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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 FIFTH THIRD BANCORP 64,581 1,640,000 0.46%
102 LAUDER ESTEE COS INC 19,029 1,613,000 0.45%
103 ROYAL DUTCH SHELL PLC 29,348 1,547,000 0.43%
104 PUBLIC STORAGE 6,741 1,476,000 0.41%
105 CISCO SYS INC 42,176 1,425,000 0.40%
106 UDR INC 38,983 1,413,000 0.40%
107 RETAIL PPTYS AMER INC CL A 97,212 1,402,000 0.39%
108 REGENCY CTRS CORP 20,993 1,394,000 0.39%
109 SALESFORCE COM INC 16,778 1,384,000 0.39%
110 3M CO 7,233 1,384,000 0.39%
111 INTUITIVE SURGICAL INC 1,806 1,384,000 0.39%
112 TJX COS INC NEW 16,833 1,331,000 0.37%
113 FIRST DATA CORP NEW 83,316 1,276,000 0.36%
114 PHYSICIANS RLTY TR 63,943 1,271,000 0.36%
115 AT&T INC 30,497 1,267,000 0.36%
116 LEVEL 3 COMM 21,260 1,217,000 0.34%
117 ROCKWELL AUTOMATION INC 7,810 1,216,000 0.34%
118 CUMMINS INC 7,992 1,208,000 0.34%
119 VALLEY NATL BANCORP 102,354 1,207,000 0.34%
120 LANDSTAR SYS INC COM 14,055 1,204,000 0.34%
121 VISA INC 13,431 1,194,000 0.33%
122 CHEVRON CORP NEW 11,007 1,181,000 0.33%
123 ROCKWELL COLLINS INC 11,597 1,127,000 0.32%
124 TEXAS ROADHOUSE INC 25,049 1,115,000 0.31%
125 CUBESMART 41,843 1,086,000 0.30%
126 VODAFONE GROUP PLC NEW 40,626 1,074,000 0.30%
127 AFLAC INC 14,631 1,060,000 0.30%
128 ARAMARK 28,078 1,035,000 0.29%
129 MID AMER APT CMNTYS INC 10,030 1,020,000 0.29%
130 HD SUPPLY HLDGS INCORPORATED 24,368 1,002,000 0.28%
131 HONEYWELL INTL INC 7,997 998,000 0.28%
132 ROSS STORES INC 15,138 997,000 0.28%
133 CITIGROUPINC 16,610 994,000 0.28%
134 Hudson Pacific Properties Inc 28,608 991,000 0.28%
135 BRANDYWINE RLTY TR 58,995 957,000 0.27%
136 WELLTOWER INC 13,491 955,000 0.27%
137 CHEESECAKE FACTORY INC 15,044 953,000 0.27%
138 COACH INC 23,037 952,000 0.27%
139 TURQUOISE HILL RES LTD 306,343 940,000 0.26%
140 HYATT HOTELS CORP COM CL A 17,114 924,000 0.26%
141 EQUINIX INC 2,271 909,000 0.26%
142 MASTERCARD INCORPORATED 8,036 904,000 0.25%
143 AMERICAN EXPRESS CO 11,218 887,000 0.25%
144 TOTAL SYS SVCS INC 16,486 881,000 0.25%
145 FORTIVE CORP 14,587 878,000 0.25%
146 SUN LIFE FINL INC 23,992 877,000 0.25%
147 HCP INC 27,447 859,000 0.24%
148 DOLLAR GEN CORP NEW 12,193 850,000 0.24%
149 US BANCORP DEL 16,251 837,000 0.23%
150 CATERPILLAR INC 9,006 835,000 0.23%
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.