0001591902-17-000001.txt : 20170126 0001591902-17-000001.hdr.sgml : 20170126 20170126153319 ACCESSION NUMBER: 0001591902-17-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170126 DATE AS OF CHANGE: 20170126 EFFECTIVENESS DATE: 20170126 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Quantitative Systematic Strategies LLC CENTRAL INDEX KEY: 0001591902 IRS NUMBER: 461840307 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-15871 FILM NUMBER: 17549572 BUSINESS ADDRESS: STREET 1: 733 3RD AVENUE STREET 2: 15TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 6467905750 MAIL ADDRESS: STREET 1: 733 3RD AVENUE STREET 2: 15TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10017 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001591902 XXXXXXXX 12-31-2016 12-31-2016 Quantitative Systematic Strategies LLC

733 3RD AVENUE 15TH FLOOR NEW YORK NY 10017

13F HOLDINGS REPORT 028-15871 N Molly Breen 6467905750 Molly Breen Stratford CT 01-26-2017 0 289 245501 false INFORMATION TABLE 2 infotable.xml ABBOTT LABORATORIES COM 002824100 2053 53577 SH SOLE 53577 0 0 ABERCROMBIE & FITCH CO CL A 002896207 419 34821 SH SOLE 34821 0 0 ACTIVISION BLIZZARD INC COM 00507V109 282 7737 SH SOLE 7737 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 1422 8350 SH SOLE 8350 0 0 AETNA INC COM 00817Y108 1126 9045 SH SOLE 9045 0 0 AFFILIATED MANAGERS GROUP COM 008252108 352 2447 SH SOLE 2447 0 0 ALBEMARLE CORP COM 012653101 1139 13092 SH SOLE 13092 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 370 2998 SH SOLE 2998 0 0 ALIBABA GROUP HOLDINGS SPONSORED ADS 01609W102 1332 15254 SH SOLE 15254 0 0 ALLEGION PLC ORD SHS G0176J109 428 6613 SH SOLE 6613 0 0 ALLISON TRANSMISSION HOLDING COM 01973R101 675 19929 SH SOLE 19929 0 0 ALLSTATE CORP COM 020002101 614 8272 SH SOLE 8272 0 0 ALPHABET INC CL C 02079K107 676 865 SH SOLE 865 0 0 ALPHABET INC CL A 02079K305 1946 2424 SH SOLE 2424 0 0 ALTRIA GROUP INC COM 02209S103 301 4442 SH SOLE 4442 0 0 AMERICAN EXPRESS CO COM 025816109 728 9844 SH SOLE 9844 0 0 AMERIPRISE FINANCIAL INC COM 03076C106 613 5578 SH SOLE 5578 0 0 AMETEK INC COM 031100100 2190 45018 SH SOLE 45018 0 0 ANADARKO PETROLEUM CORP COM 032511107 1644 23447 SH SOLE 23447 0 0 ANHEUSER-BUSCH INBEV SPONSORED ADR 03524A108 604 5756 SH SOLE 5756 0 0 ANNALY CAPITAL MANAGEMENT IN COM 035710409 107 10721 SH SOLE 10721 0 0 ANSYS INC COM 03662Q105 254 2745 SH SOLE 2745 0 0 ANTERO RESOURCES CORP COM 03674X106 698 29146 SH SOLE 29146 0 0 ANTHEM INC COM 036752103 1259 8696 SH SOLE 8696 0 0 ANWORTH MORTGAGE ASSET CORP COM 037347101 209 40269 SH SOLE 40269 0 0 ARIAD PHARMACEUTICALS INC COM 04033A100 139 11192 SH SOLE 11192 0 0 ARRAY BIOPHARMA INC COM 04269X105 105 12120 SH SOLE 12120 0 0 ARTHUR J GALLAGHER & CO COM 363576109 886 17088 SH SOLE 17088 0 0 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 548 18504 SH SOLE 18504 0 0 ASSURANT INC COM 04621X108 560 6045 SH SOLE 6045 0 0 ASSURED GUARANTY LTD COM G0585R106 1123 29597 SH SOLE 29597 0 0 ASTORIA FINANCIAL CORP COM 046265104 1105 59013 SH SOLE 59013 0 0 AUTOZONE INC COM 053332102 1117 1400 SH SOLE 1400 0 0 AVALONBAY COMMUNITIES INC COM 053484101 790 4496 SH SOLE 4496 0 0 B&G FOODS INC COM 05508R106 636 14499 SH SOLE 14499 0 0 BAKER HUGHES INC COM 057224107 333 5149 SH SOLE 5149 0 0 BANK OF AMERICA CORP COM 060505104 1141 51635 SH SOLE 51635 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 980 20709 SH SOLE 20709 0 0 BARNES & NOBLE INC COM 067774109 115 10108 SH SOLE 10108 0 0 BAXTER INTERNATIONAL INC COM 071813109 1172 26480 SH SOLE 26480 0 0 BERRY PLASTICS GROUP INC COM 08579W103 1461 29693 SH SOLE 29693 0 0 BEST BUY CO INC COM 086516101 246 5706 SH SOLE 5706 0 0 BIOCRYST PHARMACEUTICALS INC COM 09058V103 88 13772 SH SOLE 13772 0 0 BIO-RAD LABORATORIES CL A 090572207 223 1220 SH SOLE 1220 0 0 BLACKSTONE MORTGAGE TRUST INC CL A 09257W100 344 11380 SH SOLE 11380 0 0 BOEING CO/THE COM 097023105 729 4684 SH SOLE 4684 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1812 83517 SH SOLE 83517 0 0 BRANDYWINE REALTY TRUST SH BEN INT 105368203 930 57361 SH SOLE 57361 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 346 5868 SH SOLE 5868 0 0 BRIXMOR PROPERTY GROUP INC COM 11120U105 1116 46104 SH SOLE 46104 0 0 BROADCOM LTD SHS Y09827109 888 4937 SH SOLE 4937 0 0 BROWN & BROWN INC COM 115236101 1731 38642 SH SOLE 38642 0 0 BUNGE LTD COM G16962105 1268 17885 SH SOLE 17885 0 0 CARMAX INC COM 143130102 1661 25992 SH SOLE 25992 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 676 13002 SH SOLE 13002 0 0 CARTER'S INC COM 146229109 709 8055 SH SOLE 8055 0 0 CBOE HOLDINGS INC COM 12503M108 493 6697 SH SOLE 6697 0 0 CELGENE CORP COM 151020104 448 3828 SH SOLE 3828 0 0 CHENIERE ENERGY INC COM 16411R208 964 22958 SH SOLE 22958 0 0 CHINA MOBILE LTD SPONSORED ADR 16941M109 344 6559 SH SOLE 6559 0 0 CINTAS CORP COM 172908105 1105 9500 SH SOLE 9500 0 0 CISCO SYSTEMS INC COM 17275R102 675 22150 SH SOLE 22150 0 0 CITIGROUP INC COM 172967424 602 10130 SH SOLE 10130 0 0 CLOVIS ONCOLOGY INC COM 189464100 223 5067 SH SOLE 5067 0 0 CME GROUP INC COM 12572Q105 830 7180 SH SOLE 7180 0 0 COACH INC COM 189754104 1558 44483 SH SOLE 44483 0 0 COCA-COLA CO/THE COM 191216100 671 16126 SH SOLE 16126 0 0 COLFAX CORP COM 194014106 403 11233 SH SOLE 11233 0 0 COMCAST CORP CL A 20030N101 1081 15428 SH SOLE 15428 0 0 COMERICA INC COM 200340107 537 7901 SH SOLE 7901 0 0 COMPUTER SCIENCES CORP COM 205363104 276 4613 SH SOLE 4613 0 0 CONNECTONE BANCORP INC COM 20786W107 389 14973 SH SOLE 14973 0 0 CONOCOPHILLIPS COM 20825C104 696 13767 SH SOLE 13767 0 0 COPART INC COM 217204106 472 8500 SH SOLE 8500 0 0 CORELOGIC INC COM 21871D103 305 8254 SH SOLE 8254 0 0 COSTCO WHOLESALE CORP COM 22160K105 853 5291 SH SOLE 5291 0 0 CSX CORP COM 126408103 1486 41023 SH SOLE 41023 0 0 CUBESMART COM 229663109 640 24200 SH SOLE 24200 0 0 CUMMINS INC COM 231021106 1090 7987 SH SOLE 7987 0 0 CVS HEALTH CORP COM 126650100 903 11430 SH SOLE 11430 0 0 DANA INCORPORATED COM 235825205 212 11162 SH SOLE 11162 0 0 DCT INDUSTRIAL TRUST INC COM 233153204 1804 38016 SH SOLE 38016 0 0 DDR CORP COM 23317H102 1183 78398 SH SOLE 78398 0 0 DECKERS OUTDOOR CORP COM 243537107 1428 25819 SH SOLE 25819 0 0 DEERE & CO COM 244199105 1069 10359 SH SOLE 10359 0 0 DELTA AIR LINES INC. COM 247361702 1691 34305 SH SOLE 34305 0 0 DEVON ENERGY CORP COM 25179M103 416 9051 SH SOLE 9051 0 0 DICK'S SPORTING GOODS INC COM 253393102 1737 33140 SH SOLE 33140 0 0 DISCOVER FINANCIAL SERVICES COM 254709108 902 12547 SH SOLE 12547 0 0 DOLLAR TREE INC COM 256746108 216 2792 SH SOLE 2792 0 0 DOMINION RESOURCES INC VA COM 25746U109 960 12472 SH SOLE 12472 0 0 DOVER CORP COM 260003108 1075 14295 SH SOLE 14295 0 0 DOW CHEMICAL CO/THE COM 260543103 1925 33533 SH SOLE 33533 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 889 9776 SH SOLE 9776 0 0 DUKE REALTY CORP COM 264411505 1012 38744 SH SOLE 38744 0 0 EAST WEST BANCORP INC COM 27579R104 1063 20927 SH SOLE 20927 0 0 EBAY INC COM 278642103 1125 37523 SH SOLE 37523 0 0 ELECTRONIC ARTS INC COM 285512109 968 12077 SH SOLE 12077 0 0 EOG RESOURCES INC COM 26875P101 872 8610 SH SOLE 8610 0 0 EQT CORP COM 26884L109 1025 15625 SH SOLE 15625 0 0 EQUITY COMMONWEALTH COM SH BEN INT 294628102 409 13567 SH SOLE 13567 0 0 EQUITY LIFESTYLE PROPERTIES COM 29472R108 1104 15476 SH SOLE 15476 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 1659 26050 SH SOLE 26050 0 0 EXPEDIA INC COM 30212P303 323 2836 SH SOLE 2836 0 0 EXPRESS SCRIPTS HOLDING CO COM 30219G108 1284 18506 SH SOLE 18506 0 0 EXTENDED STAY AMERICA INC UNIT 99/99/9999B 30224P200 1438 89035 SH SOLE 89035 0 0 EXTRACTION OIL & GAS INC COM 30227M105 306 15346 SH SOLE 15346 0 0 FACEBOOK INC CL A 30303M102 227 1962 SH SOLE 1962 0 0 FASTENAL CO COM 311900104 450 9532 SH SOLE 9532 0 0 FEDEX CORP COM 31428X106 536 2867 SH SOLE 2867 0 0 FIDELITY NATIONAL INFO SERV COM 31620M106 965 12537 SH SOLE 12537 0 0 FIRST MIDWEST BANCORP INC DEL COM 320867104 614 24324 SH SOLE 24324 0 0 FIVE BELOW COM 33829M101 1298 32718 SH SOLE 32718 0 0 FOOT LOCKER INC COM 344849104 534 7539 SH SOLE 7539 0 0 FORTIVE CORP COM 34959J108 701 12970 SH SOLE 12970 0 0 GAP INC/THE COM 364760108 227 10000 SH SOLE 10000 0 0 GENERAL DYNAMICS CORP COM 369550108 1538 8879 SH SOLE 8879 0 0 GENERAL GROWTH PROPERTIES COM 370023103 1781 72681 SH SOLE 72681 0 0 GENERAL MOTORS CO COM 37045V100 2102 59849 SH SOLE 59849 0 0 GILEAD SCIENCES INC COM 375558103 1149 15937 SH SOLE 15937 0 0 GOODYEAR TIRE & RUBBER CO COM 382550101 1066 34243 SH SOLE 34243 0 0 GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 1000 47313 SH SOLE 47313 0 0 HALLIBURTON CO COM 406216101 435 8050 SH SOLE 8050 0 0 HARMAN INTERNATIONAL COM 413086109 1397 12582 SH SOLE 12582 0 0 HD SUPPLY HOLDINGS INC COM 40416M105 1899 44446 SH SOLE 44446 0 0 HIGHWOODS PROPERTIES INC COM 431284108 996 19774 SH SOLE 19774 0 0 HILTON WORLDWIDE HOLDINGS IN COM 43300A203 479 17592 SH SOLE 17592 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 2112 18209 SH SOLE 18209 0 0 HOSTESS BRANDS INC CL A 44109J106 487 37695 SH SOLE 37695 0 0 HUDSON PACIFIC PROPERTIES IN COM 444097109 667 19386 SH SOLE 19386 0 0 HUNTINGTON BANCSHARES INC COM 446150104 585 44707 SH SOLE 44707 0 0 HYATT HOTELS CORP CL A 448579102 504 9008 SH SOLE 9008 0 0 IBERIABANK CORP COM 450828108 244 2899 SH SOLE 2899 0 0 INTEGRA LIFESCIENCES HOLDING COM 457985208 1050 12240 SH SOLE 12240 0 0 INTEL CORP COM 458140100 716 19534 SH SOLE 19534 0 0 INTERPUBLIC GROUP OF COS INC COM 460690100 757 32013 SH SOLE 32013 0 0 INTL BUSINESS MACHINES CORP COM 459200101 1114 6689 SH SOLE 6689 0 0 IRHYTHM TECHNOLOGIES INC COM 450056106 329 11331 SH SOLE 11331 0 0 IRONWOOD PHARMACEUTICALS INC CL A 46333X108 758 49750 SH SOLE 49750 0 0 ISH MARKIT LTD SHS G47567105 405 11522 SH SOLE 11522 0 0 ITT INC COM 45073V108 719 18701 SH SOLE 18701 0 0 JETBLUE AIRWAYS CORP COM 477143101 202 9135 SH SOLE 9135 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 539 6355 SH SOLE 6355 0 0 JOHNSON CONTROLS INTL SHS G51502105 2341 56192 SH SOLE 56192 0 0 KAR AUCTION SERVICES INC COM 48238T109 929 21813 SH SOLE 21813 0 0 KCG HOLDINGS INC CL A 48244B100 264 19880 SH SOLE 19880 0 0 KEMPER CORP COM 488401100 344 7681 SH SOLE 7681 0 0 KEYCORP COM 493267108 1136 62694 SH SOLE 62694 0 0 KILROY REALTY CORP COM 49427F108 804 11190 SH SOLE 11190 0 0 LABORATORY CRP OF AMER HLDGS COM 50540R409 521 4065 SH SOLE 4065 0 0 LADDER CAPITAL CORP-REIT CL A 505743104 288 21051 SH SOLE 21051 0 0 LAM RESEARCH CORP COM 512807108 682 6363 SH SOLE 6363 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 75 10302 SH SOLE 10302 0 0 LEAR CORP COM 521865204 1098 8277 SH SOLE 8277 0 0 LIBERTY GLOBAL PLC SHS CL A G5480U104 387 12567 SH SOLE 12567 0 0 LIBERTY MEDIA CORP COM A SIRIUSXM 531229409 1149 33320 SH SOLE 33320 0 0 LINEAR TECHNOLOGY CORP COM 535678106 1000 15976 SH SOLE 15976 0 0 LOCKHEED MARTIN CORP COM 539830109 331 1322 SH SOLE 1322 0 0 LULULEMON ATHLETICA INC COM 550021109 1068 16593 SH SOLE 16593 0 0 LYONDELLBASELL INDUSTRIES SHS CL A N53745100 1154 13420 SH SOLE 13420 0 0 M & T BANK CORP COM 55261F104 521 3348 SH SOLE 3348 0 0 MACERICH CO/THE COM 554382101 642 9243 SH SOLE 9243 0 0 MARRIOTT INTERNATIONAL CL A 571903202 1087 13054 SH SOLE 13054 0 0 MASTERCARD INCORPORATED CL A 57636Q104 1179 11367 SH SOLE 11367 0 0 MCDONALD'S CORP COM 580135101 679 5531 SH SOLE 5531 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 1738 24531 SH SOLE 24531 0 0 MEDTRONIC PLC SHS G5960L103 238 3329 SH SOLE 3329 0 0 MERCADOLIBRE INC COM 58733R102 200 1265 SH SOLE 1265 0 0 MERCK & CO. INC. COM 58933Y105 1653 27998 SH SOLE 27998 0 0 METLIFE INC COM 59156R108 1074 19968 SH SOLE 19968 0 0 MGIC INVESTMENT CORP COM 552848103 857 83256 SH SOLE 83256 0 0 MICRON TECHNOLOGY INC COM 595112103 1264 56785 SH SOLE 56785 0 0 MICROSOFT CORP COM 594918104 2027 32226 SH SOLE 32226 0 0 MID-AMERICA APARTMENT COMM COM 59522J103 1001 10366 SH SOLE 10366 0 0 MONSANTO CO COM 61166W101 1684 16023 SH SOLE 16023 0 0 MORGAN STANLEY COM 617446448 488 11578 SH SOLE 11578 0 0 NANOVIRICIDES INC COM 630087203 11 10000 SH SOLE 10000 0 0 NEVRO CORP COM 64157F103 202 2772 SH SOLE 2772 0 0 NEW YORK REIT INC COM 64976L109 579 57414 SH SOLE 57414 0 0 NIMBLE STORAGE INC COM 65440R101 140 17794 SH SOLE 17794 0 0 NOBLE ENERGY INC COM 655044105 1033 27004 SH SOLE 27004 0 0 NORFOLK SOUTHERN CORP COM 655844108 1216 11177 SH SOLE 11177 0 0 NORTHERN TRUST CORP COM 665859104 846 9549 SH SOLE 9549 0 0 NUVASIVE INC COM 670704105 261 3882 SH SOLE 3882 0 0 NXP SEMICONDUCTORS NV COM N6596X109 1082 11028 SH SOLE 11028 0 0 OASIS PETROLEUM INC COM 674215108 154 10201 SH SOLE 10201 0 0 OCCIDENTAL PETROLEUM CORP COM 674599105 986 13765 SH SOLE 13765 0 0 OLD REPUBLIC INTL CORP COM 680223104 1626 85513 SH SOLE 85513 0 0 ORACLE CORP COM 68389X105 671 17352 SH SOLE 17352 0 0 PANERA BREAD COMPANY CL A 69840W108 1261 6087 SH SOLE 6087 0 0 PARKER HANNIFIN CORP COM 701094104 525 3743 SH SOLE 3743 0 0 PAYPAL HOLDINGS INC COM 70450Y103 408 10218 SH SOLE 10218 0 0 PDC ENERGY INC COM 69327R101 566 7679 SH SOLE 7679 0 0 PENN REAL ESTATE INVEST TST SH BEN INT 709102107 340 18029 SH SOLE 18029 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 675 28087 SH SOLE 28087 0 0 PERKINELMER INC COM 714046109 1062 20345 SH SOLE 20345 0 0 PERRIGO CO PLC SHS G97822103 1147 13930 SH SOLE 13930 0 0 PHILLIPS 66 COM 718546104 510 5896 SH SOLE 5896 0 0 PIONEER NATURAL RESOURCES CO COM 723787107 1349 7429 SH SOLE 7429 0 0 PNC FINANCIAL SERVICES GROUP COM 693475105 1032 8892 SH SOLE 8892 0 0 POTASH CORP OF SASKATCHEWAN COM 73755L107 1090 59961 SH SOLE 59961 0 0 PRAXAIR INC COM 74005P104 523 4452 SH SOLE 4452 0 0 PRIVATEBANCORP INC COM 742962103 422 7832 SH SOLE 7832 0 0 PROGRESSIVE CORP COM 743315103 949 26727 SH SOLE 26727 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 1120 10781 SH SOLE 10781 0 0 QEP RESOURCES INC COM 74733V100 1097 58638 SH SOLE 58638 0 0 QIAGEN N.V. REG SHS N72482107 666 23769 SH SOLE 23769 0 0 QUALCOMM INC COM 747525103 1935 29314 SH SOLE 29314 0 0 RADIAN GROUP INC COM 750236101 1134 62787 SH SOLE 62787 0 0 REGENCY CENTERS CORP COM 758849103 1011 14839 SH SOLE 14839 0 0 REGIONS FINANCIAL CORP COM 7591EP100 468 33037 SH SOLE 33037 0 0 RETAIL PROPERTIES OF AMER CL A 76131V202 2138 140535 SH SOLE 140535 0 0 REXFORD INDUSTRIAL REALTY IN COM 76169C100 531 23015 SH SOLE 23015 0 0 REYNOLDS AMERICAN INC COM 761713106 1138 20289 SH SOLE 20289 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 800 23558 SH SOLE 23558 0 0 ROCKWELL AUTOMATION INC COM 773903109 1225 9086 SH SOLE 9086 0 0 ROPER TECHNOLOGIES INC COM 776696106 309 1687 SH SOLE 1687 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1268 15293 SH SOLE 15293 0 0 ROYAL DUTCH SHELL SPONS ADR A 780259206 508 9302 SH SOLE 9302 0 0 RSP PERMIAN INC COM 74978Q105 1237 27654 SH SOLE 27654 0 0 S&P GLOBAL INC COM 78409V104 1781 16403 SH SOLE 16403 0 0 SAGE THERAPEUTICS INC COM 78667J108 223 4457 SH SOLE 4457 0 0 SCHLUMBERGER LTD COM 806857108 697 8275 SH SOLE 8275 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 954 68396 SH SOLE 68396 0 0 SEALED AIR CORP COM 81211K100 1023 22469 SH SOLE 22469 0 0 SEATTLE GENETICS INC COM 812578102 340 6391 SH SOLE 6391 0 0 SHERWIN-WILLIAMS CO/THE COM 824348106 1839 6783 SH SOLE 6783 0 0 SHIRE PLC SPONSORED ADR 82481R106 1722 10144 SH SOLE 10144 0 0 SHUTTERFLY INC COM 82568P304 1073 21628 SH SOLE 21628 0 0 SIGNATURE BANK COM 82669G104 604 4041 SH SOLE 4041 0 0 SL GREEN REALTY CORP COM 78440X101 301 2842 SH SOLE 2842 0 0 SLM CORP COM 78442P106 410 37374 SH SOLE 37374 0 0 SMART SAND INC COM 83191H107 206 12635 SH SOLE 12635 0 0 SNAP-ON INC COM 833034101 312 1815 SH SOLE 1815 0 0 SOUTHWEST AIRLINES CO COM 844741108 1373 27363 SH SOLE 27363 0 0 SPECTRA ENERGY CORP COM 847560109 1028 24982 SH SOLE 24982 0 0 SPECTRANETICS CORP COM 84760C107 263 10642 SH SOLE 10642 0 0 SPIRIT AIRLINES INC COM 848577102 1436 24941 SH SOLE 24941 0 0 SPIRIT REALTY CAPITAL INC COM 84860W102 1025 96095 SH SOLE 96095 0 0 SPX CORP COM 784635104 378 15885 SH SOLE 15885 0 0 STARWOOD PROPERTY TRUST INC COM 85571B105 423 19183 SH SOLE 19183 0 0 STORE CAPITAL CORP COM 862121100 408 16581 SH SOLE 16581 0 0 SVB FINANCIAL GROUP COM 78486Q101 263 1542 SH SOLE 1542 0 0 SWIFT TRANSPORTATION CO CL A 87074U101 315 12932 SH SOLE 12932 0 0 SYNCHRONY FINANCIAL COM 87165B103 237 6563 SH SOLE 6563 0 0 TARGET CORP COM 87612E106 2161 29760 SH SOLE 29760 0 0 TAUBMAN CENTERS INC COM 876664103 635 8730 SH SOLE 8730 0 0 TCF FINANCIAL CORP COM 872275102 202 10330 SH SOLE 10330 0 0 TD AMERITRADE HOLDING CORP COM 87236Y108 469 10769 SH SOLE 10769 0 0 TELEFONICA BRASIL SPONSORED ADR 87936R106 636 47034 SH SOLE 47034 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 771 5446 SH SOLE 5446 0 0 TIM PARTICIPACOES SA SPONSORED ADR 88706P205 196 16308 SH SOLE 16308 0 0 TIME WARNER INC COM 887317303 1756 18157 SH SOLE 18157 0 0 TJX COMPANIES INC COM 872540109 358 4728 SH SOLE 4728 0 0 T-MOBILE US INC COM 872590104 1550 26698 SH SOLE 26698 0 0 TOTAL SYSTEM SERVICES INC COM 891906109 511 10385 SH SOLE 10385 0 0 TRIPADVISOR INC COM 896945201 1166 24841 SH SOLE 24841 0 0 UDR INC COM 902653104 1074 29964 SH SOLE 29964 0 0 UNION PACIFIC CORP COM 907818108 1169 11196 SH SOLE 11196 0 0 UNITED COMMUNITY BANKS/GA COM 90984P303 508 17228 SH SOLE 17228 0 0 UNITED CONTINENTAL HOLDINGS COM 910047109 1330 18159 SH SOLE 18159 0 0 UNITED PARCEL SERVICE CL B 911312106 1121 9754 SH SOLE 9754 0 0 UNITED STATES STEEL CORP COM 912909108 295 8535 SH SOLE 8535 0 0 UNIVERSAL INSURANCE HOLDINGS COM 91359V107 693 24503 SH SOLE 24503 0 0 UNUM GROUP COM 91529Y106 538 12286 SH SOLE 12286 0 0 US BANCORP COM 902973304 1088 21203 SH SOLE 21203 0 0 US FOODS HOLDING CORP COM 912008109 998 36602 SH SOLE 36602 0 0 VALLEY NATIONAL BANCORP COM 919794107 122 10468 SH SOLE 10468 0 0 VERISK ANALYTICS INC COM 92345Y106 1024 12529 SH SOLE 12529 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 416 7739 SH SOLE 7739 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1000 13428 SH SOLE 13428 0 0 VIMPELCOM LTD SPONSORED ADR 92719A106 70 18519 SH SOLE 18519 0 0 VORNADO REALTY TRUST SH BEN INT 929042109 999 9713 SH SOLE 9713 0 0 VOYA FINANCIAL INC COM 929089100 1297 32926 SH SOLE 32926 0 0 WABTEC CORP COM 929740108 458 5480 SH SOLE 5480 0 0 WAL-MART STORES INC COM 931142103 671 9686 SH SOLE 9686 0 0 WALT DISNEY CO/THE COM 254687106 690 6598 SH SOLE 6598 0 0 WELLS FARGO & CO COM 949746101 950 17319 SH SOLE 17319 0 0 WELLTOWER INC COM 95040Q104 1027 15613 SH SOLE 15613 0 0 WERNER ENTERPRISES INC COM 950755108 620 22734 SH SOLE 22734 0 0 WESTERN ALLIANCE BANCORP COM 957638109 691 14133 SH SOLE 14133 0 0 WESTERN DIGITAL CORP COM 958102105 1135 16590 SH SOLE 16590 0 0 WEYERHAEUSER CO COM 962166104 1712 56409 SH SOLE 56409 0 0 WHIRLPOOL CORP COM 963320106 1755 9580 SH SOLE 9580 0 0 XL GROUP LTD COM G98294104 430 11543 SH SOLE 11543 0 0 YELP INC CL A 985817105 1079 27918 SH SOLE 27918 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 825 7972 SH SOLE 7972 0 0 ZOETIS INC CL A 98978V103 1163 21699 SH SOLE 21699 0 0 ZTO EXPRESS CAYMAN INC SPONSORED ADR 98980A105 214 17219 SH SOLE 17219 0 0