Quantitative Systematic Strategies as of June 30, 2014
Portfolio Holdings for Quantitative Systematic Strategies
Quantitative Systematic Strategies holds 242 positions in its portfolio as reported in the June 2014 quarterly 13F filing
Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
---|---|---|---|---|---|
ConAgra Foods (CAG) | 1.5 | $2.0M | 69k | 29.63 | |
E TRADE Financial Corporation | 1.3 | $1.8M | 84k | 21.21 | |
International Business Machines (IBM) | 1.2 | $1.7M | 9.5k | 181.68 | |
Transocean (RIG) | 1.2 | $1.7M | 38k | 44.56 | |
Marathon Oil Corporation (MRO) | 1.1 | $1.6M | 39k | 39.55 | |
Trinity Industries (TRN) | 1.1 | $1.6M | 36k | 43.12 | |
F5 Networks (FFIV) | 1.1 | $1.5M | 14k | 111.10 | |
SolarWinds | 1.1 | $1.5M | 39k | 38.54 | |
Pepsi (PEP) | 1.1 | $1.5M | 16k | 88.81 | |
Netflix (NFLX) | 1.0 | $1.4M | 3.3k | 442.09 | |
Honeywell International (HON) | 1.0 | $1.4M | 15k | 93.18 | |
Tesoro Corporation | 1.0 | $1.4M | 23k | 59.49 | |
Children's Place Retail Stores (PLCE) | 1.0 | $1.4M | 28k | 49.39 | |
United States Steel Corporation (X) | 0.9 | $1.3M | 51k | 25.99 | |
Intercontinental Exchange (ICE) | 0.9 | $1.3M | 6.9k | 188.22 | |
CARBO Ceramics | 0.9 | $1.3M | 8.3k | 150.92 | |
State Street Corporation (STT) | 0.9 | $1.2M | 19k | 66.89 | |
Universal Health Services (UHS) | 0.9 | $1.2M | 13k | 95.20 | |
0.9 | $1.2M | 2.1k | 585.28 | ||
Semtech Corporation (SMTC) | 0.9 | $1.2M | 47k | 26.14 | |
BorgWarner (BWA) | 0.9 | $1.2M | 19k | 65.35 | |
BofI Holding | 0.9 | $1.2M | 16k | 74.91 | |
Yahoo! | 0.8 | $1.2M | 34k | 34.27 | |
Exterran Holdings | 0.8 | $1.1M | 25k | 45.33 | |
Northwest Bancshares (NWBI) | 0.8 | $1.1M | 82k | 13.58 | |
Chico's FAS | 0.8 | $1.1M | 63k | 16.89 | |
AK Steel Holding Corporation | 0.8 | $1.1M | 134k | 7.92 | |
Spansion | 0.7 | $999k | 48k | 20.88 | |
ProAssurance Corporation (PRA) | 0.7 | $995k | 22k | 44.47 | |
Hewlett-Packard Company | 0.7 | $980k | 29k | 33.91 | |
Arcbest (ARCB) | 0.7 | $973k | 23k | 42.77 | |
Investment Technology | 0.7 | $965k | 58k | 16.61 | |
Assurant (AIZ) | 0.7 | $929k | 14k | 65.57 | |
Family Dollar Stores | 0.7 | $928k | 14k | 66.67 | |
Boeing Company (BA) | 0.7 | $906k | 7.1k | 128.13 | |
International Game Technology | 0.6 | $884k | 55k | 16.12 | |
Ralph Lauren Corp (RL) | 0.6 | $874k | 5.4k | 160.46 | |
priceline.com Incorporated | 0.6 | $858k | 712.00 | 1205.06 | |
Broadcom Corporation | 0.6 | $867k | 24k | 36.87 | |
Advanced Energy Industries (AEIS) | 0.6 | $866k | 46k | 19.01 | |
BB&T Corporation | 0.6 | $847k | 22k | 39.28 | |
Endologix | 0.6 | $832k | 56k | 14.93 | |
Northrop Grumman Corporation (NOC) | 0.6 | $827k | 6.9k | 120.47 | |
Roadrunner Transportation Services Hold. | 0.6 | $825k | 30k | 28.01 | |
Citigroup (C) | 0.6 | $828k | 18k | 47.14 | |
Rowan Companies | 0.6 | $825k | 26k | 31.64 | |
Facebook Inc cl a (META) | 0.6 | $823k | 12k | 67.64 | |
Hartford Financial Services (HIG) | 0.6 | $814k | 23k | 35.69 | |
Carnival Corporation (CCL) | 0.6 | $809k | 21k | 37.87 | |
FMC Technologies | 0.6 | $804k | 13k | 60.27 | |
Microchip Technology (MCHP) | 0.6 | $814k | 17k | 48.66 | |
Johnson Controls | 0.6 | $812k | 16k | 50.06 | |
Red Hat | 0.6 | $809k | 15k | 55.18 | |
Oshkosh Corporation (OSK) | 0.6 | $807k | 15k | 55.66 | |
Intuit (INTU) | 0.6 | $813k | 10k | 81.22 | |
Southwest Airlines (LUV) | 0.6 | $805k | 30k | 27.14 | |
Adt | 0.6 | $815k | 24k | 34.68 | |
Berry Plastics (BERY) | 0.6 | $813k | 32k | 25.55 | |
Memorial Resource Development | 0.6 | $786k | 33k | 24.03 | |
Cheniere Energy (LNG) | 0.6 | $774k | 11k | 69.99 | |
FXCM | 0.6 | $768k | 52k | 14.84 | |
FedEx Corporation (FDX) | 0.5 | $751k | 5.0k | 151.50 | |
Applied Materials (AMAT) | 0.5 | $737k | 33k | 22.46 | |
Weatherford Intl Plc ord | 0.5 | $744k | 33k | 22.68 | |
Dick's Sporting Goods (DKS) | 0.5 | $729k | 16k | 45.98 | |
Northern Trust Corporation (NTRS) | 0.5 | $706k | 11k | 64.42 | |
Abercrombie & Fitch (ANF) | 0.5 | $715k | 17k | 43.03 | |
Cogent Communications (CCOI) | 0.5 | $712k | 21k | 33.84 | |
Bonanza Creek Energy | 0.5 | $711k | 13k | 56.78 | |
Halliburton Company (HAL) | 0.5 | $699k | 9.9k | 70.50 | |
Bed Bath & Beyond | 0.5 | $689k | 12k | 57.42 | |
Walgreen Company | 0.5 | $687k | 9.3k | 74.09 | |
Finisar Corporation | 0.5 | $682k | 35k | 19.72 | |
Basic Energy Services | 0.5 | $680k | 24k | 28.45 | |
Monsanto Company | 0.5 | $667k | 5.3k | 125.00 | |
Williams Companies (WMB) | 0.5 | $671k | 12k | 58.56 | |
Tibco Software | 0.5 | $669k | 33k | 20.01 | |
Invesco (IVZ) | 0.5 | $668k | 18k | 37.74 | |
NuVasive | 0.5 | $675k | 19k | 35.17 | |
Spectranetics Corporation | 0.5 | $667k | 29k | 23.11 | |
Rice Energy | 0.5 | $672k | 22k | 30.50 | |
SLM Corporation (SLM) | 0.5 | $661k | 79k | 8.35 | |
Lincoln Electric Holdings (LECO) | 0.5 | $662k | 9.5k | 69.77 | |
Masco Corporation (MAS) | 0.5 | $661k | 30k | 22.19 | |
Agilent Technologies Inc C ommon (A) | 0.5 | $660k | 12k | 57.53 | |
Mead Johnson Nutrition | 0.5 | $660k | 7.1k | 92.70 | |
American Vanguard (AVD) | 0.5 | $635k | 50k | 12.76 | |
Anadarko Petroleum Corporation | 0.4 | $607k | 5.5k | 109.59 | |
Apple (AAPL) | 0.4 | $609k | 6.6k | 92.54 | |
Mosaic (MOS) | 0.4 | $612k | 12k | 49.66 | |
Mallinckrodt Pub | 0.4 | $611k | 7.8k | 78.43 | |
Scientific Games (LNW) | 0.4 | $605k | 55k | 11.04 | |
Salix Pharmaceuticals | 0.4 | $586k | 4.8k | 122.83 | |
Nabors Industries | 0.4 | $581k | 20k | 29.00 | |
Old Dominion Freight Line (ODFL) | 0.4 | $566k | 9.0k | 62.94 | |
United Rentals (URI) | 0.4 | $554k | 5.3k | 104.82 | |
Mohawk Industries (MHK) | 0.4 | $538k | 3.9k | 137.24 | |
Lexmark International | 0.4 | $548k | 12k | 47.84 | |
Penn Virginia Corporation | 0.4 | $539k | 32k | 16.79 | |
General Electric Company | 0.4 | $534k | 20k | 26.40 | |
Integrated Device Technology | 0.4 | $526k | 35k | 15.26 | |
Community Health Systems (CYH) | 0.4 | $527k | 12k | 45.69 | |
Infoblox | 0.4 | $536k | 41k | 13.17 | |
L Brands | 0.4 | $536k | 9.2k | 58.50 | |
Lear Corporation (LEA) | 0.4 | $519k | 5.9k | 88.45 | |
Molson Coors Brewing Company (TAP) | 0.4 | $520k | 7.0k | 74.41 | |
Regions Financial Corporation (RF) | 0.4 | $518k | 49k | 10.68 | |
Danaher Corporation (DHR) | 0.4 | $519k | 6.6k | 79.21 | |
Cirrus Logic (CRUS) | 0.4 | $515k | 23k | 22.90 | |
Oneok (OKE) | 0.4 | $513k | 7.6k | 67.53 | |
Akamai Technologies (AKAM) | 0.4 | $497k | 8.1k | 60.99 | |
Rite Aid Corporation | 0.4 | $502k | 70k | 7.18 | |
Diamond Foods | 0.4 | $498k | 18k | 28.07 | |
Diamondback Energy (FANG) | 0.4 | $499k | 5.6k | 88.71 | |
Liberty Global Inc C | 0.4 | $508k | 12k | 42.21 | |
Quintiles Transnatio Hldgs I | 0.4 | $503k | 9.7k | 51.94 | |
Dollar Tree (DLTR) | 0.3 | $484k | 9.1k | 53.40 | |
American Axle & Manufact. Holdings (AXL) | 0.3 | $495k | 26k | 18.86 | |
Ingram Micro | 0.3 | $487k | 17k | 28.84 | |
PrivateBan | 0.3 | $491k | 17k | 29.15 | |
Rackspace Hosting | 0.3 | $491k | 15k | 33.70 | |
Martin Marietta Materials (MLM) | 0.3 | $468k | 3.5k | 132.09 | |
Arrowhead Research | 0.3 | $470k | 33k | 14.34 | |
Abengoa Yield | 0.3 | $476k | 13k | 37.94 | |
CarMax (KMX) | 0.3 | $467k | 9.0k | 51.86 | |
Precision Castparts | 0.3 | $464k | 1.8k | 253.55 | |
Ingersoll-rand Co Ltd-cl A | 0.3 | $460k | 7.3k | 62.69 | |
Coca-cola Enterprises | 0.3 | $457k | 9.5k | 47.92 | |
Navient Corporation equity (NAVI) | 0.3 | $460k | 26k | 17.82 | |
Hudson City Ban | 0.3 | $445k | 45k | 9.85 | |
Jarden Corporation | 0.3 | $449k | 7.6k | 58.79 | |
Kodiak Oil & Gas | 0.3 | $450k | 31k | 14.46 | |
Western Union Company (WU) | 0.3 | $432k | 25k | 17.25 | |
JPMorgan Chase & Co. (JPM) | 0.3 | $420k | 7.3k | 57.52 | |
Adtran | 0.3 | $422k | 19k | 22.48 | |
Textron (TXT) | 0.3 | $425k | 11k | 38.86 | |
Finish Line | 0.3 | $413k | 14k | 29.55 | |
Boston Scientific Corporation (BSX) | 0.3 | $405k | 32k | 12.75 | |
Align Technology (ALGN) | 0.3 | $406k | 7.2k | 56.37 | |
United Therapeutics Corporation (UTHR) | 0.3 | $407k | 4.6k | 89.45 | |
MasterCard Incorporated (MA) | 0.3 | $390k | 5.3k | 73.36 | |
Freeport-McMoRan Copper & Gold (FCX) | 0.3 | $385k | 11k | 36.13 | |
Rex Energy Corporation | 0.3 | $384k | 22k | 17.49 | |
Dollar General (DG) | 0.3 | $395k | 6.9k | 57.26 | |
Ensco Plc Shs Class A | 0.3 | $387k | 7.0k | 55.34 | |
Cme (CME) | 0.3 | $371k | 5.3k | 70.36 | |
Key (KEY) | 0.3 | $382k | 27k | 14.38 | |
Sunedison | 0.3 | $372k | 16k | 22.73 | |
Corning Incorporated (GLW) | 0.3 | $364k | 17k | 22.00 | |
Occidental Petroleum Corporation (OXY) | 0.3 | $360k | 3.5k | 102.39 | |
Advance Auto Parts (AAP) | 0.3 | $369k | 2.8k | 133.65 | |
Lorillard | 0.3 | $357k | 5.8k | 61.45 | |
Neustar | 0.3 | $359k | 14k | 25.47 | |
Jack in the Box (JACK) | 0.2 | $355k | 5.9k | 60.09 | |
McKesson Corporation (MCK) | 0.2 | $351k | 1.9k | 187.70 | |
NiSource (NI) | 0.2 | $355k | 9.0k | 39.28 | |
PG&E Corporation (PCG) | 0.2 | $351k | 7.3k | 48.02 | |
Eagle Materials (EXP) | 0.2 | $351k | 3.7k | 94.56 | |
CF Industries Holdings (CF) | 0.2 | $345k | 1.4k | 240.25 | |
Starwood Hotels & Resorts Worldwide | 0.2 | $352k | 4.3k | 81.12 | |
Deckers Outdoor Corporation (DECK) | 0.2 | $343k | 4.0k | 86.09 | |
Golar Lng (GLNG) | 0.2 | $350k | 5.9k | 59.73 | |
Invesco Mortgage Capital | 0.2 | $353k | 20k | 17.36 | |
Ligand Pharmaceuticals In (LGND) | 0.2 | $344k | 5.6k | 61.80 | |
Clubcorp Hldgs | 0.2 | $344k | 18k | 18.68 | |
Ace Limited Cmn | 0.2 | $337k | 3.3k | 103.56 | |
Cadence Design Systems (CDNS) | 0.2 | $334k | 19k | 17.35 | |
Men's Wearhouse | 0.2 | $332k | 6.1k | 54.73 | |
Starbucks Corporation (SBUX) | 0.2 | $331k | 4.2k | 77.92 | |
Goodrich Petroleum Corporation | 0.2 | $338k | 12k | 27.45 | |
Dana Holding Corporation (DAN) | 0.2 | $340k | 14k | 24.21 | |
First American Financial (FAF) | 0.2 | $335k | 12k | 27.60 | |
Ann | 0.2 | $337k | 8.3k | 40.52 | |
Cummins (CMI) | 0.2 | $318k | 2.1k | 154.82 | |
Sealed Air (SEE) | 0.2 | $314k | 9.1k | 34.52 | |
Baker Hughes Incorporated | 0.2 | $314k | 4.2k | 73.99 | |
Lam Research Corporation (LRCX) | 0.2 | $325k | 4.8k | 67.02 | |
Approach Resources | 0.2 | $327k | 15k | 22.63 | |
Nxp Semiconductors N V (NXPI) | 0.2 | $321k | 4.9k | 65.05 | |
Pbf Energy Inc cl a (PBF) | 0.2 | $326k | 12k | 26.94 | |
Moody's Corporation (MCO) | 0.2 | $307k | 3.5k | 87.89 | |
Newell Rubbermaid (NWL) | 0.2 | $301k | 9.7k | 30.91 | |
Micron Technology (MU) | 0.2 | $303k | 9.5k | 31.84 | |
Generac Holdings (GNRC) | 0.2 | $310k | 6.3k | 49.58 | |
Sanchez Energy Corp C ommon stocks | 0.2 | $307k | 8.3k | 37.14 | |
Google Inc Class C | 0.2 | $308k | 534.00 | 576.78 | |
Ep Energy | 0.2 | $302k | 13k | 22.77 | |
Tractor Supply Company (TSCO) | 0.2 | $286k | 4.7k | 60.26 | |
Teva Pharmaceutical Industries (TEVA) | 0.2 | $298k | 5.6k | 52.79 | |
Fifth Third Ban (FITB) | 0.2 | $297k | 14k | 21.29 | |
CONSOL Energy | 0.2 | $295k | 6.4k | 46.06 | |
Andersons (ANDE) | 0.2 | $294k | 5.9k | 50.15 | |
Armstrong World Industries (AWI) | 0.2 | $299k | 5.2k | 57.51 | |
PacWest Ban | 0.2 | $287k | 6.7k | 42.90 | |
Burlington Stores (BURL) | 0.2 | $296k | 9.5k | 31.05 | |
Pentair cs (PNR) | 0.2 | $286k | 3.9k | 72.66 | |
Home Depot (HD) | 0.2 | $261k | 3.2k | 80.98 | |
Cisco Systems (CSCO) | 0.2 | $262k | 11k | 24.75 | |
KBR (KBR) | 0.2 | $263k | 11k | 23.84 | |
Eaton Vance | 0.2 | $262k | 6.9k | 37.72 | |
Akorn | 0.2 | $264k | 8.3k | 31.71 | |
Wendy's/arby's Group (WEN) | 0.2 | $261k | 30k | 8.60 | |
C&j Energy Services | 0.2 | $265k | 8.0k | 33.25 | |
Charles Schwab Corporation (SCHW) | 0.2 | $256k | 9.4k | 27.14 | |
RF Micro Devices | 0.2 | $254k | 27k | 9.38 | |
Werner Enterprises (WERN) | 0.2 | $249k | 9.5k | 26.34 | |
Blackhawk Network Hldgs Inc cl a | 0.2 | $255k | 9.0k | 28.30 | |
Regeneron Pharmaceuticals (REGN) | 0.2 | $233k | 826.00 | 282.08 | |
Canadian Pacific Railway | 0.2 | $236k | 1.3k | 180.15 | |
Toll Brothers (TOL) | 0.2 | $239k | 6.5k | 36.52 | |
Brunswick Corporation (BC) | 0.2 | $239k | 5.7k | 42.20 | |
Newpark Resources (NR) | 0.2 | $237k | 19k | 12.44 | |
Home Properties | 0.2 | $231k | 3.6k | 63.87 | |
Ashland | 0.2 | $238k | 2.2k | 107.79 | |
SYNNEX Corporation (SNX) | 0.2 | $232k | 3.2k | 72.27 | |
Allegheny Technologies Incorporated (ATI) | 0.2 | $235k | 5.3k | 44.59 | |
Reynolds American | 0.2 | $229k | 3.8k | 60.34 | |
Verisign (VRSN) | 0.2 | $218k | 4.5k | 48.79 | |
Skyworks Solutions (SWKS) | 0.2 | $222k | 4.8k | 46.14 | |
Twenty-first Century Fox | 0.2 | $219k | 6.2k | 35.19 | |
Berkshire Hathaway (BRK.B) | 0.1 | $216k | 1.7k | 127.51 | |
Verizon Communications (VZ) | 0.1 | $210k | 4.3k | 49.32 | |
E.I. du Pont de Nemours & Company | 0.1 | $216k | 3.3k | 65.53 | |
Sonic Corporation | 0.1 | $203k | 9.2k | 22.13 | |
Macy's (M) | 0.1 | $209k | 3.6k | 58.72 | |
Lowe's Companies (LOW) | 0.1 | $203k | 4.3k | 47.73 | |
Robert Half International (RHI) | 0.1 | $210k | 4.4k | 47.72 | |
Titan International (TWI) | 0.1 | $204k | 12k | 16.78 | |
Hornbeck Offshore Services | 0.1 | $210k | 4.5k | 46.85 | |
Scotts Miracle-Gro Company (SMG) | 0.1 | $210k | 3.7k | 56.82 | |
Triumph (TGI) | 0.1 | $212k | 3.1k | 69.24 | |
Athlon Energy | 0.1 | $210k | 4.5k | 46.97 | |
Synovus Finl (SNV) | 0.1 | $216k | 8.8k | 24.46 | |
KB Home (KBH) | 0.1 | $190k | 10k | 18.71 | |
Graphic Packaging Holding Company (GPK) | 0.1 | $175k | 15k | 11.69 | |
Cypress Semiconductor Corporation | 0.1 | $178k | 17k | 10.65 | |
Associated Banc- (ASB) | 0.1 | $187k | 10k | 18.05 | |
Ixia | 0.1 | $184k | 16k | 11.30 | |
Synergy Res Corp | 0.1 | $164k | 13k | 13.08 | |
Windstream Hldgs | 0.1 | $127k | 13k | 9.90 | |
8x8 (EGHT) | 0.1 | $117k | 15k | 7.93 | |
Alpha Natural Resources | 0.1 | $85k | 23k | 3.72 |