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Institutional Investment Manager
Quantitative Systematic Strategies LLC
Quantitative Systematic Strategies LLC (CIK: 0001591902) incorporated in Florida, located at 13000 Sawgrass Village Circle, Ponte Vedra Beach, FL. Institutional holdings reported to the SEC.

Institutional Holdings (2015Q2)
Portfolio Summary: 493 holdings with a total value of $449,664,000.
#
Name
Shares
Value ($)
%
Options
Notes
1 CYPRESS SEMICONDUCTRCORP 445,502 5,150,000 1.15%
2 FACEBOOK INC 50,718 4,358,000 0.97%
3 CONAGRA BRANDS 86,640 3,763,000 0.84%
4 EOG RES INC 43,140 3,724,000 0.83%
5 YAHOO INC 94,768 3,693,000 0.82%
6 Exterran Holdings Inc 111,301 3,634,000 0.81%
7 AETNA INC NEW 27,929 3,555,000 0.79%
8 FRONTIER COMM 710,835 3,514,000 0.78%
9 LEAR 31,038 3,479,000 0.77%
10 AMERIPRISE FINL INC 27,582 3,419,000 0.76%
11 MCDONALDS CORP 35,071 3,347,000 0.74%
12 INVESCO LTD 87,646 3,279,000 0.73%
13 MEAD JOHNSON NUTRITION CO 36,122 3,245,000 0.72%
14 SALLY BEAUTY HLDGS INC COM 105,232 3,233,000 0.72%
15 INGERSOLL-RAND PLC 47,580 3,216,000 0.72%
16 AKORN INC 74,084 3,164,000 0.70%
17 UNITED TECHNOLOGIES CORP 81,521 3,126,000 0.70%
18 APPLIED MATLS INC 161,920 3,110,000 0.69%
19 HALLIBURTON 72,079 3,077,000 0.68%
20 PDC ENERGY INC COM 57,150 3,029,000 0.67%
21 ZOETIS INC 62,211 2,953,000 0.66%
22 IBERIABANK CORP COM 43,104 2,927,000 0.65%
23 ACE LTD 28,061 2,853,000 0.63%
24 MATTRESS FIRM HOLDING CORP 44,833 2,736,000 0.61%
25 FINISH LINE INC CL A 97,206 2,698,000 0.60%
26 BONANZA CREEK ENERGY INC 145,718 2,626,000 0.58%
27 SCHLUMBERGER LTD 30,187 2,586,000 0.58%
28 ARTHUR J GALLAGHER 53,324 2,520,000 0.56%
29 BancorpSouth Inc 97,231 2,493,000 0.55%
30 TESORO CORP 29,030 2,435,000 0.54%
31 DELTA AIRLINES INC DEL 58,957 2,430,000 0.54%
32 NORDSTROM INC 32,472 2,416,000 0.54%
33 SYMANTEC CORP 102,734 2,390,000 0.53%
34 CANADIAN PAC RY LTD 14,888 2,378,000 0.53%
35 FMC TECHNOLOGIES INC 57,447 2,351,000 0.52%
36 US BANCORP DEL 52,992 2,300,000 0.51%
37 PRUDENTIAL FINL INC 25,813 2,254,000 0.50%
38 CSX CORP 68,207 2,216,000 0.49%
39 ABERCROMBIE FITCH CO 99,134 2,195,000 0.49%
40 TYSON FOODS INC 49,104 2,109,000 0.47%
41 BRUNSWICK CORP 41,621 2,097,000 0.47%
42 NOBLE ENERGY INC 48,737 2,079,000 0.46%
43 Key Energy Services Inc 1,100,967 2,067,000 0.46%
44 AIRGAS INC 19,533 2,063,000 0.46%
45 DICKS SPORTING GOODS 39,903 2,057,000 0.46%
46 NISOURCE 44,762 2,055,000 0.46%
47 THORATEC LABS CORP 45,796 2,036,000 0.45%
48 J.C. Penney Company, Inc. 239,304 2,036,000 0.45%
49 NCR CORP NEW 67,137 2,023,000 0.45%
50 BARD C R INC 11,811 2,019,000 0.45%
Page 1 of 10

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001591902-15-000004, filed 2015.07.09).

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.