Dark
Light
System
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 (2016Q1)
Portfolio Summary: 400 holdings with a total value of $258,348,000.
#
Name
Shares
Value ($)
%
Options
Notes
351 INTERVAL LEISURE GROUP INC 10,721 151,000 0.06%
352 BLACKBERRY LTD 18,821 151,000 0.06%
353 GLOBAL NET LEASE INC COM NEW 17,893 151,000 0.06%
354 SELECT MED HLDGS CORP COM 12,989 151,000 0.06%
355 BARNES & NOBLE INC 12,136 151,000 0.06%
356 TRAVELPORT WORLDWIDE LTD SHS 11,148 150,000 0.06%
357 CARETRUST REIT INC COM 11,914 150,000 0.06%
358 TIVO INC 15,743 150,000 0.06%
359 NORTHSTAR REALTY EUROPE CORPORATION 12,785 150,000 0.06%
360 PACIFIC BIOSCIENCES CALIF IN 17,242 150,000 0.06%
361 FelCor Lodging Trust Inc 18,794 150,000 0.06%
362 VANDA PHARMACEUTICALS INC COM 18,677 150,000 0.06%
363 SPECTRUM PHARMACEUTICALS INC COM 23,903 150,000 0.06%
364 UNISYS CORP 18,735 149,000 0.06%
365 HMS HOLDINGS CORPORATION 10,781 149,000 0.06%
366 CHEMOURS CO 20,588 149,000 0.06%
367 WENDYS CO 13,748 149,000 0.06%
368 TOWER SEMICONDUCTOR LTD 11,962 149,000 0.06%
369 ASHFORD HOSPITALITY TR INC 23,975 149,000 0.06%
370 WINDSTREAM HLDGS INC 19,737 149,000 0.06%
371 FIRST DATA CORP NEW 11,863 148,000 0.06%
372 LXP INDUSTRIAL TRUST COM 17,402 148,000 0.06%
373 BROOKLINE BANCORP INC DEL COM 13,026 144,000 0.06%
374 VALLEY NATL BANCORP 14,829 143,000 0.06%
375 TA Associates Management LP 10,201 142,000 0.05%
376 KRONOS WORLDWIDE INC 23,801 137,000 0.05%
377 OFG BANCORP COM 19,379 137,000 0.05%
378 AVX CORP NEW 10,519 132,000 0.05%
379 TARENA INTL INC 11,945 129,000 0.05%
380 TITAN MACHY INC COM 11,015 128,000 0.05%
381 ASCENA RETAIL GROUP INC COM 11,499 123,000 0.05%
382 OASIS PETE INC NEW 15,632 113,000 0.04%
383 MITEL NETWORKS CORP 13,570 111,000 0.04%
384 CBIZ INC 10,207 104,000 0.04%
385 Mercer International 10,963 99,000 0.04%
386 COSTAMARE INC 10,979 98,000 0.04%
387 First Potomac Realty Trust 10,407 95,000 0.04%
388 CHIASMA INC 10,845 94,000 0.04%
389 DAKTRONICS INC 11,470 93,000 0.04%
390 WEATHERFORD INTL PLC 11,908 91,000 0.04%
391 TANDEM DIABETES CARE INC COM 10,356 88,000 0.03%
392 STEIN MART INC 11,839 87,000 0.03%
393 INNERWORKINGS INC 10,592 83,000 0.03%
394 Tribune Publishing Co 10,458 81,000 0.03%
395 DYNEX CAP INC 11,420 76,000 0.03%
396 CECO ENVIRONMENTAL CORP 10,353 64,000 0.02%
397 LIQUIDITY SERVICES INC 11,305 61,000 0.02%
398 SCORPIO TANKERS INC 10,037 58,000 0.02%
399 NANOVIRICIDES INC 10,000 22,000 0.01%
400 REX ENERGY CORPORATION 20,064 17,000 0.01%
Page 8 of 8

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001591902-16-000009, filed 2016.04.22).

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.