InvestorQuantitative Systematic Strategies LLC
Portfolio Value $ 394,177,000
Current Positions527
Opened Positions5
Closed Positions197


Latest Holdings, Performance, AUM (from 13F, 13D)

Quantitative Systematic Strategies LLC has disclosed 527 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 394,177,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed).

Top Holdings

Quantitative Systematic Strategies LLC's top holdings are Colgate-Palmolive Co. (NYSE:CL) , Visa, Inc. (NYSE:V) , United Technologies Corp. (NYSE:UTX) , Microsoft Corp. (NASDAQ:MSFT) , and PepsiCo, Inc. (NASDAQ:PEP) . Quantitative Systematic Strategies LLC's new positions include Columbia Property Trust, Inc. (NYSE:CXP) , Black Knight Financial Services, Inc. (NYSE:BKFS) , Chesapeake Lodging Trust (NYSE:CHSP) , JBG SMITH Properties (NYSE:JBGS) , and Evoqua Water Technologies Corp. (NYSE:AQUA) .

All Quantitative Systematic Strategies LLC holdings are listed in the following tables. Data is sourced from 13D/13G, 13F, and N-Q filings. Green rows indicate new positions. Red rows indicate closed positions.

This form was filed on February 01, 2018. Click the link icon to see the full transaction history.

Reporting PeriodFormSecurity Imputed
Share Price
Prev SharesCurrent SharesChange
(Percent)
Prev Value ($K)Current Value ($K)Change
(Percent)
2017-12-31 13F-HR SKX / Skechers U.S.A. Inc. 37.84 7,320 277
2017-12-31 13F-HR SOGO / Sogou Inc. 11.58 56,146 650
2017-12-31 13F-HR SRCL / Stericycle, Inc. 67.93 4,695 4,696 0.02 336 319 -5.06
2017-12-31 13F-HR STL / Sterling Bancorp 12.71 88,234 43,281 -50.95 2,175 550 -74.71
2017-12-31 13F-HR SYNT / Syntel, Inc. 22.95 9,631 221
2017-12-31 13F-HR COH / Coach, Inc. 44.25 14,620 647
2017-12-31 13F-HR TEL / TE Connectivity Ltd. 95.08 5,561 8,277 48.84 462 787 70.35
2017-12-31 13F-HR TXN / Texas Instruments Inc. 104.42 0 14,490 0 1,513
2017-12-31 13F-HR TMO / Thermo Fisher Scientific, Inc. 189.84 2,668 10,182 281.63 505 1,933 282.77
2017-12-31 13F-HR TKR / Timken Co. (THE) 49.17 7,773 12,264 57.78 377 603 59.95
2017-12-31 13F-HR TRUE / TrueCar, Inc. 11.21 16,955 190
2017-12-31 13F-HR UGI / UGI Corp. 46.93 6,627 311
2017-12-31 13F-HR UL / Unilever, PLC ADR 55.34 17,347 960
2017-12-31 13F-HR UNP / Union Pacific Corp. 134.12 7,246 5,070 -30.03 840 680 -19.05
2017-12-31 13F-HR URBN / Urban Outfitters, Inc. 35.04 0 14,414 0 505
2017-12-31 13F-HR MTN / Vail Resorts, Inc. 212.63 1,679 357
2017-12-31 13F-HR VVC / Vectren Corp. 65.06 3,197 208
2017-12-31 13F-HR VFC / V.F. Corp. 73.98 0 20,694 0 1,531
2017-12-31 13F-HR WCN / Waste Connections, Inc. 70.83 0 4,546 0 322
2017-12-31 13F-HR WPX / WPX Energy, Inc. 14.09 0 17,457 0 246
2017-12-31 13F-HR YNDX / Yandex N.V. 32.76 54,460 19,048 -65.02 1,794 624 -65.22
2017-12-31 13F-HR GOOGL / Alphabet Inc. 1,053.36 674 2,380 253.12 656 2,507 282.16
2017-12-31 13F-HR CABO / Cable One Inc. 704.49 0 423 0 298
2017-12-31 13F-HR UMPQ / Umpqua Holdings Corp. 20.80 0 36,828 0 766
2017-12-31 13F-HR ASML / ASML Holding N.V. (ADR) 173.79 1,537 7,653 397.92 263 1,330 405.70
2017-12-31 13F-HR SXT / Sensient Technologies Corp. 73.09 0 7,101 0 519
2017-12-31 13F-HR ADS / Alliance Data Systems Corp. 253.78 0 1,190 0 302
2017-12-31 13F-HR PX / Praxair, Inc. 154.72 9,549 7,213 -24.46 1,334 1,116 -16.34
2017-12-31 13F-HR SIVB / SVB Financial Group 233.47 0 968 0 226
2017-12-31 13F-HR TSS / Total System Services, Inc. 79.10 24,222 8,129 -66.44 1,587 643 -59.48
2017-12-31 13F-HR IR / Ingersoll-Rand plc 89.19 0 10,651 0 950
2017-12-31 13F-HR AZO / AutoZone, Inc. 711.51 4,239 2,780 -34.42 2,523 1,978 -21.60
2017-12-31 13F-HR CIEN / Ciena Corp. 20.93 0 17,153 0 359
2017-12-31 13F-HR KO / Coca Cola Co. 45.87 52,724 39,480 -25.12 2,373 1,811 -23.68
2017-12-31 13F-HR SONC / Sonic Corp. 27.50 0 17,236 0 474
2017-12-31 13F-HR CAT / Caterpillar, Inc. 157.58 7,294 14,894 104.20 910 2,347 157.91
2017-12-31 13F-HR SLB / Schlumberger Ltd. 67.35 0 7,172 0 483
2017-12-31 13F-HR XEC / Cimarex Energy Co. 121.98 15,516 13,100 -15.57 1,764 1,598 -9.41
2017-12-31 13F-HR VER / VEREIT, Inc. 7.79 14,063 34,013 141.86 117 265 126.50
2017-12-31 13F-HR BABA / Alibaba Group Holding Limited 8,719 0 -100.00 1,506 0 -100.00
2017-12-31 13F-HR AEP / American Electric Power Company, Inc. 3,434 0 -100.00 241 0 -100.00
2017-12-31 13F-HR ARH.PRC / Arch Capital Group Ltd. 6,407 0 -100.00 631 0 -100.00
2017-12-31 13F-HR BNS / Bank of Nova Scotia (Halifax, NS) 4,723 0 -100.00 303 0 -100.00
2017-12-31 13F-HR NTB / Bank of N.T. Butterfield & Son Limited (The) 28,016 0 -100.00 1,027 0 -100.00
2017-12-31 13F-HR SAM / Boston Beer Company, Inc. (THE) 1,518 0 -100.00 237 0 -100.00
2017-12-31 13F-HR BHF / Brighthouse Financial, Inc. 5,279 0 -100.00 321 0 -100.00
2017-12-31 13F-HR CA / CA, Inc. 13,079 0 -100.00 437 0 -100.00
2017-12-31 13F-HR CASY / Casey's General Stores, Inc. 3,558 0 -100.00 389 0 -100.00
2017-12-31 13F-HR CTXS / Citrix Systems, Inc. 3,264 0 -100.00 251 0 -100.00
2017-12-31 13F-HR CTSH / Cognizant Technology Solutions Corp. 7,334 0 -100.00 532 0 -100.00
2017-12-31 13F-HR DUK / Duke Energy Corp. (Holding Co.) 2,547 0 -100.00 214 0 -100.00
2017-12-31 13F-HR GBT / Global Blood Therapeutics, Inc. 7,635 0 -100.00 237 0 -100.00
2017-12-31 13F-HR GXP / Great Plains Energy, Inc. 10,085 0 -100.00 306 0 -100.00
2017-12-31 13F-HR HRC / Hill-Rom Holdings, Inc. 4,040 0 -100.00 299 0 -100.00
2017-12-31 13F-HR LEN.B / Lennar Corp. 12,163 0 -100.00 548 0 -100.00
2017-12-31 13F-HR MBFI / MB Financial, Inc. 5,903 0 -100.00 266 0 -100.00
2017-12-31 13F-HR MASI / Masimo Corp. 2,434 0 -100.00 211 0 -100.00
2017-12-31 13F-HR OKTA / Okta, Inc. 11,199 0 -100.00 316 0 -100.00
2017-12-31 13F-HR PNR / Pentair plc. 12,377 0 -100.00 841 0 -100.00
2017-12-31 13F-HR SCG / SCANA Corp. 6,792 0 -100.00 329 0 -100.00
2017-12-31 13F-HR SPR / Spirit Aerosystems Holdings, Inc. 2,919 0 -100.00 227 0 -100.00
2017-12-31 13F-HR STARWOOD WAYPOINT HOMES / (85572F105) 19,236 0 -100.00 700 0
2017-12-31 13F-HR TISI / Team, Inc. 12,609 0 -100.00 168 0 -100.00
2017-12-31 13F-HR UAA / Under Armour, Inc. 18,597 0 -100.00 279 0 -100.00
2017-12-31 13F-HR UCTT / Ultra Clean Holdings, Inc. 21,651 0 -100.00 422 0 -100.00
2017-12-31 13F-HR VRAY / ViewRay, Inc. 13,531 0 -100.00 78 0 -100.00
2017-12-31 13F-HR VWR / VWR Corporation 7,192 0 -100.00 238 0 -100.00
2017-12-31 13F-HR WLK / Westlake Chemical Corp. 2,461 0 -100.00 204 0 -100.00
2017-12-31 13F-HR WEX / WEX Inc. 1,813 0 -100.00 203 0 -100.00
2017-12-31 13F-HR F / Ford Motor Co. 101,110 0 -100.00 1,210 0 -100.00
2017-12-31 13F-HR VIAB / Viacom, Inc. 79,376 0 -100.00 2,210 0 -100.00
2017-12-31 13F-HR ABC / AmerisourceBergen Corp. 10,946 0 -100.00 906 0 -100.00
2017-12-31 13F-HR STAY / Extended Stay America, Inc. 36,705 0 -100.00 734 0 -100.00
2017-12-31 13F-HR OZRK / Bank of the Ozarks, Inc. 6,017 0 -100.00 289 0 -100.00
2017-12-31 13F-HR BIDU / Baidu, Inc. 6,252 0 -100.00 1,549 0 -100.00
2017-12-31 13F-HR BRCD / Brocade Communications Systems, Inc. 11,429 0 -100.00 137 0 -100.00
2017-12-31 13F-HR BKE / Buckle (THE), Inc. 19,412 0 -100.00 327 0 -100.00
2017-12-31 13F-HR BF.B / Brown-Forman Corp. 8,197 0 -100.00 445 0 -100.00
2017-12-31 13F-HR CLH / Clean Harbors, Inc. 4,966 0 -100.00 282 0 -100.00
2017-12-31 13F-HR CME / CME Group, Inc. 2,346 0 -100.00 318 0 -100.00
2017-12-31 13F-HR CSTM / Constellium N.V. 13,211 0 -100.00 135 0 -100.00
2017-12-31 13F-HR COST / Costco Wholesale Corp. 6,569 0 -100.00 1,079 0 -100.00
2017-12-31 13F-HR BAP / Credicorp Ltd. 1,226 0 -100.00 251 0 -100.00
2017-12-31 13F-HR CW / Curtiss-Wright Corp. 2,024 0 -100.00 212 0 -100.00
2017-12-31 13F-HR DEPO / DepoMed, Inc. 14,920 0 -100.00 86 0 -100.00
2017-12-31 13F-HR DPS / Dr. Pepper Snapple Group, Inc. 27,139 0 -100.00 2,401 0 -100.00
2017-12-31 13F-HR GIS / General Mills, Inc. 23,934 0 -100.00 1,239 0 -100.00
2017-12-31 13F-HR FUL / Fuller (H.B.) Co. 7,305 0 -100.00 424 0 -100.00
2017-12-31 13F-HR HR / Healthcare Realty Trust, Inc. 16,921 0 -100.00 547 0 -100.00
2017-12-31 13F-HR ITUB / Itau Unibanco Holding S.A. 10,392 0 -100.00 142 0 -100.00
2017-12-31 13F-HR LAUR / LAUREATE EDUCATION, INC. 22,850 0 -100.00 119 0 -100.00
2017-12-31 13F-HR LPL / LG Display Co., Ltd. 13,005 0 -100.00 175 0 -100.00
2017-12-31 13F-HR MTG / MGIC Investment Corp. 107,227 0 -100.00 1,344 0 -100.00
2017-12-31 13F-HR MUSA / Murphy USA Inc. 25,634 0 -100.00 1,769 0 -100.00
2017-12-31 13F-HR PAYX / Paychex, Inc. 30,685 0 -100.00 1,840 0 -100.00
2017-12-31 13F-HR RCL / Royal Caribbean Cruises Ltd. 3,777 0 -100.00 448 0 -100.00
2017-12-31 13F-HR SNI / Scripps Networks Interactive, Inc. 3,180 0 -100.00 273 0 -100.00
2017-12-31 13F-HR SON / Sonoco Products Co. 6,272 0 -100.00 316 0 -100.00
2017-12-31 13F-HR TPH / Tri Pointe Homes, Inc. 14,661 0 -100.00 202 0 -100.00
2017-12-31 13F-HR WDAY / Workday, Inc. 6,711 0 -100.00 707 0 -100.00
2017-12-31 13F-HR GRA / Grace (W. R.) & Co. 8,475 0 -100.00 611 0 -100.00
2017-12-31 13F-HR ZB.PRA / Zions Bancorporation 32,452 0 -100.00 1,531 0 -100.00
2017-12-31 13F-HR IT / Gartner, Inc. 3,535 0 -100.00 440 0 -100.00
2017-12-31 13F-HR ED / Consolidated Edison, Inc. 4,757 0 -100.00 384 0 -100.00
2017-12-31 13F-HR IMMU / Immunomedics, Inc. 10,192 0 -100.00 142 0 -100.00
2017-12-31 13F-HR THO / Thor Industries, Inc. 12,837 0 -100.00 1,616 0 -100.00
2017-12-31 13F-HR MRO / Marathon Oil Corp. 17,040 0 -100.00 231 0 -100.00
2017-12-31 13F-HR HIW / Highwoods Properties, Inc. 4,877 0 -100.00 254 0 -100.00
2017-12-31 13F-HR CUBE / CubeSmart 23,536 0 -100.00 611 0 -100.00
2017-12-31 13F-HR JILL / J. Jill, Inc. 16,301 0 -100.00 178 0 -100.00
2017-12-31 13F-HR FMX / Fomento Economico Mexicano, S.A.B de C.V. 3,127 0 -100.00 299 0 -100.00
2017-12-31 13F-HR QCOM / QUALCOMM Incorporated 24,099 0 -100.00 1,249 0 -100.00
2017-12-31 13F-HR CRM / Salesforce.com, Inc. 8,651 0 -100.00 808 0 -100.00
2017-12-31 13F-HR BKD / Brookdale Senior Living, Inc. 12,119 0 -100.00 128 0 -100.00
2017-12-31 13F-HR SWN / Southwestern Energy Co. 42,917 0 -100.00 262 0 -100.00
2017-12-31 13F-HR MET / MetLife, Inc. 8,281 0 -100.00 430 0 -100.00
2017-12-31 13F-HR CMRX / Chimerix, Inc. 20,086 0 -100.00 105 0 -100.00
2017-12-31 13F-HR EBAY / eBay, Inc. 6,721 0 -100.00 258 0 -100.00
2017-12-31 13F-HR IART / Integra LifeSciences Holdings Corp. 5,231 0 -100.00 264 0 -100.00
2017-12-31 13F-HR ADI / Analog Devices, Inc. 13,194 0 -100.00 1,137 0 -100.00
2017-12-31 13F-HR WBC / Wabco Holdings, Inc. 2,856 0 -100.00 423 0 -100.00
2017-12-31 13F-HR ISBC / Investors Bancorp, Inc. 194,686 0 -100.00 2,656 0 -100.00
2017-12-31 13F-HR HST / Host Hotels & Resorts, Inc. 14,061 0 -100.00 260 0 -100.00
2017-12-31 13F-HR BERY / Berry Plastics Group, Inc. 3,583 0 -100.00 203 0 -100.00
2017-12-31 13F-HR CCK / Crown Holdings, Inc. 13,496 0 -100.00 806 0 -100.00
2017-12-31 13F-HR PJC / Piper Jaffray Companies, Inc. 6,025 0 -100.00 358 0 -100.00
2017-12-31 13F-HR DLPH / Delphi Automotive Plc 2,606 0 -100.00 256 0 -100.00
2017-12-31 13F-HR GPS / Gap, Inc. (The) 25,600 0 -100.00 756 0 -100.00
2017-12-31 13F-HR NBIX / Neurocrine Biosciences, Inc. 4,983 0 -100.00 305 0 -100.00
2017-12-31 13F-HR BGCP / BGC Partners, Inc. 10,990 0 -100.00 159 0 -100.00
2017-12-31 13F-HR NI / NiSource, Inc. 15,002 0 -100.00 384 0 -100.00
2017-12-31 13F-HR FOLD / Amicus Therapeutics, Inc. 11,117 0 -100.00 168 0 -100.00
2017-12-31 13F-HR VRTX / Vertex Pharmaceuticals Inc. 2,480 0 -100.00 377 0 -100.00
2017-12-31 13F-HR PEI / Pennsylvania Real Estate Investment Trust 159,234 0 -100.00 1,670 0 -100.00
2017-12-31 13F-HR KOS / Kosmos Energy Ltd. 14,762 0 -100.00 118 0 -100.00
2017-12-31 13F-HR NUAN / Nuance Communications, Inc. 16,477 0 -100.00 259 0 -100.00
2017-12-31 13F-HR CVS / CVS Health Corporation 9,136 0 -100.00 743 0 -100.00
2017-12-31 13F-HR CLDT / Chatham Lodging Trust 16,142 0 -100.00 344 0 -100.00
2017-12-31 13F-HR RUN / Sunrun Inc. 10,617 0 -100.00 59 0 -100.00
2017-12-31 13F-HR BOOT / Boot Barn Holdings, Inc. 11,094 0 -100.00 99 0 -100.00
2017-12-31 13F-HR LVLT / Level 3 Communications, Inc. 4,770 0 -100.00 254 0 -100.00
2017-12-31 13F-HR RRC / Range Resources Corp. 82,165 0 -100.00 1,608 0 -100.00
2017-12-31 13F-HR BDX / Becton Dickinson & Co. 4,844 0 -100.00 949 0 -100.00
2017-12-31 13F-HR XRAY / DENTSPLY SIRONA Inc. 4,171 0 -100.00 249 0 -100.00
2017-12-31 13F-HR VSAT / ViaSat, Inc. 12,060 0 -100.00 776 0 -100.00
2017-12-31 13F-HR NOC / Northrop Grumman Corp. 2,365 0 -100.00 680 0 -100.00
2017-12-31 13F-HR LW / Lamb Weston Holdings, Inc. 9,518 0 -100.00 446 0 -100.00
2017-12-31 13F-HR GNC / GNC Holdings, Inc. 12,350 0 -100.00 109 0 -100.00
2017-12-31 13F-HR RDN / Radian Group, Inc. 73,935 0 -100.00 1,382 0 -100.00
2017-12-31 13F-HR MAC / Macerich Company (THE) 15,651 0 -100.00 860 0 -100.00
2017-12-31 13F-HR CRI / Carter's, Inc. 25,820 0 -100.00 2,550 0 -100.00
2017-12-31 13F-HR GDI / Gardner Denver Holdings, Inc. 22,534 0 -100.00 620 0 -100.00
2017-12-31 13F-HR LUV / Southwest Airlines Co. 65.45 40,270 23,131 -42.56 2,254 1,514 -32.83
2017-12-31 13F-HR SWK / Stanley Black & Decker, Inc. 169.69 19,943 12,499 -37.33 3,011 2,121 -29.56
2017-12-31 13F-HR STT / State Street Corp. 97.62 0 12,559 0 1,226
2017-12-31 13F-HR SU / Suncor Energy Inc. 36.73 41,037 34,003 -17.14 1,438 1,249 -13.14
2017-12-31 13F-HR STI / SunTrust Banks, Inc. 64.54 0 3,130 0 202
2017-12-31 13F-HR TMUS / T-Mobile US, Inc. 63.52 0 13,099 0 832
2017-12-31 13F-HR AMTD / TD AmeriTrade Holding Corp. 51.12 0 32,593 0 1,666
2017-12-31 13F-HR TCB / TCF Financial Corp. 20.47 0 15,682 0 321
2017-12-31 13F-HR TRQ / Turquoise Hill Resources Ltd. 3.44 0 39,813 0 137
2017-12-31 13F-HR UN / Unilever N.V. 56.34 0 6,390 0 360
2017-12-31 13F-HR UAL / United Continental Holdings, Inc. 67.43 0 8,423 0 568
2017-12-31 13F-HR UPS / United Parcel Service, Inc. 119.05 4,963 2,268 -54.30 596 270 -54.70
2017-12-31 13F-HR USB / U.S. Bancorp 53.56 46,034 20,856 -54.69 2,467 1,117 -54.72
2017-12-31 13F-HR VLY / Valley National Bancorp 11.22 124,934 199,062 59.33 1,505 2,233 48.37
2017-12-31 13F-HR VMC / Vulcan Materials Co. (Holding Co.) 128.37 16,514 12,869 -22.07 1,975 1,652 -16.35
2017-12-31 13F-HR WBA / Walgreens Boots Alliance, Inc. 72.57 0 9,976 0 724
2017-12-31 13F-HR WLTW / Willis Towers Watson Public Limited Company 150.63 9,111 8,524 -6.44 1,405 1,284 -8.61
2017-12-31 13F-HR WY / Weyerhaeuser Co. 35.26 0 8,338 0 294
2017-12-31 13F-HR WWE / World Wrestling Entertainment, Inc. 30.58 10,595 324
2017-12-31 13F-HR XLNX / Xilinx, Inc. 67.43 22,638 18,241 -19.42 1,603 1,230 -23.27
2017-12-31 13F-HR YEXT / Yext, Inc. 12.04 32,482 391
2017-12-31 13F-HR ZAYO / Zayo Group Holdings, Inc. 36.79 9,082 26,070 187.05 313 959 206.39
2017-12-31 13F-HR VMW / VMWare, Inc. 125.60 0 1,664 0 209
2017-12-31 13F-HR Y / Alleghany Corp. 596.33 0 1,199 0 715
2017-12-31 13F-HR LHCG / LHC Group, Inc. 61.32 3,379 3,669 8.58 240 225 -6.25
2017-12-31 13F-HR AME / Ametek, Inc. 72.42 0 6,780 0 491
2017-12-31 13F-HR AMH / American Homes 4 Rent 21.83 0 22,537 0 492
2017-12-31 13F-HR CBS / CBS Corp. 59.02 0 12,827 0 757
2017-12-31 13F-HR MRVL / Marvell Technology Group Ltd. 21.47 0 20,120 0 432
2017-12-31 13F-HR TRV / Travelers Companies, Inc. (The) 135.69 0 8,276 0 1,123
2017-12-31 13F-HR FBP / First BanCorp 5.11 0 28,355 0 145
2017-12-31 13F-HR RL / Ralph Lauren Corp. 103.64 0 6,513 0 675
2017-12-31 13F-HR CAG / ConAgra Foods, Inc. 37.69 56,981 27,144 -52.36 1,923 1,023 -46.80
2017-12-31 13F-HR MIK / Michaels Companies Inc. (The) 24.19 0 19,058 0 461
2017-12-31 13F-HR CHFC / Chemical Financial Corp. 53.42 0 4,568 0 244
2017-12-31 13F-HR STWD / Starwood Property Trust Inc. 21.35 0 39,587 0 845
2017-12-31 13F-HR HPP / Hudson Pacific Properties, Inc. 34.25 52,015 51,860 -0.30 1,744 1,776 1.83
2017-12-31 13F-HR CAFD / 8point3 Energy Partners LP 15.20 0 12,830 0 195
2017-12-31 13F-HR CCE / Coca-Cola European Partners Plc. 39.86 22,588 32,661 44.59 940 1,302 38.51
2017-12-31 13F-HR AAP / Advance Auto Parts, Inc. 99.90 0 2,072 0 207
2017-12-31 13F-HR TIF / Tiffany & Co. 104.01 6,150 3,192 -48.10 564 332 -41.13
2017-12-31 13F-HR KMI / Kinder Morgan, Inc. 18.08 0 27,268 0 493
2017-12-31 13F-HR UVE / Universal Insurance Holdings, Inc. 27.35 56,210 11,224 -80.03 1,293 307 -76.26
2017-12-31 13F-HR LII / Lennox International, Inc. 208.23 3,695 2,699 -26.96 661 562 -14.98
2017-12-31 13F-HR AMT / American Tower Corp. (REIT) 142.65 3,553 18,395 417.73 486 2,624 439.92
2017-12-31 13F-HR VOYA / Voya Financial, Inc. 49.48 0 18,433 0 912
2017-12-31 13F-HR PFG / Principal Financial Group, Inc. 70.54 0 15,396 0 1,086
2017-12-31 13F-HR BAX / Baxter International, Inc. 64.63 32,964 28,654 -13.07 2,068 1,852 -10.44
2017-12-31 13F-HR VECO / Veeco Instruments, Inc. 14.83 0 13,825 0 205
2017-12-31 13F-HR COT / Cott Corp. 16.67 45,454 21,059 -53.67 682 351 -48.53
2017-12-31 13F-HR RPAI / Retail Properties of America, Inc. 13.43 184,696 58,144 -68.52 2,425 781 -67.79
2017-12-31 13F-HR CB / Chubb Ltd 146.16 12,293 7,389 -39.89 1,752 1,080 -38.36
2017-12-31 13F-HR BG / Bunge Ltd. 67.04 8,169 11,515 40.96 567 772 36.16
2017-12-31 13F-HR EXPR / Express, Inc. 10.15 205,952 24,437 -88.13 1,392 248 -82.18
2017-12-31 13F-HR UTX / United Technologies Corp. 127.55 3,636 22,485 518.40 422 2,868 579.62
2017-12-31 13F-HR ISRG / Intuitive Surgical, Inc. 364.72 1,353 2,262 67.18 1,415 825 -41.70
2017-12-31 13F-HR NXPI / NXP Semiconductors N.V. 116.96 2,893 3,018 4.32 327 353 7.95
2017-12-31 13F-HR NNVC / NanoViricides, Inc. 0.90 10,000 10,000 0.00 11 9 -18.18
2017-12-31 13F-HR CDR / Cedar Realty Trust, Inc. 6.08 34,395 101,649 195.53 193 618 220.21
2017-12-31 13F-HR LEA / Lear Corp. 176.62 3,911 12,337 215.44 677 2,179 221.86
2017-12-31 13F-HR HTA / Healthcare Trust of America, Inc. 30.03 0 26,471 0 795
2017-12-31 13F-HR PE / Parsley Energy, Inc. 29.42 53,485 19,850 -62.89 1,409 584 -58.55
2017-12-31 13F-HR VZ / Verizon Communications, Inc. 52.99 14,871 7,549 -49.24 736 400 -45.65
2017-12-31 13F-HR CXO / Concho Resources, Inc. 150.32 0 3,233 0 486
2017-12-31 13F-HR NEE / NextEra Energy, Inc. 156.23 0 7,918 0 1,237
2017-12-31 13F-HR GSUM / Gridsum Holding Inc. 9.15 0 11,360 0 104
2017-12-31 13F-HR EL / Estee Lauder Companies, Inc. (THE) 127.25 6,433 19,018 195.63 694 2,420 248.70
2017-12-31 13F-HR MDLZ / Mondelez International, Inc. 42.80 62,869 56,265 -10.50 2,556 2,408 -5.79
2017-12-31 13F-HR AN / AutoNation, Inc. 51.29 7,299 12,030 64.82 346 617 78.32
2017-12-31 13F-HR MTB / M & T Bank Corp. 170.98 3,893 7,258 86.44 627 1,241 97.93
2017-12-31 13F-HR NTAP / NetApp, Inc. 55.35 8,396 9,358 11.46 367 518 41.14
2017-12-31 13F-HR WAL / Western Alliance Bancorporation 56.57 0 7,301 0 413
2017-12-31 13F-HR TFX / Teleflex, Inc. 248.64 0 917 0 228
2017-12-31 13F-HR PNC / PNC Financial Services Group, Inc. (The) 144.31 8,297 8,336 0.47 1,118 1,203 7.60
2017-12-31 13F-HR KEY / KeyCorp 20.16 37,117 48,554 30.81 699 979 40.06
2017-12-31 13F-HR CMI / Cummins, Inc. 176.79 4,396 3,309 -24.73 739 585 -20.84
2017-12-31 13F-HR TSN / Tyson Foods, Inc. 81.04 29,971 13,858 -53.76 2,111 1,123 -46.80
2017-12-31 13F-HR VIAV / Viavi Solutions Inc. 8.75 14,692 33,362 127.08 139 292 110.07
2017-12-31 13F-HR VR / Validus Holdings Ltd. 46.98 0 6,067 0 285
2017-12-31 13F-HR AJG / Gallagher (ARTHUR J.) & Co. 63.28 45,954 33,579 -26.93 2,828 2,125 -24.86
2017-12-31 13F-HR CY / Cypress Semiconductor Corp. 15.23 0 25,010 0 381
2017-12-31 13F-HR FHN / First Horizon National Corp. 19.99 104,344 107,444 2.97 1,998 2,148 7.51
2017-12-31 13F-HR EDR / Education Realty Trust, Inc. 34.92 11,179 26,115 133.61 402 912 126.87
2017-12-31 13F-HR CMCSA / Comcast Corp. 40.04 10,720 15,409 43.74 413 617 49.39
2017-12-31 13F-HR TAP / Molson Coors Brewing Co. 82.04 0 3,925 0 322
2017-12-31 13F-HR FL / Foot Locker, Inc. 46.91 0 7,226 0 339
2017-12-31 13F-HR PNFP / Pinnacle Financial Partners, Inc. 66.37 0 6,102 0 405
2017-12-31 13F-HR ETN / Eaton Corporation 79.04 0 3,454 0 273
2017-12-31 13F-HR LECO / Lincoln Electric Holdings, Inc. 91.56 4,390 9,393 113.96 402 860 113.93
2017-12-31 13F-HR DSW / DSW, Inc. 21.39 10,391 15,053 44.87 223 322 44.39
2017-12-31 13F-HR ABT / Abbott Laboratories 57.07 30,091 43,540 44.69 1,606 2,485 54.73
2017-12-31 13F-HR MNST / Monster Beverage Corporation New 63.28 5,214 8,123 55.79 288 514 78.47
2017-12-31 13F-HR AXL / American Axle & Manufacturing Holdings, Inc. 17.02 0 33,719 0 574
2017-12-31 13F-HR COL / Rockwell Collins, Inc. 135.49 3,491 2,443 -30.02 456 331 -27.41
2017-12-31 13F-HR MSFT / Microsoft Corp. 85.54 28,914 31,541 9.09 2,154 2,698 25.26
2017-12-31 13F-HR MFA / MFA Financial, Inc. 7.92 0 76,771 0 608
2017-12-31 13F-HR MAA / Mid-America Apartment Communities, Inc. 100.64 2,610 3,140 20.31 279 316 13.26
2017-12-31 13F-HR MDPEB / Meredith Corp. 65.96 5,579 4,033 -27.71 310 266 -14.19
2017-12-31 13F-HR TDY / Teledyne Technologies Inc. 180.94 4,270 1,647 -61.43 680 298 -56.18
2017-12-31 13F-HR SLM / SLM Corp. (Sallie Mae) 11.30 0 31,139 0 352
2017-12-31 13F-HR GNL / Global Net Lease Inc. 20.58 0 37,514 0 772
2017-12-31 13F-HR FB / Facebook, Inc. 176.49 1,710 4,969 190.58 292 877 200.34
2017-12-31 13F-HR SNPS / Synopsys, Inc. 85.28 0 9,088 0 775
2017-12-31 13F-HR CTAS / Cintas Corp. 155.89 14,400 1,841 -87.22 2,078 287 -86.19
2017-12-31 13F-HR SYF / Synchrony Financial 38.61 0 8,237 0 318
2017-12-31 13F-HR SBNYW / Signature Bank 137.25 2,757 4,612 67.28 353 633 79.32
2017-12-31 13F-HR KAR / Kar Auction Services, Inc. 50.47 15,136 10,025 -33.77 723 506 -30.01
2017-12-31 13F-HR DST / DST Systems, Inc. 62.00 0 4,581 0 284
2017-12-31 13F-HR CUZ / Cousins Properties, Inc. 9.25 63,639 151,774 138.49 594 1,404 136.36
2017-12-31 13F-HR ALK / Alaska Air Group, Inc. 73.46 28,263 6,711 -76.26 2,156 493 -77.13
2017-12-31 13F-HR NLY / Annaly Capital Management, Inc. 11.89 0 143,453 0 1,706
2017-12-31 13F-HR LSTR / Landstar System, Inc. 104.08 8,463 7,619 -9.97 843 793 -5.93
2017-12-31 13F-HR SLG / SL Green Realty Corp. 100.87 3,656 5,502 50.49 370 555 50.00
2017-12-31 13F-HR NCLH / Norwegian Cruise Line Holdings Ltd 53.28 37,560 15,672 -58.27 2,030 835 -58.87
2017-12-31 13F-HR SRC / Spirit Realty Capital, Inc. 8.58 103,810 63,851 -38.49 890 548 -38.43
2017-12-31 13F-HR OMAM / OM Asset Management Plc 16.74 0 21,084 0 353
2017-12-31 13F-HR GD / General Dynamics Corp. 203.63 3,234 1,046 -67.66 665 213 -67.97
2017-12-31 13F-HR CFG / Citizens Financial Group, Inc. 41.96 0 13,035 0 547
2017-12-31 13F-HR TSU / TIM Participacoes S.A. 19.32 0 14,285 0 276
2017-12-31 13F-HR UFCS / United Fire Group, Inc. 45.54 5,183 11,507 122.01 237 524 121.10
2017-12-31 13F-HR ELGX / Endologix, Inc. 5.34 0 26,022 0 139
2017-12-31 13F-HR MCD / McDonald's Corp. 172.15 3,483 13,430 285.59 546 2,312 323.44
2017-12-31 13F-HR ZTO / ZTO Express (Cayman) Inc. 15.86 120,561 26,984 -77.62 1,693 428 -74.72
2017-12-31 13F-HR TCO / Taubman Centers, Inc. 65.40 0 4,113 0 269
2017-12-31 13F-HR OSK / Oshkosh Corporation (Holding Company) 90.80 0 5,132 0 466
2017-12-31 13F-HR MIC / Macquarie Infrastructure Company LLC 64.20 0 11,479 0 737
2017-12-31 13F-HR NOK / Nokia Corp. 4.66 0 24,907 0 116
2017-12-31 13F-HR AR / Antero Resources Corporation 19.02 66,516 22,824 -65.69 1,324 434 -67.22
2017-12-31 13F-HR PF / Pinnacle Foods, Inc. 59.45 25,054 19,562 -21.92 1,432 1,163 -18.78
2017-12-31 13F-HR EVTC / Evertec, Inc. 13.61 0 10,361 0 141
2017-12-31 13F-HR CAA / CalAtlantic Group, Inc. 56.49 0 3,700 0 209
2017-12-31 13F-HR WSO / Watsco, Inc. 170.05 6,879 6,904 0.36 1,108 1,174 5.96
2017-12-31 13F-HR MRK / Merck & Co., Inc. 56.25 21,602 27,572 27.64 1,383 1,551 12.15
2017-12-31 13F-HR TTWO / Take-Two Interactive Software, Inc. 109.93 8,047 3,375 -58.06 823 371 -54.92
2017-12-31 13F-HR RHI / Robert Half International, Inc 55.56 0 10,962 0 609
2017-12-31 13F-HR BSX / Boston Scientific Corp. 24.79 68,314 99,704 45.95 1,993 2,472 24.03
2017-12-31 13F-HR NRE / NorthStar Realty Europe Corp. 13.45 0 20,967 0 282
2017-12-31 13F-HR RPM / RPM International, Inc. 52.40 0 12,539 0 657
2017-12-31 13F-HR HCP / HCP, Inc. 26.08 78,822 72,165 -8.45 2,194 1,882 -14.22
2017-12-31 13F-HR AIV / Apartment Investment & Management Co. 43.74 0 12,689 0 555
2017-12-31 13F-HR BMY / Bristol-Myers Squibb Co. 61.28 39,136 37,405 -4.42 2,495 2,292 -8.14
2017-12-31 13F-HR PEP / PepsiCo, Inc. 119.94 9,968 22,086 121.57 1,111 2,649 138.43
2017-12-31 13F-HR ODFL / Old Dominion Freight Line, Inc. 131.44 4,867 3,918 -19.50 536 515 -3.92
2017-12-31 13F-HR HPE / Hewlett Packard Enterprise Company 14.36 0 19,151 0 275
2017-12-31 13F-HR GOOS / Canada Goose Holdings Inc 31.55 25,143 6,466 -74.28 517 204 -60.54
2017-12-31 13F-HR PSX / Phillips 66 100.99 0 2,723 0 275
2017-12-31 13F-HR EOG / EOG Resources, Inc. 107.96 0 5,039 0 544
2017-12-31 13F-HR CNC / Centene Corp. 100.85 0 4,006 0 404
2017-12-31 13F-HR DISH / DISH Network Corp. 47.74 5,683 14,621 157.28 308 698 126.62
2017-12-31 13F-HR DE / Deere & Co. 156.56 0 5,889 0 922
2017-12-31 13F-HR MGP / MGM Growth Properties LLC 29.14 9,424 34,485 265.93 285 1,005 252.63
2017-12-31 13F-HR SBCF / Seacoast Banking Corporation of Florida 25.22 15,522 26,371 69.89 371 665 79.25
2017-12-31 13F-HR PTC / PTC Inc. 60.84 8,484 4,717 -44.40 477 287 -39.83
2017-12-31 13F-HR NFLX / Netflix, Inc. 191.80 7,096 2,341 -67.01 1,287 449 -65.11
2017-12-31 13F-HR XYL / Xylem, Inc. 68.21 6,814 5,498 -19.31 427 375 -12.18
2017-12-31 13F-HR KR / Kroger Co. 27.45 0 59,098 0 1,622
2017-12-31 13F-HR PDCE / PDC Energy, Inc. 51.49 26,989 5,729 -78.77 1,323 295 -77.70
2017-12-31 13F-HR QEP / QEP Resources, Inc. 9.59 198,649 23,161 -88.34 1,702 222 -86.96
2017-12-31 13F-HR ANF / Abercrombie & Fitch Co. 17.43 0 22,087 0 385
2017-12-31 13F-HR SUI / Sun Communities, Inc. 92.76 3,067 7,255 136.55 263 673 155.89
2017-12-31 13F-HR NYCB / New York Community Bancorp, Inc. 13.00 0 16,233 0 211
2017-12-31 13F-HR AMED / Amedisys, Inc. 52.69 3,665 4,384 19.62 205 231 12.68
2017-12-31 13F-HR IVR / Invesco Mortgage Capital Inc. 17.83 0 27,699 0 494
2017-12-31 13F-HR PACW / PacWest Bancorp 50.41 0 37,095 0 1,870
2017-12-31 13F-HR FIS / Fidelity National Information Services, Inc. 94.13 15,377 7,500 -51.23 1,436 706 -50.84
2017-12-31 13F-HR GLW / Corning, Inc. 32.01 0 16,091 0 515
2017-12-31 13F-HR BLMN / Bloomin' Brands, Inc. 21.37 0 11,652 0 249
2017-12-31 13F-HR ALDR / Alder BioPharmaceuticals, Inc. 11.48 10,775 14,028 30.19 132 161 21.97
2017-12-31 13F-HR LB / L Brands, Inc. 60.30 0 5,887 0 355
2017-12-31 13F-HR VIV / Telefonica Brasil, S.A. 14.86 0 16,758 0 249
2017-12-31 13F-HR FDX / FedEx Corp. 249.55 2,926 8,876 203.35 660 2,215 235.61
2017-12-31 13F-HR DIS / The Walt Disney Co. 107.50 0 20,148 0 2,166
2017-12-31 13F-HR ADP / Automatic Data Processing, Inc. 117.23 0 8,530 0 1,000
2017-12-31 13F-HR SBAC / SBA Communications Corp. 163.48 14,556 3,921 -73.06 2,097 641 -69.43
2017-12-31 13F-HR COP / ConocoPhillips 54.89 19,164 7,633 -60.17 959 419 -56.31
2017-12-31 13F-HR TWX / Time Warner, Inc. 91.45 4,645 8,868 90.91 476 811 70.38
2017-12-31 13F-HR LSCC / Lattice Semiconductor Corp. 5.80 0 15,349 0 89
2017-12-31 13F-HR CHMI / Cherry Hill Mortgage Investment Corporation 17.97 13,030 22,093 69.55 236 397 68.22
2017-12-31 13F-HR OC / Owens Corning, Inc. 91.93 0 2,404 0 221
2017-12-31 13F-HR BTX / BioTime, Inc. 2.17 18,000 18,000 0.00 51 39 -23.53
2017-12-31 13F-HR VNO / Vornado Realty Trust 78.20 12,644 13,901 9.94 972 1,087 11.83
2017-12-31 13F-HR CHD / Church & Dwight Co., Inc. 50.16 0 13,517 0 678
2017-12-31 13F-HR ESRT / Empire State Realty Trust, Inc. 20.53 33,059 94,190 184.91 679 1,934 184.83
2017-12-31 13F-HR WYN / Wyndham Worldwide Corp. 115.88 14,777 13,687 -7.38 1,558 1,586 1.80
2017-12-31 13F-HR AMG / Affiliated Managers Group, Inc. 205.15 0 2,018 0 414
2017-12-31 13F-HR CRZO / Carrizo Oil & Gas, Inc. 21.29 0 11,039 0 235
2017-12-31 13F-HR HRB / Block (H.&R.), Inc. 26.18 0 10,162 0 266
2017-12-31 13F-HR DXC / DXC Technology Company 94.95 9,366 8,331 -11.05 804 791 -1.62
2017-12-31 13F-HR IBKCP / IBERIABANK Corp. 77.49 9,897 25,758 160.26 813 1,996 145.51
2017-12-31 13F-HR OMF / OneMain Holdings, Inc. 25.95 0 9,671 0 251
2017-12-31 13F-HR WDR / Waddell & Reed Financial, Inc. 22.33 81,041 12,497 -84.58 1,626 279 -82.84
2017-12-31 13F-HR UDR / UDR, Inc. 38.53 24,580 16,868 -31.38 935 650 -30.48
2017-12-31 13F-HR CE / Celanese Corp. 107.04 3,162 8,287 162.08 330 887 168.79
2017-12-31 13F-HR ETR / Entergy Corp. 81.45 0 4,874 0 397
2017-12-31 13F-HR LOW / Lowe's Companies, Inc. 92.91 0 17,522 0 1,628
2017-12-31 13F-HR IRTC / iRhythm Technologies, Inc. 56.00 4,610 3,589 -22.15 239 201 -15.90
2017-12-31 13F-HR TRN / Trinity Industries, Inc. 37.48 12,385 14,355 15.91 395 538 36.20
2017-12-31 13F-HR DVN / Devon Energy Corp. 41.35 17,924 8,924 -50.21 658 369 -43.92
2017-12-31 13F-HR AGO / Assured Guaranty Ltd. 33.87 0 19,693 0 667
2017-12-31 13F-HR ADBE / Adobe Systems, Inc. 175.16 6,985 4,887 -30.04 1,042 856 -17.85
2017-12-31 13F-HR ASTE / Astec Industries, Inc. 58.46 7,537 9,990 32.55 422 584 38.39
2017-12-31 13F-HR URI / United Rentals, Inc. 171.74 1,978 1,380 -30.23 274 237 -13.50
2017-12-31 13F-HR AGN / Allergan plc 163.57 1,562 5,007 220.55 320 819 155.94
2017-12-31 13F-HR AIG / American International Group, Inc. 59.59 19,400 22,822 17.64 1,191 1,360 14.19
2017-12-31 13F-HR NTRSP / Northern Trust Corp. 99.89 5,168 11,413 120.84 475 1,140 140.00
2017-12-31 13F-HR TGT / Target Corp. 65.23 11,688 7,542 -35.47 690 492 -28.70
2017-12-31 13F-HR DRH / Diamond Rock Hospitality Co. 11.28 0 32,455 0 366
2017-12-31 13F-HR DVA / DaVita HealthCare Partners Inc. 72.37 0 3,731 0 270
2017-12-31 13F-HR PRU / Prudential Financial, Inc. 115.01 8,259 8,234 -0.30 878 947 7.86
2017-12-31 13F-HR MSM / MSC Industrial Direct Co., Inc. 96.67 0 4,955 0 479
2017-12-31 13F-HR EXP / Eagle Materials, Inc. 113.35 0 3,326 0 377
2017-12-31 13F-HR V / Visa, Inc. 114.03 19,762 28,116 42.27 2,080 3,206 54.13
2017-12-31 13F-HR BTI / British American Tobacco p.l.c. 67.01 43,130 21,160 -50.94 2,693 1,418 -47.34
2017-12-31 13F-HR COG / Cabot Oil & Gas Corp. 28.61 0 19,117 0 547
2017-12-31 13F-HR NDAQ / Nasdaq, Inc. 76.80 0 8,281 0 636
2017-12-31 13F-HR APD / Air Products & Chemicals, Inc. 164.13 3,123 3,869 23.89 472 635 34.53
2017-12-31 13F-HR AIZ / Assurant, Inc. 100.81 6,892 11,011 59.76 658 1,110 68.69
2017-12-31 13F-HR CPT / Camden Property Trust 92.05 10,815 12,319 13.91 989 1,134 14.66
2017-12-31 13F-HR USFD / US Foods Holding Corp. 31.93 93,032 61,360 -34.04 2,484 1,959 -21.14
2017-12-31 13F-HR YELP / Yelp, Inc. 41.94 32,509 16,833 -48.22 1,408 706 -49.86
2017-12-31 13F-HR SGMS / Scientific Games Corp. 51.34 0 6,954 0 357
2017-12-31 13F-HR STL / Sterling Bancorp 24.60 43,281 87,238 101.56 550 2,146 290.18
2017-12-31 13F-HR PANW / Palo Alto Networks, Inc. 144.84 2,712 1,871 -31.01 391 271 -30.69
2017-12-31 13F-HR JACK / Jack in the Box, Inc. 98.09 8,613 13,355 55.06 878 1,310 49.20
2017-12-31 13F-HR DLTR / Dollar Tree, Inc. 107.30 27,885 16,720 -40.04 2,421 1,794 -25.90
2017-12-31 13F-HR DOC / Physicians Realty Trust 17.98 124,726 36,646 -70.62 2,211 659 -70.19
2017-12-31 13F-HR HUM / Humana, Inc. 247.92 7,038 1,807 -74.33 1,715 448 -73.88
2017-12-31 13F-HR BIG / Big Lots, Inc. 56.11 11,475 7,913 -31.04 615 444 -27.80
2017-12-31 13F-HR UE / Urban Edge Properties 25.48 14,535 40,897 181.37 351 1,042 196.87
2017-12-31 13F-HR CHL / China Mobile Ltd. 50.53 4,605 22,761 394.27 233 1,150 393.56
2017-12-31 13F-HR RP / RealPage, Inc. 44.28 5,170 4,720 -8.70 206 209 1.46
2017-12-31 13F-HR LIVN / LivaNova PLC 79.96 4,056 6,591 62.50 284 527 85.56
2017-12-31 13F-HR NTGR / NETGEAR, Inc. 58.73 0 3,661 0 215
2017-12-31 13F-HR DDR / DDR Corp. 8.95 77,042 27,490 -64.32 706 246 -65.16
2017-12-31 13F-HR REG / Regency Centers Corp. 69.18 14,129 7,387 -47.72 877 511 -41.73
2017-12-31 13F-HR PM / Philip Morris International, Inc. 105.64 14,895 24,168 62.26 1,653 2,553 54.45
2017-12-31 13F-HR SHW / Sherwin-Williams Co. (The) 410.00 6,725 3,700 -44.98 2,408 1,517 -37.00
2017-12-31 13F-HR EFX / Equifax, Inc. 118.04 0 1,940 0 229
2017-12-31 13F-HR GGP / General Growth Properties, Inc. 23.38 38,529 32,722 -15.07 800 765 -4.37
2017-12-31 13F-HR CSL / Carlisle Companies, Inc. 113.67 0 15,087 0 1,715
2017-12-31 13F-HR HAL / Halliburton Co. (Holding Company) 48.88 12,411 37,049 198.52 571 1,811 217.16
2017-12-31 13F-HR AZN / AstraZeneca Plc 34.69 54,047 50,590 -6.40 1,831 1,755 -4.15
2017-12-31 13F-HR OLLI / Ollie's Bargain Outlet Holdings, Inc. 53.21 0 5,037 0 268
2017-12-31 13F-HR AIT / Applied Industrial Technologies, Inc. 68.10 4,022 5,771 43.49 265 393 48.30
2017-12-31 13F-HR ARRY / Array BioPharma, Inc. 12.77 0 13,238 0 169
2017-12-31 13F-HR EQIX / Equinix, Inc. 453.20 2,457 1,282 -47.82 1,097 581 -47.04
2017-12-31 13F-HR EA / Electronic Arts Inc. 105.10 17,507 8,478 -51.57 2,067 891 -56.89
2017-12-31 13F-HR FCE.A / Forest City Realty Trust, Inc. 24.09 0 33,078 0 797
2017-12-31 13F-HR EVHC / Envision Healthcare Holdings, Inc. 34.57 12,150 14,319 17.85 546 495 -9.34
2017-12-31 13F-HR DCT / DCT Industrial Trust, Inc. 58.82 16,854 10,217 -39.38 976 601 -38.42
2017-12-31 13F-HR ACC / American Campus Communities, Inc. 41.03 0 14,599 0 599
2017-12-31 13F-HR LULU / lululemon athletica inc. 78.60 31,505 16,793 -46.70 1,961 1,320 -32.69
2017-12-31 13F-HR INVH / Invitation Homes Inc. 23.57 0 59,398 0 1,400
2017-12-31 13F-HR WFC / Wells Fargo & Co. 60.68 0 17,371 0 1,054
2017-12-31 13F-HR BIO / Bio-Rad Laboratories, Inc. 238.72 2,019 4,587 127.19 449 1,095 143.88
2017-12-31 13F-HR ICE / Intercontinental Exchange, Inc. 70.54 0 5,940 0 419
2017-12-31 13F-HR NRZ / New Residential Investment Corp. 17.88 27,236 52,239 91.80 456 934 104.82
2017-12-31 13F-HR RF / Regions Financial Corp. 17.28 0 124,699 0 2,155
2017-12-31 13F-HR WPG / WP Glimcher Inc. 7.12 0 11,799 0 84
2017-12-31 13F-HR DAL / Delta Air Lines, Inc. 55.99 39,519 29,650 -24.97 1,906 1,660 -12.91
2017-12-31 13F-HR DRE / Duke Realty Corp. 27.20 89,092 65,760 -26.19 2,568 1,789 -30.33
2017-12-31 13F-HR EMN / Eastman Chemical Company 92.71 0 5,641 0 523
2017-12-31 13F-HR AA / Alcoa Corp. 53.97 32,145 3,984 -87.61 1,499 215 -85.66
2017-12-31 13F-HR ATVI / Activision Blizzard, Inc. 63.37 13,658 4,024 -70.54 881 255 -71.06
2017-12-31 13F-HR PAC / Grupo Aeroportuario del Pacifico S.A.B. de CV 102.82 0 3,540 0 364
2017-12-31 13F-HR GFI / Gold Fields Ltd. 4.27 288,167 13,808 -95.21 1,242 59 -95.25
2017-12-31 13F-HR ULTI / Ultimate Software Group, Inc. (The) 218.19 0 2,947 0 643
2017-12-31 13F-HR NXEO / Nexeo Solutions, Inc. 9.09 33,431 23,993 -28.23 244 218 -10.66
2017-12-31 13F-HR ARR / ARMOUR Residential REIT, Inc. 25.77 0 10,479 0 270
2017-12-31 13F-HR MSI / Motorola Solutions, Inc. 90.33 8,995 12,012 33.54 763 1,085 42.20
2017-12-31 13F-HR PH / Parker-Hannifin Corp. 199.38 0 2,252 0 449
2017-12-31 13F-HR OMI / Owens & Minor, Inc. (Holding Company) 18.88 0 29,548 0 558
2017-12-31 13F-HR AHL / Aspen Insurance Holdings, Ltd. 40.58 5,054 25,576 406.05 204 1,038 408.82
2017-12-31 13F-HR UNH / UnitedHealth Group Inc. 220.34 3,913 1,239 -68.34 766 273 -64.36
2017-12-31 13F-HR FRT / Federal Realty Investment Trust 132.61 6,392 2,036 -68.15 794 270 -65.99
2017-12-31 13F-HR AFL / AFLAC, Inc. 5,164 0 -100.00 420 0 -100.00
2017-12-31 13F-HR ALB / Albemarle Corp. 11,996 0 -100.00 1,635 0 -100.00
2017-12-31 13F-HR CTLT / Catalent Inc. 42,926 0 -100.00 1,714 0 -100.00
2017-12-31 13F-HR XOM / Exxon Mobil Corp. 14,018 0 -100.00 1,149 0 -100.00
2017-12-31 13F-HR NSP / Insperity, Inc. 3,912 0 -100.00 344 0 -100.00
2017-12-31 13F-HR NRG / NRG Energy, Inc. 8,257 0 -100.00 211 0 -100.00
2017-12-31 13F-HR OAS / Oasis Petroleum Inc. 98,366 0 -100.00 897 0 -100.00
2017-12-31 13F-HR OA / Orbital ATK, Inc. 1,847 0 -100.00 246 0 -100.00
2017-12-31 13F-HR PNW / Pinnacle West Capital Corp. 2,527 0 -100.00 214 0 -100.00
2017-12-31 13F-HR RRGB / Red Robin Gourmet Burgers, Inc. 6,554 0 -100.00 439 0 -100.00
2017-12-31 13F-HR SAFE / Safety, Income & Growth Inc. 21,265 0 -100.00 396 0 -100.00
2017-12-31 13F-HR SFM / Sprouts Farmers Market, Inc. 14,411 0 -100.00 270 0 -100.00
2017-12-31 13F-HR TS / Tenaris S.A. 9,954 0 -100.00 282 0 -100.00
2017-12-31 13F-HR THE TRAVELERS COMPANIES INC / (89717E109) 17,687 0 -100.00 2,167 0
2017-12-31 13F-HR UBSH / Union Bankshares Corp 17,729 0 -100.00 626 0 -100.00
2017-12-31 13F-HR USM / United States Cellular Corp. 9,881 0 -100.00 350 0 -100.00
2017-12-31 13F-HR VMI / Valmont Industries, Inc. 1,924 0 -100.00 304 0 -100.00
2017-12-31 13F-HR VC / Visteon Corp. 3,311 0 -100.00 410 0 -100.00
2017-12-31 13F-HR XPO / XPO Logistics, Inc. 24,150 0 -100.00 1,637 0 -100.00
2017-12-31 13F-HR LNT / Alliant Energy Corp. 9,516 0 -100.00 396 0 -100.00
2017-12-31 13F-HR FTK / Flotek Industries Inc. 16,048 0 -100.00 75 0 -100.00
2017-12-31 13F-HR GOOG / Alphabet Inc. Class C 1,408 0 -100.00 1,350 0 -100.00
2017-12-31 13F-HR AEE / Ameren Corp. 9,313 0 -100.00 539 0 -100.00
2017-12-31 13F-HR ABR / Arbor Realty Trust, Inc. 31,952 0 -100.00 262 0 -100.00
2017-12-31 13F-HR TEAM / Atlassian Corporation Plc 6,594 0 -100.00 232 0 -100.00
2017-12-31 13F-HR ATO / Atmos Energy Corp. 2,941 0 -100.00 247 0 -100.00
2017-12-31 13F-HR AVB / AvalonBay Communities, Inc. 2,482 0 -100.00 443 0 -100.00
2017-12-31 13F-HR BKS / Barnes & Noble, Inc. 24,976 0 -100.00 190 0 -100.00
2017-12-31 13F-HR BOBE / Bob Evans Farms, Inc. 4,546 0 -100.00 352 0 -100.00
2017-12-31 13F-HR AVGO / Broadcom Limited 4,335 0 -100.00 1,051 0 -100.00
2017-12-31 13F-HR C / Citigroup, Inc. 19,031 0 -100.00 1,384 0 -100.00
2017-12-31 13F-HR STZ / Constellation Brands, Inc. 1,609 0 -100.00 321 0 -100.00
2017-12-31 13F-HR CNSL / Consolidated Communications Holdings, Inc. 20,436 0 -100.00 390 0 -100.00
2017-12-31 13F-HR DHR / Danaher Corp. 9,202 0 -100.00 789 0 -100.00
2017-12-31 13F-HR DFS / Discover Financial Services 9,330 0 -100.00 602 0 -100.00
2017-12-31 13F-HR EFII / Electronics For Imaging, Inc. 9,317 0 -100.00 398 0 -100.00
2017-12-31 13F-HR GPI / Group 1 Automotive, Inc. 2,973 0 -100.00 215 0 -100.00
2017-12-31 13F-HR HUBG / Hub Group, Inc. 6,475 0 -100.00 278 0 -100.00
2017-12-31 13F-HR MPEL / Melco Crown Entertainment Ltd. 8,440 0 -100.00 204 0 -100.00
2017-12-31 13F-HR NPTN / NeoPhotonics Corp, 10,160 0 -100.00 56 0 -100.00
2017-12-31 13F-HR SBRAP / Sabra Healthcare REIT, Inc. 93,456 0 -100.00 2,050 0 -100.00
2017-12-31 13F-HR SEE / Sealed Air Corp. 11,166 0 -100.00 477 0 -100.00
2017-12-31 13F-HR SNE / Sony Corp. 8,725 0 -100.00 326 0 -100.00
2017-12-31 13F-HR VBTX / Veritex Holdings, Inc. 8,742 0 -100.00 236 0 -100.00
2017-12-31 13F-HR VG / Vonage Holdings Corp. 16,632 0 -100.00 135 0 -100.00
2017-12-31 13F-HR WSM / Williams-Sonoma, Inc. 10,273 0 -100.00 512 0 -100.00
2017-12-31 13F-HR TDC / Teradata Corp. 11,481 0 -100.00 388 0 -100.00
2017-12-31 13F-HR WFT / Weatherford International plc 26,940 0 -100.00 123 0 -100.00
2017-12-31 13F-HR BWLD / Buffalo Wild Wings, Inc. 18,694 0 -100.00 1,976 0 -100.00
2017-12-31 13F-HR DNKN / Dunkin' Brands Group, Inc. 8,033 0 -100.00 426 0 -100.00
2017-12-31 13F-HR ESS / Essex Property Trust, Inc. 3,178 0 -100.00 807 0 -100.00
2017-12-31 13F-HR GNMK / GenMark Diagnostics, Inc. 17,621 0 -100.00 170 0 -100.00
2017-12-31 13F-HR GES / Guess ? Inc. 16,495 0 -100.00 281 0 -100.00
2017-12-31 13F-HR BBL / BHP Billiton Plc 6,665 0 -100.00 236 0 -100.00
2017-12-31 13F-HR VOD / Vodafone Group Plc 46,249 0 -100.00 1,316 0 -100.00
2017-12-31 13F-HR SPXC / SPX Corporation 6,875 0 -100.00 202 0 -100.00
2017-12-31 13F-HR NBL / Noble Energy, Inc. 47,209 0 -100.00 1,339 0 -100.00
2017-12-31 13F-HR HON / Honeywell International, Inc. 8,921 0 -100.00 1,264 0 -100.00
2017-12-31 13F-HR AAL / American Airlines Group Inc. 11,002 0 -100.00 522 0 -100.00
2017-12-31 13F-HR SJM / Smucker (J.M.) Co. 2,350 0 -100.00 247 0 -100.00
2017-12-31 13F-HR CFX / Colfax Corp. 5,687 0 -100.00 237 0 -100.00
2017-12-31 13F-HR ROP / Roper Technologies, Inc. 1,542 0 -100.00 375 0 -100.00
2017-12-31 13F-HR EW / Edwards Lifesciences Corp. 2,163 0 -100.00 236 0 -100.00
2017-12-31 13F-HR IPG / Interpublic Group of Companies, Inc. (The) 32,753 0 -100.00 681 0 -100.00
2017-12-31 13F-HR NDSN / Nordson Corp. 5,885 0 -100.00 697 0 -100.00
2017-12-31 13F-HR FTV / Fortive Corporation 6,947 0 -100.00 492 0 -100.00
2017-12-31 13F-HR SO / Southern Co. (The) 15,266 0 -100.00 750 0 -100.00
2017-12-31 13F-HR XEL / Xcel Energy, Inc. 9,444 0 -100.00 447 0 -100.00
2017-12-31 13F-HR AON / Aon Plc 12,080 0 -100.00 1,765 0 -100.00
2017-12-31 13F-HR MDT / Medtronic plc 6,279 0 -100.00 488 0 -100.00
2017-12-31 13F-HR AZUL / Azul SA 13,162 0 -100.00 361 0 -100.00
2017-12-31 13F-HR JELD / JELD-WEN Holding, Inc. 8,710 0 -100.00 309 0 -100.00
2017-12-31 13F-HR ZBH / Zimmer Biomet Holdings, Inc 6,230 0 -100.00 729 0 -100.00
2017-12-31 13F-HR WEN / The Wendy's Company 113,648 0 -100.00 1,765 0 -100.00
2017-12-31 13F-HR ENTL / Entellus Medical, Inc. 17,332 0 -100.00 320 0 -100.00
2017-12-31 13F-HR G / Genpact Ltd. 15,383 0 -100.00 442 0 -100.00
2017-12-31 13F-HR KHC / Kraft Heinz Company 6,317 0 -100.00 490 0 -100.00
2017-12-31 13F-HR CDK / CDK Global, Inc. 8,728 0 -100.00 551 0 -100.00
2017-12-31 13F-HR HSBC / HSBC Holdings Plc 4,475 0 -100.00 221 0 -100.00
2017-12-31 13F-HR BWA / BorgWarner, Inc. 6,149 0 -100.00 315 0 -100.00
2017-12-31 13F-HR ORCL / Oracle Corp. 58,753 0 -100.00 2,841 0 -100.00
2017-12-31 13F-HR BTU / Peabody Energy Corporation 13,746 0 -100.00 399 0 -100.00
2017-12-31 13F-HR D / Dominion Resources, Inc. 7,513 0 -100.00 578 0 -100.00
2017-12-31 13F-HR LEXEB / Liberty Expedia Holdings, Inc. Series B 4,832 0 -100.00 257 0 -100.00
2017-12-31 13F-HR AET / Aetna, Inc. 180.35 6,229 6,360 2.10 990 1,147 15.86
2017-12-31 13F-HR AL / Air Lease Corporation 48.09 22,042 1,060
2017-12-31 13F-HR ARE / Alexandria Real Estate Equities, Inc. 130.62 5,669 9,210 62.46 674 1,203 78.49
2017-12-31 13F-HR ALLE / Allegion Public Limited 79.60 6,670 8,430 26.39 577 671 16.29
2017-12-31 13F-HR MDRX / Allscripts Healthcare Solutions Inc. 14.53 0 12,524 0 182
2017-12-31 13F-HR AAT / American Assets Trust Inc 38.26 15,785 604
2017-12-31 13F-HR AMZN / Amazon.com, Inc. 1,169.68 1,294 1,491 15.22 1,244 1,744 40.19
2017-12-31 13F-HR APC / Anadarko Petroleum Corp. 53.64 41,477 28,391 -31.55 2,026 1,523 -24.83
2017-12-31 13F-HR ANDV / Andeavor Corp. 114.39 2,291 6,443 181.23 236 737 212.29
2017-12-31 13F-HR ANTM / Anthem, Inc. 225.05 10,641 6,532 -38.61 2,021 1,470 -27.26
2017-12-31 13F-HR AMAT / Applied Materials, Inc. 51.10 19,598 24,970 27.41 1,021 1,276 24.98
2017-12-31 13F-HR ASND / Ascendis Pharma AS 40.07 0 6,714 0 269
2017-12-31 13F-HR T / AT & T, Inc. 38.87 20,376 31,337 53.79 798 1,218 52.63
2017-12-31 13F-HR ATH / Athene Holding Ltd 51.67 25,608 8,457 -66.98 1,379 437 -68.31
2017-12-31 13F-HR BBD / Banco Bradesco S.A. 10.27 14,710 151
2017-12-31 13F-HR AXS / AXIS Capital Holdings Ltd. 50.28 0 11,376 0 572
2017-12-31 13F-HR BLL / Ball Corp. 37.86 0 40,600 0 1,537
2017-12-31 13F-HR AVT / Avnet, Inc. 39.57 0 8,542 0 338
2017-12-31 13F-HR BAC / Bank of America Corp. 29.51 0 29,443 0 869
2017-12-31 13F-HR BRK.B / Berkshire Hathaway, Inc. 198.23 4,702 7,022 49.34 862 1,392 61.48
2017-12-31 13F-HR BA / Boeing Company (The) 294.97 10,726 7,099 -33.82 2,727 2,094 -23.21
2017-12-31 13F-HR BP / BP Plc 41.99 0 10,454 0 439
2017-12-31 13F-HR BDN / Brandywine Realty Trust 18.19 45,265 95,138 110.18 792 1,731 118.56
2017-12-31 13F-HR BRX / Brixmor Property Group Inc. 18.65 33,223 15,389 -53.68 625 287 -54.08
2017-12-31 13F-HR BURL / Burlington Stores, Inc. 122.91 5,931 2,815 -52.54 566 346 -38.87
2017-12-31 13F-HR BRO / Brown & Brown, Inc. 51.45 43,860 35,005 -20.19 2,114 1,801 -14.81
2017-12-31 13F-HR CAL / Caleres, Inc. 33.41 0 7,004 0 234
2017-12-31 13F-HR COF / Capital One Financial Corp. 99.59 0 17,672 0 1,760
2017-12-31 13F-HR CPE / Callon Petroleum Co. 12.12 121,945 13,203 -89.17 1,371 160 -88.33
2017-12-31 13F-HR KMX / CarMax, Inc. 64.19 8,482 5,266 -37.92 643 338 -47.43
2017-12-31 13F-HR CDW / CDW Corporation 69.47 8,882 617
2017-12-31 13F-HR CRL / Charles River Laboratories International, Inc. 109.58 2,829 310
2017-12-31 13F-HR CHTR / Charter Communications, Inc. 335.88 0 1,310 0 440
2017-12-31 13F-HR CVX / Chevron Corp. 125.20 24,896 7,396 -70.29 2,925 926 -68.34
2017-12-31 13F-HR CI / Cigna Corp. 203.07 11,251 9,445 -16.05 2,103 1,918 -8.80
2017-12-31 13F-HR CLX / Clorox Company (The) 148.61 0 1,911 0 284
2017-12-31 13F-HR CNHI / CNH Industrial N.V. 13.41 0 18,868 0 253
2017-12-31 13F-HR CIT / CIT Group, Inc. (The) 49.20 0 4,878 0 240
2017-12-31 13F-HR CSCO / Cisco Systems, Inc. 38.29 0 49,751 0 1,905
2017-12-31 13F-HR CL / Colgate-Palmolive Co. 75.45 20,663 51,056 147.09 1,505 3,852 155.95
2017-12-31 13F-HR CMA / Comerica, Inc. 86.80 0 18,364 0 1,594
2017-12-31 13F-HR CNOB / ConnectOne Bancorp, Inc. 25.77 18,463 21,191 14.78 454 546 20.26
2017-12-31 13F-HR CLR / Continental Resources, Inc. 52.94 6,707 12,504 86.43 259 662 155.60
2017-12-31 13F-HR CLGX / CoreLogic, Inc. 46.12 7,284 4,835 -33.62 337 223 -33.83
2017-12-31 13F-HR DAN / Dana Holding Corp. 32.01 83,005 24,745 -70.19 2,321 792 -65.88
2017-12-31 13F-HR DAR / Darling Ingredients Inc. 18.13 20,987 10,535 -49.80 368 191 -48.10
2017-12-31 13F-HR DF / Dean Foods Co. 11.56 0 44,630 0 516
2017-12-31 13F-HR DKS / Dick's Sporting Goods, Inc. 28.73 0 35,786 0 1,028
2017-12-31 13F-HR DIN / DineEquity, Inc. 50.68 5,762 292
2017-12-31 13F-HR DG / Dollar General Corp. 93.03 14,299 15,618 9.22 1,159 1,453 25.37
2017-12-31 13F-HR ETFC / E*TRADE Financial, Inc. 49.58 0 19,220 0 953
2017-12-31 13F-HR LLY / Eli Lilly & Co. 84.49 15,404 9,528 -38.15 1,318 805 -38.92
2017-12-31 13F-HR RE / Everest RE Group, Ltd. (Holding Co.) 221.32 0 5,065 0 1,121
2017-12-31 13F-HR ESRX / Express Scripts Holding Co. 74.61 19,850 11,352 -42.81 1,257 847 -32.62
2017-12-31 13F-HR FITB / Fifth Third Bancorp 30.34 36,156 81,010 124.06 1,012 2,458 142.89
2017-12-31 13F-HR FAF / First American Financial Corp. (The) 56.03 13,681 5,908 -56.82 684 331 -51.61
2017-12-31 13F-HR FDC / First Data Corporation 16.72 120,988 80,346 -33.59 2,183 1,343 -38.48
2017-12-31 13F-HR FISV / Fiserv, Inc. 131.14 0 9,196 0 1,206
2017-12-31 13F-HR GWR / Genesee & Wyoming, Inc. 78.62 0 4,439 0 349
2017-12-31 13F-HR GM / General Motors Company 40.98 57,760 53,559 -7.27 2,332 2,195 -5.87
2017-12-31 13F-HR GILD / Gilead Sciences, Inc. 71.65 0 6,350 0 455
2017-12-31 13F-HR GPMT / Granite Point Mortgage Trust Inc 17.74 57,791 1,025
2017-12-31 13F-HR THG / Hanover Insurance Group, Inc. (The) 107.98 0 2,343 0 253
2017-12-31 13F-HR HSIC / Henry Schein, Inc. 69.99 14,658 2,886 -80.31 1,202 202 -83.19
2017-12-31 13F-HR HPQ / HP Inc. 20.98 0 14,156 0 297
2017-12-31 13F-HR HBAN / Huntington Bancshares, Inc. 14.54 0 19,394 0 282
2017-12-31 13F-HR INCY / Incyte Corp. 94.87 0 3,194 0 303
2017-12-31 13F-HR H / Hyatt Hotels Corp. 73.50 0 8,816 0 648
2017-12-31 13F-HR INXN / InterXion Holding N.V. 58.91 12,517 14,056 12.30 637 828 29.98
2017-12-31 13F-HR IVZ / Invesco Ltd. 36.55 11,782 26,482 124.77 413 968 134.38
2017-12-31 13F-HR KSU / Kansas City Southern 105.27 0 4,645 0 489
2017-12-31 13F-HR JPM / JPMorgan Chase & Co. 106.99 6,607 9,973 50.95 631 1,067 69.10
2017-12-31 13F-HR LH / Laboratory Corp. of America Holdings 159.45 0 3,418 0 545
2017-12-31 13F-HR LHO / LaSalle Hotel Properties 28.08 0 23,720 0 666
2017-12-31 13F-HR LXRX / Lexicon Pharmaceuticals, Inc. 9.85 11,875 117
2017-12-31 13F-HR LBRDK / Liberty Broadband Corporation, Class C 85.07 3,174 270
2017-12-31 13F-HR LPLA / LPL Financial Holdings Inc. 57.15 31,740 24,130 -23.98 1,637 1,379 -15.76
2017-12-31 13F-HR LYB / LyondellBasell Industries NV 110.28 0 5,885 0 649
2017-12-31 13F-HR MPC / Marathon Petroleum Corp. 65.92 0 3,565 0 235
2017-12-31 13F-HR MA / MasterCard Incorporated 151.29 9,533 5,063 -46.89 1,346 766 -43.09
2017-12-31 13F-HR MU / Micron Technology, Inc. 41.15 42,974 12,320 -71.33 1,690 507 -70.00
2017-12-31 13F-HR MHK / Mohawk Industries, Inc. 275.86 3,044 2,146 -29.50 753 592 -21.38
2017-12-31 13F-HR MON / Monsanto Co. 116.82 7,535 5,855 -22.30 903 684 -24.25
2017-12-31 13F-HR MS / Morgan Stanley 52.47 0 27,103 0 1,422
2017-12-31 13F-HR NGG / National Grid Plc 58.79 6,923 407
2017-12-31 13F-HR EYE / National Vision Holdings, Inc. 40.60 21,502 873
2017-12-31 13F-HR NLSN / Nielsen Holdings PLC 36.47 0 5,703 0 208
2017-12-31 13F-HR OCLR / Oclaro, Inc 6.75 0 33,774 0 228
2017-12-31 13F-HR NUVA / NuVasive, Inc. 58.49 7,779 10,497 34.94 431 614 42.46
2017-12-31 13F-HR ORI / Old Republic International Corp. 21.38 168,837 114,379 -32.25 3,324 2,445 -26.44
2017-12-31 13F-HR PTEN / Patterson-UTI Energy, Inc. 23.01 0 13,169 0 303
2017-12-31 13F-HR PKI / PerkinElmer, Inc. 73.12 15,117 22,211 46.93 1,043 1,624 55.70
2017-12-31 13F-HR PDCO / Patterson Companies, Inc. 36.12 10,982 8,057 -26.63 424 291 -31.37
2017-12-31 13F-HR POT / Potash Corp. of Saskatchewan, Inc. 20.63 0 10,423 0 215
2017-12-31 13F-HR BPOP / Popular, Inc. 35.44 0 6,970 0 247
2017-12-31 13F-HR PPL / PPL Corp. 30.97 18,499 573
2017-12-31 13F-HR PQG / PQ Group Holdings Inc. 16.44 53,154 874
2017-12-31 13F-HR PGR / Progressive Corp. (The) 56.32 24,557 14,896 -39.34 1,189 839 -29.44
2017-12-31 13F-HR RTN / Raytheon Co. 188.05 3,875 2,143 -44.70 723 403 -44.26
2017-12-31 13F-HR RXN / Rexnord Corp. 26.01 11,351 12,033 6.01 288 313 8.68
2017-12-31 13F-HR RYTM / Rhythm Pharmaceuticals, Inc. 29.06 10,632 309
2017-12-31 13F-HR RLJ / RLJ Lodging Trust 21.94 15,449 339
2017-12-31 13F-HR ROST / Ross Stores, Inc. 80.24 0 16,663 0 1,337
2017-12-31 13F-HR RHP / Ryman Hospitality Properties, Inc. 69.06 5,792 400
2017-12-31 13F-HR RSPP / RSP Permian, Inc. 40.68 43,131 20,033 -53.55 1,492 815 -45.38
2017-12-31 13F-HR SC / Santander Consumer USA Holdings Inc. 18.63 97,038 46,755 -51.82 1,491 871 -41.58
2017-12-31 13F-HR MHFI / McGraw Hill Financial, Inc. 169.37 0 6,967 0 1,180
2017-12-31 13F-HR SCI / Service Corp. International 37.30 0 7,856 0 293
2017-12-31 13F-HR SHPG / Shire Plc. 155.07 14,025 3,592 -74.39 2,148 557 -74.07
2017-12-31 13F-HR ACIA / Acacia Communications, Inc. 36.21 5,551 201
2017-12-31 13F-HR AYI / Acuity Brands, Inc. (Holding Company) 176.05 1,244 219
2017-12-31 13F-HR GOLF / Acushnet Holdings Corp. 21.06 10,587 223
2017-12-31 13F-HR A / Agilent Technologies, Inc. 66.98 0 9,705 0 650
2017-12-31 13F-HR ALXN / Alexion Pharmaceuticals, Inc. 119.45 2,339 2,453 4.87 328 293 -10.67
2017-12-31 13F-HR YHOO / Yahoo! Inc. 69.82 14,838 1,036
2017-12-31 13F-HR AXP / American Express Co. 99.33 37,502 19,320 -48.48 3,392 1,919 -43.43
2017-12-31 13F-HR AMKR / Amkor Technology, Inc. 10.01 0 10,692 0 107
2017-12-31 13F-HR APLS / Apellis Pharmaceuticals, Inc. 21.73 14,586 317
2017-12-31 13F-HR ACI / Arch Coal, Inc. 93.07 3,578 333
2017-12-31 13F-HR ARGX / argenx SE ADS 63.06 5,328 336
2017-12-31 13F-HR ASH / Ashland Global Holdings, Inc. 71.16 0 5,270 0 375
2017-12-31 13F-HR AZPN / Aspen Technology, Inc. 66.19 3,626 240
2017-12-31 13F-HR ADSK / Autodesk, Inc. 104.78 3,684 386
2017-12-31 13F-HR BTG / B2Gold Corp. 3.09 37,830 117
2017-12-31 13F-HR BCE / BCE Inc. 47.95 6,819 327
2017-12-31 13F-HR WRB / Berkley (W.R.) Corp. 71.68 0 13,058 0 936
2017-12-31 13F-HR BKFS / Black Knight Financial Services, Inc. 44.14 31,694 1,399
2017-12-31 13F-HR EAT / Brinker International, Inc. 38.81 0 6,184 0 240
2017-12-31 13F-HR CADE / Cadence Bancorporation 27.13 14,782 401
2017-12-31 13F-HR CWH / Camping World Holdings, Inc. 44.81 6,003 269
2017-12-31 13F-HR CARG / CarGurus, Inc. 29.99 7,002 210
2017-12-31 13F-HR CBL / CBL & Associates Properties, Inc. 22.06 0 19,814 0 437
2017-12-31 13F-HR CELG / Celgene Corp. 104.16 0 2,285 0 238
2017-12-31 13F-HR LNG / Cheniere Energy, Inc. 53.91 0 4,174 0 225
2017-12-31 13F-HR CHSP / Chesapeake Lodging Trust 27.08 51,511 1,395
2017-12-31 13F-HR CINF / Cincinnati Financial Corp. 74.95 10,473 785
2017-12-31 13F-HR CMS / CMS Energy Corp. 47.28 24,429 1,155
2017-12-31 13F-HR CLNS / Colony NorthStar, Inc. 11.42 25,130 287
2017-12-31 13F-HR CXP / Columbia Property Trust, Inc. 22.95 114,133 2,619
2017-12-31 13F-HR OFC / Corporate Office Properties Trust 29.17 16,556 483
2017-12-31 13F-HR CCI / Crown Castle International Corp. 111.03 32,886 8,061 -75.49 3,288 895 -72.78
2017-12-31 13F-HR DCPH / Deciphera Pharmaceuticals, Inc. 22.63 12,724 288
2017-12-31 13F-HR FANG / Diamondback Energy, Inc. 126.13 0 3,988 0 503
2017-12-31 13F-HR DDS / Dillard's, Inc. 60.02 4,882 293
2017-12-31 13F-HR DOW / Dow Chemical Co. (The) 71.20 16,025 1,141
2017-12-31 13F-HR EGBN / Eagle Bancorp, Inc. 57.85 0 9,300 0 538
2017-12-31 13F-HR ERI / Eldorado Resorts, Inc. 33.12 6,734 223
2017-12-31 13F-HR EMR / Emerson Electric Co. 69.67 12,818 893
2017-12-31 13F-HR ESGR / Enstar Group Limited 200.90 0 2,449 0 492
2017-12-31 13F-HR EQT / EQT Corp. 56.82 0 4,629 0 263
2017-12-31 13F-HR ESNT / Essent Group Ltd. 43.42 14,389 18,539 28.84 583 805 38.08
2017-12-31 13F-HR ETSY / Etsy, Inc. 20.46 12,368 253
2017-12-31 13F-HR AQUA / Evoqua Water Technologies Corp. 23.71 53,226 1,262
2017-12-31 13F-HR FAST / Fastenal Co. 54.72 0 9,521 0 521
2017-12-31 13F-HR FMCC / Freddie Mac 2.52 56,404 142
2017-12-31 13F-HR FNHC / Federated National Holding Co. 16.56 20,277 18,302 -9.74 317 303 -4.42
2017-12-31 13F-HR FINL / Finish Line, Inc. (THE) 14.54 0 14,236 0 207
2017-12-31 13F-HR FR / First Industrial Realty Trust, Inc. 31.48 23,537 741
2017-12-31 13F-HR FE / FirstEnergy Corp. 30.58 9,320 285
2017-12-31 13F-HR FLEX / Flextronics International Ltd. 18.03 0 13,091 0 236
2017-12-31 13F-HR FUNKO INC / CL A (361008105) 6.66 24,621 164
2017-12-31 13F-HR GCP / GCP Applied Technologies Inc. 31.90 8,088 258
2017-12-31 13F-HR GE / General Electric Co. 17.47 0 19,064 0 333
2017-12-31 13F-HR GSK / GlaxoSmithKline plc 35.46 20,472 726
2017-12-31 13F-HR GRAMERCY PPTY TR / (385002308) 26.66 40,544 1,081
2017-12-31 13F-HR TV / Grupo Televisa S.A. 18.68 0 16,488 0 308
2017-12-31 13F-HR HBHC / Hancock Holding Co. 49.48 13,782 682
2017-12-31 13F-HR HSKA / Heska Corp. 80.28 2,566 206
2017-12-31 13F-HR HUB.A / Hubbell Inc 135.29 0 2,247 0 304
2017-12-31 13F-HR HII / Huntington Ingalls Industries, Inc. 235.38 1,317 310
2017-12-31 13F-HR INFY / Infosys Limited 16.22 16,708 271
2017-12-31 13F-HR IBOC / International Bancshares Corp. 39.70 27,457 1,090
2017-12-31 13F-HR IBM / International Business Machines Corp. 153.24 0 2,036 0 312
2017-12-31 13F-HR IQV / IQVIA Holdings Inc. 97.90 2,615 256
2017-12-31 13F-HR JBGS / JBG SMITH Properties 34.72 36,377 1,263
2017-12-31 13F-HR KW / Kennedy-Wilson Holdings, Inc. 17.35 39,203 680
2017-12-31 13F-HR KRC / Kilroy Realty Corp. 74.71 10,192 5,782 -43.27 725 432 -40.41
2017-12-31 13F-HR KNIGHT SWIFT TRANSPORTATION HOLDINGS INC / CL A (499049104) 43.72 6,359 278
2017-12-31 13F-HR LRCX / Lam Research Corp. 184.11 0 7,365 0 1,356
2017-12-31 13F-HR LVS / Las Vegas Sands Corp. 69.47 0 3,858 0 268
2017-12-31 13F-HR LEG / Leggett & Platt, Inc. 47.76 0 5,967 0 285
2017-12-31 13F-HR LAD / Lithia Motors, Inc. 113.48 0 2,820 0 320
2017-12-31 13F-HR LKQ / LKQ Corp. 40.65 0 14,415 0 586
2017-12-31 13F-HR LUKOY / PJSC Lukoil 57.69 5,148 297
2017-12-31 13F-HR CLI / Mack-Cali Realty Corp. 21.58 0 24,888 0 537
2017-12-31 13F-HR MTZ / MasTec, Inc. 49.03 4,426 217
2017-12-31 13F-HR MDC / M.D.C. Holdings, Inc. 31.94 8,141 260
2017-12-31 13F-HR METROPOLITAN BANK HOLDING CORP / (591774104) 42.16 7,780 328
2017-12-31 13F-HR MSTR / MicroStrategy, Inc. 131.43 0 2,001 0 263
2017-12-31 13F-HR MYL / Mylan N.V. 42.29 0 9,365 0 396
2017-12-31 13F-HR NNN / National Retail Properties, Inc. 43.15 15,921 687
2017-12-31 13F-HR EDU / New Oriental Education & Technology Group, Inc. 93.85 2,504 235
2017-12-31 13F-HR NWL / Newell Brands Inc. 30.92 0 8,701 0 269
2017-12-31 13F-HR NSC / Norfolk Southern Corp. 144.92 2,631 15,457 487.50 348 2,240 543.68
2017-12-31 13F-HR OCFC / OceanFirst Financial Corp. 26.24 21,954 576
2017-12-31 13F-HR ONB / Old National Bancorp 17.46 0 14,888 0 260
2017-12-31 13F-HR ONDK / On Deck Capital, Inc. 5.78 10,202 59
2017-12-31 13F-HR ORA / Ormat Technologies, Inc. 63.87 3,601 230
2017-12-31 13F-HR PZZA / Papa John's International, Inc. 56.10 0 18,521 0 1,039
2017-12-31 13F-HR PRGO / Perrigo Company plc 87.22 0 2,442 0 213
2017-12-31 13F-HR PLNT / Planet Fitness, Inc. 34.64 62,876 9,499 -84.89 1,696 329 -80.60
2017-12-31 13F-HR PNM / PNM Resources, Inc. 40.43 17,784 719
2017-12-31 13F-HR TROW / Price (T.) Rowe Group, Inc. 105.01 0 6,028 0 633
2017-12-31 13F-HR PUMP / Propetro Holding Corp 20.17 16,310 329
2017-12-31 13F-HR PEG / Public Service Enterprise Group, Inc. 51.50 11,669 601
2017-12-31 13F-HR PVH / PVH Corp. 137.20 19,219 10,940 -43.08 2,423 1,501 -38.05
2017-12-31 13F-HR O / Realty Income Corp. 57.11 4,745 271
2017-12-31 13F-HR RMD / ResMed Inc. 84.68 0 3,165 0 268
2017-12-31 13F-HR QSR / Restaurant Brands International Inc. 61.52 3,397 209
2017-12-31 13F-HR ROK / Rockwell Automation, Inc. 196.24 3,163 4,199 32.75 564 824 46.10
2017-12-31 13F-HR SAIC / Science Applications International Corp. 76.64 3,523 270
2017-12-31 13F-HR SJR / Shaw Communications Inc. Class B Non-Voting Participating 22.82 20,466 467
2017-12-31 13F-HR SFLY / Shutterfly, Inc. 49.77 34,374 17,741 -48.39 1,666 883 -47.00