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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 (2015Q3)
Portfolio Summary: 348 holdings with a total value of $203,353,000.
#
Name
Shares
Value ($)
%
Options
Notes
251 DISH NETWORK A 6,381 372,000 0.18%
252 WESTERN ALLIANCE BANCORP 12,102 372,000 0.18%
253 MASONITE INTL CORP NEW COM 6,118 371,000 0.18%
254 FIRST FINL BANKSHARES INC COM 11,643 370,000 0.18%
255 AMGEN INC 2,676 370,000 0.18%
256 CME GROUP INC 3,988 370,000 0.18%
257 ORACLE CORP 10,244 370,000 0.18%
258 COMMSCOPE HLDG COMPANY INCORPORATED 12,329 370,000 0.18%
259 VIMPELCOM LTD 89,915 370,000 0.18%
260 WILLIAMS SONOMA INC 4,846 370,000 0.18%
261 CAVIUM INC 6,029 370,000 0.18%
262 TRUSTMARK CORP 15,969 370,000 0.18%
263 GLOBAL PMTS INC 3,225 370,000 0.18%
264 CINTAS CORP 4,315 370,000 0.18%
265 NUVASIVE INC 7,673 370,000 0.18%
266 ROBERT HALF INTL INC 7,232 370,000 0.18%
267 FIRSTMERIT CORPORATION 20,939 370,000 0.18%
268 BLACKROCK INC 1,244 368,000 0.18%
269 CIT GROUP INC 9,181 368,000 0.18%
270 IMS HEALTH HLDS INC 12,715 367,000 0.18%
271 ASSURANT INC 4,644 366,000 0.18%
272 FelCor Lodging Trust Inc 50,173 365,000 0.18%
273 PIONEER NAT RES CO 2,965 364,000 0.18%
274 MCDONALDS CORP 3,660 361,000 0.18%
275 KIRBY CORP 5,787 359,000 0.18%
276 MOTOROLA SOLUTIONS INC 5,230 358,000 0.18%
277 NORWEGIAN CRUISE LINE HLDG L 6,255 358,000 0.18%
278 XL Group plc 9,845 358,000 0.18%
279 AMERICAN EXPRESS CO 4,748 352,000 0.17%
280 AMC NETWORKS INC CL A 4,817 352,000 0.17%
281 TIMKENSTEEL CORPORATION COM 34,712 351,000 0.17%
282 LIBERTY GLOBAL PLC 8,091 349,000 0.17%
283 EOG RES INC 4,710 346,000 0.17%
284 MALLINCKRODT PUB LTD CO 5,366 343,000 0.17%
285 TWITTER INC 13,734 342,000 0.17%
286 BARD C R INC 1,790 337,000 0.17%
287 L BRANDS INC 3,739 337,000 0.17%
288 LEVEL 3 COMM 7,555 330,000 0.16%
289 STERIS PLC 5,034 325,000 0.16%
290 KANSAS CITY SOUTHERN 3,438 315,000 0.15%
291 CYPRESS SEMICONDUCTOR CORP 37,056 312,000 0.15%
292 TEXAS INSTRS INC 6,313 307,000 0.15%
293 NOBLE ENERGY INC 10,140 306,000 0.15%
294 Sunesis Pharmaceuticals I 333,457 305,000 0.15%
295 ANADARKO PETE CORP 5,026 304,000 0.15%
296 ASBURY AUTOMOTIVE GROUP INC COM 3,746 304,000 0.15%
297 Wright Medical Group NV 14,385 304,000 0.15%
298 COGNIZANT TECHNOLOGY SOLUTIO 4,840 303,000 0.15%
299 POLYCOM INC 28,290 296,000 0.15%
300 DELEK US HLDGS INC COM 10,535 293,000 0.14%
Page 6 of 7

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001591902-15-000005, filed 2015.10.30).

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.