Quantitative Systematic Strategies

Quantitative Systematic Strategies as of Dec. 31, 2016

Portfolio Holdings for Quantitative Systematic Strategies

Quantitative Systematic Strategies holds 289 positions in its portfolio as reported in the December 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Johnson Controls International Plc equity (JCI) 0.9 $2.3M 56k 41.66
Ametek (AME) 0.9 $2.2M 45k 48.65
Target Corporation (TGT) 0.9 $2.2M 30k 72.61
Retail Properties Of America 0.9 $2.1M 141k 15.21
Honeywell International (HON) 0.9 $2.1M 18k 115.99
General Motors Company (GM) 0.9 $2.1M 60k 35.12
Abbott Laboratories (ABT) 0.8 $2.1M 54k 38.32
Microsoft Corporation (MSFT) 0.8 $2.0M 32k 62.90
Qualcomm (QCOM) 0.8 $1.9M 29k 66.01
Alphabet Inc Class A cs (GOOGL) 0.8 $1.9M 2.4k 802.81
Dow Chemical Company 0.8 $1.9M 34k 57.41
Hd Supply 0.8 $1.9M 44k 42.73
Sherwin-Williams Company (SHW) 0.8 $1.8M 6.8k 271.12
Boston Scientific Corporation (BSX) 0.7 $1.8M 84k 21.70
General Growth Properties 0.7 $1.8M 73k 24.50
Dct Industrial Trust Inc reit usd.01 0.7 $1.8M 38k 47.45
S&p Global (SPGI) 0.7 $1.8M 16k 108.58
Time Warner 0.7 $1.8M 18k 96.71
Dick's Sporting Goods (DKS) 0.7 $1.7M 33k 52.41
Brown & Brown (BRO) 0.7 $1.7M 39k 44.80
Whirlpool Corporation (WHR) 0.7 $1.8M 9.6k 183.19
Mead Johnson Nutrition 0.7 $1.7M 25k 70.85
Weyerhaeuser Company (WY) 0.7 $1.7M 56k 30.35
Shire 0.7 $1.7M 10k 169.76
Monsanto Company 0.7 $1.7M 16k 105.10
Delta Air Lines (DAL) 0.7 $1.7M 34k 49.29
CarMax (KMX) 0.7 $1.7M 26k 63.90
Equity Residential (EQR) 0.7 $1.7M 26k 63.69
Anadarko Petroleum Corporation 0.7 $1.6M 23k 70.12
Merck & Co (MRK) 0.7 $1.7M 28k 59.04
Old Republic International Corporation (ORI) 0.7 $1.6M 86k 19.01
Coach 0.6 $1.6M 45k 35.02
General Dynamics Corporation (GD) 0.6 $1.5M 8.9k 173.22
Metropcs Communications (TMUS) 0.6 $1.6M 27k 58.06
CSX Corporation (CSX) 0.6 $1.5M 41k 36.22
Berry Plastics (BERY) 0.6 $1.5M 30k 49.20
Extended Stay America 0.6 $1.4M 89k 16.15
Advance Auto Parts (AAP) 0.6 $1.4M 8.4k 170.30
Deckers Outdoor Corporation (DECK) 0.6 $1.4M 26k 55.31
Spirit Airlines (SAVE) 0.6 $1.4M 25k 57.58
Harman International Industries 0.6 $1.4M 13k 111.03
Southwest Airlines (LUV) 0.6 $1.4M 27k 50.18
Pioneer Natural Resources 0.6 $1.3M 7.4k 181.59
Hldgs (UAL) 0.5 $1.3M 18k 73.24
Alibaba Group Holding (BABA) 0.5 $1.3M 15k 87.32
Five Below (FIVE) 0.5 $1.3M 33k 39.67
Voya Financial (VOYA) 0.5 $1.3M 33k 39.39
Bunge 0.5 $1.3M 18k 70.90
Royal Caribbean Cruises (RCL) 0.5 $1.3M 15k 82.91
Express Scripts Holding 0.5 $1.3M 19k 69.38
Micron Technology (MU) 0.5 $1.3M 57k 22.26
Panera Bread Company 0.5 $1.3M 6.1k 207.16
Anthem (ELV) 0.5 $1.3M 8.7k 144.78
Norfolk Southern (NSC) 0.5 $1.2M 11k 108.79
Rockwell Automation (ROK) 0.5 $1.2M 9.1k 134.82
Rsp Permian 0.5 $1.2M 28k 44.73
MasterCard Incorporated (MA) 0.5 $1.2M 11k 103.72
Baxter International (BAX) 0.5 $1.2M 27k 44.26
Union Pacific Corporation (UNP) 0.5 $1.2M 11k 104.41
Ddr Corp 0.5 $1.2M 78k 15.09
Gilead Sciences (GILD) 0.5 $1.1M 16k 72.10
Industries N shs - a - (LYB) 0.5 $1.2M 13k 85.99
Tripadvisor (TRIP) 0.5 $1.2M 25k 46.94
Zoetis Inc Cl A (ZTS) 0.5 $1.2M 22k 53.60
Perrigo Company (PRGO) 0.5 $1.1M 14k 82.34
Liberty Media Corp Delaware Com A Siriusxm 0.5 $1.1M 33k 34.48
Bank of America Corporation (BAC) 0.5 $1.1M 52k 22.10
United Parcel Service (UPS) 0.5 $1.1M 9.8k 114.93
Reynolds American 0.5 $1.1M 20k 56.09
Western Digital (WDC) 0.5 $1.1M 17k 68.41
Aetna 0.5 $1.1M 9.0k 124.49
eBay (EBAY) 0.5 $1.1M 38k 29.98
Prudential Financial (PRU) 0.5 $1.1M 11k 103.89
Radian (RDN) 0.5 $1.1M 63k 18.06
Key (KEY) 0.5 $1.1M 63k 18.12
Assured Guaranty (AGO) 0.5 $1.1M 30k 37.94
Albemarle Corporation (ALB) 0.5 $1.1M 13k 87.00
Lear Corporation (LEA) 0.5 $1.1M 8.3k 132.66
International Business Machines (IBM) 0.5 $1.1M 6.7k 166.54
Cintas Corporation (CTAS) 0.5 $1.1M 9.5k 116.32
AutoZone (AZO) 0.5 $1.1M 1.4k 797.86
Astoria Financial Corporation 0.5 $1.1M 59k 18.72
Equity Lifestyle Properties (ELS) 0.5 $1.1M 16k 71.34
QEP Resources 0.5 $1.1M 59k 18.71
Brixmor Prty (BRX) 0.5 $1.1M 46k 24.21
Comcast Corporation (CMCSA) 0.4 $1.1M 15k 70.07
U.S. Bancorp (USB) 0.4 $1.1M 21k 51.31
Cummins (CMI) 0.4 $1.1M 8.0k 136.47
Potash Corp. Of Saskatchewan I 0.4 $1.1M 60k 18.18
Deere & Company (DE) 0.4 $1.1M 10k 103.20
Marriott International (MAR) 0.4 $1.1M 13k 83.27
Dover Corporation (DOV) 0.4 $1.1M 14k 75.20
MetLife (MET) 0.4 $1.1M 20k 53.79
Shutterfly 0.4 $1.1M 22k 49.61
Udr (UDR) 0.4 $1.1M 30k 35.84
Nxp Semiconductors N V (NXPI) 0.4 $1.1M 11k 98.11
Yelp Inc cl a (YELP) 0.4 $1.1M 28k 38.65
Goodyear Tire & Rubber Company (GT) 0.4 $1.1M 34k 31.13
PerkinElmer (RVTY) 0.4 $1.1M 20k 52.20
East West Ban (EWBC) 0.4 $1.1M 21k 50.80
Lululemon Athletica (LULU) 0.4 $1.1M 17k 64.36
Integra LifeSciences Holdings (IART) 0.4 $1.0M 12k 85.78
PNC Financial Services (PNC) 0.4 $1.0M 8.9k 116.06
Noble Energy 0.4 $1.0M 27k 38.25
Sealed Air (SEE) 0.4 $1.0M 23k 45.53
Spectra Energy 0.4 $1.0M 25k 41.15
Verisk Analytics (VRSK) 0.4 $1.0M 13k 81.73
EQT Corporation (EQT) 0.4 $1.0M 16k 65.60
Spirit Realty reit 0.4 $1.0M 96k 10.67
Welltower Inc Com reit (WELL) 0.4 $1.0M 16k 65.78
Grupo Televisa (TV) 0.4 $1.0M 47k 21.14
Vertex Pharmaceuticals Incorporated (VRTX) 0.4 $1000k 13k 74.47
Mid-America Apartment (MAA) 0.4 $1.0M 10k 96.57
Linear Technology Corporation 0.4 $1000k 16k 62.59
Vornado Realty Trust (VNO) 0.4 $999k 9.7k 102.85
Highwoods Properties (HIW) 0.4 $996k 20k 50.37
Duke Realty Corporation 0.4 $1.0M 39k 26.12
Regency Centers Corporation (REG) 0.4 $1.0M 15k 68.13
Us Foods Hldg Corp call (USFD) 0.4 $998k 37k 27.27
Bank of New York Mellon Corporation (BK) 0.4 $980k 21k 47.32
Occidental Petroleum Corporation (OXY) 0.4 $986k 14k 71.63
Progressive Corporation (PGR) 0.4 $949k 27k 35.51
Fidelity National Information Services (FIS) 0.4 $965k 13k 76.97
Dominion Resources (D) 0.4 $960k 13k 76.97
Wells Fargo & Company (WFC) 0.4 $950k 17k 54.85
Electronic Arts (EA) 0.4 $968k 12k 80.15
Scientific Games (LNW) 0.4 $954k 68k 13.95
Cheniere Energy (LNG) 0.4 $964k 23k 41.99
Brandywine Realty Trust (BDN) 0.4 $930k 57k 16.21
KAR Auction Services (KAR) 0.4 $929k 22k 42.59
Discover Financial Services (DFS) 0.4 $902k 13k 71.89
CVS Caremark Corporation (CVS) 0.4 $903k 11k 79.00
Arthur J. Gallagher & Co. (AJG) 0.4 $886k 17k 51.85
EOG Resources (EOG) 0.4 $872k 8.6k 101.28
Dr Pepper Snapple 0.4 $889k 9.8k 90.94
Broad 0.4 $888k 4.9k 179.87
MGIC Investment (MTG) 0.3 $857k 83k 10.29
Costco Wholesale Corporation (COST) 0.3 $853k 5.3k 161.22
Cme (CME) 0.3 $830k 7.2k 115.60
Northern Trust Corporation (NTRS) 0.3 $846k 9.5k 88.60
Zimmer Holdings (ZBH) 0.3 $825k 8.0k 103.49
Ritchie Bros. Auctioneers Inco 0.3 $800k 24k 33.96
Kilroy Realty Corporation (KRC) 0.3 $804k 11k 71.85
AvalonBay Communities (AVB) 0.3 $790k 4.5k 175.71
Interpublic Group of Companies (IPG) 0.3 $757k 32k 23.65
Thermo Fisher Scientific (TMO) 0.3 $771k 5.4k 141.57
Ironwood Pharmaceuticals (IRWD) 0.3 $758k 50k 15.24
American Express Company (AXP) 0.3 $728k 9.8k 73.95
Boeing Company (BA) 0.3 $729k 4.7k 155.64
Carter's (CRI) 0.3 $709k 8.1k 88.02
Intel Corporation (INTC) 0.3 $716k 20k 36.65
Itt (ITT) 0.3 $719k 19k 38.45
Fortive (FTV) 0.3 $701k 13k 54.05
McDonald's Corporation (MCD) 0.3 $679k 5.5k 122.76
Walt Disney Company (DIS) 0.3 $690k 6.6k 104.58
Carnival Corporation (CCL) 0.3 $676k 13k 51.99
ConocoPhillips (COP) 0.3 $696k 14k 50.56
Schlumberger (SLB) 0.3 $697k 8.3k 84.23
Western Alliance Bancorporation (WAL) 0.3 $691k 14k 48.89
Lam Research Corporation (LRCX) 0.3 $682k 6.4k 107.18
Universal Insurance Holdings (UVE) 0.3 $693k 25k 28.28
Antero Res (AR) 0.3 $698k 29k 23.95
Alphabet Inc Class C cs (GOOG) 0.3 $676k 865.00 781.50
Coca-Cola Company (KO) 0.3 $671k 16k 41.61
Wal-Mart Stores (WMT) 0.3 $671k 9.7k 69.28
Cisco Systems (CSCO) 0.3 $675k 22k 30.47
Oracle Corporation (ORCL) 0.3 $671k 17k 38.67
Qiagen 0.3 $666k 24k 28.02
Hudson Pacific Properties (HPP) 0.3 $667k 19k 34.41
Allison Transmission Hldngs I (ALSN) 0.3 $675k 20k 33.87
Performance Food (PFGC) 0.3 $675k 28k 24.03
Taubman Centers 0.3 $635k 8.7k 72.74
B&G Foods (BGS) 0.3 $636k 15k 43.87
Macerich Company (MAC) 0.3 $642k 9.2k 69.46
Cubesmart (CUBE) 0.3 $640k 24k 26.45
Telefonica Brasil Sa 0.3 $636k 47k 13.52
Signature Bank (SBNY) 0.2 $604k 4.0k 149.47
Ameriprise Financial (AMP) 0.2 $613k 5.6k 109.90
Allstate Corporation (ALL) 0.2 $614k 8.3k 74.23
First Midwest Ban 0.2 $614k 24k 25.24
Anheuser-Busch InBev NV (BUD) 0.2 $604k 5.8k 104.93
Werner Enterprises (WERN) 0.2 $620k 23k 27.27
Citigroup (C) 0.2 $602k 10k 59.43
Huntington Bancshares Incorporated (HBAN) 0.2 $585k 45k 13.09
New York Reit 0.2 $579k 57k 10.08
Assurant (AIZ) 0.2 $560k 6.0k 92.64
Pdc Energy 0.2 $566k 7.7k 73.71
FedEx Corporation (FDX) 0.2 $536k 2.9k 186.96
Comerica Incorporated (CMA) 0.2 $537k 7.9k 67.97
Foot Locker (FL) 0.2 $534k 7.5k 70.83
Unum (UNM) 0.2 $538k 12k 43.79
John Bean Technologies Corporation (JBT) 0.2 $539k 6.4k 84.82
Artisan Partners (APAM) 0.2 $548k 19k 29.62
Rexford Industrial Realty Inc reit (REXR) 0.2 $531k 23k 23.07
Total System Services 0.2 $511k 10k 49.21
M&T Bank Corporation (MTB) 0.2 $521k 3.3k 155.62
Laboratory Corp. of America Holdings 0.2 $521k 4.1k 128.17
Parker-Hannifin Corporation (PH) 0.2 $525k 3.7k 140.26
Praxair 0.2 $523k 4.5k 117.48
Royal Dutch Shell 0.2 $508k 9.3k 54.61
Hyatt Hotels Corporation (H) 0.2 $504k 9.0k 55.95
United Cmnty Bks Ga Cap Stk (UCB) 0.2 $508k 17k 29.49
Phillips 66 (PSX) 0.2 $510k 5.9k 86.50
Morgan Stanley (MS) 0.2 $488k 12k 42.15
CBOE Holdings (CBOE) 0.2 $493k 6.7k 73.62
Hostess Brands 0.2 $487k 38k 12.92
Hilton Worldwide Holdings (HLT) 0.2 $479k 18k 27.23
TD Ameritrade Holding 0.2 $469k 11k 43.55
Copart (CPRT) 0.2 $472k 8.5k 55.53
Regions Financial Corporation (RF) 0.2 $468k 33k 14.17
Wabtec Corporation (WAB) 0.2 $458k 5.5k 83.58
Halliburton Company (HAL) 0.2 $435k 8.1k 54.04
Fastenal Company (FAST) 0.2 $450k 9.5k 47.21
Celgene Corporation 0.2 $448k 3.8k 117.03
Xl 0.2 $430k 12k 37.25
Starwood Property Trust (STWD) 0.2 $423k 19k 22.05
SLM Corporation (SLM) 0.2 $410k 37k 10.97
Devon Energy Corporation (DVN) 0.2 $416k 9.1k 45.96
Verizon Communications (VZ) 0.2 $416k 7.7k 53.75
Abercrombie & Fitch (ANF) 0.2 $419k 35k 12.03
PrivateBan 0.2 $422k 7.8k 53.88
Allegion Plc equity (ALLE) 0.2 $428k 6.6k 64.72
Equity Commonwealth (EQC) 0.2 $409k 14k 30.15
Store Capital Corp reit 0.2 $408k 17k 24.61
Paypal Holdings (PYPL) 0.2 $408k 10k 39.93
Colfax Corporation 0.2 $403k 11k 35.88
Liberty Global Inc Com Ser A 0.2 $387k 13k 30.79
Connectone Banc (CNOB) 0.2 $389k 15k 25.98
Ihs Markit 0.2 $405k 12k 35.15
TJX Companies (TJX) 0.1 $358k 4.7k 75.72
SPX Corporation 0.1 $378k 16k 23.80
Alexion Pharmaceuticals 0.1 $370k 3.0k 123.42
China Mobile 0.1 $344k 6.6k 52.45
Affiliated Managers (AMG) 0.1 $352k 2.4k 143.85
Seattle Genetics 0.1 $340k 6.4k 53.20
Bristol Myers Squibb (BMY) 0.1 $346k 5.9k 58.96
Baker Hughes Incorporated 0.1 $333k 5.1k 64.67
Pennsylvania R.E.I.T. 0.1 $340k 18k 18.86
Kemper Corp Del (KMPR) 0.1 $344k 7.7k 44.79
Blackstone Mtg Tr (BXMT) 0.1 $344k 11k 30.23
Snap-on Incorporated (SNA) 0.1 $312k 1.8k 171.90
Lockheed Martin Corporation (LMT) 0.1 $331k 1.3k 250.38
Roper Industries (ROP) 0.1 $309k 1.7k 183.17
Swift Transportation Company 0.1 $315k 13k 24.36
Expedia (EXPE) 0.1 $323k 2.8k 113.89
Irhythm Technologies (IRTC) 0.1 $329k 11k 29.04
Altria (MO) 0.1 $301k 4.4k 67.76
SL Green Realty 0.1 $301k 2.8k 105.91
United States Steel Corporation (X) 0.1 $295k 8.5k 34.56
CoreLogic 0.1 $305k 8.3k 36.95
Ladder Capital Corp Class A (LADR) 0.1 $288k 21k 13.68
Extraction Oil And Gas 0.1 $306k 15k 19.94
SVB Financial (SIVBQ) 0.1 $263k 1.5k 170.56
Computer Sciences Corporation 0.1 $276k 4.6k 59.83
Activision Blizzard 0.1 $282k 7.7k 36.45
NuVasive 0.1 $261k 3.9k 67.23
Spectranetics Corporation 0.1 $263k 11k 24.71
Kcg Holdings Inc Cl A 0.1 $264k 20k 13.28
Ansys (ANSS) 0.1 $254k 2.7k 92.53
Best Buy (BBY) 0.1 $246k 5.7k 43.11
IBERIABANK Corporation 0.1 $244k 2.9k 84.17
Synchrony Financial (SYF) 0.1 $237k 6.6k 36.11
Medtronic (MDT) 0.1 $238k 3.3k 71.49
Gap (GAP) 0.1 $227k 10k 22.70
Dollar Tree (DLTR) 0.1 $216k 2.8k 77.36
Bio-Rad Laboratories (BIO) 0.1 $223k 1.2k 182.79
Anworth Mortgage Asset Corporation 0.1 $209k 40k 5.19
Dana Holding Corporation (DAN) 0.1 $212k 11k 18.99
Clovis Oncology 0.1 $223k 5.1k 44.01
Facebook Inc cl a (META) 0.1 $227k 2.0k 115.70
Sage Therapeutics (SAGE) 0.1 $223k 4.5k 50.03
Zto Express Cayman (ZTO) 0.1 $214k 17k 12.43
JetBlue Airways Corporation (JBLU) 0.1 $202k 9.1k 22.11
TCF Financial Corporation 0.1 $202k 10k 19.55
MercadoLibre (MELI) 0.1 $200k 1.3k 158.10
Tim Participacoes Sa- 0.1 $196k 16k 12.02
Nevro (NVRO) 0.1 $202k 2.8k 72.87
Smart Sand (SND) 0.1 $206k 13k 16.30
Ariad Pharmaceuticals 0.1 $139k 11k 12.42
Oasis Petroleum 0.1 $154k 10k 15.10
Nimble Storage 0.1 $140k 18k 7.87
Valley National Ban (VLY) 0.1 $122k 11k 11.65
Barnes & Noble 0.1 $115k 10k 11.38
Annaly Capital Management 0.0 $107k 11k 9.98
Array BioPharma 0.0 $105k 12k 8.66
BioCryst Pharmaceuticals (BCRX) 0.0 $88k 14k 6.39
Vimpel 0.0 $70k 19k 3.78
Lattice Semiconductor (LSCC) 0.0 $75k 10k 7.28
Nanoviricides 0.0 $11k 10k 1.10