Quantitative Systematic Strategies

Quantitative Systematic Strategies as of March 31, 2014

Portfolio Holdings for Quantitative Systematic Strategies

Quantitative Systematic Strategies holds 272 positions in its portfolio as reported in the March 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Align Technology (ALGN) 1.7 $2.0M 40k 50.83
Sunedison 1.6 $1.9M 100k 18.85
Arris 1.2 $1.4M 52k 27.47
Mallinckrodt Pub 1.1 $1.3M 21k 62.94
Rubicon Technology 1.0 $1.3M 110k 11.46
Western Digital (WDC) 1.0 $1.2M 13k 89.75
United Therapeutics Corporation (UTHR) 0.8 $1.0M 11k 91.48
Buffalo Wild Wings 0.8 $1.0M 6.9k 148.05
ProAssurance Corporation (PRA) 0.8 $1.0M 23k 43.85
Brown & Brown (BRO) 0.8 $990k 33k 30.49
Ligand Pharmaceuticals In (LGND) 0.8 $988k 16k 63.59
Tidewater 0.8 $958k 20k 48.40
Hub (HUBG) 0.8 $951k 24k 39.80
Yahoo! 0.8 $944k 26k 35.88
General Cable Corporation 0.8 $922k 36k 25.54
Endo International 0.8 $913k 14k 67.39
Pitney Bowes (PBI) 0.7 $906k 36k 25.53
Nabors Industries 0.7 $884k 36k 24.78
W.R. Berkley Corporation (WRB) 0.7 $881k 21k 41.11
Gulfport Energy Corporation 0.7 $874k 13k 69.95
Lockheed Martin Corporation (LMT) 0.7 $817k 5.1k 160.61
PrivateBan 0.7 $799k 27k 29.75
ConAgra Foods (CAG) 0.7 $796k 26k 30.73
Green Dot Corporation (GDOT) 0.7 $794k 41k 19.48
Church & Dwight (CHD) 0.6 $764k 11k 68.13
Concur Technologies 0.6 $754k 7.7k 97.57
Signature Bank (SBNY) 0.6 $745k 6.1k 122.49
Red Hat 0.6 $741k 14k 52.39
Basic Energy Services 0.6 $746k 28k 26.98
Michael Kors Holdings 0.6 $745k 8.0k 92.83
Sealed Air (SEE) 0.6 $730k 23k 31.52
R.R. Donnelley & Sons Company 0.6 $717k 40k 17.76
Cypress Semiconductor Corporation 0.6 $718k 71k 10.12
VeriFone Systems 0.6 $718k 22k 33.37
Tractor Supply Company (TSCO) 0.6 $709k 10k 70.77
Cabela's Incorporated 0.6 $708k 11k 65.24
Chubb Corporation 0.6 $693k 7.8k 88.42
Netflix (NFLX) 0.6 $692k 1.9k 358.55
Weyerhaeuser Company (WY) 0.6 $667k 23k 29.20
Triumph (TGI) 0.6 $673k 11k 63.82
Akorn 0.5 $657k 31k 21.02
Deere & Company (DE) 0.5 $635k 7.2k 88.74
Omnicare 0.5 $620k 11k 58.75
B&G Foods (BGS) 0.5 $616k 21k 29.87
Corning Incorporated (GLW) 0.5 $604k 29k 20.63
Edwards Lifesciences (EW) 0.5 $613k 8.6k 71.13
Newfield Exploration 0.5 $614k 20k 31.54
Progress Software Corporation (PRGS) 0.5 $609k 29k 21.32
Lexington Realty Trust (LXP) 0.5 $605k 56k 10.82
Scotts Miracle-Gro Company (SMG) 0.5 $612k 10k 60.38
Ryder System (R) 0.5 $598k 7.6k 78.77
Stanley Black & Decker (SWK) 0.5 $596k 7.4k 80.79
Halliburton Company (HAL) 0.5 $594k 10k 59.50
Entergy Corporation (ETR) 0.5 $599k 9.0k 66.62
Questcor Pharmaceuticals 0.5 $588k 9.5k 62.11
Pdc Energy 0.5 $583k 9.4k 61.93
Informatica Corporation 0.5 $567k 15k 37.31
Signet Jewelers (SIG) 0.5 $571k 5.4k 105.98
Harris Corporation 0.5 $566k 7.9k 72.06
Gannett 0.5 $556k 21k 27.11
Iconix Brand 0.5 $561k 14k 39.30
Ingersoll-rand Co Ltd-cl A 0.5 $565k 10k 56.55
Ultratech 0.5 $550k 20k 28.04
Precision Castparts 0.5 $542k 2.2k 247.60
Alpha Natural Resources 0.5 $546k 128k 4.26
Ingredion Incorporated (INGR) 0.5 $546k 8.1k 67.46
InterMune 0.4 $530k 17k 32.19
Reynolds American 0.4 $533k 10k 52.98
Louisiana-Pacific Corporation (LPX) 0.4 $537k 32k 16.56
GameStop (GME) 0.4 $537k 13k 40.83
Cimarex Energy 0.4 $536k 4.5k 119.67
Susquehanna Bancshares 0.4 $534k 48k 11.06
Medidata Solutions 0.4 $534k 10k 52.64
Dow Chemical Company 0.4 $527k 11k 48.38
Allergan 0.4 $518k 4.3k 121.48
Hertz Global Holdings 0.4 $521k 20k 25.92
Equinix 0.4 $521k 2.8k 184.23
American Axle & Manufact. Holdings (AXL) 0.4 $521k 29k 18.02
Rex Energy Corporation 0.4 $518k 29k 17.86
Royal Gold (RGLD) 0.4 $529k 8.3k 63.46
Cloud Peak Energy 0.4 $528k 25k 20.97
Affiliated Managers (AMG) 0.4 $508k 2.7k 191.19
ON Semiconductor (ON) 0.4 $513k 56k 9.19
Juniper Networks (JNPR) 0.4 $510k 20k 25.64
Superior Energy Services 0.4 $510k 17k 30.27
Cincinnati Financial Corporation (CINF) 0.4 $504k 10k 48.27
BancorpSouth 0.4 $504k 21k 24.62
Tupperware Brands Corporation 0.4 $496k 6.0k 82.69
Prudential Financial (PRU) 0.4 $494k 5.8k 84.65
Encore Capital (ECPG) 0.4 $505k 11k 45.43
Invesco (IVZ) 0.4 $503k 14k 36.41
St. Jude Medical 0.4 $498k 7.7k 64.79
Charter Communications 0.4 $500k 4.1k 122.46
Sfx Entmt 0.4 $504k 75k 6.73
KB Home (KBH) 0.4 $493k 29k 17.03
MICROS Systems 0.4 $483k 9.2k 52.37
Tiffany & Co. 0.4 $490k 5.7k 85.34
Eastman Chemical Company (EMN) 0.4 $488k 5.7k 85.55
ConocoPhillips (COP) 0.4 $493k 7.0k 70.32
Honeywell International (HON) 0.4 $485k 5.3k 90.96
Armstrong World Industries (AWI) 0.4 $492k 9.4k 52.51
Spansion 0.4 $492k 29k 17.29
Avago Technologies 0.4 $490k 7.6k 64.18
Te Connectivity Ltd for (TEL) 0.4 $483k 8.1k 59.56
Puma Biotechnology (PBYI) 0.4 $486k 4.7k 103.91
Ing U S 0.4 $492k 14k 35.51
Norwegian Cruise Line Hldgs (NCLH) 0.4 $469k 15k 31.82
Burlington Stores (BURL) 0.4 $471k 16k 29.26
Target Corporation (TGT) 0.4 $463k 7.7k 60.06
Veeco Instruments (VECO) 0.4 $466k 11k 41.54
Discover Financial Services (DFS) 0.4 $446k 7.8k 57.50
Monsanto Company 0.4 $446k 4.0k 112.40
V.F. Corporation (VFC) 0.4 $455k 7.4k 61.44
Chico's FAS 0.4 $450k 28k 16.12
Baxter International (BAX) 0.4 $434k 5.9k 73.03
F5 Networks (FFIV) 0.4 $441k 4.2k 105.13
Time Warner Cable 0.3 $428k 3.1k 135.96
PerkinElmer (RVTY) 0.3 $429k 9.6k 44.66
priceline.com Incorporated 0.3 $429k 360.00 1191.67
Actavis 0.3 $428k 2.1k 204.10
McDonald's Corporation (MCD) 0.3 $419k 4.3k 97.22
Ryland 0.3 $410k 10k 39.67
Autodesk (ADSK) 0.3 $412k 8.5k 48.29
Ciena Corporation (CIEN) 0.3 $419k 19k 22.59
Ameriprise Financial (AMP) 0.3 $397k 3.6k 108.92
Walt Disney Company (DIS) 0.3 $407k 5.2k 78.91
Bristol Myers Squibb (BMY) 0.3 $399k 7.7k 51.86
Avon Products 0.3 $403k 28k 14.35
Leggett & Platt (LEG) 0.3 $407k 13k 32.29
Regions Financial Corporation (RF) 0.3 $401k 37k 10.95
Penn Virginia Corporation 0.3 $398k 23k 17.28
Tenne 0.3 $396k 6.9k 57.26
Mead Johnson Nutrition 0.3 $403k 4.9k 83.04
Illumina (ILMN) 0.3 $398k 2.8k 141.99
Dresser-Rand 0.3 $400k 7.1k 56.61
Weatherford International Lt reg 0.3 $396k 23k 17.35
Xl Group 0.3 $397k 13k 30.64
American Tower Reit (AMT) 0.3 $402k 4.9k 82.07
Infoblox 0.3 $401k 21k 19.56
Quintiles Transnatio Hldgs I 0.3 $398k 7.9k 50.13
Microchip Technology (MCHP) 0.3 $391k 8.3k 47.12
Google 0.3 $389k 348.00 1117.82
Sally Beauty Holdings (SBH) 0.3 $384k 14k 27.50
Northrop Grumman Corporation (NOC) 0.3 $379k 3.1k 122.22
Applied Materials (AMAT) 0.3 $376k 19k 20.19
CF Industries Holdings (CF) 0.3 $372k 1.4k 258.69
Quest Diagnostics Incorporated (DGX) 0.3 $372k 6.4k 57.86
Citigroup (C) 0.3 $372k 7.9k 47.38
Bonanza Creek Energy 0.3 $379k 8.3k 45.93
Rowan Companies 0.3 $378k 11k 33.38
Prothena (PRTA) 0.3 $377k 10k 36.74
Antero Res (AR) 0.3 $380k 6.0k 63.66
C.H. Robinson Worldwide (CHRW) 0.3 $369k 7.2k 51.39
Chipotle Mexican Grill (CMG) 0.3 $361k 636.00 567.61
Alliant Techsystems 0.3 $368k 2.7k 138.71
Greenhill & Co 0.3 $361k 7.0k 51.92
Albemarle Corporation (ALB) 0.3 $369k 5.6k 65.51
Leidos Holdings (LDOS) 0.3 $360k 10k 34.97
Allegheny Technologies Incorporated (ATI) 0.3 $351k 9.4k 37.50
Us Silica Hldgs (SLCA) 0.3 $356k 9.7k 36.58
Boston Scientific Corporation (BSX) 0.3 $338k 25k 13.32
Arch Coal 0.3 $339k 70k 4.82
Philip Morris International (PM) 0.3 $345k 4.2k 81.37
Schlumberger (SLB) 0.3 $343k 3.5k 97.64
United Technologies Corporation 0.3 $347k 3.0k 115.36
Carrizo Oil & Gas 0.3 $339k 6.3k 53.55
Government Properties Income Trust 0.3 $337k 14k 24.86
Range Resources (RRC) 0.3 $323k 3.8k 85.18
Brunswick Corporation (BC) 0.3 $328k 7.3k 44.72
Joy Global 0.3 $320k 5.5k 57.97
Marathon Oil Corporation (MRO) 0.3 $317k 9.0k 35.21
JDS Uniphase Corporation 0.3 $315k 23k 13.56
Cubist Pharmaceuticals 0.3 $311k 4.4k 71.18
Cornerstone Ondemand 0.3 $313k 6.7k 46.43
Hillshire Brands 0.3 $315k 8.5k 36.93
News (NWSA) 0.3 $311k 18k 17.04
Union Pacific Corporation (UNP) 0.2 $304k 1.6k 184.80
Mohawk Industries (MHK) 0.2 $301k 2.2k 134.80
Anadarko Petroleum Corporation 0.2 $310k 3.7k 84.88
International Business Machines (IBM) 0.2 $306k 1.6k 191.25
Danaher Corporation (DHR) 0.2 $310k 4.2k 73.83
ProLogis 0.2 $305k 7.5k 40.57
Aaron's 0.2 $302k 10k 30.23
Canadian Solar (CSIQ) 0.2 $299k 9.3k 31.99
Finisar Corporation 0.2 $300k 11k 26.24
Rockwood Holdings 0.2 $302k 4.1k 73.77
MasterCard Incorporated (MA) 0.2 $291k 4.0k 73.65
Graphic Packaging Holding Company (GPK) 0.2 $295k 30k 9.86
Synaptics, Incorporated (SYNA) 0.2 $291k 5.0k 58.32
Usx Us Steel Group 0.2 $297k 11k 27.29
3D Systems Corporation (DDD) 0.2 $289k 4.9k 59.06
Kodiak Oil & Gas 0.2 $292k 24k 12.12
Phillips 66 (PSX) 0.2 $298k 3.9k 76.55
Akamai Technologies (AKAM) 0.2 $284k 4.9k 58.21
General Mills (GIS) 0.2 $279k 5.4k 51.56
Gilead Sciences (GILD) 0.2 $282k 4.1k 68.56
RF Micro Devices 0.2 $280k 36k 7.76
Silicon Laboratories (SLAB) 0.2 $282k 5.4k 51.75
Kcg Holdings Inc Cl A 0.2 $280k 24k 11.54
Cme (CME) 0.2 $265k 3.6k 73.96
J.C. Penney Company 0.2 $269k 30k 8.84
Apollo 0.2 $265k 8.1k 32.85
Illinois Tool Works (ITW) 0.2 $266k 3.3k 80.68
Seagate Technology Com Stk 0.2 $263k 4.8k 54.96
CoreLogic 0.2 $266k 9.0k 29.48
Hollyfrontier Corp 0.2 $271k 5.7k 47.40
Annie's 0.2 $265k 6.7k 39.65
Criteo Sa Ads (CRTO) 0.2 $263k 6.5k 40.29
Dominion Resources (D) 0.2 $257k 3.6k 71.21
KBR (KBR) 0.2 $257k 9.7k 26.62
Tyson Foods (TSN) 0.2 $252k 5.8k 43.11
Edison International (EIX) 0.2 $251k 4.5k 55.40
Atwood Oceanics 0.2 $253k 5.1k 49.79
Adt 0.2 $256k 8.6k 29.67
Charles Schwab Corporation (SCHW) 0.2 $241k 8.8k 27.29
Lincoln National Corporation (LNC) 0.2 $244k 4.8k 50.72
American Campus Communities 0.2 $244k 6.5k 37.31
State Street Corporation (STT) 0.2 $236k 3.4k 69.19
FedEx Corporation (FDX) 0.2 $236k 1.8k 131.99
JetBlue Airways Corporation (JBLU) 0.2 $232k 28k 8.44
Intuitive Surgical (ISRG) 0.2 $232k 534.00 434.46
PG&E Corporation (PCG) 0.2 $228k 5.4k 42.31
Kindred Healthcare 0.2 $237k 10k 22.95
MetLife (MET) 0.2 $227k 4.3k 52.47
Energen Corporation 0.2 $236k 2.9k 80.93
Swift Energy Company 0.2 $228k 21k 10.84
Ja Solar Holdings Co Ltd spon adr rep5ord 0.2 $226k 22k 10.07
Nasdaq Omx (NDAQ) 0.2 $223k 6.1k 36.68
Suntrust Banks Inc $1.00 Par Cmn 0.2 $214k 5.5k 39.07
Coca-Cola Company (KO) 0.2 $221k 5.7k 38.89
FMC Technologies 0.2 $221k 4.2k 52.38
International Game Technology 0.2 $220k 16k 13.71
Affymetrix 0.2 $225k 34k 6.65
Polo Ralph Lauren Corporation 0.2 $221k 1.4k 157.97
Agilent Technologies Inc C ommon (A) 0.2 $218k 4.0k 54.66
Accenture (ACN) 0.2 $219k 2.8k 78.98
Phillips-Van Heusen Corporation 0.2 $218k 1.8k 123.72
Hartford Financial Services (HIG) 0.2 $204k 5.9k 34.80
Starwood Property Trust (STWD) 0.2 $201k 8.6k 23.36
Waste Management (WM) 0.2 $210k 5.1k 41.10
Cerner Corporation 0.2 $212k 3.8k 56.22
Forest Oil Corporation 0.2 $204k 107k 1.90
Manitowoc Company 0.2 $209k 6.8k 30.87
Wynn Resorts (WYNN) 0.2 $203k 931.00 218.05
Rite Aid Corporation 0.2 $209k 33k 6.43
CARBO Ceramics 0.2 $211k 1.5k 136.30
Trinity Industries (TRN) 0.2 $210k 2.9k 71.31
Alexandria Real Estate Equities (ARE) 0.2 $203k 2.8k 71.86
NCI Building Systems 0.2 $205k 12k 17.09
DigitalGlobe 0.2 $201k 7.1k 28.16
Kraft Foods 0.2 $202k 3.6k 55.59
Trulia 0.2 $202k 6.0k 33.50
Pinnacle Foods Inc De 0.2 $210k 7.1k 29.56
Chimerix (CMRX) 0.2 $212k 9.4k 22.52
Northern Oil & Gas 0.2 $200k 14k 14.51
Chicago Bridge & Iron Company 0.2 $200k 2.4k 84.89
Cepheid 0.2 $200k 3.9k 50.66
Magnum Hunter Resources Corporation 0.2 $192k 23k 8.39
Endologix 0.2 $189k 15k 12.84
Frontier Communications 0.1 $165k 29k 5.61
Arrowhead Research 0.1 $173k 11k 15.64
SkyWest (SKYW) 0.1 $163k 13k 12.31
Momenta Pharmaceuticals 0.1 $163k 12k 13.94
Compuware Corporation 0.1 $127k 12k 10.30
Advanced Micro Devices (AMD) 0.1 $119k 31k 3.88
Servicesource 0.1 $126k 16k 7.95
Fusion-io 0.1 $120k 12k 10.40
Array BioPharma 0.1 $111k 25k 4.45
AK Steel Holding Corporation 0.1 $93k 13k 6.99
Chc 0.1 $88k 12k 7.34
Renesola 0.1 $79k 24k 3.24
Synovus Financial 0.0 $36k 11k 3.39