Quantitative Systematic Strategies as of Dec. 31, 2013
Portfolio Holdings for Quantitative Systematic Strategies
Quantitative Systematic Strategies holds 196 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) | 2.8 | $3.5M | 87k | 40.27 | |
| Penn Virginia Corporation | 2.5 | $3.1M | 325k | 9.60 | |
| EOG Resources (EOG) | 2.0 | $2.6M | 33k | 78.92 | |
| Eastman Chemical Company (EMN) | 1.6 | $2.1M | 26k | 79.98 | |
| Philip Morris International (PM) | 1.5 | $1.9M | 21k | 86.58 | |
| Gt Solar Int'l | 1.4 | $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 | ||
| Dollar General (DG) | 1.2 | $1.6M | 26k | 60.50 | |
| Monolithic Power Systems (MPWR) | 1.2 | $1.6M | 46k | 34.19 | |
| Allergan Inc Com Stk | 1.2 | $1.5M | 14k | 110.77 | |
| Kilroy Realty Corporation (KRC) | 1.2 | $1.5M | 30k | 50.25 | |
| Scientific Games (LNW) | 1.2 | $1.5M | 88k | 16.86 | |
| Multimedia Games | 1.1 | $1.5M | 46k | 31.38 | |
| Energen Corporation | 1.1 | $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) | 0.9 | $1.2M | 22k | 55.28 | |
| Cubist Pharmaceuticals | 0.9 | $1.2M | 17k | 68.22 | |
| GameStop (GME) | 0.9 | $1.2M | 24k | 49.27 | |
| 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 | 0.8 | $1.1M | 38k | 28.07 | |
| Pdc Energy | 0.8 | $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 | |
| Under Armour (UAA) | 0.8 | $949k | 11k | 86.98 | |
| First Niagara Financial | 0.7 | $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 | |
| CBS Corporation | 0.7 | $843k | 13k | 63.64 | |
| Mohawk Industries (MHK) | 0.7 | $847k | 5.7k | 147.56 | |
| Ensco Plc Shs Class A | 0.7 | $844k | 15k | 56.88 | |
| Trina Solar | 0.7 | $842k | 60k | 14.02 | |
| Comcast Corporation (CMCSA) | 0.6 | $815k | 16k | 51.88 | |
| Walt Disney Company (DIS) | 0.6 | $813k | 11k | 76.26 | |
| Brown & Brown (BRO) | 0.6 | $795k | 26k | 31.08 | |
| Tiffany & Co. | 0.6 | $800k | 8.7k | 92.07 | |
| CareFusion Corporation | 0.6 | $795k | 20k | 39.97 | |
| Hormel Foods Corporation (HRL) | 0.6 | $802k | 18k | 45.12 | |
| Sally Beauty Holdings (SBH) | 0.6 | $798k | 27k | 30.09 | |
| 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 | |
| Amc Networks Inc Cl A (AMCX) | 0.6 | $801k | 12k | 67.51 | |
| Norwegian Cruise Line Hldgs (NCLH) | 0.6 | $795k | 23k | 35.25 | |
| KB Home (KBH) | 0.6 | $791k | 44k | 18.12 | |
| Kodiak Oil & Gas | 0.6 | $779k | 70k | 11.11 | |
| Carrizo Oil & Gas | 0.6 | $772k | 17k | 44.48 | |
| Bonanza Creek Energy Inc cs | 0.6 | $779k | 18k | 43.49 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.6 | $762k | 20k | 37.67 | |
| Itron (ITRI) | 0.6 | $744k | 18k | 41.44 | |
| Oge Energy Corp (OGE) | 0.6 | $752k | 22k | 33.82 | |
| Actavis | 0.6 | $730k | 4.4k | 165.72 | |
| SCANA Corporation | 0.6 | $716k | 15k | 46.93 | |
| Gulfport Energy Corporation | 0.5 | $680k | 11k | 61.27 | |
| Amer Intl Grp Com Usd2.50 | 0.5 | $675k | 13k | 51.13 | |
| Retail Properties Of America | 0.5 | $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 | 7.9k | 71.72 | |
| Aon | 0.5 | $571k | 6.9k | 83.27 | |
| Liberty Media | 0.4 | $553k | 19k | 29.32 | |
| Astoria Finl Corp | 0.4 | $555k | 40k | 14.00 | |
| United States Steel Corporation (X) | 0.4 | $556k | 19k | 29.50 | |
| Seaworld Entertainment (PRKS) | 0.4 | $544k | 19k | 28.11 | |
| 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 | |
| Actuant Corporation | 0.3 | $413k | 11k | 36.46 | |
| 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 | |
| Foster Wheeler Ltd Com Stk | 0.3 | $409k | 13k | 32.64 | |
| Goodrich Petroleum Corporation | 0.3 | $400k | 24k | 16.69 | |
| 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 | |
| Frontier Communications | 0.3 | $387k | 82k | 4.70 | |
| Yahoo! | 0.3 | $387k | 9.6k | 40.15 | |
| Prothena (PRTA) | 0.3 | $388k | 15k | 26.66 | |
| Hershey Company (HSY) | 0.3 | $378k | 3.9k | 97.62 | |
| Guess? (GES) | 0.3 | $375k | 12k | 31.34 | |
| Dril-Quip (DRQ) | 0.3 | $372k | 3.4k | 109.54 | |
| 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 | |
| Natus Medical | 0.3 | $336k | 15k | 22.01 | |
| Exxon Mobil Corporation (XOM) | 0.3 | $325k | 3.2k | 101.06 | |
| Lennar Corporation (LEN) | 0.3 | $334k | 8.4k | 39.75 | |
| American Eagle Outfitters (AEO) | 0.2 | $321k | 22k | 14.57 | |
| Transocean (RIG) | 0.2 | $319k | 6.5k | 48.88 | |
| Ultratech | 0.2 | $313k | 11k | 29.12 | |
| Newfield Exploration | 0.2 | $301k | 13k | 24.07 | |
| MetLife (MET) | 0.2 | $298k | 5.6k | 53.49 | |
| Semtech Corporation (SMTC) | 0.2 | $306k | 12k | 25.21 | |
| General Cable Corporation | 0.2 | $300k | 10k | 29.30 | |
| Ann | 0.2 | $307k | 8.3k | 37.09 | |
| Herman Miller (MLKN) | 0.2 | $293k | 9.9k | 29.60 | |
| Stone Energy Corporation | 0.2 | $293k | 8.7k | 33.79 | |
| Northstar Realty Finance | 0.2 | $290k | 22k | 13.29 | |
| Twenty-first Century Fox | 0.2 | $296k | 8.4k | 35.10 | |
| Yingli Green Energy Hold | 0.2 | $282k | 55k | 5.12 | |
| DISH Network | 0.2 | $273k | 4.7k | 57.84 | |
| Biogen Idec (BIIB) | 0.2 | $274k | 979.00 | 279.88 | |
| Abbott Laboratories | 0.2 | $278k | 7.2k | 38.44 | |
| Rex Energy Corporation | 0.2 | $278k | 14k | 19.55 | |
| 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 | |
| Polaris Industries (PII) | 0.2 | $262k | 1.8k | 145.80 | |
| KBR (KBR) | 0.2 | $265k | 8.5k | 31.09 | |
| Mylan | 0.2 | $267k | 6.2k | 42.84 | |
| Occidental Petroleum Corporation (OXY) | 0.2 | $272k | 2.9k | 94.67 | |
| Vodafone | 0.2 | $272k | 7.0k | 39.10 | |
| Prudential Financial (PRU) | 0.2 | $272k | 3.0k | 91.55 | |
| HeartWare International | 0.2 | $270k | 2.9k | 93.10 | |
| Citigroup (C) | 0.2 | $272k | 5.2k | 52.05 | |
| Arrowhead Resh | 0.2 | $271k | 25k | 10.77 | |
| Gaming & Leisure Pptys (GLPI) | 0.2 | $261k | 5.2k | 50.62 | |
| Antero Res (AR) | 0.2 | $260k | 4.1k | 62.91 | |
| Scorpio Bulkers | 0.2 | $269k | 28k | 9.76 | |
| 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 | |
| Invesco (IVZ) | 0.2 | $256k | 7.1k | 36.29 | |
| BE AEROSPACE INC COM Stk | 0.2 | $248k | 2.9k | 86.08 | |
| EQT Corporation (EQT) | 0.2 | $254k | 2.8k | 89.82 | |
| 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 | |
| Green Mountain Coffee Roasters | 0.2 | $242k | 3.2k | 75.53 | |
| Comstock Resources | 0.2 | $245k | 14k | 17.88 | |
| Garmin (GRMN) | 0.2 | $239k | 5.1k | 46.67 | |
| Comerica Incorporated (CMA) | 0.2 | $229k | 4.8k | 47.60 | |
| Apache Corp Com Stk | 0.2 | $226k | 2.6k | 86.23 | |
| ASSOCIATED ESTATES Realty Corp Com Reit | 0.2 | $219k | 14k | 16.16 | |
| Bed Bath & Beyond | 0.2 | $216k | 2.7k | 80.33 | |
| Vornado Realty Trust (VNO) | 0.2 | $204k | 2.3k | 89.63 | |
| Southwestern Energy Company | 0.2 | $208k | 5.3k | 39.39 | |
| Mead Johnson Nutrition | 0.2 | $200k | 2.4k | 83.13 | |
| Arch Coal Inc Com Usd0.01 | 0.2 | $197k | 44k | 4.45 | |
| J.C. Penney Company | 0.1 | $162k | 18k | 9.15 | |
| Intrepid Potash | 0.1 | $167k | 11k | 15.79 | |
| 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 |
