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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 (2016Q4)
Portfolio Summary: 289 holdings with a total value of $245,501,000.
#
Name
Shares
Value ($)
%
Options
Notes
51 MICRON TECHNOLOGY INC 56,785 1,264,000 0.51%
52 PANERA BREAD CO 6,087 1,261,000 0.51%
53 ANTHEM INC 8,696 1,259,000 0.51%
54 RSP PERMIAN INC COM 27,654 1,237,000 0.50%
55 ROCKWELL AUTOMATION INC 9,086 1,225,000 0.50%
56 NORFOLK SOUTHERN CORP 11,177 1,216,000 0.50%
57 DDR CORP 78,398 1,183,000 0.48%
58 MASTERCARD INCORPORATED 11,367 1,179,000 0.48%
59 BAXTER INTL INC 26,480 1,172,000 0.48%
60 UNION PAC CORP 11,196 1,169,000 0.48%
61 TRIPADVISOR INC 24,841 1,166,000 0.47%
62 ZOETIS INC 21,699 1,163,000 0.47%
63 LYONDELLBASELL INDUSTRIES N 13,420 1,154,000 0.47%
64 LIBERTY M SIRIUSXM A 33,320 1,149,000 0.47%
65 GILEAD SCIENCES INC 15,937 1,149,000 0.47%
66 PERRIGO CO PLC 13,930 1,147,000 0.47%
67 BANK AMER CORP 51,635 1,141,000 0.46%
68 ALBEMARLE CORP 13,092 1,139,000 0.46%
69 REYNOLDS AMERICAN INC 20,289 1,138,000 0.46%
70 KEYCORP 62,694 1,136,000 0.46%
71 WESTERN DIGITAL CORP 16,590 1,135,000 0.46%
72 RADIAN GROUP INC 62,787 1,134,000 0.46%
73 AETNA INC NEW 9,045 1,126,000 0.46%
74 EBAY INC 37,523 1,125,000 0.46%
75 ASSURED GUARANTY LTD COM 29,597 1,123,000 0.46%
76 UNITED PARCEL SERVICE INC 9,754 1,121,000 0.46%
77 PRUDENTIAL FINL INC 10,781 1,120,000 0.46%
78 AUTOZONE INC 1,400 1,117,000 0.45%
79 BRIXMOR PROPERTY 46,104 1,116,000 0.45%
80 INTERNATIONAL BUSINESS MACHS 6,689 1,114,000 0.45%
81 CINTAS CORP 9,500 1,105,000 0.45%
82 ASTORIA FINL CORPORATION 59,013 1,105,000 0.45%
83 EQUITY LIFESTYLE PPTYS INC 15,476 1,104,000 0.45%
84 LEAR CORP 8,277 1,098,000 0.45%
85 QEP RES INC 58,638 1,097,000 0.45%
86 CUMMINS INC 7,987 1,090,000 0.44%
87 POTASH CORP SASK INC 59,961 1,090,000 0.44%
88 US BANCORP DEL 21,203 1,088,000 0.44%
89 MARRIOTT INTL INC NEW 13,054 1,087,000 0.44%
90 NXP SEMICONDUCTORS N V 11,028 1,082,000 0.44%
91 COMCAST CORP NEW 15,428 1,081,000 0.44%
92 YELP INC 27,918 1,079,000 0.44%
93 DOVER CORP 14,295 1,075,000 0.44%
94 METLIFE INC 19,968 1,074,000 0.44%
95 UDR INC 29,964 1,074,000 0.44%
96 SHUTTERFLY INC 21,628 1,073,000 0.44%
97 DEERE & CO 10,359 1,069,000 0.44%
98 LULULEMON ATHLETICA INC 16,593 1,068,000 0.44%
99 GOODYEAR TIRE & RUBR CO 34,243 1,066,000 0.43%
100 EAST WEST BANCORP INC 20,927 1,063,000 0.43%
Page 2 of 6

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001591902-17-000001, filed 2017.01.26).

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.