Quantitative Systematic Strategies

Quantitative Systematic Strategies as of Dec. 31, 2014

Portfolio Holdings for Quantitative Systematic Strategies

Quantitative Systematic Strategies holds 316 positions in its portfolio as reported in the December 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Wpx Energy 1.5 $3.8M 332k 11.46
FMC Corporation (FMC) 1.4 $3.5M 60k 57.52
Allergan 1.4 $3.4M 16k 213.26
FedEx Corporation (FDX) 1.3 $3.2M 18k 174.91
Trinity Industries (TRN) 1.2 $3.1M 109k 28.13
Chico's FAS 1.2 $2.9M 180k 16.22
Invesco (IVZ) 1.1 $2.8M 70k 39.90
DSW 1.1 $2.8M 75k 37.21
Pioneer Natural Resources (PXD) 1.1 $2.7M 18k 150.01
Intercontinental Exchange (ICE) 1.1 $2.6M 12k 221.43
Fifth Third Ban (FITB) 1.0 $2.5M 122k 20.67
Seattle Genetics 1.0 $2.5M 77k 32.27
Huntsman Corporation (HUN) 1.0 $2.5M 106k 23.30
Michael Kors Holdings 1.0 $2.5M 33k 75.37
Quest Diagnostics Incorporated (DGX) 1.0 $2.4M 35k 67.97
Metropcs Communications (TMUS) 1.0 $2.4M 89k 27.01
Helmerich & Payne (HP) 0.9 $2.3M 35k 67.00
Colony Financial 0.9 $2.3M 97k 24.03
Xl Group 0.9 $2.3M 67k 34.72
Con-way 0.9 $2.3M 46k 49.58
Western Refining 0.9 $2.2M 57k 38.05
Golar Lng (GLNG) 0.9 $2.1M 61k 35.13
Bank of America Corporation (BAC) 0.8 $2.1M 117k 18.13
Whirlpool Corporation (WHR) 0.8 $2.1M 11k 194.17
Anadarko Petroleum Corporation 0.8 $2.1M 25k 83.36
Honeywell International (HON) 0.8 $2.0M 20k 100.68
Illinois Tool Works (ITW) 0.8 $1.9M 20k 96.09
Whiting Petroleum Corporation 0.8 $1.9M 57k 33.21
Dollar General (DG) 0.8 $1.9M 27k 71.03
Hibbett Sports (HIBB) 0.8 $1.9M 39k 48.43
AvalonBay Communities (AVB) 0.7 $1.9M 11k 165.71
SPX Corporation 0.7 $1.8M 21k 87.22
Exxon Mobil Corporation (XOM) 0.7 $1.8M 19k 92.86
Interface (TILE) 0.7 $1.8M 107k 16.64
Whole Foods Market 0.7 $1.8M 35k 50.41
Werner Enterprises (WERN) 0.7 $1.7M 55k 31.25
Eaton (ETN) 0.7 $1.7M 25k 68.71
Integrated Device Technology 0.7 $1.7M 85k 19.83
Nike (NKE) 0.7 $1.7M 17k 96.82
CARBO Ceramics 0.7 $1.7M 42k 39.93
Alcoa 0.6 $1.6M 100k 15.85
United States Steel Corporation (X) 0.6 $1.6M 58k 27.01
Uti Worldwide 0.6 $1.5M 128k 12.03
Mohawk Industries (MHK) 0.6 $1.5M 9.8k 155.64
Cisco Systems (CSCO) 0.6 $1.5M 54k 28.34
Actavis 0.6 $1.5M 5.9k 259.60
McDonald's Corporation (MCD) 0.6 $1.5M 16k 94.18
Waddell & Reed Financial 0.6 $1.5M 30k 49.49
Hershey Company (HSY) 0.6 $1.4M 14k 105.66
Noble Energy 0.6 $1.4M 30k 47.35
Essex Property Trust (ESS) 0.6 $1.4M 6.8k 209.38
Hollyfrontier Corp 0.6 $1.4M 37k 37.98
SanDisk Corporation 0.6 $1.4M 14k 99.42
Vertex Pharmaceuticals Incorporated (VRTX) 0.5 $1.3M 11k 119.14
Bristol Myers Squibb (BMY) 0.5 $1.4M 23k 59.33
C.H. Robinson Worldwide (CHRW) 0.5 $1.3M 18k 75.66
MGM Resorts International. (MGM) 0.5 $1.4M 63k 21.45
Cst Brands 0.5 $1.4M 31k 43.95
Canadian Pacific Railway 0.5 $1.3M 6.8k 193.17
Maxim Integrated Products 0.5 $1.3M 41k 31.38
Finisar Corporation 0.5 $1.3M 65k 19.56
CommVault Systems (CVLT) 0.5 $1.3M 24k 52.31
Williams-Sonoma (WSM) 0.5 $1.3M 16k 76.41
Broadcom Corporation 0.5 $1.3M 29k 43.17
Tesoro Corporation 0.5 $1.2M 16k 75.24
Hornbeck Offshore Services 0.5 $1.2M 48k 25.30
Level 3 Communications 0.5 $1.2M 24k 49.66
Aaron's 0.5 $1.2M 39k 30.70
Zions Bancorporation (ZION) 0.5 $1.2M 41k 28.64
Align Technology (ALGN) 0.5 $1.2M 21k 56.55
Intel Corporation (INTC) 0.5 $1.1M 31k 36.72
Air Products & Chemicals (APD) 0.5 $1.1M 7.8k 145.97
Rayonier (RYN) 0.5 $1.1M 40k 28.29
Aon 0.5 $1.1M 12k 96.09
Leidos Holdings (LDOS) 0.5 $1.1M 26k 44.04
American Airls (AAL) 0.5 $1.1M 21k 53.53
Liberty Tripadvisor Hldgs (LTRPA) 0.5 $1.1M 41k 27.17
Eli Lilly & Co. (LLY) 0.4 $1.1M 16k 69.50
Allstate Corporation (ALL) 0.4 $1.1M 16k 70.87
Coca-Cola Company (KO) 0.4 $1.1M 25k 42.72
Coach 0.4 $1.1M 28k 37.77
Health Care REIT 0.4 $1.0M 14k 76.71
Marathon Oil Corporation (MRO) 0.4 $1.1M 37k 28.42
Altria (MO) 0.4 $1.0M 20k 49.81
Rosetta Resources 0.4 $1.0M 46k 22.09
Smart & Final Stores 0.4 $1.0M 62k 16.43
CBS Corporation 0.4 $959k 17k 55.79
FMC Technologies 0.4 $970k 21k 47.32
Canadian Solar (CSIQ) 0.4 $961k 41k 23.69
Old Dominion Freight Line (ODFL) 0.4 $962k 12k 78.10
Devon Energy Corporation (DVN) 0.4 $919k 15k 61.09
Gilead Sciences (GILD) 0.4 $933k 9.8k 95.46
Amazon (AMZN) 0.4 $920k 3.0k 311.02
Basic Energy Services 0.4 $912k 130k 7.03
CBL & Associates Properties 0.4 $912k 46k 19.74
MGIC Investment (MTG) 0.4 $906k 98k 9.30
Moody's Corporation (MCO) 0.4 $903k 9.3k 96.74
Nordstrom (JWN) 0.4 $907k 12k 78.90
General Dynamics Corporation (GD) 0.4 $895k 6.4k 139.23
NuVasive 0.4 $906k 19k 48.06
Bankunited (BKU) 0.4 $900k 31k 29.28
Yrc Worldwide Inc Com par $.01 0.4 $889k 39k 22.75
Lear Corporation (LEA) 0.3 $880k 8.9k 98.88
Deere & Company (DE) 0.3 $860k 9.6k 89.37
EOG Resources (EOG) 0.3 $856k 9.2k 92.59
Starwood Hotels & Resorts Worldwide 0.3 $813k 10k 81.26
Danaher Corporation (DHR) 0.3 $795k 9.2k 86.23
XOMA CORP Common equity shares 0.3 $793k 221k 3.59
Genworth Financial (GNW) 0.3 $769k 90k 8.56
Hartford Financial Services (HIG) 0.3 $762k 18k 42.20
Best Buy (BBY) 0.3 $764k 19k 39.30
International Flavors & Fragrances (IFF) 0.3 $763k 7.5k 102.42
Signet Jewelers (SIG) 0.3 $772k 5.9k 131.40
La Quinta Holdings 0.3 $782k 36k 22.04
IDEXX Laboratories (IDXX) 0.3 $754k 5.0k 149.78
Tyson Foods (TSN) 0.3 $741k 18k 40.31
ON Semiconductor (ON) 0.3 $735k 73k 10.13
Post Properties 0.3 $740k 13k 59.24
Angie's List 0.3 $747k 119k 6.29
KB Home (KBH) 0.3 $718k 44k 16.32
Cogent Communications (CCOI) 0.3 $721k 21k 35.16
Gnc Holdings Inc Cl A 0.3 $727k 15k 47.13
Western Digital (WDC) 0.3 $695k 6.2k 112.31
Bemis Company 0.3 $691k 15k 45.71
Superior Energy Services 0.3 $696k 34k 20.50
Northstar Rlty Fin 0.3 $693k 39k 17.65
Office Depot 0.3 $670k 78k 8.61
Capital One Financial (COF) 0.3 $673k 8.1k 83.13
Knight Transportation 0.3 $663k 20k 33.93
Berry Plastics (BERY) 0.3 $666k 21k 31.75
Google 0.3 $640k 1.2k 535.12
Informatica Corporation 0.3 $659k 17k 38.45
PPG Industries (PPG) 0.2 $631k 2.7k 231.56
Steel Dynamics (STLD) 0.2 $627k 31k 20.03
DepoMed 0.2 $620k 38k 16.15
DealerTrack Holdings 0.2 $626k 14k 44.51
Aruba Networks 0.2 $631k 34k 18.38
Fortinet (FTNT) 0.2 $616k 20k 31.00
General Motors Company (GM) 0.2 $619k 18k 35.07
Pdc Energy 0.2 $624k 15k 41.43
Whitewave Foods 0.2 $630k 18k 35.23
Kite Pharma 0.2 $613k 11k 55.95
Groupon 0.2 $603k 73k 8.22
Bank of New York Mellon Corporation (BK) 0.2 $583k 14k 41.02
Century Aluminum Company (CENX) 0.2 $571k 23k 24.44
Macquarie Infrastructure Company 0.2 $564k 7.9k 71.10
Esperion Therapeutics (ESPR) 0.2 $579k 15k 39.20
Hess (HES) 0.2 $536k 7.2k 74.03
Dr Pepper Snapple 0.2 $538k 7.4k 72.70
Evercore Partners (EVR) 0.2 $552k 11k 52.71
Lam Research Corporation (LRCX) 0.2 $537k 6.7k 79.92
WebMD Health 0.2 $549k 14k 39.80
Rowan Companies 0.2 $557k 24k 23.58
Rice Energy 0.2 $536k 25k 21.08
Charles Schwab Corporation (SCHW) 0.2 $530k 18k 30.34
Cardinal Health (CAH) 0.2 $528k 6.5k 81.86
Apartment Investment and Management 0.2 $519k 14k 37.95
JetBlue Airways Corporation (JBLU) 0.2 $530k 33k 15.90
Big Lots (BIG) 0.2 $534k 13k 40.16
Key (KEY) 0.2 $512k 36k 14.10
Gulfport Energy Corporation 0.2 $516k 12k 41.83
O'reilly Automotive (ORLY) 0.2 $516k 2.7k 194.28
Voya Financial (VOYA) 0.2 $521k 12k 42.79
Kroger (KR) 0.2 $505k 7.8k 64.56
Halliburton Company (HAL) 0.2 $491k 13k 39.31
Stryker Corporation (SYK) 0.2 $499k 5.2k 95.23
Liberty Global Inc C 0.2 $507k 10k 48.55
Orion Engineered Carbons (OEC) 0.2 $494k 29k 16.99
Schlumberger (SLB) 0.2 $477k 5.5k 86.27
Ingersoll-rand Co Ltd-cl A 0.2 $464k 7.3k 63.83
Popular (BPOP) 0.2 $462k 14k 34.03
Infoblox 0.2 $479k 24k 20.38
Om Asset Management 0.2 $472k 29k 16.26
AGCO Corporation (AGCO) 0.2 $447k 9.8k 45.67
Umpqua Holdings Corporation 0.2 $459k 27k 17.32
Palo Alto Networks (PANW) 0.2 $459k 3.8k 121.72
First Solar (FSLR) 0.2 $416k 9.3k 44.52
Dril-Quip (DRQ) 0.2 $429k 5.6k 76.55
Terex Corporation (TEX) 0.2 $414k 15k 28.29
Alexion Pharmaceuticals 0.2 $419k 2.3k 185.15
Cree 0.2 $432k 14k 31.83
Zeltiq Aesthetics 0.2 $419k 15k 27.82
Kate Spade & Co 0.2 $430k 14k 31.96
Parsley Energy Inc-class A 0.2 $429k 27k 15.68
Martin Marietta Materials (MLM) 0.2 $399k 3.6k 110.89
Tuesday Morning Corporation 0.2 $408k 19k 21.63
Applied Materials (AMAT) 0.2 $394k 16k 25.22
RF Micro Devices 0.2 $407k 24k 16.91
Denbury Resources 0.2 $402k 49k 8.15
Taubman Centers 0.2 $402k 5.2k 77.41
Nielsen Holdings Nv 0.2 $401k 8.9k 45.25
Chimerix (CMRX) 0.2 $409k 11k 37.89
American Express Company (AXP) 0.1 $377k 4.0k 94.18
Northrop Grumman Corporation (NOC) 0.1 $376k 2.5k 149.09
Marsh & McLennan Companies (MMC) 0.1 $375k 6.5k 57.97
Delta Air Lines (DAL) 0.1 $378k 7.7k 49.21
Avago Technologies 0.1 $376k 3.7k 100.91
Cullen/Frost Bankers (CFR) 0.1 $359k 5.1k 71.03
H&R Block (HRB) 0.1 $355k 11k 33.70
Ryder System (R) 0.1 $355k 3.8k 93.67
Steris Corporation 0.1 $344k 5.2k 65.80
United Technologies Corporation 0.1 $351k 3.0k 115.69
Henry Schein (HSIC) 0.1 $355k 2.6k 137.65
American Campus Communities 0.1 $347k 8.3k 41.77
Hudson Pacific Properties (HPP) 0.1 $338k 11k 30.19
TAL Education (TAL) 0.1 $340k 12k 28.05
Facebook Inc cl a (META) 0.1 $351k 4.4k 79.16
Diamondback Energy (FANG) 0.1 $358k 6.0k 59.58
Time Warner 0.1 $313k 3.6k 85.85
Home Depot (HD) 0.1 $321k 3.1k 104.36
BioMarin Pharmaceutical (BMRN) 0.1 $319k 3.5k 91.30
City National Corporation 0.1 $326k 4.0k 81.38
Lannett Company 0.1 $325k 7.5k 43.44
Teekay Shipping Marshall Isl (TK) 0.1 $314k 6.1k 51.87
salesforce (CRM) 0.1 $336k 5.6k 59.48
CF Industries Holdings (CF) 0.1 $316k 1.2k 273.36
Ingram Micro 0.1 $324k 12k 27.71
EQT Corporation (EQT) 0.1 $319k 4.2k 75.52
Vitamin Shoppe 0.1 $333k 7.0k 47.91
Zoetis Inc Cl A (ZTS) 0.1 $336k 7.8k 43.24
Dean Foods Company 0.1 $316k 16k 19.38
Ally Financial (ALLY) 0.1 $324k 14k 23.71
Memorial Resource Development 0.1 $327k 18k 18.01
Bellicum Pharma 0.1 $323k 14k 23.12
Kohl's Corporation (KSS) 0.1 $304k 5.0k 61.24
Barnes & Noble 0.1 $303k 13k 23.37
CVR Energy (CVI) 0.1 $292k 7.5k 39.14
Akorn 0.1 $307k 8.4k 36.50
Deckers Outdoor Corporation (DECK) 0.1 $306k 3.3k 91.86
Amicus Therapeutics (FOLD) 0.1 $294k 35k 8.32
C&j Energy Services 0.1 $305k 23k 13.31
Antero Res (AR) 0.1 $304k 7.5k 40.72
Ashford Hospitality Prime In 0.1 $301k 17k 17.26
King Digital Entertainment 0.1 $294k 19k 15.46
Monsanto Company 0.1 $271k 2.2k 120.55
Becton, Dickinson and (BDX) 0.1 $280k 2.0k 140.14
Brinker International (EAT) 0.1 $265k 4.5k 58.81
Carrizo Oil & Gas 0.1 $281k 6.8k 41.42
Southwest Airlines (LUV) 0.1 $273k 6.5k 42.11
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.1 $283k 2.2k 128.52
Genesee & Wyoming 0.1 $278k 3.1k 89.97
Cavium 0.1 $275k 4.5k 61.65
Solarcity 0.1 $267k 5.0k 53.92
Ptc Therapeutics I (PTCT) 0.1 $274k 5.2k 52.57
Goldman Sachs (GS) 0.1 $247k 1.3k 194.18
PNC Financial Services (PNC) 0.1 $258k 2.8k 92.47
Arthur J. Gallagher & Co. (AJG) 0.1 $245k 5.2k 47.50
DISH Network 0.1 $261k 3.6k 73.38
Alaska Air (ALK) 0.1 $247k 4.1k 59.73
Masimo Corporation (MASI) 0.1 $247k 9.3k 26.48
Achillion Pharmaceuticals 0.1 $243k 20k 12.29
Us Silica Hldgs (SLCA) 0.1 $237k 9.5k 24.98
Noble Corp Plc equity 0.1 $251k 15k 16.93
Joy Global 0.1 $222k 4.7k 47.73
Baxter International (BAX) 0.1 $221k 3.0k 73.84
Pfizer (PFE) 0.1 $214k 6.8k 31.34
Regeneron Pharmaceuticals (REGN) 0.1 $215k 525.00 409.52
Chevron Corporation (CVX) 0.1 $224k 2.0k 112.79
Bank of Hawaii Corporation (BOH) 0.1 $231k 3.9k 59.74
Fluor Corporation (FLR) 0.1 $233k 3.8k 61.01
Nextera Energy (NEE) 0.1 $215k 2.0k 107.29
Exelon Corporation (EXC) 0.1 $212k 5.6k 37.70
Southern Company (SO) 0.1 $227k 4.6k 49.58
Dollar Tree (DLTR) 0.1 $219k 3.1k 70.62
WESCO International (WCC) 0.1 $217k 2.8k 76.76
WABCO Holdings 0.1 $212k 2.0k 104.79
Oracle Corporation (ORCL) 0.1 $231k 5.1k 45.04
Bill Barrett Corporation 0.1 $228k 20k 11.52
Guess? (GES) 0.1 $234k 11k 21.21
Approach Resources 0.1 $228k 36k 6.37
Simon Property (SPG) 0.1 $236k 1.3k 184.23
shares First Bancorp P R (FBP) 0.1 $218k 37k 5.86
Windstream Hldgs 0.1 $224k 27k 8.25
New Residential Investment (RITM) 0.1 $214k 17k 12.81
Cognizant Technology Solutions (CTSH) 0.1 $201k 3.8k 53.05
HSBC Holdings (HSBC) 0.1 $205k 4.3k 47.28
Reinsurance Group of America (RGA) 0.1 $211k 2.4k 88.40
Via 0.1 $208k 2.7k 76.33
Teva Pharmaceutical Industries (TEVA) 0.1 $202k 3.5k 57.26
American Eagle Outfitters (AEO) 0.1 $187k 14k 13.88
Avon Products 0.1 $201k 21k 9.45
Edwards Lifesciences (EW) 0.1 $204k 1.6k 128.30
Boston Scientific Corporation (BSX) 0.1 $205k 15k 13.32
Cadence Design Systems (CDNS) 0.1 $198k 10k 19.16
Mylan 0.1 $202k 3.6k 56.68
ProAssurance Corporation (PRA) 0.1 $207k 4.6k 45.41
AutoZone (AZO) 0.1 $203k 327.00 620.80
Magna Intl Inc cl a (MGA) 0.1 $201k 1.8k 109.00
Alliance Data Systems Corporation (BFH) 0.1 $204k 713.00 286.12
Chesapeake Energy Corporation 0.1 $203k 10k 19.65
Radian (RDN) 0.1 $200k 12k 16.75
Tenne 0.1 $200k 3.5k 56.83
Select Comfort 0.1 $200k 7.4k 27.09
Steven Madden (SHOO) 0.1 $206k 6.4k 32.00
Eldorado Gold Corp 0.1 $187k 31k 6.08
Ironwood Pharmaceuticals (IRWD) 0.1 $203k 13k 15.21
Global Indemnity 0.1 $202k 7.1k 28.47
Allison Transmission Hldngs I (ALSN) 0.1 $200k 5.9k 33.96
REPCOM cla 0.1 $203k 3.2k 62.71
Dominion Diamond Corp foreign 0.1 $201k 11k 17.94
Hilton Worlwide Hldgs 0.1 $203k 7.8k 26.14
BioDelivery Sciences International 0.1 $184k 15k 12.41
Seadrill 0.1 $164k 14k 11.93
Jones Energy Inc A 0.1 $179k 16k 11.28
J.C. Penney Company 0.1 $138k 21k 6.45
Cousins Properties 0.1 $146k 13k 11.53
Compania de Minas Buenaventura SA (BVN) 0.1 $119k 12k 9.68
Fmsa Hldgs 0.1 $117k 17k 6.73
Penn Virginia Corporation 0.0 $101k 16k 6.47
Frontier Communications 0.0 $89k 13k 6.64
Northern Oil & Gas 0.0 $101k 18k 5.69
Pioneer Energy Services 0.0 $105k 19k 5.58
Peabody Energy Corporation 0.0 $84k 11k 7.72
Talisman Energy Inc Com Stk 0.0 $86k 11k 7.80
Applied Micro Circuits Corporation 0.0 $84k 13k 6.54
Tinka Resources Ltd F (TKRFF) 0.0 $2.0k 10k 0.20