Quantitative Systematic Strategies as of March 31, 2016
Portfolio Holdings for Quantitative Systematic Strategies
Quantitative Systematic Strategies holds 400 positions in its portfolio as reported in the March 2016 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Alphabet Inc Class A cs (GOOGL) | 0.9 | $2.2M | 2.9k | 768.36 | |
| Foot Locker (FL) | 0.8 | $2.2M | 33k | 65.67 | |
| United Technologies Corporation | 0.8 | $2.2M | 22k | 100.27 | |
| Ingersoll-rand Co Ltd-cl A | 0.8 | $2.2M | 35k | 62.07 | |
| Interpublic Group of Companies (IPG) | 0.8 | $2.1M | 93k | 22.88 | |
| Himax Technologies (HIMX) | 0.8 | $2.1M | 184k | 11.44 | |
| Coach | 0.8 | $2.1M | 52k | 40.32 | |
| McGraw-Hill Companies | 0.8 | $2.1M | 21k | 98.94 | |
| Honeywell International (HON) | 0.8 | $2.1M | 19k | 112.19 | |
| Abercrombie & Fitch (ANF) | 0.8 | $2.1M | 66k | 31.71 | |
| Southwest Airlines (LUV) | 0.8 | $2.1M | 47k | 44.98 | |
| Maxim Integrated Products | 0.8 | $2.1M | 57k | 36.55 | |
| Whole Foods Market | 0.8 | $2.1M | 65k | 31.86 | |
| Amazon (AMZN) | 0.8 | $2.1M | 3.4k | 598.60 | |
| General Motors Company (GM) | 0.8 | $2.0M | 66k | 30.99 | |
| Johnson & Johnson (JNJ) | 0.8 | $1.9M | 18k | 108.98 | |
| Pfizer (PFE) | 0.8 | $1.9M | 65k | 30.06 | |
| Kohl's Corporation (KSS) | 0.8 | $1.9M | 42k | 46.05 | |
| Mattel (MAT) | 0.8 | $1.9M | 57k | 33.59 | |
| Magna Intl Inc cl a (MGA) | 0.8 | $1.9M | 45k | 43.15 | |
| Gopro (GPRO) | 0.8 | $1.9M | 158k | 12.16 | |
| McDonald's Corporation (MCD) | 0.7 | $1.9M | 15k | 125.83 | |
| American Airls (AAL) | 0.7 | $1.9M | 46k | 41.38 | |
| AutoNation (AN) | 0.7 | $1.8M | 39k | 47.95 | |
| Under Armour (UAA) | 0.7 | $1.8M | 21k | 85.55 | |
| Broad | 0.7 | $1.8M | 11k | 156.89 | |
| Royal Caribbean Cruises (RCL) | 0.7 | $1.7M | 21k | 82.07 | |
| SYSCO Corporation (SYY) | 0.6 | $1.7M | 36k | 46.66 | |
| SVB Financial (SIVBQ) | 0.6 | $1.6M | 16k | 103.29 | |
| Microsoft Corporation (MSFT) | 0.6 | $1.6M | 29k | 55.07 | |
| Legg Mason | 0.6 | $1.6M | 46k | 34.63 | |
| Bloomin Brands (BLMN) | 0.6 | $1.6M | 96k | 16.69 | |
| Monsanto Company | 0.6 | $1.6M | 17k | 91.06 | |
| Invesco (IVZ) | 0.6 | $1.6M | 50k | 31.25 | |
| Qlik Technologies | 0.6 | $1.6M | 55k | 28.83 | |
| Time Warner | 0.6 | $1.6M | 21k | 72.65 | |
| Affiliated Managers (AMG) | 0.6 | $1.6M | 9.6k | 163.06 | |
| Key (KEY) | 0.6 | $1.6M | 139k | 11.15 | |
| Armstrong World Industries (AWI) | 0.6 | $1.6M | 32k | 48.11 | |
| Huntington Bancshares Incorporated (HBAN) | 0.6 | $1.5M | 160k | 9.59 | |
| VMware | 0.6 | $1.5M | 29k | 52.10 | |
| Allegion Plc equity (ALLE) | 0.6 | $1.5M | 24k | 63.82 | |
| Pentair cs (PNR) | 0.6 | $1.5M | 28k | 54.10 | |
| Buckle (BKE) | 0.6 | $1.5M | 44k | 34.04 | |
| WESCO International (WCC) | 0.6 | $1.5M | 27k | 54.71 | |
| Terex Corporation (TEX) | 0.6 | $1.5M | 61k | 24.79 | |
| IBERIABANK Corporation | 0.6 | $1.5M | 29k | 51.16 | |
| PacWest Ban | 0.6 | $1.5M | 40k | 37.14 | |
| Cavium | 0.6 | $1.5M | 25k | 61.51 | |
| Tim Participacoes Sa- | 0.6 | $1.5M | 131k | 11.38 | |
| Northstar Realty Finance | 0.6 | $1.5M | 115k | 13.07 | |
| Fidelity National Information Services (FIS) | 0.6 | $1.5M | 24k | 63.17 | |
| Discover Financial Services (DFS) | 0.6 | $1.5M | 29k | 50.25 | |
| Copart (CPRT) | 0.6 | $1.5M | 36k | 41.55 | |
| J.B. Hunt Transport Services (JBHT) | 0.6 | $1.5M | 18k | 84.13 | |
| ABM Industries (ABM) | 0.6 | $1.5M | 46k | 32.22 | |
| Olin Corporation (OLN) | 0.6 | $1.5M | 85k | 17.43 | |
| Fifth Third Ban (FITB) | 0.6 | $1.5M | 87k | 16.86 | |
| Robert Half International (RHI) | 0.6 | $1.5M | 32k | 45.85 | |
| Western Alliance Bancorporation (WAL) | 0.6 | $1.5M | 43k | 33.92 | |
| First Niagara Financial | 0.6 | $1.5M | 152k | 9.77 | |
| Greenhill & Co | 0.6 | $1.5M | 64k | 22.71 | |
| Ihs | 0.6 | $1.5M | 12k | 124.09 | |
| BofI Holding | 0.6 | $1.5M | 68k | 21.43 | |
| Sherwin-Williams Company (SHW) | 0.6 | $1.4M | 5.0k | 284.38 | |
| International Business Machines (IBM) | 0.6 | $1.4M | 9.5k | 148.38 | |
| Schlumberger (SLB) | 0.6 | $1.4M | 19k | 74.29 | |
| Rexnord | 0.5 | $1.4M | 69k | 20.22 | |
| Mead Johnson Nutrition | 0.5 | $1.4M | 16k | 84.96 | |
| A. O. Smith Corporation (AOS) | 0.5 | $1.4M | 18k | 76.29 | |
| Public Storage (PSA) | 0.5 | $1.3M | 4.9k | 275.07 | |
| Rackspace Hosting | 0.5 | $1.3M | 63k | 21.37 | |
| Te Connectivity Ltd for (TEL) | 0.5 | $1.3M | 22k | 61.78 | |
| Itt | 0.5 | $1.3M | 36k | 37.08 | |
| Express Scripts Holding | 0.5 | $1.3M | 20k | 69.00 | |
| Spirit Realty reit | 0.5 | $1.3M | 119k | 11.23 | |
| 0.5 | $1.3M | 81k | 16.61 | ||
| Equifax (EFX) | 0.5 | $1.3M | 12k | 113.90 | |
| Cracker Barrel Old Country Store (CBRL) | 0.5 | $1.3M | 8.6k | 153.36 | |
| Franklin Resources (BEN) | 0.5 | $1.3M | 34k | 39.14 | |
| Microchip Technology (MCHP) | 0.5 | $1.3M | 27k | 48.83 | |
| Automatic Data Processing (ADP) | 0.5 | $1.3M | 15k | 89.15 | |
| JetBlue Airways Corporation (JBLU) | 0.5 | $1.3M | 62k | 21.28 | |
| Agrium | 0.5 | $1.3M | 15k | 89.13 | |
| McKesson Corporation (MCK) | 0.5 | $1.3M | 8.3k | 157.71 | |
| East West Ban (EWBC) | 0.5 | $1.3M | 41k | 32.56 | |
| GATX Corporation (GATX) | 0.5 | $1.3M | 28k | 47.61 | |
| Southwestern Energy Company (SWN) | 0.5 | $1.3M | 172k | 7.71 | |
| SPX Corporation | 0.5 | $1.3M | 88k | 14.84 | |
| Teleflex Incorporated (TFX) | 0.5 | $1.3M | 8.5k | 156.06 | |
| Celgene Corporation | 0.5 | $1.3M | 13k | 98.81 | |
| Wabtec Corporation (WAB) | 0.5 | $1.3M | 17k | 79.21 | |
| Hldgs (UAL) | 0.5 | $1.3M | 22k | 59.82 | |
| D Tumi Holdings | 0.5 | $1.3M | 49k | 26.87 | |
| Santander Consumer Usa | 0.5 | $1.3M | 149k | 8.90 | |
| Ctrip.com International | 0.4 | $1.0M | 23k | 44.48 | |
| Trinet (TNET) | 0.4 | $1.0M | 73k | 14.28 | |
| Visa (V) | 0.4 | $1.0M | 13k | 76.72 | |
| Comcast Corporation (CMCSA) | 0.4 | $949k | 16k | 60.84 | |
| Lincoln National Corporation (LNC) | 0.4 | $949k | 24k | 39.96 | |
| Antero Res (AR) | 0.4 | $935k | 38k | 24.93 | |
| Raytheon Company | 0.3 | $895k | 7.2k | 123.69 | |
| Investment Technology | 0.3 | $893k | 41k | 22.00 | |
| Herbalife Ltd Com Stk (HLF) | 0.3 | $901k | 15k | 61.33 | |
| Berry Plastics (BERY) | 0.3 | $873k | 24k | 36.36 | |
| Bristol Myers Squibb (BMY) | 0.3 | $860k | 14k | 63.45 | |
| NVIDIA Corporation (NVDA) | 0.3 | $842k | 24k | 35.76 | |
| Chico's FAS | 0.3 | $844k | 65k | 12.94 | |
| FedEx Corporation (FDX) | 0.3 | $837k | 5.2k | 161.68 | |
| Las Vegas Sands (LVS) | 0.3 | $820k | 16k | 52.26 | |
| National-Oilwell Var | 0.3 | $832k | 27k | 31.20 | |
| Merck & Co (MRK) | 0.3 | $821k | 15k | 53.24 | |
| Spectranetics Corporation | 0.3 | $823k | 57k | 14.39 | |
| Industries N shs - a - (LYB) | 0.3 | $823k | 9.6k | 85.89 | |
| Facebook Inc cl a (META) | 0.3 | $814k | 7.1k | 114.74 | |
| Coca-Cola Company (KO) | 0.3 | $789k | 17k | 46.54 | |
| Newmont Mining Corporation (NEM) | 0.3 | $808k | 30k | 26.73 | |
| Shire | 0.3 | $802k | 4.8k | 168.56 | |
| W.R. Berkley Corporation (WRB) | 0.3 | $793k | 14k | 56.16 | |
| Home Depot (HD) | 0.3 | $780k | 5.8k | 133.36 | |
| Philip Morris International (PM) | 0.3 | $774k | 7.8k | 98.62 | |
| Marvell Technology Group | 0.3 | $769k | 75k | 10.31 | |
| Shutterfly | 0.3 | $765k | 16k | 46.63 | |
| Fabrinet (FN) | 0.3 | $778k | 24k | 32.57 | |
| O'reilly Automotive (ORLY) | 0.3 | $771k | 2.8k | 276.64 | |
| Yelp Inc cl a (YELP) | 0.3 | $767k | 38k | 20.42 | |
| PennyMac Mortgage Investment Trust (PMT) | 0.3 | $749k | 55k | 13.68 | |
| Baxter International (BAX) | 0.3 | $748k | 18k | 41.28 | |
| Dominion Resources (D) | 0.3 | $743k | 9.9k | 74.72 | |
| Carter's (CRI) | 0.3 | $759k | 7.3k | 104.66 | |
| Boston Scientific Corporation (BSX) | 0.3 | $747k | 40k | 18.81 | |
| Electronic Arts (EA) | 0.3 | $747k | 11k | 66.43 | |
| Gilead Sciences (GILD) | 0.3 | $750k | 8.2k | 91.92 | |
| Southern Company (SO) | 0.3 | $755k | 15k | 51.24 | |
| Illinois Tool Works (ITW) | 0.3 | $750k | 7.3k | 102.66 | |
| Radian (RDN) | 0.3 | $752k | 61k | 12.30 | |
| Assured Guaranty (AGO) | 0.3 | $751k | 30k | 25.29 | |
| MGM Resorts International. (MGM) | 0.3 | $754k | 35k | 21.28 | |
| Swift Transportation Company | 0.3 | $755k | 41k | 18.40 | |
| Sunpower (SPWR) | 0.3 | $751k | 33k | 22.49 | |
| Eaton (ETN) | 0.3 | $757k | 12k | 62.71 | |
| Restoration Hardware Hldgs I | 0.3 | $748k | 18k | 40.59 | |
| Nimble Storage | 0.3 | $758k | 103k | 7.35 | |
| Autohome Inc- (ATHM) | 0.3 | $751k | 27k | 27.89 | |
| Jumei Intl Hldg Ltd Sponsored | 0.3 | $753k | 117k | 6.44 | |
| Tyson Foods (TSN) | 0.3 | $730k | 11k | 67.52 | |
| Biogen Idec (BIIB) | 0.3 | $736k | 2.9k | 254.32 | |
| Domino's Pizza (DPZ) | 0.3 | $724k | 5.5k | 131.09 | |
| Provident Financial Services (PFS) | 0.3 | $727k | 36k | 20.23 | |
| Zoetis Inc Cl A (ZTS) | 0.3 | $715k | 16k | 44.02 | |
| Kraft Heinz (KHC) | 0.3 | $726k | 9.2k | 78.86 | |
| Eli Lilly & Co. (LLY) | 0.3 | $702k | 9.8k | 71.82 | |
| 3M Company (MMM) | 0.3 | $687k | 4.1k | 166.71 | |
| Universal Insurance Holdings (UVE) | 0.3 | $689k | 38k | 17.94 | |
| Pvh Corporation (PVH) | 0.3 | $691k | 7.0k | 98.94 | |
| Chevron Corporation (CVX) | 0.3 | $660k | 6.9k | 95.20 | |
| Liberty Global Inc C | 0.3 | $678k | 18k | 37.71 | |
| Jack in the Box (JACK) | 0.2 | $657k | 10k | 64.46 | |
| Newell Rubbermaid (NWL) | 0.2 | $633k | 14k | 44.37 | |
| Williams-Sonoma (WSM) | 0.2 | $640k | 12k | 55.69 | |
| Kinder Morgan (KMI) | 0.2 | $641k | 36k | 17.84 | |
| Xylem (XYL) | 0.2 | $633k | 15k | 41.07 | |
| Lear Corporation (LEA) | 0.2 | $632k | 5.7k | 111.56 | |
| Lockheed Martin Corporation (LMT) | 0.2 | $616k | 2.8k | 222.87 | |
| ConocoPhillips (COP) | 0.2 | $632k | 16k | 40.09 | |
| AutoZone (AZO) | 0.2 | $608k | 758.00 | 802.11 | |
| Cheesecake Factory Incorporated (CAKE) | 0.2 | $611k | 12k | 53.02 | |
| Smart & Final Stores | 0.2 | $610k | 38k | 16.23 | |
| HSBC Holdings (HSBC) | 0.2 | $599k | 19k | 31.44 | |
| MGIC Investment (MTG) | 0.2 | $603k | 79k | 7.63 | |
| Polaris Industries (PII) | 0.2 | $600k | 6.2k | 97.24 | |
| Sensient Technologies Corporation (SXT) | 0.2 | $593k | 9.3k | 63.90 | |
| Unum (UNM) | 0.2 | $603k | 19k | 31.28 | |
| Starbucks Corporation (SBUX) | 0.2 | $600k | 10k | 60.01 | |
| Scientific Games (LNW) | 0.2 | $604k | 65k | 9.28 | |
| MetLife (MET) | 0.2 | $600k | 13k | 44.71 | |
| St. Jude Medical | 0.2 | $604k | 11k | 55.03 | |
| Delphi Automotive | 0.2 | $600k | 8.0k | 74.91 | |
| Ambarella (AMBA) | 0.2 | $587k | 13k | 44.92 | |
| Expedia (EXPE) | 0.2 | $565k | 5.2k | 107.80 | |
| Paypal Holdings (PYPL) | 0.2 | $566k | 15k | 39.02 | |
| Northrop Grumman Corporation (NOC) | 0.2 | $551k | 2.8k | 198.63 | |
| Virgin America | 0.2 | $517k | 13k | 38.51 | |
| Stanley Black & Decker (SWK) | 0.2 | $480k | 4.6k | 105.17 | |
| Goldman Sachs (GS) | 0.2 | $462k | 3.0k | 156.35 | |
| Arthur J. Gallagher & Co. (AJG) | 0.2 | $471k | 11k | 44.45 | |
| Safety Insurance (SAFT) | 0.2 | $448k | 7.8k | 57.52 | |
| Delek US Holdings | 0.2 | $436k | 29k | 14.89 | |
| Berkshire Hills Ban (BHLB) | 0.2 | $448k | 17k | 27.09 | |
| Patterson Companies (PDCO) | 0.2 | $413k | 8.9k | 46.41 | |
| General Dynamics Corporation (GD) | 0.2 | $411k | 3.1k | 131.35 | |
| Steel Dynamics (STLD) | 0.2 | $413k | 18k | 22.77 | |
| Macquarie Infrastructure Company | 0.2 | $415k | 6.2k | 66.80 | |
| Comtech Telecomm (CMTL) | 0.2 | $413k | 18k | 23.62 | |
| Turquoisehillres | 0.2 | $402k | 158k | 2.55 | |
| Pulte (PHM) | 0.1 | $391k | 21k | 18.46 | |
| Hess (HES) | 0.1 | $394k | 7.7k | 51.04 | |
| Canadian Solar (CSIQ) | 0.1 | $388k | 20k | 19.41 | |
| Ametek (AME) | 0.1 | $388k | 7.8k | 50.03 | |
| Franco-Nevada Corporation (FNV) | 0.1 | $396k | 6.3k | 62.50 | |
| Signet Jewelers (SIG) | 0.1 | $360k | 3.0k | 121.99 | |
| American Equity Investment Life Holding (AEL) | 0.1 | $312k | 19k | 16.75 | |
| Cheniere Energy (LNG) | 0.1 | $320k | 9.5k | 33.73 | |
| Gnc Holdings Inc Cl A | 0.1 | $317k | 10k | 31.67 | |
| Horizon Pharma | 0.1 | $298k | 19k | 16.06 | |
| Bank of America Corporation (BAC) | 0.1 | $272k | 20k | 13.47 | |
| Bank of New York Mellon Corporation (BK) | 0.1 | $292k | 7.9k | 37.16 | |
| Waste Connections | 0.1 | $287k | 4.5k | 64.49 | |
| Procter & Gamble Company (PG) | 0.1 | $275k | 3.3k | 82.43 | |
| salesforce (CRM) | 0.1 | $272k | 3.7k | 74.40 | |
| Zions Bancorporation (ZION) | 0.1 | $281k | 11k | 24.59 | |
| Genesee & Wyoming | 0.1 | $277k | 4.4k | 63.24 | |
| Church & Dwight (CHD) | 0.1 | $273k | 3.0k | 92.23 | |
| TrustCo Bank Corp NY | 0.1 | $272k | 44k | 6.13 | |
| Citigroup (C) | 0.1 | $274k | 6.5k | 41.86 | |
| BioMarin Pharmaceutical (BMRN) | 0.1 | $259k | 3.3k | 78.22 | |
| At&t (T) | 0.1 | $249k | 6.3k | 39.25 | |
| Edwards Lifesciences (EW) | 0.1 | $266k | 3.0k | 88.73 | |
| Molson Coors Brewing Company (TAP) | 0.1 | $246k | 2.6k | 95.94 | |
| Unilever | 0.1 | $246k | 5.4k | 45.52 | |
| ON Semiconductor (ON) | 0.1 | $254k | 26k | 9.72 | |
| Brunswick Corporation (BC) | 0.1 | $261k | 5.4k | 48.08 | |
| Imax Corp Cad (IMAX) | 0.1 | $258k | 8.4k | 30.80 | |
| Oclaro | 0.1 | $256k | 48k | 5.35 | |
| Nxp Semiconductors N V (NXPI) | 0.1 | $259k | 3.2k | 81.68 | |
| Citizens Financial (CFG) | 0.1 | $261k | 12k | 21.28 | |
| Outfront Media (OUT) | 0.1 | $264k | 13k | 20.57 | |
| Hewlett Packard Enterprise (HPE) | 0.1 | $253k | 14k | 17.91 | |
| Progressive Corporation (PGR) | 0.1 | $225k | 6.4k | 35.02 | |
| Kellogg Company (K) | 0.1 | $245k | 3.2k | 76.80 | |
| Celanese Corporation (CE) | 0.1 | $222k | 3.4k | 66.05 | |
| CF Industries Holdings (CF) | 0.1 | $245k | 7.6k | 32.04 | |
| Ciena Corporation (CIEN) | 0.1 | $230k | 12k | 18.83 | |
| Stifel Financial (SF) | 0.1 | $228k | 7.7k | 29.80 | |
| United Therapeutics Corporation (UTHR) | 0.1 | $230k | 2.1k | 110.10 | |
| American International (AIG) | 0.1 | $239k | 4.4k | 54.43 | |
| Twenty-first Century Fox | 0.1 | $221k | 7.9k | 27.94 | |
| Sage Therapeutics (SAGE) | 0.1 | $228k | 7.3k | 31.32 | |
| Synchrony Financial (SYF) | 0.1 | $231k | 8.1k | 28.39 | |
| Nevro (NVRO) | 0.1 | $237k | 4.3k | 55.43 | |
| SLM Corporation (SLM) | 0.1 | $202k | 31k | 6.51 | |
| Tractor Supply Company (TSCO) | 0.1 | $209k | 2.3k | 90.83 | |
| Schnitzer Steel Industries (RDUS) | 0.1 | $213k | 11k | 19.15 | |
| Lowe's Companies (LOW) | 0.1 | $218k | 2.9k | 76.06 | |
| Synaptics, Incorporated (SYNA) | 0.1 | $208k | 2.7k | 77.99 | |
| Medivation | 0.1 | $211k | 5.7k | 37.35 | |
| Albemarle Corporation (ALB) | 0.1 | $206k | 3.2k | 63.84 | |
| Pandora Media | 0.1 | $207k | 22k | 9.51 | |
| Zeltiq Aesthetics | 0.1 | $206k | 7.7k | 26.75 | |
| Whitewave Foods | 0.1 | $208k | 5.2k | 40.29 | |
| Office Depot | 0.1 | $176k | 24k | 7.39 | |
| Infinera (INFN) | 0.1 | $191k | 12k | 15.79 | |
| GenMark Diagnostics | 0.1 | $181k | 35k | 5.13 | |
| Cys Investments | 0.1 | $168k | 21k | 8.04 | |
| Tronox | 0.1 | $169k | 26k | 6.62 | |
| Navient Corporation equity (NAVI) | 0.1 | $175k | 15k | 11.99 | |
| Wright Medical Group Nv | 0.1 | $175k | 11k | 16.65 | |
| BHP Billiton | 0.1 | $162k | 16k | 9.95 | |
| LG Display (LPL) | 0.1 | $151k | 13k | 11.61 | |
| Denny's Corporation (DENN) | 0.1 | $151k | 15k | 10.25 | |
| Two Harbors Investment | 0.1 | $159k | 20k | 7.80 | |
| Interval Leisure | 0.1 | $151k | 11k | 14.08 | |
| AES Corporation (AES) | 0.1 | $154k | 13k | 11.63 | |
| Harsco Corporation (NVRI) | 0.1 | $157k | 29k | 5.42 | |
| Redwood Trust (RWT) | 0.1 | $151k | 12k | 12.63 | |
| Affymetrix | 0.1 | $160k | 12k | 13.97 | |
| Entegris (ENTG) | 0.1 | $154k | 11k | 13.54 | |
| Rent-A-Center (UPBD) | 0.1 | $166k | 11k | 15.28 | |
| Vishay Intertechnology (VSH) | 0.1 | $153k | 13k | 12.24 | |
| Intersil Corporation | 0.1 | $151k | 11k | 13.31 | |
| AngloGold Ashanti | 0.1 | $154k | 11k | 13.73 | |
| Callaway Golf Company (MODG) | 0.1 | $151k | 16k | 9.21 | |
| Staples | 0.1 | $151k | 14k | 11.03 | |
| Valley National Ban (VLY) | 0.1 | $143k | 15k | 9.64 | |
| Franklin Street Properties (FSP) | 0.1 | $152k | 14k | 10.58 | |
| Frontier Communications | 0.1 | $165k | 29k | 5.64 | |
| Fifth Street Finance | 0.1 | $154k | 31k | 5.04 | |
| TCF Financial Corporation | 0.1 | $155k | 13k | 12.31 | |
| New York Times Company (NYT) | 0.1 | $152k | 12k | 12.64 | |
| Lexington Realty Trust (LXP) | 0.1 | $148k | 17k | 8.50 | |
| Ashford Hospitality Trust | 0.1 | $149k | 24k | 6.21 | |
| Gray Television (GTN) | 0.1 | $155k | 13k | 11.99 | |
| FelCor Lodging Trust Incorporated | 0.1 | $150k | 19k | 7.98 | |
| Rite Aid Corporation | 0.1 | $160k | 20k | 8.13 | |
| Atmel Corporation | 0.1 | $156k | 19k | 8.16 | |
| Amkor Technology (AMKR) | 0.1 | $151k | 26k | 5.79 | |
| Stage Stores | 0.1 | $159k | 20k | 7.90 | |
| Barnes & Noble | 0.1 | $151k | 12k | 12.44 | |
| BGC Partners | 0.1 | $156k | 17k | 9.07 | |
| Boston Private Financial Holdings | 0.1 | $151k | 13k | 11.49 | |
| Brooks Automation (AZTA) | 0.1 | $154k | 15k | 10.54 | |
| Graphic Packaging Holding Company (GPK) | 0.1 | $156k | 12k | 12.89 | |
| KapStone Paper and Packaging | 0.1 | $163k | 12k | 13.61 | |
| Kindred Healthcare | 0.1 | $152k | 13k | 12.14 | |
| Old National Ban (ONB) | 0.1 | $153k | 12k | 12.29 | |
| Brookline Ban (BRKL) | 0.1 | $144k | 13k | 11.05 | |
| Flextronics International Ltd Com Stk (FLEX) | 0.1 | $155k | 13k | 11.95 | |
| Medical Properties Trust (MPW) | 0.1 | $152k | 12k | 12.96 | |
| Vanda Pharmaceuticals (VNDA) | 0.1 | $150k | 19k | 8.03 | |
| Applied Micro Circuits Corporation | 0.1 | $158k | 24k | 6.54 | |
| General Cable Corporation | 0.1 | $156k | 14k | 11.09 | |
| F.N.B. Corporation (FNB) | 0.1 | $154k | 12k | 13.09 | |
| HMS Holdings | 0.1 | $149k | 11k | 13.82 | |
| TiVo | 0.1 | $150k | 16k | 9.53 | |
| Investors Real Estate Trust | 0.1 | $151k | 21k | 7.22 | |
| Momenta Pharmaceuticals | 0.1 | $161k | 18k | 8.91 | |
| Monmouth R.E. Inv | 0.1 | $151k | 13k | 11.94 | |
| NCI Building Systems | 0.1 | $151k | 11k | 13.75 | |
| Arlington Asset Investment | 0.1 | $151k | 12k | 12.63 | |
| CBL & Associates Properties | 0.1 | $155k | 13k | 11.79 | |
| Hatteras Financial | 0.1 | $154k | 11k | 14.10 | |
| Select Medical Holdings Corporation (SEM) | 0.1 | $151k | 13k | 11.63 | |
| National CineMedia | 0.1 | $151k | 10k | 15.09 | |
| SciClone Pharmaceuticals | 0.1 | $152k | 16k | 9.74 | |
| Unisys Corporation (UIS) | 0.1 | $149k | 19k | 7.95 | |
| Spectrum Pharmaceuticals | 0.1 | $150k | 24k | 6.28 | |
| Ironwood Pharmaceuticals (IRWD) | 0.1 | $157k | 15k | 10.50 | |
| SouFun Holdings | 0.1 | $155k | 27k | 5.85 | |
| Quad/Graphics (QUAD) | 0.1 | $156k | 12k | 13.27 | |
| Invesco Mortgage Capital | 0.1 | $154k | 13k | 11.87 | |
| Pacific Biosciences of California (PACB) | 0.1 | $150k | 17k | 8.70 | |
| E Commerce China Dangdang | 0.1 | $151k | 21k | 7.14 | |
| D Bona Film Group | 0.1 | $152k | 11k | 13.54 | |
| Meritor | 0.1 | $152k | 19k | 8.02 | |
| Neophotonics Corp | 0.1 | $160k | 12k | 13.84 | |
| Wendy's/arby's Group (WEN) | 0.1 | $149k | 14k | 10.84 | |
| Global Eagle Acquisition Cor | 0.1 | $152k | 18k | 8.30 | |
| Ag Mtg Invt Tr | 0.1 | $151k | 12k | 12.94 | |
| American Capital Mortgage In | 0.1 | $151k | 11k | 14.35 | |
| Suncoke Energy (SXC) | 0.1 | $153k | 25k | 6.09 | |
| Telefonica Brasil Sa | 0.1 | $158k | 12k | 12.85 | |
| Depository Vipshop Holdings Ltd - Ads receipt (VIPS) | 0.1 | $162k | 13k | 12.59 | |
| Everbank Finl | 0.1 | $154k | 10k | 15.07 | |
| Tower Semiconductor (TSEM) | 0.1 | $149k | 12k | 12.46 | |
| Ja Solar Holdings Co Ltd spon adr rep5ord | 0.1 | $152k | 18k | 8.67 | |
| Ruckus Wireless | 0.1 | $151k | 15k | 10.22 | |
| Silver Bay Rlty Tr | 0.1 | $156k | 11k | 14.54 | |
| Evertec (EVTC) | 0.1 | $154k | 11k | 13.85 | |
| Constellium Holdco B V cl a | 0.1 | $152k | 29k | 5.22 | |
| Blackberry (BB) | 0.1 | $151k | 19k | 8.02 | |
| Kcg Holdings Inc Cl A | 0.1 | $154k | 13k | 11.77 | |
| Third Point Reinsurance | 0.1 | $156k | 14k | 11.35 | |
| Applied Optoelectronics (AAOI) | 0.1 | $156k | 10k | 15.24 | |
| Clubcorp Hldgs | 0.1 | $157k | 11k | 13.92 | |
| Potbelly (PBPB) | 0.1 | $151k | 11k | 13.76 | |
| Vince Hldg | 0.1 | $159k | 27k | 5.86 | |
| Investors Ban | 0.1 | $153k | 13k | 11.64 | |
| Rayonier Advanced Matls (RYAM) | 0.1 | $155k | 16k | 9.78 | |
| Time | 0.1 | $161k | 11k | 15.39 | |
| Timkensteel (MTUS) | 0.1 | $159k | 18k | 8.87 | |
| Caretrust Reit (CTRE) | 0.1 | $150k | 12k | 12.59 | |
| Tuniu Corp sponsored ads cl (TOUR) | 0.1 | $151k | 14k | 10.75 | |
| Vitae Pharmaceuticals | 0.1 | $157k | 24k | 6.46 | |
| New Residential Investment (RITM) | 0.1 | $160k | 14k | 11.88 | |
| Travelport Worldwide | 0.1 | $150k | 11k | 13.46 | |
| New Senior Inv Grp | 0.1 | $152k | 15k | 10.11 | |
| Freshpet (FRPT) | 0.1 | $162k | 22k | 7.39 | |
| Wp Glimcher | 0.1 | $151k | 16k | 9.43 | |
| Windstream Holdings | 0.1 | $149k | 20k | 7.55 | |
| Global Net Lease | 0.1 | $151k | 18k | 8.44 | |
| Fitbit | 0.1 | $164k | 12k | 13.50 | |
| Party City Hold | 0.1 | $154k | 10k | 14.88 | |
| 8point Energy Partners Lp ml | 0.1 | $155k | 11k | 14.71 | |
| Kearny Finl Corp Md (KRNY) | 0.1 | $152k | 12k | 12.29 | |
| Chemours (CC) | 0.1 | $149k | 21k | 7.24 | |
| Nomad Foods (NOMD) | 0.1 | $154k | 17k | 9.17 | |
| Vareit, Inc reits | 0.1 | $151k | 17k | 8.84 | |
| Viavi Solutions Inc equities (VIAV) | 0.1 | $151k | 22k | 6.83 | |
| Sunrun (RUN) | 0.1 | $157k | 24k | 6.47 | |
| Resource Cap | 0.1 | $164k | 15k | 11.20 | |
| Conformis | 0.1 | $153k | 15k | 10.28 | |
| Northstar Realty Europe | 0.1 | $150k | 13k | 11.73 | |
| First Data | 0.1 | $148k | 12k | 12.48 | |
| Match | 0.1 | $152k | 14k | 10.94 | |
| AVX Corporation | 0.1 | $132k | 11k | 12.55 | |
| Kronos Worldwide (KRO) | 0.1 | $137k | 24k | 5.76 | |
| Titan Machinery (TITN) | 0.1 | $128k | 11k | 11.62 | |
| Ascena Retail | 0.1 | $123k | 12k | 10.70 | |
| Ofg Ban (OFG) | 0.1 | $137k | 19k | 7.07 | |
| Tarena International Inc- | 0.1 | $129k | 12k | 10.80 | |
| Amplify Snack Brands | 0.1 | $142k | 10k | 13.92 | |
| Daktronics (DAKT) | 0.0 | $93k | 12k | 8.11 | |
| Cbiz (CBZ) | 0.0 | $104k | 10k | 10.19 | |
| Mercer International (MERC) | 0.0 | $99k | 11k | 9.03 | |
| Oasis Petroleum | 0.0 | $113k | 16k | 7.23 | |
| First Potomac Realty Trust | 0.0 | $95k | 10k | 9.13 | |
| Costamare (CMRE) | 0.0 | $98k | 11k | 8.93 | |
| Mitel Networks Corp | 0.0 | $111k | 14k | 8.18 | |
| Weatherford Intl Plc ord | 0.0 | $91k | 12k | 7.64 | |
| Chiasma | 0.0 | $94k | 11k | 8.67 | |
| Dynex Capital | 0.0 | $76k | 11k | 6.65 | |
| InnerWorkings | 0.0 | $83k | 11k | 7.84 | |
| Stein Mart | 0.0 | $87k | 12k | 7.35 | |
| Tandem Diabetes Care | 0.0 | $88k | 10k | 8.50 | |
| Tribune Publishing | 0.0 | $81k | 11k | 7.75 | |
| Liquidity Services (LQDT) | 0.0 | $61k | 11k | 5.40 | |
| Scorpio Tankers | 0.0 | $58k | 10k | 5.78 | |
| CECO Environmental (CECO) | 0.0 | $64k | 10k | 6.18 | |
| Rex Energy Corporation | 0.0 | $17k | 20k | 0.85 | |
| Nanoviricides | 0.0 | $22k | 10k | 2.20 |
