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 (2016Q3)
Original 13F HR (0001591902-16-000011) filed in 2016.11.17
#
Name
Shares
Value ($)
%
Options
Notes
301 SPRINT CORP 37,179 248 0.09%
302 CIT GROUP INC 6,936 248 0.09%
303 REYNOLDS AMERICAN INC 5,229 246 0.09%
304 SIX FLAGS ENTMT CORP NEW 4,608 245 0.09%
305 ARCHER DANIELS MIDLAND CO 5,832 242 0.09%
306 ALEX REAL ESTATE EQ 2,204 242 0.09%
307 RITCHIE BROS AUCTIONEERS 7,009 240 0.09%
308 SUMMIT MATLS INC CL A 12,456 237 0.09%
309 MARVELL TECHNOLOGY GROUP LTD 17,814 236 0.09%
310 ULTA BEAUTY INC 985 234 0.09%
311 KLX INC 6,703 232 0.09%
312 U S SILICA HLDGS INC 5,072 230 0.08%
313 DARDEN RESTAURANTS INC 3,721 227 0.08%
314 XPO LOGISTICS INC 6,243 227 0.08%
315 WESCO INTL INC 3,682 225 0.08%
316 SAGE THERAPEUTICS INC 4,908 224 0.08%
317 CONSTELLATION BRANDS INC 1,358 222 0.08%
318 MICRON TECHNOLOGY INC 12,549 220 0.08%
319 LAMAR ADVERTISING CO NEW CL A 3,368 219 0.08%
320 FIRST HAWAIIAN INC COM 8,186 218 0.08%
321 CF INDS HLDGS INC 9,011 218 0.08%
322 SELECT INCOME REIT 7,907 215 0.08%
323 OWENS & MINOR INC NEW 6,144 211 0.08%
324 ALTRIA GROUP INC 3,308 209 0.08%
325 GARMIN LTD 4,347 209 0.08%
326 Berkshire Hills Bancorp Inc 7,692 209 0.08%
327 Liberty Interactive Corp A 5,302 209 0.08%
328 RED HAT INC 2,584 208 0.08%
329 ARRIS INTL INC 7,307 207 0.08%
330 DTE ENERGY CO 2,215 206 0.08%
331 FABRINET SHS 4,694 206 0.08%
332 UNITED CMNTY BKS BLAIRSVLE GA COM 9,966 205 0.08%
333 BRUNSWICK CORP 4,191 202 0.07%
334 SAREPTA THERAPEUTICS INC 3,312 202 0.07%
335 EVEREST RE GROUP LTD 1,054 201 0.07%
336 JETBLUE AIRWAYS CORP 11,508 197 0.07%
337 FNB CORP PA 15,088 184 0.07%
338 MRC Global Inc 11,103 179 0.07%
339 LXP INDUSTRIAL TRUST COM 16,945 175 0.06%
340 SMART AND FINAL STORES INC COM 13,773 173 0.06%
341 TIM PARTICIPACOES S A 13,349 163 0.06%
342 WEATHERFORD INTL PLC 28,477 162 0.06%
343 ENDOLOGIX INC 13,030 161 0.06%
344 HUNTINGTON BANCSHARES INC 16,525 160 0.06%
345 OCLARO INC 17,436 150 0.05%
346 SANTANDER CONSUMER 12,405 148 0.05%
347 BOOT BARN HLDGS INC 13,177 146 0.05%
348 FLEX LTD 10,503 141 0.05%
349 ON SEMICONDUCTOR CORP 11,388 138 0.05%
350 ENCANA CORP 13,159 133 0.05%
Page 7 of 8