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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 (2017Q1)
Portfolio Summary: 349 holdings with a total value of $356,454,000.
#
Name
Shares
Value ($)
%
Options
Notes
101 MASCO CORP 9,507 323,000 0.09%
102 RAYTHEON CO 2,150 328,000 0.09%
103 NORFOLK SOUTHERN CORP 2,925 328,000 0.09%
104 UNITEDHEALTH GROUP INC 2,018 331,000 0.09%
105 STANLEY BLACK &DECKER INC 2,495 332,000 0.09%
106 ADVANCED DISP SVCS INC DEL COM 15,252 345,000 0.10%
107 Capital Bank Financial Corp Cl 7,998 347,000 0.10%
108 BIG LOTS INC 7,277 354,000 0.10%
109 LXP INDUSTRIAL TRUST COM 35,691 356,000 0.10%
110 CINTAS CORP 2,854 361,000 0.10%
111 USG Corp 11,590 368,000 0.10%
112 CIMAREX ENERGY 3,083 368,000 0.10%
113 ENVISION HEALTHCARE CORP 6,084 373,000 0.10%
114 HUMANA INC 1,819 375,000 0.11%
115 FLOWSERVE CORP 7,952 384,000 0.11%
116 TIMKEN CO COM 8,589 388,000 0.11%
117 UNITED FIRE GROUP INC COM 9,137 391,000 0.11%
118 HSBC HLDGS PLC 9,672 394,000 0.11%
119 PERFORMANCE FOOD GROUP CO COM 16,702 397,000 0.11%
120 HABIT RESTAURANTS 22,494 398,000 0.11%
121 FOMENTO ECONOMICO MEXICANO S 4,478 400,000 0.11%
122 EOG RES INC 4,131 403,000 0.11%
123 New York REIT Inc 41,933 406,000 0.11%
124 AMTRUST FINL SVCS INC 22,202 410,000 0.12%
125 SUMMIT MATLS INC CL A 16,631 410,000 0.12%
126 PRUDENTIAL FINL INC 3,856 411,000 0.12%
127 INVITATION HOMES INC COM ADDED 18,937 413,000 0.12%
128 KEYCORP 23,204 413,000 0.12%
129 ANSYS 3,889 416,000 0.12%
130 ZIMMER BIOMET HLDGS INC 3,430 419,000 0.12%
131 NASDAQ OMX GROUP 6,120 425,000 0.12%
132 PNC FINL SVCS GROUP INC 3,535 425,000 0.12%
133 FASTENAL CO 8,330 429,000 0.12%
134 NEXTERA ENERGY INC 3,359 431,000 0.12%
135 FIRST AMERN FINL CORP 11,354 446,000 0.13%
136 COUSINS PROPERTIES INC 55,753 461,000 0.13%
137 TECHNIPFMC PLC 14,501 471,000 0.13%
138 AON PLC 4,019 477,000 0.13%
139 ABM INDS INC 11,014 480,000 0.13%
140 DANA INCORPORATED 24,954 482,000 0.14%
141 EXPRESS SCRIPTS HLDG CO 7,343 484,000 0.14%
142 ACADIA RLTY TR COM SH BEN INT 16,207 487,000 0.14%
143 COLFAX CORP 12,483 490,000 0.14%
144 INVESCO LTD 16,499 505,000 0.14%
145 PENNSYLVANIA REAL ESTATE INV 33,701 510,000 0.14%
146 ALEX REAL ESTATE EQ 4,692 519,000 0.15%
147 EAST WEST BANCORP INC 10,225 527,000 0.15%
148 CLOROX CO DEL 3,952 533,000 0.15%
149 GARTNER INC 4,952 535,000 0.15%
150 ALLEGION PUB LTD CO 7,101 538,000 0.15%
Page 3 of 7

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001591902-17-000002, filed 2017.04.19).

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.