exit | HARMAN INTERNATIONAL | $0 | – | -2,290 | -100.0% | -0.14% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -2,518 | -100.0% | -0.14% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -3,167 | -100.0% | -0.14% | – |
| NCR | Exit | NCR CORPORATION | $0 | – | -7,147 | -100.0% | -0.14% | – |
| KMI | Exit | KINDER MORGAN INC | $0 | – | -6,243 | -100.0% | -0.14% | – |
| IBKC | Exit | IBERIABANK CORPORATION | $0 | – | -3,806 | -100.0% | -0.14% | – |
| CHMT | Exit | CHEMTURA CORP | $0 | – | -10,205 | -100.0% | -0.14% | – |
| EXH | Exit | EXTERRAN HOLDINGS INC | $0 | – | -5,552 | -100.0% | -0.14% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -10,683 | -100.0% | -0.14% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -4,174 | -100.0% | -0.15% | – |
| PVH | Exit | PVH CORP | $0 | – | -2,125 | -100.0% | -0.15% | – |
| GIII | Exit | G-III APPAREL GROUP, LTD. | $0 | – | -3,132 | -100.0% | -0.15% | – |
| WETF | Exit | WISDOMTREE INVESTMENTS INC | $0 | – | -22,984 | -100.0% | -0.16% | – |
| BKD | Exit | BROOKDALE SENIOR LIVING INC | $0 | – | -8,169 | -100.0% | -0.16% | – |
| RL | Exit | RALPH LAUREN CORP | $0 | – | -1,648 | -100.0% | -0.16% | – |
| ITG | Exit | INVESTMENT TECHNOLOGY GROUP | $0 | – | -17,225 | -100.0% | -0.16% | – |
| LXP | Exit | LEXINGTON REALTY TRUST | $0 | – | -27,998 | -100.0% | -0.16% | – |
| CPA | Exit | COPA HOLDINGS SA-CLASS Acl a | $0 | – | -2,666 | -100.0% | -0.16% | – |
| VMC | Exit | VULCAN MATERIALS CO | $0 | – | -4,662 | -100.0% | -0.16% | – |
| EPAC | Exit | ACTUANT CORP-Acl a | $0 | – | -9,061 | -100.0% | -0.17% | – |
| CELG | Exit | CELGENE CORPORATION | $0 | – | -3,018 | -100.0% | -0.17% | – |
| FDS | Exit | FACTSET RESEARCH SYSTEMS INC | $0 | – | -2,364 | -100.0% | -0.17% | – |
| R108 | Exit | ENERGIZER HOLDINGS INC | $0 | – | -2,354 | -100.0% | -0.17% | – |
| COST | Exit | COSTCO WHOLESALE CORPORATION | $0 | – | -2,332 | -100.0% | -0.17% | – |
| ARIA | Exit | ARIAD PHARMACEUTICALS INC | $0 | – | -52,083 | -100.0% | -0.17% | – |
| BLL | Exit | BALL CORP | $0 | – | -4,704 | -100.0% | -0.18% | – |
| FHI | Exit | FEDERATED INVESTORS INC-CL Bcl b | $0 | – | -10,489 | -100.0% | -0.18% | – |
| HK | Exit | HALCON RESOURCES CORP | $0 | – | -74,604 | -100.0% | -0.18% | – |
| HUBB | Exit | HUBBELL INC -CL Bcl b | $0 | – | -2,569 | -100.0% | -0.18% | – |
| FLO | Exit | FLOWERS FOODS INC | $0 | – | -17,115 | -100.0% | -0.18% | – |
| FFIN | Exit | FIRST FINANCIAL BANKSHARES INC | $0 | – | -11,318 | -100.0% | -0.18% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -3,274 | -100.0% | -0.18% | – |
| OGE | Exit | OGE ENERGY CORP | $0 | – | -8,585 | -100.0% | -0.19% | – |
| MAS | Exit | MASCO CORP | $0 | – | -13,447 | -100.0% | -0.19% | – |
| AKS | Exit | AK STEEL HOLDING CORP | $0 | – | -38,492 | -100.0% | -0.19% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -5,706 | -100.0% | -0.19% | – |
| WMB | Exit | WILLIAMS COS INC | $0 | – | -5,799 | -100.0% | -0.19% | – |
| INTU | Exit | INTUIT INC | $0 | – | -3,733 | -100.0% | -0.19% | – |
| NAVI | Exit | NAVIENT CORP | $0 | – | -19,099 | -100.0% | -0.20% | – |
| AXL | Exit | AMERICAN AXLE & MFG HOLDINGS | $0 | – | -19,922 | -100.0% | -0.20% | – |
| CSC | Exit | COMPUTER SCIENCES CORP | $0 | – | -5,845 | -100.0% | -0.20% | – |
| SWFT | Exit | SWIFT TRANSPORTATION CO | $0 | – | -16,730 | -100.0% | -0.20% | – |
| MDSO | Exit | MEDIDATA SOLUTIONS INC | $0 | – | -7,881 | -100.0% | -0.20% | – |
| GDOT | Exit | GREEN DOT CORP-CLASS Acl a | $0 | – | -16,615 | -100.0% | -0.20% | – |
| PACW | Exit | PACWEST BANCORP | $0 | – | -8,581 | -100.0% | -0.21% | – |
| ZSPH | Exit | ZS PHARMA INC CS | $0 | – | -9,047 | -100.0% | -0.21% | – |
| TSL | Exit | TRINA SOLAR LTD-SPON ADRadr | $0 | – | -27,470 | -100.0% | -0.21% | – |
| WAGE | Exit | WAGEWORKS INC | $0 | – | -7,736 | -100.0% | -0.21% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -6,242 | -100.0% | -0.22% | – |
| DORM | Exit | DORMAN PRODUCTS INC | $0 | – | -9,438 | -100.0% | -0.22% | – |
| PLCM | Exit | POLYCOM INC | $0 | – | -31,099 | -100.0% | -0.23% | – |
| MPC | Exit | MARATHON PETROLEUM CORP | $0 | – | -4,632 | -100.0% | -0.23% | – |
| SHW | Exit | SHERWIN-WILLIAMS CO/THE | $0 | – | -1,797 | -100.0% | -0.23% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -18,702 | -100.0% | -0.23% | – |
| MW | Exit | MEN'S WEARHOUSE INC/THE | $0 | – | -8,847 | -100.0% | -0.25% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORPORATION | $0 | – | -3,276 | -100.0% | -0.25% | – |
| DAR | Exit | DARLING INTERNATIONAL INC | $0 | – | -24,355 | -100.0% | -0.26% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -7,116 | -100.0% | -0.26% | – |
| GT | Exit | GOODYEAR TIRE & RUBBER CO | $0 | – | -19,696 | -100.0% | -0.26% | – |
| DAN | Exit | DANA HOLDING CORP | $0 | – | -23,139 | -100.0% | -0.27% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -5,652 | -100.0% | -0.27% | – |
| EMN | Exit | EASTMAN CHEMICAL CO | $0 | – | -5,623 | -100.0% | -0.27% | – |
| GATX | Exit | GATX CORP | $0 | – | -7,777 | -100.0% | -0.27% | – |
| SFYWQ | Exit | SWIFT ENERGY CO | $0 | – | -46,450 | -100.0% | -0.27% | – |
| KMT | Exit | KENNAMETAL INC | $0 | – | -11,192 | -100.0% | -0.27% | – |
| VECO | Exit | VEECO INSTRUMENTS INC | $0 | – | -13,202 | -100.0% | -0.27% | – |
| REXX | Exit | REX ENERGY CORPORATION | $0 | – | -34,831 | -100.0% | -0.27% | – |
| ARRS | Exit | ARRIS GROUP INC | $0 | – | -16,468 | -100.0% | -0.28% | – |
| CMG | Exit | CHIPOTLE MEXICAN GRILL INC | $0 | – | -724 | -100.0% | -0.28% | – |
| UNP | Exit | UNION PACIFIC CORP | $0 | – | -4,467 | -100.0% | -0.28% | – |
| POST | Exit | POST HOLDINGS INC | $0 | – | -14,325 | -100.0% | -0.28% | – |
| CBI | Exit | CHICAGO BRIDGE & IRON CO NV | $0 | – | -8,335 | -100.0% | -0.28% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -11,443 | -100.0% | -0.28% | – |
| AMD | Exit | ADVANCED MICRO DEVICES | $0 | – | -138,269 | -100.0% | -0.29% | – |
| BXS | Exit | BANCORPSOUTH INC | $0 | – | -24,016 | -100.0% | -0.29% | – |
| FMER | Exit | FIRSTMERIT CORPORATION | $0 | – | -27,786 | -100.0% | -0.29% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -11,660 | -100.0% | -0.29% | – |
| USB | Exit | US BANCORP | $0 | – | -11,842 | -100.0% | -0.29% | – |
| QLIK | Exit | QLIK TECHNOLOGIES INC | $0 | – | -18,166 | -100.0% | -0.29% | – |
| MSTR | Exit | MICROSTRATEGY INCORPORATED | $0 | – | -3,827 | -100.0% | -0.30% | – |
| CYH | Exit | COMMUNITY HEALTH SYSTEMS INC | $0 | – | -9,234 | -100.0% | -0.30% | – |
| RYL | Exit | RYLAND GROUP INC/THE | $0 | – | -15,270 | -100.0% | -0.30% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -8,901 | -100.0% | -0.30% | – |
| CLVS | Exit | CLOVIS ONCOLOGY INC | $0 | – | -11,070 | -100.0% | -0.30% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -2,688 | -100.0% | -0.31% | – |
| FOSL | Exit | FOSSIL GROUP CMN STK | $0 | – | -5,530 | -100.0% | -0.31% | – |
| PKG | Exit | PACKAGING CORP OF AMERICA | $0 | – | -8,271 | -100.0% | -0.31% | – |
| A309PS | Exit | DIRECTV CLASS Acl a | $0 | – | -6,231 | -100.0% | -0.31% | – |
| DMND | Exit | DIAMOND FOODS INC | $0 | – | -18,828 | -100.0% | -0.32% | – |
| CY | Exit | CYPRESS SEMICONDUCTOR CORPORATION | $0 | – | -54,027 | -100.0% | -0.32% | – |
| CNQR | Exit | CONCUR TECHNOLOGIES | $0 | – | -4,362 | -100.0% | -0.32% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -8,950 | -100.0% | -0.33% | – |
| TGI | Exit | TRIUMPH GROUP INC | $0 | – | -8,648 | -100.0% | -0.33% | – |
| FUL | Exit | H.B. FULLER CO. | $0 | – | -14,427 | -100.0% | -0.34% | – |
| STZ | Exit | CONSTELLATION BRANDS INC-Acl a | $0 | – | -6,727 | -100.0% | -0.34% | – |
| SRE | Exit | SEMPRA ENERGY | $0 | – | -5,569 | -100.0% | -0.34% | – |
| TDW | Exit | TIDEWATER INC | $0 | – | -14,682 | -100.0% | -0.34% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -2,942 | -100.0% | -0.34% | – |
| WAT | Exit | WATERS CORP | $0 | – | -5,910 | -100.0% | -0.34% | – |
| TAP | Exit | MOLSON COORS BREWING CO -Bcl b | $0 | – | -8,132 | -100.0% | -0.35% | – |
| BABA | Exit | ALIBABA GROUP HOLDING-SP ADRadr | $0 | – | -6,799 | -100.0% | -0.35% | – |
| KMX | Exit | CARMAX INC | $0 | – | -13,065 | -100.0% | -0.36% | – |
| MIK | Exit | THE MICHAELS COMP CM | $0 | – | -35,818 | -100.0% | -0.36% | – |
| AF | Exit | ASTORIA FINANCIAL CORP | $0 | – | -50,603 | -100.0% | -0.37% | – |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -4,305 | -100.0% | -0.38% | – |
| LTM | Exit | LIFE TIME FITNESS INC | $0 | – | -12,746 | -100.0% | -0.38% | – |
| BGS | Exit | B&G FOODS INC | $0 | – | -23,590 | -100.0% | -0.38% | – |
| JAH | Exit | JARDEN CORP | $0 | – | -10,854 | -100.0% | -0.38% | – |
| LMCK | Exit | LIBERTY MEDIA C | $0 | – | -13,965 | -100.0% | -0.38% | – |
| LMCA | Exit | LIBERTY MEDIA SRS A | $0 | – | -13,882 | -100.0% | -0.38% | – |
| CVS | Exit | CVS CAREMARK CORP | $0 | – | -8,300 | -100.0% | -0.39% | – |
| ABY | Exit | ABENGOA YIELD ORDord shrs | $0 | – | -18,887 | -100.0% | -0.39% | – |
| CATM | Exit | CARDTRONICS INC | $0 | – | -19,140 | -100.0% | -0.39% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -19,788 | -100.0% | -0.40% | – |
| RF | Exit | REGIONS FINANCIAL CORP | $0 | – | -68,153 | -100.0% | -0.40% | – |
| OI | Exit | OWENS-ILLINOIS INC | $0 | – | -25,873 | -100.0% | -0.40% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -18,206 | -100.0% | -0.40% | – |
| RMD | Exit | RESMED INC | $0 | – | -13,888 | -100.0% | -0.40% | – |
| GLFMQ | Exit | GULFMARK OFFSHORE INC-CL Acl a | $0 | – | -21,786 | -100.0% | -0.41% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -12,016 | -100.0% | -0.42% | – |
| CMA | Exit | COMERICA INC | $0 | – | -14,823 | -100.0% | -0.43% | – |
| POL | Exit | POLYONE CORPORATION | $0 | – | -20,667 | -100.0% | -0.43% | – |
| FAST | Exit | FASTENAL COMPANY | $0 | – | -17,189 | -100.0% | -0.45% | – |
| BECN | Exit | BEACON ROOFING SUPPLY INC | $0 | – | -30,059 | -100.0% | -0.46% | – |
| JDSU | Exit | JDS UNIPHASE CORPORATION | $0 | – | -60,793 | -100.0% | -0.46% | – |
| MHRCQ | Exit | MAGNUM HUNTER RESOURCES CORP | $0 | – | -134,269 | -100.0% | -0.46% | – |
| HOMB | Exit | HOME BANCSHARES INC | $0 | – | -26,434 | -100.0% | -0.46% | – |
| LB | Exit | L BRANDS | $0 | – | -11,732 | -100.0% | -0.46% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -1,721 | -100.0% | -0.46% | – |
| SNSS | Exit | SUNESIS PHARMACEUTICALS INC | $0 | – | -107,416 | -100.0% | -0.47% | – |
| TJX | Exit | TJX COMPANIES INC | $0 | – | -13,459 | -100.0% | -0.47% | – |
| FIS | Exit | FIDELITY NATIONAL INFORMATIO | $0 | – | -14,642 | -100.0% | -0.48% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -12,545 | -100.0% | -0.48% | – |
| DOW | Exit | DOW CHEMICAL CO/THE | $0 | – | -16,027 | -100.0% | -0.50% | – |
| WFTIQ | Exit | WEATHERFORD INTERNATIONAL PLC | $0 | – | -40,731 | -100.0% | -0.50% | – |
| SU | Exit | SUNCOR ENERGY INC | $0 | – | -23,978 | -100.0% | -0.50% | – |
| HUM | Exit | HUMANA INC | $0 | – | -6,590 | -100.0% | -0.51% | – |
| B | Exit | BARNES GROUP INC | $0 | – | -29,298 | -100.0% | -0.52% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -15,479 | -100.0% | -0.53% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -11,324 | -100.0% | -0.54% | – |
| CMCSA | Exit | COMCAST CORPORATION | $0 | – | -17,259 | -100.0% | -0.54% | – |
| CAKE | Exit | THE CHEESECAKE FACTORY INCORPORATED | $0 | – | -20,756 | -100.0% | -0.56% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -8,229 | -100.0% | -0.57% | – |
| FRAN | Exit | FRANCESCA'S HOLDINGS CORPORATION | $0 | – | -70,129 | -100.0% | -0.57% | – |
| GLW | Exit | CORNING INC | $0 | – | -51,861 | -100.0% | -0.59% | – |
| ATHL | Exit | ATHLON ENERGY INC | $0 | – | -18,797 | -100.0% | -0.64% | – |
| AAPL | Exit | APPLE INC | $0 | – | -11,228 | -100.0% | -0.66% | – |
| BOFI | Exit | BOFI HOLDING INC | $0 | – | -15,590 | -100.0% | -0.67% | – |
| SLM | Exit | SLM CORPORATION | $0 | – | -140,509 | -100.0% | -0.70% | – |
| Q104PS | Exit | PARKWAY PROPERTIES INC | $0 | – | -64,401 | -100.0% | -0.71% | – |
| YHOO | Exit | YAHOO! INC | $0 | – | -31,366 | -100.0% | -0.74% | – |
| NPBC | Exit | NATIONAL PENN BANCSHARES INC | $0 | – | -135,890 | -100.0% | -0.77% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -12,135 | -100.0% | -0.79% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -11,117 | -100.0% | -0.84% | – |
| MNST | Exit | MONSTER BEVERAGE CP | $0 | – | -16,372 | -100.0% | -0.87% | – |
| ATW | Exit | ATWOOD OCEANICS INC | $0 | – | -35,144 | -100.0% | -0.90% | – |
| GTATQ | Exit | GT ADVANCED TECHNOLOGIES INC | $0 | – | -142,634 | -100.0% | -0.93% | – |
| PTEN | Exit | PATTERSON-UTI ENERGY INC | $0 | – | -49,515 | -100.0% | -0.95% | – |
| CLI | Exit | MACK-CALI REALTY CORP | $0 | – | -86,051 | -100.0% | -0.97% | – |
| ASNA | Exit | ASCENA RETAIL GROUP INC | $0 | – | -123,663 | -100.0% | -0.98% | – |
| BCO | Exit | BRINK'S CO/THE | $0 | – | -75,169 | -100.0% | -1.06% | – |
| SLXP | Exit | SALIX PHARMACEUTICALS LTD | $0 | – | -14,266 | -100.0% | -1.29% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-01-21
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| BOSTON SCIENTIFIC CORPORATION | 28 | Q4 2020 | 1.4% |
| BRISTOL-MYERS SQUIBB CO | 26 | Q1 2021 | 1.6% |
| FACEBOOK INC CL A | 26 | Q2 2021 | 1.0% |
| MICROSOFT CORP | 25 | Q2 2021 | 1.8% |
| AMAZON.COM, INC. | 24 | Q2 2021 | 1.6% |
| HONEYWELL INTL INC | 24 | Q4 2020 | 1.4% |
| BAXTER INTL INC | 24 | Q3 2020 | 0.8% |
| KEYCORP NEW | 24 | Q2 2021 | 0.7% |
| T-MOBILE US INC | 23 | Q1 2021 | 1.0% |
| FIFTH THIRD BANCORP | 23 | Q4 2020 | 1.0% |
View Quantitative Systematic Strategies LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2022-11-10 |
| 13F-HR | 2022-08-08 |
| 13F-HR | 2022-05-04 |
| 13F-HR | 2022-02-07 |
| 13F-HR | 2021-11-16 |
| 13F-HR/A | 2021-08-11 |
| 13F-HR | 2021-08-05 |
| 13F-HR | 2021-05-06 |
| 13F-HR | 2021-02-09 |
| 13F-HR | 2020-11-09 |
View Quantitative Systematic Strategies LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.