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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 (2016Q3)
Portfolio Summary: 365 holdings with a total value of $272,929,000.
#
Name
Shares
Value ($)
%
Options
Notes
1 NANOVIRICIDES INC 10,000 17,000 0.01%
2 JUMEI INTL HLDG LTD 13,137 73,000 0.03%
3 BILL BARRETT CP 13,528 77,000 0.03%
4 INVENSENSE INC 10,812 77,000 0.03%
5 PLATFORM SPECIALTY PRODS COR 11,063 90,000 0.03%
6 INFINERA CORPORATION 10,154 90,000 0.03%
7 NOKIA CORP 16,631 95,000 0.03%
8 PACIFIC BIOSCIENCES CALIF IN 11,973 106,000 0.04%
9 RITE AID CORP 14,141 107,000 0.04%
10 COSTAMARE INC 12,175 108,000 0.04%
11 ANWORTH MTG ASSET CORP 22,571 112,000 0.04%
12 TELEFONAKTIEBOLAGET LM ERICS 16,256 115,000 0.04%
13 VALLEY NATL BANCORP 13,025 125,000 0.05%
14 FIFTH STREET FINANCE CORP 21,860 126,000 0.05%
15 BROCADE COMMUNICATIONS SYS I 13,891 127,000 0.05%
16 ENCANA CORP 13,159 133,000 0.05%
17 ON SEMICONDUCTOR CORP 11,388 138,000 0.05%
18 FLEX LTD 10,503 141,000 0.05%
19 BOOT BARN HLDGS INC 13,177 146,000 0.05%
20 Santander Consumer USA Holdings Inc 12,405 148,000 0.05%
21 OCLARO INC 17,436 150,000 0.05%
22 HUNTINGTON BANCSHARES INC 16,525 160,000 0.06%
23 ENDOLOGIX INC 13,030 161,000 0.06%
24 WEATHERFORD INTL PLC 28,477 162,000 0.06%
25 TIM PARTICIPACOES S A 13,349 163,000 0.06%
26 SMART AND FINAL STORES INC COM 13,773 173,000 0.06%
27 LXP INDUSTRIAL TRUST COM 16,945 175,000 0.06%
28 MRC GLOBAL 11,103 179,000 0.07%
29 FNB CORP PA 15,088 184,000 0.07%
30 JETBLUE AIRWAYS CORP 11,508 197,000 0.07%
31 EVEREST RE GROUP LTD 1,054 201,000 0.07%
32 BRUNSWICK CORP 4,191 202,000 0.07%
33 SAREPTA THERAPEUTICS INC 3,312 202,000 0.07%
34 UNITED CMNTY BKS BLAIRSVLE GA COM 9,966 205,000 0.08%
35 FABRINET SHS 4,694 206,000 0.08%
36 DTE ENERGY CO 2,215 206,000 0.08%
37 ARRIS INTL INC 7,307 207,000 0.08%
38 RED HAT INC 2,584 208,000 0.08%
39 Liberty Ventures 5,302 209,000 0.08%
40 ALTRIA GROUP INC 3,308 209,000 0.08%
41 Berkshire Hills Bancorp Inc 7,692 209,000 0.08%
42 GARMIN LTD 4,347 209,000 0.08%
43 OWENS & MINOR INC NEW 6,144 211,000 0.08%
44 SELECT INCOME REIT 7,907 215,000 0.08%
45 FIRST HAWAIIAN INC COM 8,186 218,000 0.08%
46 CF INDS HLDGS INC 9,011 218,000 0.08%
47 LAMAR ADVERTISING CO NEW CL A 3,368 219,000 0.08%
48 MICRON TECHNOLOGY INC 12,549 220,000 0.08%
49 CONSTELLATION BRANDS INC 1,358 222,000 0.08%
50 SAGE THERAPEUTICS INC 4,908 224,000 0.08%
Page 1 of 8

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001591902-16-000011, filed 2016.11.17).

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.