Quantitative Systematic Strategies as of June 30, 2016
Portfolio Holdings for Quantitative Systematic Strategies
Quantitative Systematic Strategies holds 409 positions in its portfolio as reported in the June 2016 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| United Technologies Corporation | 0.8 | $1.8M | 18k | 100.57 | |
| Boston Scientific Corporation (BSX) | 0.8 | $1.7M | 72k | 23.03 | |
| Ingersoll-rand Co Ltd-cl A | 0.8 | $1.7M | 27k | 61.85 | |
| Express | 0.8 | $1.7M | 117k | 14.31 | |
| Honeywell International (HON) | 0.8 | $1.6M | 14k | 114.47 | |
| Metropcs Communications (TMUS) | 0.8 | $1.7M | 38k | 43.46 | |
| Lululemon Athletica (LULU) | 0.8 | $1.6M | 23k | 71.66 | |
| Bristol Myers Squibb (BMY) | 0.8 | $1.6M | 22k | 73.03 | |
| Visa (V) | 0.8 | $1.6M | 21k | 76.72 | |
| Buffalo Wild Wings | 0.8 | $1.6M | 11k | 141.92 | |
| Allegion Plc equity (ALLE) | 0.8 | $1.6M | 23k | 68.69 | |
| Coach | 0.7 | $1.6M | 39k | 40.12 | |
| Las Vegas Sands (LVS) | 0.7 | $1.6M | 37k | 43.62 | |
| Sherwin-Williams Company (SHW) | 0.7 | $1.6M | 5.4k | 290.36 | |
| TJX Companies (TJX) | 0.7 | $1.6M | 20k | 76.29 | |
| Hawaiian Holdings (HA) | 0.7 | $1.6M | 42k | 37.55 | |
| General Motors Company (GM) | 0.7 | $1.5M | 55k | 28.18 | |
| Norwegian Cruise Line Hldgs (NCLH) | 0.7 | $1.4M | 37k | 39.29 | |
| Best Buy (BBY) | 0.7 | $1.4M | 46k | 30.51 | |
| Chevron Corporation (CVX) | 0.6 | $1.4M | 13k | 103.46 | |
| Whirlpool Corporation (WHR) | 0.6 | $1.2M | 7.5k | 164.22 | |
| Hasbro (HAS) | 0.6 | $1.2M | 15k | 83.16 | |
| Affiliated Managers (AMG) | 0.5 | $1.1M | 8.1k | 140.09 | |
| Alexion Pharmaceuticals | 0.5 | $1.1M | 9.7k | 114.16 | |
| Calatlantic | 0.5 | $1.1M | 31k | 36.26 | |
| Progressive Corporation (PGR) | 0.5 | $1.1M | 33k | 32.65 | |
| Biogen Idec (BIIB) | 0.5 | $1.1M | 4.6k | 238.91 | |
| Key (KEY) | 0.5 | $1.1M | 102k | 10.82 | |
| Hldgs (UAL) | 0.5 | $1.1M | 27k | 40.56 | |
| Oracle Corporation (ORCL) | 0.5 | $1.1M | 26k | 40.56 | |
| MasterCard Incorporated (MA) | 0.5 | $1.0M | 11k | 92.10 | |
| Arthur J. Gallagher & Co. (AJG) | 0.5 | $1.0M | 22k | 46.34 | |
| Beacon Roofing Supply (BECN) | 0.5 | $1.1M | 24k | 44.13 | |
| First American Financial (FAF) | 0.5 | $1.1M | 27k | 39.30 | |
| Cme (CME) | 0.5 | $1.0M | 11k | 96.04 | |
| Stanley Black & Decker (SWK) | 0.5 | $1.0M | 9.4k | 108.05 | |
| SVB Financial (SIVBQ) | 0.5 | $1.0M | 11k | 92.64 | |
| Foot Locker (FL) | 0.5 | $1.0M | 19k | 55.09 | |
| Invesco (IVZ) | 0.5 | $1.0M | 41k | 24.85 | |
| KAR Auction Services (KAR) | 0.5 | $1.0M | 25k | 41.26 | |
| BioMarin Pharmaceutical (BMRN) | 0.5 | $996k | 13k | 78.33 | |
| Copart (CPRT) | 0.5 | $1.0M | 21k | 48.11 | |
| JetBlue Airways Corporation (JBLU) | 0.5 | $999k | 61k | 16.47 | |
| First Niagara Financial | 0.5 | $1.0M | 105k | 9.58 | |
| Tim Participacoes Sa- | 0.5 | $1.0M | 97k | 10.38 | |
| Vantiv Inc Cl A | 0.5 | $1.0M | 18k | 55.05 | |
| Synchrony Financial (SYF) | 0.5 | $1.0M | 41k | 24.83 | |
| Fidelity National Information Services (FIS) | 0.5 | $978k | 14k | 72.44 | |
| Total System Services | 0.5 | $983k | 19k | 51.30 | |
| Ameriprise Financial (AMP) | 0.5 | $987k | 11k | 89.01 | |
| DST Systems | 0.5 | $989k | 8.7k | 114.24 | |
| Equifax (EFX) | 0.5 | $989k | 7.9k | 125.75 | |
| AFLAC Incorporated (AFL) | 0.5 | $992k | 14k | 70.09 | |
| WESCO International (WCC) | 0.5 | $982k | 19k | 51.41 | |
| Robert Half International (RHI) | 0.5 | $978k | 27k | 36.62 | |
| Amtrust Financial Services | 0.5 | $988k | 41k | 24.10 | |
| Western Alliance Bancorporation (WAL) | 0.5 | $991k | 31k | 32.27 | |
| NuVasive | 0.5 | $990k | 17k | 59.24 | |
| Spectranetics Corporation | 0.5 | $982k | 54k | 18.33 | |
| Ophthotech | 0.5 | $990k | 19k | 51.97 | |
| Medtronic (MDT) | 0.5 | $991k | 12k | 85.45 | |
| PennyMac Mortgage Investment Trust (PMT) | 0.5 | $973k | 61k | 16.07 | |
| PNC Financial Services (PNC) | 0.5 | $963k | 12k | 80.34 | |
| Bank of New York Mellon Corporation (BK) | 0.5 | $968k | 26k | 38.01 | |
| Canadian Pacific Railway | 0.5 | $966k | 7.6k | 126.37 | |
| A. O. Smith Corporation (AOS) | 0.5 | $970k | 11k | 85.63 | |
| Chemical Financial Corporation | 0.5 | $955k | 26k | 36.53 | |
| Regions Financial Corporation (RF) | 0.4 | $952k | 113k | 8.42 | |
| Mohawk Industries (MHK) | 0.4 | $952k | 5.1k | 188.29 | |
| Liberty Media | 0.4 | $939k | 38k | 25.02 | |
| Applied Industrial Technologies (AIT) | 0.4 | $917k | 21k | 43.86 | |
| CenturyLink | 0.4 | $903k | 32k | 28.55 | |
| Philip Morris International (PM) | 0.4 | $897k | 9.1k | 98.85 | |
| Gilead Sciences (GILD) | 0.4 | $899k | 11k | 82.30 | |
| O'reilly Automotive (ORLY) | 0.4 | $903k | 3.3k | 273.31 | |
| Kraft Heinz (KHC) | 0.4 | $905k | 11k | 86.29 | |
| CBOE Holdings (CBOE) | 0.4 | $868k | 13k | 65.74 | |
| Express Scripts Holding | 0.4 | $882k | 12k | 75.70 | |
| Duke Energy (DUK) | 0.4 | $884k | 11k | 84.35 | |
| Welltower Inc Com reit (WELL) | 0.4 | $888k | 12k | 75.54 | |
| Broad | 0.4 | $878k | 5.7k | 155.01 | |
| Carter's (CRI) | 0.4 | $847k | 8.1k | 105.05 | |
| Northrop Grumman Corporation (NOC) | 0.4 | $863k | 4.0k | 217.33 | |
| East West Ban (EWBC) | 0.4 | $850k | 25k | 33.48 | |
| Berry Plastics (BERY) | 0.4 | $854k | 23k | 37.76 | |
| SLM Corporation (SLM) | 0.4 | $828k | 137k | 6.06 | |
| American Eagle Outfitters (AEO) | 0.4 | $828k | 53k | 15.67 | |
| CarMax (KMX) | 0.4 | $830k | 17k | 48.23 | |
| Edwards Lifesciences (EW) | 0.4 | $826k | 8.5k | 96.91 | |
| Franklin Resources (BEN) | 0.4 | $827k | 26k | 32.47 | |
| J.B. Hunt Transport Services (JBHT) | 0.4 | $826k | 10k | 79.80 | |
| Mattel (MAT) | 0.4 | $827k | 27k | 31.00 | |
| Automatic Data Processing (ADP) | 0.4 | $828k | 9.3k | 89.11 | |
| Big Lots (BIG) | 0.4 | $845k | 17k | 50.31 | |
| Shutterfly | 0.4 | $827k | 18k | 46.17 | |
| Intra Cellular Therapies (ITCI) | 0.4 | $827k | 22k | 37.42 | |
| Pentair cs (PNR) | 0.4 | $830k | 14k | 57.73 | |
| Equity Commonwealth (EQC) | 0.4 | $825k | 29k | 28.86 | |
| Baxter International (BAX) | 0.4 | $808k | 18k | 44.83 | |
| Electronic Arts (EA) | 0.4 | $805k | 11k | 73.73 | |
| First Midwest Ban | 0.4 | $808k | 47k | 17.26 | |
| Prudential Financial (PRU) | 0.4 | $814k | 12k | 70.17 | |
| Applied Materials (AMAT) | 0.4 | $809k | 34k | 23.56 | |
| Domino's Pizza (DPZ) | 0.4 | $814k | 6.4k | 126.89 | |
| Yahoo! | 0.4 | $807k | 22k | 36.87 | |
| Yelp Inc cl a (YELP) | 0.4 | $809k | 28k | 29.18 | |
| Lear Corporation (LEA) | 0.4 | $782k | 7.7k | 102.08 | |
| Caterpillar (CAT) | 0.4 | $791k | 11k | 75.10 | |
| Monsanto Company | 0.4 | $801k | 7.7k | 103.57 | |
| Eli Lilly & Co. (LLY) | 0.4 | $801k | 10k | 78.20 | |
| Roper Industries (ROP) | 0.4 | $784k | 4.6k | 168.71 | |
| Activision Blizzard | 0.4 | $797k | 21k | 38.07 | |
| Greenhill & Co | 0.4 | $784k | 49k | 16.01 | |
| Dollar General (DG) | 0.4 | $800k | 8.5k | 93.74 | |
| Pvh Corporation (PVH) | 0.4 | $799k | 8.6k | 92.89 | |
| Eaton (ETN) | 0.4 | $791k | 13k | 59.11 | |
| Diamond Resorts International | 0.4 | $786k | 26k | 29.94 | |
| American Airls (AAL) | 0.4 | $803k | 29k | 27.70 | |
| Burlington Stores (BURL) | 0.4 | $786k | 12k | 65.52 | |
| MGIC Investment (MTG) | 0.4 | $776k | 131k | 5.92 | |
| Royal Caribbean Cruises (RCL) | 0.4 | $765k | 11k | 67.85 | |
| PerkinElmer (RVTY) | 0.4 | $768k | 15k | 51.60 | |
| Lockheed Martin Corporation (LMT) | 0.4 | $766k | 3.1k | 246.38 | |
| Steel Dynamics (STLD) | 0.4 | $769k | 33k | 23.62 | |
| Assured Guaranty (AGO) | 0.4 | $767k | 31k | 24.68 | |
| Medivation | 0.4 | $772k | 13k | 60.95 | |
| Kansas City Southern | 0.4 | $762k | 8.5k | 89.21 | |
| Ironwood Pharmaceuticals (IRWD) | 0.4 | $761k | 59k | 12.96 | |
| Delphi Automotive | 0.4 | $776k | 12k | 62.72 | |
| Cst Brands | 0.4 | $771k | 18k | 42.70 | |
| Voya Financial (VOYA) | 0.4 | $762k | 31k | 24.64 | |
| Michaels Cos Inc/the | 0.4 | $779k | 28k | 27.87 | |
| Alibaba Group Holding (BABA) | 0.4 | $764k | 9.8k | 78.01 | |
| Swift Transportation Company | 0.3 | $759k | 50k | 15.17 | |
| Clovis Oncology | 0.3 | $751k | 50k | 15.06 | |
| Facebook Inc cl a (META) | 0.3 | $750k | 6.6k | 114.22 | |
| Monster Beverage Corp (MNST) | 0.3 | $754k | 4.8k | 157.91 | |
| Yum! Brands (YUM) | 0.3 | $735k | 8.9k | 82.69 | |
| Amazon (AMZN) | 0.3 | $726k | 1.0k | 715.27 | |
| MGM Resorts International. (MGM) | 0.3 | $732k | 32k | 22.74 | |
| Expedia (EXPE) | 0.3 | $732k | 7.0k | 104.11 | |
| Zoetis Inc Cl A (ZTS) | 0.3 | $733k | 16k | 47.22 | |
| Alphabet Inc Class A cs (GOOGL) | 0.3 | $728k | 1.0k | 695.32 | |
| Wal-Mart Stores (WMT) | 0.3 | $698k | 9.6k | 72.50 | |
| Merck & Co (MRK) | 0.3 | $699k | 12k | 57.08 | |
| Whole Foods Market | 0.3 | $713k | 23k | 31.43 | |
| Phillips 66 (PSX) | 0.3 | $712k | 8.9k | 79.68 | |
| Exxon Mobil Corporation (XOM) | 0.3 | $687k | 7.4k | 92.43 | |
| Omni (OMC) | 0.3 | $687k | 8.6k | 80.08 | |
| REPCOM cla | 0.3 | $689k | 20k | 34.11 | |
| Momo | 0.3 | $689k | 68k | 10.19 | |
| Axovant Sciences | 0.3 | $682k | 53k | 12.93 | |
| Libertyinteractivecorp lbtventcoma | 0.3 | $674k | 18k | 36.87 | |
| Nimble Storage | 0.3 | $674k | 86k | 7.86 | |
| Williams-Sonoma (WSM) | 0.3 | $640k | 12k | 52.10 | |
| Gold Fields (GFI) | 0.3 | $620k | 126k | 4.91 | |
| Procter & Gamble Company (PG) | 0.3 | $619k | 7.4k | 83.86 | |
| Cheniere Energy (LNG) | 0.3 | $616k | 17k | 37.02 | |
| Citigroup (C) | 0.3 | $611k | 15k | 42.12 | |
| Pretium Res Inc Com Isin# Ca74 | 0.3 | $622k | 57k | 10.95 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.3 | $600k | 7.1k | 85.00 | |
| 3M Company (MMM) | 0.3 | $599k | 3.5k | 171.49 | |
| Waddell & Reed Financial | 0.3 | $603k | 36k | 17.00 | |
| Williams Companies (WMB) | 0.3 | $602k | 29k | 20.91 | |
| Patterson Companies (PDCO) | 0.3 | $608k | 13k | 47.56 | |
| Starbucks Corporation (SBUX) | 0.3 | $601k | 11k | 56.70 | |
| Magna Intl Inc cl a (MGA) | 0.3 | $600k | 17k | 34.92 | |
| Radian (RDN) | 0.3 | $600k | 61k | 9.89 | |
| MetLife (MET) | 0.3 | $609k | 16k | 39.22 | |
| Teck Resources Ltd cl b (TECK) | 0.3 | $600k | 48k | 12.55 | |
| Sunpower (SPWR) | 0.3 | $603k | 40k | 15.20 | |
| Caesar Stone Sdot Yam (CSTE) | 0.3 | $600k | 18k | 34.16 | |
| Lendingclub | 0.3 | $600k | 132k | 4.54 | |
| Carlisle Companies (CSL) | 0.3 | $581k | 5.6k | 103.07 | |
| Tripadvisor (TRIP) | 0.3 | $579k | 9.1k | 63.86 | |
| Habit Restaurants Inc/the-a | 0.3 | $580k | 35k | 16.37 | |
| Noble Energy | 0.3 | $555k | 16k | 35.86 | |
| Delta Air Lines (DAL) | 0.3 | $567k | 16k | 36.25 | |
| Universal Insurance Holdings (UVE) | 0.3 | $552k | 31k | 18.01 | |
| Hewlett Packard Enterprise (HPE) | 0.3 | $558k | 31k | 17.78 | |
| Provident Financial Services (PFS) | 0.2 | $512k | 27k | 19.18 | |
| CoreLogic | 0.2 | $521k | 14k | 38.14 | |
| AutoZone (AZO) | 0.2 | $485k | 612.00 | 792.48 | |
| Immunomedics | 0.2 | $497k | 217k | 2.29 | |
| Raptor Pharmaceutical | 0.2 | $495k | 93k | 5.35 | |
| Illinois Tool Works (ITW) | 0.2 | $455k | 4.5k | 101.90 | |
| Hershey Company (HSY) | 0.2 | $446k | 4.0k | 111.81 | |
| Scientific Games (LNW) | 0.2 | $443k | 50k | 8.93 | |
| SPX Corporation | 0.2 | $455k | 31k | 14.63 | |
| Gms (GMS) | 0.2 | $422k | 20k | 21.62 | |
| Safety Insurance (SAFT) | 0.2 | $400k | 6.5k | 61.11 | |
| Archer Daniels Midland Company (ADM) | 0.2 | $399k | 9.6k | 41.73 | |
| Integra LifeSciences Holdings (IART) | 0.2 | $402k | 5.2k | 78.00 | |
| McDonald's Corporation (MCD) | 0.2 | $379k | 3.2k | 119.45 | |
| Nike (NKE) | 0.2 | $378k | 6.9k | 55.13 | |
| FelCor Lodging Trust Incorporated | 0.2 | $379k | 60k | 6.27 | |
| Canadian Solar (CSIQ) | 0.2 | $378k | 25k | 14.87 | |
| Investors Ban | 0.2 | $379k | 35k | 10.99 | |
| S&p Global (SPGI) | 0.2 | $376k | 3.5k | 106.06 | |
| Abbott Laboratories (ABT) | 0.2 | $363k | 9.4k | 38.55 | |
| Fifth Third Ban (FITB) | 0.2 | $360k | 21k | 17.12 | |
| Celgene Corporation | 0.2 | $366k | 3.7k | 98.87 | |
| Mallinckrodt Pub | 0.2 | $335k | 5.6k | 59.84 | |
| Neurocrine Biosciences (NBIX) | 0.1 | $321k | 7.1k | 45.36 | |
| Seaworld Entertainment (PRKS) | 0.1 | $312k | 22k | 14.25 | |
| 58 Com Inc spon adr rep a | 0.1 | $331k | 7.2k | 45.91 | |
| Newmont Mining Corporation (NEM) | 0.1 | $296k | 7.9k | 37.67 | |
| Akamai Technologies (AKAM) | 0.1 | $290k | 5.3k | 54.58 | |
| American Axle & Manufact. Holdings (AXL) | 0.1 | $302k | 20k | 14.81 | |
| Anworth Mortgage Asset Corporation | 0.1 | $302k | 65k | 4.67 | |
| Pacira Pharmaceuticals (PCRX) | 0.1 | $299k | 8.0k | 37.51 | |
| Cavium | 0.1 | $290k | 7.5k | 38.43 | |
| Klx Inc Com $0.01 | 0.1 | $307k | 10k | 30.71 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.1 | $268k | 6.7k | 39.99 | |
| Union Pacific Corporation (UNP) | 0.1 | $270k | 3.1k | 86.48 | |
| Dow Chemical Company | 0.1 | $273k | 5.5k | 49.34 | |
| Brunswick Corporation (BC) | 0.1 | $280k | 6.3k | 44.57 | |
| CF Industries Holdings (CF) | 0.1 | $269k | 11k | 24.32 | |
| Camden National Corporation (CAC) | 0.1 | $277k | 6.6k | 41.84 | |
| Arris | 0.1 | $270k | 13k | 20.60 | |
| Waste Management (WM) | 0.1 | $254k | 3.9k | 65.30 | |
| Everest Re Group (EG) | 0.1 | $264k | 1.5k | 173.57 | |
| Pepsi (PEP) | 0.1 | $263k | 2.6k | 103.02 | |
| Fiserv (FI) | 0.1 | $250k | 2.3k | 106.52 | |
| Jones Lang LaSalle Incorporated (JLL) | 0.1 | $254k | 2.5k | 100.51 | |
| Semtech Corporation (SMTC) | 0.1 | $265k | 11k | 23.27 | |
| St. Jude Medical | 0.1 | $253k | 3.3k | 77.56 | |
| Flamel Technologies | 0.1 | $261k | 24k | 10.77 | |
| Mellanox Technologies | 0.1 | $265k | 5.6k | 46.93 | |
| Turquoisehillres | 0.1 | $252k | 77k | 3.29 | |
| Trinseo S A | 0.1 | $258k | 6.1k | 42.36 | |
| Dct Industrial Trust Inc reit usd.01 | 0.1 | $247k | 5.2k | 47.13 | |
| Nevro (NVRO) | 0.1 | $263k | 3.7k | 71.58 | |
| Lincoln National Corporation (LNC) | 0.1 | $226k | 6.0k | 37.97 | |
| Xilinx | 0.1 | $240k | 5.3k | 45.52 | |
| Macy's (M) | 0.1 | $245k | 7.3k | 33.36 | |
| Shire | 0.1 | $243k | 1.3k | 180.67 | |
| Abercrombie & Fitch (ANF) | 0.1 | $242k | 14k | 17.52 | |
| Advance Auto Parts (AAP) | 0.1 | $238k | 1.5k | 161.14 | |
| Bank of the Ozarks | 0.1 | $246k | 6.7k | 36.68 | |
| Microsemi Corporation | 0.1 | $238k | 7.6k | 31.39 | |
| Lam Research Corporation (LRCX) | 0.1 | $232k | 2.8k | 82.09 | |
| Exelixis (EXEL) | 0.1 | $242k | 31k | 7.79 | |
| FMC Corporation (FMC) | 0.1 | $226k | 5.0k | 45.42 | |
| MarketAxess Holdings (MKTX) | 0.1 | $243k | 1.7k | 142.27 | |
| TreeHouse Foods (THS) | 0.1 | $239k | 2.4k | 99.01 | |
| Woodward Governor Company (WWD) | 0.1 | $237k | 4.2k | 56.19 | |
| Amc Networks Inc Cl A (AMCX) | 0.1 | $225k | 3.9k | 57.30 | |
| Tesaro | 0.1 | $240k | 2.9k | 81.47 | |
| Citizens Financial (CFG) | 0.1 | $232k | 12k | 19.55 | |
| Communications Sales&leas Incom us equities / etf's | 0.1 | $229k | 8.1k | 28.24 | |
| Westrock (WRK) | 0.1 | $232k | 6.1k | 37.93 | |
| Liberty Media Corp Delaware Com C Braves Grp | 0.1 | $229k | 16k | 14.08 | |
| Us Foods Hldg Corp call (USFD) | 0.1 | $233k | 9.6k | 24.35 | |
| Signature Bank (SBNY) | 0.1 | $222k | 1.8k | 123.13 | |
| Legg Mason | 0.1 | $214k | 7.3k | 29.18 | |
| Molson Coors Brewing Company (TAP) | 0.1 | $205k | 2.1k | 98.56 | |
| Apartment Investment and Management | 0.1 | $223k | 5.1k | 43.35 | |
| CVS Caremark Corporation (CVS) | 0.1 | $218k | 2.3k | 95.07 | |
| Wolverine World Wide (WWW) | 0.1 | $209k | 10k | 20.03 | |
| eBay (EBAY) | 0.1 | $218k | 9.4k | 23.28 | |
| Praxair | 0.1 | $218k | 2.0k | 110.55 | |
| ON Semiconductor (ON) | 0.1 | $206k | 24k | 8.69 | |
| American Equity Investment Life Holding (AEL) | 0.1 | $222k | 16k | 13.89 | |
| Huntsman Corporation (HUN) | 0.1 | $204k | 15k | 13.50 | |
| Finisar Corporation | 0.1 | $222k | 13k | 17.32 | |
| LaSalle Hotel Properties | 0.1 | $204k | 8.8k | 23.28 | |
| IBERIABANK Corporation | 0.1 | $215k | 3.6k | 59.24 | |
| TrustCo Bank Corp NY | 0.1 | $206k | 33k | 6.23 | |
| Xl Group | 0.1 | $221k | 6.9k | 32.17 | |
| Kraton Performance Polymers | 0.1 | $211k | 7.8k | 27.01 | |
| Endologix | 0.1 | $215k | 17k | 12.34 | |
| Interxion Holding | 0.1 | $214k | 5.9k | 36.06 | |
| Ralph Lauren Corp (RL) | 0.1 | $224k | 2.5k | 88.68 | |
| Sarepta Therapeutics (SRPT) | 0.1 | $211k | 11k | 18.68 | |
| Nanostring Technologies (NSTGQ) | 0.1 | $211k | 17k | 12.51 | |
| Kcg Holdings Inc Cl A | 0.1 | $224k | 17k | 13.04 | |
| Commscope Hldg (COMM) | 0.1 | $208k | 6.8k | 30.41 | |
| Santander Consumer Usa | 0.1 | $216k | 21k | 10.30 | |
| Radius Health | 0.1 | $213k | 5.8k | 36.92 | |
| Qorvo (QRVO) | 0.1 | $220k | 4.0k | 54.58 | |
| Livanova Plc Ord (LIVN) | 0.1 | $208k | 4.3k | 48.67 | |
| Hertz Global Holdings | 0.1 | $216k | 20k | 10.92 | |
| Huntington Bancshares Incorporated (HBAN) | 0.1 | $184k | 22k | 8.53 | |
| Interval Leisure | 0.1 | $187k | 12k | 15.44 | |
| Reynolds American | 0.1 | $200k | 3.8k | 52.87 | |
| Pier 1 Imports | 0.1 | $184k | 34k | 5.39 | |
| Rite Aid Corporation | 0.1 | $197k | 26k | 7.66 | |
| BioCryst Pharmaceuticals (BCRX) | 0.1 | $186k | 64k | 2.91 | |
| F.N.B. Corporation (FNB) | 0.1 | $183k | 15k | 12.30 | |
| Veeco Instruments (VECO) | 0.1 | $186k | 12k | 16.10 | |
| Triumph (TGI) | 0.1 | $203k | 6.0k | 34.12 | |
| Brocade Communications Systems | 0.1 | $182k | 20k | 9.08 | |
| Meritor | 0.1 | $185k | 26k | 7.01 | |
| Cys Investments | 0.1 | $188k | 23k | 8.30 | |
| Covanta Holding Corporation | 0.1 | $171k | 11k | 16.23 | |
| LG Display (LPL) | 0.1 | $162k | 15k | 11.20 | |
| Two Harbors Investment | 0.1 | $166k | 20k | 8.53 | |
| Bank of America Corporation (BAC) | 0.1 | $168k | 13k | 13.20 | |
| Harsco Corporation (NVRI) | 0.1 | $169k | 26k | 6.43 | |
| Nuance Communications | 0.1 | $164k | 11k | 15.36 | |
| Redwood Trust (RWT) | 0.1 | $163k | 12k | 13.61 | |
| Schnitzer Steel Industries (RDUS) | 0.1 | $163k | 10k | 15.70 | |
| Nokia Corporation (NOK) | 0.1 | $166k | 30k | 5.53 | |
| Rent-A-Center (UPBD) | 0.1 | $162k | 13k | 12.13 | |
| Vishay Intertechnology (VSH) | 0.1 | $163k | 14k | 11.99 | |
| Intersil Corporation | 0.1 | $179k | 14k | 13.09 | |
| Xerox Corporation | 0.1 | $175k | 19k | 9.38 | |
| Apollo | 0.1 | $167k | 19k | 9.04 | |
| Mbia (MBI) | 0.1 | $169k | 25k | 6.83 | |
| Valley National Ban (VLY) | 0.1 | $173k | 19k | 8.93 | |
| Gray Television (GTN) | 0.1 | $171k | 16k | 10.88 | |
| Micron Technology (MU) | 0.1 | $178k | 14k | 13.16 | |
| Boston Private Financial Holdings | 0.1 | $167k | 15k | 11.45 | |
| Brooks Automation (AZTA) | 0.1 | $172k | 16k | 10.96 | |
| Companhia de Saneamento Basi (SBS) | 0.1 | $164k | 18k | 8.93 | |
| Marvell Technology Group | 0.1 | $176k | 19k | 9.44 | |
| Old National Ban (ONB) | 0.1 | $167k | 14k | 12.25 | |
| Elizabeth Arden | 0.1 | $176k | 13k | 13.68 | |
| Comtech Telecomm (CMTL) | 0.1 | $178k | 14k | 12.38 | |
| Daktronics (DAKT) | 0.1 | $163k | 26k | 6.19 | |
| DiamondRock Hospitality Company (DRH) | 0.1 | $171k | 19k | 8.98 | |
| E-House | 0.1 | $172k | 27k | 6.50 | |
| Banco Itau Holding Financeira (ITUB) | 0.1 | $168k | 18k | 9.40 | |
| Jabil Circuit (JBL) | 0.1 | $181k | 10k | 17.80 | |
| Northwest Bancshares (NWBI) | 0.1 | $164k | 11k | 14.34 | |
| Sangamo Biosciences (SGMO) | 0.1 | $163k | 28k | 5.79 | |
| General Cable Corporation | 0.1 | $172k | 14k | 12.57 | |
| MFA Mortgage Investments | 0.1 | $166k | 23k | 7.19 | |
| TiVo | 0.1 | $163k | 17k | 9.88 | |
| Brookdale Senior Living (BKD) | 0.1 | $180k | 12k | 15.41 | |
| Kinross Gold Corp (KGC) | 0.1 | $169k | 34k | 5.03 | |
| Quality Systems | 0.1 | $171k | 15k | 11.59 | |
| Zumiez (ZUMZ) | 0.1 | $168k | 12k | 14.08 | |
| Momenta Pharmaceuticals | 0.1 | $163k | 15k | 10.59 | |
| Monmouth R.E. Inv | 0.1 | $161k | 12k | 13.05 | |
| Arlington Asset Investment | 0.1 | $177k | 14k | 12.84 | |
| National CineMedia | 0.1 | $174k | 12k | 14.86 | |
| Spectrum Pharmaceuticals | 0.1 | $164k | 25k | 6.58 | |
| 3D Systems Corporation (DDD) | 0.1 | $172k | 13k | 13.58 | |
| Invesco Mortgage Capital | 0.1 | $179k | 13k | 13.53 | |
| Vera Bradley (VRA) | 0.1 | $167k | 12k | 14.15 | |
| Pandora Media | 0.1 | $169k | 14k | 12.55 | |
| American Capital Mortgage In | 0.1 | $161k | 10k | 15.61 | |
| Yrc Worldwide Inc Com par $.01 | 0.1 | $161k | 19k | 8.71 | |
| Invensense | 0.1 | $167k | 28k | 5.96 | |
| Everbank Finl | 0.1 | $171k | 12k | 14.48 | |
| Mrc Global Inc cmn (MRC) | 0.1 | $167k | 12k | 13.62 | |
| Evertec (EVTC) | 0.1 | $163k | 11k | 15.36 | |
| Ovascience | 0.1 | $164k | 31k | 5.38 | |
| Cnh Industrial (CNHI) | 0.1 | $164k | 23k | 7.11 | |
| Fireeye | 0.1 | $165k | 10k | 16.05 | |
| Third Point Reinsurance | 0.1 | $163k | 14k | 11.32 | |
| Mirati Therapeutics | 0.1 | $165k | 30k | 5.50 | |
| Applied Optoelectronics (AAOI) | 0.1 | $165k | 16k | 10.39 | |
| Sterling Bancorp | 0.1 | $167k | 11k | 15.61 | |
| 0.1 | $182k | 11k | 16.86 | ||
| Uniqure Nv (QURE) | 0.1 | $165k | 23k | 7.08 | |
| Lion Biotechnologies | 0.1 | $178k | 23k | 7.93 | |
| Rayonier Advanced Matls (RYAM) | 0.1 | $168k | 13k | 12.97 | |
| Ally Financial (ALLY) | 0.1 | $168k | 11k | 15.97 | |
| La Quinta Holdings | 0.1 | $167k | 15k | 11.34 | |
| Timkensteel (MTUS) | 0.1 | $170k | 18k | 9.45 | |
| Sportsmans Whse Hldgs (SPWH) | 0.1 | $166k | 21k | 8.09 | |
| Gopro (GPRO) | 0.1 | $169k | 16k | 10.79 | |
| Tuniu Corp sponsored ads cl (TOUR) | 0.1 | $163k | 19k | 8.40 | |
| Northstar Asset Management C | 0.1 | $162k | 16k | 10.06 | |
| Smart & Final Stores | 0.1 | $175k | 12k | 14.75 | |
| New Residential Investment (RITM) | 0.1 | $166k | 12k | 13.44 | |
| Travelport Worldwide | 0.1 | $163k | 13k | 12.45 | |
| Fiat Chrysler Auto | 0.1 | $165k | 27k | 6.02 | |
| New Senior Inv Grp | 0.1 | $167k | 16k | 10.68 | |
| Hrg | 0.1 | $175k | 13k | 13.38 | |
| Ascendis Pharma A S (ASND) | 0.1 | $162k | 12k | 13.58 | |
| Party City Hold | 0.1 | $169k | 12k | 13.78 | |
| Kearny Finl Corp Md (KRNY) | 0.1 | $166k | 14k | 12.20 | |
| Nomad Foods (NOMD) | 0.1 | $167k | 21k | 8.04 | |
| Amplify Snack Brands | 0.1 | $163k | 11k | 14.25 | |
| Northstar Realty Finance | 0.1 | $163k | 15k | 11.26 | |
| First Data | 0.1 | $167k | 15k | 10.99 | |
| Match | 0.1 | $164k | 11k | 14.53 | |
| Multi Packaging Solutions In | 0.1 | $169k | 13k | 13.21 | |
| Square Inc cl a (SQ) | 0.1 | $165k | 18k | 9.31 | |
| Chico's FAS | 0.1 | $143k | 14k | 10.54 | |
| Applied Micro Circuits Corporation | 0.1 | $159k | 26k | 6.20 | |
| Investors Real Estate Trust | 0.1 | $149k | 23k | 6.56 | |
| Costamare (CMRE) | 0.1 | $156k | 18k | 8.88 | |
| 21vianet Group (VNET) | 0.1 | $152k | 16k | 9.71 | |
| Apollo Residential Mortgage | 0.1 | $144k | 11k | 13.27 | |
| Meetme | 0.1 | $160k | 30k | 5.40 | |
| Liberty Media Corp Delaware Com A Braves Grp | 0.1 | $160k | 11k | 14.52 | |
| Brookline Ban (BRKL) | 0.1 | $124k | 12k | 10.81 | |
| Healthways | 0.1 | $118k | 10k | 11.50 | |
| Suncoke Energy (SXC) | 0.1 | $136k | 24k | 5.61 | |
| Potbelly (PBPB) | 0.1 | $137k | 11k | 12.49 | |
| Heritage Ins Hldgs (HRTG) | 0.1 | $130k | 11k | 11.81 | |
| Boot Barn Hldgs (BOOT) | 0.1 | $127k | 15k | 8.51 | |
| Tailored Brands | 0.1 | $129k | 10k | 12.36 | |
| Net 1 UEPS Technologies (LSAK) | 0.1 | $104k | 11k | 9.72 | |
| Kronos Worldwide (KRO) | 0.1 | $117k | 23k | 5.20 | |
| First Potomac Realty Trust | 0.1 | $113k | 12k | 9.19 | |
| Vince Hldg | 0.1 | $101k | 19k | 5.45 | |
| Tandem Diabetes Care | 0.1 | $108k | 15k | 7.35 | |
| Freshpet (FRPT) | 0.1 | $116k | 13k | 9.18 | |
| Dynex Capital | 0.0 | $79k | 12k | 6.81 | |
| Mercer International (MERC) | 0.0 | $79k | 10k | 7.83 | |
| Weatherford Intl Plc ord | 0.0 | $63k | 11k | 5.53 | |
| Baozun (BZUN) | 0.0 | $67k | 11k | 6.37 | |
| Nanoviricides | 0.0 | $16k | 10k | 1.60 |
