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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
201 SIGNET JEWELERS LIMITED 2,951 360,000 0.14%
202 CHENIERE ENERGY INC 9,488 320,000 0.12%
203 GNC HLDGS INC 10,010 317,000 0.12%
204 AMERICAN EQTY INVT LIFE HLD CO COM 18,623 312,000 0.12%
205 HORIZON PHARMA PLC 18,551 298,000 0.12%
206 BANK NEW YORK MELLON CORP 7,857 292,000 0.11%
207 WASTE CONNECTIONS INC COM 4,450 287,000 0.11%
208 ZIONS BANCORPORATION 11,427 281,000 0.11%
209 GENESEE AND WYOMING INC INC CL A 4,380 277,000 0.11%
210 PROCTER AND GAMBLE CO 3,336 275,000 0.11%
211 CITIGROUPINC 6,545 274,000 0.11%
212 CHURCH & DWIGHT 2,960 273,000 0.11%
213 TRUSTCO BANK CM 44,388 272,000 0.11%
214 BANK AMER CORP 20,186 272,000 0.11%
215 SALESFORCE COM INC 3,656 272,000 0.11%
216 EDWARDS LIFESCIENCES CORP 2,998 266,000 0.10%
217 OUTFRONT MEDIA INC 12,837 264,000 0.10%
218 CITIZENS FINL GROUP INC 12,263 261,000 0.10%
219 BRUNSWICK CORP 5,429 261,000 0.10%
220 BIOMARIN PHARMACEUTICAL INC 3,311 259,000 0.10%
221 NXP SEMICONDUCTORS N V 3,171 259,000 0.10%
222 IMAX CORP 8,376 258,000 0.10%
223 OCLARO INC 47,889 256,000 0.10%
224 ON SEMICONDUCTOR CORP 26,124 254,000 0.10%
225 HEWLETT PACKARD ENTERPRISE C 14,123 253,000 0.10%
226 AT&T INC 6,344 249,000 0.10%
227 MOLSON COORS BREWING CO 2,564 246,000 0.10%
228 UNILEVER N V 5,404 246,000 0.10%
229 CF INDS HLDGS INC 7,646 245,000 0.09%
230 KELLOGG CO 3,190 245,000 0.09%
231 AMERICAN INTL GROUP INC 4,391 239,000 0.09%
232 NEVRO CORP COM 4,276 237,000 0.09%
233 SYNCHRONY FINL 8,138 231,000 0.09%
234 UNITED THERAPEUTICS CORP DEL 2,089 230,000 0.09%
235 CIENA CORP 12,212 230,000 0.09%
236 STIFEL FINANCIAL CP 7,652 228,000 0.09%
237 SAGE THERAPEUTICS INC 7,280 228,000 0.09%
238 PROGRESSIVE CORP OHIO 6,424 225,000 0.09%
239 CELANESE CORP DEL 3,361 222,000 0.09%
240 TWENTY FIRST CENTY FOX INC 7,910 221,000 0.09%
241 LOWES COS INC 2,866 218,000 0.08%
242 SCHNITZER STL INDS 11,123 213,000 0.08%
243 MEDIVATION INC 5,650 211,000 0.08%
244 TRACTOR SUPPLY CO 2,301 209,000 0.08%
245 SYNAPTICS INC 2,667 208,000 0.08%
246 WHITEWAVE FOODS CO 5,162 208,000 0.08%
247 Pandora Media Inc 21,772 207,000 0.08%
248 ZELTIQ AESTHETICS INC 7,702 206,000 0.08%
249 ALBEMARLE CORP 3,227 206,000 0.08%
250 SLM CORP 31,011 202,000 0.08%
Page 5 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.