$203 Million is the total value of Quantitative Systematic Strategies LLC's 348 reported holdings in Q3 2015. The portfolio turnover from Q2 2015 to Q3 2015 was 98.8% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| YHOO | Sell | YAHOO INC | $2,232,000 | -39.6% | 77,199 | -18.5% | 1.10% | +33.7% |
| BMY | Buy | BRISTOL-MYERS SQUIBB CO | $2,194,000 | +291.8% | 37,062 | +336.9% | 1.08% | +763.2% |
| EQT | Buy | EQT CORP | $2,131,000 | +65.2% | 32,898 | +107.5% | 1.05% | +265.2% |
| ZTS | Sell | ZOETIS INC | $1,903,000 | -35.6% | 46,207 | -25.7% | 0.94% | +42.5% |
| TSO | Sell | TESORO CORP | $1,836,000 | -24.6% | 18,851 | -35.1% | 0.90% | +66.6% |
| LUV | Buy | SOUTHWEST AIRLINES CO | $1,768,000 | +151.9% | 46,467 | +120.2% | 0.87% | +457.1% |
| LQ | Buy | LA QUINTA HOLDINGS INC | $1,632,000 | +24.5% | 103,402 | +78.6% | 0.80% | +175.0% |
| BURL | Buy | BURLINGTON STORES INC | $1,544,000 | +104.5% | 30,257 | +104.1% | 0.76% | +351.8% |
| AMZN | Buy | AMAZON.COM INC | $1,529,000 | +297.1% | 2,974 | +233.4% | 0.75% | +774.4% |
| C | Buy | CITIGROUP INC | $1,487,000 | -6.1% | 29,967 | +4.1% | 0.73% | +107.7% |
| HUBB | New | HUBBELL INCcl b | $1,481,000 | – | 17,429 | +100.0% | 0.73% | – |
| GTN | New | GRAY TELEVISION INC | $1,434,000 | – | 112,536 | +100.0% | 0.70% | – |
| TRN | New | TRINITY INDUSTRIES INC | $1,407,000 | – | 62,114 | +100.0% | 0.69% | – |
| CF | Buy | CF INDUSTRIES HOLDINGS INC | $1,403,000 | +252.5% | 31,276 | +392.0% | 0.69% | +675.3% |
| WDC | Buy | WESTERN DIGITAL CORP | $1,396,000 | +171.1% | 17,670 | +180.9% | 0.69% | +496.5% |
| STRZA | New | STARZ INCcl a | $1,395,000 | – | 37,390 | +100.0% | 0.69% | – |
| EW | Buy | EDWARDS LIFESCIENCES CORP | $1,365,000 | +97.3% | 9,598 | +97.5% | 0.67% | +335.7% |
| FB | Sell | FACEBOOK INCcl a | $1,358,000 | -68.8% | 15,104 | -70.2% | 0.67% | -31.1% |
| AMG | New | AFFILIATED MANAGERS GROUP | $1,357,000 | – | 7,936 | +100.0% | 0.67% | – |
| CAG | Sell | CONAGRA FOODS INC | $1,342,000 | -64.3% | 33,101 | -61.8% | 0.66% | -21.1% |
| COST | Buy | COSTCO WHOLESALE CORP | $1,288,000 | +86.7% | 8,919 | +75.5% | 0.63% | +313.7% |
| FTNT | Buy | FORTINET INC | $1,265,000 | +19.7% | 29,771 | +14.4% | 0.62% | +164.7% |
| GOOGL | New | ALPHABET INCcl a | $1,262,000 | – | 1,976 | +100.0% | 0.62% | – |
| BAX | Buy | BAXTER INTERNATIONAL INC | $1,260,000 | -26.1% | 38,364 | +59.0% | 0.62% | +63.6% |
| IVZ | Sell | INVESCO LTD | $1,251,000 | -61.8% | 40,057 | -54.3% | 0.62% | -15.6% |
| CRI | Sell | CARTER'S INC | $1,192,000 | -27.1% | 13,156 | -14.8% | 0.59% | +61.0% |
| AMAT | Sell | APPLIED MATERIALS INC | $1,185,000 | -61.9% | 80,664 | -50.2% | 0.58% | -15.8% |
| BXLT | New | BAXALTA INC | $1,170,000 | – | 37,062 | +100.0% | 0.58% | – |
| TSN | Sell | TYSON FOODS INCcl a | $1,164,000 | -44.8% | 26,991 | -45.0% | 0.57% | +22.0% |
| WNR | New | WESTERN REFINING INC | $1,140,000 | – | 25,840 | +100.0% | 0.56% | – |
| HD | Buy | HOME DEPOT INC | $1,126,000 | +158.9% | 9,749 | +147.8% | 0.55% | +471.1% |
| SYMC | Sell | SYMANTEC CORP | $1,105,000 | -53.8% | 56,803 | -44.7% | 0.54% | +2.1% |
| STLD | Buy | STEEL DYNAMICS INC | $1,095,000 | +188.2% | 63,822 | +257.9% | 0.54% | +532.9% |
| DAL | Sell | DELTA AIR LINES INC. | $1,086,000 | -55.3% | 24,188 | -59.0% | 0.53% | -1.1% |
| JMEI | Buy | JUMEI INTERNATIONALadr | $1,080,000 | +7.1% | 109,475 | +128.5% | 0.53% | +137.1% |
| FTR | Sell | FRONTIER COMMUNICATIONS CORP | $1,070,000 | -69.6% | 225,507 | -68.3% | 0.53% | -32.7% |
| PEP | New | PEPSICO INC | $1,059,000 | – | 11,233 | +100.0% | 0.52% | – |
| NKE | Sell | NIKE INCcl b | $1,046,000 | -3.9% | 8,508 | -15.8% | 0.51% | +112.4% |
| CFG | New | CITIZENS FINANCIAL GROUP | $1,036,000 | – | 43,510 | +100.0% | 0.51% | – |
| UNH | Buy | UNITEDHEALTH GROUP INC | $1,003,000 | +95.1% | 8,648 | +104.8% | 0.49% | +332.5% |
| TTWO | Sell | TAKE-TWO INTERACTIVE SOFTWRE | $996,000 | -18.8% | 34,817 | -21.0% | 0.49% | +79.5% |
| SLB | Sell | SCHLUMBERGER LTD | $995,000 | -61.5% | 14,445 | -52.1% | 0.49% | -15.0% |
| AXL | New | AMERICAN AXLE & MFG HOLDINGS | $978,000 | – | 49,035 | +100.0% | 0.48% | – |
| FANG | Buy | DIAMONDBACK ENERGY INC | $972,000 | +203.8% | 15,045 | +252.8% | 0.48% | +573.2% |
| ANF | Sell | ABERCROMBIE & FITCH COcl a | $973,000 | -55.7% | 45,937 | -53.7% | 0.48% | -2.0% |
| VFC | New | VF CORP | $969,000 | – | 14,205 | +100.0% | 0.48% | – |
| SFS | Sell | SMART & FINAL STORES INC | $963,000 | -17.3% | 61,489 | -4.7% | 0.47% | +83.0% |
| CMCSA | Buy | COMCAST CORPcl a | $960,000 | +1.7% | 16,873 | +7.3% | 0.47% | +124.8% |
| LULU | New | LULULEMON ATHLETICA INC | $950,000 | – | 18,759 | +100.0% | 0.47% | – |
| OLN | Buy | OLIN CORP | $942,000 | +297.5% | 56,031 | +533.4% | 0.46% | +773.6% |
| SFM | Buy | SPROUTS FARMERS MARKET INC | $939,000 | -13.5% | 44,516 | +11.5% | 0.46% | +91.7% |
| UAA | Buy | UNDER ARMOUR INCcl a | $919,000 | +146.4% | 9,477 | +110.7% | 0.45% | +444.6% |
| TMUS | Buy | T-MOBILE US INC | $919,000 | +242.9% | 23,078 | +233.3% | 0.45% | +653.3% |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $919,000 | – | 94,855 | +100.0% | 0.45% | – |
| WFC | Buy | WELLS FARGO & CO | $916,000 | +9.6% | 17,841 | +19.8% | 0.45% | +141.9% |
| GLOG | New | GASLOG LTD | $915,000 | – | 95,105 | +100.0% | 0.45% | – |
| UTX | Buy | UNITED TECHNOLOGIES CORP | $905,000 | +26.6% | 10,173 | +58.7% | 0.44% | +179.9% |
| PCAR | New | PACCAR INC | $901,000 | – | 17,288 | +100.0% | 0.44% | – |
| LRCX | Buy | LAM RESEARCH CORP | $888,000 | -6.5% | 13,589 | +15.3% | 0.44% | +107.1% |
| MIC | Buy | MACQUARIE INFRASTRUCTURE CORP | $887,000 | +122.9% | 11,904 | +144.4% | 0.44% | +389.9% |
| RAI | Buy | REYNOLDS AMERICAN INC | $878,000 | +25.1% | 19,953 | +113.4% | 0.43% | +176.9% |
| TGT | New | TARGET CORP | $873,000 | – | 11,091 | +100.0% | 0.43% | – |
| TSU | New | TIM PARTICIPACOES SAadr | $871,000 | – | 92,210 | +100.0% | 0.43% | – |
| AET | Sell | AETNA INC | $867,000 | -75.6% | 7,921 | -71.6% | 0.43% | -46.1% |
| MRD | New | MEMORIAL RESOURCE DEVELOPMEN | $864,000 | – | 49,169 | +100.0% | 0.42% | – |
| SM | New | SM ENERGY CO | $852,000 | – | 26,554 | +100.0% | 0.42% | – |
| MON | New | MONSANTO CO | $842,000 | – | 9,868 | +100.0% | 0.41% | – |
| SFLY | New | SHUTTERFLY INC | $837,000 | – | 23,406 | +100.0% | 0.41% | – |
| AEO | Buy | AMERICAN EAGLE OUTFITTERS | $809,000 | +102.2% | 51,779 | +124.1% | 0.40% | +347.2% |
| GLW | New | CORNING INC | $808,000 | – | 47,262 | +100.0% | 0.40% | – |
| FIVE | Buy | FIVE BELOW | $795,000 | +32.9% | 23,662 | +56.0% | 0.39% | +194.0% |
| GLNG | New | GOLAR LNG LTD | $796,000 | – | 28,566 | +100.0% | 0.39% | – |
| V | Buy | VISA INCcl a | $795,000 | +39.7% | 11,408 | +33.8% | 0.39% | +207.9% |
| HAL | Sell | HALLIBURTON CO | $791,000 | -74.3% | 22,376 | -69.0% | 0.39% | -43.1% |
| AHP | New | ASHFORD HOSPITALITY PRIME INC | $791,000 | – | 56,434 | +100.0% | 0.39% | – |
| APA | Buy | APACHE CORP | $789,000 | -7.8% | 20,045 | +33.9% | 0.39% | +104.2% |
| MLM | Buy | MARTIN MARIETTA MATERIALS | $782,000 | +79.4% | 5,147 | +67.5% | 0.38% | +296.9% |
| ACE | Sell | ACE LTD | $781,000 | -72.6% | 7,578 | -73.0% | 0.38% | -39.4% |
| SYY | New | SYSCO CORP | $773,000 | – | 19,838 | +100.0% | 0.38% | – |
| YELP | New | YELP INC | $771,000 | – | 35,596 | +100.0% | 0.38% | – |
| GM | Sell | GENERAL MOTORS CO | $770,000 | -26.7% | 25,646 | -18.8% | 0.38% | +62.0% |
| WX | New | WUXI PHARMATECH CAYMANadr | $766,000 | – | 17,731 | +100.0% | 0.38% | – |
| OI | New | OWENS-ILLINOIS INC | $760,000 | – | 36,684 | +100.0% | 0.37% | – |
| PVTB | New | PRIVATEBANCORP INC | $756,000 | – | 19,735 | +100.0% | 0.37% | – |
| REGN | Buy | REGENERON PHARMACEUTICALS | $757,000 | +167.5% | 1,631 | +191.2% | 0.37% | +490.5% |
| TAP | Sell | MOLSON COORS BREWING COcl b | $757,000 | -53.4% | 9,114 | -60.3% | 0.37% | +3.0% |
| FAF | Buy | FIRST AMERICAN FINANCIAL | $755,000 | +27.1% | 19,330 | +20.0% | 0.37% | +181.1% |
| AGN | New | ALLERGAN PLC | $750,000 | – | 2,759 | +100.0% | 0.37% | – |
| UNFI | New | UNITED NATURAL FOODS INC | $748,000 | – | 15,428 | +100.0% | 0.37% | – |
| CXO | Sell | CONCHO RESOURCES INC | $745,000 | -60.9% | 7,603 | -55.2% | 0.37% | -13.7% |
| KBH | New | KB HOME | $744,000 | – | 54,889 | +100.0% | 0.37% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTD | $743,000 | – | 82,081 | +100.0% | 0.36% | – |
| IPG | Buy | INTERPUBLIC GROUP OF COS INC | $737,000 | +101.9% | 38,539 | +102.2% | 0.36% | +346.9% |
| FN | Buy | FABRINET | $735,000 | +82.4% | 40,093 | +89.4% | 0.36% | +301.1% |
| HLX | Buy | HELIX ENERGY SOLUTIONS GROUP | $729,000 | -30.6% | 152,424 | +87.6% | 0.36% | +53.0% |
| AAL | New | AMERICAN AIRLINES GROUP INC | $725,000 | – | 18,659 | +100.0% | 0.36% | – |
| CRM | Sell | SALESFORCE.COM INC | $719,000 | -50.3% | 10,349 | -50.0% | 0.35% | +9.9% |
| JWN | Sell | NORDSTROM INC | $716,000 | -70.4% | 9,999 | -69.2% | 0.35% | -34.5% |
| TRST | New | TRUSTCO BANK CORP NY | $715,000 | – | 122,416 | +100.0% | 0.35% | – |
| DFS | New | DISCOVER FINANCIAL SERVICES | $705,000 | – | 13,579 | +100.0% | 0.35% | – |
| ARRS | Sell | ARRIS GROUP INC | $701,000 | -63.5% | 26,990 | -56.7% | 0.34% | -19.4% |
| COH | New | COACH INC | $695,000 | – | 24,158 | +100.0% | 0.34% | – |
| LII | Buy | LENNOX INTERNATIONAL INC | $689,000 | +239.4% | 6,082 | +223.2% | 0.34% | +653.3% |
| CAFD | Buy | 8POINT3 ENERGY PARTNERS LP | $687,000 | +57.6% | 64,744 | +184.9% | 0.34% | +248.5% |
| AWHHF | Buy | ALLIED WORLD ASSURANCE CO | $687,000 | -8.5% | 17,989 | +3.6% | 0.34% | +102.4% |
| MO | Sell | ALTRIA GROUP INC | $679,000 | -19.0% | 12,481 | -27.5% | 0.33% | +79.6% |
| HIG | New | HARTFORD FINANCIAL SVCS GRP | $676,000 | – | 14,762 | +100.0% | 0.33% | – |
| XPO | Sell | XPO LOGISTICS INC | $673,000 | -45.2% | 27,602 | -0.9% | 0.33% | +21.2% |
| AMBA | New | AMBARELLA INC | $667,000 | – | 11,550 | +100.0% | 0.33% | – |
| SHW | New | SHERWIN-WILLIAMS CO/THE | $667,000 | – | 2,976 | +100.0% | 0.33% | – |
| HFC | Sell | HOLLYFRONTIER CORP | $659,000 | +15.8% | 13,486 | -1.8% | 0.32% | +155.1% |
| SPLS | Sell | STAPLES INC | $648,000 | -53.8% | 55,196 | -39.7% | 0.32% | +2.2% |
| SGMS | Sell | SCIENTIFIC GAMES CORPcl a | $630,000 | -64.9% | 60,295 | -47.6% | 0.31% | -22.3% |
| JNJ | Buy | JOHNSON & JOHNSON | $619,000 | +36.0% | 6,645 | +42.6% | 0.30% | +201.0% |
| ALLE | Buy | ALLEGION PLC | $611,000 | +52.8% | 10,574 | +58.3% | 0.30% | +237.1% |
| ACN | Buy | ACCENTURE PLCcl a | $611,000 | +18.6% | 6,219 | +16.7% | 0.30% | +160.9% |
| BA | Sell | BOEING CO | $611,000 | -26.2% | 4,667 | -21.9% | 0.30% | +63.0% |
| FLML | New | FLAMEL TECHNOLOGIESsp adr | $611,000 | – | 36,331 | +100.0% | 0.30% | – |
| GT | New | GOODYEAR TIRE & RUBBER CO | $608,000 | – | 20,736 | +100.0% | 0.30% | – |
| ESRX | Sell | EXPRESS SCRIPTS HOLDING CO | $607,000 | -62.4% | 7,548 | -58.4% | 0.30% | -17.0% |
| SBAC | New | SBA COMMUNICATIONS CORPcl a | $599,000 | – | 5,719 | +100.0% | 0.30% | – |
| MHK | Sell | MOHAWK INDUSTRIES INC | $592,000 | -48.8% | 3,256 | -46.7% | 0.29% | +13.2% |
| MGA | Buy | MAGNA INTERNATIONAL INC | $590,000 | -5.4% | 12,291 | +9.7% | 0.29% | +108.6% |
| F | Sell | FORD MOTOR CO | $589,000 | -51.2% | 43,415 | -45.9% | 0.29% | +8.2% |
| ZION | New | ZIONS BANCORPORATION | $589,000 | – | 21,385 | +100.0% | 0.29% | – |
| HON | Buy | HONEYWELL INTERNATIONAL INC | $590,000 | +28.3% | 6,234 | +38.1% | 0.29% | +184.3% |
| MSFT | Sell | MICROSOFT CORP | $588,000 | -2.6% | 13,301 | -2.2% | 0.29% | +115.7% |
| A104PS | Sell | HILTON WORLDWIDE HOLDINGS IN | $584,000 | -50.8% | 25,450 | -41.3% | 0.29% | +8.7% |
| CCL | New | CARNIVAL CORP | $583,000 | – | 11,759 | +100.0% | 0.29% | – |
| MGM | Buy | MGM RESORTS INTERNATIONAL | $581,000 | +23.9% | 31,452 | +18.1% | 0.29% | +175.0% |
| CIEN | New | CIENA CORP | $575,000 | – | 27,670 | +100.0% | 0.28% | – |
| CBS | New | CBS CORPcl b | $569,000 | – | 14,377 | +100.0% | 0.28% | – |
| GPORQ | Sell | GULFPORT ENERGY CORP | $564,000 | -26.1% | 19,003 | -1.7% | 0.28% | +62.9% |
| LGF | Buy | LIONS GATE ENTERTAINMENT COR | $560,000 | +58.2% | 15,222 | +59.2% | 0.28% | +248.1% |
| CTB | New | COOPER TIRE & RUBBER | $558,000 | – | 14,135 | +100.0% | 0.27% | – |
| KEY | Sell | KEYCORP | $556,000 | -24.5% | 42,768 | -13.0% | 0.27% | +66.5% |
| HOT | Buy | STARWOOD HOTELS & RESORTS | $554,000 | +9.9% | 8,328 | +33.1% | 0.27% | +142.9% |
| OC | Buy | OWENS CORNING | $553,000 | +69.1% | 13,161 | +67.4% | 0.27% | +272.6% |
| PDCE | Sell | PDC ENERGY INC | $542,000 | -82.1% | 10,221 | -82.1% | 0.27% | -60.4% |
| CAKE | Sell | THE CHEESECAKE FACTORY INC | $541,000 | -45.9% | 10,055 | -45.5% | 0.27% | +19.8% |
| BOOT | Buy | BOOT BARN HOLDINGS INC | $538,000 | -10.5% | 29,167 | +46.1% | 0.26% | +97.8% |
| LYB | Sell | LYONDELLBASELL INDUSTRIEScl a | $539,000 | -69.7% | 6,408 | -63.2% | 0.26% | -33.1% |
| IPXL | New | IMPAX LABORATORIES INC | $538,000 | – | 15,206 | +100.0% | 0.26% | – |
| TWX | Sell | TIME WARNER INC | $537,000 | -56.0% | 7,809 | -44.6% | 0.26% | -2.9% |
| P | New | PANDORA MEDIA INC | $534,000 | – | 25,012 | +100.0% | 0.26% | – |
| TDOC | New | TELADOC INC | $534,000 | – | 23,958 | +100.0% | 0.26% | – |
| HSTM | New | HEALTHSTREAM INC | $527,000 | – | 24,224 | +100.0% | 0.26% | – |
| MAS | New | MASCO CORP | $500,000 | – | 19,822 | +100.0% | 0.25% | – |
| GRA | New | WR GRACE & CO | $500,000 | – | 5,378 | +100.0% | 0.25% | – |
| PG | New | THE PROCTER & GAMBLE CO | $494,000 | – | 6,869 | +100.0% | 0.24% | – |
| FENX | Buy | FENIX PARTS INC | $494,000 | -10.2% | 73,920 | +49.2% | 0.24% | +99.2% |
| NEBLQ | New | NOBLE CORP PLC | $493,000 | – | 45,209 | +100.0% | 0.24% | – |
| RL | New | RALPH LAUREN CORP | $490,000 | – | 4,157 | +100.0% | 0.24% | – |
| ALL | Buy | ALLSTATE CORP | $489,000 | +19.9% | 8,393 | +33.1% | 0.24% | +163.7% |
| NBR | Buy | NABORS INDUSTRIES LTD | $483,000 | +60.5% | 51,108 | +145.4% | 0.24% | +255.2% |
| DKS | Sell | DICK'S SPORTING GOODS INC | $482,000 | -76.6% | 9,704 | -75.7% | 0.24% | -48.1% |
| LLY | Sell | ELI LILLY & CO | $478,000 | -56.0% | 5,701 | -56.1% | 0.24% | -2.9% |
| KMI | New | KINDER MORGAN INC | $472,000 | – | 17,066 | +100.0% | 0.23% | – |
| ALB | New | ALBEMARLE CORP | $461,000 | – | 10,455 | +100.0% | 0.23% | – |
| AZO | Sell | AUTOZONE INC | $455,000 | +0.2% | 629 | -8.2% | 0.22% | +121.8% |
| ON | New | ON SEMICONDUCTOR CORP | $454,000 | – | 48,634 | +100.0% | 0.22% | – |
| GILD | New | GILEAD SCIENCES INC | $449,000 | – | 4,577 | +100.0% | 0.22% | – |
| SAFT | New | SAFETY INSURANCE GROUP INC | $450,000 | – | 8,316 | +100.0% | 0.22% | – |
| K | New | KELLOGG CO | $448,000 | – | 6,734 | +100.0% | 0.22% | – |
| IR | Sell | INGERSOLL-RAND PLC | $448,000 | -86.1% | 8,827 | -81.4% | 0.22% | -69.2% |
| LNC | New | LINCOLN NATIONAL CORP | $446,000 | – | 9,393 | +100.0% | 0.22% | – |
| GATX | New | GATX CORP | $445,000 | – | 10,090 | +100.0% | 0.22% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $446,000 | – | 61,045 | +100.0% | 0.22% | – |
| DE | Buy | DEERE & CO | $441,000 | -22.1% | 5,978 | +0.4% | 0.22% | +72.2% |
| QCOM | Sell | QUALCOMM INC | $439,000 | -46.1% | 8,168 | -37.1% | 0.22% | +19.3% |
| ZLTQ | Sell | ZELTIQ AESTHETICS INC | $435,000 | -32.3% | 13,568 | -37.2% | 0.21% | +49.7% |
| PPG | Sell | PPG INDUSTRIES INC | $432,000 | -56.3% | 4,927 | -42.6% | 0.21% | -3.6% |
| RICE | Sell | RICE ENERGY INC | $431,000 | -56.8% | 26,861 | -44.9% | 0.21% | -4.5% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $431,000 | -34.2% | 9,910 | -29.3% | 0.21% | +45.2% |
| CAH | Sell | CARDINAL HEALTH INC | $432,000 | -56.6% | 5,625 | -52.7% | 0.21% | -4.1% |
| MET | New | METLIFE INC | $431,000 | – | 9,148 | +100.0% | 0.21% | – |
| TPX | New | TEMPUR SEALY INTERNATIONAL I | $429,000 | – | 6,002 | +100.0% | 0.21% | – |
| New | NEURODERM LTD | $425,000 | – | 20,564 | +100.0% | 0.21% | – | |
| IART | New | INTEGRA LIFESCIENCES HOLDING | $426,000 | – | 7,155 | +100.0% | 0.21% | – |
| ARCB | Sell | ARCBEST CORP | $424,000 | -57.0% | 16,506 | -47.1% | 0.21% | -4.6% |
| SPWR | Buy | SUNPOWER CORP | $422,000 | +31.9% | 21,055 | +88.6% | 0.21% | +193.0% |
| FAST | New | FASTENAL CO | $423,000 | – | 11,638 | +100.0% | 0.21% | – |
| UNP | Sell | UNION PACIFIC CORP | $420,000 | -69.0% | 4,751 | -66.5% | 0.21% | -31.5% |
| EVR | Buy | EVERCORE PARTNERS INCcl a | $421,000 | +66.4% | 8,385 | +76.8% | 0.21% | +269.6% |
| CSIQ | New | CANADIAN SOLAR INC | $421,000 | – | 25,331 | +100.0% | 0.21% | – |
| SRC | Sell | SPIRIT REALTY CAPITAL INC | $421,000 | -65.1% | 46,003 | -62.7% | 0.21% | -22.8% |
| SAGE | New | SAGE THERAPEUTICS INC | $418,000 | – | 9,889 | +100.0% | 0.21% | – |
| RAD | Buy | RITE AID CORP | $418,000 | +4.5% | 68,771 | +43.0% | 0.21% | +131.5% |
| SFNC | New | SIMMONS FIRST NATL CORPcl a | $416,000 | – | 8,673 | +100.0% | 0.20% | – |
| FNSR | Buy | FINISAR CORPORATION | $415,000 | +21.3% | 37,296 | +97.2% | 0.20% | +168.4% |
| WBAI | Buy | 500.COM LTDcl a | $415,000 | +3.8% | 25,588 | +62.8% | 0.20% | +129.2% |
| YY | Buy | YY INCadr | $414,000 | +3.2% | 7,587 | +28.2% | 0.20% | +129.2% |
| PRA | New | PROASSURANCE CORP | $415,000 | – | 8,452 | +100.0% | 0.20% | – |
| BSX | Buy | BOSTON SCIENTIFIC CORP | $415,000 | +3.8% | 25,317 | +12.7% | 0.20% | +129.2% |
| FIS | New | FIDELITY NATIONAL INFO SERV | $410,000 | – | 6,106 | +100.0% | 0.20% | – |
| AJG | Sell | ARTHUR J GALLAGHER & CO | $410,000 | -83.7% | 9,930 | -81.4% | 0.20% | -63.9% |
| GBLI | New | GLOBAL INDEMNITY PLC | $411,000 | – | 15,711 | +100.0% | 0.20% | – |
| BZH | Buy | BEAZER HOMES USA INC | $411,000 | +76.4% | 30,830 | +165.4% | 0.20% | +288.5% |
| TEN | Buy | TENNECO INC | $407,000 | -10.5% | 9,043 | +14.3% | 0.20% | +98.0% |
| UVE | New | UNIVERSAL INSURANCE HOLDINGS | $405,000 | – | 13,724 | +100.0% | 0.20% | – |
| UPS | New | UNITED PARCEL SERVICEcl b | $403,000 | – | 4,085 | +100.0% | 0.20% | – |
| DRI | New | DARDEN RESTAURANTS INC | $403,000 | – | 5,885 | +100.0% | 0.20% | – |
| R | Buy | RYDER SYSTEM INC | $403,000 | +0.8% | 5,445 | +18.3% | 0.20% | +122.5% |
| SFUN | Sell | SOUFUN HOLDINGS LTDadr | $403,000 | -62.4% | 61,023 | -52.7% | 0.20% | -16.8% |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $400,000 | – | 5,260 | +100.0% | 0.20% | – |
| TAL | Buy | TAL EDUCATION GROUPadr | $400,000 | 0.0% | 12,443 | +7.9% | 0.20% | +121.3% |
| BP | New | BP PLCsp adr | $400,000 | – | 13,089 | +100.0% | 0.20% | – |
| PKI | New | PERKINELMER INC | $400,000 | – | 8,703 | +100.0% | 0.20% | – |
| DG | Sell | DOLLAR GENERAL CORP | $400,000 | -67.5% | 5,522 | -65.0% | 0.20% | -28.1% |
| FNHC | New | FEDERATED NATIONAL HOLDING CO | $400,000 | – | 16,653 | +100.0% | 0.20% | – |
| WUBA | New | 58.COM INCadr | $400,000 | – | 8,502 | +100.0% | 0.20% | – |
| JKS | New | JINKOSOLAR HOLDING COadr | $400,000 | – | 18,232 | +100.0% | 0.20% | – |
| IRWD | Sell | IRONWOOD PHARMACEUTICALS INC | $400,000 | -60.7% | 38,388 | -56.2% | 0.20% | -12.8% |
| BABA | Buy | ALIBABA GROUP HOLDINGsp adr | $400,000 | +5.0% | 6,783 | +44.5% | 0.20% | +131.8% |
| MYL | Sell | MYLAN NV | $400,000 | -52.9% | 9,935 | -20.8% | 0.20% | +4.2% |
| CELG | New | CELGENE CORP | $401,000 | – | 3,560 | +100.0% | 0.20% | – |
| AGO | Sell | ASSURED GUARANTY LTD | $400,000 | -68.0% | 16,000 | -69.4% | 0.20% | -29.1% |
| AER | New | AERCAP HOLDINGS NV | $398,000 | – | 10,407 | +100.0% | 0.20% | – |
| ATHM | New | AUTOHOME INCadr | $396,000 | – | 12,296 | +100.0% | 0.20% | – |
| TEVA | Buy | TEVA PHARMACEUTICALsp adr | $395,000 | -1.2% | 7,003 | +3.9% | 0.19% | +118.0% |
| WMT | Buy | WAL-MART STORES INC | $394,000 | +38.2% | 6,125 | +53.3% | 0.19% | +207.9% |
| RAX | Sell | RACKSPACE HOSTING INC | $394,000 | -34.3% | 16,006 | -1.3% | 0.19% | +45.9% |
| HRC | New | HILL-ROM HOLDINGS INC | $393,000 | – | 7,566 | +100.0% | 0.19% | – |
| LBTYK | New | LIBERTY GLOBAL PLCser c | $392,000 | – | 9,545 | +100.0% | 0.19% | – |
| ADP | New | AUTOMATIC DATA PROCESSING | $390,000 | – | 4,855 | +100.0% | 0.19% | – |
| FPRX | New | FIVE PRIME THERAPEUTICS INC | $390,000 | – | 25,358 | +100.0% | 0.19% | – |
| ZGNX | New | ZOGENIX INC | $388,000 | – | 28,765 | +100.0% | 0.19% | – |
| ARMK | New | ARAMARK | $386,000 | – | 13,010 | +100.0% | 0.19% | – |
| CSAL | New | COMMUNICATIONS SALES & LE | $386,000 | – | 21,952 | +100.0% | 0.19% | – |
| CYH | Buy | COMMUNITY HEALTH SYSTEMS INC | $386,000 | +70.8% | 9,024 | +152.1% | 0.19% | +280.0% |
| HOMB | Sell | HOME BANCSHARES INC | $384,000 | -36.0% | 9,483 | -42.5% | 0.19% | +42.1% |
| KCG | New | KCG HOLDINGS INCcl a | $385,000 | – | 35,085 | +100.0% | 0.19% | – |
| ADHD | New | ALCOBRA LTD | $384,000 | – | 63,619 | +100.0% | 0.19% | – |
| NSTG | Sell | NANOSTRING TECHNOLOGIES INC | $382,000 | -36.3% | 23,902 | -40.0% | 0.19% | +41.4% |
| EQC | Sell | EQUITY COMMONWEALTH | $382,000 | -37.6% | 14,027 | -41.2% | 0.19% | +38.2% |
| GNMK | Sell | GENMARK DIAGNOSTICS INC | $383,000 | -49.5% | 48,629 | -41.7% | 0.19% | +11.2% |
| Sell | OM ASSET MANAGEMENT PLC | $381,000 | -71.2% | 24,687 | -67.3% | 0.19% | -36.6% | |
| HLI | New | HOULIHAN LOKEY INC | $380,000 | – | 17,418 | +100.0% | 0.19% | – |
| FCB | Sell | FCB FINANCIAL HOLDINGScl a | $381,000 | -36.5% | 11,667 | -38.4% | 0.19% | +40.6% |
| BBY | Sell | BEST BUY CO INC | $378,000 | -76.9% | 10,194 | -79.6% | 0.19% | -48.9% |
| CUBI | New | CUSTOMERS BANCORP INC | $379,000 | – | 14,752 | +100.0% | 0.19% | – |
| NLSN | New | NIELSEN HOLDINGS PLC | $376,000 | – | 8,451 | +100.0% | 0.18% | – |
| BBCN | New | BBCN BANCORP INC | $377,000 | – | 25,098 | +100.0% | 0.18% | – |
| STL | New | STERLING BANCORP | $376,000 | – | 25,270 | +100.0% | 0.18% | – |
| DNKN | New | DUNKIN' BRANDS GROUP INC | $374,000 | – | 7,645 | +100.0% | 0.18% | – |
| CHFC | Sell | CHEMICAL FINANCIAL CORP | $375,000 | -44.8% | 11,585 | -43.4% | 0.18% | +21.9% |
| VIV | Buy | TELEFONICA BRASILadr | $374,000 | +19.9% | 40,554 | +78.2% | 0.18% | +166.7% |
| SPB | New | SPECTRUM BRANDS HOLDINGS INC | $374,000 | – | 4,084 | +100.0% | 0.18% | – |
| WAL | Sell | WESTERN ALLIANCE BANCORP | $372,000 | -38.8% | 12,102 | -32.5% | 0.18% | +35.6% |
| AEGR | New | AEGERION PHARMACEUTICALS INC | $373,000 | – | 27,409 | +100.0% | 0.18% | – |
| DISH | New | DISH NETWORK CORPcl a | $372,000 | – | 6,381 | +100.0% | 0.18% | – |
| M | New | MACY'S INC | $373,000 | – | 7,270 | +100.0% | 0.18% | – |
| VIP | New | VIMPELCOM LTDsp adr | $370,000 | – | 89,915 | +100.0% | 0.18% | – |
| RHI | New | ROBERT HALF INTL INC | $370,000 | – | 7,232 | +100.0% | 0.18% | – |
| WSM | New | WILLIAMS-SONOMA INC | $370,000 | – | 4,846 | +100.0% | 0.18% | – |
| ORCL | Sell | ORACLE CORP | $370,000 | -45.1% | 10,244 | -38.5% | 0.18% | +21.3% |
| NUVA | Sell | NUVASIVE INC | $370,000 | -60.8% | 7,673 | -61.3% | 0.18% | -13.3% |
| COMM | New | COMMSCOPE HOLDING CO INC | $370,000 | – | 12,329 | +100.0% | 0.18% | – |
| CTAS | New | CINTAS CORP | $370,000 | – | 4,315 | +100.0% | 0.18% | – |
| CAVM | New | CAVIUM INC | $370,000 | – | 6,029 | +100.0% | 0.18% | – |
| AMGN | New | AMGEN INC | $370,000 | – | 2,676 | +100.0% | 0.18% | – |
| DOOR | Sell | MASONITE INTERNATIONAL CORP | $371,000 | -39.0% | 6,118 | -30.6% | 0.18% | +34.8% |
| FFIN | Sell | FIRST FINL BANKSHARES INC | $370,000 | -63.8% | 11,643 | -60.7% | 0.18% | -20.2% |
| FMER | New | FIRSTMERIT CORP | $370,000 | – | 20,939 | +100.0% | 0.18% | – |
| TRMK | New | TRUSTMARK CORP | $370,000 | – | 15,969 | +100.0% | 0.18% | – |
| GPN | New | GLOBAL PAYMENTS INC | $370,000 | – | 3,225 | +100.0% | 0.18% | – |
| CME | Sell | CME GROUP INC | $370,000 | -53.2% | 3,988 | -53.5% | 0.18% | +3.4% |
| CIT | Buy | CIT GROUP INC | $368,000 | -11.8% | 9,181 | +2.3% | 0.18% | +94.6% |
| BLK | New | BLACKROCK INC | $368,000 | – | 1,244 | +100.0% | 0.18% | – |
| AIZ | New | ASSURANT INC | $366,000 | – | 4,644 | +100.0% | 0.18% | – |
| IMS | New | IMS HEALTH HOLDINGS INC | $367,000 | – | 12,715 | +100.0% | 0.18% | – |
| PXD | Sell | PIONEER NATURAL RESOURCES CO | $364,000 | -20.0% | 2,965 | -10.3% | 0.18% | +77.2% |
| FCH | New | FELCOR LODGING TRUST INC | $365,000 | – | 50,173 | +100.0% | 0.18% | – |
| MCD | Sell | MCDONALD'S CORP | $361,000 | -89.2% | 3,660 | -89.6% | 0.18% | -76.1% |
| KEX | Sell | KIRBY CORP | $359,000 | -67.3% | 5,787 | -59.7% | 0.18% | -27.5% |
| MSI | New | MOTOROLA SOLUTIONS INC | $358,000 | – | 5,230 | +100.0% | 0.18% | – |
| NCLH | Sell | NORWEGIAN CRUISE LINE HOLDIN | $358,000 | -11.2% | 6,255 | -14.1% | 0.18% | +95.6% |
| XL | New | XL GROUP PLC | $358,000 | – | 9,845 | +100.0% | 0.18% | – |
| AMCX | New | AMC NETWORKS INCcl a | $352,000 | – | 4,817 | +100.0% | 0.17% | – |
| AXP | Sell | AMERICAN EXPRESS CO | $352,000 | -44.1% | 4,748 | -41.4% | 0.17% | +23.6% |
| TMST | New | TIMKENSTEEL CORP | $351,000 | – | 34,712 | +100.0% | 0.17% | – |
| LBTYA | New | LIBERTY GLOBAL PLCcl a | $349,000 | – | 8,091 | +100.0% | 0.17% | – |
| EOG | Sell | EOG RESOURCES INC | $346,000 | -90.7% | 4,710 | -89.1% | 0.17% | -79.5% |
| MNKKQ | New | MALLINCKRODT PLC | $343,000 | – | 5,366 | +100.0% | 0.17% | – |
| TWTR | Sell | TWITTER INC | $342,000 | -43.4% | 13,734 | -22.0% | 0.17% | +25.4% |
| BCR | Sell | CR BARD INC | $337,000 | -83.3% | 1,790 | -84.8% | 0.17% | -63.0% |
| LB | New | L BRANDS INC | $337,000 | – | 3,739 | +100.0% | 0.17% | – |
| LVLT | Sell | LEVEL 3 COMMUNICATIONS INC | $330,000 | -47.3% | 7,555 | -36.3% | 0.16% | +16.5% |
| STE | Buy | STERIS CORP | $325,000 | +18.2% | 5,034 | +18.1% | 0.16% | +162.3% |
| KSU | New | KANSAS CITY SOUTHERN | $315,000 | – | 3,438 | +100.0% | 0.16% | – |
| CY | Sell | CYPRESS SEMICONDUCTOR CORP | $312,000 | -93.9% | 37,056 | -91.7% | 0.15% | -86.6% |
| TXN | New | TEXAS INSTRUMENTS INC | $307,000 | – | 6,313 | +100.0% | 0.15% | – |
| SNSS | Buy | SUNESIS PHARMACEUTICALS INC | $305,000 | +55.6% | 333,457 | +395.0% | 0.15% | +240.9% |
| NBL | Sell | NOBLE ENERGY INC | $306,000 | -85.3% | 10,140 | -79.2% | 0.15% | -67.5% |
| WMGI | New | WRIGHT MEDICAL GROUP NV | $304,000 | – | 14,385 | +100.0% | 0.15% | – |
| CTSH | New | COGNIZANT TECH SOLUTIONScl a | $303,000 | – | 4,840 | +100.0% | 0.15% | – |
| ABG | New | ASBURY AUTOMOTIVE GROUP | $304,000 | – | 3,746 | +100.0% | 0.15% | – |
| APC | Sell | ANADARKO PETROLEUM CORP | $304,000 | -70.6% | 5,026 | -61.8% | 0.15% | -35.2% |
| PLCM | Buy | POLYCOM INC | $296,000 | +26.5% | 28,290 | +38.0% | 0.15% | +180.8% |
| DK | New | DELEK US HOLDINGS INC | $293,000 | – | 10,535 | +100.0% | 0.14% | – |
| XEC | New | CIMAREX ENERGY CO | $288,000 | – | 2,796 | +100.0% | 0.14% | – |
| FL | New | FOOT LOCKER INC | $269,000 | – | 3,731 | +100.0% | 0.13% | – |
| URBN | New | URBAN OUTFITTERS INC | $269,000 | – | 9,207 | +100.0% | 0.13% | – |
| COO | New | THE COOPER COS INC | $269,000 | – | 1,809 | +100.0% | 0.13% | – |
| LVNTA | New | LIBERTY VENTURESser a | $264,000 | – | 6,517 | +100.0% | 0.13% | – |
| TSCO | Sell | TRACTOR SUPPLY COMPANY | $265,000 | -73.2% | 3,116 | -71.6% | 0.13% | -40.9% |
| FOXA | New | TWENTY-FIRST CENTURY FOXcl a | $255,000 | – | 9,448 | +100.0% | 0.12% | – |
| EA | Sell | ELECTRONIC ARTS INC | $252,000 | -23.2% | 3,714 | -24.9% | 0.12% | +69.9% |
| RIG | New | TRANSOCEAN LTD | $251,000 | – | 19,452 | +100.0% | 0.12% | – |
| PRU | Sell | PRUDENTIAL FINANCIAL INC | $248,000 | -89.0% | 3,256 | -87.4% | 0.12% | -75.6% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $248,000 | -73.4% | 1,494 | -74.6% | 0.12% | -41.1% |
| MU | Sell | MICRON TECHNOLOGY INC | $247,000 | -84.8% | 16,691 | -80.7% | 0.12% | -66.4% |
| LEN | New | LENNAR CORPcl a | $244,000 | – | 5,077 | +100.0% | 0.12% | – |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $241,000 | – | 3,051 | +100.0% | 0.12% | – |
| IDTI | New | INTEGRATED DEVICE TECH INC | $237,000 | – | 11,683 | +100.0% | 0.12% | – |
| NWL | Sell | NEWELL RUBBERMAID INC | $236,000 | -33.1% | 5,942 | -31.5% | 0.12% | +46.8% |
| BLD | New | TOPBUILD CORP | $234,000 | – | 7,692 | +100.0% | 0.12% | – |
| NFX | New | NEWFIELD EXPLORATION CO | $229,000 | – | 6,939 | +100.0% | 0.11% | – |
| CNC | New | CENTENE CORP | $227,000 | – | 4,195 | +100.0% | 0.11% | – |
| GNCMA | New | GENERAL COMMUNICATION INCcl a | $225,000 | – | 13,045 | +100.0% | 0.11% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $224,000 | – | 2,602 | +100.0% | 0.11% | – |
| LTRPA | Buy | LIBERTY TRIPADVISOR HDGcl a | $224,000 | -0.9% | 9,936 | +40.3% | 0.11% | +120.0% |
| FLS | Sell | FLOWSERVE CORP | $222,000 | -62.7% | 5,427 | -52.5% | 0.11% | -17.4% |
| TER | New | TERADYNE INC | $221,000 | – | 12,281 | +100.0% | 0.11% | – |
| MDT | New | MEDTRONIC PLC | $215,000 | – | 3,210 | +100.0% | 0.11% | – |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $216,000 | – | 2,598 | +100.0% | 0.11% | – |
| ATRA | New | ATARA BIOTHERAPEUTICS INC | $214,000 | – | 6,840 | +100.0% | 0.10% | – |
| DPZ | Sell | DOMINO'S PIZZA INC | $214,000 | -82.0% | 1,983 | -81.0% | 0.10% | -60.2% |
| VRTX | Sell | VERTEX PHARMACEUTICALS INC | $211,000 | -89.2% | 2,028 | -87.3% | 0.10% | -76.1% |
| JAH | New | JARDEN CORP | $212,000 | – | 4,336 | +100.0% | 0.10% | – |
| SGEN | New | SEATTLE GENETICS INC | $209,000 | – | 5,416 | +100.0% | 0.10% | – |
| TERP | New | TERRAFORM POWER INCcl a | $208,000 | – | 14,623 | +100.0% | 0.10% | – |
| CHS | New | CHICO'S FAS INC | $203,000 | – | 13,163 | +100.0% | 0.10% | – |
| GLBL | New | TERRAFORM GLOBAL INCcl a | $196,000 | – | 29,594 | +100.0% | 0.10% | – |
| RF | Sell | REGIONS FINANCIAL CORP | $192,000 | -83.5% | 21,361 | -81.1% | 0.09% | -63.7% |
| ASNA | New | ASCENA RETAIL GROUP INC | $190,000 | – | 13,633 | +100.0% | 0.09% | – |
| DDR | New | DDR CORP | $182,000 | – | 11,855 | +100.0% | 0.09% | – |
| LQDT | New | LIQUIDITY SERVICES INC | $174,000 | – | 23,519 | +100.0% | 0.09% | – |
| KND | New | KINDRED HEALTHCARE INC | $167,000 | – | 11,365 | +100.0% | 0.08% | – |
| TPRE | New | THIRD POINT REINSURANCE LTD | $163,000 | – | 12,136 | +100.0% | 0.08% | – |
| TRQ | Buy | TURQUOISE HILL RESOURCES LTD | $158,000 | -26.9% | 62,145 | +10.8% | 0.08% | +62.5% |
| CC | New | THE CHEMOURS CO | $141,000 | – | 21,751 | +100.0% | 0.07% | – |
| JCPNQ | Sell | J.C. PENNEY CO INC | $130,000 | -93.6% | 13,960 | -94.2% | 0.06% | -85.9% |
| AMCC | New | APPLIED MICRO CIRCUITS CORP | $118,000 | – | 22,195 | +100.0% | 0.06% | – |
| ACTG | New | ACACIA RESEARCH CORP | $107,000 | – | 11,764 | +100.0% | 0.05% | – |
| CPE | New | CALLON PETROLEUM CO | $90,000 | – | 12,398 | +100.0% | 0.04% | – |
| OCLN | New | ORIGINCLEAR INC | $0 | – | 10,000 | +100.0% | 0.00% | – |
| TKRFF | New | TINKA RESOURCES LTD | $1,000 | – | 10,000 | +100.0% | 0.00% | – |
| CERS | Exit | CERUS CORPORATION | $0 | – | -11,078 | -100.0% | -0.01% | – |
| GAME | Exit | SHANDA GAMES LTDsp adr rep a | $0 | – | -13,574 | -100.0% | -0.02% | – |
| EGO | Exit | ELDORADO GOLD CORP | $0 | – | -24,839 | -100.0% | -0.02% | – |
| BIOL | Exit | BIOLASE INC | $0 | – | -58,286 | -100.0% | -0.02% | – |
| BVN | Exit | COMPANIA DE MINAS BUENAVENTURsp adr | $0 | – | -10,387 | -100.0% | -0.02% | – |
| PGNPQ | Exit | PARAGON OFFSHORE | $0 | – | -99,057 | -100.0% | -0.02% | – |
| ACHN | Exit | ACHILLION PHARMACEUTICALS INC | $0 | – | -13,496 | -100.0% | -0.03% | – |
| PBRA | Exit | PETROLEO BRASILEIROsp adr | $0 | – | -14,539 | -100.0% | -0.03% | – |
| IRDM | Exit | IRIDIUM COMMUNICATIONS INC | $0 | – | -12,434 | -100.0% | -0.03% | – |
| WFTIQ | Exit | WEATHERFORD INTERNATIONAL PL | $0 | – | -10,698 | -100.0% | -0.03% | – |
| FLEX | Exit | FLEXTRONICS INTERNATIONAL LTD | $0 | – | -12,866 | -100.0% | -0.03% | – |
| SPF | Exit | STANDARD PACIFIC CORP | $0 | – | -17,773 | -100.0% | -0.04% | – |
| NSA | Exit | NATIONAL STORAGE AFFILIATES | $0 | – | -13,033 | -100.0% | -0.04% | – |
| SYRG | Exit | SYNERGY RESOURCES CORP | $0 | – | -16,139 | -100.0% | -0.04% | – |
| NYRT | Exit | NEW YORK REIT INC | $0 | – | -18,609 | -100.0% | -0.04% | – |
| SLM | Exit | SLM CORPORATION | $0 | – | -19,613 | -100.0% | -0.04% | – |
| TCF | Exit | TCF FINANCIAL CORP | $0 | – | -11,907 | -100.0% | -0.04% | – |
| PCP | Exit | PRECISION CASTPARTS CORP | $0 | – | -1,010 | -100.0% | -0.04% | – |
| PBI | Exit | PITNEY BOWES INC | $0 | – | -9,545 | -100.0% | -0.04% | – |
| CDK | Exit | CDK GLOBAL, INC. | $0 | – | -3,765 | -100.0% | -0.05% | – |
| PDCO | Exit | PATTERSON COMPANIES INC | $0 | – | -4,277 | -100.0% | -0.05% | – |
| ABMD | Exit | ABIOMED, INC | $0 | – | -3,159 | -100.0% | -0.05% | – |
| VIAB | Exit | VIACOM INCcl b | $0 | – | -3,205 | -100.0% | -0.05% | – |
| ANDE | Exit | THE ANDERSONS INC | $0 | – | -5,336 | -100.0% | -0.05% | – |
| SXC | Exit | SUNCOKE ENERGY INC | $0 | – | -15,667 | -100.0% | -0.05% | – |
| PCG | Exit | P G & E CORP | $0 | – | -4,264 | -100.0% | -0.05% | – |
| TREE | Exit | LENDINGTREE, INC. | $0 | – | -2,696 | -100.0% | -0.05% | – |
| MDU | Exit | MDU RESOURCES GROUP INC | $0 | – | -10,889 | -100.0% | -0.05% | – |
| PBCT | Exit | PEOPLE'S UNITED FINANCIAL INC | $0 | – | -12,879 | -100.0% | -0.05% | – |
| SCG | Exit | SCANA CORP | $0 | – | -4,280 | -100.0% | -0.05% | – |
| BG | Exit | BUNGE LTD | $0 | – | -2,453 | -100.0% | -0.05% | – |
| TKMR | Exit | TEKMIRA PHARMACEUTICALS CORP | $0 | – | -18,404 | -100.0% | -0.05% | – |
| RFP | Exit | RESOLUTE FOREST PRODUCTS | $0 | – | -19,082 | -100.0% | -0.05% | – |
| PRXL | Exit | PAREXEL INTERNATIONAL CORPORATION | $0 | – | -3,436 | -100.0% | -0.05% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -7,522 | -100.0% | -0.05% | – |
| AMT | Exit | AMERICAN TOWER CORP | $0 | – | -2,394 | -100.0% | -0.05% | – |
| FICO | Exit | FAIR ISAAC CORP | $0 | – | -2,466 | -100.0% | -0.05% | – |
| AAPL | Exit | APPLE INC | $0 | – | -1,802 | -100.0% | -0.05% | – |
| SCMP | Exit | SUCAMPO PHARMACEUTICALS INCcl a | $0 | – | -14,127 | -100.0% | -0.05% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -9,136 | -100.0% | -0.05% | – |
| MCO | Exit | MOODY'S CORP | $0 | – | -2,197 | -100.0% | -0.05% | – |
| TSRA | Exit | TESSARA TECHNOLOGIES INC | $0 | – | -6,127 | -100.0% | -0.05% | – |
| GPT | Exit | GRAMERCY PROPERTY TRUST INC | $0 | – | -10,073 | -100.0% | -0.05% | – |
| ALGN | Exit | ALIGN TECHNOLOGY | $0 | – | -3,855 | -100.0% | -0.05% | – |
| ADBE | Exit | ADOBE SYSTEMS INCORPORATED | $0 | – | -2,983 | -100.0% | -0.05% | – |
| ITT | Exit | ITT CORP | $0 | – | -5,986 | -100.0% | -0.06% | – |
| ORI | Exit | OLD REPUBLIC INTL CORP | $0 | – | -15,834 | -100.0% | -0.06% | – |
| HES | Exit | HESS CORP | $0 | – | -3,730 | -100.0% | -0.06% | – |
| AIRM | Exit | AIR METHODS CORPORATION | $0 | – | -6,135 | -100.0% | -0.06% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -5,455 | -100.0% | -0.06% | – |
| SCI | Exit | SERVICE CORP INTERNATIONAL | $0 | – | -8,794 | -100.0% | -0.06% | – |
| UVV | Exit | UNIVERSAL CORP VA | $0 | – | -4,528 | -100.0% | -0.06% | – |
| WWAV | Exit | WHITEWAVE FOODS COcl a | $0 | – | -5,349 | -100.0% | -0.06% | – |
| KMX | Exit | CARMAX INC | $0 | – | -3,939 | -100.0% | -0.06% | – |
| SWKS | Exit | SKYWORKS SOLUTIONS INC | $0 | – | -2,611 | -100.0% | -0.06% | – |
| DFODQ | Exit | DEAN FOODS CO | $0 | – | -16,547 | -100.0% | -0.06% | – |
| WOR | Exit | WORTHINGTON INDUSTRIES | $0 | – | -9,030 | -100.0% | -0.06% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -6,146 | -100.0% | -0.06% | – |
| WWD | Exit | WOODWARD INC | $0 | – | -5,061 | -100.0% | -0.06% | – |
| HOG | Exit | HARLEY-DAVIDSON INC | $0 | – | -5,088 | -100.0% | -0.06% | – |
| ESND | Exit | ESSENDANT INC. | $0 | – | -7,542 | -100.0% | -0.07% | – |
| SRPT | Exit | SAREPTA THERAPEUTICS | $0 | – | -10,291 | -100.0% | -0.07% | – |
| LG | Exit | LACLEDE GROUP INC | $0 | – | -5,760 | -100.0% | -0.07% | – |
| SCS | Exit | STEELCASE INCcl a | $0 | – | -15,992 | -100.0% | -0.07% | – |
| GWPH | Exit | GW PHARMACEUTICALS PLCads | $0 | – | -2,541 | -100.0% | -0.07% | – |
| PESXQ | Exit | PIONEER ENERGY SERVICES CORP | $0 | – | -48,285 | -100.0% | -0.07% | – |
| FMC | Exit | FMC CORP | $0 | – | -5,986 | -100.0% | -0.07% | – |
| GLUU | Exit | GLU MOBILE INC | $0 | – | -49,996 | -100.0% | -0.07% | – |
| CAT | Exit | CATERPILLAR INC | $0 | – | -3,752 | -100.0% | -0.07% | – |
| RWT | Exit | REDWOOD TRUST INC | $0 | – | -20,522 | -100.0% | -0.07% | – |
| WOOF | Exit | VCA ANTECH INC | $0 | – | -6,126 | -100.0% | -0.07% | – |
| EQY | Exit | EQUITY ONE INC | $0 | – | -14,284 | -100.0% | -0.07% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -14,914 | -100.0% | -0.07% | – |
| TDW | Exit | TIDEWATER INC | $0 | – | -14,823 | -100.0% | -0.08% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP | $0 | – | -1,987 | -100.0% | -0.08% | – |
| DORM | Exit | DORMAN PRODUCTS INC | $0 | – | -7,226 | -100.0% | -0.08% | – |
| BAC | Exit | BANK OF AMERICA CORP | $0 | – | -20,440 | -100.0% | -0.08% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -4,226 | -100.0% | -0.08% | – |
| DSW | Exit | DSW INCcl a | $0 | – | -10,496 | -100.0% | -0.08% | – |
| ADM | Exit | ARCHER-DANIELS-MIDLAND CO | $0 | – | -7,213 | -100.0% | -0.08% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -13,501 | -100.0% | -0.08% | – |
| HCP | Exit | HCP INC | $0 | – | -9,630 | -100.0% | -0.08% | – |
| GG | Exit | GOLDCORP INC | $0 | – | -21,595 | -100.0% | -0.08% | – |
| THO | Exit | THOR INDUSTRIES INC | $0 | – | -6,231 | -100.0% | -0.08% | – |
| CX | Exit | CEMEX SABsp adr | $0 | – | -39,582 | -100.0% | -0.08% | – |
| U104PS | Exit | PERFECT WORLD CO., LTDsp adr rep b | $0 | – | -18,162 | -100.0% | -0.08% | – |
| MNST | Exit | MONSTER BEVERAGE CP | $0 | – | -2,726 | -100.0% | -0.08% | – |
| SHOO | Exit | STEVE MADDEN LTD | $0 | – | -8,639 | -100.0% | -0.08% | – |
| APOL | Exit | APOLLO GROUP INCcl a | $0 | – | -24,257 | -100.0% | -0.08% | – |
| BXP | Exit | BOSTON PROPERTIES INC | $0 | – | -3,075 | -100.0% | -0.08% | – |
| MLI | Exit | MUELLER INDUSTRIES INC | $0 | – | -10,746 | -100.0% | -0.08% | – |
| HAR | Exit | HARMAN INTERNATIONAL | $0 | – | -3,148 | -100.0% | -0.08% | – |
| VOYA | Exit | VOYA FINANCIAL INC | $0 | – | -8,240 | -100.0% | -0.08% | – |
| GGP | Exit | GENERAL GROWTH PROPERTIES | $0 | – | -14,944 | -100.0% | -0.08% | – |
| CCK | Exit | CROWN HOLDINGS INC | $0 | – | -7,106 | -100.0% | -0.08% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -8,086 | -100.0% | -0.09% | – |
| EMC | Exit | EMC CORP MASS | $0 | – | -15,113 | -100.0% | -0.09% | – |
| WBC | Exit | WABCO HOLDINGS INC | $0 | – | -3,297 | -100.0% | -0.09% | – |
| LLTC | Exit | LINEAR TECHNOLOGY CORPORATION | $0 | – | -9,019 | -100.0% | -0.09% | – |
| CVS | Exit | CVS CAREMARK CORP | $0 | – | -3,816 | -100.0% | -0.09% | – |
| ARRY | Exit | ARRAY BIOPHARMA INC | $0 | – | -56,657 | -100.0% | -0.09% | – |
| MBBYF | Exit | MOBILEYE NV | $0 | – | -7,594 | -100.0% | -0.09% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -3,789 | -100.0% | -0.09% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -5,939 | -100.0% | -0.09% | – |
| BAP | Exit | CREDICORP LTD | $0 | – | -2,897 | -100.0% | -0.09% | – |
| WBS | Exit | WEBSTER FINANCIAL CORP | $0 | – | -10,326 | -100.0% | -0.09% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -6,696 | -100.0% | -0.09% | – |
| TDC | Exit | TERADATA CORP | $0 | – | -11,158 | -100.0% | -0.09% | – |
| MOS | Exit | MOSAIC CO | $0 | – | -9,040 | -100.0% | -0.09% | – |
| SWM | Exit | SCHWEITZER-MAUDUIT INTL INC | $0 | – | -10,575 | -100.0% | -0.09% | – |
| MHFI | Exit | MCGRAW HILL FINANCIAL INC | $0 | – | -4,283 | -100.0% | -0.10% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -5,263 | -100.0% | -0.10% | – |
| DUK | Exit | DUKE ENERGY CORP | $0 | – | -6,209 | -100.0% | -0.10% | – |
| PFE | Exit | PFIZER INC | $0 | – | -13,272 | -100.0% | -0.10% | – |
| CSCO | Exit | CISCO SYSTEMS INC | $0 | – | -16,129 | -100.0% | -0.10% | – |
| ALSN | Exit | ALLISON TRANSMISSION HOLDING | $0 | – | -15,447 | -100.0% | -0.10% | – |
| EXC | Exit | EXELON CORP | $0 | – | -14,117 | -100.0% | -0.10% | – |
| SYK | Exit | STRYKER CORP | $0 | – | -4,704 | -100.0% | -0.10% | – |
| T | Exit | AT&T INC | $0 | – | -12,702 | -100.0% | -0.10% | – |
| BK | Exit | BANK OF NEW YORK MELLON CORP | $0 | – | -11,093 | -100.0% | -0.10% | – |
| JNS | Exit | JANUS CAPITAL GROUP INC | $0 | – | -27,634 | -100.0% | -0.10% | – |
| HUM | Exit | HUMANA INC | $0 | – | -2,425 | -100.0% | -0.10% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -6,971 | -100.0% | -0.10% | – |
| MSM | Exit | MSC INDUSTRIAL DIRECT COcl a | $0 | – | -6,758 | -100.0% | -0.10% | – |
| DIS | Exit | THE WALT DISNEY CO | $0 | – | -4,183 | -100.0% | -0.10% | – |
| ICE | Exit | INTERCONTINENTAL EXCHANGE GROUP | $0 | – | -2,139 | -100.0% | -0.11% | – |
| BMRN | Exit | BIOMARIN PHARMACEUTICAL INC | $0 | – | -3,585 | -100.0% | -0.11% | – |
| PRI | Exit | PRIMERICA INC | $0 | – | -10,608 | -100.0% | -0.11% | – |
| HPQ | Exit | HEWLETT-PACKARD CO | $0 | – | -16,495 | -100.0% | -0.11% | – |
| JONE | Exit | JONES ENERGY LTDcl a | $0 | – | -54,363 | -100.0% | -0.11% | – |
| PF | Exit | PINNACLE FOODS INC | $0 | – | -11,032 | -100.0% | -0.11% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -20,658 | -100.0% | -0.11% | – |
| HCN | Exit | HEALTH CARE REIT INC | $0 | – | -7,818 | -100.0% | -0.11% | – |
| SEE | Exit | SEALED AIR CORP | $0 | – | -10,030 | -100.0% | -0.12% | – |
| NTES | Exit | NETEASE.COM INCsp adr | $0 | – | -3,693 | -100.0% | -0.12% | – |
| R114PS | Exit | CHIPMOS TECHNOLOGIES BERMUDA LTD | $0 | – | -24,679 | -100.0% | -0.12% | – |
| EPZM | Exit | EPIZYME, INC | $0 | – | -23,960 | -100.0% | -0.12% | – |
| BDSI | Exit | BIODELIVERY SCIENCES INTERNATIONAL INC | $0 | – | -70,750 | -100.0% | -0.12% | – |
| FELE | Exit | FRANKLIN ELECTRIC CO INC | $0 | – | -17,179 | -100.0% | -0.12% | – |
| BDN | Exit | BRANDYWINE REALTY TRUST | $0 | – | -41,397 | -100.0% | -0.12% | – |
| SANM | Exit | SANMINA CORP | $0 | – | -28,050 | -100.0% | -0.12% | – |
| MBI | Exit | MBIA INC | $0 | – | -94,274 | -100.0% | -0.13% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -18,324 | -100.0% | -0.13% | – |
| DOW | Exit | DOW CHEMICAL CO | $0 | – | -11,545 | -100.0% | -0.13% | – |
| TSS | Exit | TOTAL SYSTEM SERVICES INC | $0 | – | -14,038 | -100.0% | -0.13% | – |
| GOOGL | Exit | GOOGLE INCcl a | $0 | – | -1,099 | -100.0% | -0.13% | – |
| MFIN | Exit | MEDALLION FINANCIAL CORP | $0 | – | -69,930 | -100.0% | -0.13% | – |
| BOFI | Exit | BOFI HOLDINGS INC | $0 | – | -5,674 | -100.0% | -0.13% | – |
| ORIT | Exit | ORITANI FINANCIAL CORP | $0 | – | -37,360 | -100.0% | -0.13% | – |
| FULT | Exit | FULTON FINANCIAL CORPORATION | $0 | – | -46,012 | -100.0% | -0.13% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -12,360 | -100.0% | -0.13% | – |
| HLF | Exit | HERBALIFE LTD | $0 | – | -11,035 | -100.0% | -0.13% | – |
| T107PS | Exit | WRIGHT MEDICAL GROUP INC | $0 | – | -22,892 | -100.0% | -0.13% | – |
| OZRK | Exit | BANK OF THE OZARKS | $0 | – | -13,146 | -100.0% | -0.13% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -33,389 | -100.0% | -0.13% | – |
| GBCI | Exit | GLACIER BANCORP INC | $0 | – | -20,633 | -100.0% | -0.13% | – |
| BCRX | Exit | BIOCRYST PHARMACEUTICALS INC | $0 | – | -41,609 | -100.0% | -0.13% | – |
| IRBT | Exit | IROBOT CORPORATION | $0 | – | -18,721 | -100.0% | -0.13% | – |
| MDAS | Exit | MEDASSETS INC | $0 | – | -27,188 | -100.0% | -0.13% | – |
| ISRG | Exit | INTUITIVE SURGICAL INC | $0 | – | -1,240 | -100.0% | -0.13% | – |
| BLMN | Exit | BLOOMIN' BRANDS, INC | $0 | – | -28,524 | -100.0% | -0.13% | – |
| FTDCQ | Exit | FTD COS INC | $0 | – | -21,187 | -100.0% | -0.13% | – |
| SF | Exit | STIFEL FINANCIAL CORP | $0 | – | -10,502 | -100.0% | -0.13% | – |
| SC | Exit | SANTANDER CONSUMER USA HOLDINGS | $0 | – | -23,483 | -100.0% | -0.13% | – |
| ALXN | Exit | ALEXION PHARMECEUTICALS INC | $0 | – | -3,393 | -100.0% | -0.13% | – |
| CPHD | Exit | CEPHEID | $0 | – | -10,137 | -100.0% | -0.13% | – |
| UNIS | Exit | UNILIFE CORPORATION | $0 | – | -289,855 | -100.0% | -0.13% | – |
| ENDP | Exit | ENDO INT'L PLC | $0 | – | -7,654 | -100.0% | -0.14% | – |
| GLT | Exit | GLATFELTER | $0 | – | -27,460 | -100.0% | -0.14% | – |
| PIR | Exit | PIER 1 IMPORTS INC | $0 | – | -50,152 | -100.0% | -0.14% | – |
| SCHW | Exit | SCHWAB (CHARLES) CORP | $0 | – | -18,743 | -100.0% | -0.14% | – |
| RJF | Exit | RAYMOND JAMES FINANCIAL INC | $0 | – | -10,246 | -100.0% | -0.14% | – |
| CCE | Exit | COCA-COLA ENTERPRISES | $0 | – | -13,899 | -100.0% | -0.14% | – |
| FOLD | Exit | AMICUS THERAPEUTICS INC | $0 | – | -44,021 | -100.0% | -0.14% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORPcl a | $0 | – | -5,590 | -100.0% | -0.14% | – |
| GRPN | Exit | GROUPON INCcl a | $0 | – | -121,871 | -100.0% | -0.14% | – |
| OASPQ | Exit | OASIS PETROLEUM INC | $0 | – | -39,215 | -100.0% | -0.14% | – |
| WSH | Exit | WILLIS GROUP HOLDINGS PLC | $0 | – | -13,238 | -100.0% | -0.14% | – |
| FCFS | Exit | FIRST CASH FINANCIAL SERVICES INC | $0 | – | -13,551 | -100.0% | -0.14% | – |
| DXCM | Exit | DEXCOM INC | $0 | – | -7,910 | -100.0% | -0.14% | – |
| DFT | Exit | DUPONT FABROS TECHNOLOGY | $0 | – | -20,979 | -100.0% | -0.14% | – |
| ETFC | Exit | E*TRADE FINANCIAL CORP | $0 | – | -21,472 | -100.0% | -0.14% | – |
| ENR | Exit | ENERGIZER HOLDINGS INC | $0 | – | -4,779 | -100.0% | -0.14% | – |
| SONC | Exit | SONIC CORP | $0 | – | -22,136 | -100.0% | -0.14% | – |
| PVH | Exit | PVH CORP | $0 | – | -5,641 | -100.0% | -0.14% | – |
| PZZA | Exit | PAPA JOHNS INTERNATIONAL | $0 | – | -8,582 | -100.0% | -0.14% | – |
| RSG | Exit | REPUBLIC SERVICES INC | $0 | – | -16,431 | -100.0% | -0.14% | – |
| GNCIQ | Exit | GNC HOLDINGS INCcl a | $0 | – | -14,521 | -100.0% | -0.14% | – |
| WYND | Exit | WYNDHAM WORLDWIDE CORP | $0 | – | -7,852 | -100.0% | -0.14% | – |
| OMC | Exit | OMNICOM GROUP | $0 | – | -9,428 | -100.0% | -0.14% | – |
| GIII | Exit | G-III APPAREL GROUP LTD | $0 | – | -9,378 | -100.0% | -0.15% | – |
| OSK | Exit | OSHKOSH CORP | $0 | – | -15,836 | -100.0% | -0.15% | – |
| RHT | Exit | RED HAT INC | $0 | – | -9,089 | -100.0% | -0.15% | – |
| RGA | Exit | REINSURANCE GROUP OF AMERICA | $0 | – | -7,372 | -100.0% | -0.16% | – |
| RLYP | Exit | RELYPSA, INC. | $0 | – | -21,709 | -100.0% | -0.16% | – |
| Y | Exit | ALLEGHANY CORP | $0 | – | -1,530 | -100.0% | -0.16% | – |
| POWI | Exit | POWER INTEGRATIONS INC | $0 | – | -15,848 | -100.0% | -0.16% | – |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -8,217 | -100.0% | -0.16% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -45,094 | -100.0% | -0.16% | – |
| ROVI | Exit | ROVI CORPORATION | $0 | – | -45,477 | -100.0% | -0.16% | – |
| CYS | Exit | CYS INVESTMENTS INC | $0 | – | -93,938 | -100.0% | -0.16% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -4,479 | -100.0% | -0.16% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -12,288 | -100.0% | -0.16% | – |
| SFYWQ | Exit | SWIFT ENERGY CO | $0 | – | -371,862 | -100.0% | -0.17% | – |
| TRMB | Exit | TRIMBLE NAVIGATION LTD | $0 | – | -32,857 | -100.0% | -0.17% | – |
| POST | Exit | POST HOLDINGS INC | $0 | – | -14,570 | -100.0% | -0.17% | – |
| QRVO | Exit | QORVO, INC. | $0 | – | -9,489 | -100.0% | -0.17% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -36,802 | -100.0% | -0.17% | – |
| TXMD | Exit | THERAPEUTICSMD INC | $0 | – | -102,451 | -100.0% | -0.17% | – |
| CAM | Exit | CAMERON INTERNATIONAL CORP | $0 | – | -15,276 | -100.0% | -0.18% | – |
| KN | Exit | KNOWLES CORP | $0 | – | -43,490 | -100.0% | -0.18% | – |
| HNT | Exit | HEALTH NET INC | $0 | – | -12,608 | -100.0% | -0.18% | – |
| HCA | Exit | HCA HOLDINGS INC | $0 | – | -9,206 | -100.0% | -0.18% | – |
| GOV | Exit | GOVERNMENT PROPERTIES INCOME | $0 | – | -45,149 | -100.0% | -0.19% | – |
| COTY | Exit | COTY INCcl a | $0 | – | -26,489 | -100.0% | -0.19% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -13,592 | -100.0% | -0.19% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHINES CORP | $0 | – | -5,324 | -100.0% | -0.19% | – |
| AVGO | Exit | AVAGO TECHNOLOGIES LIMITED | $0 | – | -6,525 | -100.0% | -0.19% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -12,561 | -100.0% | -0.19% | – |
| BERY | Exit | BERRY PLASTICS GROUP INC | $0 | – | -26,846 | -100.0% | -0.20% | – |
| RNR | Exit | RENAISSANCERE HOLDINGS LTD | $0 | – | -8,752 | -100.0% | -0.20% | – |
| INXN | Exit | INTERXION HOLDING NV | $0 | – | -32,392 | -100.0% | -0.20% | – |
| GDDY | Exit | GODADDY INCcl a | $0 | – | -31,789 | -100.0% | -0.20% | – |
| SBGI | Exit | SINCLAIR BROADCAST GROUPcl a | $0 | – | -32,788 | -100.0% | -0.20% | – |
| PB | Exit | PROSPERITY BANCSHARES INC | $0 | – | -15,980 | -100.0% | -0.20% | – |
| ASH | Exit | ASHLAND INC | $0 | – | -7,623 | -100.0% | -0.21% | – |
| LH | Exit | LABORATORY CRP OF AMER HLDGS | $0 | – | -7,850 | -100.0% | -0.21% | – |
| XOMA | Exit | XOMA CORPORATION | $0 | – | -261,120 | -100.0% | -0.21% | – |
| CVX | Exit | CHEVRON CORP | $0 | – | -9,960 | -100.0% | -0.21% | – |
| LUK | Exit | LEUCADIA NATIONAL CORP | $0 | – | -39,888 | -100.0% | -0.22% | – |
| PM | Exit | PHILIP MORRIS INTERNATIONAL | $0 | – | -12,127 | -100.0% | -0.22% | – |
| ORLY | Exit | O'REILLY AUTOMOTIVE INC | $0 | – | -4,339 | -100.0% | -0.22% | – |
| Q104PS | Exit | PARKWAY PROPERTIES INC | $0 | – | -57,648 | -100.0% | -0.22% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -15,992 | -100.0% | -0.22% | – |
| XOOM | Exit | XOOM CORPORATION | $0 | – | -48,536 | -100.0% | -0.23% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -20,371 | -100.0% | -0.23% | – |
| FTK | Exit | FLOTEK INDUSTRIES INC | $0 | – | -82,019 | -100.0% | -0.23% | – |
| ULTA | Exit | ULTA SALON, COSMETICS & FRAGRANCE | $0 | – | -6,800 | -100.0% | -0.23% | – |
| JBL | Exit | JABIL CIRCUIT INC | $0 | – | -49,090 | -100.0% | -0.23% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -17,258 | -100.0% | -0.23% | – |
| CI | Exit | CIGNA CORP | $0 | – | -6,389 | -100.0% | -0.23% | – |
| BTU | Exit | PEABODY ENERGY CORP | $0 | – | -422,553 | -100.0% | -0.24% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -6,672 | -100.0% | -0.24% | – |
| NWSA | Exit | NEWS CORPcl a | $0 | – | -74,264 | -100.0% | -0.24% | – |
| SCOR | Exit | COMSCORE INC | $0 | – | -21,138 | -100.0% | -0.25% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -10,689 | -100.0% | -0.25% | – |
| JOY | Exit | JOY GLOBAL INC | $0 | – | -30,688 | -100.0% | -0.25% | – |
| RKUS | Exit | RUCKUS WIRELESS INC | $0 | – | -110,058 | -100.0% | -0.25% | – |
| NRF | Exit | NORTHSTAR REALTY FINANCE CORP | $0 | – | -70,448 | -100.0% | -0.25% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING | $0 | – | -43,919 | -100.0% | -0.25% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -8,095 | -100.0% | -0.26% | – |
| CRZO | Exit | CARRIZO OIL & GAS INC | $0 | – | -24,093 | -100.0% | -0.26% | – |
| UTIW | Exit | UTI WORLDWIDE INC | $0 | – | -122,821 | -100.0% | -0.26% | – |
| HOSSQ | Exit | HORNBECK OFFSHORE SERVICES | $0 | – | -57,012 | -100.0% | -0.26% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -13,632 | -100.0% | -0.27% | – |
| ESV | Exit | ENSCO PLCcl a | $0 | – | -54,792 | -100.0% | -0.27% | – |
| AKS | Exit | AK STEEL HOLDING CORP | $0 | – | -314,329 | -100.0% | -0.27% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -12,618 | -100.0% | -0.28% | – |
| FOSL | Exit | FOSSIL GROUP INC | $0 | – | -18,230 | -100.0% | -0.28% | – |
| ULTI | Exit | THE ULTIMATE SOFTWARE GROUP INC | $0 | – | -7,748 | -100.0% | -0.28% | – |
| PRE | Exit | PARTNERRE LTD | $0 | – | -9,899 | -100.0% | -0.28% | – |
| DAN | Exit | DANA HOLDING CORP | $0 | – | -64,313 | -100.0% | -0.30% | – |
| QLGC | Exit | QLOGIC CORPORATION | $0 | – | -92,786 | -100.0% | -0.30% | – |
| LUMN | Exit | CENTURYLINK INC | $0 | – | -45,423 | -100.0% | -0.30% | – |
| ECR | Exit | ECLIPSE RESOURCES CORPORATION | $0 | – | -260,860 | -100.0% | -0.30% | – |
| DECK | Exit | DECKERS OUTDOOR CORP | $0 | – | -18,650 | -100.0% | -0.30% | – |
| ALKS | Exit | ALKERMES PLC | $0 | – | -22,095 | -100.0% | -0.31% | – |
| KNX | Exit | KNIGHT TRANSPORTATION INC | $0 | – | -53,316 | -100.0% | -0.31% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -3,602 | -100.0% | -0.32% | – |
| SAIA | Exit | SAIA INC | $0 | – | -37,943 | -100.0% | -0.32% | – |
| BPOP | Exit | POPULAR, INC. | $0 | – | -50,456 | -100.0% | -0.33% | – |
| AA | Exit | ALCOA INC | $0 | – | -130,532 | -100.0% | -0.33% | – |
| SBRA | Exit | SABRA HEALTHCARE REIT INC | $0 | – | -57,202 | -100.0% | -0.33% | – |
| BAS | Exit | BASIC ENERGY SERVICES INC | $0 | – | -192,952 | -100.0% | -0.33% | – |
| EGN | Exit | ENERGEN CORP | $0 | – | -22,368 | -100.0% | -0.34% | – |
| CIR | Exit | CIRCOR INTERNATIONAL INC | $0 | – | -27,925 | -100.0% | -0.34% | – |
| SPXC | Exit | SPX CORP | $0 | – | -21,892 | -100.0% | -0.34% | – |
| FWRD | Exit | FORWARD AIR CORPORATION | $0 | – | -29,934 | -100.0% | -0.34% | – |
| KORS | Exit | MICHAEL KORS HOLDINGS LTD | $0 | – | -36,234 | -100.0% | -0.34% | – |
| YUM | Exit | YUM! BRANDS INC | $0 | – | -18,187 | -100.0% | -0.36% | – |
| X | Exit | UNITED STATES STEEL CORP | $0 | – | -80,405 | -100.0% | -0.37% | – |
| MSCI | Exit | MSCI INC | $0 | – | -27,250 | -100.0% | -0.38% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -24,704 | -100.0% | -0.38% | – |
| RDC | Exit | ROWAN COMPANIES PLCcl a | $0 | – | -83,026 | -100.0% | -0.38% | – |
| TIF | Exit | TIFFANY & CO | $0 | – | -18,851 | -100.0% | -0.38% | – |
| MAR | Exit | MARRIOT INTL INCcl a | $0 | – | -23,861 | -100.0% | -0.39% | – |
| KRFT | Exit | KRAFT FOODS GROUP | $0 | – | -21,126 | -100.0% | -0.40% | – |
| THS | Exit | TREEHOUSE FOODS INC | $0 | – | -24,342 | -100.0% | -0.40% | – |
| BRSWQ | Exit | BRISTOW GROUP INC | $0 | – | -33,989 | -100.0% | -0.40% | – |
| SWFT | Exit | SWIFT TRANSPORTATION COcl a | $0 | – | -81,348 | -100.0% | -0.41% | – |
| SIG | Exit | SIGNET JEWELERS LTD | $0 | – | -14,676 | -100.0% | -0.42% | – |
| TWC | Exit | TIME WARNER CABLE | $0 | – | -10,687 | -100.0% | -0.42% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -54,000 | -100.0% | -0.44% | – |
| BJRI | Exit | BJS RESTAURANTS INC | $0 | – | -41,986 | -100.0% | -0.45% | – |
| NCR | Exit | NCR CORPORATION | $0 | – | -67,137 | -100.0% | -0.45% | – |
| THOR | Exit | THORATEC CORP | $0 | – | -45,796 | -100.0% | -0.45% | – |
| NI | Exit | NISOURCE INC | $0 | – | -44,762 | -100.0% | -0.46% | – |
| ARG | Exit | AIRGAS INC | $0 | – | -19,533 | -100.0% | -0.46% | – |
| KEGXQ | Exit | KEY ENERGY SERVICES INC | $0 | – | -1,100,967 | -100.0% | -0.46% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -41,621 | -100.0% | -0.47% | – |
| CSX | Exit | CSX CORP | $0 | – | -68,207 | -100.0% | -0.49% | – |
| USB | Exit | US BANCORP | $0 | – | -52,992 | -100.0% | -0.51% | – |
| FTI | Exit | FMC TECHNOLOGIES INC | $0 | – | -57,447 | -100.0% | -0.52% | – |
| CP | Exit | CANADIAN PACIFIC RAILWAY LTD | $0 | – | -14,888 | -100.0% | -0.53% | – |
| BXS | Exit | BANCORPSOUTH INC | $0 | – | -97,231 | -100.0% | -0.55% | – |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -145,718 | -100.0% | -0.58% | – |
| FINL | Exit | THE FINISH LINE INCcl a | $0 | – | -97,206 | -100.0% | -0.60% | – |
| MFRM | Exit | MATTRESS FIRM HOLDING CORP | $0 | – | -44,833 | -100.0% | -0.61% | – |
| IBKC | Exit | IBERIABANK CORPORATION | $0 | – | -43,104 | -100.0% | -0.65% | – |
| TYC | Exit | TYCO INTERNATIONAL PLC | $0 | – | -81,521 | -100.0% | -0.70% | – |
| AKRXQ | Exit | AKORN INC | $0 | – | -74,084 | -100.0% | -0.70% | – |
| SBH | Exit | SALLY BEAUTY HOLDINGS INC | $0 | – | -105,232 | -100.0% | -0.72% | – |
| MJN | Exit | MEAD JOHNSON NUTRITION CO | $0 | – | -36,122 | -100.0% | -0.72% | – |
| AMP | Exit | AMERIPRISE FINANCIAL INC | $0 | – | -27,582 | -100.0% | -0.76% | – |
| LEA | Exit | LEAR CORP | $0 | – | -31,038 | -100.0% | -0.77% | – |
| EXH | Exit | EXTERRAN HOLDINGS INC | $0 | – | -111,301 | -100.0% | -0.81% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-10-30
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.