Quantitative Systematic Strategies

Quantitative Systematic Strategies as of Sept. 30, 2014

Portfolio Holdings for Quantitative Systematic Strategies

Quantitative Systematic Strategies holds 291 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Rowan Companies 1.4 $2.4M 94k 25.48
Salix Pharmaceuticals 1.3 $2.2M 14k 155.90
Dean Foods Company 1.1 $1.9M 143k 13.17
JetBlue Airways Corporation (JBLU) 1.1 $1.9M 177k 10.53
Brink's Company (BCO) 1.1 $1.8M 75k 24.13
Mack-Cali Realty (VRE) 1.0 $1.7M 86k 19.41
Ascena Retail 1.0 $1.7M 124k 13.55
Patterson-UTI Energy (PTEN) 0.9 $1.6M 50k 33.10
Gt Solar Int'l 0.9 $1.6M 143k 11.24
Atwood Oceanics 0.9 $1.6M 35k 44.16
Dr Pepper Snapple 0.9 $1.5M 23k 64.10
Monster Beverage 0.9 $1.5M 16k 91.44
Steel Dynamics (STLD) 0.9 $1.5M 65k 22.76
Intercontinental Exchange (ICE) 0.8 $1.5M 7.5k 195.12
Cimarex Energy 0.8 $1.4M 11k 129.08
United Rentals (URI) 0.8 $1.4M 12k 112.40
Actavis 0.8 $1.3M 5.5k 244.04
National Penn Bancshares 0.8 $1.3M 136k 9.79
Hibbett Sports (HIBB) 0.8 $1.3M 30k 43.22
Yahoo! 0.7 $1.3M 31k 40.55
Alaska Air (ALK) 0.7 $1.3M 29k 43.85
Vitamin Shoppe 0.7 $1.3M 28k 45.41
Evercore Partners (EVR) 0.7 $1.3M 27k 46.67
Trinity Industries (TRN) 0.7 $1.2M 26k 47.23
SLM Corporation (SLM) 0.7 $1.2M 141k 8.63
Parkway Properties 0.7 $1.2M 64k 18.87
BofI Holding 0.7 $1.1M 16k 73.64
Apple (AAPL) 0.7 $1.1M 11k 100.29
NuVasive 0.6 $1.1M 31k 35.03
Athlon Energy 0.6 $1.1M 19k 58.31
Lam Research Corporation (LRCX) 0.6 $1.1M 14k 75.20
Corning Incorporated (GLW) 0.6 $1.0M 52k 19.53
Hess (HES) 0.6 $1.0M 11k 96.21
F5 Networks (FFIV) 0.6 $980k 8.2k 119.09
Signet Jewelers (SIG) 0.6 $983k 8.6k 114.37
Francescas Hldgs Corp 0.6 $984k 70k 14.03
Cheesecake Factory Incorporated (CAKE) 0.6 $954k 21k 45.96
Yrc Worldwide Inc Com par $.01 0.6 $962k 47k 20.69
Liberty Global Inc C 0.6 $962k 23k 41.86
AGCO Corporation (AGCO) 0.6 $945k 21k 45.96
Nextera Energy (NEE) 0.6 $951k 10k 93.58
Oracle Corporation (ORCL) 0.6 $951k 25k 38.45
Comcast Corporation (CMCSA) 0.5 $933k 17k 54.06
Anadarko Petroleum Corporation 0.5 $930k 9.0k 103.86
Phillips 66 (PSX) 0.5 $926k 11k 81.77
Barnes (B) 0.5 $903k 29k 30.82
Honeywell International (HON) 0.5 $906k 9.7k 93.49
Aaron's 0.5 $919k 38k 24.52
Ingersoll-rand Co Ltd-cl A 0.5 $919k 16k 57.11
Skyworks Solutions (SWKS) 0.5 $906k 16k 58.53
Humana (HUM) 0.5 $869k 6.6k 131.87
Fortinet (FTNT) 0.5 $872k 34k 25.56
KB Home (KBH) 0.5 $858k 57k 15.14
Avon Products 0.5 $865k 69k 12.58
Dow Chemical Company 0.5 $855k 16k 53.35
Barnes & Noble 0.5 $852k 43k 20.05
United States Steel Corporation (X) 0.5 $855k 21k 40.31
EQT Corporation (EQT) 0.5 $862k 9.3k 92.73
Suncor Energy (SU) 0.5 $867k 24k 36.16
Weatherford Intl Plc ord 0.5 $865k 41k 21.24
Time Warner 0.5 $842k 11k 75.53
Key (KEY) 0.5 $838k 63k 13.41
Facebook Inc cl a (META) 0.5 $835k 11k 79.00
Fidelity National Information Services (FIS) 0.5 $827k 15k 56.48
Baker Hughes Incorporated 0.5 $830k 13k 66.16
Intuitive Surgical (ISRG) 0.5 $800k 1.7k 464.85
TJX Companies (TJX) 0.5 $804k 14k 59.74
Invesco (IVZ) 0.5 $813k 21k 39.60
Sunesis Pharmaceuticals 0.5 $804k 107k 7.48
Martin Marietta Materials (MLM) 0.5 $786k 6.1k 129.49
Whirlpool Corporation (WHR) 0.5 $789k 5.3k 148.87
Beacon Roofing Supply (BECN) 0.5 $784k 30k 26.08
Whiting Petroleum Corporation 0.5 $792k 9.9k 80.08
Finisar Corporation 0.5 $790k 47k 16.91
JDS Uniphase Corporation 0.5 $787k 61k 12.95
Home BancShares (HOMB) 0.5 $788k 26k 29.81
Magnum Hunter Resources Corporation 0.5 $787k 134k 5.86
L Brands 0.5 $794k 12k 67.68
Fifth Third Ban (FITB) 0.5 $771k 38k 20.13
Fastenal Company (FAST) 0.5 $777k 17k 45.20
Ingram Micro 0.5 $776k 30k 25.91
Comerica Incorporated (CMA) 0.4 $743k 15k 50.12
Tyson Foods (TSN) 0.4 $746k 19k 38.87
PolyOne Corporation 0.4 $746k 21k 36.10
JPMorgan Chase & Co. (JPM) 0.4 $725k 12k 60.34
Tesoro Corporation 0.4 $728k 12k 61.05
Broadcom Corporation 0.4 $727k 18k 40.64
Pdc Energy 0.4 $722k 14k 52.48
Dollar Tree (DLTR) 0.4 $706k 13k 56.02
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.4 $707k 6.0k 118.25
GulfMark Offshore 0.4 $706k 22k 32.41
Diamondback Energy (FANG) 0.4 $709k 9.2k 76.81
ResMed (RMD) 0.4 $694k 14k 49.97
Regions Financial Corporation (RF) 0.4 $686k 68k 10.07
Mylan 0.4 $685k 15k 45.74
Marathon Oil Corporation (MRO) 0.4 $694k 18k 38.58
Micron Technology (MU) 0.4 $681k 20k 34.41
Eaton Vance 0.4 $693k 18k 38.06
Owens-Illinois 0.4 $692k 26k 26.75
CVS Caremark Corporation (CVS) 0.4 $664k 8.3k 80.00
Google 0.4 $678k 1.2k 588.03
Cardtronics 0.4 $675k 19k 35.27
Voya Financial (VOYA) 0.4 $662k 17k 39.06
Abengoa Yield 0.4 $672k 19k 35.58
Life Time Fitness 0.4 $648k 13k 50.84
Jarden Corporation 0.4 $652k 11k 60.07
B&G Foods (BGS) 0.4 $649k 24k 27.51
Liberty Media 0.4 $653k 14k 47.04
Perrigo Company (PRGO) 0.4 $645k 4.3k 149.83
Liberty Media Corp Del Com Ser C 0.4 $652k 14k 46.69
Astoria Financial Corporation 0.4 $632k 51k 12.49
Gulfport Energy Corporation 0.4 $643k 12k 55.09
Golar Lng (GLNG) 0.4 $637k 9.4k 67.47
Michaels Cos Inc/the 0.4 $628k 36k 17.53
CarMax (KMX) 0.4 $615k 13k 47.07
Molson Coors Brewing Company (TAP) 0.3 $604k 8.1k 74.27
Alibaba Group Holding (BABA) 0.3 $605k 6.8k 88.98
Affiliated Managers (AMG) 0.3 $590k 2.9k 200.54
Tidewater 0.3 $588k 15k 40.05
Waters Corporation (WAT) 0.3 $591k 5.9k 100.00
Sempra Energy (SRE) 0.3 $584k 5.6k 104.87
Constellation Brands (STZ) 0.3 $582k 6.7k 86.52
H.B. Fuller Company (FUL) 0.3 $580k 14k 40.20
Altria (MO) 0.3 $575k 13k 46.06
Triumph (TGI) 0.3 $567k 8.6k 65.56
Delphi Automotive 0.3 $560k 9.0k 62.57
Concur Technologies 0.3 $552k 4.4k 126.55
Cypress Semiconductor Corporation 0.3 $546k 54k 10.11
Packaging Corporation of America (PKG) 0.3 $536k 8.3k 64.80
Arthur J. Gallagher & Co. (AJG) 0.3 $531k 12k 45.10
McKesson Corporation (MCK) 0.3 $527k 2.7k 196.06
Diamond Foods 0.3 $541k 19k 28.73
Clovis Oncology 0.3 $525k 11k 47.43
Directv 0.3 $540k 6.2k 86.66
Metropcs Communications (TMUS) 0.3 $531k 18k 29.00
Fossil (FOSL) 0.3 $530k 5.5k 95.84
FedEx Corporation (FDX) 0.3 $509k 3.1k 162.26
Ryland 0.3 $518k 15k 33.92
Reynolds American 0.3 $522k 8.9k 58.65
Community Health Systems (CYH) 0.3 $512k 9.2k 55.45
MicroStrategy Incorporated (MSTR) 0.3 $509k 3.8k 133.00
U.S. Bancorp (USB) 0.3 $495k 12k 41.80
NetApp (NTAP) 0.3 $495k 12k 42.45
BancorpSouth 0.3 $491k 24k 20.44
Advanced Micro Devices (AMD) 0.3 $491k 138k 3.55
Hornbeck Offshore Services 0.3 $505k 15k 34.39
FirstMerit Corporation 0.3 $492k 28k 17.71
Qlik Technologies 0.3 $497k 18k 27.36
Union Pacific Corporation (UNP) 0.3 $485k 4.5k 108.57
Allergan 0.3 $477k 2.7k 179.46
Penn Virginia Corporation 0.3 $479k 38k 12.78
Brunswick Corporation (BC) 0.3 $489k 11k 42.73
Chipotle Mexican Grill (CMG) 0.3 $480k 724.00 662.98
Chicago Bridge & Iron Company 0.3 $486k 8.3k 58.31
Post Holdings Inc Common (POST) 0.3 $487k 14k 34.00
Arris 0.3 $478k 17k 29.03
Lear Corporation (LEA) 0.3 $461k 5.1k 90.11
Eastman Chemical Company (EMN) 0.3 $463k 5.6k 82.34
GATX Corporation (GATX) 0.3 $466k 7.8k 59.92
Kennametal (KMT) 0.3 $468k 11k 41.82
Rex Energy Corporation 0.3 $471k 35k 13.52
Carrizo Oil & Gas 0.3 $463k 8.4k 55.43
Cheniere Energy (LNG) 0.3 $461k 5.7k 81.56
Swift Energy Company 0.3 $468k 47k 10.08
Veeco Instruments (VECO) 0.3 $468k 13k 35.45
Dana Holding Corporation (DAN) 0.3 $457k 23k 19.75
Goodyear Tire & Rubber Company (GT) 0.3 $452k 20k 22.95
Darling International (DAR) 0.3 $451k 24k 18.52
Old Dominion Freight Line (ODFL) 0.3 $455k 6.4k 71.26
Motorola Solutions (MSI) 0.3 $450k 7.1k 63.24
Men's Wearhouse 0.2 $424k 8.8k 47.93
Whole Foods Market 0.2 $422k 11k 37.59
CF Industries Holdings (CF) 0.2 $431k 1.5k 278.60
United Therapeutics Corporation (UTHR) 0.2 $435k 3.3k 132.78
Sherwin-Williams Company (SHW) 0.2 $398k 1.8k 221.48
Cirrus Logic (CRUS) 0.2 $403k 19k 21.55
Poly 0.2 $388k 31k 12.48
Marathon Petroleum Corp (MPC) 0.2 $391k 4.6k 84.41
Akamai Technologies (AKAM) 0.2 $373k 6.2k 59.76
Dorman Products (DORM) 0.2 $383k 9.4k 40.58
PacWest Ban 0.2 $355k 8.6k 41.37
Trina Solar 0.2 $360k 28k 13.11
Medidata Solutions 0.2 $353k 7.9k 44.79
Green Dot Corporation (GDOT) 0.2 $353k 17k 21.25
Wageworks 0.2 $365k 7.7k 47.18
Zs Pharma 0.2 $357k 9.0k 39.46
Charles Schwab Corporation (SCHW) 0.2 $347k 12k 29.71
Computer Sciences Corporation 0.2 $348k 5.8k 59.54
Chesapeake Energy Corporation 0.2 $342k 15k 23.63
American Axle & Manufact. Holdings (AXL) 0.2 $338k 20k 16.97
Swift Transportation Company 0.2 $351k 17k 20.98
Navient Corporation equity (NAVI) 0.2 $337k 19k 17.64
La Quinta Holdings 0.2 $345k 18k 19.23
Northstar Rlty Fin 0.2 $349k 20k 17.69
Chevron Corporation (CVX) 0.2 $330k 2.7k 120.70
Foot Locker (FL) 0.2 $323k 5.7k 56.61
Masco Corporation (MAS) 0.2 $320k 13k 23.80
Williams Companies (WMB) 0.2 $324k 5.8k 55.87
Intuit (INTU) 0.2 $328k 3.7k 87.86
Oge Energy Corp (OGE) 0.2 $319k 8.6k 37.16
AK Steel Holding Corporation 0.2 $320k 39k 8.31
Michael Kors Holdings 0.2 $323k 4.5k 71.29
BioMarin Pharmaceutical (BMRN) 0.2 $311k 4.3k 72.73
Federated Investors (FHI) 0.2 $309k 11k 29.46
Hubbell Incorporated 0.2 $312k 2.6k 121.45
Alliance Data Systems Corporation (BFH) 0.2 $301k 1.2k 250.42
Mead Johnson Nutrition 0.2 $316k 3.3k 96.52
First Financial Bankshares (FFIN) 0.2 $317k 11k 28.01
Flowers Foods (FLO) 0.2 $313k 17k 18.29
TAL Education (TAL) 0.2 $317k 9.1k 34.95
C&j Energy Services 0.2 $309k 9.9k 31.06
Halcon Resources 0.2 $310k 75k 4.16
Costco Wholesale Corporation (COST) 0.2 $292k 2.3k 125.21
Energizer Holdings 0.2 $292k 2.4k 124.04
FactSet Research Systems (FDS) 0.2 $289k 2.4k 122.25
Actuant Corporation 0.2 $286k 9.1k 31.56
Celgene Corporation 0.2 $288k 3.0k 95.43
Ball Corporation (BALL) 0.2 $300k 4.7k 63.78
Ariad Pharmaceuticals 0.2 $293k 52k 5.63
Via 0.2 $268k 3.5k 76.95
Vulcan Materials Company (VMC) 0.2 $283k 4.7k 60.70
Investment Technology 0.2 $274k 17k 15.91
Lexington Realty Trust (LXP) 0.2 $279k 28k 9.96
Copa Holdings Sa-class A (CPA) 0.2 $280k 2.7k 105.03
Brookdale Senior Living (BKD) 0.2 $268k 8.2k 32.81
Dollar General (DG) 0.2 $282k 4.6k 61.34
WisdomTree Investments (WT) 0.2 $267k 23k 11.62
Ralph Lauren Corp (RL) 0.2 $272k 1.6k 165.05
Coca-Cola Company (KO) 0.1 $253k 6.0k 42.39
G-III Apparel (GIII) 0.1 $264k 3.1k 84.29
Pvh Corporation (PVH) 0.1 $260k 2.1k 122.35
Tenet Healthcare Corporation (THC) 0.1 $253k 4.2k 60.61
Windstream Hldgs 0.1 $254k 24k 10.64
Moody's Corporation (MCO) 0.1 $235k 2.5k 94.08
Devon Energy Corporation (DVN) 0.1 $236k 3.4k 68.72
Exterran Holdings 0.1 $245k 5.6k 44.13
NCR Corporation (VYX) 0.1 $240k 7.1k 33.58
Pepsi (PEP) 0.1 $235k 2.5k 93.33
Harman International Industries 0.1 $233k 2.3k 101.75
Western Refining 0.1 $249k 5.8k 42.81
Essex Property Trust (ESS) 0.1 $234k 1.3k 179.59
Energen Corporation 0.1 $238k 3.2k 75.15
IBERIABANK Corporation 0.1 $240k 3.8k 63.06
Nabors Industries 0.1 $247k 11k 23.12
Chemtura Corporation 0.1 $243k 10k 23.81
Kinder Morgan (KMI) 0.1 $241k 6.2k 38.60
Verisign (VRSN) 0.1 $220k 4.0k 55.11
DaVita (DVA) 0.1 $231k 3.1k 73.59
Integrated Device Technology 0.1 $224k 14k 15.99
Alcoa 0.1 $223k 14k 15.91
Standard Pacific 0.1 $226k 30k 7.62
Discovery Communications 0.1 $220k 5.8k 37.76
Hub (HUBG) 0.1 $220k 5.3k 41.16
Atmel Corporation 0.1 $221k 27k 8.22
Assured Guaranty (AGO) 0.1 $221k 9.9k 22.31
RF Micro Devices 0.1 $221k 19k 11.73
Finish Line 0.1 $223k 8.9k 25.19
Superior Energy Services 0.1 $216k 6.5k 33.25
3D Systems Corporation (DDD) 0.1 $226k 4.8k 47.16
Mondelez Int (MDLZ) 0.1 $230k 6.7k 34.18
American Airls (AAL) 0.1 $228k 6.5k 34.97
Memorial Resource Development 0.1 $224k 8.2k 27.41
Nasdaq Omx (NDAQ) 0.1 $208k 4.9k 42.41
AutoNation (AN) 0.1 $204k 4.0k 50.83
Medtronic 0.1 $212k 3.4k 62.22
Avnet (AVT) 0.1 $201k 4.8k 41.80
Wynn Resorts (WYNN) 0.1 $205k 1.1k 179.20
Delek US Holdings 0.1 $205k 6.0k 33.92
Rockwood Holdings 0.1 $202k 2.6k 77.78
Albemarle Corporation (ALB) 0.1 $207k 3.4k 60.03
Kraft Foods 0.1 $213k 3.8k 56.33
Cemex SAB de CV (CX) 0.1 $186k 14k 13.03
Staples 0.1 $189k 16k 12.14
Titan International (TWI) 0.1 $191k 15k 12.50
Express 0.1 $195k 12k 15.84
Office Depot 0.1 $175k 33k 5.30
Chico's FAS 0.1 $175k 12k 14.85
Spirit Realty reit 0.1 $172k 16k 10.94
Concert Pharmaceuticals I equity 0.1 $174k 13k 13.50
Civitas Solutions 0.1 $168k 10k 16.27
Boston Scientific Corporation (BSX) 0.1 $141k 12k 11.87
Amicus Therapeutics (FOLD) 0.1 $133k 22k 6.01
Glu Mobile 0.1 $144k 28k 5.22
Groupon 0.1 $138k 21k 6.67
Sfx Entmt 0.1 $114k 23k 5.07
Paragon Offshore Plc equity 0.1 $128k 21k 6.16
MGIC Investment (MTG) 0.1 $90k 11k 7.87
Eldorado Gold Corp 0.1 $92k 14k 6.83
Frontier Communications 0.0 $71k 11k 6.47
Yamana Gold 0.0 $72k 12k 6.08
Tinka Resources Ltd F (TKRFF) 0.0 $2.0k 10k 0.20