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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
301 CIMAREX ENERGY 2,796 288,000 0.14%
302 URBAN OUTFITTERS INC 9,207 269,000 0.13%
303 FOOT LOCKER INC 3,731 269,000 0.13%
304 COOPER COS INC 1,809 269,000 0.13%
305 TRACTOR SUPPLY CO 3,116 265,000 0.13%
306 Liberty Ventures 6,517 264,000 0.13%
307 TWENTY FIRST CENTY FOX INC 9,448 255,000 0.13%
308 ELECTRONIC ARTS INC 3,714 252,000 0.12%
309 TRANSOCEAN LTD 19,452 251,000 0.12%
310 PRUDENTIAL FINL INC 3,256 248,000 0.12%
311 NORTHROP GRUMMAN CORP 1,494 248,000 0.12%
312 MICRON TECHNOLOGY INC 16,691 247,000 0.12%
313 LENNAR 5,077 244,000 0.12%
314 DR PEPPER SNAPPLE GROUP INC 3,051 241,000 0.12%
315 INTEGRATED DEVICE TECHNOLOGY 11,683 237,000 0.12%
316 NEWELL BRANDS 5,942 236,000 0.12%
317 TOPBUILD CORP 7,692 234,000 0.12%
318 NEWFIELD EXPL CO 6,939 229,000 0.11%
319 CENTENE CORP DEL 4,195 227,000 0.11%
320 GENERAL COMMUNICATION INC 13,045 225,000 0.11%
321 WELLCARE HEALTH PLANS INC 2,602 224,000 0.11%
322 LIBERTY TRIPADVISOR HLDGS INC COM SER A 9,936 224,000 0.11%
323 FLOWSERVE CORP 5,427 222,000 0.11%
324 TERADYNE INC 12,281 221,000 0.11%
325 WALGREENS BOOTS ALLIANCE INC 2,598 216,000 0.11%
326 MEDTRONIC PLC 3,210 215,000 0.11%
327 DOMINOS PIZZA INC 1,983 214,000 0.11%
328 Atara Biotherapeutics Inc 6,840 214,000 0.11%
329 JARDEN CORP 4,336 212,000 0.10%
330 VERTEX PHARMACEUTICALS INC 2,028 211,000 0.10%
331 SEATTLE GENETICS INC 5,416 209,000 0.10%
332 TERRAFORM PWR INC CL A COM 14,623 208,000 0.10%
333 CHICOS FAS INC 13,163 203,000 0.10%
334 TERRAFORM GLOBAL INC 29,594 196,000 0.10%
335 REGIONS FINANCIAL CORP NEW 21,361 192,000 0.09%
336 ASCENA RETAIL GROUP INC COM 13,633 190,000 0.09%
337 DDR CORP 11,855 182,000 0.09%
338 LIQUIDITY SERVICES INC 23,519 174,000 0.09%
339 KINDRED HEALTHCARE INC 11,365 167,000 0.08%
340 THIRD PT REINS LTD 12,136 163,000 0.08%
341 TURQUOISE HILL RES LTD 62,145 158,000 0.08%
342 CHEMOURS CO 21,751 141,000 0.07%
343 PENNEY J C 13,960 130,000 0.06%
344 APPLIED MICRO CIRCUITS ORD 22,195 118,000 0.06%
345 ACACIA RESH CORP ACACIA TCH COM 11,764 107,000 0.05%
346 CALLON PETE CO DEL 12,398 90,000 0.04%
347 TINKA RES LTD COM 10,000 1,000 0.00%
348 OriginOil Inc 10,000 0 0.00%
Page 7 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.