Quantitative Systematic Strategies

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
Google 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