$679 Million is the total value of Quantitative Systematic Strategies LLC's 529 reported holdings in Q4 2019. The portfolio turnover from Q3 2019 to Q4 2019 was 92.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FIS | Buy | FIDELITY NATL INFORMATION SV | $6,925,000 | +322.3% | 49,789 | +303.0% | 1.02% | +171.3% |
| KO | Buy | COCA COLA CO | $6,696,000 | +1072.7% | 120,982 | +1054.2% | 0.99% | +652.7% |
| PG | Buy | PROCTER & GAMBLE CO | $6,480,000 | +30.5% | 51,879 | +29.9% | 0.95% | -16.3% |
| BSX | Buy | BOSTON SCIENTIFIC CORP | $6,070,000 | +112.0% | 134,235 | +90.8% | 0.89% | +36.1% |
| AEP | Buy | AMERICAN ELEC PWR CO INC | $6,018,000 | +5.1% | 63,680 | +4.2% | 0.89% | -32.6% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $5,778,000 | +40.7% | 104,899 | +41.3% | 0.85% | -9.8% |
| ADI | New | ANALOG DEVICES INC | $5,600,000 | – | 47,119 | +100.0% | 0.82% | – |
| DISCK | DISCOVERY INC | $5,440,000 | +23.8% | 178,422 | 0.0% | 0.80% | -20.5% | |
| MSFT | Buy | MICROSOFT CORP | $5,422,000 | +28.1% | 34,384 | +12.9% | 0.80% | -17.9% |
| MDT | Buy | MEDTRONIC PLC | $5,374,000 | +174.6% | 47,365 | +162.9% | 0.79% | +76.2% |
| NKE | Buy | NIKE INCcl b | $5,118,000 | +18.9% | 50,520 | +10.2% | 0.75% | -23.7% |
| CPT | Buy | CAMDEN PPTY TRsh ben int | $4,947,000 | +941.5% | 46,629 | +990.7% | 0.73% | +567.9% |
| HD | Buy | HOME DEPOT INC | $4,803,000 | +1198.1% | 21,994 | +1278.1% | 0.71% | +731.8% |
| GPN | Buy | GLOBAL PMTS INC | $4,738,000 | +23.7% | 25,952 | +7.8% | 0.70% | -20.6% |
| DRE | Sell | DUKE REALTY CORP | $4,677,000 | +0.5% | 134,889 | -1.5% | 0.69% | -35.5% |
| SPGI | Buy | S&P GLOBAL INC | $4,654,000 | +814.3% | 17,046 | +719.9% | 0.68% | +485.5% |
| KEY | Buy | KEYCORP NEW | $4,642,000 | +96.9% | 229,335 | +73.6% | 0.68% | +26.2% |
| FITB | Buy | FIFTH THIRD BANCORP | $4,574,000 | +61.5% | 148,794 | +43.8% | 0.67% | +3.5% |
| MGP | Buy | MGM GROWTH PPTYS LLC | $4,560,000 | +1028.7% | 147,249 | +994.8% | 0.67% | +621.5% |
| GS | New | GOLDMAN SACHS GROUP INC | $4,514,000 | – | 19,633 | +100.0% | 0.66% | – |
| MKL | Sell | MARKEL CORP | $4,508,000 | -4.0% | 3,943 | -0.7% | 0.66% | -38.4% |
| SNV | Buy | SYNOVUS FINL CORP | $4,359,000 | +29.7% | 111,210 | +18.3% | 0.64% | -16.7% |
| STAG | Buy | STAG INDL INC | $4,364,000 | +349.0% | 138,238 | +319.1% | 0.64% | +187.9% |
| FE | Buy | FIRSTENERGY CORP | $4,351,000 | +11.5% | 89,535 | +10.6% | 0.64% | -28.5% |
| VNO | Buy | VORNADO RLTY TRsh ben int | $4,348,000 | +199.0% | 65,386 | +186.2% | 0.64% | +91.6% |
| PEAK | New | HEALTHPEAK PPTYS INC | $4,243,000 | – | 123,106 | +100.0% | 0.62% | – |
| AEE | Buy | AMEREN CORP | $4,243,000 | +17.2% | 55,245 | +22.1% | 0.62% | -24.8% |
| XEL | New | XCEL ENERGY INC | $4,232,000 | – | 66,664 | +100.0% | 0.62% | – |
| AXP | New | AMERICAN EXPRESS CO | $4,225,000 | – | 33,938 | +100.0% | 0.62% | – |
| AMZN | Sell | AMAZON COM INC | $4,224,000 | -7.9% | 2,286 | -13.4% | 0.62% | -40.9% |
| DTE | New | DTE ENERGY CO | $4,195,000 | – | 32,298 | +100.0% | 0.62% | – |
| CMS | Buy | CMS ENERGY CORP | $4,198,000 | +12.5% | 66,801 | +14.5% | 0.62% | -27.8% |
| SRC | Buy | SPIRIT RLTY CAP INC NEW | $4,190,000 | +309.2% | 85,197 | +298.4% | 0.62% | +162.6% |
| A | Buy | AGILENT TECHNOLOGIES INC | $4,179,000 | +172.1% | 48,982 | +144.4% | 0.62% | +74.2% |
| UTX | Buy | UNITED TECHNOLOGIES CORP | $4,150,000 | +33.7% | 27,707 | +21.9% | 0.61% | -14.2% |
| EMR | Buy | EMERSON ELEC CO | $4,107,000 | +140.9% | 53,855 | +111.2% | 0.60% | +54.7% |
| MRK | New | MERCK & CO INC | $4,079,000 | – | 44,846 | +100.0% | 0.60% | – |
| MA | Sell | MASTERCARD INCcl a | $3,964,000 | -24.5% | 13,277 | -31.4% | 0.58% | -51.6% |
| D | Sell | DOMINION ENERGY INC | $3,937,000 | +1.8% | 47,540 | -0.4% | 0.58% | -34.7% |
| HUM | Buy | HUMANA INC | $3,907,000 | +184.8% | 10,659 | +98.6% | 0.58% | +82.5% |
| UAL | Buy | UNITED AIRLINES HLDGS INC | $3,841,000 | +156.9% | 43,601 | +157.8% | 0.56% | +64.7% |
| CFG | Buy | CITIZENS FINL GROUP INC | $3,839,000 | +184.6% | 94,541 | +147.8% | 0.56% | +82.3% |
| ADBE | Sell | ADOBE INC | $3,829,000 | +7.9% | 11,611 | -9.7% | 0.56% | -30.8% |
| MDU | Buy | MDU RES GROUP INC | $3,780,000 | +91.0% | 127,215 | +81.2% | 0.56% | +22.7% |
| KRC | Buy | KILROY RLTY CORP | $3,783,000 | +381.9% | 45,089 | +347.4% | 0.56% | +209.4% |
| FB | Buy | FACEBOOK INCcl a | $3,696,000 | +23.9% | 18,009 | +7.5% | 0.54% | -20.6% |
| AVB | New | AVALONBAY CMNTYS INC | $3,685,000 | – | 17,573 | +100.0% | 0.54% | – |
| TCF | New | TCF FINANCIAL CORPORATION NE | $3,663,000 | – | 78,271 | +100.0% | 0.54% | – |
| INVH | Buy | INVITATION HOMES INC | $3,611,000 | +568.7% | 120,502 | +560.4% | 0.53% | +329.0% |
| SLB | Buy | SCHLUMBERGER LTD | $3,612,000 | +183.7% | 89,861 | +141.1% | 0.53% | +82.2% |
| AMAT | Buy | APPLIED MATLS INC | $3,599,000 | +105.1% | 58,967 | +67.6% | 0.53% | +31.5% |
| BMY | Buy | BRISTOL MYERS SQUIBB CO | $3,600,000 | +558.1% | 56,087 | +420.4% | 0.53% | +320.6% |
| FOX | Buy | FOX CORP | $3,585,000 | +217.8% | 98,483 | +175.3% | 0.53% | +103.9% |
| CDNS | Buy | CADENCE DESIGN SYSTEM INC | $3,480,000 | +820.6% | 50,180 | +777.9% | 0.51% | +488.5% |
| FTV | New | FORTIVE CORP | $3,457,000 | – | 45,254 | +100.0% | 0.51% | – |
| DIS | Buy | DISNEY WALT CO | $3,427,000 | +954.5% | 23,697 | +850.5% | 0.50% | +573.3% |
| AIG | Buy | AMERICAN INTL GROUP INC | $3,250,000 | +169.5% | 63,316 | +192.5% | 0.48% | +72.6% |
| V | Sell | VISA INC | $3,232,000 | -31.1% | 17,203 | -37.0% | 0.48% | -55.8% |
| ATH | Buy | ATHENE HLDG LTDcl a | $3,223,000 | +41.8% | 68,532 | +26.8% | 0.48% | -9.0% |
| COST | New | COSTCO WHSL CORP NEW | $3,176,000 | – | 10,807 | +100.0% | 0.47% | – |
| EWBC | Buy | EAST WEST BANCORP INC | $3,173,000 | +32.3% | 65,164 | +20.3% | 0.47% | -15.2% |
| DE | New | DEERE & CO | $3,170,000 | – | 18,299 | +100.0% | 0.47% | – |
| DUK | New | DUKE ENERGY CORP NEW | $3,091,000 | – | 33,886 | +100.0% | 0.46% | – |
| ESGR | Sell | ENSTAR GROUP LIMITED | $3,038,000 | -5.1% | 14,684 | -12.9% | 0.45% | -39.2% |
| VICI | Buy | VICI PPTYS INC | $3,012,000 | +17.0% | 117,895 | +3.7% | 0.44% | -25.0% |
| SBUX | New | STARBUCKS CORP | $2,997,000 | – | 34,084 | +100.0% | 0.44% | – |
| HPP | Buy | HUDSON PAC PPTYS INC | $2,990,000 | +131.1% | 79,410 | +105.4% | 0.44% | +48.1% |
| WLTW | Buy | WILLIS TOWERS WATSON PUB LTD | $2,976,000 | +34.8% | 14,735 | +28.9% | 0.44% | -13.6% |
| BG | Buy | BUNGE LIMITED | $2,954,000 | +192.2% | 51,328 | +187.4% | 0.44% | +87.5% |
| ELS | Buy | EQUITY LIFESTYLE PPTYS INC | $2,944,000 | +423.8% | 41,826 | +894.0% | 0.43% | +235.7% |
| WRI | Buy | WEINGARTEN RLTY INVSsh ben int | $2,812,000 | +44.8% | 90,022 | +35.0% | 0.41% | -7.2% |
| BAX | Buy | BAXTER INTL INC | $2,806,000 | +2.3% | 33,553 | +7.0% | 0.41% | -34.4% |
| AIV | Buy | APARTMENT INVT & MGMT COcl a | $2,808,000 | +9.7% | 54,374 | +10.7% | 0.41% | -29.8% |
| SNPS | New | SYNOPSYS INC | $2,748,000 | – | 19,739 | +100.0% | 0.40% | – |
| STX | New | SEAGATE TECHNOLOGY PLC | $2,735,000 | – | 45,970 | +100.0% | 0.40% | – |
| C | Sell | CITIGROUP INC | $2,730,000 | -38.6% | 34,174 | -46.9% | 0.40% | -60.6% |
| SIRI | Buy | SIRIUS XM HLDGS INC | $2,703,000 | +68.9% | 377,987 | +47.8% | 0.40% | +8.4% |
| SWK | New | STANLEY BLACK & DECKER INC | $2,703,000 | – | 16,310 | +100.0% | 0.40% | – |
| AZO | New | AUTOZONE INC | $2,651,000 | – | 2,225 | +100.0% | 0.39% | – |
| DG | Buy | DOLLAR GEN CORP NEW | $2,650,000 | +115.6% | 16,992 | +119.7% | 0.39% | +38.3% |
| NVDA | New | NVIDIA CORP | $2,623,000 | – | 11,149 | +100.0% | 0.39% | – |
| LNT | Buy | ALLIANT ENERGY CORP | $2,562,000 | +1028.6% | 46,818 | +1013.4% | 0.38% | +625.0% |
| ATO | Sell | ATMOS ENERGY CORP | $2,556,000 | -16.4% | 22,851 | -14.9% | 0.38% | -46.4% |
| STZ | Buy | CONSTELLATION BRANDS INCcl a | $2,510,000 | +446.8% | 13,230 | +497.6% | 0.37% | +252.4% |
| CI | Sell | CIGNA CORP NEW | $2,457,000 | -15.1% | 12,015 | -37.0% | 0.36% | -45.5% |
| ASML | New | ASML HOLDING N V | $2,449,000 | – | 8,274 | +100.0% | 0.36% | – |
| EHC | Buy | ENCOMPASS HEALTH CORP | $2,428,000 | +40.7% | 35,052 | +28.5% | 0.36% | -9.8% |
| ROST | Buy | ROSS STORES INC | $2,410,000 | +22.4% | 20,703 | +15.5% | 0.36% | -21.5% |
| KSU | Buy | KANSAS CITY SOUTHERN | $2,411,000 | +211.1% | 15,743 | +170.0% | 0.36% | +99.4% |
| WAL | Buy | WESTERN ALLIANCE BANCORP | $2,336,000 | +59.1% | 40,983 | +28.6% | 0.34% | +2.1% |
| COP | Buy | CONOCOPHILLIPS | $2,329,000 | +151.8% | 35,818 | +120.6% | 0.34% | +61.8% |
| TSM | Buy | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $2,325,000 | +733.3% | 40,009 | +566.2% | 0.34% | +434.4% |
| JNJ | New | JOHNSON & JOHNSON | $2,304,000 | – | 15,796 | +100.0% | 0.34% | – |
| PM | New | PHILIP MORRIS INTL INC | $2,293,000 | – | 26,944 | +100.0% | 0.34% | – |
| LSI | Buy | LIFE STORAGE INC | $2,293,000 | +3.5% | 21,178 | +0.7% | 0.34% | -33.6% |
| EQH | New | AXA EQUITABLE HLDGS INC | $2,249,000 | – | 90,761 | +100.0% | 0.33% | – |
| DD | New | DUPONT DE NEMOURS INC | $2,242,000 | – | 34,924 | +100.0% | 0.33% | – |
| WRK | Buy | WESTROCK CO | $2,144,000 | +415.4% | 49,961 | +337.9% | 0.32% | +232.6% |
| ILMN | Buy | ILLUMINA INC | $2,121,000 | +139.7% | 6,394 | +119.7% | 0.31% | +53.7% |
| STL | Buy | STERLING BANCORP DEL | $2,103,000 | +21.0% | 99,785 | +15.1% | 0.31% | -22.3% |
| PFGC | Buy | PERFORMANCE FOOD GROUP CO | $2,107,000 | +296.1% | 40,920 | +254.2% | 0.31% | +154.1% |
| LIN | New | LINDE PLC | $2,081,000 | – | 9,774 | +100.0% | 0.31% | – |
| AMED | Buy | AMEDISYS INC | $2,070,000 | +60.8% | 12,404 | +26.2% | 0.30% | +3.4% |
| AJG | Sell | GALLAGHER ARTHUR J & CO | $2,074,000 | -26.7% | 21,780 | -31.0% | 0.30% | -53.0% |
| CCI | New | CROWN CASTLE INTL CORP NEW | $2,054,000 | – | 14,448 | +100.0% | 0.30% | – |
| FIVE | Buy | FIVE BELOW INC | $2,035,000 | +193.7% | 15,919 | +189.6% | 0.30% | +88.7% |
| PLD | New | PROLOGIS INC | $2,029,000 | – | 22,767 | +100.0% | 0.30% | – |
| CSOD | New | CORNERSTONE ONDEMAND INC | $2,022,000 | – | 34,529 | +100.0% | 0.30% | – |
| RCL | Buy | ROYAL CARIBBEAN CRUISES LTD | $1,990,000 | +25.6% | 14,905 | +1.9% | 0.29% | -19.5% |
| MU | Sell | MICRON TECHNOLOGY INC | $1,972,000 | -0.9% | 36,670 | -21.0% | 0.29% | -36.5% |
| DXCM | Buy | DEXCOM INC | $1,951,000 | +304.8% | 8,918 | +176.1% | 0.29% | +158.6% |
| LSXMA | Buy | LIBERTY MEDIA CORP DELAWARE | $1,946,000 | +240.8% | 40,255 | +193.3% | 0.29% | +119.1% |
| CMG | Buy | CHIPOTLE MEXICAN GRILL INC | $1,952,000 | +529.7% | 2,332 | +532.0% | 0.29% | +304.2% |
| STT | Buy | STATE STR CORP | $1,914,000 | +93.1% | 24,200 | +44.6% | 0.28% | +24.2% |
| AIZ | Buy | ASSURANT INC | $1,895,000 | +100.1% | 14,457 | +92.1% | 0.28% | +28.6% |
| AVT | New | AVNET INC | $1,888,000 | – | 44,484 | +100.0% | 0.28% | – |
| EXC | Sell | EXELON CORP | $1,879,000 | -15.9% | 41,219 | -10.9% | 0.28% | -46.0% |
| AXS | Buy | AXIS CAPITAL HOLDINGS LTD | $1,821,000 | +19.1% | 30,637 | +33.7% | 0.27% | -23.6% |
| SITC | New | SITE CENTERS CORP | $1,811,000 | – | 129,175 | +100.0% | 0.27% | – |
| PSA | New | PUBLIC STORAGE | $1,802,000 | – | 8,464 | +100.0% | 0.26% | – |
| GWW | New | GRAINGER W W INC | $1,778,000 | – | 5,253 | +100.0% | 0.26% | – |
| BBL | Buy | BHP GROUP PLCsponsored adr | $1,758,000 | +123.1% | 37,405 | +103.3% | 0.26% | +43.1% |
| CVS | New | CVS HEALTH CORP | $1,752,000 | – | 23,580 | +100.0% | 0.26% | – |
| ANTM | New | ANTHEM INC | $1,746,000 | – | 5,781 | +100.0% | 0.26% | – |
| KMPR | Buy | KEMPER CORP DEL | $1,740,000 | +24.6% | 22,454 | +25.3% | 0.26% | -20.2% |
| MO | Buy | ALTRIA GROUP INC | $1,737,000 | +49.6% | 34,800 | +22.6% | 0.26% | -3.8% |
| PGRE | Buy | PARAMOUNT GROUP INC | $1,719,000 | +237.7% | 123,486 | +223.9% | 0.25% | +116.2% |
| CNC | New | CENTENE CORP DEL | $1,703,000 | – | 27,084 | +100.0% | 0.25% | – |
| ITT | Buy | ITT INC | $1,682,000 | +363.4% | 22,756 | +283.4% | 0.25% | +198.8% |
| INXN | New | INTERXION HOLDING N.V | $1,676,000 | – | 19,993 | +100.0% | 0.25% | – |
| RXN | Buy | REXNORD CORP NEW | $1,644,000 | +47.4% | 50,396 | +22.2% | 0.24% | -5.5% |
| POST | New | POST HLDGS INC | $1,636,000 | – | 14,996 | +100.0% | 0.24% | – |
| RACE | Buy | FERRARI N V | $1,632,000 | +51.1% | 9,857 | +40.7% | 0.24% | -3.2% |
| BK | New | BANK NEW YORK MELLON CORP | $1,588,000 | – | 31,554 | +100.0% | 0.23% | – |
| NVST | Buy | ENVISTA HLDGS CORP | $1,574,000 | +615.5% | 53,097 | +572.6% | 0.23% | +364.0% |
| SAFM | New | SANDERSON FARMS INC | $1,560,000 | – | 8,852 | +100.0% | 0.23% | – |
| PRAH | Sell | PRA HEALTH SCIENCES INC | $1,548,000 | -13.0% | 13,925 | -22.3% | 0.23% | -44.1% |
| SMG | Buy | SCOTTS MIRACLE GRO COcl a | $1,541,000 | +292.1% | 14,510 | +275.8% | 0.23% | +152.2% |
| CAT | New | CATERPILLAR INC DEL | $1,541,000 | – | 10,438 | +100.0% | 0.23% | – |
| REG | New | REGENCY CTRS CORP | $1,528,000 | – | 24,212 | +100.0% | 0.22% | – |
| FCPT | Buy | FOUR CORNERS PPTY TR INC | $1,516,000 | +40.0% | 53,780 | +40.4% | 0.22% | -10.4% |
| VOD | Buy | VODAFONE GROUP PLC NEWsponsored adr | $1,505,000 | +48.7% | 77,871 | +53.2% | 0.22% | -4.3% |
| UBER | New | UBER TECHNOLOGIES INC | $1,496,000 | – | 50,292 | +100.0% | 0.22% | – |
| EOG | New | EOG RES INC | $1,487,000 | – | 17,756 | +100.0% | 0.22% | – |
| TWNK | Buy | HOSTESS BRANDS INCcl a | $1,475,000 | +107.5% | 101,439 | +99.6% | 0.22% | +33.1% |
| SAGE | Buy | SAGE THERAPEUTICS INC | $1,434,000 | +329.3% | 19,867 | +733.3% | 0.21% | +174.0% |
| RHP | New | RYMAN HOSPITALITY PPTYS INC | $1,420,000 | – | 16,388 | +100.0% | 0.21% | – |
| FSK | Buy | FS KKR CAPITAL CORP | $1,414,000 | +34.9% | 230,667 | +28.3% | 0.21% | -13.7% |
| HR | New | HEALTHCARE RLTY TR | $1,402,000 | – | 42,007 | +100.0% | 0.21% | – |
| CCEP | New | COCA COLA EUROPEAN PARTNERS | $1,380,000 | – | 27,116 | +100.0% | 0.20% | – |
| JACK | Buy | JACK IN THE BOX INC | $1,381,000 | +303.8% | 17,697 | +372.2% | 0.20% | +160.3% |
| JNPR | Buy | JUNIPER NETWORKS INC | $1,372,000 | +7.9% | 55,697 | +8.4% | 0.20% | -30.8% |
| BOOT | Buy | BOOT BARN HLDGS INC | $1,359,000 | +132.7% | 30,527 | +82.4% | 0.20% | +49.3% |
| VOYA | Buy | VOYA FINL INC | $1,343,000 | +403.0% | 22,025 | +348.8% | 0.20% | +224.6% |
| NVO | New | NOVO-NORDISK A Sadr | $1,347,000 | – | 23,270 | +100.0% | 0.20% | – |
| DLTR | Buy | DOLLAR TREE INC | $1,344,000 | -11.0% | 14,292 | +8.1% | 0.20% | -42.9% |
| DECK | New | DECKERS OUTDOOR CORP | $1,341,000 | – | 7,940 | +100.0% | 0.20% | – |
| PZZA | Buy | PAPA JOHNS INTL INC | $1,330,000 | +102.4% | 21,059 | +67.7% | 0.20% | +29.8% |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $1,325,000 | -28.0% | 8,853 | -34.0% | 0.20% | -53.8% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $1,325,000 | -46.1% | 989 | -50.9% | 0.20% | -65.4% |
| TFX | Sell | TELEFLEX INC | $1,321,000 | -37.4% | 3,509 | -43.5% | 0.19% | -59.9% |
| COLD | Buy | AMERICOLD RLTY TR | $1,308,000 | +74.6% | 37,298 | +84.5% | 0.19% | +12.2% |
| COR | Buy | CORESITE RLTY CORP | $1,307,000 | +154.8% | 11,657 | +176.8% | 0.19% | +62.7% |
| ISBC | Buy | INVESTORS BANCORP INC NEW | $1,305,000 | +27.7% | 109,540 | +21.8% | 0.19% | -18.3% |
| AXTA | Buy | AXALTA COATING SYS LTD | $1,292,000 | +34.0% | 42,508 | +32.9% | 0.19% | -14.0% |
| DVN | Buy | DEVON ENERGY CORP NEW | $1,272,000 | +151.9% | 48,988 | +133.4% | 0.19% | +61.2% |
| AAPL | Buy | APPLE INC | $1,248,000 | +151.1% | 4,251 | +91.5% | 0.18% | +61.4% |
| NXPI | Buy | NXP SEMICONDUCTORS N V | $1,242,000 | +92.9% | 9,763 | +65.4% | 0.18% | +23.6% |
| TCO | Buy | TAUBMAN CTRS INC | $1,232,000 | +194.7% | 39,639 | +287.6% | 0.18% | +88.5% |
| PPC | New | PILGRIMS PRIDE CORP NEW | $1,223,000 | – | 37,384 | +100.0% | 0.18% | – |
| HIW | New | HIGHWOODS PPTYS INC | $1,213,000 | – | 24,807 | +100.0% | 0.18% | – |
| VAR | Buy | VARIAN MED SYS INC | $1,210,000 | +43.0% | 8,522 | +19.9% | 0.18% | -8.2% |
| SHO | Buy | SUNSTONE HOTEL INVS INC NEW | $1,209,000 | +194.2% | 86,869 | +190.6% | 0.18% | +89.4% |
| MCK | Buy | MCKESSON CORP | $1,204,000 | +276.2% | 8,707 | +271.8% | 0.18% | +142.5% |
| STLD | New | STEEL DYNAMICS INC | $1,183,000 | – | 34,743 | +100.0% | 0.17% | – |
| NUVA | New | NUVASIVE INC | $1,184,000 | – | 15,308 | +100.0% | 0.17% | – |
| BIIB | New | BIOGEN INC | $1,174,000 | – | 3,957 | +100.0% | 0.17% | – |
| WTR | New | AQUA AMERICA INC | $1,176,000 | – | 25,047 | +100.0% | 0.17% | – |
| MCY | Buy | MERCURY GENL CORP NEW | $1,166,000 | +11.7% | 23,932 | +28.1% | 0.17% | -28.3% |
| GRA | Buy | GRACE W R & CO DEL NEW | $1,168,000 | +31.7% | 16,716 | +25.8% | 0.17% | -15.7% |
| GPK | Buy | GRAPHIC PACKAGING HLDG CO | $1,165,000 | +50.1% | 69,961 | +32.9% | 0.17% | -3.4% |
| WEN | New | WENDYS CO | $1,164,000 | – | 52,403 | +100.0% | 0.17% | – |
| RNG | New | RINGCENTRAL INCcl a | $1,160,000 | – | 6,878 | +100.0% | 0.17% | – |
| STAR | Buy | ISTAR INC | $1,138,000 | +65.2% | 78,427 | +48.6% | 0.17% | +6.3% |
| HUN | Buy | HUNTSMAN CORP | $1,139,000 | +179.9% | 47,130 | +169.6% | 0.17% | +80.6% |
| HPQ | New | HP INC | $1,139,000 | – | 55,406 | +100.0% | 0.17% | – |
| WMB | New | WILLIAMS COS INC DEL | $1,135,000 | – | 47,858 | +100.0% | 0.17% | – |
| POR | Sell | PORTLAND GEN ELEC CO | $1,125,000 | -74.7% | 20,156 | -74.4% | 0.17% | -83.7% |
| RH | New | RH | $1,126,000 | – | 5,273 | +100.0% | 0.17% | – |
| NATI | New | NATIONAL INSTRS CORP | $1,121,000 | – | 26,480 | +100.0% | 0.16% | – |
| AAN | New | AARONS INC | $1,118,000 | – | 19,577 | +100.0% | 0.16% | – |
| CWK | New | CUSHMAN WAKEFIELD PLC | $1,114,000 | – | 54,511 | +100.0% | 0.16% | – |
| PPG | New | PPG INDS INC | $1,111,000 | – | 8,323 | +100.0% | 0.16% | – |
| NCR | Buy | NCR CORP NEW | $1,115,000 | +59.7% | 31,716 | +43.4% | 0.16% | +2.5% |
| PPL | Buy | PPL CORP | $1,113,000 | +32.5% | 31,018 | +16.2% | 0.16% | -15.0% |
| LYV | Buy | LIVE NATION ENTERTAINMENT IN | $1,115,000 | +53.8% | 15,596 | +42.6% | 0.16% | -1.2% |
| RMR | Buy | RMR GROUP INCcl a | $1,116,000 | +416.7% | 24,451 | +414.1% | 0.16% | +228.0% |
| TECK | New | TECK RESOURCES LTDcl b | $1,105,000 | – | 63,627 | +100.0% | 0.16% | – |
| DGX | Buy | QUEST DIAGNOSTICS INC | $1,099,000 | +100.9% | 10,292 | +101.4% | 0.16% | +28.6% |
| RL | New | RALPH LAUREN CORPcl a | $1,099,000 | – | 9,378 | +100.0% | 0.16% | – |
| ZTO | Buy | ZTO EXPRESS CAYMAN INCsponsored ads a | $1,097,000 | +72.2% | 46,983 | +57.2% | 0.16% | +11.0% |
| IVR | Buy | INVESCO MORTGAGE CAPITAL INC | $1,092,000 | +19.6% | 65,615 | +10.0% | 0.16% | -23.3% |
| CRM | Sell | SALESFORCE COM INC | $1,089,000 | -43.9% | 6,695 | -48.8% | 0.16% | -64.0% |
| GNL | New | GLOBAL NET LEASE INC | $1,089,000 | – | 53,674 | +100.0% | 0.16% | – |
| BRO | New | BROWN & BROWN INC | $1,090,000 | – | 27,612 | +100.0% | 0.16% | – |
| WDAY | New | WORKDAY INCcl a | $1,090,000 | – | 6,628 | +100.0% | 0.16% | – |
| KEX | New | KIRBY CORP | $1,086,000 | – | 12,134 | +100.0% | 0.16% | – |
| FL | Buy | FOOT LOCKER INC | $1,070,000 | +257.9% | 27,446 | +296.3% | 0.16% | +129.0% |
| SMPL | New | SIMPLY GOOD FOODS CO | $1,064,000 | – | 37,281 | +100.0% | 0.16% | – |
| MCHI | Buy | ISHARES TRmsci china etf | $1,067,000 | +113.0% | 15,593 | +106.3% | 0.16% | +36.5% |
| VRNS | Buy | VARONIS SYS INC | $1,050,000 | +43.8% | 13,518 | +10.7% | 0.16% | -7.7% |
| ON | New | ON SEMICONDUCTOR CORP | $1,055,000 | – | 43,268 | +100.0% | 0.16% | – |
| GH | New | GUARDANT HEALTH INC | $1,051,000 | – | 13,449 | +100.0% | 0.16% | – |
| SRE | New | SEMPRA ENERGY | $1,030,000 | – | 6,802 | +100.0% | 0.15% | – |
| AFG | New | AMERICAN FINL GROUP INC OHIO | $1,032,000 | – | 9,410 | +100.0% | 0.15% | – |
| NOMD | New | NOMAD FOODS LTD | $1,016,000 | – | 45,398 | +100.0% | 0.15% | – |
| LII | New | LENNOX INTL INC | $1,016,000 | – | 4,163 | +100.0% | 0.15% | – |
| VRSK | New | VERISK ANALYTICS INC | $1,019,000 | – | 6,825 | +100.0% | 0.15% | – |
| SPB | New | SPECTRUM BRANDS HLDGS INC NE | $1,016,000 | – | 15,801 | +100.0% | 0.15% | – |
| CHWY | Buy | CHEWY INCcl a | $1,009,000 | +313.5% | 34,786 | +250.3% | 0.15% | +166.1% |
| ADM | New | ARCHER DANIELS MIDLAND CO | $1,003,000 | – | 21,629 | +100.0% | 0.15% | – |
| INCY | Buy | INCYTE CORP | $999,000 | +87.8% | 11,441 | +59.5% | 0.15% | +20.5% |
| ACGL | Buy | ARCH CAP GROUP LTDord | $982,000 | +20.6% | 22,907 | +18.1% | 0.14% | -22.5% |
| JWN | New | NORDSTROM INC | $982,000 | – | 24,000 | +100.0% | 0.14% | – |
| NFLX | Buy | NETFLIX INC | $979,000 | +86.5% | 3,026 | +54.2% | 0.14% | +19.0% |
| NVT | New | NVENT ELECTRIC PLC | $971,000 | – | 37,957 | +100.0% | 0.14% | – |
| BMRN | Sell | BIOMARIN PHARMACEUTICAL INC | $972,000 | +6.8% | 11,501 | -14.8% | 0.14% | -31.6% |
| ZBRA | Buy | ZEBRA TECHNOLOGIES CORPcl a | $973,000 | +103.1% | 3,808 | +64.2% | 0.14% | +30.0% |
| IPGP | New | IPG PHOTONICS CORP | $966,000 | – | 6,667 | +100.0% | 0.14% | – |
| NAVI | Buy | NAVIENT CORPORATION | $954,000 | +10.8% | 69,709 | +3.6% | 0.14% | -29.3% |
| ETFC | Sell | E TRADE FINANCIAL CORP | $953,000 | -27.7% | 21,003 | -30.4% | 0.14% | -53.8% |
| TSN | Sell | TYSON FOODS INCcl a | $952,000 | -9.9% | 10,455 | -14.8% | 0.14% | -42.4% |
| SIVB | Buy | SVB FINL GROUP | $943,000 | +266.9% | 3,758 | +205.0% | 0.14% | +135.6% |
| PEP | Sell | PEPSICO INC | $947,000 | -80.9% | 6,930 | -80.8% | 0.14% | -87.8% |
| CLF | New | CLEVELAND CLIFFS INC | $929,000 | – | 110,646 | +100.0% | 0.14% | – |
| RMAX | Buy | RE MAX HLDGS INCcl a | $933,000 | +37.6% | 24,235 | +15.0% | 0.14% | -12.2% |
| PYPL | New | PAYPAL HLDGS INC | $929,000 | – | 8,586 | +100.0% | 0.14% | – |
| DXC | Buy | DXC TECHNOLOGY CO | $925,000 | +58.4% | 24,614 | +24.3% | 0.14% | +1.5% |
| ASND | New | ASCENDIS PHARMA A Ssponsored adr | $925,000 | – | 6,649 | +100.0% | 0.14% | – |
| AGIO | New | AGIOS PHARMACEUTICALS INC | $908,000 | – | 19,009 | +100.0% | 0.13% | – |
| ADS | Buy | ALLIANCE DATA SYSTEMS CORP | $913,000 | +84.1% | 8,139 | +110.1% | 0.13% | +17.5% |
| ARGO | Sell | ARGO GROUP INTL HLDGS LTD | $902,000 | -26.0% | 13,713 | -21.0% | 0.13% | -52.5% |
| SBNY | Sell | SIGNATURE BK NEW YORK N Y | $902,000 | +1.0% | 6,601 | -11.9% | 0.13% | -35.1% |
| PLAN | New | ANAPLAN INC | $895,000 | – | 17,080 | +100.0% | 0.13% | – |
| TPRE | Buy | THIRD PT REINS LTD | $894,000 | +68.0% | 85,000 | +59.7% | 0.13% | +8.2% |
| RPAI | Sell | RETAIL PPTYS AMER INCcl a | $892,000 | -68.9% | 66,592 | -71.4% | 0.13% | -80.1% |
| TRGP | New | TARGA RES CORP | $893,000 | – | 21,880 | +100.0% | 0.13% | – |
| LULU | Sell | LULULEMON ATHLETICA INC | $893,000 | -31.2% | 3,855 | -42.8% | 0.13% | -56.0% |
| BKNG | New | BOOKING HLDGS INC | $885,000 | – | 431 | +100.0% | 0.13% | – |
| BKU | Sell | BANKUNITED INC | $877,000 | +3.9% | 23,995 | -4.5% | 0.13% | -33.5% |
| STE | Buy | STERIS PLC | $871,000 | +139.3% | 5,713 | +126.7% | 0.13% | +52.4% |
| OKE | Buy | ONEOK INC NEW | $861,000 | +121.9% | 11,383 | +116.4% | 0.13% | +42.7% |
| BJRI | Buy | BJS RESTAURANTS INC | $853,000 | +56.2% | 22,465 | +59.9% | 0.13% | +0.8% |
| AGNC | New | AGNC INVT CORP | $857,000 | – | 48,497 | +100.0% | 0.13% | – |
| KPTI | Buy | KARYOPHARM THERAPEUTICS INC | $851,000 | +227.3% | 44,415 | +64.5% | 0.12% | +108.3% |
| EVR | Buy | EVERCORE INCclass a | $832,000 | -2.5% | 11,123 | +4.5% | 0.12% | -37.8% |
| STAY | New | EXTENDED STAY AMER INCunit 99/99/9999b | $814,000 | – | 54,748 | +100.0% | 0.12% | – |
| EAT | New | BRINKER INTL INC | $816,000 | – | 19,432 | +100.0% | 0.12% | – |
| MTG | Buy | MGIC INVT CORP WIS | $799,000 | +268.2% | 56,384 | +227.6% | 0.12% | +136.0% |
| FOLD | Buy | AMICUS THERAPEUTICS INC | $798,000 | +56.5% | 81,931 | +28.8% | 0.12% | 0.0% |
| HI | Buy | HILLENBRAND INC | $795,000 | +49.2% | 23,866 | +38.2% | 0.12% | -4.1% |
| AAL | New | AMERICAN AIRLS GROUP INC | $792,000 | – | 27,602 | +100.0% | 0.12% | – |
| INTU | Sell | INTUIT | $781,000 | -63.9% | 2,980 | -63.3% | 0.12% | -76.8% |
| MRTX | Buy | MIRATI THERAPEUTICS INC | $774,000 | +112.1% | 6,009 | +28.4% | 0.11% | +35.7% |
| EXP | Buy | EAGLE MATERIALS INC | $774,000 | +96.9% | 8,533 | +95.2% | 0.11% | +26.7% |
| ALL | New | ALLSTATE CORP | $770,000 | – | 6,850 | +100.0% | 0.11% | – |
| SIGI | Buy | SELECTIVE INS GROUP INC | $764,000 | +116.4% | 11,720 | +149.8% | 0.11% | +38.3% |
| ATUS | Buy | ALTICE USA INCcl a | $758,000 | +4.1% | 27,711 | +9.2% | 0.11% | -32.9% |
| VALE | Buy | VALE S Asponsored ads | $764,000 | +37.7% | 57,894 | +19.9% | 0.11% | -11.8% |
| RP | Sell | REALPAGE INC | $754,000 | -50.5% | 14,029 | -42.0% | 0.11% | -68.2% |
| SLRC | Buy | SOLAR CAP LTD | $750,000 | +88.0% | 36,383 | +88.4% | 0.11% | +19.6% |
| WRB | Sell | BERKLEY W R CORP | $746,000 | -50.6% | 10,791 | -48.4% | 0.11% | -68.3% |
| RBC | New | REGAL BELOIT CORP | $737,000 | – | 8,614 | +100.0% | 0.11% | – |
| NRG | New | NRG ENERGY INC | $724,000 | – | 18,209 | +100.0% | 0.11% | – |
| VTR | New | VENTAS INC | $720,000 | – | 12,463 | +100.0% | 0.11% | – |
| RCKT | Buy | ROCKET PHARMACEUTICALS INC | $705,000 | +227.9% | 30,969 | +67.9% | 0.10% | +112.2% |
| HEI | New | HEICO CORP NEW | $698,000 | – | 7,798 | +100.0% | 0.10% | – |
| WNS | Buy | WNS HOLDINGS LTDspon adr | $700,000 | +15.1% | 10,589 | +2.4% | 0.10% | -26.4% |
| NWBI | New | NORTHWEST BANCSHARES INC MD | $692,000 | – | 41,628 | +100.0% | 0.10% | – |
| CNST | New | CONSTELLATION PHARMCETICLS I | $691,000 | – | 14,671 | +100.0% | 0.10% | – |
| PINS | New | PINTEREST INCcl a | $694,000 | – | 37,231 | +100.0% | 0.10% | – |
| BYD | New | BOYD GAMING CORP | $674,000 | – | 22,511 | +100.0% | 0.10% | – |
| MDB | Buy | MONGODB INCcl a | $668,000 | +145.6% | 5,078 | +124.7% | 0.10% | +58.1% |
| OSIS | Buy | OSI SYSTEMS INC | $669,000 | +17.2% | 6,640 | +18.1% | 0.10% | -25.2% |
| LYFT | Sell | LYFT INC | $662,000 | -9.2% | 15,377 | -13.9% | 0.10% | -41.9% |
| KN | Buy | KNOWLES CORP | $656,000 | +85.3% | 31,024 | +78.0% | 0.10% | +19.8% |
| MOS | Buy | MOSAIC CO NEW | $656,000 | +94.1% | 30,296 | +83.6% | 0.10% | +24.4% |
| BABA | Sell | ALIBABA GROUP HLDG LTDsponsored ads | $647,000 | -61.7% | 3,049 | -69.8% | 0.10% | -75.5% |
| UTHR | Buy | UNITED THERAPEUTICS CORP DEL | $642,000 | +41.7% | 7,286 | +28.3% | 0.10% | -8.7% |
| GIII | New | G-III APPAREL GROUP LTD | $636,000 | – | 18,984 | +100.0% | 0.09% | – |
| RGEN | New | REPLIGEN CORP | $631,000 | – | 6,825 | +100.0% | 0.09% | – |
| BIDU | New | BAIDU INCspon adr rep a | $630,000 | – | 4,986 | +100.0% | 0.09% | – |
| HZNP | Buy | HORIZON THERAPEUTICS PUB LTD | $630,000 | +151.0% | 17,416 | +89.3% | 0.09% | +60.3% |
| BERY | Buy | BERRY GLOBAL GROUP INC | $623,000 | +173.2% | 13,122 | +126.4% | 0.09% | +76.9% |
| CMP | Buy | COMPASS MINERALS INTL INC | $617,000 | +133.7% | 10,118 | +116.5% | 0.09% | +49.2% |
| AIT | Buy | APPLIED INDL TECHNOLOGIES IN | $609,000 | +195.6% | 9,131 | +151.2% | 0.09% | +91.5% |
| AXSM | Sell | AXSOME THERAPEUTICS INC | $614,000 | +143.7% | 5,939 | -52.3% | 0.09% | +55.2% |
| APTV | New | APTIV PLC | $602,000 | – | 6,339 | +100.0% | 0.09% | – |
| AVLR | Buy | AVALARA INC | $598,000 | +15.0% | 8,166 | +5.7% | 0.09% | -26.1% |
| AZN | Sell | ASTRAZENECA PLCsponsored adr | $592,000 | -65.4% | 11,875 | -69.1% | 0.09% | -77.9% |
| AKR | New | ACADIA RLTY TR | $582,000 | – | 22,438 | +100.0% | 0.09% | – |
| NMFC | New | NEW MTN FIN CORP | $587,000 | – | 42,696 | +100.0% | 0.09% | – |
| RETA | New | REATA PHARMACEUTICALS INCcl a | $586,000 | – | 2,866 | +100.0% | 0.09% | – |
| BXS | New | BANCORPSOUTH BK TUPELO MISS | $580,000 | – | 18,462 | +100.0% | 0.08% | – |
| AY | New | ATLANTICA YIELD PLC | $578,000 | – | 21,907 | +100.0% | 0.08% | – |
| MSCI | New | MSCI INC | $570,000 | – | 2,208 | +100.0% | 0.08% | – |
| CP | Sell | CANADIAN PAC RY LTD | $557,000 | +7.5% | 2,185 | -6.2% | 0.08% | -31.1% |
| INOV | Buy | INOVALON HLDGS INC | $556,000 | +167.3% | 29,537 | +132.2% | 0.08% | +70.8% |
| VLO | New | VALERO ENERGY CORP NEW | $560,000 | – | 5,980 | +100.0% | 0.08% | – |
| EDU | Buy | NEW ORIENTAL ED & TECH GRP Ispon adr | $553,000 | +56.2% | 21,414 | +570.4% | 0.08% | 0.0% |
| AMD | Sell | ADVANCED MICRO DEVICES INC | $549,000 | -53.8% | 11,964 | -70.8% | 0.08% | -70.3% |
| MHK | New | MOHAWK INDS INC | $552,000 | – | 4,047 | +100.0% | 0.08% | – |
| FBP | Buy | FIRST BANCORP P R | $547,000 | +48.6% | 51,613 | +39.8% | 0.08% | -3.6% |
| POL | New | POLYONE CORP | $548,000 | – | 14,906 | +100.0% | 0.08% | – |
| CRWD | New | CROWDSTRIKE HLDGS INCcl a | $551,000 | – | 11,051 | +100.0% | 0.08% | – |
| MYL | New | MYLAN N V | $541,000 | – | 26,921 | +100.0% | 0.08% | – |
| CADE | Buy | CADENCE BANCORPORATIONcl a | $544,000 | +95.7% | 29,979 | +89.5% | 0.08% | +25.0% |
| PK | New | PARK HOTELS RESORTS INC | $540,000 | – | 20,868 | +100.0% | 0.08% | – |
| IMMU | Buy | IMMUNOMEDICS INC | $542,000 | +71.0% | 25,616 | +7.3% | 0.08% | +9.6% |
| X | New | UNITED STATES STL CORP NEW | $542,000 | – | 47,531 | +100.0% | 0.08% | – |
| G | New | GENPACT LIMITED | $538,000 | – | 12,759 | +100.0% | 0.08% | – |
| EXPE | New | EXPEDIA GROUP INC | $533,000 | – | 4,929 | +100.0% | 0.08% | – |
| SFM | New | SPROUTS FMRS MKT INC | $529,000 | – | 27,337 | +100.0% | 0.08% | – |
| FXI | New | ISHARES TRchina lg-cap etf | $523,000 | – | 11,995 | +100.0% | 0.08% | – |
| FMC | New | F M C CORP | $523,000 | – | 5,235 | +100.0% | 0.08% | – |
| HCA | Sell | HCA HEALTHCARE INC | $525,000 | -51.1% | 3,553 | -60.2% | 0.08% | -68.8% |
| CNP | New | CENTERPOINT ENERGY INC | $516,000 | – | 18,917 | +100.0% | 0.08% | – |
| QGEN | New | QIAGEN NVcall | $514,000 | – | 15,213 | +100.0% | 0.08% | – |
| MSGS | New | MADISON SQUARE GARDEN CO NEWcl a | $513,000 | – | 1,745 | +100.0% | 0.08% | – |
| NHI | New | NATIONAL HEALTH INVS INC | $513,000 | – | 6,300 | +100.0% | 0.08% | – |
| ARNA | New | ARENA PHARMACEUTICALS INC | $515,000 | – | 11,337 | +100.0% | 0.08% | – |
| RNR | Sell | RENAISSANCERE HOLDINGS LTD | $511,000 | -9.4% | 2,605 | -10.7% | 0.08% | -41.9% |
| UFS | New | DOMTAR CORP | $507,000 | – | 13,257 | +100.0% | 0.08% | – |
| MINI | Buy | MOBILE MINI INC | $504,000 | +8.6% | 13,296 | +5.6% | 0.07% | -30.8% |
| MPC | Sell | MARATHON PETE CORP | $502,000 | -47.0% | 8,340 | -46.6% | 0.07% | -66.1% |
| TSU | Buy | TIM PARTICIPACOES S Asponsored adr | $493,000 | +61.1% | 25,794 | +21.1% | 0.07% | +4.3% |
| CXW | Buy | CORECIVIC INC | $497,000 | +102.9% | 28,604 | +101.5% | 0.07% | +30.4% |
| CPLG | Buy | COREPOINT LODGING INC | $493,000 | +79.9% | 46,137 | +70.1% | 0.07% | +15.9% |
| LNC | New | LINCOLN NATL CORP IND | $499,000 | – | 8,464 | +100.0% | 0.07% | – |
| RRR | New | RED ROCK RESORTS INCcl a | $496,000 | – | 20,699 | +100.0% | 0.07% | – |
| NTB | New | BANK OF NT BUTTERFIELD&SON L | $494,000 | – | 13,350 | +100.0% | 0.07% | – |
| MNTA | Buy | MOMENTA PHARMACEUTICALS INC | $488,000 | +138.0% | 24,755 | +56.8% | 0.07% | +53.2% |
| RBA | New | RITCHIE BROS AUCTIONEERS | $487,000 | – | 11,328 | +100.0% | 0.07% | – |
| FISV | Sell | FISERV INC | $490,000 | -82.4% | 4,237 | -84.2% | 0.07% | -88.7% |
| ADC | New | AGREE REALTY CORP | $481,000 | – | 6,857 | +100.0% | 0.07% | – |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $470,000 | – | 26,787 | +100.0% | 0.07% | – |
| KAMN | New | KAMAN CORP | $472,000 | – | 7,153 | +100.0% | 0.07% | – |
| HTLF | Buy | HEARTLAND FINL USA INC | $469,000 | +62.8% | 9,434 | +46.4% | 0.07% | +4.5% |
| NVEC | Buy | NVE CORP | $469,000 | +59.5% | 6,568 | +48.3% | 0.07% | +3.0% |
| EL | New | LAUDER ESTEE COS INCcl a | $468,000 | – | 2,266 | +100.0% | 0.07% | – |
| DAL | New | DELTA AIR LINES INC DEL | $466,000 | – | 7,975 | +100.0% | 0.07% | – |
| BHC | New | BAUSCH HEALTH COS INC | $459,000 | – | 15,331 | +100.0% | 0.07% | – |
| Y | Sell | ALLEGHANY CORP DEL | $462,000 | -82.3% | 578 | -82.3% | 0.07% | -88.7% |
| RPAY | New | REPAY HLDGS CORP | $450,000 | – | 30,744 | +100.0% | 0.07% | – |
| STM | Sell | STMICROELECTRONICS N Vny registry | $450,000 | -56.6% | 16,716 | -68.8% | 0.07% | -72.3% |
| EFC | New | ELLINGTON FINANCIAL INC | $448,000 | – | 24,447 | +100.0% | 0.07% | – |
| NVRO | New | NEVRO CORP | $451,000 | – | 3,854 | +100.0% | 0.07% | – |
| SFBS | Buy | SERVISFIRST BANCSHARES INC | $451,000 | +49.8% | 11,970 | +31.8% | 0.07% | -4.3% |
| LEN | Sell | LENNAR CORPcl a | $451,000 | -13.4% | 8,079 | -13.4% | 0.07% | -45.0% |
| AMG | Buy | AFFILIATED MANAGERS GROUP IN | $441,000 | +51.0% | 5,207 | +48.8% | 0.06% | -3.0% |
| ARCH | New | ARCH COAL INCcl a | $440,000 | – | 6,132 | +100.0% | 0.06% | – |
| UNP | Sell | UNION PACIFIC CORP | $443,000 | -77.0% | 2,448 | -79.4% | 0.06% | -85.3% |
| CUK | Buy | CARNIVAL PLCadr | $441,000 | +90.9% | 9,148 | +66.4% | 0.06% | +22.6% |
| GRFS | New | GRIFOLS S Asp adr rep b nvt | $443,000 | – | 19,041 | +100.0% | 0.06% | – |
| DPZ | Sell | DOMINOS PIZZA INC | $437,000 | -58.5% | 1,488 | -65.5% | 0.06% | -73.6% |
| TIF | New | TIFFANY & CO NEW | $438,000 | – | 3,276 | +100.0% | 0.06% | – |
| ADVM | Buy | ADVERUM BIOTECHNOLOGIES INC | $433,000 | +216.1% | 37,593 | +49.6% | 0.06% | +106.5% |
| WTFC | Sell | WINTRUST FINL CORP | $430,000 | -75.1% | 6,064 | -77.3% | 0.06% | -84.1% |
| CW | New | CURTISS WRIGHT CORP | $431,000 | – | 3,059 | +100.0% | 0.06% | – |
| AERI | New | AERIE PHARMACEUTICALS INC | $427,000 | – | 17,650 | +100.0% | 0.06% | – |
| DRNA | Buy | DICERNA PHARMACEUTICALS INC | $420,000 | +144.2% | 19,079 | +59.2% | 0.06% | +59.0% |
| ROP | New | ROPER TECHNOLOGIES INC | $421,000 | – | 1,189 | +100.0% | 0.06% | – |
| HFWA | Buy | HERITAGE FINL CORP WASH | $413,000 | +97.6% | 14,604 | +88.6% | 0.06% | +27.1% |
| KEYS | Sell | KEYSIGHT TECHNOLOGIES INC | $408,000 | -22.4% | 3,978 | -26.5% | 0.06% | -50.4% |
| SUM | New | SUMMIT MATLS INCcl a | $392,000 | – | 16,392 | +100.0% | 0.06% | – |
| TROX | New | TRONOX HOLDINGS PLC | $391,000 | – | 34,215 | +100.0% | 0.06% | – |
| BKR | New | BAKER HUGHES COMPANYcl a | $396,000 | – | 15,443 | +100.0% | 0.06% | – |
| TER | New | TERADYNE INC | $395,000 | – | 5,788 | +100.0% | 0.06% | – |
| SWAV | New | SHOCKWAVE MED INC | $397,000 | – | 9,050 | +100.0% | 0.06% | – |
| QURE | Sell | UNIQURE NV | $394,000 | +57.6% | 5,500 | -13.3% | 0.06% | +1.8% |
| FCX | Sell | FREEPORT-MCMORAN INCcl b | $394,000 | -3.0% | 30,000 | -29.2% | 0.06% | -37.6% |
| ABBV | Buy | ABBVIE INC | $385,000 | +86.0% | 4,346 | +59.1% | 0.06% | +18.8% |
| IPG | Buy | INTERPUBLIC GROUP COS INC | $390,000 | +75.7% | 16,865 | +63.7% | 0.06% | +11.8% |
| CFX | New | COLFAX CORP | $390,000 | – | 10,707 | +100.0% | 0.06% | – |
| BPMC | Sell | BLUEPRINT MEDICINES CORP | $389,000 | -53.1% | 4,859 | -57.0% | 0.06% | -70.2% |
| CIEN | New | CIENA CORP | $384,000 | – | 9,000 | +100.0% | 0.06% | – |
| PFS | New | PROVIDENT FINL SVCS INC | $384,000 | – | 15,584 | +100.0% | 0.06% | – |
| LKNCY | Sell | LUCKIN COFFEE INCsponsored ads | $385,000 | -11.5% | 9,773 | -57.3% | 0.06% | -43.0% |
| AMX | New | AMERICA MOVIL SAB DE CV | $390,000 | – | 24,393 | +100.0% | 0.06% | – |
| PRGO | New | PERRIGO CO PLC | $379,000 | – | 7,327 | +100.0% | 0.06% | – |
| CNOB | Buy | CONNECTONE BANCORP INC NEW | $383,000 | +58.9% | 14,898 | +37.4% | 0.06% | +1.8% |
| SAVE | New | SPIRIT AIRLS INC | $383,000 | – | 9,498 | +100.0% | 0.06% | – |
| AIMC | New | ALTRA INDL MOTION CORP | $382,000 | – | 10,539 | +100.0% | 0.06% | – |
| JRVR | New | JAMES RIV GROUP LTD | $377,000 | – | 9,138 | +100.0% | 0.06% | – |
| MC | Sell | MOELIS & COcl a | $374,000 | -25.5% | 11,729 | -23.2% | 0.06% | -52.2% |
| SBAC | New | SBA COMMUNICATIONS CORP NEWcl a | $374,000 | – | 1,550 | +100.0% | 0.06% | – |
| SLM | Buy | SLM CORP | $375,000 | +151.7% | 42,142 | +149.8% | 0.06% | +61.8% |
| SCHW | New | THE CHARLES SCHWAB CORPORATI | $371,000 | – | 7,807 | +100.0% | 0.06% | – |
| IIPR | Buy | INNOVATIVE INDL PPTYS INC | $375,000 | +58.2% | 4,942 | +92.5% | 0.06% | +1.9% |
| CUZ | Sell | COUSINS PPTYS INC | $371,000 | -47.5% | 9,015 | -52.0% | 0.06% | -66.0% |
| CVGW | New | CALAVO GROWERS INC | $364,000 | – | 4,014 | +100.0% | 0.05% | – |
| AUPH | New | AURINIA PHARMACEUTICALS INC | $370,000 | – | 18,264 | +100.0% | 0.05% | – |
| PII | Sell | POLARIS INC | $368,000 | -11.8% | 3,622 | -23.5% | 0.05% | -43.8% |
| FLS | New | FLOWSERVE CORP | $359,000 | – | 7,216 | +100.0% | 0.05% | – |
| TKR | Buy | TIMKEN CO | $362,000 | +34.1% | 6,423 | +3.4% | 0.05% | -14.5% |
| GWPH | Buy | GW PHARMACEUTICALS PLCads | $359,000 | -7.7% | 3,437 | +1.5% | 0.05% | -40.4% |
| GDI | New | GARDNER DENVER HLDGS INC | $357,000 | – | 9,743 | +100.0% | 0.05% | – |
| OC | New | OWENS CORNING NEW | $357,000 | – | 5,479 | +100.0% | 0.05% | – |
| ACM | New | AECOM | $361,000 | – | 8,367 | +100.0% | 0.05% | – |
| MKSI | New | MKS INSTRUMENT INC | $350,000 | – | 3,181 | +100.0% | 0.05% | – |
| TECH | New | BIO TECHNE CORP | $351,000 | – | 1,597 | +100.0% | 0.05% | – |
| TWST | New | TWIST BIOSCIENCE CORP | $352,000 | – | 16,778 | +100.0% | 0.05% | – |
| APLS | New | APELLIS PHARMACEUTICALS INC | $351,000 | – | 11,449 | +100.0% | 0.05% | – |
| GOLD | Buy | BARRICK GOLD CORPORATION | $344,000 | +22.4% | 18,501 | +13.9% | 0.05% | -20.3% |
| GOOG | New | ALPHABET INCcap stk cl c | $349,000 | – | 261 | +100.0% | 0.05% | – |
| EWT | New | ISHARES INCmsci taiwan etf | $345,000 | – | 8,396 | +100.0% | 0.05% | – |
| FLT | New | FLEETCOR TECHNOLOGIES INC | $346,000 | – | 1,203 | +100.0% | 0.05% | – |
| BCRX | Buy | BIOCRYST PHARMACEUTICALS | $348,000 | +180.6% | 100,804 | +133.4% | 0.05% | +82.1% |
| BBBY | Sell | BED BATH & BEYOND INC | $348,000 | -17.1% | 20,118 | -49.0% | 0.05% | -46.9% |
| INSM | New | INSMED INC | $341,000 | – | 14,271 | +100.0% | 0.05% | – |
| WDC | Sell | WESTERN DIGITAL CORP | $342,000 | -75.4% | 5,394 | -76.9% | 0.05% | -84.3% |
| RLJ | Buy | RLJ LODGING TR | $340,000 | +28.3% | 19,200 | +23.2% | 0.05% | -18.0% |
| PAYC | Sell | PAYCOM SOFTWARE INC | $340,000 | -13.0% | 1,284 | -31.2% | 0.05% | -44.4% |
| HAS | New | HASBRO INC | $338,000 | – | 3,200 | +100.0% | 0.05% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $332,000 | – | 7,381 | +100.0% | 0.05% | – |
| CSTM | Buy | CONSTELLIUM SEcl a | $324,000 | +26.6% | 24,185 | +19.9% | 0.05% | -18.6% |
| NDAQ | New | NASDAQ INC | $326,000 | – | 3,045 | +100.0% | 0.05% | – |
| ZYME | New | ZYMEWORKS INC | $318,000 | – | 7,000 | +100.0% | 0.05% | – |
| MMM | New | 3M CO | $316,000 | – | 1,792 | +100.0% | 0.05% | – |
| IIIV | New | I3 VERTICALS INC | $316,000 | – | 11,187 | +100.0% | 0.05% | – |
| XRX | New | XEROX HOLDINGS CORP | $318,000 | – | 8,627 | +100.0% | 0.05% | – |
| BRBR | New | BELLRING BRANDS INC | $319,000 | – | 14,987 | +100.0% | 0.05% | – |
| BPOP | New | POPULAR INC | $315,000 | – | 5,365 | +100.0% | 0.05% | – |
| FATE | Buy | FATE THERAPEUTICS INC | $312,000 | +92.6% | 15,918 | +52.2% | 0.05% | +24.3% |
| XPER | New | XPERI CORP | $310,000 | – | 16,743 | +100.0% | 0.05% | – |
| LLY | New | LILLY ELI & CO | $306,000 | – | 2,330 | +100.0% | 0.04% | – |
| HAE | Buy | HAEMONETICS CORP | $307,000 | +33.5% | 2,676 | +47.0% | 0.04% | -15.1% |
| CGNX | New | COGNEX CORP | $303,000 | – | 5,400 | +100.0% | 0.04% | – |
| SMAR | Sell | SMARTSHEET INC | $307,000 | -30.5% | 6,841 | -44.3% | 0.04% | -55.4% |
| OSW | Sell | ONESPAWORLD HOLDINGS LIMITED | $308,000 | -39.4% | 18,317 | -44.0% | 0.04% | -61.5% |
| CXP | New | COLUMBIA PPTY TR INC | $306,000 | – | 14,631 | +100.0% | 0.04% | – |
| Z | New | ZILLOW GROUP INCcl c cap stk | $309,000 | – | 6,732 | +100.0% | 0.04% | – |
| MMI | New | MARCUS & MILLICHAP INC | $304,000 | – | 8,161 | +100.0% | 0.04% | – |
| RDN | New | RADIAN GROUP INC | $305,000 | – | 12,142 | +100.0% | 0.04% | – |
| TWTR | New | TWITTER INC | $300,000 | – | 9,366 | +100.0% | 0.04% | – |
| PTCT | Sell | PTC THERAPEUTICS INC | $300,000 | -5.1% | 6,237 | -33.2% | 0.04% | -39.7% |
| RJF | Sell | RAYMOND JAMES FINANCIAL INC | $289,000 | -12.2% | 3,236 | -18.8% | 0.04% | -43.4% |
| DNKN | New | DUNKIN BRANDS GROUP INC | $293,000 | – | 3,880 | +100.0% | 0.04% | – |
| STC | New | STEWART INFORMATION SVCS COR | $293,000 | – | 7,177 | +100.0% | 0.04% | – |
| FLEX | Sell | FLEX LTDord | $288,000 | -44.7% | 22,795 | -54.2% | 0.04% | -65.0% |
| BRP | New | BRP GROUP INC | $284,000 | – | 17,666 | +100.0% | 0.04% | – |
| THC | New | TENET HEALTHCARE CORP | $285,000 | – | 7,501 | +100.0% | 0.04% | – |
| LB | New | L BRANDS INC | $282,000 | – | 15,554 | +100.0% | 0.04% | – |
| MED | Sell | MEDIFAST INC | $282,000 | +3.7% | 2,571 | -2.2% | 0.04% | -32.3% |
| PRPL | New | PURPLE INNOVATION INC | $287,000 | – | 33,000 | +100.0% | 0.04% | – |
| NTNX | New | NUTANIX INCcl a | $287,000 | – | 9,168 | +100.0% | 0.04% | – |
| AME | Sell | AMETEK INC NEW | $281,000 | -91.8% | 2,822 | -92.4% | 0.04% | -94.8% |
| CL | Buy | COLGATE PALMOLIVE CO | $281,000 | +37.7% | 4,083 | +47.4% | 0.04% | -12.8% |
| ORI | New | OLD REP INTL CORP | $281,000 | – | 12,548 | +100.0% | 0.04% | – |
| NNN | Sell | NATIONAL RETAIL PPTYS INC | $278,000 | -57.9% | 5,189 | -55.6% | 0.04% | -72.8% |
| LTHM | Buy | LIVENT CORP | $281,000 | +264.9% | 32,890 | +186.3% | 0.04% | +127.8% |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $269,000 | – | 4,735 | +100.0% | 0.04% | – |
| RYAAY | New | RYANAIR HLDGS PLCsponsored ads | $262,000 | – | 2,987 | +100.0% | 0.04% | – |
| CRMT | New | AMERICAS CAR MART INC | $263,000 | – | 2,399 | +100.0% | 0.04% | – |
| CPA | New | COPA HOLDINGS SAcl a | $263,000 | – | 2,432 | +100.0% | 0.04% | – |
| CXO | New | CONCHO RES INC | $265,000 | – | 3,021 | +100.0% | 0.04% | – |
| APD | New | AIR PRODS & CHEMS INC | $263,000 | – | 1,120 | +100.0% | 0.04% | – |
| BLUE | New | BLUEBIRD BIO INC | $263,000 | – | 3,000 | +100.0% | 0.04% | – |
| COF | Sell | CAPITAL ONE FINL CORP | $258,000 | -87.0% | 2,505 | -88.5% | 0.04% | -91.6% |
| BGCP | Sell | BGC PARTNERS INCcl a | $259,000 | -10.7% | 43,645 | -17.1% | 0.04% | -43.3% |
| SNAP | New | SNAP INCcl a | $257,000 | – | 15,765 | +100.0% | 0.04% | – |
| COHR | New | COHERENT INC | $250,000 | – | 1,500 | +100.0% | 0.04% | – |
| MTN | New | VAIL RESORTS INC | $249,000 | – | 1,039 | +100.0% | 0.04% | – |
| CME | Buy | CME GROUP INC | $248,000 | +18.1% | 1,236 | +24.5% | 0.04% | -22.9% |
| TMHC | New | TAYLOR MORRISON HOME CORP | $247,000 | – | 11,308 | +100.0% | 0.04% | – |
| CMC | Sell | COMMERCIAL METALS CO | $244,000 | -37.0% | 10,948 | -50.8% | 0.04% | -59.6% |
| WAB | New | WABTEC CORP | $245,000 | – | 3,151 | +100.0% | 0.04% | – |
| OLLI | New | OLLIES BARGAIN OUTLT HLDGS I | $235,000 | – | 3,600 | +100.0% | 0.04% | – |
| O | New | REALTY INCOME CORP | $241,000 | – | 3,270 | +100.0% | 0.04% | – |
| PBF | New | PBF ENERGY INCcl a | $241,000 | – | 7,691 | +100.0% | 0.04% | – |
| TRIP | New | TRIPADVISOR INC | $231,000 | – | 7,610 | +100.0% | 0.03% | – |
| PLAB | Buy | PHOTRONICS INC | $230,000 | +111.0% | 14,617 | +45.5% | 0.03% | +36.0% |
| TPX | New | TEMPUR SEALY INTL INC | $232,000 | – | 2,666 | +100.0% | 0.03% | – |
| CRNC | New | CERENCE INC | $228,000 | – | 10,093 | +100.0% | 0.03% | – |
| FDX | New | FEDEX CORP | $229,000 | – | 1,515 | +100.0% | 0.03% | – |
| OMF | Sell | ONEMAIN HLDGS INC | $226,000 | -3.4% | 5,363 | -16.1% | 0.03% | -38.9% |
| SASR | New | SANDY SPRING BANCORP INC | $222,000 | – | 5,857 | +100.0% | 0.03% | – |
| KALV | New | KALVISTA PHARMACEUTICALS INC | $227,000 | – | 12,738 | +100.0% | 0.03% | – |
| KT | New | KT CORPsponsored adr | $226,000 | – | 19,477 | +100.0% | 0.03% | – |
| CNNE | New | CANNAE HLDGS INC | $224,000 | – | 6,018 | +100.0% | 0.03% | – |
| W | New | WAYFAIR INCcl a | $218,000 | – | 2,412 | +100.0% | 0.03% | – |
| BRKS | New | BROOKS AUTOMATION INC | $215,000 | – | 5,134 | +100.0% | 0.03% | – |
| TPH | New | TRI POINTE GROUP INC | $214,000 | – | 13,716 | +100.0% | 0.03% | – |
| HON | Sell | HONEYWELL INTL INC | $219,000 | -94.7% | 1,239 | -95.0% | 0.03% | -96.7% |
| BOLD | New | AUDENTES THERAPEUTICS INC | $218,000 | – | 3,651 | +100.0% | 0.03% | – |
| PH | New | PARKER HANNIFIN CORP | $217,000 | – | 1,054 | +100.0% | 0.03% | – |
| PWR | New | QUANTA SVCS INC | $214,000 | – | 5,259 | +100.0% | 0.03% | – |
| MYOV | New | MYOVANT SCIENCES LTD | $214,000 | – | 13,813 | +100.0% | 0.03% | – |
| CPRT | New | COPART INC | $206,000 | – | 2,262 | +100.0% | 0.03% | – |
| BHVN | Sell | BIOHAVEN PHARMACTL HLDG CO L | $204,000 | -41.5% | 3,751 | -55.2% | 0.03% | -62.5% |
| EURN | Buy | EURONAV NV ANTWERPEN | $196,000 | +46.3% | 15,625 | +7.4% | 0.03% | -6.5% |
| OCSL | Buy | OAKTREE SPECIALTY LENDING CO | $187,000 | +7.5% | 34,225 | +1.7% | 0.03% | -30.0% |
| VIPS | New | VIPSHOP HLDGS LTDsponsored ads a | $191,000 | – | 13,463 | +100.0% | 0.03% | – |
| COG | Sell | CABOT OIL & GAS CORP | $187,000 | -8.3% | 10,732 | -7.5% | 0.03% | -40.4% |
| AVTR | Sell | AVANTOR INC | $188,000 | -10.9% | 10,364 | -27.6% | 0.03% | -41.7% |
| NERV | Buy | MINERVA NEUROSCIENCES INC | $186,000 | +46.5% | 26,194 | +60.1% | 0.03% | -6.9% |
| MBT | New | MOBILE TELESYSTEMS PJSCsponsored adr | $169,000 | – | 16,695 | +100.0% | 0.02% | – |
| GOSS | New | GOSSAMER BIO INC | $172,000 | – | 10,982 | +100.0% | 0.02% | – |
| ESI | New | ELEMENT SOLUTIONS INC | $166,000 | – | 14,178 | +100.0% | 0.02% | – |
| VRAY | Buy | VIEWRAY INC | $155,000 | +278.0% | 36,834 | +162.3% | 0.02% | +155.6% |
| QD | New | QUDIAN INCadr | $156,000 | – | 33,165 | +100.0% | 0.02% | – |
| GTES | New | GATES INDUSTRIAL CORPRATIN P | $149,000 | – | 10,800 | +100.0% | 0.02% | – |
| KNSA | New | KINIKSA PHARMACEUTICALS LTD | $133,000 | – | 12,051 | +100.0% | 0.02% | – |
| KDMN | Sell | KADMON HLDGS INC | $137,000 | +33.0% | 30,196 | -26.0% | 0.02% | -16.7% |
| VEON | New | VEON LTDsponsored adr | $127,000 | – | 50,255 | +100.0% | 0.02% | – |
| EZPW | Sell | EZCORP INCcl a non vtg | $125,000 | +2.5% | 18,387 | -2.5% | 0.02% | -35.7% |
| TMST | New | TIMKENSTEEL CORP | $123,000 | – | 15,600 | +100.0% | 0.02% | – |
| MRSN | New | MERSANA THERAPEUTICS INC | $121,000 | – | 21,204 | +100.0% | 0.02% | – |
| VNTR | Buy | VENATOR MATLS PLC | $116,000 | +61.1% | 30,385 | +2.4% | 0.02% | 0.0% |
| GLRE | New | GREENLIGHT CAPITAL RE LTDclass a | $102,000 | – | 10,108 | +100.0% | 0.02% | – |
| ATRS | Buy | ANTARES PHARMA INC | $93,000 | +40.9% | 19,771 | +0.0% | 0.01% | -6.7% |
| CHMA | Buy | CHIASMA INC | $98,000 | +42.0% | 19,817 | +41.5% | 0.01% | -12.5% |
| SELB | New | SELECTA BIOSCIENCES INC | $84,000 | – | 35,299 | +100.0% | 0.01% | – |
| ARAY | Buy | ACCURAY INC | $72,000 | +2.9% | 25,446 | +0.0% | 0.01% | -31.2% |
| PHAS | New | PHASEBIO PHARMACEUTICALS INC | $67,000 | – | 10,947 | +100.0% | 0.01% | – |
| IPI | Sell | INTREPID POTASH INC | $68,000 | -17.1% | 25,196 | -0.1% | 0.01% | -47.4% |
| IMGN | IMMUNOGEN INC | $53,000 | +112.0% | 10,305 | 0.0% | 0.01% | +33.3% | |
| FINV | New | FINVOLUTION GROUPsponsored ads | $56,000 | – | 21,037 | +100.0% | 0.01% | – |
| TRQ | Buy | TURQUOISE HILL RES LTD | $33,000 | +57.1% | 44,161 | +0.0% | 0.01% | 0.0% |
| CMRX | Exit | CHIMERIX INC | $0 | – | -13,679 | -100.0% | -0.01% | – |
| RIGL | Exit | RIGEL PHARMACEUTICALS INC | $0 | – | -24,421 | -100.0% | -0.01% | – |
| WETF | Exit | WISDOMTREE INVESTMENTS INC | $0 | – | -12,217 | -100.0% | -0.02% | – |
| EXPR | Exit | EXPRESS INC | $0 | – | -30,000 | -100.0% | -0.02% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP COM | $0 | – | -11,622 | -100.0% | -0.03% | – |
| PSEC | Exit | PROSPECT CAPITAL CORPORATION | $0 | – | -17,928 | -100.0% | -0.03% | – |
| CHNG | Exit | CHANGE HEALTHCARE INC COMMON STOCK | $0 | – | -10,317 | -100.0% | -0.03% | – |
| CDR | Exit | CEDAR REALTY TRUST INC | $0 | – | -43,355 | -100.0% | -0.03% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -12,715 | -100.0% | -0.03% | – |
| ZNGA | Exit | ZYNGA INC CLASS Acl a | $0 | – | -26,354 | -100.0% | -0.04% | – |
| CZR | Exit | CAESARS ENTERTAINMENT CORPORATION | $0 | – | -13,580 | -100.0% | -0.04% | – |
| DAN | Exit | DANA INCORPORATED | $0 | – | -10,736 | -100.0% | -0.04% | – |
| MWA | Exit | MUELLER WATER PRODUCTS INC COM SER A | $0 | – | -15,128 | -100.0% | -0.04% | – |
| CBAY | Exit | CYMABAY THERAPEUTICS INC COM | $0 | – | -35,430 | -100.0% | -0.04% | – |
| GPRE | Exit | GREEN PLAINS INC | $0 | – | -17,165 | -100.0% | -0.04% | – |
| AVX | Exit | AVX CORP NEW | $0 | – | -12,257 | -100.0% | -0.04% | – |
| QRTEA | Exit | QURATE RETAIL INC SERIES A COMMON STOCK | $0 | – | -18,116 | -100.0% | -0.04% | – |
| TPGH | Exit | TPG PACE HLDGS CORP CLASS A ORDINARY SHAREScl a | $0 | – | -18,754 | -100.0% | -0.04% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -12,096 | -100.0% | -0.04% | – |
| ZAYO | Exit | ZAYO GROUP HOLDINGS INC COM | $0 | – | -6,050 | -100.0% | -0.05% | – |
| CLH | Exit | CLEAN HARBORS INC | $0 | – | -2,641 | -100.0% | -0.05% | – |
| KALU | Exit | KAISER ALUMINUM CORPORATION | $0 | – | -2,114 | -100.0% | -0.05% | – |
| CIO | Exit | CITY OFFICE REIT INC | $0 | – | -14,384 | -100.0% | -0.05% | – |
| TW | Exit | TRADEWEB MARKETS INC CLASS A COMMON STOCKcl a | $0 | – | -5,781 | -100.0% | -0.05% | – |
| TENB | Exit | TENABLE HOLDINGS INC COMMON STOCK | $0 | – | -9,659 | -100.0% | -0.05% | – |
| JBT | Exit | JOHN BEAN TECHNOLOGIES CORP | $0 | – | -2,196 | -100.0% | -0.05% | – |
| NPO | Exit | ENPRO INDUSTRIES INC | $0 | – | -3,192 | -100.0% | -0.05% | – |
| FTNT | Exit | FORTINET INC | $0 | – | -2,825 | -100.0% | -0.05% | – |
| NGVT | Exit | INGEVITY CORPORATION COM | $0 | – | -2,585 | -100.0% | -0.05% | – |
| WEX | Exit | WEX INC | $0 | – | -1,094 | -100.0% | -0.05% | – |
| BJ | Exit | BJ S WHOLESALE CLUB HOLDINGS INC COMMON STOCK | $0 | – | -8,661 | -100.0% | -0.05% | – |
| HTBK | Exit | HERITAGE COMMERCE CORP | $0 | – | -19,351 | -100.0% | -0.05% | – |
| NEM | Exit | NEWMONT GOLDCORP CORPORATION COMMON STOCK | $0 | – | -6,007 | -100.0% | -0.05% | – |
| SIMO | Exit | SILICON MOTION TECHNOLOGY CORPORATION ADRsponsored adr | $0 | – | -6,570 | -100.0% | -0.05% | – |
| SGEN | Exit | SEATTLE GENETICS INC | $0 | – | -2,796 | -100.0% | -0.06% | – |
| KMB | Exit | KIMBERLY CLARK CORP | $0 | – | -1,730 | -100.0% | -0.06% | – |
| KR | Exit | KROGER CO (THE) | $0 | – | -9,711 | -100.0% | -0.06% | – |
| PDCO | Exit | PATTERSON COMPANIES INC | $0 | – | -13,956 | -100.0% | -0.06% | – |
| CCOI | Exit | COGENT COMMUNICATIONS HOLDINGSINC | $0 | – | -4,514 | -100.0% | -0.06% | – |
| WWD | Exit | WOODWARD INC | $0 | – | -2,325 | -100.0% | -0.06% | – |
| CC | Exit | CHEMOURS COMPANY (THE) COM | $0 | – | -17,295 | -100.0% | -0.06% | – |
| TRNO | Exit | TERRENO REALTY CORPORATION | $0 | – | -5,003 | -100.0% | -0.06% | – |
| SYNH | Exit | SYNEOS HEALTH INC CLASS A COMMON STOCKcl a | $0 | – | -4,848 | -100.0% | -0.06% | – |
| NSP | Exit | INSPERITY INC | $0 | – | -2,712 | -100.0% | -0.06% | – |
| ESRT | Exit | EMPIRE STATE REALTY TRUST INCcl a | $0 | – | -19,053 | -100.0% | -0.06% | – |
| EW | Exit | EDWARDS LIFESCIENCES CORP | $0 | – | -1,219 | -100.0% | -0.06% | – |
| BPFH | Exit | BOSTON PRIVATE FINANCIAL HLDGSINC (FORM BOSTON PRIVATE | $0 | – | -23,304 | -100.0% | -0.06% | – |
| SPLK | Exit | SPLUNK INC COM | $0 | – | -2,289 | -100.0% | -0.06% | – |
| BBD | Exit | BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHSsp adr pfd new | $0 | – | -35,194 | -100.0% | -0.07% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -1,079 | -100.0% | -0.07% | – |
| RLI | Exit | RLI CORP COMMON STOCK | $0 | – | -3,126 | -100.0% | -0.07% | – |
| WMGI | Exit | WRIGHT MEDICAL GROUP N V | $0 | – | -14,254 | -100.0% | -0.07% | – |
| GEF | Exit | GREIF INC CL A FORMERLY GREIF BROS CORPcl a | $0 | – | -7,897 | -100.0% | -0.07% | – |
| GDDY | Exit | GODADDY INC CL Acl a | $0 | – | -4,621 | -100.0% | -0.07% | – |
| WD | Exit | WALKER DUNLOP INC | $0 | – | -5,495 | -100.0% | -0.07% | – |
| DHI | Exit | D R HORTON INC COMMON STOCK | $0 | – | -5,826 | -100.0% | -0.07% | – |
| LTXB | Exit | LEGACYTEXAS FINANCIAL GROUP INC | $0 | – | -7,234 | -100.0% | -0.07% | – |
| JBHT | Exit | JB HUNT TRANSPORT SERVICES INC | $0 | – | -2,866 | -100.0% | -0.07% | – |
| TTWO | Exit | TAKE TWO INTERACTIVE SOFTWARE INC | $0 | – | -2,545 | -100.0% | -0.07% | – |
| ELAN | Exit | ELANCO ANIMAL HEALTH INCORPORATED COMMON STOCK | $0 | – | -12,069 | -100.0% | -0.07% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -1,921 | -100.0% | -0.08% | – |
| THS | Exit | TREEHOUSE FOODS INC | $0 | – | -5,864 | -100.0% | -0.08% | – |
| CSGP | Exit | COSTAR GROUP INC | $0 | – | -556 | -100.0% | -0.08% | – |
| TBRGU | Exit | REPAY HOLDINGS CORPORATION CLASS A COMMON STOCKunit 01/01/2025 | $0 | – | -25,225 | -100.0% | -0.08% | – |
| PLMR | Exit | PALOMAR HOLDINGS INC COMMON STOCK | $0 | – | -8,529 | -100.0% | -0.08% | – |
| KBH | Exit | KB HOME | $0 | – | -10,134 | -100.0% | -0.08% | – |
| LEG | Exit | LEGGETT PLATT INC | $0 | – | -8,452 | -100.0% | -0.08% | – |
| ACRE | Exit | ARES COMMERCIAL REAL ESTATE CORPORATION | $0 | – | -22,815 | -100.0% | -0.08% | – |
| PCRX | Exit | PACIRA BIOSCIENCES INC COMMON STOCK | $0 | – | -9,200 | -100.0% | -0.08% | – |
| NOK | Exit | NOKIA CORPORATION SPONSORED ADR REPSTG 1 SER Asponsored adr | $0 | – | -69,037 | -100.0% | -0.08% | – |
| FICO | Exit | FAIR ISAAC INC FORMERLY FAIR ISAAC CO INC | $0 | – | -1,162 | -100.0% | -0.08% | – |
| KFRC | Exit | KFORCE INC | $0 | – | -9,367 | -100.0% | -0.08% | – |
| GDOT | Exit | GREEN DOT CORPORATION CL Acl a | $0 | – | -14,002 | -100.0% | -0.08% | – |
| SDC | Exit | SMILEDIRECTCLUB INC CLASS A COMMON STOCK | $0 | – | -25,811 | -100.0% | -0.08% | – |
| XYL | Exit | XYLEM INC COM | $0 | – | -4,529 | -100.0% | -0.08% | – |
| TXT | Exit | TEXTRON INC | $0 | – | -7,446 | -100.0% | -0.08% | – |
| TEAM | Exit | ATLASSIAN CORPORATION PLC CLASS Acl a | $0 | – | -3,026 | -100.0% | -0.09% | – |
| MDC | Exit | MDC HOLDINGS INC-DEL | $0 | – | -8,892 | -100.0% | -0.09% | – |
| MLHR | Exit | HERMAN MILLER INC | $0 | – | -8,389 | -100.0% | -0.09% | – |
| SAM | Exit | BOSTON BEER CO INC-CL Acl a | $0 | – | -1,089 | -100.0% | -0.09% | – |
| RPD | Exit | RAPID7 INC COM | $0 | – | -8,766 | -100.0% | -0.09% | – |
| WSBC | Exit | WESBANCO INC | $0 | – | -10,760 | -100.0% | -0.09% | – |
| SYMC | Exit | SYMANTEC CORPORATION | $0 | – | -17,062 | -100.0% | -0.09% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -2,814 | -100.0% | -0.10% | – |
| WMT | Exit | WALMART INC COMMON STOCK | $0 | – | -3,489 | -100.0% | -0.10% | – |
| AIN | Exit | ALBANY INTERNATIONAL CORP NEW CL Acl a | $0 | – | -4,684 | -100.0% | -0.10% | – |
| NBIX | Exit | NEUROCRINE BIOSCIENCES INC | $0 | – | -4,699 | -100.0% | -0.10% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL INC | $0 | – | -9,512 | -100.0% | -0.10% | – |
| IAC | Exit | IAC INTERACTIVECORP COM | $0 | – | -1,969 | -100.0% | -0.10% | – |
| HST | Exit | HOST HOTELS RESORTS INC | $0 | – | -25,236 | -100.0% | -0.10% | – |
| SNX | Exit | SYNNEX CORPORATION | $0 | – | -3,871 | -100.0% | -0.10% | – |
| VER | Exit | VEREIT INC COM | $0 | – | -44,959 | -100.0% | -0.10% | – |
| RIO | Exit | RIO TINTO PLC SPONSORED ADRsponsored adr | $0 | – | -8,528 | -100.0% | -0.10% | – |
| ERI | Exit | ELDORADO RESORTS INC COM | $0 | – | -11,339 | -100.0% | -0.10% | – |
| BIO | Exit | BIO-RAD LABORATORIES INC CL Acl a | $0 | – | -1,362 | -100.0% | -0.10% | – |
| DDOG | Exit | DATADOG INC CLASS A COMMON STOCK | $0 | – | -13,353 | -100.0% | -0.10% | – |
| LIVN | Exit | LIVANOVA PLC SHS | $0 | – | -6,175 | -100.0% | -0.10% | – |
| IQV | Exit | IQVIA HOLDINGS INC COMMON STOCK | $0 | – | -3,098 | -100.0% | -0.11% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -38,797 | -100.0% | -0.11% | – |
| SIX | Exit | SIX FLAGS ENTERTAINMENT CORPORATION NEW | $0 | – | -9,544 | -100.0% | -0.11% | – |
| NCLH | Exit | NORWEGIAN CRUISE LINE HOLDINGS LTD ORDINARY SHARES | $0 | – | -9,432 | -100.0% | -0.11% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -2,971 | -100.0% | -0.11% | – |
| ASGN | Exit | ASGN INCORPORATED COMMON STOCK | $0 | – | -8,073 | -100.0% | -0.12% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -26,263 | -100.0% | -0.12% | – |
| ARR | Exit | ARMOUR RESIDENTIAL REIT INC COM | $0 | – | -33,048 | -100.0% | -0.13% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -14,664 | -100.0% | -0.13% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -8,823 | -100.0% | -0.13% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -12,379 | -100.0% | -0.13% | – |
| TTEK | Exit | TETRA TECH INC NEW | $0 | – | -6,711 | -100.0% | -0.13% | – |
| VMW | Exit | VMWARE INC CL A | $0 | – | -3,903 | -100.0% | -0.14% | – |
| BFAM | Exit | BRIGHT HORIZONS FAMILY SOLUTIONS INC DEL COM | $0 | – | -3,878 | -100.0% | -0.14% | – |
| TU | Exit | TELUS CORP | $0 | – | -16,695 | -100.0% | -0.14% | – |
| DOW | Exit | DOW INC COMMON STOCK | $0 | – | -12,518 | -100.0% | -0.14% | – |
| USFD | Exit | US FOODS HOLDING CORP COM | $0 | – | -14,579 | -100.0% | -0.14% | – |
| DELL | Exit | DELL TECHNOLOGIES INC CLASS C COMMON STOCKcl c | $0 | – | -11,657 | -100.0% | -0.14% | – |
| CR | Exit | CRANE CO | $0 | – | -7,829 | -100.0% | -0.14% | – |
| CACI | Exit | CACI INTERNATIONAL INC-CL Acl a | $0 | – | -2,725 | -100.0% | -0.14% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOGY PLC USD0.1 | $0 | – | -45,827 | -100.0% | -0.15% | – |
| CNHI | Exit | CNH INDUSTRIAL N V | $0 | – | -64,444 | -100.0% | -0.15% | – |
| BA | Exit | BOEING CO | $0 | – | -1,733 | -100.0% | -0.15% | – |
| PMT | Exit | PENNYMAC MORTGAGE INVESTMENT TRUST | $0 | – | -29,969 | -100.0% | -0.15% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING INC | $0 | – | -4,180 | -100.0% | -0.16% | – |
| ATI | Exit | ALLEGHENY TECHNOLOGIES INC | $0 | – | -33,601 | -100.0% | -0.16% | – |
| QGEN | Exit | QIAGEN NV SHS NEW | $0 | – | -21,120 | -100.0% | -0.16% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -13,161 | -100.0% | -0.16% | – |
| PNR | Exit | PENTAIR PLC SHS | $0 | – | -18,959 | -100.0% | -0.16% | – |
| THO | Exit | THOR INDUSTRIES INC | $0 | – | -12,761 | -100.0% | -0.17% | – |
| LEA | Exit | LEAR CORPORATION | $0 | – | -6,183 | -100.0% | -0.17% | – |
| KLAC | Exit | KLA CORPORATION COMMON STOCK | $0 | – | -4,738 | -100.0% | -0.17% | – |
| LW | Exit | LAMB WESTON HOLDINGS INC COMMON STOCK | $0 | – | -11,141 | -100.0% | -0.19% | – |
| LPT | Exit | LIBERTY PROPERTY TRUST SBIsh ben int | $0 | – | -15,983 | -100.0% | -0.19% | – |
| FRT | Exit | FEDERAL REALTY INVT TRUST SHS BEN INTERESTsh ben int new | $0 | – | -6,006 | -100.0% | -0.19% | – |
| CSL | Exit | CARLISLE COMPANIES INC | $0 | – | -5,836 | -100.0% | -0.20% | – |
| ORLY | Exit | O REILLY AUTOMOTIVE INC | $0 | – | -2,251 | -100.0% | -0.21% | – |
| GLPI | Exit | GAMING LEISURE PROPERTIES INC | $0 | – | -23,510 | -100.0% | -0.21% | – |
| UN | Exit | UNILEVER N V YORK SHS ADR | $0 | – | -15,191 | -100.0% | -0.21% | – |
| OFC | Exit | CORPORATE OFFICE PROPERTIES TRUST-SBIsh ben int | $0 | – | -31,855 | -100.0% | -0.22% | – |
| TRU | Exit | TRANSUNION COM | $0 | – | -12,333 | -100.0% | -0.23% | – |
| CMA | Exit | COMERICA INC | $0 | – | -15,400 | -100.0% | -0.23% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -2,817 | -100.0% | -0.24% | – |
| SU | Exit | SUNCOR ENERGY INC NEW US LISTED | $0 | – | -33,632 | -100.0% | -0.24% | – |
| PRU | Exit | PRUDENTIAL FINANCIAL INC | $0 | – | -12,309 | -100.0% | -0.25% | – |
| WM | Exit | WASTE MANAGEMENT INC DEL | $0 | – | -10,176 | -100.0% | -0.27% | – |
| URI | Exit | UNITED RENTALS INC | $0 | – | -9,665 | -100.0% | -0.28% | – |
| VMC | Exit | VULCAN MATERIALS CO (HOLDING CO) | $0 | – | -8,188 | -100.0% | -0.28% | – |
| CNA | Exit | CNA FINANCIAL CORP | $0 | – | -25,544 | -100.0% | -0.29% | – |
| CHD | Exit | CHURCH DWIGHT CO INC | $0 | – | -18,137 | -100.0% | -0.31% | – |
| CELG | Exit | CELGENE CORP | $0 | – | -14,160 | -100.0% | -0.32% | – |
| NVS | Exit | NOVARTIS AG AMERICAN DEPOSITARY SHARESsponsored adr | $0 | – | -16,260 | -100.0% | -0.32% | – |
| AVGO | Exit | BROADCOM INC COMMON STOCK | $0 | – | -5,230 | -100.0% | -0.33% | – |
| LOW | Exit | LOWES COMPANIES INC | $0 | – | -14,686 | -100.0% | -0.37% | – |
| ALLY | Exit | ALLY FINANCIAL INC | $0 | – | -50,696 | -100.0% | -0.39% | – |
| CRL | Exit | CHARLES RIVER LABORATORIES INTERNATIONAL INC | $0 | – | -12,763 | -100.0% | -0.39% | – |
| BP | Exit | BP P L C SPONSORED ADR (FRM BP AMOCO PLC)sponsored adr | $0 | – | -47,261 | -100.0% | -0.41% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -4,264 | -100.0% | -0.44% | – |
| GM | Exit | GENERAL MOTORS COMPANY | $0 | – | -54,488 | -100.0% | -0.47% | – |
| ECL | Exit | ECOLAB INC | $0 | – | -10,454 | -100.0% | -0.48% | – |
| DOV | Exit | DOVER CORPORATION | $0 | – | -21,225 | -100.0% | -0.48% | – |
| TJX | Exit | TJX COMPANIES INC NEW | $0 | – | -41,711 | -100.0% | -0.53% | – |
| PGR | Exit | PROGRESSIVE CORP-OHIO | $0 | – | -30,458 | -100.0% | -0.54% | – |
| RF | Exit | REGIONS FINANCIAL CORP | $0 | – | -153,096 | -100.0% | -0.56% | – |
| CHFC | Exit | TCF FINANCIAL CORPORATION COMMON STOCK | $0 | – | -64,170 | -100.0% | -0.56% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -41,725 | -100.0% | -0.59% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -14,770 | -100.0% | -0.61% | – |
| AON | Exit | AON PLC SHS CL A | $0 | – | -15,747 | -100.0% | -0.70% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -81,468 | -100.0% | -0.80% | – |
| HTA | Exit | HEALTHCARE TRUST OF AMERICA INC CL A NEWcl a new | $0 | – | -120,736 | -100.0% | -0.81% | – |
| HCP | Exit | HCP INC | $0 | – | -103,984 | -100.0% | -0.85% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -17,411 | -100.0% | -0.93% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-02-11
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.