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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
151 Fenix Parts Inc 73,920 494,000 0.24%
152 NOBLE CORP PLC 45,209 493,000 0.24%
153 RALPH LAUREN CORP 4,157 490,000 0.24%
154 ALLSTATE CORP 8,393 489,000 0.24%
155 NABORS INDUSTRIES LTD 51,108 483,000 0.24%
156 DICKS SPORTING GOODS INC 9,704 482,000 0.24%
157 LILLY ELI & CO 5,701 478,000 0.24%
158 KINDER MORGAN INC DEL 17,066 472,000 0.23%
159 ALBEMARLE CORP 10,455 461,000 0.23%
160 AUTOZONE INC 629 455,000 0.22%
161 ON SEMICONDUCTOR CORP 48,634 454,000 0.22%
162 SAFETY INS GROUP INC COM 8,316 450,000 0.22%
163 GILEAD SCIENCES INC 4,577 449,000 0.22%
164 KELLOGG CO 6,734 448,000 0.22%
165 INGERSOLL-RAND PLC 8,827 448,000 0.22%
166 LINCOLN NATL CORP IND 9,393 446,000 0.22%
167 CHESAPEAKE ENERGY CORP 61,045 446,000 0.22%
168 GATX CORP 10,090 445,000 0.22%
169 DEERE & CO 5,978 441,000 0.22%
170 QUALCOMM INC 8,168 439,000 0.22%
171 ZELTIQ AESTHETICS INC 13,568 435,000 0.21%
172 PPG INDS INC 4,927 432,000 0.21%
173 CARDINAL HEALTH INC 5,625 432,000 0.21%
174 RICE ENERGY INCORPORATED 26,861 431,000 0.21%
175 VERIZON COMMUNICATIONS INC 9,910 431,000 0.21%
176 METLIFE INC 9,148 431,000 0.21%
177 TEMPUR SEALY INTL INC 6,002 429,000 0.21%
178 INTEGRA LIFESCIENCES HLDGS CP COM NEW 7,155 426,000 0.21%
179 NEURODERM LTD 20,564 425,000 0.21%
180 ARCBEST CORP COM 16,506 424,000 0.21%
181 FASTENAL CO 11,638 423,000 0.21%
182 SUNPOWER CORP 21,055 422,000 0.21%
183 EVERCORE PARTNERS INC 8,385 421,000 0.21%
184 CANADIAN SOLAR INC 25,331 421,000 0.21%
185 SPIRIT RLTY CAP INC NEW 46,003 421,000 0.21%
186 UNION PAC CORP 4,751 420,000 0.21%
187 SAGE THERAPEUTICS INC 9,889 418,000 0.21%
188 RITE AID CORP 68,771 418,000 0.21%
189 SIMMONS 1ST NATL CORP CL A $1 PAR 8,673 416,000 0.20%
190 BOSTON SCIENTIFIC CORP 25,317 415,000 0.20%
191 500 COM LTD 25,588 415,000 0.20%
192 FINISAR CORP 37,296 415,000 0.20%
193 PROASSURANCE CORP COM 8,452 415,000 0.20%
194 YY INC 7,587 414,000 0.20%
195 Global Indemnity PLC 15,711 411,000 0.20%
196 BEAZER HOMES USA INC COM NEW 30,830 411,000 0.20%
197 FIDELITY NATL INFORMATION SV 6,106 410,000 0.20%
198 GALLAGHER ARTHUR J & CO 9,930 410,000 0.20%
199 TENNECO INC 9,043 407,000 0.20%
200 UNIVERSAL INS HLDGS INC 13,724 405,000 0.20%
Page 4 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.