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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
51 ARTISAN PARTNERS ASSET MGMT 51,144 1,365,000 0.50%
52 DUKE ENERGY CORP NEW 16,976 1,363,000 0.50%
53 JOHNSON CTLS INTL PLC 29,532 1,357,000 0.50%
54 GOODYEAR TIRE & RUBR CO 42,631 1,355,000 0.50%
55 UNION PAC CORP 14,016 1,347,000 0.49%
56 DOMINOS PIZZA INC 8,817 1,338,000 0.49%
57 NOBLE ENERGY INC 37,632 1,338,000 0.49%
58 ALASKA AIR GROUP INC 19,943 1,303,000 0.48%
59 O REILLY AUTOMOTIVE INC NEW 4,661 1,300,000 0.48%
60 YAHOO INC 30,478 1,299,000 0.48%
61 MACYS INC 35,944 1,298,000 0.48%
62 MONSANTO CO NEW 12,555 1,278,000 0.47%
63 QEP RES INC 65,340 1,264,000 0.46%
64 ANTERO RES CORP 48,192 1,263,000 0.46%
65 VOYA FINANCIAL INC 44,470 1,261,000 0.46%
66 BEST BUY INC 33,556 1,258,000 0.46%
67 PATTERSON COS INC 27,647 1,258,000 0.46%
68 FEDEX CORP 7,067 1,237,000 0.45%
69 KANSAS CITY SOUTHERN 13,332 1,236,000 0.45%
70 CONTINENTAL RESOURE 24,167 1,233,000 0.45%
71 CHINA MOBILE LIMITED 19,856 1,228,000 0.45%
72 ELECTRONIC ARTS INC 14,468 1,220,000 0.45%
73 MASTERCARD INCORPORATED 12,069 1,214,000 0.44%
74 Endurance Specialty 18,409 1,208,000 0.44%
75 BROOKDALE SR LIVING INC 69,757 1,204,000 0.44%
76 BERRY PLASTICS GROUP INC 27,211 1,203,000 0.44%
77 IRONWOOD PHARMACEUTICALS INC 76,762 1,189,000 0.44%
78 NIMBLE STORAGE INC 133,260 1,167,000 0.43%
79 GILEAD SCIENCES INC 14,897 1,162,000 0.43%
80 DCT Industrial Trust Inc 23,770 1,160,000 0.43%
81 QUALCOMM INC 17,174 1,159,000 0.42%
82 EQT CORP 16,528 1,154,000 0.42%
83 MOODYS CORP 10,661 1,149,000 0.42%
84 CME GROUP INC 10,831 1,134,000 0.42%
85 SHUTTERFLY INC 25,442 1,130,000 0.41%
86 ZIMMER BIOMET HLDGS INC 8,816 1,127,000 0.41%
87 MGIC INVT CORP WIS 141,341 1,121,000 0.41%
88 BIO RAD LABS INC 6,904 1,119,000 0.41%
89 INTUITIVE SURGICAL INC 1,540 1,109,000 0.41%
90 LILLY ELI & CO 13,848 1,105,000 0.40%
91 ZOETIS INC 21,536 1,101,000 0.40%
92 EXPRESS INC COM 93,921 1,095,000 0.40%
93 PERKINELMER INC 19,794 1,093,000 0.40%
94 GENERAL MTRS CO 34,574 1,090,000 0.40%
95 INTEGRA LIFESCIENCES HLDGS CP COM NEW 13,153 1,088,000 0.40%
96 ASSURED GUARANTY LTD COM 38,648 1,063,000 0.39%
97 CENOVUS ENERGY INC 74,119 1,061,000 0.39%
98 EQUIFAX INC 7,776 1,037,000 0.38%
99 MEAD JOHNSON NUTRITI 13,142 1,028,000 0.38%
100 Spectra Energy Corp Com 24,218 1,026,000 0.38%
Page 2 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.