$378 Million is the total value of Quantitative Systematic Strategies LLC's 436 reported holdings in Q3 2017. The portfolio turnover from Q2 2017 to Q3 2017 was 85.1% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AXP | Buy | AMERICAN EXPRESS COMPANY | $3,392,000 | +64.8% | 37,502 | +52.4% | 0.90% | +71.7% |
| ORI | Buy | OLD REPUBLIC INTL CORP | $3,324,000 | +19.4% | 168,837 | +19.3% | 0.88% | +24.3% |
| CCI | Buy | CROWN CASTLE INTL CORP | $3,288,000 | +235.2% | 32,886 | +235.3% | 0.87% | +248.4% |
| SWK | Sell | STANLEY BLACK & DECKER INC | $3,011,000 | +2.7% | 19,943 | -5.0% | 0.80% | +6.8% |
| CVX | Sell | CHEVRON CORP | $2,925,000 | +11.2% | 24,896 | -1.5% | 0.78% | +15.8% |
| ORCL | Sell | ORACLE CORP | $2,841,000 | -32.6% | 58,753 | -30.0% | 0.75% | -29.9% |
| AJG | Buy | GALLAGHER ARTHUR J & CO | $2,828,000 | +442.8% | 45,954 | +402.7% | 0.75% | +463.2% |
| BA | New | BOEING CO | $2,727,000 | – | 10,726 | +100.0% | 0.72% | – |
| BTI | New | BRITISH AMERICAN TOBACCOspon adr | $2,693,000 | – | 43,130 | +100.0% | 0.71% | – |
| ISBC | Buy | INVESTORS BANCORP INC | $2,656,000 | +367.6% | 194,686 | +360.4% | 0.70% | +388.2% |
| DRE | Buy | DUKE REALTY CORP | $2,568,000 | +122.0% | 89,092 | +113.0% | 0.68% | +131.3% |
| MDLZ | Buy | MONDELEZ INTERNATIONAL INCcl a | $2,556,000 | +117.5% | 62,869 | +130.7% | 0.68% | +126.4% |
| CRI | New | CARTER'S INC | $2,550,000 | – | 25,820 | +100.0% | 0.68% | – |
| AZO | Sell | AUTOZONE INC | $2,523,000 | -1.8% | 4,239 | -7.6% | 0.67% | +2.3% |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $2,495,000 | -1.7% | 39,136 | -13.9% | 0.66% | +2.5% |
| USFD | Buy | US FOODS HOLDING CORP | $2,484,000 | +6.3% | 93,032 | +6.7% | 0.66% | +10.8% |
| USB | Buy | US BANCORP | $2,467,000 | +72.6% | 46,034 | +67.0% | 0.65% | +79.9% |
| RPAI | Buy | RETAIL PROPERTIES OF AMERICA INCcl a | $2,425,000 | +1049.3% | 184,696 | +983.6% | 0.64% | +1088.9% |
| PVH | Sell | PVH CORP | $2,423,000 | -14.2% | 19,219 | -22.5% | 0.64% | -10.6% |
| DLTR | Sell | DOLLAR TREE INC | $2,421,000 | -11.2% | 27,885 | -28.5% | 0.64% | -7.6% |
| SHW | Buy | SHERWIN-WILLIAMS CO/THE | $2,408,000 | +2.9% | 6,725 | +1.3% | 0.64% | +7.2% |
| DPS | New | DR PEPPER SNAPPLE GROUP INC | $2,401,000 | – | 27,139 | +100.0% | 0.64% | – |
| KO | Sell | COCA-COLA CO/THE | $2,373,000 | -39.7% | 52,724 | -39.9% | 0.63% | -37.3% |
| GM | Buy | GENERAL MOTORS CO | $2,332,000 | +39.1% | 57,760 | +20.2% | 0.62% | +45.1% |
| DAN | Buy | DANA INC | $2,321,000 | +188.0% | 83,005 | +129.8% | 0.62% | +200.0% |
| LUV | New | SOUTHWEST AIRLINES CO | $2,254,000 | – | 40,270 | +100.0% | 0.60% | – |
| DOC | Buy | PHYSICIANS REALTY TRUST | $2,211,000 | +183.1% | 124,726 | +216.6% | 0.59% | +194.5% |
| VIAB | New | VIACOM INCcl a | $2,210,000 | – | 79,376 | +100.0% | 0.58% | – |
| HCP | Buy | HCP INC | $2,194,000 | +192.5% | 78,822 | +236.1% | 0.58% | +204.2% |
| FDC | Buy | FIRST DATA CORPcl a | $2,183,000 | +11.8% | 120,988 | +14.2% | 0.58% | +16.5% |
| STL | Buy | STERLING BANCORP/DE | $2,175,000 | +195.1% | 88,234 | +180.4% | 0.58% | +208.0% |
| New | THE TRAVELERS COMPANIES INC | $2,167,000 | – | 17,687 | +100.0% | 0.57% | – | |
| ALK | Sell | ALASKA AIR GROUP INC | $2,156,000 | -19.6% | 28,263 | -6.0% | 0.57% | -16.3% |
| MSFT | Buy | MICROSOFT CORP | $2,154,000 | +93.2% | 28,914 | +77.7% | 0.57% | +100.7% |
| SHPG | Buy | SHIRE PLCsponsored adr | $2,148,000 | +398.4% | 14,025 | +438.0% | 0.57% | +417.3% |
| BRO | Buy | BROWN & BROWN INC | $2,114,000 | +141.3% | 43,860 | +118.2% | 0.56% | +151.1% |
| TSN | Sell | TYSON FOODS INCcl a | $2,111,000 | -8.3% | 29,971 | -19.8% | 0.56% | -4.6% |
| CI | Sell | CIGNA CORP | $2,103,000 | -9.6% | 11,251 | -19.4% | 0.56% | -5.9% |
| SBAC | New | SBA COMMUNICATIONS CORPcl a | $2,097,000 | – | 14,556 | +100.0% | 0.56% | – |
| V | Sell | VISA INCcl a | $2,080,000 | +7.8% | 19,762 | -3.3% | 0.55% | +12.2% |
| CTAS | Sell | CINTAS CORP | $2,078,000 | -7.2% | 14,400 | -20.0% | 0.55% | -3.5% |
| BAX | Sell | BAXTER INTERNATIONAL INC | $2,068,000 | -17.5% | 32,964 | -20.9% | 0.55% | -14.1% |
| EA | Sell | ELECTRONIC ARTS INC | $2,067,000 | -12.2% | 17,507 | -20.7% | 0.55% | -8.7% |
| SBRA | New | SABRA HEALTH CARE REIT INC | $2,050,000 | – | 93,456 | +100.0% | 0.54% | – |
| NCLH | New | NORWEGIAN CRUISE LINE HLDGS | $2,030,000 | – | 37,560 | +100.0% | 0.54% | – |
| APC | Buy | ANADARKO PETROLEUM CORP | $2,026,000 | +14.2% | 41,477 | +6.1% | 0.54% | +19.1% |
| ANTM | Sell | ANTHEM INC | $2,021,000 | -10.4% | 10,641 | -11.7% | 0.54% | -6.8% |
| FHN | New | FIRST HORIZON NATL CORP | $1,998,000 | – | 104,344 | +100.0% | 0.53% | – |
| BSX | Sell | BOSTON SCIENTIFIC CORP | $1,993,000 | -16.2% | 68,314 | -20.1% | 0.53% | -12.7% |
| VMC | Buy | VULCAN MATERIALS CO | $1,975,000 | +161.9% | 16,514 | +178.1% | 0.52% | +172.4% |
| BWLD | New | BUFFALO WILD WINGS INC | $1,976,000 | – | 18,694 | +100.0% | 0.52% | – |
| LULU | Buy | LULULEMON ATHLETICA INC | $1,961,000 | +227.4% | 31,505 | +210.6% | 0.52% | +241.4% |
| CAG | Buy | CONAGRA BRANDS INC | $1,923,000 | +639.6% | 56,981 | +689.2% | 0.51% | +671.2% |
| DAL | New | DELTA AIR LINES INC | $1,906,000 | – | 39,519 | +100.0% | 0.50% | – |
| PAYX | New | PAYCHEX INC | $1,840,000 | – | 30,685 | +100.0% | 0.49% | – |
| AZN | Buy | ASTRAZENECA PLCsponsored adr | $1,831,000 | +713.8% | 54,047 | +720.3% | 0.48% | +750.9% |
| YNDX | New | YANDEX N V | $1,794,000 | – | 54,460 | +100.0% | 0.48% | – |
| MUSA | Buy | MURPHY USA INC | $1,769,000 | +432.8% | 25,634 | +465.5% | 0.47% | +458.3% |
| AON | New | AON PLC | $1,765,000 | – | 12,080 | +100.0% | 0.47% | – |
| WEN | Sell | WENDY'S CO/THE | $1,765,000 | -31.2% | 113,648 | -32.1% | 0.47% | -28.5% |
| XEC | New | CIMAREX ENERGY CO | $1,764,000 | – | 15,516 | +100.0% | 0.47% | – |
| CB | New | CHUBB LTD | $1,752,000 | – | 12,293 | +100.0% | 0.46% | – |
| HPP | Buy | HUDSON PACIFIC PROPERTIES IN | $1,744,000 | +136.6% | 52,015 | +140.8% | 0.46% | +147.1% |
| CTLT | New | CATALENT INC | $1,714,000 | – | 42,926 | +100.0% | 0.45% | – |
| HUM | Sell | HUMANA INC | $1,715,000 | -18.6% | 7,038 | -20.0% | 0.45% | -15.3% |
| QEP | Buy | QEP RESOURCES INC | $1,702,000 | -1.3% | 198,649 | +14.4% | 0.45% | +2.7% |
| PLNT | New | PLANET FITNESS INCcl a | $1,696,000 | – | 62,876 | +100.0% | 0.45% | – |
| MU | Sell | MICRON TECHNOLOGY INC | $1,690,000 | -19.8% | 42,974 | -35.9% | 0.45% | -16.4% |
| ZTO | Sell | ZTO EXPRESS CAYMAN INCsponsored adr | $1,693,000 | -7.5% | 120,561 | -7.6% | 0.45% | -3.7% |
| PEI | Buy | PENN REAL ESTATE INVEST TSTsh ben int | $1,670,000 | +466.1% | 159,234 | +520.1% | 0.44% | +489.3% |
| SFLY | Sell | SHUTTERFLY INC | $1,666,000 | -11.6% | 34,374 | -13.0% | 0.44% | -7.9% |
| PM | Sell | PHILIP MORRIS INTERNATIONAL | $1,653,000 | -32.4% | 14,895 | -28.7% | 0.44% | -29.6% |
| XPO | New | XPO LOGISTICS INC | $1,637,000 | – | 24,150 | +100.0% | 0.43% | – |
| LPLA | Buy | LPL FINANCIAL HOLDINGS INC | $1,637,000 | +299.3% | 31,740 | +225.4% | 0.43% | +317.3% |
| ALB | New | ALBEMARLE CORPORATION | $1,635,000 | – | 11,996 | +100.0% | 0.43% | – |
| WDR | New | WADDELL & REED FINANCIAL INCcl a | $1,626,000 | – | 81,041 | +100.0% | 0.43% | – |
| THO | New | THOR INDUSTRIES INC | $1,616,000 | – | 12,837 | +100.0% | 0.43% | – |
| RRC | Buy | RANGE RESOURCES CORP | $1,608,000 | +525.7% | 82,165 | +653.0% | 0.43% | +555.4% |
| ABT | Sell | ABBOTT LABORATORIES | $1,606,000 | -3.3% | 30,091 | -11.7% | 0.42% | +0.7% |
| XLNX | New | XILINX INC | $1,603,000 | – | 22,638 | +100.0% | 0.42% | – |
| TSS | Buy | TOTAL SYSTEM SERVICES INC | $1,587,000 | +380.9% | 24,222 | +328.9% | 0.42% | +400.0% |
| WYND | New | WYNDHAM WORLDWIDE CORPORATION | $1,558,000 | – | 14,777 | +100.0% | 0.41% | – |
| BIDU | New | BAIDU INCspon adr rep a | $1,549,000 | – | 6,252 | +100.0% | 0.41% | – |
| ZION | Buy | ZIONS BANCORPORATION | $1,531,000 | +185.6% | 32,452 | +165.7% | 0.40% | +197.8% |
| CL | Buy | COLGATE-PALMOLIVE CO | $1,505,000 | +310.1% | 20,663 | +317.4% | 0.40% | +329.0% |
| VLY | Buy | VALLEY NATIONAL BANCORP | $1,505,000 | +56.9% | 124,934 | +54.8% | 0.40% | +63.5% |
| BABA | Sell | ALIBABA GROUP HOLDING LTDspon adr | $1,506,000 | -22.8% | 8,719 | -36.9% | 0.40% | -19.6% |
| AA | New | ALCOA CORPORATION | $1,499,000 | – | 32,145 | +100.0% | 0.40% | – |
| SC | Buy | SANTANDER CONSUMER USA HOLDI | $1,491,000 | +545.5% | 97,038 | +440.6% | 0.40% | +569.5% |
| RSPP | Sell | RSP PERMIAN INC | $1,492,000 | -16.5% | 43,131 | -23.5% | 0.40% | -13.0% |
| SU | Buy | SUNCOR ENERGY INC | $1,438,000 | +221.7% | 41,037 | +169.9% | 0.38% | +234.2% |
| FIS | Buy | FIDELITY NATIONAL INFO SERV | $1,436,000 | +35.1% | 15,377 | +22.8% | 0.38% | +40.7% |
| PF | Sell | PINNACLE FOODS INC | $1,432,000 | -45.7% | 25,054 | -43.0% | 0.38% | -43.5% |
| ISRG | Buy | INTUITIVE SURGICAL INC | $1,415,000 | +21.5% | 1,353 | +8.1% | 0.38% | +26.7% |
| YELP | Sell | YELP INCcl a | $1,408,000 | -22.5% | 32,509 | -46.5% | 0.37% | -19.3% |
| PE | Sell | PARSLEY ENERGY INCcl a | $1,409,000 | -26.5% | 53,485 | -24.2% | 0.37% | -23.6% |
| WLTW | New | WILLIS TOWERS WATSON | $1,405,000 | – | 9,111 | +100.0% | 0.37% | – |
| EXPR | New | EXPRESS INC | $1,392,000 | – | 205,952 | +100.0% | 0.37% | – |
| C | Sell | CITIGROUP INC | $1,384,000 | -49.8% | 19,031 | -53.8% | 0.37% | -47.6% |
| RDN | Sell | RADIAN GROUP INC | $1,382,000 | -26.1% | 73,935 | -35.5% | 0.37% | -23.1% |
| MRK | Sell | MERCK & CO INC | $1,383,000 | -41.6% | 21,602 | -41.3% | 0.37% | -39.3% |
| ATH | Sell | ATHENE HOLDING LTDcl a | $1,379,000 | -26.6% | 25,608 | -32.5% | 0.36% | -23.6% |
| CPE | New | CALLON PETROLEUM CO | $1,371,000 | – | 121,945 | +100.0% | 0.36% | – |
| GOOG | Buy | ALPHABET INCcl c | $1,350,000 | +303.0% | 1,408 | +285.8% | 0.36% | +321.2% |
| MA | New | MASTERCARD INCORPORATEDcl a | $1,346,000 | – | 9,533 | +100.0% | 0.36% | – |
| MTG | New | MGIC INVESTMENT CORP | $1,344,000 | – | 107,227 | +100.0% | 0.36% | – |
| NBL | Sell | NOBLE ENERGY INC | $1,339,000 | -30.5% | 47,209 | -29.8% | 0.36% | -27.6% |
| PX | Sell | PRAXAIR INC | $1,334,000 | -23.4% | 9,549 | -27.8% | 0.35% | -20.3% |
| AR | Sell | ANTERO RESOURCES CORPORATION | $1,324,000 | -21.0% | 66,516 | -15.1% | 0.35% | -17.8% |
| PDCE | New | PDC ENERGY INC | $1,323,000 | – | 26,989 | +100.0% | 0.35% | – |
| LLY | Sell | ELI LILLY & CO | $1,318,000 | -22.2% | 15,404 | -24.8% | 0.35% | -19.0% |
| VOD | New | VODAFONE GROUP PLCspon adr | $1,316,000 | – | 46,249 | +100.0% | 0.35% | – |
| UVE | New | UNIVERSAL INSURANCE HOLDINGS INC | $1,293,000 | – | 56,210 | +100.0% | 0.34% | – |
| NFLX | New | NETFLIX COM INC | $1,287,000 | – | 7,096 | +100.0% | 0.34% | – |
| HON | Sell | HONEYWELL INTERNATIONAL INC | $1,264,000 | -5.0% | 8,921 | -11.3% | 0.34% | -1.2% |
| ESRX | Sell | EXPRESS SCRIPTS HOLDING CO | $1,257,000 | -21.0% | 19,850 | -20.4% | 0.33% | -17.8% |
| QCOM | Buy | QUALCOMM INC | $1,249,000 | +115.0% | 24,099 | +128.6% | 0.33% | +123.6% |
| GFI | New | GOLD FIELDS LTD NEWspon adr | $1,242,000 | – | 288,167 | +100.0% | 0.33% | – |
| AMZN | Buy | AMAZON.COM INC | $1,244,000 | +326.0% | 1,294 | +332.8% | 0.33% | +344.6% |
| GIS | Buy | GENERAL MILLS INC | $1,239,000 | +76.2% | 23,934 | +87.1% | 0.33% | +83.2% |
| F | New | FORD MOTOR CO | $1,210,000 | – | 101,110 | +100.0% | 0.32% | – |
| HSIC | Buy | HENRY SCHEIN INC | $1,202,000 | +180.8% | 14,658 | +524.8% | 0.32% | +191.7% |
| PGR | Buy | PROGRESSIVE CORP | $1,189,000 | +87.2% | 24,557 | +70.7% | 0.32% | +94.4% |
| AIG | Buy | AMERICAN INTERNATIONAL GROUP INC | $1,191,000 | +41.3% | 19,400 | +46.1% | 0.32% | +47.2% |
| DG | Sell | DOLLAR GENERAL CORP | $1,159,000 | +11.5% | 14,299 | -2.5% | 0.31% | +16.3% |
| XOM | New | EXXON MOBIL CORP | $1,149,000 | – | 14,018 | +100.0% | 0.30% | – |
| ADI | Buy | ANALOG DEVICES INC | $1,137,000 | +50.4% | 13,194 | +35.6% | 0.30% | +56.8% |
| PNC | New | PNC FINANCIAL SVCS GROUP INC | $1,118,000 | – | 8,297 | +100.0% | 0.30% | – |
| PEP | New | PEPSICO INC | $1,111,000 | – | 9,968 | +100.0% | 0.29% | – |
| WSO | Sell | WATSCO INC | $1,108,000 | -4.6% | 6,879 | -9.3% | 0.29% | -0.7% |
| EQIX | New | EQUINIX INC | $1,097,000 | – | 2,457 | +100.0% | 0.29% | – |
| COST | New | COSTCO WHOLESALE CORP | $1,079,000 | – | 6,569 | +100.0% | 0.29% | – |
| AVGO | Buy | BROADCOM LTD | $1,051,000 | +367.1% | 4,335 | +348.3% | 0.28% | +387.7% |
| PKI | New | PERKINELMER INC | $1,043,000 | – | 15,117 | +100.0% | 0.28% | – |
| ADBE | Sell | ADOBE SYSTEMS INC | $1,042,000 | -7.2% | 6,985 | -12.1% | 0.28% | -3.5% |
| NTB | New | BANK OF NT BUTTERFIELD & SON LIMITED | $1,027,000 | – | 28,016 | +100.0% | 0.27% | – |
| AMAT | Sell | APPLIED MATERIALS INC | $1,021,000 | +15.1% | 19,598 | -8.4% | 0.27% | +19.5% |
| FITB | Sell | FIFTH THIRD BANCORP | $1,012,000 | -66.3% | 36,156 | -68.6% | 0.27% | -64.9% |
| CPT | New | CAMDEN PROPERTY TRUSTsh ben int | $989,000 | – | 10,815 | +100.0% | 0.26% | – |
| AET | New | AETNA INC NEW | $990,000 | – | 6,229 | +100.0% | 0.26% | – |
| DCT | Sell | DCT INDUSTRIAL TRUST INC | $976,000 | +2.0% | 16,854 | -6.1% | 0.26% | +6.2% |
| VNO | Buy | VORNADO REALTY TRUSTsh ben int | $972,000 | +34.6% | 12,644 | +63.5% | 0.26% | +39.7% |
| COP | Buy | CONOCOPHILLIPS | $959,000 | +115.0% | 19,164 | +89.4% | 0.25% | +124.8% |
| BDX | Buy | BECTON DICKINSON AND CO | $949,000 | +1.4% | 4,844 | +0.2% | 0.25% | +5.5% |
| CCEP | Sell | COCA-COLA EUROPEAN PARTNERS | $940,000 | -59.9% | 22,588 | -60.9% | 0.25% | -58.2% |
| UDR | Buy | UDR INC | $935,000 | +23.4% | 24,580 | +27.1% | 0.25% | +28.5% |
| CAT | Sell | CATERPILLAR INC | $910,000 | +7.2% | 7,294 | -8.9% | 0.24% | +11.6% |
| ABC | New | AMERISOURCEBERGEN CORP | $906,000 | – | 10,946 | +100.0% | 0.24% | – |
| MON | Sell | MONSANTO CO | $903,000 | -65.8% | 7,535 | -66.3% | 0.24% | -64.4% |
| OASPQ | New | OASIS PETROLEUM INC | $897,000 | – | 98,366 | +100.0% | 0.24% | – |
| SRC | Buy | SPIRIT REALTY CAPITAL INC | $890,000 | +595.3% | 103,810 | +499.8% | 0.24% | +615.2% |
| PRU | Sell | PRUDENTIAL FINANCIAL INC | $878,000 | -63.5% | 8,259 | -62.8% | 0.23% | -61.9% |
| JACK | Buy | JACK IN THE BOX INC | $878,000 | +33.8% | 8,613 | +28.2% | 0.23% | +39.5% |
| ATVI | New | ACTIVISION BLIZZARD INC | $881,000 | – | 13,658 | +100.0% | 0.23% | – |
| REG | New | REGENCY CENTERS CORP | $877,000 | – | 14,129 | +100.0% | 0.23% | – |
| MAC | New | MACERICH CO | $860,000 | – | 15,651 | +100.0% | 0.23% | – |
| BRKB | New | BERKSHIRE HATHAWAY INCcl b | $862,000 | – | 4,702 | +100.0% | 0.23% | – |
| LSTR | Sell | LANDSTAR SYSTEM INC | $843,000 | -39.6% | 8,463 | -48.0% | 0.22% | -37.2% |
| PNR | New | PENTAIR PLC | $841,000 | – | 12,377 | +100.0% | 0.22% | – |
| UNP | Sell | UNION PACIFIC CORP | $840,000 | +6.9% | 7,246 | -0.4% | 0.22% | +11.0% |
| TTWO | Buy | TAKE-TWO INTERACTIVE SOFTWARE | $823,000 | +81.7% | 8,047 | +29.0% | 0.22% | +89.6% |
| IBKC | New | IBERIABANK CORP | $813,000 | – | 9,897 | +100.0% | 0.22% | – |
| ESS | New | ESSEX PROPERTY TRUST INC | $807,000 | – | 3,178 | +100.0% | 0.21% | – |
| CRM | Sell | SALESFORCE.COM INC | $808,000 | -62.7% | 8,651 | -65.4% | 0.21% | -61.2% |
| CCK | New | CROWN HOLDINGS INC | $806,000 | – | 13,496 | +100.0% | 0.21% | – |
| DXC | Sell | DXC TECHNOLOGY CO | $804,000 | +3.2% | 9,366 | -5.6% | 0.21% | +7.6% |
| GGP | Buy | GGP INC | $800,000 | +236.1% | 38,529 | +285.4% | 0.21% | +247.5% |
| T | Sell | AT&T INC | $798,000 | -15.0% | 20,376 | -18.3% | 0.21% | -11.7% |
| BDN | Buy | BRANDYWINE REALTY TRUSTsh ben int | $792,000 | +50.0% | 45,265 | +48.0% | 0.21% | +56.7% |
| FRT | Buy | FEDERAL REALTY INVS TRUSTsh ben int | $794,000 | +74.9% | 6,392 | +79.9% | 0.21% | +82.6% |
| DHR | Buy | DANAHER CORP | $789,000 | +22.3% | 9,202 | +19.8% | 0.21% | +27.4% |
| VSAT | Buy | VIASAT INC | $776,000 | +18.7% | 12,060 | +22.6% | 0.21% | +24.1% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $766,000 | -0.6% | 3,913 | -5.9% | 0.20% | +3.6% |
| MSI | Buy | MOTOROLA SOLUTIONS INC | $763,000 | +233.2% | 8,995 | +240.2% | 0.20% | +248.3% |
| GPS | Sell | GAP INC/THE | $756,000 | -68.8% | 25,600 | -76.5% | 0.20% | -67.6% |
| SO | Sell | SOUTHERN CO/THE | $750,000 | -7.9% | 15,266 | -9.5% | 0.20% | -3.9% |
| MHK | New | MOHAWK INDUSTRIES INC | $753,000 | – | 3,044 | +100.0% | 0.20% | – |
| CVS | Sell | CVS HEALTH CORP | $743,000 | -0.7% | 9,136 | -1.9% | 0.20% | +3.7% |
| CMI | Buy | CUMMINS INC | $739,000 | +116.1% | 4,396 | +106.1% | 0.20% | +125.3% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $736,000 | -57.9% | 14,871 | -62.2% | 0.20% | -56.2% |
| STAY | Sell | EXTENDED STAY AMERICA INCunit 99/99/9999b | $734,000 | -71.5% | 36,705 | -72.6% | 0.19% | -70.4% |
| ZBH | New | ZIMMER BIOMET HOLDINGS INC | $729,000 | – | 6,230 | +100.0% | 0.19% | – |
| KRC | Buy | KILROY REALTY CORP | $725,000 | -1.4% | 10,192 | +4.0% | 0.19% | +2.7% |
| RTN | Buy | RAYTHEON COMPANY | $723,000 | +68.1% | 3,875 | +44.8% | 0.19% | +75.2% |
| KAR | Sell | KAR AUCTION SERVICES INC | $723,000 | +7.6% | 15,136 | -5.9% | 0.19% | +11.7% |
| WDAY | New | WORKDAY INCcl a | $707,000 | – | 6,711 | +100.0% | 0.19% | – |
| DDR | Buy | DDR CORP | $706,000 | +651.1% | 77,042 | +660.2% | 0.19% | +679.2% |
| SFR | New | STARWOOD WAYPOINT HOMES | $700,000 | – | 19,236 | +100.0% | 0.18% | – |
| NDSN | Buy | NORDSON CORP | $697,000 | -0.4% | 5,885 | +0.2% | 0.18% | +3.9% |
| KEY | Sell | KEYCORP | $699,000 | -7.7% | 37,117 | -8.3% | 0.18% | -4.1% |
| EL | Sell | ESTEE LAUDER COMPANIEScl a | $694,000 | -13.8% | 6,433 | -23.6% | 0.18% | -10.2% |
| TGT | New | TARGET CORP | $690,000 | – | 11,688 | +100.0% | 0.18% | – |
| COT | New | COTT CORP | $682,000 | – | 45,454 | +100.0% | 0.18% | – |
| FAF | Buy | FIRST AMERICAN FINANCIAL | $684,000 | +25.5% | 13,681 | +12.3% | 0.18% | +30.2% |
| NOC | Buy | NORTHROP GRUMMAN CORP | $680,000 | +94.3% | 2,365 | +72.6% | 0.18% | +102.2% |
| ESRT | New | EMPIRE STATE REALTY TRUST INCcl a | $679,000 | – | 33,059 | +100.0% | 0.18% | – |
| TDY | New | TELEDYNE TECHNOLOGIES INC | $680,000 | – | 4,270 | +100.0% | 0.18% | – |
| IPG | New | INTERPUBLIC GROUP OF COS INC | $681,000 | – | 32,753 | +100.0% | 0.18% | – |
| ARE | Sell | ALEXANDRIA REAL ESTATE EQUITIES INC | $674,000 | -0.3% | 5,669 | -0.3% | 0.18% | +4.1% |
| LEA | Buy | LEAR CORP | $677,000 | +30.7% | 3,911 | +5.6% | 0.18% | +35.6% |
| GD | New | GENERAL DYNAMICS CORP | $665,000 | – | 3,234 | +100.0% | 0.18% | – |
| LII | New | LENNOX INTL INC | $661,000 | – | 3,695 | +100.0% | 0.18% | – |
| FDX | Buy | FEDEX CORP | $660,000 | +7.8% | 2,926 | +2.9% | 0.18% | +12.2% |
| AIZ | Buy | ASSURANT INC | $658,000 | +89.6% | 6,892 | +106.7% | 0.17% | +97.7% |
| DVN | Buy | DEVON ENERGY CORP | $658,000 | +30.3% | 17,924 | +12.9% | 0.17% | +35.9% |
| GOOGL | Sell | ALPHABET INCcl a | $656,000 | -77.1% | 674 | -77.9% | 0.17% | -76.1% |
| KMX | Buy | CARMAX INC | $643,000 | +74.7% | 8,482 | +43.5% | 0.17% | +80.9% |
| INXN | Sell | INTERXION HOLDING NV | $637,000 | -18.1% | 12,517 | -26.7% | 0.17% | -14.6% |
| JPM | Buy | JPMORGAN CHASE & CO | $631,000 | +90.1% | 6,607 | +81.5% | 0.17% | +98.8% |
| ACGL | New | ARCH CAPITAL GROUP LTDord | $631,000 | – | 6,407 | +100.0% | 0.17% | – |
| UBSH | New | UNION BANKSHARES CORPORATION | $626,000 | – | 17,729 | +100.0% | 0.17% | – |
| BRX | Buy | BRIXMOR PROPERTY GROUP INC | $625,000 | +179.0% | 33,223 | +171.7% | 0.17% | +191.2% |
| MTB | New | M & T BANK CORP | $627,000 | – | 3,893 | +100.0% | 0.17% | – |
| GDI | Sell | GARDNER DENVER HOLDINGS INC | $620,000 | -63.9% | 22,534 | -71.9% | 0.16% | -62.5% |
| BIG | New | BIG LOTS INC | $615,000 | – | 11,475 | +100.0% | 0.16% | – |
| GRA | Buy | WR GRACE & CO | $611,000 | +162.2% | 8,475 | +158.9% | 0.16% | +174.6% |
| CUBE | Sell | CUBESMART | $611,000 | -56.6% | 23,536 | -60.2% | 0.16% | -54.7% |
| DFS | Buy | DISCOVER FINANCIAL SERVICES | $602,000 | +7.3% | 9,330 | +2.3% | 0.16% | +11.2% |
| UPS | New | UNITED PARCEL SVC INCcl b | $596,000 | – | 4,963 | +100.0% | 0.16% | – |
| CUZ | Sell | COUSINS PROPERTIES INC | $594,000 | -34.0% | 63,639 | -37.9% | 0.16% | -31.4% |
| ESNT | Sell | ESSENT GROUP LTD | $583,000 | -14.8% | 14,389 | -21.7% | 0.15% | -11.5% |
| ALLE | Sell | ALLEGION PUBLIC LIMITED COMPANY | $577,000 | -17.5% | 6,670 | -23.8% | 0.15% | -14.0% |
| D | Buy | DOMINION ENERGY INC | $578,000 | +66.6% | 7,513 | +66.7% | 0.15% | +73.9% |
| HAL | Sell | HALLIBURTON CO | $571,000 | -71.0% | 12,411 | -73.3% | 0.15% | -69.9% |
| BURL | Buy | BURLINGTON STORES INC | $566,000 | +36.7% | 5,931 | +31.7% | 0.15% | +42.9% |
| BG | New | BUNGE LTD | $567,000 | – | 8,169 | +100.0% | 0.15% | – |
| TIF | New | TIFFANY & CO NEW | $564,000 | – | 6,150 | +100.0% | 0.15% | – |
| ROK | Buy | ROCKWELL AUTOMATION INC | $564,000 | +14.9% | 3,163 | +2.3% | 0.15% | +19.2% |
| CDK | Buy | CDK GLOBAL INC | $551,000 | +30.3% | 8,728 | +27.3% | 0.15% | +35.2% |
| MCD | Sell | MCDONALD'S CORP | $546,000 | -66.3% | 3,483 | -67.1% | 0.14% | -64.9% |
| LENB | New | LENNAR CORPcl a | $548,000 | – | 12,163 | +100.0% | 0.14% | – |
| EVHC | Buy | ENVISION HEALTHCARE CORP | $546,000 | +127.5% | 12,150 | +214.6% | 0.14% | +137.7% |
| HR | New | HEALTHCARE REALTY TRUST | $547,000 | – | 16,921 | +100.0% | 0.14% | – |
| AEE | Buy | AMEREN CORP | $539,000 | +29.6% | 9,313 | +22.5% | 0.14% | +34.9% |
| ODFL | Sell | OLD DOMINION FREIGHT LINES INC | $536,000 | -6.9% | 4,867 | -19.8% | 0.14% | -3.4% |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIONSCORPcl a | $532,000 | – | 7,334 | +100.0% | 0.14% | – |
| AAL | Sell | AMERICAN AIRLINES GROUP INC | $522,000 | -84.0% | 11,002 | -83.2% | 0.14% | -83.4% |
| GOOS | Buy | CANADA GOOSE HOLDINGS INC | $517,000 | +26.1% | 25,143 | +20.8% | 0.14% | +31.7% |
| WSM | New | WILLIAMS SONOMA INC | $512,000 | – | 10,273 | +100.0% | 0.14% | – |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $505,000 | -47.9% | 2,668 | -52.2% | 0.13% | -45.7% |
| GPT | Buy | GRAMERCY PROPERTY TRUST | $491,000 | +40.3% | 16,233 | +37.2% | 0.13% | +46.1% |
| KHC | Sell | KRAFT HEINZ CO/THE | $490,000 | -63.2% | 6,317 | -59.3% | 0.13% | -61.5% |
| FTV | Sell | FORTIVE CORP | $492,000 | -29.6% | 6,947 | -37.5% | 0.13% | -27.0% |
| AMT | Buy | AMERICAN TOWER CORPORATION REIT | $486,000 | +14.1% | 3,553 | +10.8% | 0.13% | +19.4% |
| MDT | Buy | MEDTRONIC PLC | $488,000 | +14.3% | 6,279 | +30.3% | 0.13% | +18.3% |
| SEE | Buy | SEALED AIR CORP | $477,000 | +137.3% | 11,166 | +149.1% | 0.13% | +147.1% |
| PTC | Buy | PTC INC | $477,000 | +49.1% | 8,484 | +47.2% | 0.13% | +55.6% |
| TWX | Sell | TIME WARNER INC | $476,000 | -80.6% | 4,645 | -81.1% | 0.13% | -79.8% |
| NTRS | Sell | NORTHERN TRUST CORP | $475,000 | -63.6% | 5,168 | -61.6% | 0.13% | -62.0% |
| APD | Sell | AIR PRODUCTS & CHEMICALS INC | $472,000 | -26.4% | 3,123 | -30.9% | 0.12% | -23.3% |
| TEL | Sell | TE CONNECTIVITY LTD | $462,000 | -54.6% | 5,561 | -57.2% | 0.12% | -52.9% |
| NRZ | Sell | NEW RESIDENTIAL INVESTMENT CORP | $456,000 | -25.5% | 27,236 | -29.5% | 0.12% | -22.4% |
| COL | Sell | ROCKWELL COLLINS INC | $456,000 | -63.9% | 3,491 | -71.2% | 0.12% | -62.3% |
| CNOB | New | CONNECTONE BANCORP INC | $454,000 | – | 18,463 | +100.0% | 0.12% | – |
| RCL | Sell | ROYAL CARIBBEAN CRUISES LTD | $448,000 | -81.7% | 3,777 | -83.1% | 0.12% | -80.9% |
| BIO | Sell | BIO-RAD LABORATORIES INCcl a | $449,000 | -28.7% | 2,019 | -28.2% | 0.12% | -25.6% |
| BFB | Buy | BROWN-FORMAN CORPcl b | $445,000 | +27.5% | 8,197 | +14.5% | 0.12% | +32.6% |
| XEL | Buy | XCEL ENERGY INC | $447,000 | +102.3% | 9,444 | +96.8% | 0.12% | +110.7% |
| LW | Sell | LAMB WESTON HOLDINGS INC | $446,000 | -73.7% | 9,518 | -75.2% | 0.12% | -72.6% |
| IT | Buy | GARTNER INC | $440,000 | +6.0% | 3,535 | +5.2% | 0.12% | +10.4% |
| AVB | New | AVALONBAY COMMUNITIES INC | $443,000 | – | 2,482 | +100.0% | 0.12% | – |
| G | Buy | GENPACT LTD | $442,000 | +109.5% | 15,383 | +103.1% | 0.12% | +116.7% |
| RRGB | New | RED ROBIN GOURMET BURGERS INC | $439,000 | – | 6,554 | +100.0% | 0.12% | – |
| CA | New | CA INC | $437,000 | – | 13,079 | +100.0% | 0.12% | – |
| NUVA | Buy | NUVASIVE INC | $431,000 | +71.7% | 7,779 | +139.6% | 0.11% | +78.1% |
| MET | Sell | METLIFE INC | $430,000 | -84.8% | 8,281 | -83.8% | 0.11% | -84.1% |
| XYL | Sell | XYLEM INC | $427,000 | -53.4% | 6,814 | -59.2% | 0.11% | -51.5% |
| DNKN | Sell | DUNKIN' BRANDS GROUP INC | $426,000 | -37.9% | 8,033 | -35.3% | 0.11% | -35.1% |
| UCTT | New | UMPQUA HOLDINGS CORP | $422,000 | – | 21,651 | +100.0% | 0.11% | – |
| FUL | New | H B FULLER & CO | $424,000 | – | 7,305 | +100.0% | 0.11% | – |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $422,000 | -27.2% | 3,636 | -23.7% | 0.11% | -24.3% |
| ASTE | New | ASTEC INDUSTRIES INC | $422,000 | – | 7,537 | +100.0% | 0.11% | – |
| PDCO | Sell | PATTERSON COS INC | $424,000 | -33.6% | 10,982 | -18.2% | 0.11% | -31.3% |
| WBC | Sell | WABCO HOLDINGS INC | $423,000 | +11.0% | 2,856 | -4.7% | 0.11% | +15.5% |
| AFL | Sell | AFLAC INC | $420,000 | -70.0% | 5,164 | -71.4% | 0.11% | -68.9% |
| VC | New | VISTEON CORPORATION | $410,000 | – | 3,311 | +100.0% | 0.11% | – |
| IVZ | Sell | INVESCO LTD | $413,000 | -4.0% | 11,782 | -4.0% | 0.11% | 0.0% |
| CMCSA | Buy | COMCAST CORPcl a | $413,000 | +96.7% | 10,720 | +98.7% | 0.11% | +105.7% |
| BTU | New | PEABODY ENERGY CORPORATION | $399,000 | – | 13,746 | +100.0% | 0.11% | – |
| EDR | New | EDUCATION REALTY TRUST INC | $402,000 | – | 11,179 | +100.0% | 0.11% | – |
| LECO | Sell | LINCOLN ELECTRIC HOLDINGS | $402,000 | -10.5% | 4,390 | -10.2% | 0.11% | -7.0% |
| LNT | Buy | ALLIANT ENERGY CORP | $396,000 | +68.5% | 9,516 | +63.6% | 0.10% | +75.0% |
| EFII | Buy | ELECTRONICS FOR IMAGING | $398,000 | +57.9% | 9,317 | +75.7% | 0.10% | +64.1% |
| TRN | Buy | TRINITY INDUSTRIES INC | $395,000 | +89.9% | 12,385 | +68.3% | 0.10% | +98.1% |
| SAFE | New | SAFETY INCOME AND GROWTH INC | $396,000 | – | 21,265 | +100.0% | 0.10% | – |
| PANW | New | PALO ALTO NETWORKS INC | $391,000 | – | 2,712 | +100.0% | 0.10% | – |
| TDC | New | TERADATA CORP | $388,000 | – | 11,481 | +100.0% | 0.10% | – |
| CNSL | New | CONSOLIDATED COMMUNICATIONS HLDGS INC | $390,000 | – | 20,436 | +100.0% | 0.10% | – |
| CASY | New | CASEYS GENERAL STORES INC | $389,000 | – | 3,558 | +100.0% | 0.10% | – |
| ED | New | CONSOLIDATED EDISON INC | $384,000 | – | 4,757 | +100.0% | 0.10% | – |
| NI | New | NISOURCE INC | $384,000 | – | 15,002 | +100.0% | 0.10% | – |
| TKR | Sell | TIMKEN CO | $377,000 | -10.2% | 7,773 | -15.8% | 0.10% | -6.5% |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $377,000 | – | 2,480 | +100.0% | 0.10% | – |
| ROP | New | ROPER TECHNOLOGIES NEW | $375,000 | – | 1,542 | +100.0% | 0.10% | – |
| SLG | Buy | SL GREEN REALTY CORP | $370,000 | +1.9% | 3,656 | +6.6% | 0.10% | +6.5% |
| SBCF | New | SEACOAST BANKING CORPORATION OF FLORIDA | $371,000 | – | 15,522 | +100.0% | 0.10% | – |
| NTAP | New | NETAPP INC | $367,000 | – | 8,396 | +100.0% | 0.10% | – |
| DAR | New | DARLING INGREDIENTS INC | $368,000 | – | 20,987 | +100.0% | 0.10% | – |
| AZUL | Sell | AZUL SAsponsored adr | $361,000 | +5.9% | 13,162 | -19.6% | 0.10% | +10.3% |
| PIPR | Buy | PIPER JAFFRAY COS | $358,000 | +68.1% | 6,025 | +70.2% | 0.10% | +75.9% |
| USM | New | UNITED STATES CELLULAR CORPORATION | $350,000 | – | 9,881 | +100.0% | 0.09% | – |
| UE | New | URBAN EDGE PROPERTIES | $351,000 | – | 14,535 | +100.0% | 0.09% | – |
| SBNY | Sell | SIGNATURE BANK | $353,000 | -62.6% | 2,757 | -58.0% | 0.09% | -61.2% |
| BOBE | Sell | BOB EVANS FARMS | $352,000 | -58.0% | 4,546 | -61.1% | 0.09% | -56.3% |
| AN | Sell | AUTONATION INC | $346,000 | -84.8% | 7,299 | -86.6% | 0.09% | -84.1% |
| NSC | New | NORFOLK SOUTHERN CORP | $348,000 | – | 2,631 | +100.0% | 0.09% | – |
| NSP | New | INSPERITY INC | $344,000 | – | 3,912 | +100.0% | 0.09% | – |
| CLDT | New | CHATHAM LODGING TR | $344,000 | – | 16,142 | +100.0% | 0.09% | – |
| SRCL | New | STERICYCLE INC | $336,000 | – | 4,695 | +100.0% | 0.09% | – |
| CLGX | Buy | CORELOGIC INC | $337,000 | +41.0% | 7,284 | +32.1% | 0.09% | +45.9% |
| NXPI | Sell | NXP SEMICONDUCTORS N V | $327,000 | -82.4% | 2,893 | -83.0% | 0.09% | -81.6% |
| SCG | Buy | SCANA CORP | $329,000 | -22.4% | 6,792 | +8.3% | 0.09% | -19.4% |
| ALXN | Sell | ALEXION PHARMACEUTICALS INC | $328,000 | -19.0% | 2,339 | -29.3% | 0.09% | -15.5% |
| BKE | New | BUCKLE INC | $327,000 | – | 19,412 | +100.0% | 0.09% | – |
| CE | Buy | CELANESE CORPcl a | $330,000 | +56.4% | 3,162 | +40.3% | 0.09% | +61.1% |
| SONY | New | SONY CORPORATIONspon adr | $326,000 | – | 8,725 | +100.0% | 0.09% | – |
| AGN | New | ALLERGAN PLC | $320,000 | – | 1,562 | +100.0% | 0.08% | – |
| STZ | New | CONSTELLATION BRANDS INCcl a | $321,000 | – | 1,609 | +100.0% | 0.08% | – |
| BHF | New | BRIGHTHOUSE FINANCIAL INC | $321,000 | – | 5,279 | +100.0% | 0.08% | – |
| ENTL | New | ENTELLUS MEDICAL INC | $320,000 | – | 17,332 | +100.0% | 0.08% | – |
| OKTA | New | OKTA INCcl a | $316,000 | – | 11,199 | +100.0% | 0.08% | – |
| CME | Sell | CME GROUP INC | $318,000 | -76.1% | 2,346 | -78.0% | 0.08% | -75.2% |
| SON | Sell | SONOCO PRODUCTS CO | $316,000 | -26.0% | 6,272 | -25.2% | 0.08% | -22.9% |
| FNHC | New | FEDERATED NATIONAL HOLDING COMPANY | $317,000 | – | 20,277 | +100.0% | 0.08% | – |
| ZAYO | New | ZAYO GROUP HOLDINGS INC | $313,000 | – | 9,082 | +100.0% | 0.08% | – |
| BWA | New | BORG WARNER AUTOMOTIVE INC | $315,000 | – | 6,149 | +100.0% | 0.08% | – |
| MDP | Sell | MEREDITH CORP | $310,000 | -18.4% | 5,579 | -13.1% | 0.08% | -15.5% |
| JELD | Sell | JELD-WEN HOLDING INC | $309,000 | -83.4% | 8,710 | -84.8% | 0.08% | -82.7% |
| DISH | Buy | DISH NETWORK CORPcl a | $308,000 | +15.8% | 5,683 | +33.9% | 0.08% | +20.6% |
| NBIX | New | NEUROCRINE BIOSCIENCES INC | $305,000 | – | 4,983 | +100.0% | 0.08% | – |
| GXP | New | GREAT PLAINS ENERGY INC | $306,000 | – | 10,085 | +100.0% | 0.08% | – |
| VMI | New | VALMONT INDUSTRIES INC | $304,000 | – | 1,924 | +100.0% | 0.08% | – |
| BNS | New | BANK OF NOVA SCOTIA | $303,000 | – | 4,723 | +100.0% | 0.08% | – |
| HRC | New | HILL ROM HOLDINGS INC | $299,000 | – | 4,040 | +100.0% | 0.08% | – |
| FMX | Buy | FOMENTO ECONOMICO MEXsponsored adr | $299,000 | +6.0% | 3,127 | +7.8% | 0.08% | +9.7% |
| OZRK | New | BANK OF THE OZARKS INC | $289,000 | – | 6,017 | +100.0% | 0.08% | – |
| FB | New | FACEBOOK INCcl a | $292,000 | – | 1,710 | +100.0% | 0.08% | – |
| RXN | New | REXNORD CORPORATION | $288,000 | – | 11,351 | +100.0% | 0.08% | – |
| MNST | New | MONSTER BEVERAGE CORPORATION | $288,000 | – | 5,214 | +100.0% | 0.08% | – |
| LIVN | New | LIVANOVA PLC | $284,000 | – | 4,056 | +100.0% | 0.08% | – |
| CLH | New | CLEAN HARBORS INC | $282,000 | – | 4,966 | +100.0% | 0.08% | – |
| TS | New | TENARIS SAspon adr | $282,000 | – | 9,954 | +100.0% | 0.08% | – |
| MGP | New | MGM GROWTH PROPERTIES LLCcl a | $285,000 | – | 9,424 | +100.0% | 0.08% | – |
| MAA | Sell | MID AMERICA APARTMENT COMMUNITIES INC | $279,000 | -27.0% | 2,610 | -27.9% | 0.07% | -23.7% |
| UA | New | UNDER ARMOUR INCcl c | $279,000 | – | 18,597 | +100.0% | 0.07% | – |
| GES | New | GUESS INC | $281,000 | – | 16,495 | +100.0% | 0.07% | – |
| HUBG | New | HUB GROUP INCcl a | $278,000 | – | 6,475 | +100.0% | 0.07% | – |
| URI | New | UNITED RENTALS INC | $274,000 | – | 1,978 | +100.0% | 0.07% | – |
| SNI | New | SCRIPPS NETWORKS INTERACTIVE INCcl a | $273,000 | – | 3,180 | +100.0% | 0.07% | – |
| SFM | New | SPROUTS FARMERS MARKET INC | $270,000 | – | 14,411 | +100.0% | 0.07% | – |
| AIT | Buy | APPLIED INDUSTRIAL TECHNOLOGIES INC | $265,000 | +17.8% | 4,022 | +3.8% | 0.07% | +22.8% |
| SUI | Sell | SUN COMMUNITIES INC | $263,000 | -61.7% | 3,067 | -60.8% | 0.07% | -59.8% |
| IART | New | INTEGRA LIFESCIENCES HOLDINGS CORP | $264,000 | – | 5,231 | +100.0% | 0.07% | – |
| ASML | Sell | ASML HOLDING NV | $263,000 | -72.2% | 1,537 | -78.9% | 0.07% | -70.8% |
| MBFI | New | MB FINANCIAL INC | $266,000 | – | 5,903 | +100.0% | 0.07% | – |
| HST | Buy | HOST HOTELS & RESORTS INC | $260,000 | +32.7% | 14,061 | +32.8% | 0.07% | +38.0% |
| ABR | Sell | ARBOR REALTY TRUST INC | $262,000 | -22.9% | 31,952 | -21.0% | 0.07% | -19.8% |
| CLR | New | CONTINENTAL RESOURCES INC | $259,000 | – | 6,707 | +100.0% | 0.07% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $262,000 | – | 42,917 | +100.0% | 0.07% | – |
| NUAN | Buy | NUANCE COMMUNICATIONS INC | $259,000 | +30.2% | 16,477 | +45.7% | 0.07% | +35.3% |
| 3106PS | Sell | DELPHI AUTOMOTIVE PLC | $256,000 | -86.8% | 2,606 | -88.4% | 0.07% | -86.2% |
| EBAY | Sell | EBAY INC | $258,000 | -31.6% | 6,721 | -38.5% | 0.07% | -29.2% |
| LEXEA | New | LIBERTY EXPEDIA HLDGS INCser a | $257,000 | – | 4,832 | +100.0% | 0.07% | – |
| HIW | Sell | HIGHWOODS PROPERTIES INC | $254,000 | -40.2% | 4,877 | -42.3% | 0.07% | -38.0% |
| LVLT | Buy | LEVEL 3 COMMUNICATIONS INC | $254,000 | +12.9% | 4,770 | +26.6% | 0.07% | +17.5% |
| BAP | New | CREDICORP LTD | $251,000 | – | 1,226 | +100.0% | 0.07% | – |
| XRAY | Sell | DENTSPLY SIRONA INC | $249,000 | -36.2% | 4,171 | -31.1% | 0.07% | -33.3% |
| CTXS | New | CITRIX SYSTEMS INC | $251,000 | – | 3,264 | +100.0% | 0.07% | – |
| OA | New | ORBITAL ATK INC | $246,000 | – | 1,847 | +100.0% | 0.06% | – |
| SJM | Sell | SMUCKER J M COMPANY | $247,000 | -28.0% | 2,350 | -19.0% | 0.06% | -25.3% |
| NXEO | Buy | NEXEO SOLUTIONS INC | $244,000 | +84.8% | 33,431 | +110.6% | 0.06% | +91.2% |
| ATO | New | ATMOS ENERGY CORP | $247,000 | – | 2,941 | +100.0% | 0.06% | – |
| AEP | New | AMERICAN ELECTRIC POWER CO INC | $241,000 | – | 3,434 | +100.0% | 0.06% | – |
| LHCG | New | LHC GROUP INC | $240,000 | – | 3,379 | +100.0% | 0.06% | – |
| SAM | New | BOSTON BEER CO INCcl a | $237,000 | – | 1,518 | +100.0% | 0.06% | – |
| UFCS | Sell | UNITED FIRE GROUP INC | $237,000 | -14.1% | 5,183 | -16.5% | 0.06% | -10.0% |
| GBT | New | GLOBAL BLOOD THERAPEUTICS INC | $237,000 | – | 7,635 | +100.0% | 0.06% | – |
| VWR | Sell | VWR CORP | $238,000 | -13.1% | 7,192 | -13.3% | 0.06% | -10.0% |
| IRTC | Sell | IRHYTHM TECHNOLOGIES INC | $239,000 | -8.8% | 4,610 | -25.6% | 0.06% | -6.0% |
| BBL | Sell | BHP BILLITON PLCspon adr | $236,000 | -38.5% | 6,665 | -46.4% | 0.06% | -35.7% |
| VBTX | New | VERITEX HOLDINGS INC | $236,000 | – | 8,742 | +100.0% | 0.06% | – |
| ANDV | New | ANDEAVOR | $236,000 | – | 2,291 | +100.0% | 0.06% | – |
| CFX | Sell | COLFAX CORP | $237,000 | -61.0% | 5,687 | -63.6% | 0.06% | -59.4% |
| CHMI | Sell | CHERRY HILL MORTGAGE INVESTM | $236,000 | -65.3% | 13,030 | -64.5% | 0.06% | -63.6% |
| EW | New | EDWARDS LIFESCIENCES CORP | $236,000 | – | 2,163 | +100.0% | 0.06% | – |
| CHL | Sell | CHINA MOBILE LTDsponsored adr | $233,000 | -56.3% | 4,605 | -54.5% | 0.06% | -54.4% |
| TEAM | New | ATLASSIAN CORPORATION PLCcl a | $232,000 | – | 6,594 | +100.0% | 0.06% | – |
| MRO | New | MARATHON OIL CORP | $231,000 | – | 17,040 | +100.0% | 0.06% | – |
| SPR | New | SPIRIT AEROSYSTEMS HOLDINGS INCcl a | $227,000 | – | 2,919 | +100.0% | 0.06% | – |
| DSW | New | DSW INCcl a | $223,000 | – | 10,391 | +100.0% | 0.06% | – |
| HSBC | New | HSBC HOLDINGS PLCspon adr | $221,000 | – | 4,475 | +100.0% | 0.06% | – |
| PNW | New | PINNACLE WEST CAPITAL CORP | $214,000 | – | 2,527 | +100.0% | 0.06% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $215,000 | – | 2,973 | +100.0% | 0.06% | – |
| DUK | New | DUKE ENERGY CORPORATION HOLDING COMPANY | $214,000 | – | 2,547 | +100.0% | 0.06% | – |
| MASI | Sell | MASIMO CORP | $211,000 | -7.0% | 2,434 | -2.3% | 0.06% | -3.4% |
| CW | New | CURTISS WRIGHT CORP | $212,000 | – | 2,024 | +100.0% | 0.06% | – |
| NRG | New | NRG ENERGY INC | $211,000 | – | 8,257 | +100.0% | 0.06% | – |
| RP | Sell | REALPAGE INC | $206,000 | -29.0% | 5,170 | -35.6% | 0.06% | -25.7% |
| WLK | New | WESTLAKE CHEMICAL CORP | $204,000 | – | 2,461 | +100.0% | 0.05% | – |
| AMED | New | AMEDISYS INC | $205,000 | – | 3,665 | +100.0% | 0.05% | – |
| WEX | New | WEX INC | $203,000 | – | 1,813 | +100.0% | 0.05% | – |
| BERY | Sell | BERRY GLOBAL GROUP INC | $203,000 | -42.2% | 3,583 | -42.3% | 0.05% | -39.3% |
| MLCO | New | MELCO RESORTS & ENTERTAINMENTspon adr | $204,000 | – | 8,440 | +100.0% | 0.05% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LIMITED | $204,000 | – | 5,054 | +100.0% | 0.05% | – |
| TPH | New | TRI POINTE GROUP INC | $202,000 | – | 14,661 | +100.0% | 0.05% | – |
| SPXC | New | SPX CORPORATION | $202,000 | – | 6,875 | +100.0% | 0.05% | – |
| CDR | New | CEDAR REALTY TRUST INC | $193,000 | – | 34,395 | +100.0% | 0.05% | – |
| BKS | New | BARNES & NOBLE INC | $190,000 | – | 24,976 | +100.0% | 0.05% | – |
| JILL | Sell | J. JILL INC | $178,000 | -58.2% | 16,301 | -52.1% | 0.05% | -56.5% |
| LPL | New | LG DISPLAY CO LTDspon adr | $175,000 | – | 13,005 | +100.0% | 0.05% | – |
| GNMK | Buy | GENMARK DIAGNOSTICS INC | $170,000 | +6.9% | 17,621 | +34.0% | 0.04% | +12.5% |
| FOLD | Buy | AMICUS THERAPEUTICS INC | $168,000 | +54.1% | 11,117 | +1.3% | 0.04% | +57.1% |
| TISI | New | TEAM INC | $168,000 | – | 12,609 | +100.0% | 0.04% | – |
| BGCP | New | BGC PARTNERS INCcl a | $159,000 | – | 10,990 | +100.0% | 0.04% | – |
| IMMU | Sell | IMMUNOMEDICS INC | $142,000 | +21.4% | 10,192 | -24.0% | 0.04% | +26.7% |
| ITUB | New | ITAU UNIBANCO BANCO HOLDINGspon adr rep pfd | $142,000 | – | 10,392 | +100.0% | 0.04% | – |
| VIAV | Sell | VIAVI SOLUTIONS INC | $139,000 | -26.1% | 14,692 | -17.6% | 0.04% | -22.9% |
| CSTM | New | CONSTELLIUM NVcl a | $135,000 | – | 13,211 | +100.0% | 0.04% | – |
| VG | Sell | VONAGE HOLDINGS CORP | $135,000 | +3.1% | 16,632 | -15.4% | 0.04% | +9.1% |
| BRCD | Sell | BROCADE COMMUNICATIONS SYS | $137,000 | -22.6% | 11,429 | -18.4% | 0.04% | -20.0% |
| ALDR | New | ALDER BIOPHARMACEUTICALS INC | $132,000 | – | 10,775 | +100.0% | 0.04% | – |
| BKD | Buy | BROOKDALE SENIOR LIVING INC | $128,000 | -24.3% | 12,119 | +5.9% | 0.03% | -20.9% |
| WFTIQ | New | WEATHERFORD INTERNATIONAL | $123,000 | – | 26,940 | +100.0% | 0.03% | – |
| LAUR | Sell | LATTICE SEMICONDUCTOR CORP | $119,000 | -84.5% | 22,850 | -46.6% | 0.03% | -83.7% |
| VER | New | VEREIT INC | $117,000 | – | 14,063 | +100.0% | 0.03% | – |
| KOS | New | KOSMOS ENERGY LTD | $118,000 | – | 14,762 | +100.0% | 0.03% | – |
| GNCIQ | New | GNC HOLDINGS INCcl a | $109,000 | – | 12,350 | +100.0% | 0.03% | – |
| CMRX | Buy | CHIMERIX INC | $105,000 | +38.2% | 20,086 | +43.9% | 0.03% | +47.4% |
| BOOT | New | BOOT BARN HOLDINGS INC | $99,000 | – | 11,094 | +100.0% | 0.03% | – |
| DEPO | New | DEPOMED INC | $86,000 | – | 14,920 | +100.0% | 0.02% | – |
| VRAY | Buy | VIEWRAY INC | $78,000 | +16.4% | 13,531 | +28.1% | 0.02% | +23.5% |
| FTK | New | FLOTEK INDUSTRIES INC | $75,000 | – | 16,048 | +100.0% | 0.02% | – |
| RUN | Sell | SUNRUN INC | $59,000 | -94.3% | 10,617 | -92.6% | 0.02% | -93.9% |
| NPTN | New | NEOPHOTONICS CORPORATION | $56,000 | – | 10,160 | +100.0% | 0.02% | – |
| BTX | BIOTIME INC | $51,000 | -10.5% | 18,000 | 0.0% | 0.01% | 0.0% | |
| NNVC | NANOVIRICIDES INC | $11,000 | -21.4% | 10,000 | 0.0% | 0.00% | -25.0% | |
| AKS | Exit | AK STEEL HOLDING CORP | $0 | – | -11,558 | -100.0% | -0.02% | – |
| SPWH | Exit | SPORTSMAN'S WAREHOUSE HOLDIN | $0 | – | -15,634 | -100.0% | -0.02% | – |
| VALE | Exit | VALE SAsponsored adr | $0 | – | -10,324 | -100.0% | -0.02% | – |
| ARRY | Exit | ARRAY BIOPHARMA INC | $0 | – | -12,568 | -100.0% | -0.03% | – |
| LSCC | Exit | LATTICE SEMICONDUCTOR CORP | $0 | – | -16,164 | -100.0% | -0.03% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -13,444 | -100.0% | -0.03% | – |
| GSUM | Exit | GRIDSUM HOLDING INCsponsored adr | $0 | – | -14,934 | -100.0% | -0.03% | – |
| WETF | Exit | WISDOMTREE INVESTMENTS INC | $0 | – | -13,090 | -100.0% | -0.03% | – |
| MBT | Exit | MOBILE TELESYSTEMSsponsored adr | $0 | – | -18,084 | -100.0% | -0.04% | – |
| LQ | Exit | LA QUINTA HOLDINGS INC | $0 | – | -10,234 | -100.0% | -0.04% | – |
| NCMI | Exit | NATIONAL CINEMEDIA INC | $0 | – | -21,310 | -100.0% | -0.04% | – |
| MYOV | Exit | MYOVANT SCIENCES LTD | $0 | – | -13,116 | -100.0% | -0.04% | – |
| INFN | Exit | INFINERA CORP | $0 | – | -15,799 | -100.0% | -0.04% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -11,298 | -100.0% | -0.05% | – |
| ERIC | Exit | ERICSSON (LM) TELsponsored adr | $0 | – | -26,455 | -100.0% | -0.05% | – |
| DHI | Exit | DR HORTON INC | $0 | – | -5,959 | -100.0% | -0.05% | – |
| FNSR | Exit | FINISAR CORPORATION | $0 | – | -7,714 | -100.0% | -0.05% | – |
| CRZO | Exit | CARRIZO OIL & GAS INC | $0 | – | -12,312 | -100.0% | -0.05% | – |
| GIB | Exit | CGI GROUP INCcl a | $0 | – | -3,953 | -100.0% | -0.05% | – |
| GWPH | Exit | GW PHARMACEUTICALSsponsored adr | $0 | – | -2,041 | -100.0% | -0.05% | – |
| NXTM | Exit | NXSTAGE MEDICAL INC | $0 | – | -8,236 | -100.0% | -0.05% | – |
| YUM | Exit | YUM! BRANDS INC | $0 | – | -2,761 | -100.0% | -0.05% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECHord | $0 | – | -1,879 | -100.0% | -0.05% | – |
| CHD | Exit | CHURCH & DWIGHT CO INC | $0 | – | -3,920 | -100.0% | -0.05% | – |
| FINL | Exit | FINISH LINE/THEcl a | $0 | – | -14,353 | -100.0% | -0.05% | – |
| EXPE | Exit | EXPEDIA INC | $0 | – | -1,419 | -100.0% | -0.05% | – |
| PAC | Exit | GRUPO AEROPORTUARIO PACsponsored adr | $0 | – | -1,855 | -100.0% | -0.05% | – |
| IFF | Exit | INTL FLAVORS & FRAGRANCES | $0 | – | -1,555 | -100.0% | -0.05% | – |
| WBMD | Exit | WEBMD HEALTH CORP | $0 | – | -3,662 | -100.0% | -0.05% | – |
| QGEN | Exit | QIAGEN N.V. | $0 | – | -6,275 | -100.0% | -0.05% | – |
| LBTYA | Exit | LIBERTY GLOBAL PLC | $0 | – | -7,000 | -100.0% | -0.06% | – |
| RYN | Exit | RAYONIER INC | $0 | – | -7,683 | -100.0% | -0.06% | – |
| MSCC | Exit | MICROSEMI CORP | $0 | – | -4,686 | -100.0% | -0.06% | – |
| CNP | Exit | CENTERPOINT ENERGY INC | $0 | – | -8,033 | -100.0% | -0.06% | – |
| BSMX | Exit | GRUPO FIN SANTANDER | $0 | – | -23,704 | -100.0% | -0.06% | – |
| EMN | Exit | EASTMAN CHEMICAL CO | $0 | – | -2,758 | -100.0% | -0.06% | – |
| IIVI | Exit | II-VI INC | $0 | – | -6,832 | -100.0% | -0.06% | – |
| ICUI | Exit | ICU MEDICAL INC | $0 | – | -1,349 | -100.0% | -0.06% | – |
| EQT | Exit | EQT CORP | $0 | – | -4,022 | -100.0% | -0.06% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODUCTS | $0 | – | -5,337 | -100.0% | -0.06% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -14,235 | -100.0% | -0.06% | – |
| WTS | Exit | WATTS WATER TECHNOLOGIEScl a | $0 | – | -3,897 | -100.0% | -0.06% | – |
| ETFC | Exit | ETRADE FINANCIAL CORP | $0 | – | -6,574 | -100.0% | -0.06% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -20,030 | -100.0% | -0.06% | – |
| KNX | Exit | KNIGHT TRANSPORTATION INC | $0 | – | -6,925 | -100.0% | -0.07% | – |
| LVNTA | Exit | LIBERTY VENTURES | $0 | – | -5,069 | -100.0% | -0.07% | – |
| Exit | OM ASSET MANAGEMENT PLC | $0 | – | -17,658 | -100.0% | -0.07% | – | |
| TACO | Exit | DEL TACO RESTAURANTS INC NEW | $0 | – | -19,305 | -100.0% | -0.07% | – |
| DFT | Exit | DUPONT FABROS TECHNOLOGY | $0 | – | -4,383 | -100.0% | -0.07% | – |
| MMC | Exit | MARSH & MCLENNAN COS | $0 | – | -3,461 | -100.0% | -0.07% | – |
| PLAY | Exit | DAVE & BUSTER'S ENTERTAINMENT | $0 | – | -4,061 | -100.0% | -0.07% | – |
| TECH | Exit | BIO-TECHNE CORP | $0 | – | -2,309 | -100.0% | -0.07% | – |
| TKC | Exit | TURKCELL ILETISIM HIZMETsponsored adr | $0 | – | -33,776 | -100.0% | -0.07% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -3,176 | -100.0% | -0.07% | – |
| WAT | Exit | WATERS CORP | $0 | – | -1,525 | -100.0% | -0.07% | – |
| AMD | Exit | ADVANCED MICRO DEVICES | $0 | – | -22,643 | -100.0% | -0.07% | – |
| IR | Exit | INGERSOLL-RAND PLC | $0 | – | -3,176 | -100.0% | -0.07% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -17,107 | -100.0% | -0.07% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -1,056 | -100.0% | -0.07% | – |
| FLIR | Exit | FLIR SYSTEMS INC | $0 | – | -8,241 | -100.0% | -0.07% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -4,931 | -100.0% | -0.07% | – |
| AMH | Exit | AMERICAN HOMES 4 RENTcl a | $0 | – | -13,019 | -100.0% | -0.07% | – |
| NVRO | Exit | NEVRO CORP | $0 | – | -4,037 | -100.0% | -0.08% | – |
| OGE | Exit | OGE ENERGY CORP | $0 | – | -8,504 | -100.0% | -0.08% | – |
| AXTA | Exit | AXALTA COATING SYSTEMS LTD | $0 | – | -9,735 | -100.0% | -0.08% | – |
| VIV | Exit | TELEFONICA BRASILsponsored adr | $0 | – | -23,691 | -100.0% | -0.08% | – |
| CLVS | Exit | CLOVIS ONCOLOGY INC | $0 | – | -3,466 | -100.0% | -0.08% | – |
| ABB | Exit | ABB LTDsponsored adr | $0 | – | -13,116 | -100.0% | -0.08% | – |
| BUSE | Exit | FIRST BUSEY CORP | $0 | – | -11,108 | -100.0% | -0.08% | – |
| AWK | Exit | AMERICAN WATER WORKS CO INC | $0 | – | -4,231 | -100.0% | -0.08% | – |
| FCH | Exit | FELCOR LODGING TRUST INC | $0 | – | -45,206 | -100.0% | -0.08% | – |
| SGEN | Exit | SEATTLE GENETICS INC | $0 | – | -6,219 | -100.0% | -0.08% | – |
| ALSN | Exit | ALLISON TRANSMISSION HOLDING | $0 | – | -9,356 | -100.0% | -0.09% | – |
| BANC | Exit | BANC OF CALIFORNIA INC | $0 | – | -16,102 | -100.0% | -0.09% | – |
| NOW | Exit | SERVICENOW INC | $0 | – | -3,349 | -100.0% | -0.09% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -19,927 | -100.0% | -0.09% | – |
| AMTD | Exit | TD AMERITRADE HOLDING CORP | $0 | – | -8,472 | -100.0% | -0.09% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -29,651 | -100.0% | -0.09% | – |
| NTES | Exit | NETEASE INCsponsored adr | $0 | – | -1,228 | -100.0% | -0.09% | – |
| SEIC | Exit | SEI INVESTMENTS COMPANY | $0 | – | -6,931 | -100.0% | -0.10% | – |
| VNTV | Exit | VANTIV INCcl a | $0 | – | -6,115 | -100.0% | -0.10% | – |
| ASB | Exit | ASSOCIATED BANC-CORP | $0 | – | -15,308 | -100.0% | -0.10% | – |
| FCNCA | Exit | FIRST CITIZENS BCSHScl a | $0 | – | -1,026 | -100.0% | -0.10% | – |
| SLM | Exit | SLM CORP | $0 | – | -33,879 | -100.0% | -0.10% | – |
| CAKE | Exit | CHEESECAKE FACTORY INC/THE | $0 | – | -7,792 | -100.0% | -0.10% | – |
| SWFT | Exit | SWIFT TRANSPORTATION COcl a | $0 | – | -14,936 | -100.0% | -0.10% | – |
| SKM | Exit | SK TELECOM CO LTDsponsored adr | $0 | – | -16,051 | -100.0% | -0.10% | – |
| XL | Exit | XL GROUP LTD | $0 | – | -9,512 | -100.0% | -0.11% | – |
| CMA | Exit | COMERICA INC | $0 | – | -5,776 | -100.0% | -0.11% | – |
| OC | Exit | OWENS CORNING | $0 | – | -6,386 | -100.0% | -0.11% | – |
| TTC | Exit | TORO CO | $0 | – | -6,162 | -100.0% | -0.11% | – |
| DOV | Exit | DOVER CORP | $0 | – | -5,395 | -100.0% | -0.11% | – |
| EQR | Exit | EQUITY RESIDENTIALsh ben int | $0 | – | -6,410 | -100.0% | -0.11% | – |
| AME | Exit | AMETEK INC | $0 | – | -7,083 | -100.0% | -0.11% | – |
| SPGI | Exit | S&P GLOBAL INC | $0 | – | -2,921 | -100.0% | -0.11% | – |
| RUSHA | Exit | RUSH ENTERPRISES INCcl a | $0 | – | -11,713 | -100.0% | -0.11% | – |
| PB | Exit | PROSPERITY BANCSHARES INC | $0 | – | -6,740 | -100.0% | -0.11% | – |
| LOGM | Exit | LOGMEIN INC | $0 | – | -4,329 | -100.0% | -0.12% | – |
| PK | Exit | PARK HOTELS & RESORTS INC | $0 | – | -16,909 | -100.0% | -0.12% | – |
| SUM | Exit | SUMMIT MATERIALS INCcl a | $0 | – | -16,057 | -100.0% | -0.12% | – |
| UMPQ | Exit | UMPQUA HOLDINGS CORP | $0 | – | -25,363 | -100.0% | -0.12% | – |
| SNV | Exit | SYNOVUS FINANCIAL CORP | $0 | – | -11,025 | -100.0% | -0.12% | – |
| SFR | Exit | COLONY STARWOOD HOMES | $0 | – | -14,498 | -100.0% | -0.12% | – |
| ARMK | Exit | ARAMARK | $0 | – | -12,254 | -100.0% | -0.13% | – |
| JNPR | Exit | JUNIPER NETWORKS INC | $0 | – | -18,300 | -100.0% | -0.13% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -10,243 | -100.0% | -0.13% | – |
| BXS | Exit | BANCORPSOUTH INC | $0 | – | -16,706 | -100.0% | -0.13% | – |
| ULTA | Exit | ULTA BEAUTY INC | $0 | – | -1,824 | -100.0% | -0.13% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -8,548 | -100.0% | -0.14% | – |
| RPM | Exit | RPM INTERNATIONAL INC | $0 | – | -10,152 | -100.0% | -0.14% | – |
| NYCB | Exit | NEW YORK COMMUNITY BANCORP | $0 | – | -42,590 | -100.0% | -0.14% | – |
| FIVE | Exit | FIVE BELOW | $0 | – | -11,695 | -100.0% | -0.14% | – |
| PCG | Exit | P G & E CORP | $0 | – | -8,692 | -100.0% | -0.15% | – |
| CP | Exit | CANADIAN PACIFIC RAILWAY LTD | $0 | – | -3,695 | -100.0% | -0.15% | – |
| EWBC | Exit | EAST WEST BANCORP INC | $0 | – | -10,354 | -100.0% | -0.15% | – |
| MCHP | Exit | MICROCHIP TECHNOLOGY INC | $0 | – | -8,105 | -100.0% | -0.16% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -7,696 | -100.0% | -0.16% | – |
| TRV | Exit | TRAVELERS COS INC/THE | $0 | – | -5,017 | -100.0% | -0.16% | – |
| TRQ | Exit | TURQUOISE HILL RESOURCES LTD | $0 | – | -249,923 | -100.0% | -0.16% | – |
| CCL | Exit | CARNIVAL CORPunit 99/99/9999 | $0 | – | -10,345 | -100.0% | -0.17% | – |
| DD | Exit | DU PONT (E.I.) DE NEMOURS | $0 | – | -8,464 | -100.0% | -0.17% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -7,665 | -100.0% | -0.18% | – |
| ADSW | Exit | ADVANCED DISPOSAL SERVICES I | $0 | – | -31,875 | -100.0% | -0.18% | – |
| FHI | Exit | FEDERATED INVESTORS INCcl b | $0 | – | -26,893 | -100.0% | -0.19% | – |
| SNDR | Exit | SCHNEIDER NATIONAL INCcl b | $0 | – | -34,625 | -100.0% | -0.20% | – |
| TROW | Exit | T ROWE PRICE GROUP INC | $0 | – | -10,709 | -100.0% | -0.20% | – |
| CLI | Exit | MACK-CALI REALTY CORP | $0 | – | -29,755 | -100.0% | -0.21% | – |
| KMB | Exit | KIMBERLY-CLARK CORP | $0 | – | -6,418 | -100.0% | -0.21% | – |
| APAM | Exit | ARTISAN PARTNERS ASSET MAcl a | $0 | – | -28,371 | -100.0% | -0.22% | – |
| ZTS | Exit | ZOETIS INCcl a | $0 | – | -13,796 | -100.0% | -0.22% | – |
| THG | Exit | HANOVER INSURANCE GROUP INC | $0 | – | -9,801 | -100.0% | -0.22% | – |
| OMI | Exit | OWENS & MINOR INC | $0 | – | -27,395 | -100.0% | -0.22% | – |
| MKC | Exit | MCCORMICK & CO | $0 | – | -9,387 | -100.0% | -0.23% | – |
| H | Exit | HYATT HOTELS CORPcl a | $0 | – | -17,498 | -100.0% | -0.25% | – |
| FISV | Exit | FISERV INC | $0 | – | -8,135 | -100.0% | -0.25% | – |
| LH | Exit | LABORATORY CRP OF AMER HLDGS | $0 | – | -6,949 | -100.0% | -0.27% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -25,587 | -100.0% | -0.28% | – |
| OMC | Exit | OMNICOM GROUP | $0 | – | -13,595 | -100.0% | -0.29% | – |
| BBT | Exit | BB&T CORP | $0 | – | -25,494 | -100.0% | -0.30% | – |
| WFM | Exit | WHOLE FOODS MARKET INC | $0 | – | -33,021 | -100.0% | -0.35% | – |
| PFE | Exit | PFIZER INC | $0 | – | -42,897 | -100.0% | -0.37% | – |
| AVT | Exit | AVNET INC | $0 | – | -37,906 | -100.0% | -0.38% | – |
| ACN | Exit | ACCENTURE PLC | $0 | – | -12,465 | -100.0% | -0.39% | – |
| PXD | Exit | PIONEER NATURAL RESOURCES CO | $0 | – | -10,459 | -100.0% | -0.42% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -34,124 | -100.0% | -0.42% | – |
| SPG | Exit | SIMON PROPERTY GROUP INC | $0 | – | -10,308 | -100.0% | -0.43% | – |
| BAC | Exit | BANK OF AMERICA CORP | $0 | – | -69,419 | -100.0% | -0.43% | – |
| FN | Exit | FABRINET | $0 | – | -39,455 | -100.0% | -0.43% | – |
| ABCO | Exit | ADVISORY BOARD CO/THE | $0 | – | -33,658 | -100.0% | -0.44% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -11,841 | -100.0% | -0.44% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -35,864 | -100.0% | -0.44% | – |
| NEM | Exit | NEWMONT MINING CORP | $0 | – | -54,239 | -100.0% | -0.44% | – |
| FMC | Exit | FMC CORP | $0 | – | -24,354 | -100.0% | -0.45% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -42,410 | -100.0% | -0.46% | – |
| DOW | Exit | DOW CHEMICAL CO/THE | $0 | – | -28,752 | -100.0% | -0.46% | – |
| BCR | Exit | CR BARD INC | $0 | – | -5,876 | -100.0% | -0.47% | – |
| ROST | Exit | ROSS STORES INC | $0 | – | -32,934 | -100.0% | -0.48% | – |
| TRCO | Exit | TRIBUNE MEDIA COcl a | $0 | – | -46,595 | -100.0% | -0.48% | – |
| TMUS | Exit | T-MOBILE US INC | $0 | – | -31,861 | -100.0% | -0.49% | – |
| LEN | Exit | LENNAR CORPcl a | $0 | – | -36,587 | -100.0% | -0.49% | – |
| COF | Exit | CAPITAL ONE FINANCIAL CORP | $0 | – | -23,720 | -100.0% | -0.49% | – |
| KMI | Exit | KINDER MORGAN INC | $0 | – | -102,188 | -100.0% | -0.50% | – |
| VOYA | Exit | VOYA FINANCIAL INC | $0 | – | -53,889 | -100.0% | -0.51% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -31,076 | -100.0% | -0.51% | – |
| GME | Exit | GAMESTOP CORPcl a | $0 | – | -94,232 | -100.0% | -0.52% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -17,630 | -100.0% | -0.52% | – |
| COG | Exit | CABOT OIL & GAS CORP | $0 | – | -82,325 | -100.0% | -0.52% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -29,979 | -100.0% | -0.54% | – |
| HIG | Exit | HARTFORD FINANCIAL SVCS GRP | $0 | – | -41,560 | -100.0% | -0.56% | – |
| EOG | Exit | EOG RESOURCES INC | $0 | – | -25,050 | -100.0% | -0.57% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -60,738 | -100.0% | -0.59% | – |
| BLMN | Exit | BLOOMIN' BRANDS INC | $0 | – | -113,503 | -100.0% | -0.61% | – |
| ORLY | Exit | O'REILLY AUTOMOTIVE INC | $0 | – | -11,701 | -100.0% | -0.64% | – |
| SAVE | Exit | SPIRIT AIRLINES INC | $0 | – | -48,518 | -100.0% | -0.64% | – |
| GRMN | Exit | GARMIN LTD | $0 | – | -50,220 | -100.0% | -0.65% | – |
| DIS | Exit | WALT DISNEY CO/THE | $0 | – | -27,034 | -100.0% | -0.73% | – |
| TJX | Exit | TJX COMPANIES INC | $0 | – | -41,825 | -100.0% | -0.76% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -19,718 | -100.0% | -0.76% | – |
| CSX | Exit | CSX CORP | $0 | – | -57,148 | -100.0% | -0.78% | – |
| DE | Exit | DEERE & CO | $0 | – | -28,302 | -100.0% | -0.88% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-10-18
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.