Quantitative Systematic Strategies

Quantitative Systematic Strategies as of Sept. 30, 2015

Portfolio Holdings for Quantitative Systematic Strategies

Quantitative Systematic Strategies holds 348 positions in its portfolio as reported in the September 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Yahoo! 1.1 $2.2M 77k 28.91
Bristol Myers Squibb (BMY) 1.1 $2.2M 37k 59.20
EQT Corporation (EQT) 1.1 $2.1M 33k 64.78
Zoetis Inc Cl A (ZTS) 0.9 $1.9M 46k 41.18
Tesoro Corporation 0.9 $1.8M 19k 97.40
Southwest Airlines (LUV) 0.9 $1.8M 47k 38.05
La Quinta Holdings 0.8 $1.6M 103k 15.78
Burlington Stores (BURL) 0.8 $1.5M 30k 51.03
Amazon (AMZN) 0.8 $1.5M 3.0k 514.12
Hubbell Incorporated 0.7 $1.5M 17k 84.97
Citigroup (C) 0.7 $1.5M 30k 49.62
Gray Television (GTN) 0.7 $1.4M 113k 12.74
Western Digital (WDC) 0.7 $1.4M 18k 79.00
CF Industries Holdings (CF) 0.7 $1.4M 31k 44.86
Trinity Industries (TRN) 0.7 $1.4M 62k 22.65
Starz - Liberty Capital 0.7 $1.4M 37k 37.31
Affiliated Managers (AMG) 0.7 $1.4M 7.9k 170.99
Edwards Lifesciences (EW) 0.7 $1.4M 9.6k 142.22
Facebook Inc cl a (META) 0.7 $1.4M 15k 89.91
ConAgra Foods (CAG) 0.7 $1.3M 33k 40.54
Costco Wholesale Corporation (COST) 0.6 $1.3M 8.9k 144.41
Baxter International (BAX) 0.6 $1.3M 38k 32.84
Invesco (IVZ) 0.6 $1.3M 40k 31.23
Fortinet (FTNT) 0.6 $1.3M 30k 42.49
Alphabet Inc Class A cs (GOOGL) 0.6 $1.3M 2.0k 638.66
Carter's (CRI) 0.6 $1.2M 13k 90.61
Applied Materials (AMAT) 0.6 $1.2M 81k 14.69
Baxalta Incorporated 0.6 $1.2M 37k 31.57
Tyson Foods (TSN) 0.6 $1.2M 27k 43.13
Western Refining 0.6 $1.1M 26k 44.12
Home Depot (HD) 0.6 $1.1M 9.7k 115.50
Symantec Corporation 0.5 $1.1M 57k 19.45
Steel Dynamics (STLD) 0.5 $1.1M 64k 17.16
Frontier Communications 0.5 $1.1M 226k 4.74
Delta Air Lines (DAL) 0.5 $1.1M 24k 44.90
Jumei Intl Hldg Ltd Sponsored 0.5 $1.1M 110k 9.87
Pepsi (PEP) 0.5 $1.1M 11k 94.28
Nike (NKE) 0.5 $1.0M 8.5k 122.94
Citizens Financial (CFG) 0.5 $1.0M 44k 23.81
Schlumberger (SLB) 0.5 $995k 14k 68.88
UnitedHealth (UNH) 0.5 $1.0M 8.6k 115.98
Take-Two Interactive Software (TTWO) 0.5 $996k 35k 28.61
V.F. Corporation (VFC) 0.5 $969k 14k 68.22
Abercrombie & Fitch (ANF) 0.5 $973k 46k 21.18
American Axle & Manufact. Holdings (AXL) 0.5 $978k 49k 19.94
Diamondback Energy (FANG) 0.5 $972k 15k 64.61
Comcast Corporation (CMCSA) 0.5 $960k 17k 56.90
Lululemon Athletica (LULU) 0.5 $950k 19k 50.64
Smart & Final Stores 0.5 $963k 62k 15.66
Olin Corporation (OLN) 0.5 $942k 56k 16.81
Sprouts Fmrs Mkt (SFM) 0.5 $939k 45k 21.09
Wells Fargo & Company (WFC) 0.5 $916k 18k 51.34
Vishay Intertechnology (VSH) 0.5 $919k 95k 9.69
United Technologies Corporation 0.5 $905k 10k 88.96
Under Armour (UAA) 0.5 $919k 9.5k 96.97
Gaslog 0.5 $915k 95k 9.62
Metropcs Communications (TMUS) 0.5 $919k 23k 39.82
Paccar (PCAR) 0.4 $901k 17k 52.12
Lam Research Corporation (LRCX) 0.4 $888k 14k 65.35
Macquarie Infrastructure Company 0.4 $887k 12k 74.51
Reynolds American 0.4 $878k 20k 44.00
Aetna 0.4 $867k 7.9k 109.46
Target Corporation (TGT) 0.4 $873k 11k 78.71
Tim Participacoes Sa- 0.4 $871k 92k 9.45
SM Energy (SM) 0.4 $852k 27k 32.09
Memorial Resource Development 0.4 $864k 49k 17.57
Monsanto Company 0.4 $842k 9.9k 85.33
Shutterfly 0.4 $837k 23k 35.76
Corning Incorporated (GLW) 0.4 $808k 47k 17.10
American Eagle Outfitters (AEO) 0.4 $809k 52k 15.62
Apache Corporation 0.4 $789k 20k 39.36
Halliburton Company (HAL) 0.4 $791k 22k 35.35
Visa (V) 0.4 $795k 11k 69.69
Golar Lng (GLNG) 0.4 $796k 29k 27.87
Five Below (FIVE) 0.4 $795k 24k 33.60
Ashford Hospitality Prime In 0.4 $791k 56k 14.02
Ace Limited Cmn 0.4 $781k 7.6k 103.06
Martin Marietta Materials (MLM) 0.4 $782k 5.1k 151.93
SYSCO Corporation (SYY) 0.4 $773k 20k 38.97
WuXi PharmaTech 0.4 $766k 18k 43.20
General Motors Company (GM) 0.4 $770k 26k 30.02
Yelp Inc cl a (YELP) 0.4 $771k 36k 21.66
Regeneron Pharmaceuticals (REGN) 0.4 $757k 1.6k 464.13
KB Home (KBH) 0.4 $744k 55k 13.55
Molson Coors Brewing Company (TAP) 0.4 $757k 9.1k 83.06
Marvell Technology Group 0.4 $743k 82k 9.05
Owens-Illinois 0.4 $760k 37k 20.72
Concho Resources 0.4 $745k 7.6k 97.99
PrivateBan 0.4 $756k 20k 38.31
United Natural Foods (UNFI) 0.4 $748k 15k 48.48
First American Financial (FAF) 0.4 $755k 19k 39.06
Allergan 0.4 $750k 2.8k 271.84
Interpublic Group of Companies (IPG) 0.4 $737k 39k 19.12
Helix Energy Solutions (HLX) 0.4 $729k 152k 4.78
Fabrinet (FN) 0.4 $735k 40k 18.33
American Airls (AAL) 0.4 $725k 19k 38.86
Discover Financial Services (DFS) 0.3 $705k 14k 51.92
Nordstrom (JWN) 0.3 $716k 10k 71.61
salesforce (CRM) 0.3 $719k 10k 69.48
TrustCo Bank Corp NY 0.3 $715k 122k 5.84
Coach 0.3 $695k 24k 28.77
Lennox International (LII) 0.3 $689k 6.1k 113.29
Allied World Assurance 0.3 $687k 18k 38.19
Arris 0.3 $701k 27k 25.97
8point Energy Partners Lp ml 0.3 $687k 65k 10.61
Hartford Financial Services (HIG) 0.3 $676k 15k 45.79
Sherwin-Williams Company (SHW) 0.3 $667k 3.0k 224.13
Altria (MO) 0.3 $679k 13k 54.40
Xpo Logistics Inc equity (XPO) 0.3 $673k 28k 24.38
Ambarella (AMBA) 0.3 $667k 12k 57.75
Staples 0.3 $648k 55k 11.74
Hollyfrontier Corp 0.3 $659k 14k 48.87
Scientific Games (LNW) 0.3 $630k 60k 10.45
Johnson & Johnson (JNJ) 0.3 $619k 6.6k 93.15
Boeing Company (BA) 0.3 $611k 4.7k 130.92
Goodyear Tire & Rubber Company (GT) 0.3 $608k 21k 29.32
Accenture (ACN) 0.3 $611k 6.2k 98.25
Flamel Technologies 0.3 $611k 36k 16.82
Express Scripts Holding 0.3 $607k 7.5k 80.42
Allegion Plc equity (ALLE) 0.3 $611k 11k 57.78
Microsoft Corporation (MSFT) 0.3 $588k 13k 44.21
Carnival Corporation (CCL) 0.3 $583k 12k 49.58
Mohawk Industries (MHK) 0.3 $592k 3.3k 181.82
Honeywell International (HON) 0.3 $590k 6.2k 94.64
Ford Motor Company (F) 0.3 $589k 43k 13.57
Magna Intl Inc cl a (MGA) 0.3 $590k 12k 48.00
SBA Communications Corporation 0.3 $599k 5.7k 104.74
Zions Bancorporation (ZION) 0.3 $589k 21k 27.54
MGM Resorts International. (MGM) 0.3 $581k 32k 18.47
Hilton Worlwide Hldgs 0.3 $584k 26k 22.95
CBS Corporation 0.3 $569k 14k 39.58
Gulfport Energy Corporation 0.3 $564k 19k 29.68
Ciena Corporation (CIEN) 0.3 $575k 28k 20.78
Lions Gate Entertainment 0.3 $560k 15k 36.79
Owens Corning (OC) 0.3 $553k 13k 42.02
Key (KEY) 0.3 $556k 43k 13.00
Starwood Hotels & Resorts Worldwide 0.3 $554k 8.3k 66.52
Cheesecake Factory Incorporated (CAKE) 0.3 $541k 10k 53.80
Cooper Tire & Rubber Company 0.3 $558k 14k 39.48
Industries N shs - a - (LYB) 0.3 $539k 6.4k 84.11
Pdc Energy 0.3 $542k 10k 53.03
Time Warner 0.3 $537k 7.8k 68.77
Impax Laboratories 0.3 $538k 15k 35.38
HealthStream (HSTM) 0.3 $527k 24k 21.76
Pandora Media 0.3 $534k 25k 21.35
Boot Barn Hldgs (BOOT) 0.3 $538k 29k 18.45
Teladoc (TDOC) 0.3 $534k 24k 22.29
Masco Corporation (MAS) 0.2 $500k 20k 25.22
W.R. Grace & Co. 0.2 $500k 5.4k 92.97
Dick's Sporting Goods (DKS) 0.2 $482k 9.7k 49.67
Eli Lilly & Co. (LLY) 0.2 $478k 5.7k 83.84
Allstate Corporation (ALL) 0.2 $489k 8.4k 58.26
Procter & Gamble Company (PG) 0.2 $494k 6.9k 71.92
Nabors Industries 0.2 $483k 51k 9.45
Ralph Lauren Corp (RL) 0.2 $490k 4.2k 117.87
Noble Corp Plc equity 0.2 $493k 45k 10.90
Fenix Parts 0.2 $494k 74k 6.68
Albemarle Corporation (ALB) 0.2 $461k 11k 44.09
Kinder Morgan (KMI) 0.2 $472k 17k 27.66
Lincoln National Corporation (LNC) 0.2 $446k 9.4k 47.48
Safety Insurance (SAFT) 0.2 $450k 8.3k 54.11
Deere & Company (DE) 0.2 $441k 6.0k 73.77
Qualcomm (QCOM) 0.2 $439k 8.2k 53.75
Gilead Sciences (GILD) 0.2 $449k 4.6k 98.10
Kellogg Company (K) 0.2 $448k 6.7k 66.53
AutoZone (AZO) 0.2 $455k 629.00 723.37
GATX Corporation (GATX) 0.2 $445k 10k 44.10
Chesapeake Energy Corporation 0.2 $446k 61k 7.31
ON Semiconductor (ON) 0.2 $454k 49k 9.34
Ingersoll-rand Co Ltd-cl A 0.2 $448k 8.8k 50.75
Cardinal Health (CAH) 0.2 $432k 5.6k 76.80
PPG Industries (PPG) 0.2 $432k 4.9k 87.68
Union Pacific Corporation (UNP) 0.2 $420k 4.8k 88.40
Verizon Communications (VZ) 0.2 $431k 9.9k 43.49
Fastenal Company (FAST) 0.2 $423k 12k 36.35
Rite Aid Corporation 0.2 $418k 69k 6.08
Evercore Partners (EVR) 0.2 $421k 8.4k 50.21
Canadian Solar (CSIQ) 0.2 $421k 25k 16.62
MetLife (MET) 0.2 $431k 9.1k 47.11
Tempur-Pedic International (TPX) 0.2 $429k 6.0k 71.48
Integra LifeSciences Holdings (IART) 0.2 $426k 7.2k 59.54
Sunpower (SPWRQ) 0.2 $422k 21k 20.04
Zeltiq Aesthetics 0.2 $435k 14k 32.06
Spirit Realty reit 0.2 $421k 46k 9.15
Rice Energy 0.2 $431k 27k 16.05
Arcbest (ARCB) 0.2 $424k 17k 25.69
Sage Therapeutics (SAGE) 0.2 $418k 9.9k 42.27
Neuroderm Ltd F 0.2 $425k 21k 20.67
BP (BP) 0.2 $400k 13k 30.56
Aercap Holdings Nv Ord Cmn (AER) 0.2 $398k 10k 38.24
Fidelity National Information Services (FIS) 0.2 $410k 6.1k 67.15
Arthur J. Gallagher & Co. (AJG) 0.2 $410k 9.9k 41.29
United Parcel Service (UPS) 0.2 $403k 4.1k 98.65
Ryder System (R) 0.2 $403k 5.4k 74.01
Boston Scientific Corporation (BSX) 0.2 $415k 25k 16.39
Darden Restaurants (DRI) 0.2 $403k 5.9k 68.48
PerkinElmer (RVTY) 0.2 $400k 8.7k 45.96
ProAssurance Corporation (PRA) 0.2 $415k 8.5k 49.10
Tenne 0.2 $407k 9.0k 45.01
Assured Guaranty (AGO) 0.2 $400k 16k 25.00
Finisar Corporation 0.2 $415k 37k 11.13
Universal Insurance Holdings (UVE) 0.2 $405k 14k 29.51
Celgene Corporation 0.2 $401k 3.6k 112.64
Dollar General (DG) 0.2 $400k 5.5k 72.44
Ironwood Pharmaceuticals (IRWD) 0.2 $400k 38k 10.42
Global Indemnity 0.2 $411k 16k 26.16
SouFun Holdings 0.2 $403k 61k 6.60
Simmons First National Corporation (SFNC) 0.2 $416k 8.7k 47.96
JinkoSolar Holding (JKS) 0.2 $400k 18k 21.94
TAL Education (TAL) 0.2 $400k 12k 32.15
Delphi Automotive 0.2 $400k 5.3k 76.05
Federated National Holding C 0.2 $400k 17k 24.02
Beazer Homes Usa (BZH) 0.2 $411k 31k 13.33
REPCOM cla 0.2 $414k 7.6k 54.57
58 Com Inc spon adr rep a 0.2 $400k 8.5k 47.05
500 0.2 $415k 26k 16.22
Alibaba Group Holding (BABA) 0.2 $400k 6.8k 58.97
Mylan Nv 0.2 $400k 9.9k 40.26
Wal-Mart Stores (WMT) 0.2 $394k 6.1k 64.33
Teva Pharmaceutical Industries (TEVA) 0.2 $395k 7.0k 56.40
Automatic Data Processing (ADP) 0.2 $390k 4.9k 80.33
Best Buy (BBY) 0.2 $378k 10k 37.08
Community Health Systems (CYH) 0.2 $386k 9.0k 42.77
Hill-Rom Holdings 0.2 $393k 7.6k 51.94
Home BancShares (HOMB) 0.2 $384k 9.5k 40.49
Rackspace Hosting 0.2 $394k 16k 24.62
GenMark Diagnostics 0.2 $383k 49k 7.88
Bbcn Ban 0.2 $377k 25k 15.02
Customers Ban (CUBI) 0.2 $379k 15k 25.69
Liberty Global Inc C 0.2 $392k 9.5k 41.07
Nanostring Technologies (NSTGQ) 0.2 $382k 24k 15.98
Alcobra 0.2 $384k 64k 6.04
Kcg Holdings Inc Cl A 0.2 $385k 35k 10.97
Five Prime Therapeutics 0.2 $390k 25k 15.38
Autohome Inc- (ATHM) 0.2 $396k 12k 32.21
Aramark Hldgs (ARMK) 0.2 $386k 13k 29.67
Equity Commonwealth (EQC) 0.2 $382k 14k 27.23
Fcb Financial Holdings-cl A 0.2 $381k 12k 32.66
Om Asset Management 0.2 $381k 25k 15.43
Communications Sales&leas Incom us equities / etf's 0.2 $386k 22k 17.58
Zogenix 0.2 $388k 29k 13.49
Houlihan Lokey Inc cl a (HLI) 0.2 $380k 17k 21.82
Cit 0.2 $368k 9.2k 40.08
Vimpel 0.2 $370k 90k 4.11
BlackRock (BLK) 0.2 $368k 1.2k 295.82
Cme (CME) 0.2 $370k 4.0k 92.78
Assurant (AIZ) 0.2 $366k 4.6k 78.81
McDonald's Corporation (MCD) 0.2 $361k 3.7k 98.63
Global Payments (GPN) 0.2 $370k 3.2k 114.73
Williams-Sonoma (WSM) 0.2 $370k 4.8k 76.35
Amgen (AMGN) 0.2 $370k 2.7k 138.27
DISH Network 0.2 $372k 6.4k 58.30
Macy's (M) 0.2 $373k 7.3k 51.31
Cintas Corporation (CTAS) 0.2 $370k 4.3k 85.75
Oracle Corporation (ORCL) 0.2 $370k 10k 36.12
Pioneer Natural Resources 0.2 $364k 3.0k 122.77
Robert Half International (RHI) 0.2 $370k 7.2k 51.16
FelCor Lodging Trust Incorporated 0.2 $365k 50k 7.27
Western Alliance Bancorporation (WAL) 0.2 $372k 12k 30.74
First Financial Bankshares (FFIN) 0.2 $370k 12k 31.78
Kirby Corporation (KEX) 0.2 $359k 5.8k 62.04
NuVasive 0.2 $370k 7.7k 48.22
Trustmark Corporation (TRMK) 0.2 $370k 16k 23.17
Chemical Financial Corporation 0.2 $375k 12k 32.37
FirstMerit Corporation 0.2 $370k 21k 17.67
Xl Group 0.2 $358k 9.8k 36.36
SPECTRUM BRANDS Hldgs 0.2 $374k 4.1k 91.58
Aegerion Pharmaceuticals 0.2 $373k 27k 13.61
Motorola Solutions (MSI) 0.2 $358k 5.2k 68.45
Cavium 0.2 $370k 6.0k 61.37
Dunkin' Brands Group 0.2 $374k 7.6k 48.92
Telefonica Brasil Sa 0.2 $374k 41k 9.22
Norwegian Cruise Line Hldgs (NCLH) 0.2 $358k 6.3k 57.23
Masonite International 0.2 $371k 6.1k 60.64
Sterling Bancorp 0.2 $376k 25k 14.88
Commscope Hldg (COMM) 0.2 $370k 12k 30.01
Ims Health Holdings 0.2 $367k 13k 28.86
Nielsen Hldgs Plc Shs Eur 0.2 $376k 8.5k 44.49
American Express Company (AXP) 0.2 $352k 4.7k 74.14
C.R. Bard 0.2 $337k 1.8k 188.27
EOG Resources (EOG) 0.2 $346k 4.7k 73.46
Amc Networks Inc Cl A (AMCX) 0.2 $352k 4.8k 73.07
L Brands 0.2 $337k 3.7k 90.13
Liberty Global Inc Com Ser A 0.2 $349k 8.1k 43.13
Mallinckrodt Pub 0.2 $343k 5.4k 63.92
Twitter 0.2 $342k 14k 24.90
Timkensteel (MTUS) 0.2 $351k 35k 10.11
Steris Corporation 0.2 $325k 5.0k 64.56
Level 3 Communications 0.2 $330k 7.6k 43.68
Cognizant Technology Solutions (CTSH) 0.1 $303k 4.8k 62.60
Noble Energy 0.1 $306k 10k 30.18
Anadarko Petroleum Corporation 0.1 $304k 5.0k 60.49
Texas Instruments Incorporated (TXN) 0.1 $307k 6.3k 48.63
Cypress Semiconductor Corporation 0.1 $312k 37k 8.42
Asbury Automotive (ABG) 0.1 $304k 3.7k 81.15
Poly 0.1 $296k 28k 10.46
Kansas City Southern 0.1 $315k 3.4k 91.62
Sunesis Pharmaceuticals 0.1 $303k 334k 0.91
Wright Medical Group Nv 0.1 $304k 14k 21.13
Delek US Holdings 0.1 $293k 11k 27.81
Cimarex Energy 0.1 $288k 2.8k 103.00
Tractor Supply Company (TSCO) 0.1 $265k 3.1k 85.04
Cooper Companies 0.1 $269k 1.8k 148.70
Foot Locker (FL) 0.1 $269k 3.7k 72.10
Urban Outfitters (URBN) 0.1 $269k 9.2k 29.22
Libertyinteractivecorp lbtventcoma 0.1 $264k 6.5k 40.51
Twenty-first Century Fox 0.1 $255k 9.4k 26.99
Lennar Corporation (LEN) 0.1 $244k 5.1k 48.06
Northrop Grumman Corporation (NOC) 0.1 $248k 1.5k 166.00
Transocean (RIG) 0.1 $251k 20k 12.90
Electronic Arts (EA) 0.1 $252k 3.7k 67.85
Newell Rubbermaid (NWL) 0.1 $236k 5.9k 39.72
Integrated Device Technology 0.1 $237k 12k 20.29
Prudential Financial (PRU) 0.1 $248k 3.3k 76.17
Dr Pepper Snapple 0.1 $241k 3.1k 78.99
Micron Technology (MU) 0.1 $247k 17k 14.80
Topbuild (BLD) 0.1 $234k 7.7k 30.42
WellCare Health Plans 0.1 $224k 2.6k 86.09
Newfield Exploration 0.1 $229k 6.9k 33.00
Domino's Pizza (DPZ) 0.1 $214k 2.0k 107.92
Centene Corporation (CNC) 0.1 $227k 4.2k 54.11
Flowserve Corporation (FLS) 0.1 $222k 5.4k 40.91
General Communication 0.1 $225k 13k 17.25
Teradyne (TER) 0.1 $221k 12k 18.00
Liberty Tripadvisor Hldgs (LTRPA) 0.1 $224k 9.9k 22.54
Walgreen Boots Alliance (WBA) 0.1 $216k 2.6k 83.14
Atara Biotherapeutics 0.1 $214k 6.8k 31.29
Medtronic (MDT) 0.1 $215k 3.2k 66.98
Seattle Genetics 0.1 $209k 5.4k 38.59
Vertex Pharmaceuticals Incorporated (VRTX) 0.1 $211k 2.0k 104.04
Chico's FAS 0.1 $203k 13k 15.42
Jarden Corporation 0.1 $212k 4.3k 48.89
Terraform Power 0.1 $208k 15k 14.22
Terraform Global 0.1 $196k 30k 6.62
Regions Financial Corporation (RF) 0.1 $192k 21k 8.99
Liquidity Services (LQDT) 0.1 $174k 24k 7.40
Ascena Retail 0.1 $190k 14k 13.94
Ddr Corp 0.1 $182k 12k 15.35
Kindred Healthcare 0.1 $167k 11k 14.69
Turquoisehillres 0.1 $158k 62k 2.54
Third Point Reinsurance 0.1 $163k 12k 13.43
Chemours (CC) 0.1 $141k 22k 6.48
J.C. Penney Company 0.1 $130k 14k 9.31
Applied Micro Circuits Corporation 0.1 $118k 22k 5.32
Acacia Research Corporation (ACTG) 0.1 $107k 12k 9.10
Callon Pete Co Del Com Stk 0.0 $90k 12k 7.26
Tinka Resources Ltd F (TKRFF) 0.0 $1.0k 10k 0.10
Originclear 0.0 $0 10k 0.00