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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 (2016Q1)
Portfolio Summary: 400 holdings with a total value of $258,348,000.
#
Name
Shares
Value ($)
%
Options
Notes
101 ANTERO RES CORP 37,508 935,000 0.36%
102 HERBALIFE LTD 14,691 901,000 0.35%
103 RAYTHEON CO 7,236 895,000 0.35%
104 INVESTMENT TECHNOLOGY GRP NEW 40,585 893,000 0.35%
105 BERRY PLASTICS GROUP INC 24,010 873,000 0.34%
106 BRISTOL MYERS SQUIBB CO 13,554 860,000 0.33%
107 CHICOS FAS INC 65,224 844,000 0.33%
108 NVIDIA CORPORATION 23,544 842,000 0.33%
109 FEDEX CORP 5,177 837,000 0.32%
110 NATIONAL OILWELL VARCO INC 26,663 832,000 0.32%
111 LYONDELLBASELL INDUSTRIES N 9,582 823,000 0.32%
112 SPECTRANETICS CORP 57,210 823,000 0.32%
113 MERCK & CO INC 15,422 821,000 0.32%
114 LAS VEGAS SANDS CORP 15,692 820,000 0.32%
115 FACEBOOK INC 7,094 814,000 0.32%
116 NEWMONT CORP 30,223 808,000 0.31%
117 SHIRE PLC 4,758 802,000 0.31%
118 BERKLEY W R CORP 14,120 793,000 0.31%
119 COCA COLA CO 16,954 789,000 0.31%
120 HOME DEPOT INC 5,849 780,000 0.30%
121 FABRINET SHS 23,886 778,000 0.30%
122 PHILIP MORRIS INTL INC 7,848 774,000 0.30%
123 O REILLY AUTOMOTIVE INC NEW 2,787 771,000 0.30%
124 MARVELL TECHNOLOGY GROUP LTD 74,562 769,000 0.30%
125 YELP INC 37,560 767,000 0.30%
126 SHUTTERFLY INC 16,405 765,000 0.30%
127 CARTERS INC 7,252 759,000 0.29%
128 NIMBLE STORAGE INC 103,166 758,000 0.29%
129 EATON CORP PLC 12,071 757,000 0.29%
130 SOUTHERN CO 14,735 755,000 0.29%
131 SWIFT TRANSN CO 41,043 755,000 0.29%
132 MGM RESORTS INTERNATIONAL 35,427 754,000 0.29%
133 JUMEI INTL HLDG LTD 116,970 753,000 0.29%
134 RADIAN GROUP INC 61,152 752,000 0.29%
135 SUNPOWER CORP 33,389 751,000 0.29%
136 AUTOHOME INC 26,930 751,000 0.29%
137 ASSURED GUARANTY LTD COM 29,701 751,000 0.29%
138 ILLINOIS TOOL WKS INC 7,306 750,000 0.29%
139 GILEAD SCIENCES INC 8,159 750,000 0.29%
140 PENNYMAC MTG INVT TR 54,733 749,000 0.29%
141 BAXTER INTL INC 18,120 748,000 0.29%
142 R H 18,430 748,000 0.29%
143 BOSTON SCIENTIFIC CORP 39,711 747,000 0.29%
144 ELECTRONIC ARTS INC 11,245 747,000 0.29%
145 DOMINION ENERGY INC 9,944 743,000 0.29%
146 BIOGEN INC 2,894 736,000 0.28%
147 TYSON FOODS INC 10,812 730,000 0.28%
148 PROVIDENT FINL SVCS INC COM 35,944 727,000 0.28%
149 KRAFT HEINZ CO 9,206 726,000 0.28%
150 DOMINOS PIZZA INC 5,523 724,000 0.28%
Page 3 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.