Quantitative Systematic Strategies as of Dec. 31, 2013
Portfolio Holdings for Quantitative Systematic Strategies
Quantitative Systematic Strategies holds 198 positions in its portfolio as reported in the December 2013 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| PG&E Corporation (PCG) | 2.9 | $3.5M | 87k | 40.27 | |
| Penn Virginia Corporation | 2.5 | $3.1M | 325k | 9.60 | |
| Eastman Chemical Company (EMN) | 1.7 | $2.1M | 26k | 79.98 | |
| Philip Morris International (PM) | 1.5 | $1.9M | 21k | 86.58 | |
| Gt Solar Int'l | 1.5 | $1.8M | 209k | 8.80 | |
| Bristol Myers Squibb (BMY) | 1.4 | $1.8M | 33k | 53.36 | |
| Hess (HES) | 1.3 | $1.7M | 20k | 82.61 | |
| Riverbed Technology | 1.3 | $1.6M | 89k | 18.04 | |
| 1.3 | $1.6M | 1.4k | 1114.29 | ||
| Monolithic Power Systems (MPWR) | 1.3 | $1.6M | 46k | 34.19 | |
| Kilroy Realty Corporation (KRC) | 1.2 | $1.5M | 30k | 50.25 | |
| Scientific Games (LNW) | 1.2 | $1.5M | 88k | 16.86 | |
| Multimedia Games | 1.2 | $1.5M | 46k | 31.38 | |
| Energen Corporation | 1.2 | $1.4M | 21k | 70.22 | |
| Ralph Lauren Corp (RL) | 1.1 | $1.4M | 8.0k | 176.34 | |
| Rowan Companies | 1.1 | $1.4M | 40k | 34.78 | |
| Boyd Gaming Corporation (BYD) | 1.1 | $1.3M | 119k | 11.36 | |
| Gilead Sciences (GILD) | 1.1 | $1.3M | 18k | 75.08 | |
| Ingredion Incorporated (INGR) | 1.0 | $1.3M | 19k | 68.13 | |
| Northeast Utilities System | 1.0 | $1.3M | 30k | 42.39 | |
| Trinity Industries (TRN) | 1.0 | $1.2M | 22k | 55.28 | |
| GameStop (GME) | 1.0 | $1.2M | 24k | 49.27 | |
| Cubist Pharmaceuticals | 1.0 | $1.2M | 17k | 68.22 | |
| Walgreen Company | 0.9 | $1.2M | 20k | 57.84 | |
| Werner Enterprises (WERN) | 0.9 | $1.1M | 46k | 24.75 | |
| Saia (SAIA) | 0.9 | $1.1M | 35k | 31.97 | |
| Hewlett-Packard Company | 0.9 | $1.1M | 38k | 28.07 | |
| Pdc Energy | 0.9 | $1.1M | 20k | 52.49 | |
| Pepco Holdings | 0.8 | $1.0M | 54k | 19.09 | |
| ATWOOD OCEANICS INC Com Stk | 0.8 | $1.0M | 19k | 52.71 | |
| Nike (NKE) | 0.8 | $999k | 13k | 78.72 | |
| Lowe's Companies (LOW) | 0.8 | $995k | 20k | 49.23 | |
| Beam | 0.8 | $995k | 15k | 67.78 | |
| Dollar General (DG) | 0.8 | $976k | 16k | 60.43 | |
| Under Armour (UAA) | 0.8 | $949k | 11k | 86.98 | |
| First Niagara Financial | 0.8 | $924k | 88k | 10.55 | |
| American Assets Trust | 0.7 | $912k | 29k | 31.87 | |
| M&T Bank Corporation (MTB) | 0.7 | $878k | 7.5k | 116.40 | |
| Allergan Inc Com Stk | 0.7 | $866k | 7.8k | 110.74 | |
| Mohawk Industries (MHK) | 0.7 | $847k | 5.7k | 147.56 | |
| CBS Corporation | 0.7 | $843k | 13k | 63.64 | |
| Trina Solar | 0.7 | $842k | 60k | 14.02 | |
| Ensco Plc Shs Class A | 0.7 | $844k | 15k | 56.88 | |
| Comcast Corporation (CMCSA) | 0.7 | $815k | 16k | 51.88 | |
| Walt Disney Company (DIS) | 0.7 | $813k | 11k | 76.26 | |
| Tiffany & Co. | 0.7 | $800k | 8.7k | 92.07 | |
| Hormel Foods Corporation (HRL) | 0.7 | $802k | 18k | 45.12 | |
| Sally Beauty Holdings (SBH) | 0.7 | $798k | 27k | 30.09 | |
| Amc Networks Inc Cl A (AMCX) | 0.7 | $801k | 12k | 67.51 | |
| KB Home (KBH) | 0.6 | $791k | 44k | 18.12 | |
| Brown & Brown (BRO) | 0.6 | $795k | 26k | 31.08 | |
| CareFusion Corporation | 0.6 | $795k | 20k | 39.97 | |
| BJ's Restaurants (BJRI) | 0.6 | $793k | 26k | 31.03 | |
| D American Elec Pwr In C Com Stk Common Stock 0 | 0.6 | $795k | 17k | 46.67 | |
| Synergy Res Corp | 0.6 | $792k | 86k | 9.22 | |
| Norwegian Cruise Line Hldgs (NCLH) | 0.6 | $795k | 23k | 35.25 | |
| Kodiak Oil & Gas | 0.6 | $779k | 70k | 11.11 | |
| Bonanza Creek Energy Inc cs | 0.6 | $779k | 18k | 43.49 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.6 | $762k | 20k | 37.67 | |
| Carrizo Oil & Gas | 0.6 | $772k | 17k | 44.48 | |
| Oge Energy Corp (OGE) | 0.6 | $752k | 22k | 33.82 | |
| Itron (ITRI) | 0.6 | $744k | 18k | 41.44 | |
| Actavis | 0.6 | $730k | 4.4k | 165.72 | |
| SCANA Corporation | 0.6 | $716k | 15k | 46.93 | |
| Gulfport Energy Corporation | 0.6 | $680k | 11k | 61.27 | |
| Amer Intl Grp Com Usd2.50 | 0.6 | $675k | 13k | 51.13 | |
| Retail Properties Of America | 0.6 | $677k | 53k | 12.76 | |
| Eaton (ETN) | 0.5 | $673k | 8.9k | 76.01 | |
| Entergy Corporation (ETR) | 0.5 | $653k | 10k | 63.28 | |
| ALEXANDRIA REAL ESTATE Equitie Com Reit | 0.5 | $657k | 10k | 63.81 | |
| Regis Corporation | 0.5 | $634k | 43k | 14.60 | |
| Michael Kors Holdings | 0.5 | $614k | 7.6k | 81.24 | |
| Chipotle Mexican Grill (CMG) | 0.5 | $601k | 1.1k | 531.86 | |
| Block H & R | 0.5 | $596k | 21k | 29.11 | |
| Advance Auto Parts (AAP) | 0.5 | $568k | 5.2k | 109.55 | |
| Aon | 0.5 | $571k | 6.9k | 83.27 | |
| Liberty Media | 0.5 | $553k | 19k | 29.32 | |
| United States Steel Corporation (X) | 0.5 | $556k | 19k | 29.50 | |
| Seaworld Entertainment (PRKS) | 0.4 | $544k | 19k | 28.11 | |
| EOG Resources (EOG) | 0.4 | $532k | 3.2k | 167.40 | |
| Cimarex Energy | 0.4 | $532k | 5.2k | 102.07 | |
| Spirit Realty reit | 0.4 | $536k | 55k | 9.78 | |
| Apartment Investment and Management | 0.4 | $522k | 20k | 26.08 | |
| Valero Energy Corporation (VLO) | 0.4 | $524k | 11k | 49.50 | |
| Estee Lauder Companies (EL) | 0.4 | $520k | 6.9k | 74.98 | |
| Infinera (INFN) | 0.4 | $519k | 53k | 9.74 | |
| NuVasive | 0.4 | $518k | 16k | 32.35 | |
| American Axle & Mfg Hldgs In | 0.4 | $516k | 26k | 20.16 | |
| Tornier Nv | 0.4 | $521k | 29k | 18.25 | |
| Akamai Technologies (AKAM) | 0.4 | $501k | 11k | 46.97 | |
| Halliburton Company (HAL) | 0.4 | $510k | 10k | 50.63 | |
| Public Service Enterprise (PEG) | 0.4 | $509k | 16k | 32.03 | |
| South Jersey Industries | 0.4 | $509k | 9.2k | 55.34 | |
| Align Tech | 0.4 | $512k | 9.0k | 57.10 | |
| Spdr S&p 500 Etf (SPY) | 0.4 | $500k | 2.7k | 183.82 | |
| Cheniere Energy (LNG) | 0.4 | $495k | 12k | 43.10 | |
| Oceaneering International (OII) | 0.4 | $481k | 6.1k | 78.38 | |
| C.H. Robinson Worldwide (CHRW) | 0.4 | $467k | 8.0k | 58.35 | |
| Vitamin Shoppe | 0.4 | $470k | 9.0k | 51.98 | |
| Noble Corp Plc equity | 0.4 | $450k | 12k | 36.53 | |
| International Business Machines (IBM) | 0.3 | $427k | 2.3k | 186.22 | |
| Wells Fargo & Company (WFC) | 0.3 | $420k | 9.2k | 45.52 | |
| Huntington Bancshares Incorporated (HBAN) | 0.3 | $404k | 42k | 9.57 | |
| Goldman Sachs (GS) | 0.3 | $407k | 2.3k | 175.96 | |
| Starwood Property Trust (STWD) | 0.3 | $407k | 15k | 27.44 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.3 | $402k | 10k | 38.76 | |
| Coca-Cola Company (KO) | 0.3 | $406k | 9.9k | 41.10 | |
| Home Depot (HD) | 0.3 | $402k | 4.9k | 81.96 | |
| Microchip Technology (MCHP) | 0.3 | $406k | 9.1k | 44.49 | |
| Regions Financial Corporation (RF) | 0.3 | $411k | 42k | 9.85 | |
| Western Digital (WDC) | 0.3 | $411k | 4.9k | 83.67 | |
| McKesson Corporation (MCK) | 0.3 | $411k | 2.6k | 160.86 | |
| Tyco International Ltd S hs | 0.3 | $405k | 9.8k | 41.13 | |
| Pioneer Natural Resources | 0.3 | $403k | 2.2k | 182.60 | |
| Tibco Software | 0.3 | $410k | 18k | 22.68 | |
| Actuant Corporation | 0.3 | $413k | 11k | 36.46 | |
| Foster Wheeler Ltd Com Stk | 0.3 | $409k | 13k | 32.64 | |
| Teradyne (TER) | 0.3 | $411k | 23k | 17.58 | |
| Anadarko Pete Corp | 0.3 | $405k | 5.1k | 79.18 | |
| Berkley W R Corp | 0.3 | $409k | 9.5k | 43.22 | |
| Accuray | 0.3 | $404k | 47k | 8.66 | |
| Diamondback Energy (FANG) | 0.3 | $403k | 7.8k | 51.91 | |
| Fidelity + Guaranty Life | 0.3 | $403k | 21k | 18.79 | |
| Goodrich Petroleum Corporation | 0.3 | $400k | 24k | 16.69 | |
| Hershey Company (HSY) | 0.3 | $378k | 3.9k | 97.62 | |
| Frontier Communications | 0.3 | $387k | 82k | 4.70 | |
| Yahoo! | 0.3 | $387k | 9.6k | 40.15 | |
| Prothena (PRTA) | 0.3 | $388k | 15k | 26.66 | |
| Dril-Quip (DRQ) | 0.3 | $372k | 3.4k | 109.54 | |
| Guess? (GES) | 0.3 | $375k | 12k | 31.34 | |
| Altera Corp Com Stk | 0.3 | $369k | 11k | 32.47 | |
| PerkinElmer (RVTY) | 0.3 | $357k | 8.6k | 41.38 | |
| Ingram Micro | 0.3 | $343k | 15k | 23.41 | |
| Lennar Corporation (LEN) | 0.3 | $334k | 8.4k | 39.75 | |
| Natus Medical | 0.3 | $336k | 15k | 22.01 | |
| Exxon Mobil Corporation (XOM) | 0.3 | $325k | 3.2k | 101.06 | |
| American Eagle Outfitters (AEO) | 0.3 | $321k | 22k | 14.57 | |
| Transocean (RIG) | 0.3 | $319k | 6.5k | 48.88 | |
| Astoria Finl Corp | 0.3 | $324k | 23k | 13.98 | |
| Ultratech | 0.2 | $313k | 11k | 29.12 | |
| Semtech Corporation (SMTC) | 0.2 | $306k | 12k | 25.21 | |
| Ann | 0.2 | $307k | 8.3k | 37.09 | |
| Herman Miller (MLKN) | 0.2 | $293k | 9.9k | 29.60 | |
| Newfield Exploration | 0.2 | $301k | 13k | 24.07 | |
| MetLife (MET) | 0.2 | $298k | 5.6k | 53.49 | |
| Stone Energy Corporation | 0.2 | $293k | 8.7k | 33.79 | |
| General Cable Corporation | 0.2 | $300k | 10k | 29.30 | |
| Twenty-first Century Fox | 0.2 | $296k | 8.4k | 35.10 | |
| Yingli Green Energy Hold | 0.2 | $282k | 55k | 5.12 | |
| Abbott Laboratories | 0.2 | $278k | 7.2k | 38.44 | |
| Northstar Realty Finance | 0.2 | $290k | 22k | 13.29 | |
| Nabors Industries | 0.2 | $283k | 17k | 16.89 | |
| Expedia (EXPE) | 0.2 | $281k | 4.1k | 69.21 | |
| Hillshire Brands | 0.2 | $285k | 8.5k | 33.40 | |
| Mylan | 0.2 | $267k | 6.2k | 42.84 | |
| DISH Network | 0.2 | $273k | 4.7k | 57.84 | |
| Occidental Petroleum Corporation (OXY) | 0.2 | $272k | 2.9k | 94.67 | |
| Vodafone | 0.2 | $272k | 7.0k | 39.10 | |
| Biogen Idec (BIIB) | 0.2 | $274k | 979.00 | 279.88 | |
| Prudential Financial (PRU) | 0.2 | $272k | 3.0k | 91.55 | |
| Rex Energy Corporation | 0.2 | $278k | 14k | 19.55 | |
| HeartWare International | 0.2 | $270k | 2.9k | 93.10 | |
| Interxion Holding | 0.2 | $276k | 13k | 21.47 | |
| Citigroup (C) | 0.2 | $272k | 5.2k | 52.05 | |
| Arrowhead Resh | 0.2 | $271k | 25k | 10.77 | |
| Scorpio Bulkers | 0.2 | $269k | 28k | 9.76 | |
| Polaris Industries (PII) | 0.2 | $262k | 1.8k | 145.80 | |
| KBR (KBR) | 0.2 | $265k | 8.5k | 31.09 | |
| Invesco (IVZ) | 0.2 | $256k | 7.1k | 36.29 | |
| EQT Corporation (EQT) | 0.2 | $254k | 2.8k | 89.82 | |
| Gaming & Leisure Pptys (GLPI) | 0.2 | $261k | 5.2k | 50.62 | |
| Antero Res (AR) | 0.2 | $260k | 4.1k | 62.91 | |
| Whirlpool Corporation (WHR) | 0.2 | $247k | 1.6k | 157.12 | |
| Lexmark International | 0.2 | $245k | 6.9k | 35.30 | |
| ProAssurance Corporation (PRA) | 0.2 | $244k | 5.1k | 48.13 | |
| Oracle Corporation (ORCL) | 0.2 | $241k | 6.3k | 38.00 | |
| priceline.com Incorporated | 0.2 | $253k | 219.00 | 1155.25 | |
| Rite Aid Corporation | 0.2 | $251k | 50k | 5.04 | |
| TriQuint Semiconductor | 0.2 | $253k | 30k | 8.33 | |
| Green Mountain Coffee Roasters | 0.2 | $242k | 3.2k | 75.53 | |
| Comstock Resources | 0.2 | $245k | 14k | 17.88 | |
| BE AEROSPACE INC COM Stk | 0.2 | $248k | 2.9k | 86.08 | |
| Comerica Incorporated (CMA) | 0.2 | $229k | 4.8k | 47.60 | |
| Garmin (GRMN) | 0.2 | $239k | 5.1k | 46.67 | |
| ASSOCIATED ESTATES Realty Corp Com Reit | 0.2 | $219k | 14k | 16.16 | |
| Apache Corp Com Stk | 0.2 | $226k | 2.6k | 86.23 | |
| Vornado Realty Trust (VNO) | 0.2 | $204k | 2.3k | 89.63 | |
| Southwestern Energy Company | 0.2 | $208k | 5.3k | 39.39 | |
| Bed Bath & Beyond | 0.2 | $216k | 2.7k | 80.33 | |
| Mead Johnson Nutrition | 0.2 | $200k | 2.4k | 83.13 | |
| Arch Coal Inc Com Usd0.01 | 0.2 | $197k | 44k | 4.45 | |
| Intrepid Potash | 0.1 | $167k | 11k | 15.79 | |
| J.C. Penney Company | 0.1 | $162k | 18k | 9.15 | |
| Alcoa | 0.1 | $157k | 15k | 10.53 | |
| Hartford Financial Services (HIG) | 0.1 | $151k | 4.2k | 36.25 | |
| Education Realty Trust | 0.1 | $119k | 14k | 8.84 | |
| RF Micro Devices | 0.1 | $119k | 23k | 5.18 | |
| Tower Group International | 0.1 | $63k | 20k | 3.13 |
