FOX RUN MANAGEMENT, L.L.C. Quant / Systematic

Location: Greenwich, CT

CIK: 0001533457 · Show all filings

Period: Q4 2015 (Next →)

Filing Date: Jan 13, 2016

Total Value: $129M (100.0% shares, 0.0% debt)

Holdings (372)

IWM ISHARES TR 3.9%
Value $5.045M Shares 44,800 Est. Cost $112.61 Unrealized
SPY SPDR S&P 500 ETF TR 3.9%
Value $5.015M Shares 24,600 Est. Cost $203.86 Unrealized
MDY SPDR S&P MIDCAP 400 ETF TR 2.1%
Value $2.718M Shares 10,700 Est. Cost $254.02 Unrealized
EPD ENTERPRISE PRODS PARTNERS L 0.8%
Value $1.018M Shares 39,800 Est. Cost $25.58 Unrealized
MGA MAGNA INTL INC 0.7%
Value $933K Shares 23,000 Est. Cost $34.55 Unrealized 0.0%
GILD GILEAD SCIENCES INC 0.7%
Value $880K Shares 8,700 Est. Cost $72.90 Unrealized 0.0%
MNST MONSTER BEVERAGE CORP NEW 0.7%
Value $849K Shares 5,700 Est. Cost $24.14 Unrealized 0.0%
CBS CORP NEW 0.6%
Value $839K Shares 17,800 Est. Cost $47.13 Unrealized
M MACYS INC 0.6%
Value $801K Shares 22,900 Est. Cost $43.33 Unrealized 0.0%
EW EDWARDS LIFESCIENCES CORP 0.6%
Value $774K Shares 9,800 Est. Cost $25.97 Unrealized 0.0%
DISH NETWORK CORP 0.6%
Value $766K Shares 13,400 Est. Cost $57.16 Unrealized
ZAYO GROUP HLDGS INC 0.6%
Value $715K Shares 26,900 Est. Cost $26.58 Unrealized
KEX KIRBY CORP 0.5%
Value $710K Shares 13,500 Est. Cost $61.90 Unrealized 0.0%
POTASH CORP SASK INC 0.5%
Value $676K Shares 39,500 Est. Cost $17.11 Unrealized
RVTY PERKINELMER INC 0.5%
Value $664K Shares 12,400 Est. Cost $49.39 Unrealized 0.0%
CIMAREX ENERGY CO 0.5%
Value $661K Shares 7,400 Est. Cost $89.32 Unrealized
CRM SALESFORCE COM INC 0.5%
Value $659K Shares 8,400 Est. Cost $77.15 Unrealized 0.0%
ALTISOURCE PORTFOLIO SOLNS S 0.5%
Value $651K Shares 23,400 Est. Cost $27.82 Unrealized
MEAD JOHNSON NUTRITION CO 0.5%
Value $647K Shares 8,200 Est. Cost $78.90 Unrealized
AXP AMERICAN EXPRESS CO 0.5%
Value $612K Shares 8,800 Est. Cost $62.87 Unrealized 0.0%
INTC INTEL CORP 0.5%
Value $603K Shares 17,500 Est. Cost $26.65 Unrealized 0.0%
TBI TRUEBLUE INC 0.5%
Value $598K Shares 23,200 Est. Cost $26.98 Unrealized 0.0%
SJM SMUCKER J M CO 0.5%
Value $592K Shares 4,800 Est. Cost $87.89 Unrealized 0.0%
ABBV ABBVIE INC 0.4%
Value $581K Shares 9,800 Est. Cost $37.96 Unrealized 0.0%
TRN TRINITY INDS INC 0.4%
Value $572K Shares 23,800 Est. Cost $13.44 Unrealized 0.0%
CMCSA COMCAST CORP NEW 0.4%
Value $570K Shares 10,100 Est. Cost $23.76 Unrealized 0.0%
OKE ONEOK INC NEW 0.4%
Value $567K Shares 23,000 Est. Cost $15.97 Unrealized 0.0%
NUSTAR ENERGY LP UNIT 0.4%
Value $561K Shares 14,000 Est. Cost $40.07 Unrealized
GLW CORNING INC 0.4%
Value $554K Shares 30,300 Est. Cost $13.86 Unrealized 0.0%
FRESH MKT INC 0.4%
Value $553K Shares 23,600 Est. Cost $23.43 Unrealized
TRGP TARGA RES CORP 0.4%
Value $552K Shares 20,400 Est. Cost $27.03 Unrealized 0.0%
DY DYCOM INDS INC 0.4%
Value $546K Shares 7,800 Est. Cost $79.48 Unrealized 0.0%
MOS MOSAIC CO NEW 0.4%
Value $544K Shares 19,700 Est. Cost $26.16 Unrealized 0.0%
BAC BANK AMER CORP 0.4%
Value $542K Shares 32,200 Est. Cost $13.56 Unrealized 0.0%
ANTERO MIDSTREAM PARTNERS LP 0.4%
Value $525K Shares 23,000 Est. Cost $22.83 Unrealized
EPC EDGEWELL PERS CARE CO 0.4%
Value $525K Shares 6,700 Est. Cost $73.93 Unrealized 0.0%
ARE ALEXANDRIA REAL ESTATE EQ IN 0.4%
Value $524K Shares 5,800 Est. Cost $63.09 Unrealized 0.0%
AXS AXIS CAPITAL HOLDINGS LTD 0.4%
Value $523K Shares 9,300 Est. Cost $41.64 Unrealized 0.0%
ALL ALLSTATE CORP 0.4%
Value $522K Shares 8,400 Est. Cost $49.75 Unrealized 0.0%
GM GENERAL MTRS CO 0.4%
Value $510K Shares 15,000 Est. Cost $27.71 Unrealized 0.0%
JOHNSON CTLS INC 0.4%
Value $509K Shares 12,900 Est. Cost $39.46 Unrealized
XILINX INC 0.4%
Value $507K Shares 10,800 Est. Cost $46.94 Unrealized
GPRO GOPRO INC 0.4%
Value $506K Shares 28,100 Est. Cost $23.22 Unrealized 0.0%
IMPERVA INC 0.4%
Value $506K Shares 8,000 Est. Cost $63.25 Unrealized
ADBE ADOBE SYS INC 0.4%
Value $498K Shares 5,300 Est. Cost $89.84 Unrealized 0.0%
KMI KINDER MORGAN INC DEL 0.4%
Value $497K Shares 33,300 Est. Cost $14.29 Unrealized 0.0%
JD JD COM INC 0.4%
Value $497K Shares 15,400 Est. Cost $32.27 Unrealized
ASPEN TECHNOLOGY INC 0.4%
Value $495K Shares 13,100 Est. Cost $37.79 Unrealized
AAL AMERICAN AIRLS GROUP INC 0.4%
Value $491K Shares 11,600 Est. Cost $41.38 Unrealized 0.0%
CORELOGIC INC 0.4%
Value $491K Shares 14,500 Est. Cost $33.86 Unrealized
AGO ASSURED GUARANTY LTD 0.4%
Value $489K Shares 18,500 Est. Cost $22.54 Unrealized 0.0%
HOLLYFRONTIER CORP 0.4%
Value $483K Shares 12,100 Est. Cost $39.92 Unrealized
MO ALTRIA GROUP INC 0.4%
Value $477K Shares 8,200 Est. Cost $29.47 Unrealized 0.0%
BKD BROOKDALE SR LIVING INC 0.4%
Value $476K Shares 25,800 Est. Cost $21.54 Unrealized 0.0%
CBRE CBRE GROUP INC 0.4%
Value $474K Shares 13,700 Est. Cost $35.25 Unrealized 0.0%
AAPL APPLE INC 0.4%
Value $474K Shares 4,500 Est. Cost $25.73 Unrealized 0.0%
MUSA MURPHY USA INC 0.4%
Value $474K Shares 7,800 Est. Cost $58.12 Unrealized 0.0%
PHG KONINKLIJKE PHILIPS NV 0.4%
Value $473K Shares 18,600 Est. Cost $25.43 Unrealized
BRSL INTERNATIONAL GAME TECHNOLOG 0.4%
Value $472K Shares 29,200 Est. Cost $9.16 Unrealized 0.0%
MRK MERCK & CO INC NEW 0.4%
Value $470K Shares 8,900 Est. Cost $36.77 Unrealized 0.0%
VC VISTEON CORP 0.4%
Value $469K Shares 4,100 Est. Cost $65.24 Unrealized 0.0%
HIW HIGHWOODS PPTYS INC 0.4%
Value $467K Shares 10,700 Est. Cost $43.64 Unrealized
INTEROIL CORP 0.4%
Value $462K Shares 14,700 Est. Cost $31.43 Unrealized
LYB LYONDELLBASELL INDUSTRIES N 0.4%
Value $461K Shares 5,300 Est. Cost $52.02 Unrealized 0.0%
TOL TOLL BROTHERS INC 0.4%
Value $460K Shares 13,800 Est. Cost $35.68 Unrealized 0.0%
NORDSTROM INC 0.4%
Value $453K Shares 9,100 Est. Cost $49.78 Unrealized
WOR WORTHINGTON INDS INC 0.3%
Value $452K Shares 15,000 Est. Cost $18.49 Unrealized 0.0%
CARDTRONICS INC 0.3%
Value $451K Shares 13,400 Est. Cost $33.66 Unrealized
MAT MATTEL INC 0.3%
Value $443K Shares 16,300 Est. Cost $24.60 Unrealized 0.0%
PACWEST BANCORP DEL 0.3%
Value $440K Shares 10,200 Est. Cost $43.14 Unrealized
CSCO CISCO SYS INC 0.3%
Value $440K Shares 16,200 Est. Cost $20.16 Unrealized 0.0%
AAP ADVANCE AUTO PARTS INC 0.3%
Value $436K Shares 2,900 Est. Cost $152.05 Unrealized 0.0%
HAWAIIAN HOLDINGS INC 0.3%
Value $435K Shares 12,300 Est. Cost $35.37 Unrealized
WFC WELLSFARGO&CO NEW 0.3%
Value $435K Shares 8,000 Est. Cost $40.84 Unrealized 0.0%
BA BOEING CO 0.3%
Value $434K Shares 3,000 Est. Cost $128.88 Unrealized 0.0%
AMERICAN EQTY INVT LIFE HLD 0.3%
Value $433K Shares 18,000 Est. Cost $24.06 Unrealized
ACGL ARCH CAP GROUP LTD 0.3%
Value $432K Shares 6,200 Est. Cost $23.38 Unrealized 0.0%
WPC W P CAREY INC 0.3%
Value $431K Shares 7,300 Est. Cost $59.04 Unrealized
ADI ANALOG DEVICES INC 0.3%
Value $431K Shares 7,800 Est. Cost $48.08 Unrealized 0.0%
OII OCEANEERING INTL INC 0.3%
Value $431K Shares 11,500 Est. Cost $42.79 Unrealized 0.0%
TSN TYSON FOODS INC 0.3%
Value $427K Shares 8,000 Est. Cost $37.67 Unrealized 0.0%
BKU BANKUNITED INC 0.3%
Value $426K Shares 11,800 Est. Cost $27.37 Unrealized 0.0%
REALOGY HLDGS CORP 0.3%
Value $425K Shares 11,600 Est. Cost $36.64 Unrealized
TRIBUNE MEDIA CO 0.3%
Value $423K Shares 12,500 Est. Cost $33.84 Unrealized
MGM MGM RESORTS INTERNATIONAL 0.3%
Value $414K Shares 18,200 Est. Cost $20.84 Unrealized 0.0%
ORCL ORACLE CORP 0.3%
Value $413K Shares 11,300 Est. Cost $32.82 Unrealized 0.0%
LUV SOUTHWEST AIRLS CO 0.3%
Value $409K Shares 9,500 Est. Cost $39.33 Unrealized 0.0%
FHI FEDERATED INVS INC PA 0.3%
Value $407K Shares 14,200 Est. Cost $18.82 Unrealized 0.0%
TIME WARNER INC 0.3%
Value $407K Shares 6,300 Est. Cost $64.60 Unrealized
FE FIRSTENERGY CORP 0.3%
Value $403K Shares 12,700 Est. Cost $20.59 Unrealized 0.0%
NTGR NETGEAR INC 0.3%
Value $402K Shares 9,600 Est. Cost $25.06 Unrealized 0.0%
TDS TELEPHONE & DATA SYS INC 0.3%
Value $401K Shares 15,500 Est. Cost $27.30 Unrealized 0.0%
CA INC 0.3%
Value $400K Shares 14,000 Est. Cost $28.57 Unrealized
DLR DIGITAL RLTY TR INC 0.3%
Value $386K Shares 5,100 Est. Cost $50.41 Unrealized 0.0%
CFG CITIZENS FINL GROUP INC 0.3%
Value $385K Shares 14,700 Est. Cost $17.37 Unrealized 0.0%
CENTURYLINK INC 0.3%
Value $382K Shares 15,200 Est. Cost $25.13 Unrealized
HALYARD HEALTH INC 0.3%
Value $378K Shares 11,300 Est. Cost $33.45 Unrealized
DYNAVAX TECHNOLOGIES CORP 0.3%
Value $377K Shares 15,600 Est. Cost $24.17 Unrealized
CHEMTURA CORP 0.3%
Value $376K Shares 13,800 Est. Cost $27.25 Unrealized
RACKSPACE HOSTING INC 0.3%
Value $375K Shares 14,800 Est. Cost $25.34 Unrealized
INGR INGREDION INC 0.3%
Value $374K Shares 3,900 Est. Cost $94.78 Unrealized 0.0%
TESSERA TECHNOLOGIES INC 0.3%
Value $372K Shares 12,400 Est. Cost $30.00 Unrealized
BRKR BRUKER CORP 0.3%
Value $371K Shares 15,300 Est. Cost $19.94 Unrealized 0.0%
HILTON WORLDWIDE HLDGS INC 0.3%
Value $368K Shares 17,200 Est. Cost $21.40 Unrealized
TE CONNECTIVITY LTD 0.3%
Value $368K Shares 5,700 Est. Cost $64.56 Unrealized
CPT CAMDEN PPTY TR 0.3%
Value $368K Shares 4,800 Est. Cost $51.23 Unrealized 0.0%
VISN COMMSCOPE HLDG CO INC 0.3%
Value $365K Shares 14,100 Est. Cost $28.78 Unrealized 0.0%
SHW SHERWIN WILLIAMS CO 0.3%
Value $363K Shares 1,400 Est. Cost $78.73 Unrealized 0.0%
BCO BRINKS CO 0.3%
Value $361K Shares 12,500 Est. Cost $27.38 Unrealized 0.0%
BJRI BJS RESTAURANTS INC 0.3%
Value $361K Shares 8,300 Est. Cost $42.60 Unrealized 0.0%
CARRIZO OIL & GAS INC 0.3%
Value $361K Shares 12,200 Est. Cost $29.59 Unrealized
CCK CROWN HOLDINGS INC 0.3%
Value $360K Shares 7,100 Est. Cost $48.36 Unrealized 0.0%
SMITH & WESSON HLDG CORP 0.3%
Value $356K Shares 16,200 Est. Cost $21.98 Unrealized
PLAY DAVE & BUSTERS ENTMT INC 0.3%
Value $355K Shares 8,500 Est. Cost $39.12 Unrealized 0.0%
DAL DELTA AIR LINES INC DEL 0.3%
Value $355K Shares 7,000 Est. Cost $43.67 Unrealized 0.0%
SELECT INCOME REIT 0.3%
Value $355K Shares 17,900 Est. Cost $19.83 Unrealized
FMC F M C CORP 0.3%
Value $352K Shares 9,000 Est. Cost $27.13 Unrealized 0.0%
TGNA TEGNA INC 0.3%
Value $350K Shares 13,700 Est. Cost $16.91 Unrealized 0.0%
QUINTILES TRANSNATIO HLDGS I 0.3%
Value $350K Shares 5,100 Est. Cost $68.63 Unrealized
MEI METHODE ELECTRS INC 0.3%
Value $350K Shares 11,000 Est. Cost $27.45 Unrealized 0.0%
CHIMERIX INC 0.3%
Value $349K Shares 39,000 Est. Cost $8.95 Unrealized
RETAIL OPPORTUNITY INVTS COR 0.3%
Value $349K Shares 19,500 Est. Cost $17.90 Unrealized
MSI MOTOROLA SOLUTIONS INC 0.3%
Value $349K Shares 5,100 Est. Cost $59.39 Unrealized 0.0%
TENNECO INC 0.3%
Value $349K Shares 7,600 Est. Cost $45.92 Unrealized
SIERRA WIRELESS INC 0.3%
Value $346K Shares 22,000 Est. Cost $15.73 Unrealized
NAVI NAVIENT CORP 0.3%
Value $346K Shares 30,200 Est. Cost $12.25 Unrealized 0.0%
ACTIVISION BLIZZARD INC 0.3%
Value $345K Shares 8,900 Est. Cost $38.76 Unrealized
META FACEBOOK INC 0.3%
Value $345K Shares 3,300 Est. Cost $102.01 Unrealized 0.0%
SVB FINL GROUP 0.3%
Value $345K Shares 2,900 Est. Cost $118.97 Unrealized
EXR EXTRA SPACE STORAGE INC 0.3%
Value $344K Shares 3,900 Est. Cost $56.28 Unrealized 0.0%
PRU PRUDENTIAL FINL INC 0.3%
Value $342K Shares 4,200 Est. Cost $52.61 Unrealized 0.0%
TTEK TETRA TECH INC NEW 0.3%
Value $338K Shares 13,000 Est. Cost $5.34 Unrealized 0.0%
VCA INC 0.3%
Value $336K Shares 6,100 Est. Cost $55.08 Unrealized
EBAY EBAY INC 0.3%
Value $330K Shares 12,000 Est. Cost $24.58 Unrealized 0.0%
AWI ARMSTRONG WORLD INDS INC NEW 0.3%
Value $329K Shares 7,200 Est. Cost $45.23 Unrealized 0.0%
WYNDHAM WORLDWIDE CORP 0.3%
Value $327K Shares 4,500 Est. Cost $72.67 Unrealized
CVLT COMMVAULT SYSTEMS INC 0.3%
Value $327K Shares 8,300 Est. Cost $39.08 Unrealized 0.0%
FRANKS INTL N V 0.3%
Value $327K Shares 19,600 Est. Cost $16.68 Unrealized
RETROPHIN INC 0.3%
Value $324K Shares 16,800 Est. Cost $19.29 Unrealized
KRC KILROY RLTY CORP 0.2%
Value $323K Shares 5,100 Est. Cost $63.33 Unrealized
REYNOLDS AMERICAN INC 0.2%
Value $323K Shares 7,000 Est. Cost $46.14 Unrealized
AON PLC 0.2%
Value $323K Shares 3,500 Est. Cost $92.29 Unrealized
BROOKFIELD ASSET MGMT INC 0.2%
Value $322K Shares 10,200 Est. Cost $31.57 Unrealized
CANADIAN PAC RY LTD 0.2%
Value $319K Shares 2,500 Est. Cost $127.60 Unrealized
SPIRIT AIRLS INC 0.2%
Value $315K Shares 7,900 Est. Cost $39.87 Unrealized
SYNGENTA AG 0.2%
Value $315K Shares 4,000 Est. Cost $78.75 Unrealized
OHI OMEGA HEALTHCARE INVS INC 0.2%
Value $315K Shares 9,000 Est. Cost $35.00 Unrealized
TER TERADYNE INC 0.2%
Value $314K Shares 15,200 Est. Cost $18.68 Unrealized 0.0%
KITE PHARMA INC 0.2%
Value $314K Shares 5,100 Est. Cost $61.57 Unrealized
AEROJET ROCKETDYNE HLDGS INC 0.2%
Value $313K Shares 20,000 Est. Cost $15.65 Unrealized
PATTERSON COMPANIES INC 0.2%
Value $312K Shares 6,900 Est. Cost $45.22 Unrealized
KRG KITE RLTY GROUP TR 0.2%
Value $311K Shares 12,000 Est. Cost $25.92 Unrealized
SERVICEMASTER GLOBAL HLDGS I 0.2%
Value $310K Shares 7,900 Est. Cost $39.24 Unrealized
ENS ENERSYS 0.2%
Value $308K Shares 5,500 Est. Cost $54.83 Unrealized 0.0%
SIMO SILICON MOTION TECHNOLOGY CO 0.2%
Value $307K Shares 9,800 Est. Cost $31.33 Unrealized
ABG ASBURY AUTOMOTIVE GROUP INC 0.2%
Value $303K Shares 4,500 Est. Cost $76.11 Unrealized 0.0%
INFOBLOX INC 0.2%
Value $303K Shares 16,500 Est. Cost $18.36 Unrealized
SOHU COM INC 0.2%
Value $303K Shares 5,300 Est. Cost $57.17 Unrealized
MELLANOX TECHNOLOGIES LTD 0.2%
Value $303K Shares 7,200 Est. Cost $42.08 Unrealized
UNILEVER PLC 0.2%
Value $302K Shares 7,000 Est. Cost $43.14 Unrealized
G GENPACT LIMITED 0.2%
Value $302K Shares 12,100 Est. Cost $22.38 Unrealized 0.0%
HOLX HOLOGIC INC 0.2%
Value $302K Shares 7,800 Est. Cost $38.91 Unrealized 0.0%
FRCB FIRST REP BK SAN FRANCISCO C 0.2%
Value $297K Shares 4,500 Est. Cost $62.70 Unrealized 0.0%
NEUSTAR INC 0.2%
Value $295K Shares 12,300 Est. Cost $23.98 Unrealized
TESORO CORP 0.2%
Value $295K Shares 2,800 Est. Cost $105.36 Unrealized
GEO GEO GROUP INC NEW 0.2%
Value $295K Shares 10,200 Est. Cost $12.01 Unrealized 0.0%
VANTIV INC 0.2%
Value $294K Shares 6,200 Est. Cost $47.42 Unrealized
WHITING PETE CORP NEW 0.2%
Value $293K Shares 31,000 Est. Cost $9.45 Unrealized
YAHOO INC 0.2%
Value $293K Shares 8,800 Est. Cost $33.30 Unrealized
WKC WORLD FUEL SVCS CORP 0.2%
Value $292K Shares 7,600 Est. Cost $40.93 Unrealized 0.0%
AMERICAN CAP LTD 0.2%
Value $292K Shares 21,200 Est. Cost $13.77 Unrealized
RARE ULTRAGENYX PHARMACEUTICAL IN 0.2%
Value $292K Shares 2,600 Est. Cost $99.99 Unrealized 0.0%
SKT TANGER FACTORY OUTLET CTRS I 0.2%
Value $291K Shares 8,900 Est. Cost $32.70 Unrealized
IMAX IMAX CORP 0.2%
Value $291K Shares 8,200 Est. Cost $37.50 Unrealized 0.0%
SUNOCO LOGISTICS PRTNRS LP 0.2%
Value $290K Shares 11,300 Est. Cost $25.66 Unrealized
ENERGY TRANSFER PRTNRS L P 0.2%
Value $290K Shares 8,600 Est. Cost $33.72 Unrealized
POST PPTYS INC 0.2%
Value $290K Shares 4,900 Est. Cost $59.18 Unrealized
SINCLAIR BROADCAST GROUP INC 0.2%
Value $290K Shares 8,900 Est. Cost $32.58 Unrealized
IRM IRON MTN INC NEW 0.2%
Value $289K Shares 10,700 Est. Cost $16.56 Unrealized 0.0%
CONCHO RES INC 0.2%
Value $288K Shares 3,100 Est. Cost $92.90 Unrealized
PRAXAIR INC 0.2%
Value $287K Shares 2,800 Est. Cost $102.50 Unrealized
MDT MEDTRONIC PLC 0.2%
Value $285K Shares 3,700 Est. Cost $58.56 Unrealized 0.0%
WHOLE FOODS MKT INC 0.2%
Value $285K Shares 8,500 Est. Cost $33.53 Unrealized
LABORATORY CORP AMER HLDGS 0.2%
Value $284K Shares 2,300 Est. Cost $123.48 Unrealized
COOPER TIRE & RUBR CO 0.2%
Value $284K Shares 7,500 Est. Cost $37.87 Unrealized
LIONS GATE ENTMNT CORP 0.2%
Value $282K Shares 8,700 Est. Cost $32.41 Unrealized
NEW ORIENTAL ED & TECH GRP I 0.2%
Value $282K Shares 9,000 Est. Cost $31.33 Unrealized
BMO BANK MONTREAL QUE 0.2%
Value $282K Shares 5,000 Est. Cost $38.20 Unrealized 0.0%
ANF ABERCROMBIE & FITCH CO 0.2%
Value $281K Shares 10,400 Est. Cost $18.99 Unrealized 0.0%
IXIA 0.2%
Value $280K Shares 22,500 Est. Cost $12.44 Unrealized
ASML ASML HOLDING N V 0.2%
Value $275K Shares 3,100 Est. Cost $88.71 Unrealized
ITC HLDGS CORP 0.2%
Value $275K Shares 7,000 Est. Cost $39.29 Unrealized
ALERE INC 0.2%
Value $274K Shares 7,000 Est. Cost $39.14 Unrealized
DCP MIDSTREAM PARTNERS LP 0.2%
Value $274K Shares 11,100 Est. Cost $24.68 Unrealized
TARGA RESOURCES PARTNERS LP 0.2%
Value $273K Shares 16,500 Est. Cost $16.55 Unrealized
CNK CINEMARK HOLDINGS INC 0.2%
Value $271K Shares 8,100 Est. Cost $29.33 Unrealized 0.0%
BAX BAXTER INTL INC 0.2%
Value $271K Shares 7,100 Est. Cost $31.05 Unrealized 0.0%
SO SOUTHERN CO 0.2%
Value $271K Shares 5,800 Est. Cost $29.62 Unrealized 0.0%
ASB ASSOCIATED BANC CORP 0.2%
Value $270K Shares 14,400 Est. Cost $13.72 Unrealized 0.0%
DIAMOND OFFSHORE DRILLING IN 0.2%
Value $270K Shares 12,800 Est. Cost $21.09 Unrealized
PTC PTC INC 0.2%
Value $270K Shares 7,800 Est. Cost $35.02 Unrealized 0.0%
CFR CULLEN FROST BANKERS INC 0.2%
Value $270K Shares 4,500 Est. Cost $49.23 Unrealized 0.0%
WWD WOODWARD INC 0.2%
Value $268K Shares 5,400 Est. Cost $44.09 Unrealized 0.0%
A AGILENT TECHNOLOGIES INC 0.2%
Value $268K Shares 6,400 Est. Cost $35.68 Unrealized 0.0%
FMC TECHNOLOGIES INC 0.2%
Value $267K Shares 9,200 Est. Cost $29.02 Unrealized
DCH AMERICAN AXLE & MFG HLDGS IN 0.2%
Value $267K Shares 14,100 Est. Cost $21.06 Unrealized 0.0%
TSCO TRACTOR SUPPLY CO 0.2%
Value $265K Shares 3,100 Est. Cost $15.20 Unrealized 0.0%
QRVO QORVO INC 0.2%
Value $265K Shares 5,200 Est. Cost $51.19 Unrealized 0.0%
AMERICAN CAMPUS CMNTYS INC 0.2%
Value $265K Shares 6,400 Est. Cost $41.41 Unrealized
BEMIS INC 0.2%
Value $264K Shares 5,900 Est. Cost $44.75 Unrealized
CMA COMERICA INC 0.2%
Value $264K Shares 6,300 Est. Cost $29.51 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.2%
Value $264K Shares 4,000 Est. Cost $49.68 Unrealized 0.0%
NCLH NORWEGIAN CRUISE LINE HLDGS 0.2%
Value $264K Shares 4,500 Est. Cost $58.85 Unrealized 0.0%
PINNACLE FOODS INC DEL 0.2%
Value $263K Shares 6,200 Est. Cost $42.42 Unrealized
AMT AMERICAN TOWER CORP NEW 0.2%
Value $262K Shares 2,700 Est. Cost $75.94 Unrealized 0.0%
THRM GENTHERM INC 0.2%
Value $261K Shares 5,500 Est. Cost $47.95 Unrealized 0.0%
KELLOGG CO 0.2%
Value $260K Shares 3,600 Est. Cost $45.70 Unrealized 0.0%
SBRA SABRA HEALTH CARE REIT INC 0.2%
Value $259K Shares 12,800 Est. Cost $20.23 Unrealized
ZTS ZOETIS INC 0.2%
Value $259K Shares 5,400 Est. Cost $41.75 Unrealized 0.0%
MIDD MIDDLEBYCORP 0.2%
Value $259K Shares 2,400 Est. Cost $111.39 Unrealized 0.0%
PZZA PAPA JOHNS INTL INC 0.2%
Value $257K Shares 4,600 Est. Cost $49.88 Unrealized 0.0%
ELME WASHINGTON REAL ESTATE INVT 0.2%
Value $257K Shares 9,500 Est. Cost $27.05 Unrealized
ALBANY MOLECULAR RESH INC 0.2%
Value $256K Shares 12,900 Est. Cost $19.84 Unrealized
WEINGARTEN RLTY INVS 0.2%
Value $256K Shares 7,400 Est. Cost $34.59 Unrealized
VIACOM INC NEW 0.2%
Value $255K Shares 6,200 Est. Cost $41.13 Unrealized
OSG AMBAC FINL GROUP INC 0.2%
Value $255K Shares 18,100 Est. Cost $15.37 Unrealized 0.0%
EL LAUDER ESTEE COS INC 0.2%
Value $255K Shares 2,900 Est. Cost $74.79 Unrealized 0.0%
LIFELOCK INC 0.2%
Value $254K Shares 17,700 Est. Cost $14.35 Unrealized
TAL INTL GROUP INC 0.2%
Value $254K Shares 16,000 Est. Cost $15.88 Unrealized
MARATHON OIL CORP 0.2%
Value $252K Shares 20,000 Est. Cost $12.60 Unrealized
MB FINANCIAL INC NEW 0.2%
Value $252K Shares 7,800 Est. Cost $32.31 Unrealized
DVA DAVITA HEALTHCARE PARTNERS I 0.2%
Value $251K Shares 3,600 Est. Cost $73.25 Unrealized 0.0%
COCA COLA ENTERPRISES INC NE 0.2%
Value $251K Shares 5,100 Est. Cost $49.22 Unrealized
COR AMERISOURCEBERGEN CORP 0.2%
Value $249K Shares 2,400 Est. Cost $72.76 Unrealized 0.0%
MCD MCDONALDS CORP 0.2%
Value $248K Shares 2,100 Est. Cost $87.24 Unrealized 0.0%
TALMER BANCORP INC 0.2%
Value $248K Shares 13,700 Est. Cost $18.10 Unrealized
WDAY WORKDAY INC 0.2%
Value $247K Shares 3,100 Est. Cost $79.99 Unrealized 0.0%
FOUNDATION MEDICINE INC 0.2%
Value $246K Shares 11,700 Est. Cost $21.03 Unrealized
BIDU BAIDU INC 0.2%
Value $246K Shares 1,300 Est. Cost $189.23 Unrealized
MAA MID-AMER APT CMNTYS INC 0.2%
Value $245K Shares 2,700 Est. Cost $61.27 Unrealized 0.0%
LANNET INC 0.2%
Value $245K Shares 6,100 Est. Cost $40.16 Unrealized
NI NISOURCE INC 0.2%
Value $244K Shares 12,500 Est. Cost $13.95 Unrealized 0.0%
WLK WESTLAKE CHEM CORP 0.2%
Value $244K Shares 4,500 Est. Cost $49.75 Unrealized 0.0%
AIG AMERICAN INTL GROUP INC 0.2%
Value $242K Shares 3,900 Est. Cost $47.33 Unrealized 0.0%
EXPRESS INC 0.2%
Value $242K Shares 14,000 Est. Cost $17.29 Unrealized
NATIONAL OILWELL VARCO INC 0.2%
Value $241K Shares 7,200 Est. Cost $33.47 Unrealized
IP INTL PAPER CO 0.2%
Value $241K Shares 6,400 Est. Cost $24.89 Unrealized 0.0%
SHUTTERFLY INC 0.2%
Value $241K Shares 5,400 Est. Cost $44.63 Unrealized
BRX BRIXMOR PPTY GROUP INC 0.2%
Value $240K Shares 9,300 Est. Cost $25.81 Unrealized
VNO VORNADO RLTY TR 0.2%
Value $240K Shares 2,400 Est. Cost $100.00 Unrealized
CUBE CUBESMART 0.2%
Value $239K Shares 7,800 Est. Cost $30.64 Unrealized
KFY KORN FERRY INTL 0.2%
Value $239K Shares 7,200 Est. Cost $30.35 Unrealized 0.0%
AEE AMEREN CORP 0.2%
Value $238K Shares 5,500 Est. Cost $32.10 Unrealized 0.0%
RGEN REPLIGEN CORP 0.2%
Value $238K Shares 8,400 Est. Cost $28.84 Unrealized 0.0%
RSP PERMIAN INC 0.2%
Value $237K Shares 9,700 Est. Cost $24.43 Unrealized
ACHILLION PHARMACEUTICALS IN 0.2%
Value $237K Shares 22,000 Est. Cost $10.77 Unrealized
PVH PVH CORP 0.2%
Value $236K Shares 3,200 Est. Cost $87.14 Unrealized 0.0%
SUNTRUST BKS INC 0.2%
Value $236K Shares 5,500 Est. Cost $42.91 Unrealized
BK BANK NEW YORK MELLON CORP 0.2%
Value $235K Shares 5,700 Est. Cost $32.47 Unrealized 0.0%
VECO VEECO INSTRS INC DEL 0.2%
Value $234K Shares 11,400 Est. Cost $20.26 Unrealized 0.0%
ANNALY CAP MGMT INC 0.2%
Value $234K Shares 24,900 Est. Cost $9.40 Unrealized
CONTINENTAL RESOURCES INC 0.2%
Value $234K Shares 10,200 Est. Cost $22.94 Unrealized
DTE DTE ENERGY CO 0.2%
Value $233K Shares 2,900 Est. Cost $49.08 Unrealized 0.0%
FLIR SYS INC 0.2%
Value $233K Shares 8,300 Est. Cost $28.07 Unrealized
AJG GALLAGHER ARTHUR J & CO 0.2%
Value $233K Shares 5,700 Est. Cost $35.98 Unrealized 0.0%
HXL HEXCEL CORP NEW 0.2%
Value $232K Shares 5,000 Est. Cost $46.22 Unrealized 0.0%
HUDSON PAC PPTYS INC 0.2%
Value $231K Shares 8,200 Est. Cost $28.17 Unrealized
COLFAX CORP 0.2%
Value $231K Shares 9,900 Est. Cost $23.33 Unrealized
BXP BOSTON PROPERTIES INC 0.2%
Value $230K Shares 1,800 Est. Cost $82.11 Unrealized 0.0%
PATTERN ENERGY GROUP INC 0.2%
Value $228K Shares 10,900 Est. Cost $20.92 Unrealized
HON HONEYWELL INTL INC 0.2%
Value $228K Shares 2,200 Est. Cost $74.28 Unrealized 0.0%
EA ELECTRONIC ARTS INC 0.2%
Value $227K Shares 3,300 Est. Cost $68.21 Unrealized 0.0%
MRSH MARSH&MCLENNANCOS INC 0.2%
Value $227K Shares 4,100 Est. Cost $46.40 Unrealized 0.0%
WAL WESTERN ALLIANCE BANCORP 0.2%
Value $226K Shares 6,300 Est. Cost $31.31 Unrealized 0.0%
PRIVATEBANCORP INC 0.2%
Value $226K Shares 5,500 Est. Cost $41.09 Unrealized
ARM HLDGS PLC 0.2%
Value $226K Shares 5,000 Est. Cost $45.20 Unrealized
WM WASTE MGMT INC DEL 0.2%
Value $224K Shares 4,200 Est. Cost $43.91 Unrealized 0.0%
HSN INC 0.2%
Value $223K Shares 4,400 Est. Cost $50.68 Unrealized
ARMK ARAMARK 0.2%
Value $223K Shares 6,900 Est. Cost $20.18 Unrealized 0.0%
TNET TRINET GROUP INC 0.2%
Value $223K Shares 11,500 Est. Cost $18.49 Unrealized 0.0%
KRISPY KREME DOUGHNUTS INC 0.2%
Value $222K Shares 14,700 Est. Cost $15.10 Unrealized
MLM MARTIN MARIETTA MATLS INC 0.2%
Value $219K Shares 1,600 Est. Cost $140.36 Unrealized 0.0%
AXTA AXALTA COATING SYS LTD 0.2%
Value $219K Shares 8,200 Est. Cost $27.93 Unrealized 0.0%
SKECHERS U S A INC 0.2%
Value $218K Shares 7,200 Est. Cost $30.28 Unrealized
SODASTREAM INTERNATIONAL LTD 0.2%
Value $217K Shares 13,300 Est. Cost $16.32 Unrealized
TCBI TEXAS CAPITAL BANCSHARES INC 0.2%
Value $217K Shares 4,400 Est. Cost $54.54 Unrealized 0.0%
CHRW C H ROBINSON WORLDWIDE INC 0.2%
Value $217K Shares 3,500 Est. Cost $52.89 Unrealized 0.0%
ATHM AUTOHOMEINC 0.2%
Value $217K Shares 6,200 Est. Cost $35.00 Unrealized
B/E AEROSPACE INC 0.2%
Value $216K Shares 5,100 Est. Cost $42.35 Unrealized
ROK ROCKWELL AUTOMATION INC 0.2%
Value $215K Shares 2,100 Est. Cost $86.08 Unrealized 0.0%
SL GREEN RLTY CORP 0.2%
Value $215K Shares 1,900 Est. Cost $113.16 Unrealized
SYNCHRONOSS TECHNOLOGIES INC 0.2%
Value $215K Shares 6,100 Est. Cost $35.25 Unrealized
HIG HARTFORD FINL SVCS GROUP INC 0.2%
Value $213K Shares 4,900 Est. Cost $36.88 Unrealized 0.0%
GIL GILDAN ACTIVEWEAR INC 0.2%
Value $213K Shares 7,500 Est. Cost $25.32 Unrealized 0.0%
INCONTACT INC 0.2%
Value $213K Shares 22,300 Est. Cost $9.55 Unrealized
LPL LGDISPLAYCOLTD 0.2%
Value $212K Shares 20,300 Est. Cost $10.44 Unrealized
KEYS KEYSIGHT TECHNOLOGIES INC 0.2%
Value $212K Shares 7,500 Est. Cost $30.73 Unrealized 0.0%
XYL XYLEM INC 0.2%
Value $212K Shares 5,800 Est. Cost $31.95 Unrealized 0.0%
RAYTHEON CO 0.2%
Value $212K Shares 1,700 Est. Cost $124.71 Unrealized
AYI ACUITY BRANDS INC 0.2%
Value $210K Shares 900 Est. Cost $210.07 Unrealized 0.0%
WESTROCK CO 0.2%
Value $210K Shares 4,600 Est. Cost $45.65 Unrealized
CALUMET SPECIALTY PRODS PTNR 0.2%
Value $209K Shares 10,500 Est. Cost $19.90 Unrealized
PMT PENNYMAC MTG INVT TR 0.2%
Value $208K Shares 13,600 Est. Cost $15.29 Unrealized
KARYOPHARM THERAPEUTICS INC 0.2%
Value $207K Shares 15,600 Est. Cost $13.27 Unrealized
SUPN SUPERNUS PHARMACEUTICALS INC 0.2%
Value $207K Shares 15,400 Est. Cost $15.47 Unrealized 0.0%
NUANCE COMMUNICATIONS INC 0.2%
Value $203K Shares 10,200 Est. Cost $19.90 Unrealized
MALLINCKRODT PUB LTD CO 0.2%
Value $202K Shares 2,700 Est. Cost $74.81 Unrealized
NORTHSTAR ASSET MGMT GROUP I 0.2%
Value $202K Shares 16,600 Est. Cost $12.17 Unrealized
HUBG HUB GROUP INC 0.2%
Value $201K Shares 6,100 Est. Cost $18.64 Unrealized 0.0%
OASIS PETE INC NEW 0.2%
Value $197K Shares 26,700 Est. Cost $7.38 Unrealized
ZOGENIX INC 0.2%
Value $195K Shares 13,200 Est. Cost $14.77 Unrealized
BRIGGS & STRATTON CORP 0.2%
Value $194K Shares 11,200 Est. Cost $17.32 Unrealized
SSP SCRIPPS E W CO OHIO 0.1%
Value $192K Shares 10,100 Est. Cost $15.36 Unrealized 0.0%
TCF FINL CORP 0.1%
Value $192K Shares 13,600 Est. Cost $14.12 Unrealized
POLYCOM INC 0.1%
Value $188K Shares 14,900 Est. Cost $12.62 Unrealized
STAG STAG INDL INC 0.1%
Value $186K Shares 10,100 Est. Cost $18.42 Unrealized
PSO PEARSON PLC 0.1%
Value $185K Shares 17,200 Est. Cost $10.76 Unrealized
ISLE OF CAPRI CASINOS INC 0.1%
Value $181K Shares 13,000 Est. Cost $13.92 Unrealized
CYTK CYTOKINETICS INC 0.1%
Value $180K Shares 17,200 Est. Cost $9.81 Unrealized 0.0%
KKR & CO L P DEL 0.1%
Value $179K Shares 11,500 Est. Cost $15.57 Unrealized
BANKRATE INC DEL 0.1%
Value $177K Shares 13,300 Est. Cost $13.31 Unrealized
F FORD MTR CO DEL 0.1%
Value $170K Shares 12,100 Est. Cost $8.34 Unrealized 0.0%
CCJ CAMECO CORP 0.1%
Value $166K Shares 13,500 Est. Cost $11.65 Unrealized 0.0%
HERTZ GLOBAL HOLDINGS INC 0.1%
Value $166K Shares 11,700 Est. Cost $14.19 Unrealized
TKC TURKCELL ILETISIM HIZMETLERI 0.1%
Value $166K Shares 19,600 Est. Cost $8.47 Unrealized
OPK OPKO HEALTH INC 0.1%
Value $165K Shares 16,400 Est. Cost $10.02 Unrealized 0.0%
AMERICA MOVIL SAB DE CV 0.1%
Value $163K Shares 11,600 Est. Cost $14.05 Unrealized
EVC ENTRAVISION COMMUNICATIONS C 0.1%
Value $161K Shares 20,900 Est. Cost $4.95 Unrealized 0.0%
MENS WEARHOUSE INC 0.1%
Value $157K Shares 10,700 Est. Cost $14.67 Unrealized
MOMENTA PHARMACEUTICALS INC 0.1%
Value $156K Shares 10,500 Est. Cost $14.86 Unrealized
OSUR ORASURE TECHNOLOGIES INC 0.1%
Value $155K Shares 24,000 Est. Cost $5.71 Unrealized 0.0%
NGL NGL ENERGY PARTNERS LP 0.1%
Value $155K Shares 14,000 Est. Cost $11.07 Unrealized
MXL MAXLINEAR INC 0.1%
Value $153K Shares 10,400 Est. Cost $15.05 Unrealized 0.0%
STAPLES INC 0.1%
Value $151K Shares 15,900 Est. Cost $9.50 Unrealized
TRINA SOLAR LIMITED 0.1%
Value $150K Shares 13,600 Est. Cost $11.03 Unrealized
RICE ENERGY INC 0.1%
Value $150K Shares 13,800 Est. Cost $10.87 Unrealized
CROX CROCS INC 0.1%
Value $145K Shares 14,200 Est. Cost $10.76 Unrealized 0.0%
NYT NEW YORK TIMES CO 0.1%
Value $144K Shares 10,700 Est. Cost $12.16 Unrealized 0.0%
BZH BEAZER HOMES USA INC 0.1%
Value $141K Shares 12,300 Est. Cost $13.70 Unrealized 0.0%
REGULUS THERAPEUTICS INC 0.1%
Value $140K Shares 16,000 Est. Cost $8.75 Unrealized
HIMX HIMAX TECHNOLOGIES INC 0.1%
Value $138K Shares 16,800 Est. Cost $8.21 Unrealized
VLY VALLEY NATL BANCORP 0.1%
Value $131K Shares 13,300 Est. Cost $10.39 Unrealized 0.0%
NEW SR INVT GROUP INC 0.1%
Value $129K Shares 13,100 Est. Cost $9.85 Unrealized
RETAILMENOT INC 0.1%
Value $126K Shares 12,700 Est. Cost $9.92 Unrealized
RF REGIONS FINL CORP NEW 0.1%
Value $124K Shares 12,900 Est. Cost $6.68 Unrealized 0.0%
TTI TETRA TECHNOLOGIES INC DEL 0.1%
Value $120K Shares 16,000 Est. Cost $7.78 Unrealized 0.0%
STILLWATERMNGCO 0.1%
Value $120K Shares 14,000 Est. Cost $8.57 Unrealized
LEXINGTON REALTY TRUST 0.1%
Value $118K Shares 14,800 Est. Cost $7.97 Unrealized
HBAN HUNTINGTON BANCSHARES INC 0.1%
Value $117K Shares 10,600 Est. Cost $7.38 Unrealized 0.0%
TEEKAY CORPORATION 0.1%
Value $117K Shares 11,900 Est. Cost $9.83 Unrealized
CHICOS FAS INC 0.1%
Value $116K Shares 10,900 Est. Cost $10.64 Unrealized
TREVENA INC 0.1%
Value $113K Shares 10,800 Est. Cost $10.46 Unrealized
CONSTELLIUM NV 0.1%
Value $113K Shares 14,700 Est. Cost $7.69 Unrealized
TARENA INTL INC 0.1%
Value $112K Shares 10,700 Est. Cost $10.47 Unrealized
WESTERN ASSET MTG CAP CORP 0.1%
Value $109K Shares 10,700 Est. Cost $10.19 Unrealized
SILICONWARE PRECISION INDS L 0.1%
Value $106K Shares 13,700 Est. Cost $7.74 Unrealized
NVRI HARSCO CORP 0.1%
Value $103K Shares 13,100 Est. Cost $9.78 Unrealized 0.0%
APOLLO ED GROUP INC 0.1%
Value $102K Shares 13,300 Est. Cost $7.67 Unrealized
MONOGRAM RESIDENTIAL TR INC 0.1%
Value $102K Shares 10,400 Est. Cost $9.81 Unrealized
KERYX BIOPHARMACEUTICALS INC 0.1%
Value $101K Shares 20,000 Est. Cost $5.05 Unrealized
PENNEY J C INC 0.1%
Value $99,000 Shares 14,900 Est. Cost $6.64 Unrealized
OCH ZIFF CAP MGMT GROUP 0.1%
Value $98,000 Shares 15,700 Est. Cost $6.24 Unrealized
NOK NOKIA CORP 0.1%
Value $95,000 Shares 13,600 Est. Cost $6.99 Unrealized
CALY CALLAWAY GOLF CO 0.1%
Value $95,000 Shares 10,100 Est. Cost $9.49 Unrealized 0.0%
TIVO INC 0.1%
Value $94,000 Shares 10,900 Est. Cost $8.62 Unrealized
GASLOG LTD 0.1%
Value $94,000 Shares 11,300 Est. Cost $8.32 Unrealized
ACCO ACCO BRANDS CORP 0.1%
Value $77,000 Shares 10,800 Est. Cost $5.42 Unrealized 0.0%
TRUSTCO BK CORP N Y 0.1%
Value $73,000 Shares 11,900 Est. Cost $6.13 Unrealized
LIVEPERSON INC 0.1%
Value $70,000 Shares 10,400 Est. Cost $6.73 Unrealized
PNNT PENNANTPARK INVT CORP 0.0%
Value $63,000 Shares 10,200 Est. Cost $1.94 Unrealized 0.0%
CAPITALPRODUCTPARTNERSL P 0.0%
Value $59,000 Shares 10,600 Est. Cost $5.57 Unrealized
SDLPEUR SEADRILL PARTNERS LLC 0.0%
Value $54,000 Shares 14,900 Est. Cost $3.62 Unrealized