$42.8 Million is the total value of Quantamental Technologies LLC's 100 reported holdings in Q1 2020. The portfolio turnover from Q4 2019 to Q1 2020 was 106.8% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | New | APPLE INC | $1,653,000 | – | 6,500 | +100.0% | 3.86% | – |
| MSFT | Sell | MICROSOFT CORP | $1,482,000 | -10.7% | 9,400 | -10.7% | 3.46% | +305.5% |
| AMGN | New | AMGEN INC | $1,237,000 | – | 6,101 | +100.0% | 2.89% | – |
| TTWO | Buy | TAKE-TWO INTERACTIVE SOFTWAR | $1,186,000 | +75.7% | 10,000 | +81.3% | 2.77% | +698.6% |
| MDT | Buy | MEDTRONIC PLC | $1,105,000 | +231.8% | 12,249 | +316.8% | 2.58% | +1409.9% |
| JPM | Sell | JPMORGAN CHASE & CO | $933,000 | -45.6% | 10,359 | -15.7% | 2.18% | +147.4% |
| CMCSA | New | COMCAST CORP NEWcl a | $916,000 | – | 26,655 | +100.0% | 2.14% | – |
| GILD | Buy | GILEAD SCIENCES INC | $902,000 | +138.6% | 12,068 | +107.2% | 2.11% | +986.6% |
| TSLA | New | TESLA INC | $891,000 | – | 1,700 | +100.0% | 2.08% | – |
| TWTR | New | TWITTER INC | $865,000 | – | 35,215 | +100.0% | 2.02% | – |
| TWLO | Buy | TWILIO INCcl a | $805,000 | +290.8% | 9,000 | +329.2% | 1.88% | +1674.5% |
| NOC | New | NORTHROP GRUMMAN CORP | $787,000 | – | 2,600 | +100.0% | 1.84% | – |
| AMZN | Sell | AMAZON COM INC | $780,000 | +2.2% | 400 | -3.1% | 1.82% | +365.1% |
| VRTX | Buy | VERTEX PHARMACEUTICALS INC | $714,000 | +171.5% | 3,000 | +149.6% | 1.67% | +1135.6% |
| PEP | New | PEPSICO INC | $685,000 | – | 5,700 | +100.0% | 1.60% | – |
| AMD | New | ADVANCED MICRO DEVICES INC | $670,000 | – | 14,728 | +100.0% | 1.57% | – |
| WCN | Buy | WASTE CONNECTIONS INC | $662,000 | +7.1% | 8,542 | +25.4% | 1.55% | +386.5% |
| MNST | Buy | MONSTER BEVERAGE CORP NEW | $646,000 | +74.1% | 11,488 | +96.7% | 1.51% | +690.6% |
| KO | New | COCA COLA CO | $639,000 | – | 14,437 | +100.0% | 1.49% | – |
| CLX | New | CLOROX CO DEL | $624,000 | – | 3,600 | +100.0% | 1.46% | – |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $619,000 | -46.7% | 2,183 | -39.0% | 1.45% | +141.8% |
| FAST | New | FASTENAL CO | $591,000 | – | 18,900 | +100.0% | 1.38% | – |
| BDX | Buy | BECTON DICKINSON & CO | $574,000 | +25.1% | 2,500 | +48.2% | 1.34% | +468.2% |
| ABT | New | ABBOTT LABS | $537,000 | – | 6,800 | +100.0% | 1.26% | – |
| ATVI | New | ACTIVISION BLIZZARD INC | $517,000 | – | 8,700 | +100.0% | 1.21% | – |
| DHI | Buy | D R HORTON INC | $516,000 | +28.7% | 15,178 | +99.8% | 1.21% | +485.4% |
| COST | Sell | COSTCO WHSL CORP NEW | $513,000 | -5.5% | 1,800 | -2.6% | 1.20% | +329.7% |
| CSCO | Sell | CISCO SYS INC | $503,000 | -59.4% | 12,800 | -50.4% | 1.18% | +84.5% |
| ORCL | Buy | ORACLE CORP | $502,000 | +28.7% | 10,379 | +41.1% | 1.17% | +483.6% |
| TXN | New | TEXAS INSTRS INC | $495,000 | – | 4,950 | +100.0% | 1.16% | – |
| CPB | New | CAMPBELL SOUP CO | $448,000 | – | 9,700 | +100.0% | 1.05% | – |
| MELI | New | MERCADOLIBRE INC | $440,000 | – | 900 | +100.0% | 1.03% | – |
| KMB | New | KIMBERLY CLARK CORP | $435,000 | – | 3,400 | +100.0% | 1.02% | – |
| KR | New | KROGER CO | $419,000 | – | 13,900 | +100.0% | 0.98% | – |
| PYPL | Buy | PAYPAL HLDGS INC | $412,000 | +71.0% | 4,300 | +93.3% | 0.96% | +676.6% |
| APD | New | AIR PRODS & CHEMS INC | $399,000 | – | 2,000 | +100.0% | 0.93% | – |
| ED | New | CONSOLIDATED EDISON INC | $398,000 | – | 5,100 | +100.0% | 0.93% | – |
| INFO | New | IHS MARKIT LTD | $381,000 | – | 6,350 | +100.0% | 0.89% | – |
| JD | Sell | JD COM INCspon adr cl a | $378,000 | +10.5% | 9,329 | -3.8% | 0.88% | +401.7% |
| PANW | Buy | PALO ALTO NETWORKS INC | $377,000 | +49.6% | 2,300 | +111.4% | 0.88% | +577.7% |
| FTNT | Sell | FORTINET INC | $374,000 | -6.3% | 3,700 | -1.0% | 0.87% | +326.3% |
| OXY | New | OCCIDENTAL PETE CORP | $362,000 | – | 31,289 | +100.0% | 0.85% | – |
| MKC | New | MCCORMICK & CO INC | $353,000 | – | 2,500 | +100.0% | 0.82% | – |
| WU | New | WESTERN UN CO | $344,000 | – | 18,968 | +100.0% | 0.80% | – |
| CPRT | New | COPART INC | $336,000 | – | 4,900 | +100.0% | 0.78% | – |
| CAH | New | CARDINAL HEALTH INC | $329,000 | – | 6,866 | +100.0% | 0.77% | – |
| INTC | New | INTEL CORP | $325,000 | – | 6,000 | +100.0% | 0.76% | – |
| FB | New | FACEBOOK INCcl a | $323,000 | – | 1,937 | +100.0% | 0.76% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $323,000 | – | 5,800 | +100.0% | 0.76% | – |
| MGM | New | MGM RESORTS INTERNATIONAL | $322,000 | – | 27,251 | +100.0% | 0.75% | – |
| NVDA | New | NVIDIA CORP | $316,000 | – | 1,200 | +100.0% | 0.74% | – |
| BIIB | Sell | BIOGEN INC | $316,000 | -76.1% | 1,000 | -77.5% | 0.74% | +8.7% |
| MA | Buy | MASTERCARD INCcl a | $314,000 | -4.6% | 1,300 | +18.0% | 0.73% | +334.3% |
| CFG | Sell | CITIZENS FINANCIAL GROUP INC | $307,000 | -72.8% | 16,322 | -41.2% | 0.72% | +23.6% |
| AGN | Sell | ALLERGAN PLC | $301,000 | -72.7% | 1,700 | -70.6% | 0.70% | +23.8% |
| BAP | New | CREDICORP LTD | $300,000 | – | 2,100 | +100.0% | 0.70% | – |
| WDC | New | WESTERN DIGITAL CORP. | $298,000 | – | 7,167 | +100.0% | 0.70% | – |
| MCD | New | MCDONALDS CORP | $298,000 | – | 1,800 | +100.0% | 0.70% | – |
| ADSK | New | AUTODESK INC | $297,000 | – | 1,900 | +100.0% | 0.69% | – |
| CMA | Buy | COMERICA INC | $293,000 | -42.7% | 10,000 | +40.5% | 0.68% | +160.5% |
| DPZ | Sell | DOMINOS PIZZA INC | $292,000 | -62.6% | 900 | -66.1% | 0.68% | +69.7% |
| DUK | New | DUKE ENERGY CORP NEW | $291,000 | – | 3,600 | +100.0% | 0.68% | – |
| EA | New | ELECTRONIC ARTS INC | $290,000 | – | 2,900 | +100.0% | 0.68% | – |
| AXP | New | AMERICAN EXPRESS CO | $283,000 | – | 3,300 | +100.0% | 0.66% | – |
| ULTA | New | ULTA BEAUTY INC | $281,000 | – | 1,600 | +100.0% | 0.66% | – |
| FLT | Buy | FLEETCOR TECHNOLOGIES INC | $280,000 | +21.7% | 1,500 | +87.5% | 0.65% | +454.2% |
| MTD | New | METTLER TOLEDO INTERNATIONAL | $276,000 | – | 400 | +100.0% | 0.64% | – |
| SQ | New | SQUARE INCcl a | $273,000 | – | 5,217 | +100.0% | 0.64% | – |
| CHRW | New | C H ROBINSON WORLDWIDE INC | $271,000 | – | 4,100 | +100.0% | 0.63% | – |
| ACN | New | ACCENTURE PLC IRELAND | $269,000 | – | 1,650 | +100.0% | 0.63% | – |
| BKNG | New | BOOKING HLDGS INC | $269,000 | – | 200 | +100.0% | 0.63% | – |
| TDOC | New | TELADOC HEALTH INC | $264,000 | – | 1,700 | +100.0% | 0.62% | – |
| BAC | New | BK OF AMERICA CORP | $244,000 | – | 11,500 | +100.0% | 0.57% | – |
| CCI | New | CROWN CASTLE INTL CORP NEW | $231,000 | – | 1,600 | +100.0% | 0.54% | – |
| MSCI | Sell | MSCI INC | $231,000 | -74.0% | 800 | -76.8% | 0.54% | +18.2% |
| AMN | New | AMN HEALTHCARE SVCS INC | $225,000 | – | 3,899 | +100.0% | 0.53% | – |
| WYNN | Sell | WYNN RESORTS LTD | $224,000 | -71.7% | 3,725 | -34.7% | 0.52% | +28.5% |
| D | New | DOMINION ENERGY INC | $224,000 | – | 3,100 | +100.0% | 0.52% | – |
| UAL | Sell | UNITED AIRLS HLDGS INC | $224,000 | -82.5% | 7,100 | -51.0% | 0.52% | -20.4% |
| AFL | New | AFLAC INC | $222,000 | – | 6,495 | +100.0% | 0.52% | – |
| DG | New | DOLLAR GEN CORP NEW | $211,000 | – | 1,400 | +100.0% | 0.49% | – |
| ATO | New | ATMOS ENERGY CORP | $208,000 | – | 2,100 | +100.0% | 0.49% | – |
| TT | New | TRANE TECHNOLOGIES PLC | $206,000 | – | 2,500 | +100.0% | 0.48% | – |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $205,000 | -43.5% | 5,813 | -2.8% | 0.48% | +156.1% |
| VMC | New | VULCAN MATLS CO | $205,000 | – | 1,900 | +100.0% | 0.48% | – |
| NTRS | Sell | NORTHERN TR CORP | $204,000 | -87.9% | 2,700 | -82.9% | 0.48% | -44.8% |
| UBER | New | UBER TECHNOLOGIES INC | $204,000 | – | 7,300 | +100.0% | 0.48% | – |
| WLTW | New | WILLIS TOWERS WATSON PLC LTD | $204,000 | – | 1,200 | +100.0% | 0.48% | – |
| DLR | New | DIGITAL RLTY TR INC | $203,000 | – | 1,463 | +100.0% | 0.47% | – |
| MCK | New | MCKESSON CORP | $203,000 | – | 1,500 | +100.0% | 0.47% | – |
| ECL | Sell | ECOLAB INC | $203,000 | -64.3% | 1,300 | -55.9% | 0.47% | +61.8% |
| EBAY | New | EBAY INC | $201,000 | – | 6,700 | +100.0% | 0.47% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $201,000 | – | 1,100 | +100.0% | 0.47% | – |
| AMX | New | AMERICA MOVIL SAB DE CV | $181,000 | – | 15,400 | +100.0% | 0.42% | – |
| EC | New | ECOPETROL S Asponsored ads | $179,000 | – | 18,800 | +100.0% | 0.42% | – |
| SLB | New | SCHLUMBERGER LTD | $158,000 | – | 11,700 | +100.0% | 0.37% | – |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $122,000 | – | 15,100 | +100.0% | 0.28% | – |
| RF | Sell | REGIONS FINANCIAL CORP NEW | $104,000 | -72.7% | 11,600 | -47.7% | 0.24% | +24.0% |
| HAL | Buy | HALLIBURTON CO | $91,000 | -59.4% | 13,300 | +45.2% | 0.21% | +85.2% |
| RWT | Buy | REDWOOD TR INC | $69,000 | -65.8% | 13,592 | +11.0% | 0.16% | +54.8% |
| SMTA | Exit | SPIRIT MTA REIT | $0 | – | -10,879 | -100.0% | -0.00% | – |
| FET | Exit | FORUM ENERGY TECHNOLOGIES IN | $0 | – | -10,293 | -100.0% | -0.01% | – |
| BCRX | Exit | BIOCRYST PHARMACEUTICALS | $0 | – | -10,989 | -100.0% | -0.02% | – |
| MUFG | Exit | MITSUBISHI UFJ FINL GROUP INsponsored ads | $0 | – | -10,800 | -100.0% | -0.03% | – |
| TRUE | Exit | TRUECAR INC | $0 | – | -13,872 | -100.0% | -0.03% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -17,771 | -100.0% | -0.05% | – |
| SGMO | Exit | SANGAMO THERAPEUTICS INC | $0 | – | -12,656 | -100.0% | -0.06% | – |
| CENX | Exit | CENTURY ALUM CO | $0 | – | -15,353 | -100.0% | -0.06% | – |
| BDSI | Exit | BIODELIVERY SCIENCES INTL IN | $0 | – | -18,128 | -100.0% | -0.06% | – |
| SLM | Exit | SLM CORP | $0 | – | -12,914 | -100.0% | -0.06% | – |
| VG | Exit | VONAGE HLDGS CORP | $0 | – | -17,150 | -100.0% | -0.06% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -12,183 | -100.0% | -0.07% | – |
| CDE | Exit | COEUR MNG INC | $0 | – | -16,028 | -100.0% | -0.07% | – |
| AROC | Exit | ARCHROCK INC | $0 | – | -13,154 | -100.0% | -0.07% | – |
| LL | Exit | LUMBER LIQUIDATORS HLDGS INC | $0 | – | -13,937 | -100.0% | -0.07% | – |
| DDD | Exit | 3-D SYS CORP DEL | $0 | – | -15,874 | -100.0% | -0.07% | – |
| MDRX | Exit | ALLSCRIPTS HEALTHCARE SOLUTN | $0 | – | -14,638 | -100.0% | -0.07% | – |
| INFY | Exit | INFOSYS LTDsponsored adr | $0 | – | -14,317 | -100.0% | -0.08% | – |
| AVYA | Exit | AVAYA HLDGS CORP | $0 | – | -10,859 | -100.0% | -0.08% | – |
| NYMT | Exit | NEW YORK MTG TR INC | $0 | – | -24,343 | -100.0% | -0.08% | – |
| FSK | Exit | FS KKR CAPITAL CORP | $0 | – | -25,283 | -100.0% | -0.08% | – |
| GCI | Exit | GANNETT CO INC NEW | $0 | – | -25,196 | -100.0% | -0.08% | – |
| HBI | Exit | HANESBRANDS INC | $0 | – | -11,466 | -100.0% | -0.09% | – |
| TWNK | Exit | HOSTESS BRANDS INCcl a | $0 | – | -11,958 | -100.0% | -0.09% | – |
| VIRT | Exit | VIRTU FINL INCcl a | $0 | – | -11,121 | -100.0% | -0.09% | – |
| BDN | Exit | BRANDYWINE RLTY TRsh ben int new | $0 | – | -11,498 | -100.0% | -0.09% | – |
| COTY | Exit | COTY INC | $0 | – | -16,210 | -100.0% | -0.09% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -21,390 | -100.0% | -0.10% | – |
| IRWD | Exit | IRONWOOD PHARMACEUTICALS INC | $0 | – | -14,537 | -100.0% | -0.10% | – |
| SIVB | Exit | SVB FINL GROUP | $0 | – | -798 | -100.0% | -0.10% | – |
| VSAT | Exit | VIASAT INC | $0 | – | -2,778 | -100.0% | -0.10% | – |
| CLB | Exit | CORE LABORATORIES N V | $0 | – | -5,402 | -100.0% | -0.10% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -13,491 | -100.0% | -0.10% | – |
| RBC | Exit | REGAL BELOIT CORP | $0 | – | -2,370 | -100.0% | -0.10% | – |
| NJR | Exit | NEW JERSEY RES | $0 | – | -4,570 | -100.0% | -0.10% | – |
| YUM | Exit | YUM BRANDS INC | $0 | – | -2,040 | -100.0% | -0.10% | – |
| AN | Exit | AUTONATION INC | $0 | – | -4,212 | -100.0% | -0.10% | – |
| ASGN | Exit | ASGN INC | $0 | – | -2,929 | -100.0% | -0.11% | – |
| BVN | Exit | COMPANIA DE MINAS BUENAVENTUsponsored adr | $0 | – | -13,852 | -100.0% | -0.11% | – |
| NUAN | Exit | NUANCE COMMUNICATIONS INC | $0 | – | -11,776 | -100.0% | -0.11% | – |
| NHI | Exit | NATIONAL HEALTH INVS INC | $0 | – | -2,597 | -100.0% | -0.11% | – |
| WWW | Exit | WOLVERINE WORLD WIDE INC | $0 | – | -6,283 | -100.0% | -0.11% | – |
| STM | Exit | STMICROELECTRONICS N Vny registry | $0 | – | -7,920 | -100.0% | -0.11% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -10,004 | -100.0% | -0.11% | – |
| EV | Exit | EATON VANCE CORP | $0 | – | -4,554 | -100.0% | -0.11% | – |
| PODD | Exit | INSULET CORP | $0 | – | -1,243 | -100.0% | -0.11% | – |
| TAL | Exit | TAL EDUCATION GROUPsponsored ads | $0 | – | -4,450 | -100.0% | -0.11% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -18,048 | -100.0% | -0.11% | – |
| NOMD | Exit | NOMAD FOODS LTD | $0 | – | -9,589 | -100.0% | -0.11% | – |
| RGLD | Exit | ROYAL GOLD INC | $0 | – | -1,762 | -100.0% | -0.11% | – |
| ADBE | Exit | ADOBE INC | $0 | – | -656 | -100.0% | -0.11% | – |
| UE | Exit | URBAN EDGE PPTYS | $0 | – | -11,214 | -100.0% | -0.11% | – |
| ALE | Exit | ALLETE INC | $0 | – | -2,683 | -100.0% | -0.11% | – |
| NEP | Exit | NEXTERA ENERGY PARTNERS LP | $0 | – | -4,135 | -100.0% | -0.11% | – |
| WBT | Exit | WELBILT INC | $0 | – | -13,977 | -100.0% | -0.11% | – |
| MSA | Exit | MSA SAFETY INC | $0 | – | -1,714 | -100.0% | -0.11% | – |
| MIC | Exit | MACQUARIE INFRASTRUCTURE COR | $0 | – | -5,128 | -100.0% | -0.11% | – |
| SMPL | Exit | SIMPLY GOOD FOODS CO | $0 | – | -7,752 | -100.0% | -0.11% | – |
| FIZZ | Exit | NATIONAL BEVERAGE CORP | $0 | – | -4,344 | -100.0% | -0.11% | – |
| OFC | Exit | CORPORATE OFFICE PPTYS TRsh ben int | $0 | – | -7,508 | -100.0% | -0.11% | – |
| NFLX | Exit | NETFLIX INC | $0 | – | -684 | -100.0% | -0.11% | – |
| LBTYK | Exit | LIBERTY GLOBAL PLC | $0 | – | -10,128 | -100.0% | -0.11% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -6,077 | -100.0% | -0.11% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -10,145 | -100.0% | -0.12% | – |
| ADP | Exit | AUTOMATIC DATA PROCESSING IN | $0 | – | -1,305 | -100.0% | -0.12% | – |
| ATI | Exit | ALLEGHENY TECHNOLOGIES INC | $0 | – | -10,824 | -100.0% | -0.12% | – |
| CCOI | Exit | COGENT COMMUNICATIONS HLDGS | $0 | – | -3,383 | -100.0% | -0.12% | – |
| SLG | Exit | SL GREEN RLTY CORP | $0 | – | -2,449 | -100.0% | -0.12% | – |
| MET | Exit | METLIFE INC | $0 | – | -4,405 | -100.0% | -0.12% | – |
| BFAM | Exit | BRIGHT HORIZONS FAM SOL IN D | $0 | – | -1,500 | -100.0% | -0.12% | – |
| IVR | Exit | INVESCO MORTGAGE CAPITAL INC | $0 | – | -13,596 | -100.0% | -0.12% | – |
| JLL | Exit | JONES LANG LASALLE INC | $0 | – | -1,300 | -100.0% | -0.12% | – |
| AXON | Exit | AXON ENTERPRISE INC | $0 | – | -3,115 | -100.0% | -0.12% | – |
| SGEN | Exit | SEATTLE GENETICS INC | $0 | – | -2,006 | -100.0% | -0.12% | – |
| WIX | Exit | WIX COM LTD | $0 | – | -1,879 | -100.0% | -0.12% | – |
| MIME | Exit | MIMECAST LTD | $0 | – | -5,353 | -100.0% | -0.12% | – |
| PAYX | Exit | PAYCHEX INC | $0 | – | -2,727 | -100.0% | -0.12% | – |
| BP | Exit | BP PLCsponsored adr | $0 | – | -6,123 | -100.0% | -0.12% | – |
| IBKC | Exit | IBERIABANK CORP | $0 | – | -3,086 | -100.0% | -0.12% | – |
| TS | Exit | TENARIS S Asponsored ads | $0 | – | -10,343 | -100.0% | -0.12% | – |
| BHF | Exit | BRIGHTHOUSE FINL INC | $0 | – | -5,974 | -100.0% | -0.12% | – |
| CHH | Exit | CHOICE HOTELS INTL INC | $0 | – | -2,250 | -100.0% | -0.12% | – |
| ACC | Exit | AMERICAN CAMPUS CMNTYS INC | $0 | – | -4,948 | -100.0% | -0.12% | – |
| GDDY | Exit | GODADDY INCcl a | $0 | – | -3,475 | -100.0% | -0.12% | – |
| NVRO | Exit | NEVRO CORP | $0 | – | -2,000 | -100.0% | -0.12% | – |
| SNH | Exit | SENIOR HSG PPTYS TRsh ben int | $0 | – | -28,258 | -100.0% | -0.12% | – |
| CVGW | Exit | CALAVO GROWERS INC | $0 | – | -2,616 | -100.0% | -0.12% | – |
| PENN | Exit | PENN NATL GAMING INC | $0 | – | -9,283 | -100.0% | -0.12% | – |
| MNRO | Exit | MONRO INC | $0 | – | -3,071 | -100.0% | -0.12% | – |
| ABR | Exit | ARBOR RLTY TR INC | $0 | – | -16,746 | -100.0% | -0.12% | – |
| CLR | Exit | CONTINENTAL RESOURCES INC | $0 | – | -6,991 | -100.0% | -0.12% | – |
| CHE | Exit | CHEMED CORP NEW | $0 | – | -544 | -100.0% | -0.12% | – |
| LGND | Exit | LIGAND PHARMACEUTICALS INC | $0 | – | -2,323 | -100.0% | -0.12% | – |
| CR | Exit | CRANE CO | $0 | – | -2,790 | -100.0% | -0.12% | – |
| RXN | Exit | REXNORD CORP NEW | $0 | – | -7,406 | -100.0% | -0.12% | – |
| NATI | Exit | NATIONAL INSTRS CORP | $0 | – | -5,741 | -100.0% | -0.12% | – |
| BRKS | Exit | BROOKS AUTOMATION INC | $0 | – | -5,816 | -100.0% | -0.12% | – |
| CXW | Exit | CORECIVIC INC | $0 | – | -14,083 | -100.0% | -0.13% | – |
| MPW | Exit | MEDICAL PPTYS TRUST INC | $0 | – | -11,621 | -100.0% | -0.13% | – |
| ESI | Exit | ELEMENT SOLUTIONS INC | $0 | – | -21,105 | -100.0% | -0.13% | – |
| PCRX | Exit | PACIRA BIOSCIENCES | $0 | – | -5,448 | -100.0% | -0.13% | – |
| CRL | Exit | CHARLES RIV LABS INTL INC | $0 | – | -1,636 | -100.0% | -0.13% | – |
| WSM | Exit | WILLIAMS SONOMA INC | $0 | – | -3,416 | -100.0% | -0.13% | – |
| SHOO | Exit | MADDEN STEVEN LTD | $0 | – | -5,816 | -100.0% | -0.13% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -3,423 | -100.0% | -0.13% | – |
| VIAV | Exit | VIAVI SOLUTIONS INC | $0 | – | -16,883 | -100.0% | -0.13% | – |
| CAG | Exit | CONAGRA BRANDS INC | $0 | – | -7,358 | -100.0% | -0.13% | – |
| CNO | Exit | CNO FINL GROUP INC | $0 | – | -14,046 | -100.0% | -0.13% | – |
| TEX | Exit | TEREX CORP NEW | $0 | – | -8,575 | -100.0% | -0.13% | – |
| TEAM | Exit | ATLASSIAN CORP PLCcl a | $0 | – | -2,120 | -100.0% | -0.13% | – |
| UFS | Exit | DOMTAR CORP | $0 | – | -6,688 | -100.0% | -0.13% | – |
| NTAP | Exit | NETAPP INC | $0 | – | -4,124 | -100.0% | -0.13% | – |
| PRAH | Exit | PRA HEALTH SCIENCES INC | $0 | – | -2,311 | -100.0% | -0.13% | – |
| DXC | Exit | DXC TECHNOLOGY CO | $0 | – | -6,882 | -100.0% | -0.13% | – |
| LIVN | Exit | LIVANOVA PLC | $0 | – | -3,448 | -100.0% | -0.13% | – |
| CNMD | Exit | CONMED CORP | $0 | – | -2,365 | -100.0% | -0.14% | – |
| BKR | Exit | BAKER HUGHES COMPANYcl a | $0 | – | -10,395 | -100.0% | -0.14% | – |
| HEI | Exit | HEICO CORP NEW | $0 | – | -2,336 | -100.0% | -0.14% | – |
| FDS | Exit | FACTSET RESH SYS INC | $0 | – | -1,000 | -100.0% | -0.14% | – |
| SLAB | Exit | SILICON LABORATORIES INC | $0 | – | -2,318 | -100.0% | -0.14% | – |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -18,512 | -100.0% | -0.14% | – |
| PSA | Exit | PUBLIC STORAGE | $0 | – | -1,270 | -100.0% | -0.14% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -10,402 | -100.0% | -0.14% | – |
| AZPN | Exit | ASPEN TECHNOLOGY INC | $0 | – | -2,273 | -100.0% | -0.14% | – |
| APLE | Exit | APPLE HOSPITALITY REIT INC | $0 | – | -16,940 | -100.0% | -0.14% | – |
| KMT | Exit | KENNAMETAL INC | $0 | – | -7,445 | -100.0% | -0.14% | – |
| BRKR | Exit | BRUKER CORP | $0 | – | -5,417 | -100.0% | -0.14% | – |
| INST | Exit | INSTRUCTURE INC | $0 | – | -5,743 | -100.0% | -0.14% | – |
| IDA | Exit | IDACORP INC | $0 | – | -2,582 | -100.0% | -0.14% | – |
| NFG | Exit | NATIONAL FUEL GAS CO N J | $0 | – | -5,988 | -100.0% | -0.14% | – |
| SSNC | Exit | SS&C TECHNOLOGIES HLDGS INC | $0 | – | -4,521 | -100.0% | -0.14% | – |
| MD | Exit | MEDNAX INC | $0 | – | -9,996 | -100.0% | -0.14% | – |
| SUM | Exit | SUMMIT MATLS INCcl a | $0 | – | -11,702 | -100.0% | -0.14% | – |
| LAUR | Exit | LAUREATE EDUCATION INCcl a | $0 | – | -15,892 | -100.0% | -0.14% | – |
| EXR | Exit | EXTRA SPACE STORAGE INC | $0 | – | -2,690 | -100.0% | -0.15% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -18,370 | -100.0% | -0.15% | – |
| ADC | Exit | AGREE REALTY CORP | $0 | – | -4,059 | -100.0% | -0.15% | – |
| GMED | Exit | GLOBUS MED INCcl a | $0 | – | -4,847 | -100.0% | -0.15% | – |
| VAC | Exit | MARRIOTT VACTINS WORLDWID CO | $0 | – | -2,212 | -100.0% | -0.15% | – |
| ATR | Exit | APTARGROUP INC | $0 | – | -2,465 | -100.0% | -0.15% | – |
| GEO | Exit | GEO GROUP INC NEW | $0 | – | -17,468 | -100.0% | -0.15% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL | $0 | – | -6,395 | -100.0% | -0.15% | – |
| LPLA | Exit | LPL FINL HLDGS INC | $0 | – | -3,131 | -100.0% | -0.15% | – |
| DEI | Exit | DOUGLAS EMMETT INC | $0 | – | -6,624 | -100.0% | -0.15% | – |
| HPP | Exit | HUDSON PAC PPTYS INC | $0 | – | -7,769 | -100.0% | -0.15% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -3,712 | -100.0% | -0.15% | – |
| PGR | Exit | PROGRESSIVE CORP OHIO | $0 | – | -4,060 | -100.0% | -0.15% | – |
| ALKS | Exit | ALKERMES PLC | $0 | – | -14,397 | -100.0% | -0.15% | – |
| SAIC | Exit | SCIENCE APPLICATNS INTL CP N | $0 | – | -3,404 | -100.0% | -0.15% | – |
| LSTR | Exit | LANDSTAR SYS INC | $0 | – | -2,592 | -100.0% | -0.15% | – |
| EPR | Exit | EPR PPTYS | $0 | – | -4,224 | -100.0% | -0.15% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -7,500 | -100.0% | -0.16% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -15,539 | -100.0% | -0.16% | – |
| ROL | Exit | ROLLINS INC | $0 | – | -9,143 | -100.0% | -0.16% | – |
| HR | Exit | HEALTHCARE RLTY TR | $0 | – | -9,093 | -100.0% | -0.16% | – |
| R | Exit | RYDER SYS INC | $0 | – | -5,593 | -100.0% | -0.16% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -2,811 | -100.0% | -0.16% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -11,777 | -100.0% | -0.16% | – |
| ICLR | Exit | ICON PLC | $0 | – | -1,771 | -100.0% | -0.16% | – |
| AAP | Exit | ADVANCE AUTO PARTS INC | $0 | – | -1,916 | -100.0% | -0.16% | – |
| JEF | Exit | JEFFERIES FINL GROUP INC | $0 | – | -14,443 | -100.0% | -0.16% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -7,598 | -100.0% | -0.16% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -10,706 | -100.0% | -0.16% | – |
| NDAQ | Exit | NASDAQ INC | $0 | – | -2,898 | -100.0% | -0.16% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -23,209 | -100.0% | -0.16% | – |
| LECO | Exit | LINCOLN ELEC HLDGS INC | $0 | – | -3,260 | -100.0% | -0.16% | – |
| KEX | Exit | KIRBY CORP | $0 | – | -3,538 | -100.0% | -0.16% | – |
| QLYS | Exit | QUALYS INC | $0 | – | -3,831 | -100.0% | -0.16% | – |
| MDU | Exit | MDU RES GROUP INC | $0 | – | -10,713 | -100.0% | -0.16% | – |
| BYD | Exit | BOYD GAMING CORP | $0 | – | -10,694 | -100.0% | -0.16% | – |
| ELS | Exit | EQUITY LIFESTYLE PPTYS INC | $0 | – | -4,560 | -100.0% | -0.16% | – |
| HGV | Exit | HILTON GRAND VACATIONS INC | $0 | – | -9,369 | -100.0% | -0.17% | – |
| STAY | Exit | EXTENDED STAY AMER INCunit 99/99/9999b | $0 | – | -21,645 | -100.0% | -0.17% | – |
| PTCT | Exit | PTC THERAPEUTICS INC | $0 | – | -6,714 | -100.0% | -0.17% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -8,132 | -100.0% | -0.17% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -6,176 | -100.0% | -0.17% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -6,763 | -100.0% | -0.17% | – |
| ACM | Exit | AECOM | $0 | – | -7,577 | -100.0% | -0.17% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -5,577 | -100.0% | -0.17% | – |
| BLK | Exit | BLACKROCK INC | $0 | – | -655 | -100.0% | -0.17% | – |
| AFG | Exit | AMERICAN FINL GROUP INC OHIO | $0 | – | -3,021 | -100.0% | -0.17% | – |
| BBL | Exit | BHP GROUP PLCsponsored adr | $0 | – | -7,072 | -100.0% | -0.17% | – |
| NVT | Exit | NVENT ELECTRIC PLC | $0 | – | -13,024 | -100.0% | -0.17% | – |
| SRPT | Exit | SAREPTA THERAPEUTICS INC | $0 | – | -2,614 | -100.0% | -0.17% | – |
| AON | Exit | AON PLC | $0 | – | -1,612 | -100.0% | -0.17% | – |
| NCR | Exit | NCR CORP NEW | $0 | – | -9,650 | -100.0% | -0.17% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -13,541 | -100.0% | -0.18% | – |
| PB | Exit | PROSPERITY BANCSHARES INC | $0 | – | -4,729 | -100.0% | -0.18% | – |
| HP | Exit | HELMERICH & PAYNE INC | $0 | – | -7,557 | -100.0% | -0.18% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -6,127 | -100.0% | -0.18% | – |
| BAX | Exit | BAXTER INTL INC | $0 | – | -4,162 | -100.0% | -0.18% | – |
| TSCO | Exit | TRACTOR SUPPLY CO | $0 | – | -3,721 | -100.0% | -0.18% | – |
| PFGC | Exit | PERFORMANCE FOOD GROUP CO | $0 | – | -6,752 | -100.0% | -0.18% | – |
| ABMD | Exit | ABIOMED INC | $0 | – | -2,048 | -100.0% | -0.18% | – |
| GATX | Exit | GATX CORP | $0 | – | -4,253 | -100.0% | -0.18% | – |
| LAMR | Exit | LAMAR ADVERTISING CO NEWcl a | $0 | – | -3,954 | -100.0% | -0.18% | – |
| WSO | Exit | WATSCO INC | $0 | – | -1,975 | -100.0% | -0.18% | – |
| CBSH | Exit | COMMERCE BANCSHARES INC | $0 | – | -5,257 | -100.0% | -0.18% | – |
| LSXMK | Exit | LIBERTY MEDIA CORP DELAWARE | $0 | – | -7,466 | -100.0% | -0.18% | – |
| CACI | Exit | CACI INTL INCcl a | $0 | – | -1,437 | -100.0% | -0.18% | – |
| TJX | Exit | TJX COS INC NEW | $0 | – | -5,933 | -100.0% | -0.19% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -10,029 | -100.0% | -0.19% | – |
| OLLI | Exit | OLLIES BARGAIN OUTLT HLDGS I | $0 | – | -5,541 | -100.0% | -0.19% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -2,784 | -100.0% | -0.19% | – |
| CABO | Exit | CABLE ONE INC | $0 | – | -245 | -100.0% | -0.19% | – |
| FLIR | Exit | FLIR SYS INC | $0 | – | -7,001 | -100.0% | -0.19% | – |
| AJG | Exit | GALLAGHER ARTHUR J & CO | $0 | – | -3,850 | -100.0% | -0.19% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -2,057 | -100.0% | -0.19% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -5,265 | -100.0% | -0.19% | – |
| BOLD | Exit | AUDENTES THERAPEUTICS INC | $0 | – | -6,213 | -100.0% | -0.19% | – |
| EXP | Exit | EAGLE MATERIALS INC | $0 | – | -4,105 | -100.0% | -0.19% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -6,046 | -100.0% | -0.19% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -3,948 | -100.0% | -0.19% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -6,726 | -100.0% | -0.19% | – |
| ADI | Exit | ANALOG DEVICES INC | $0 | – | -3,157 | -100.0% | -0.19% | – |
| DISCA | Exit | DISCOVERY INC | $0 | – | -11,533 | -100.0% | -0.19% | – |
| BRO | Exit | BROWN & BROWN INC | $0 | – | -9,598 | -100.0% | -0.20% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -4,533 | -100.0% | -0.20% | – |
| HIW | Exit | HIGHWOODS PPTYS INC | $0 | – | -7,863 | -100.0% | -0.20% | – |
| CFR | Exit | CULLEN FROST BANKERS INC | $0 | – | -3,948 | -100.0% | -0.20% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -7,195 | -100.0% | -0.20% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -27,422 | -100.0% | -0.20% | – |
| SPB | Exit | SPECTRUM BRANDS HLDGS INC NE | $0 | – | -6,069 | -100.0% | -0.20% | – |
| IDXX | Exit | IDEXX LABS INC | $0 | – | -1,510 | -100.0% | -0.20% | – |
| SERV | Exit | SERVICEMASTER GLOBAL HLDGS I | $0 | – | -10,208 | -100.0% | -0.20% | – |
| GLIBA | Exit | GCI LIBERTY INC | $0 | – | -5,584 | -100.0% | -0.20% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -8,015 | -100.0% | -0.20% | – |
| BXMT | Exit | BLACKSTONE MTG TR INC | $0 | – | -10,726 | -100.0% | -0.20% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -2,357 | -100.0% | -0.21% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -4,709 | -100.0% | -0.21% | – |
| COR | Exit | CORESITE RLTY CORP | $0 | – | -3,593 | -100.0% | -0.21% | – |
| S | Exit | SPRINT CORPORATION | $0 | – | -77,102 | -100.0% | -0.21% | – |
| UNVR | Exit | UNIVAR SOLUTIONS INC | $0 | – | -16,598 | -100.0% | -0.21% | – |
| BLL | Exit | BALL CORP | $0 | – | -6,233 | -100.0% | -0.21% | – |
| EFX | Exit | EQUIFAX INC | $0 | – | -2,887 | -100.0% | -0.21% | – |
| CCK | Exit | CROWN HOLDINGS INC | $0 | – | -5,568 | -100.0% | -0.21% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -1,862 | -100.0% | -0.21% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -6,801 | -100.0% | -0.21% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -10,206 | -100.0% | -0.21% | – |
| BC | Exit | BRUNSWICK CORP | $0 | – | -6,936 | -100.0% | -0.21% | – |
| USFD | Exit | US FOODS HLDG CORP | $0 | – | -9,997 | -100.0% | -0.22% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -10,767 | -100.0% | -0.22% | – |
| ANF | Exit | ABERCROMBIE & FITCH COcl a | $0 | – | -24,322 | -100.0% | -0.22% | – |
| DKS | Exit | DICKS SPORTING GOODS INC | $0 | – | -8,562 | -100.0% | -0.22% | – |
| BR | Exit | BROADRIDGE FINL SOLUTIONS IN | $0 | – | -3,444 | -100.0% | -0.22% | – |
| CMS | Exit | CMS ENERGY CORP | $0 | – | -6,812 | -100.0% | -0.22% | – |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -8,264 | -100.0% | -0.22% | – |
| GLPI | Exit | GAMING & LEISURE PPTYS INC | $0 | – | -10,128 | -100.0% | -0.22% | – |
| XPO | Exit | XPO LOGISTICS INC | $0 | – | -5,501 | -100.0% | -0.22% | – |
| EIX | Exit | EDISON INTL | $0 | – | -5,837 | -100.0% | -0.23% | – |
| CONE | Exit | CYRUSONE INC | $0 | – | -6,748 | -100.0% | -0.23% | – |
| MTZ | Exit | MASTEC INC | $0 | – | -6,945 | -100.0% | -0.23% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -6,196 | -100.0% | -0.23% | – |
| KBH | Exit | KB HOME | $0 | – | -13,078 | -100.0% | -0.23% | – |
| CME | Exit | CME GROUP INC | $0 | – | -2,225 | -100.0% | -0.23% | – |
| GPC | Exit | GENUINE PARTS CO | $0 | – | -4,239 | -100.0% | -0.23% | – |
| GPS | Exit | GAP INC | $0 | – | -26,050 | -100.0% | -0.24% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -1,902 | -100.0% | -0.24% | – |
| AXTA | Exit | AXALTA COATING SYS LTD | $0 | – | -15,192 | -100.0% | -0.24% | – |
| EHC | Exit | ENCOMPASS HEALTH CORP | $0 | – | -6,740 | -100.0% | -0.24% | – |
| BEN | Exit | FRANKLIN RES INC | $0 | – | -18,012 | -100.0% | -0.24% | – |
| HPQ | Exit | HP INC | $0 | – | -22,935 | -100.0% | -0.24% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -7,623 | -100.0% | -0.24% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -12,414 | -100.0% | -0.24% | – |
| HDS | Exit | HD SUPPLY HLDGS INC | $0 | – | -11,816 | -100.0% | -0.24% | – |
| MSGS | Exit | MADISON SQUARE GARDEN CO NEWcl a | $0 | – | -1,626 | -100.0% | -0.25% | – |
| LNG | Exit | CHENIERE ENERGY INC | $0 | – | -7,844 | -100.0% | -0.25% | – |
| OC | Exit | OWENS CORNING NEW | $0 | – | -7,388 | -100.0% | -0.25% | – |
| SIX | Exit | SIX FLAGS ENTMT CORP NEW | $0 | – | -10,864 | -100.0% | -0.25% | – |
| SBRA | Exit | SABRA HEALTH CARE REIT INC | $0 | – | -22,996 | -100.0% | -0.25% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -5,239 | -100.0% | -0.25% | – |
| GPK | Exit | GRAPHIC PACKAGING HLDG CO | $0 | – | -29,583 | -100.0% | -0.25% | – |
| DE | Exit | DEERE & CO | $0 | – | -2,848 | -100.0% | -0.25% | – |
| AMTD | Exit | TD AMERITRADE HLDG CORP | $0 | – | -9,953 | -100.0% | -0.26% | – |
| POOL | Exit | POOL CORPORATION | $0 | – | -2,348 | -100.0% | -0.26% | – |
| ALXN | Exit | ALEXION PHARMACEUTICALS INC | $0 | – | -4,683 | -100.0% | -0.26% | – |
| ZNGA | Exit | ZYNGA INCcl a | $0 | – | -83,355 | -100.0% | -0.26% | – |
| MGP | Exit | MGM GROWTH PPTYS LLC | $0 | – | -16,688 | -100.0% | -0.27% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -14,314 | -100.0% | -0.27% | – |
| TRMB | Exit | TRIMBLE INC | $0 | – | -12,596 | -100.0% | -0.27% | – |
| TPR | Exit | TAPESTRY INC | $0 | – | -19,539 | -100.0% | -0.27% | – |
| FANG | Exit | DIAMONDBACK ENERGY INC | $0 | – | -5,693 | -100.0% | -0.27% | – |
| BX | Exit | BLACKSTONE GROUP INC | $0 | – | -9,461 | -100.0% | -0.27% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -4,063 | -100.0% | -0.27% | – |
| RS | Exit | RELIANCE STEEL & ALUMINUM CO | $0 | – | -4,440 | -100.0% | -0.27% | – |
| NBIX | Exit | NEUROCRINE BIOSCIENCES INC | $0 | – | -5,045 | -100.0% | -0.28% | – |
| CPT | Exit | CAMDEN PPTY TRsh ben int | $0 | – | -5,150 | -100.0% | -0.28% | – |
| AGNC | Exit | AGNC INVT CORP | $0 | – | -31,326 | -100.0% | -0.28% | – |
| G | Exit | GENPACT LIMITED | $0 | – | -13,240 | -100.0% | -0.29% | – |
| CHD | Exit | CHURCH & DWIGHT INC | $0 | – | -7,986 | -100.0% | -0.29% | – |
| ARCC | Exit | ARES CAP CORP | $0 | – | -30,125 | -100.0% | -0.29% | – |
| LOPE | Exit | GRAND CANYON ED INC | $0 | – | -5,861 | -100.0% | -0.29% | – |
| OGE | Exit | OGE ENERGY CORP | $0 | – | -12,944 | -100.0% | -0.30% | – |
| HSIC | Exit | HENRY SCHEIN INC | $0 | – | -8,675 | -100.0% | -0.30% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -3,907 | -100.0% | -0.30% | – |
| EVRG | Exit | EVERGY INC | $0 | – | -8,969 | -100.0% | -0.30% | – |
| CFX | Exit | COLFAX CORP | $0 | – | -16,083 | -100.0% | -0.30% | – |
| AZO | Exit | AUTOZONE INC | $0 | – | -496 | -100.0% | -0.30% | – |
| TRGP | Exit | TARGA RES CORP | $0 | – | -14,463 | -100.0% | -0.30% | – |
| NYT | Exit | NEW YORK TIMES COcl a | $0 | – | -18,521 | -100.0% | -0.31% | – |
| CCEP | Exit | COCA COLA EUROPEAN PARTNERS | $0 | – | -11,896 | -100.0% | -0.31% | – |
| MRK | Exit | MERCK & CO INC | $0 | – | -6,713 | -100.0% | -0.31% | – |
| MCO | Exit | MOODYS CORP | $0 | – | -2,634 | -100.0% | -0.32% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -21,502 | -100.0% | -0.32% | – |
| CBOE | Exit | CBOE GLOBAL MARKETS INC | $0 | – | -5,228 | -100.0% | -0.32% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -10,585 | -100.0% | -0.32% | – |
| DNKN | Exit | DUNKIN BRANDS GROUP INC | $0 | – | -8,380 | -100.0% | -0.33% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -11,981 | -100.0% | -0.33% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -9,378 | -100.0% | -0.34% | – |
| NNN | Exit | NATIONAL RETAIL PPTYS INC | $0 | – | -12,272 | -100.0% | -0.34% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -3,017 | -100.0% | -0.34% | – |
| DVA | Exit | DAVITA INC | $0 | – | -8,860 | -100.0% | -0.34% | – |
| SJM | Exit | SMUCKER J M CO | $0 | – | -6,387 | -100.0% | -0.34% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -11,631 | -100.0% | -0.34% | – |
| DD | Exit | DUPONT DE NEMOURS INC | $0 | – | -10,600 | -100.0% | -0.35% | – |
| CINF | Exit | CINCINNATI FINL CORP | $0 | – | -6,507 | -100.0% | -0.35% | – |
| HES | Exit | HESS CORP | $0 | – | -10,407 | -100.0% | -0.36% | – |
| QRVO | Exit | QORVO INC | $0 | – | -6,051 | -100.0% | -0.36% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORP NEWcl a | $0 | – | -2,988 | -100.0% | -0.37% | – |
| CSX | Exit | CSX CORP | $0 | – | -10,005 | -100.0% | -0.37% | – |
| FISV | Exit | FISERV INC | $0 | – | -6,292 | -100.0% | -0.37% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -3,603 | -100.0% | -0.38% | – |
| WWE | Exit | WORLD WRESTLING ENTMT INCcl a | $0 | – | -11,355 | -100.0% | -0.38% | – |
| SAFM | Exit | SANDERSON FARMS INC | $0 | – | -4,206 | -100.0% | -0.38% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -4,967 | -100.0% | -0.38% | – |
| CHKP | Exit | CHECK POINT SOFTWARE TECH LTord | $0 | – | -6,799 | -100.0% | -0.39% | – |
| ZAYO | Exit | ZAYO GROUP HLDGS INC | $0 | – | -21,855 | -100.0% | -0.39% | – |
| BIO | Exit | BIO RAD LABS INCcl a | $0 | – | -2,060 | -100.0% | -0.39% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -4,042 | -100.0% | -0.40% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -5,884 | -100.0% | -0.40% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -16,072 | -100.0% | -0.41% | – |
| MAA | Exit | MID AMER APT CMNTYS INC | $0 | – | -6,110 | -100.0% | -0.42% | – |
| TRU | Exit | TRANSUNION | $0 | – | -9,444 | -100.0% | -0.42% | – |
| TGE | Exit | TALLGRASS ENERGY LP | $0 | – | -36,657 | -100.0% | -0.42% | – |
| SHW | Exit | SHERWIN WILLIAMS CO | $0 | – | -1,400 | -100.0% | -0.42% | – |
| VST | Exit | VISTRA ENERGY CORP | $0 | – | -37,418 | -100.0% | -0.44% | – |
| MKL | Exit | MARKEL CORP | $0 | – | -756 | -100.0% | -0.44% | – |
| AWK | Exit | AMERICAN WTR WKS CO INC NEW | $0 | – | -7,103 | -100.0% | -0.45% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -37,530 | -100.0% | -0.45% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -14,458 | -100.0% | -0.46% | – |
| KKR | Exit | KKR & CO INCcl a | $0 | – | -30,575 | -100.0% | -0.46% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -9,308 | -100.0% | -0.46% | – |
| HAS | Exit | HASBRO INC | $0 | – | -8,711 | -100.0% | -0.47% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -45,807 | -100.0% | -0.48% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -702 | -100.0% | -0.48% | – |
| VTR | Exit | VENTAS INC | $0 | – | -16,263 | -100.0% | -0.48% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -6,573 | -100.0% | -0.49% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -31,764 | -100.0% | -0.50% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -6,681 | -100.0% | -0.51% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -5,715 | -100.0% | -0.52% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INC | $0 | – | -16,490 | -100.0% | -0.52% | – |
| CERN | Exit | CERNER CORP | $0 | – | -13,900 | -100.0% | -0.52% | – |
| LH | Exit | LABORATORY CORP AMER HLDGS | $0 | – | -6,101 | -100.0% | -0.53% | – |
| TSN | Exit | TYSON FOODS INCcl a | $0 | – | -11,461 | -100.0% | -0.54% | – |
| NI | Exit | NISOURCE INC | $0 | – | -37,533 | -100.0% | -0.54% | – |
| SUI | Exit | SUN CMNTYS INC | $0 | – | -7,253 | -100.0% | -0.56% | – |
| INXN | Exit | INTERXION HOLDING N.V | $0 | – | -13,212 | -100.0% | -0.57% | – |
| SYK | Exit | STRYKER CORP | $0 | – | -5,374 | -100.0% | -0.58% | – |
| WMT | Exit | WALMART INC | $0 | – | -9,501 | -100.0% | -0.58% | – |
| APTV | Exit | APTIV PLC | $0 | – | -13,012 | -100.0% | -0.64% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -11,220 | -100.0% | -0.64% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -8,835 | -100.0% | -0.66% | – |
| QSR | Exit | RESTAURANT BRANDS INTL INC | $0 | – | -20,484 | -100.0% | -0.67% | – |
| EXC | Exit | EXELON CORP | $0 | – | -28,735 | -100.0% | -0.67% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -15,126 | -100.0% | -0.69% | – |
| T | Exit | AT&T INC | $0 | – | -34,208 | -100.0% | -0.69% | – |
| PFE | Exit | PFIZER INC | $0 | – | -35,914 | -100.0% | -0.72% | – |
| HSY | Exit | HERSHEY CO | $0 | – | -9,650 | -100.0% | -0.73% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -10,791 | -100.0% | -0.74% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GRP IN | $0 | – | -24,919 | -100.0% | -0.76% | – |
| O | Exit | REALTY INCOME CORP | $0 | – | -20,578 | -100.0% | -0.78% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -28,812 | -100.0% | -0.90% | – |
| MSI | Exit | MOTOROLA SOLUTIONS INC | $0 | – | -11,007 | -100.0% | -0.91% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -13,807 | -100.0% | -1.06% | – |
| SPGI | Exit | S&P GLOBAL INC | $0 | – | -9,717 | -100.0% | -1.36% | – |
| HON | Exit | HONEYWELL INTL INC | $0 | – | -15,049 | -100.0% | -1.37% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-05-15
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| APPLE INC | 16 | Q2 2023 | 3.9% |
| OCCIDENTAL PETE CORP DEL | 16 | Q3 2023 | 1.2% |
| MICROSOFT CORP | 15 | Q2 2023 | 3.5% |
| AMAZON COM INC | 15 | Q3 2023 | 2.6% |
| ECOLAB INC | 15 | Q3 2023 | 2.4% |
| CISCO SYS INC | 14 | Q1 2023 | 1.6% |
| HONEYWELL INTL INC | 14 | Q2 2023 | 1.4% |
| NASDAQ INC | 14 | Q2 2023 | 1.5% |
| META PLATFORMS INC | 14 | Q3 2023 | 1.9% |
| 3M CO | 14 | Q2 2023 | 0.9% |
View Quantamental Technologies LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2023-11-14 |
| 13F-HR | 2023-08-14 |
| 13F-HR | 2023-05-15 |
| 13F-HR | 2023-02-14 |
| 13F-HR | 2022-11-14 |
| 13F-HR | 2022-08-15 |
| 13F-HR | 2022-05-16 |
| 13F-HR | 2022-02-14 |
| 13F-HR | 2021-11-15 |
| 13F-HR | 2021-08-16 |
View Quantamental Technologies 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.