GAM SYSTEMATIC LLP - Q3 2015 holdings

Add to watchlist

$432 Million is the total value of GAM SYSTEMATIC LLP's 616 reported holdings in Q3 2015. The portfolio turnover from Q2 2015 to Q3 2015 was 100.6% .

All

			Value		Shares		↓ Weighting
DOX	Sell	AMDOCS LIMITED ORDINARY SHARES	$2,611,000,000	-63.3%	45,912	-64.8%	0.60%	-32.9%
JNJ	Sell	JOHNSON & JOHNSON CMN	$2,612,000,000	-70.5%	27,986	-69.2%	0.60%	-46.1%
CTB	New	COOPER TIRE & RUBBER CO. CMN	$2,604,000,000	–	65,912	+100.0%	0.60%	–
SAFM	New	SANDERSON FARMS INC CMN	$2,415,000,000	–	35,223	+100.0%	0.56%	–
AHL	New	ASPEN INSURANCE HOLDINGS LTD CMN	$2,329,000,000	–	50,120	+100.0%	0.54%	–
CPB	Sell	CAMPBELL SOUP CO CMN	$2,263,000,000	-18.3%	44,647	-23.2%	0.52%	+49.3%
GOOGL	Sell	GOOGLE INC. CMN CLASS A	$2,178,000,000	-41.7%	3,412	-50.7%	0.50%	+6.8%
MRK	Sell	MERCK & CO., INC. CMN	$2,162,000,000	-71.9%	43,767	-67.7%	0.50%	-48.7%
PFE	Sell	PFIZER INC. CMN	$2,116,000,000	-73.0%	67,362	-71.2%	0.49%	-50.6%
PRE	Sell	PARTNERRE LTD BERMUDA CMN	$2,014,000,000	-66.9%	14,504	-69.4%	0.47%	-39.4%
INGR	Sell	INGREDION INC CMN	$2,003,000,000	-73.9%	22,943	-76.2%	0.46%	-52.3%
WM	Sell	WASTE MANAGEMENT INC CMN	$2,002,000,000	-55.1%	40,199	-58.2%	0.46%	-17.7%
Q	Sell	QUINTILES TRANSNATIONAL HOLDINGS INC. CMN	$1,987,000,000	-61.5%	28,564	-59.8%	0.46%	-29.6%
PDCO	Sell	PATTERSON COMPANIES INC CMN	$1,980,000,000	-57.2%	45,781	-51.8%	0.46%	-21.5%
UNF	New	UNIFIRST CORPORATION CMN	$1,980,000,000	–	18,542	+100.0%	0.46%	–
KEYS	New	KEYSIGHT TECHNOLOGIES, INC. CMN	$1,976,000,000	–	64,076	+100.0%	0.46%	–
PM	Sell	PHILIP MORRIS INTL INC CMN	$1,965,000,000	-73.1%	24,771	-72.8%	0.46%	-50.8%
FL	Sell	FOOT LOCKER, INC. CMN	$1,925,000,000	-65.0%	26,741	-67.5%	0.45%	-36.0%
KR	Sell	KROGER COMPANY CMN	$1,916,000,000	-73.4%	53,124	-46.6%	0.44%	-51.4%
ICLR	New	ICON PUBLIC LIMITED COMPANY CMN	$1,894,000,000	–	26,690	+100.0%	0.44%	–
AGCO	Sell	AGCO CORP CMN	$1,884,000,000	-55.3%	40,404	-45.6%	0.44%	-18.4%
TECH	New	BIO TECHNE CORP CMN	$1,855,000,000	–	20,064	+100.0%	0.43%	–
VRSN	Sell	VERISIGN INC CMN	$1,852,000,000	-47.3%	26,246	-53.9%	0.43%	-3.6%
MSFT	Sell	MICROSOFT CORPORATION CMN	$1,842,000,000	-65.4%	41,628	-65.5%	0.43%	-36.6%
CASY	New	CASEY'S GENERAL STORES,INC CMN	$1,827,000,000	–	17,751	+100.0%	0.42%	–
HCA	Sell	HCA HOLDINGS, INC. CMN	$1,809,000,000	-68.1%	23,385	-62.6%	0.42%	-41.6%
HRS	Sell	HARRIS CORP CMN	$1,755,000,000	-51.8%	23,990	-49.3%	0.41%	-11.7%
JKHY	Sell	JACK HENRY & ASSOC INC CMN	$1,753,000,000	-26.5%	25,185	-31.7%	0.41%	+34.4%
MD	Sell	MEDNAX INC CMN	$1,741,000,000	-72.2%	22,674	-73.2%	0.40%	-49.1%
RE	Sell	EVEREST RE GROUP LTD CMN	$1,735,000,000	-63.3%	10,007	-61.4%	0.40%	-32.8%
NVR	Sell	N V R INC CMN	$1,711,000,000	-33.1%	1,122	-41.2%	0.40%	+22.2%
SYF	New	SYNCHRONY FINANCIAL CMN	$1,699,000,000	–	54,280	+100.0%	0.39%	–
EW	Sell	EDWARDS LIFESCIENCES CORP CMN	$1,703,000,000	-69.7%	11,977	-69.7%	0.39%	-44.7%
IDCC	New	INTERDIGITAL INC CMN	$1,694,000,000	–	33,484	+100.0%	0.39%	–
DST	Sell	DST SYSTEM INC COMMON STOCK	$1,690,000,000	-84.3%	16,071	-81.1%	0.39%	-71.2%
NVDA	New	NVIDIA CORP CMN	$1,684,000,000	–	68,314	+100.0%	0.39%	–
UTHR	Sell	UNITED THERAPEUTICS CORP CMN	$1,665,000,000	-71.5%	12,683	-62.2%	0.39%	-47.8%
CDW	New	CDW CORP CMN	$1,668,000,000	–	40,831	+100.0%	0.39%	–
LLY	Sell	ELI LILLY & CO CMN	$1,666,000,000	-59.5%	19,907	-59.6%	0.39%	-25.9%
CAKE	New	CHEESECAKE FACTORY INCORPORATE*D (THE) CMN	$1,629,000,000	–	30,183	+100.0%	0.38%	–
WAT	Sell	WATERS CORPORATION COMMON STOCK	$1,623,000,000	-9.7%	13,733	-1.9%	0.38%	+64.9%
DPS	Sell	DR PEPPER SNAPPLE GROUP, INC. CMN	$1,613,000,000	-73.1%	20,408	-75.2%	0.37%	-50.8%
UNH	Sell	UNITEDHEALTH GROUP INCORPORATE*D CMN	$1,610,000,000	-71.7%	13,874	-70.3%	0.37%	-48.3%
LH	Sell	LABORATORY CORPORATION OF AMER*ICA HOLDINGS CMN	$1,606,000,000	-61.4%	14,802	-56.8%	0.37%	-29.3%
AWHHF	Sell	ALLIED WORLD ASSURANCE COMPANY* HOLDINGS, LTD CMN	$1,599,000,000	-61.5%	41,904	-56.3%	0.37%	-29.5%
BBY	Sell	BEST BUY CO INC CMN SERIES	$1,589,000,000	-56.8%	42,801	-62.0%	0.37%	-20.9%
PPC	New	PILGRIM'S PRIDE CORPORATION CMN	$1,586,000,000	–	76,347	+100.0%	0.37%	–
RNR	Sell	RENAISSANCE RE HOLDINGS LTD CMN	$1,581,000,000	-65.0%	14,871	-66.6%	0.37%	-36.0%
CSCO	Sell	CISCO SYSTEMS, INC. CMN	$1,578,000,000	-65.3%	60,116	-63.7%	0.37%	-36.5%
CHE	New	CHEMED CORP CMN	$1,570,000,000	–	11,763	+100.0%	0.36%	–
GILD	Sell	GILEAD SCIENCES CMN	$1,564,000,000	-66.4%	15,931	-60.0%	0.36%	-38.6%
WU	Sell	WESTERN UNION COMPANY (THE) CMN	$1,551,000,000	-62.7%	84,453	-58.7%	0.36%	-31.7%
SAIC	New	SCIENCE APPLICATIONS INTL CORP CMN	$1,543,000,000	–	38,364	+100.0%	0.36%	–
DVA	Sell	DAVITA HEALTHCARE PARTNERS INC CMN	$1,535,000,000	-66.8%	21,218	-63.6%	0.36%	-39.2%
TSRA	New	TESSERA TECHNOLOGIES, INC. CMN	$1,533,000,000	–	47,315	+100.0%	0.36%	–
ENH	New	ENDURANCE SPECIALTY HLDGS LTD CMN	$1,510,000,000	–	24,735	+100.0%	0.35%	–
RTN	Sell	RAYTHEON CO CMN	$1,485,000,000	-64.5%	13,587	-69.0%	0.34%	-35.1%
DGX	Sell	QUEST DIAGNOSTICS INCORPORATED CMN	$1,481,000,000	-68.9%	24,088	-63.3%	0.34%	-43.1%
WMT	Sell	WAL MART STORES INC CMN	$1,478,000,000	-70.6%	22,801	-67.9%	0.34%	-46.3%
KSS	Sell	KOHL'S CORP (WISCONSIN) CMN	$1,470,000,000	-78.8%	31,746	-71.3%	0.34%	-61.1%
CRL	New	CHARLES RIV LABS INTL INC CMN	$1,470,000,000	–	23,149	+100.0%	0.34%	–
ACGL	Sell	ARCH CAPITAL GROUP LTD. CMN	$1,474,000,000	-42.9%	20,064	-48.0%	0.34%	+4.3%
GLW	Sell	CORNING INCORPORATED CMN	$1,460,000,000	-75.5%	85,277	-71.7%	0.34%	-55.1%
DDS	Sell	DILLARDS INC CL-A CMN CLASS A	$1,441,000,000	-57.1%	16,491	-48.3%	0.33%	-21.4%
IBM	Sell	INTL BUSINESS MACHINES CORP CMN	$1,436,000,000	-60.4%	9,908	-55.5%	0.33%	-27.5%
AFG	Sell	AMERICAN FINANCIAL GROUP INC CMN	$1,436,000,000	-42.2%	20,837	-45.4%	0.33%	+6.1%
MAN	Sell	MANPOWER GROUP CMN	$1,417,000,000	-61.2%	17,309	-57.6%	0.33%	-29.0%
DLB	New	DOLBY LABORATORIES, INC. CMN CLASS A	$1,417,000,000	–	43,464	+100.0%	0.33%	–
NTAP	Buy	NETAPP, INC. CMN	$1,410,000,000	+59.3%	47,626	+69.8%	0.33%	+192.0%
KFY	New	KORN/FERRY INTERNATIONAL CMN	$1,411,000,000	–	42,669	+100.0%	0.33%	–
ADM	Sell	ARCHER DANIELS MIDLAND CO CMN	$1,409,000,000	-78.3%	33,993	-74.8%	0.33%	-60.4%
NOC	Sell	NORTHROP GRUMMAN CORP CMN	$1,393,000,000	-72.4%	8,393	-73.7%	0.32%	-49.5%
LMT	Sell	LOCKHEED MARTIN CORPORATION CMN	$1,389,000,000	-57.8%	6,700	-62.2%	0.32%	-22.8%
T	Buy	AT&T INC CMN	$1,392,000,000	-1.6%	42,733	+7.4%	0.32%	+79.9%
INTC	Sell	INTEL CORPORATION CMN	$1,387,000,000	-63.8%	46,010	-63.5%	0.32%	-33.8%
BBBY	Sell	BED BATH & BEYOND INC. CMN	$1,379,000,000	-74.6%	24,193	-69.3%	0.32%	-53.6%
AGO	Sell	ASSURED GUARANTY LTD. CMN	$1,369,000,000	-54.1%	54,748	-56.0%	0.32%	-16.1%
SANM	New	SANMINA-SCI CORPORATION CMN	$1,366,000,000	–	63,908	+100.0%	0.32%	–
MKSI	New	MKS INSTRUMENTS INC CMN	$1,364,000,000	–	40,693	+100.0%	0.32%	–
LANC	New	LANCASTER COLONY CORP CMN	$1,361,000,000	–	13,964	+100.0%	0.32%	–
AXS	Sell	AXIS CAPITAL HOLDINGS, LTD. CMN	$1,346,000,000	-74.6%	25,059	-74.8%	0.31%	-53.5%
HNT	New	HEALTH NET, INC. CMN	$1,335,000,000	–	22,172	+100.0%	0.31%	–
VZ	Sell	VERIZON COMMUNICATIONS INC. CMN	$1,329,000,000	-53.2%	30,538	-49.8%	0.31%	-14.2%
CIT	Sell	CIT GROUP INC. CMN CLASS	$1,319,000,000	-66.5%	32,944	-61.1%	0.31%	-38.7%
XRAY	Sell	DENTSPLY INTL INC CMN	$1,321,000,000	-15.5%	26,127	-13.8%	0.31%	+54.5%
MGLN	New	MAGELLAN HEALTH , INC. CMN	$1,320,000,000	–	23,817	+100.0%	0.31%	–
ABT	Sell	ABBOTT LABORATORIES CMN	$1,313,000,000	-57.6%	32,639	-48.3%	0.30%	-22.4%
SCS	New	STEELCASE INC. CLASS A COMMON STOCK	$1,305,000,000	–	70,900	+100.0%	0.30%	–
LEAF	New	SPRINGLEAF HOLDINGS INC CMN	$1,305,000,000	–	29,854	+100.0%	0.30%	–
VOYA	Sell	VOYA FINANCIAL INC CMN	$1,293,000,000	-73.2%	33,361	-67.9%	0.30%	-50.9%
CACI	New	CACI INTERNATIONAL INC CMN CLASS A	$1,289,000,000	–	17,427	+100.0%	0.30%	–
CB	Buy	CHUBB CORP CMN	$1,281,000,000	+700.6%	10,443	+522.7%	0.30%	+1385.0%
TECD	New	TECH DATA CORP CMN	$1,283,000,000	–	18,732	+100.0%	0.30%	–
AMGN	Sell	AMGEN INC. CMN	$1,279,000,000	-73.3%	9,244	-70.4%	0.30%	-51.2%
CNC	New	CENTENE CORPORATION CMN	$1,264,000,000	–	23,313	+100.0%	0.29%	–
PF	New	PINNACLE FOODS INC. CMN	$1,263,000,000	–	30,168	+100.0%	0.29%	–
GPS	Sell	GAP INC CMN	$1,257,000,000	-61.1%	44,119	-47.9%	0.29%	-28.9%
AVT	Sell	AVNET INC. CMN	$1,254,000,000	-62.2%	29,392	-63.6%	0.29%	-31.0%
LEA	Sell	LEAR CORPORATION CMN	$1,243,000,000	-69.1%	11,427	-68.1%	0.29%	-43.5%
ARW	Sell	ARROW ELECTRONICS INC. CMN	$1,241,000,000	-47.6%	22,447	-47.2%	0.29%	-4.3%
CALM	New	CAL-MAINE FOODS INC CMN	$1,237,000,000	–	22,655	+100.0%	0.29%	–
DSW	Sell	DSW INC. CMN CLASS A	$1,229,000,000	-66.5%	48,565	-55.9%	0.28%	-38.7%
BDX	Sell	BECTON DICKINSON & CO CMN	$1,225,000,000	-69.1%	9,234	-67.0%	0.28%	-43.4%
CTAS	Sell	CINTAS CORPORATION CMN	$1,228,000,000	-67.4%	14,323	-67.9%	0.28%	-40.5%
TRI	Sell	THOMSON REUTERS CORPORATION CMN	$1,220,000,000	-70.8%	30,301	-72.4%	0.28%	-46.6%
GES	New	GUESS ?, INC. CMN	$1,219,000,000	–	57,067	+100.0%	0.28%	–
TSN	Sell	TYSON FOODS INC CL-A CMN CLASS A	$1,214,000,000	-66.1%	28,172	-66.5%	0.28%	-38.1%
ORI	Sell	OLD REPUBLIC INTL CORP CMN	$1,212,000,000	-25.5%	77,482	-25.6%	0.28%	+36.4%
AMSG	New	AMSURG CORP. CMN	$1,211,000,000	–	15,578	+100.0%	0.28%	–
CINF	New	CINCINNATI FINANCIAL CRP CMN	$1,208,000,000	–	22,453	+100.0%	0.28%	–
CHMT	New	CHEMTURA CORPORATION CMN	$1,210,000,000	–	42,295	+100.0%	0.28%	–
TRV	Sell	THE TRAVELERS COMPANIES, INC CMN	$1,205,000,000	-31.9%	12,110	-33.9%	0.28%	+24.6%
AIZ	New	ASSURANT, INC. CMN	$1,201,000,000	–	15,200	+100.0%	0.28%	–
DLX	New	DELUXE CORP CMN	$1,197,000,000	–	21,473	+100.0%	0.28%	–
OMC	Sell	OMNICOM GROUP CMN	$1,190,000,000	-47.8%	18,057	-45.0%	0.28%	-4.5%
NKE	Sell	NIKE CLASS-B CMN CLASS B	$1,188,000,000	+5.8%	9,657	-7.1%	0.28%	+93.7%
AEO	New	AMERICAN EAGLE OUTFITTERS INC (NEW)	$1,182,000,000	–	75,603	+100.0%	0.27%	–
KBR	Sell	KBR, INC. CMN	$1,182,000,000	-63.0%	70,972	-56.7%	0.27%	-32.2%
FLEX	New	FLEXTRONICS INTERNATIONAL LTD CMN	$1,184,000,000	–	112,355	+100.0%	0.27%	–
THO	New	THOR INDUSTRIES INC CMN	$1,180,000,000	–	22,778	+100.0%	0.27%	–
TSS	Sell	TOTAL SYS SVC INC. CMN	$1,175,000,000	-59.7%	25,862	-63.0%	0.27%	-26.3%
OA	Sell	ORBITAL ATK INC CMN	$1,175,000,000	-58.0%	16,351	-57.1%	0.27%	-23.2%
THG	New	HANOVER INSURANCE GROUP INC CMN	$1,171,000,000	–	15,076	+100.0%	0.27%	–
HRL	Sell	HORMEL FOODS CORP CMN	$1,167,000,000	-60.2%	18,435	-64.6%	0.27%	-27.4%
MOH	New	MOLINA HEALTHCARE, INC. CMN	$1,158,000,000	–	16,816	+100.0%	0.27%	–
ORCL	Sell	ORACLE CORPORATION CMN	$1,155,000,000	-47.2%	31,978	-41.1%	0.27%	-3.2%
GT	Sell	THE GOODYEAR TIRE & RUBBER CO. CMN	$1,148,000,000	-54.9%	39,130	-53.7%	0.27%	-17.4%
MO	Sell	ALTRIA GROUP, INC. CMN	$1,126,000,000	-72.1%	20,699	-75.0%	0.26%	-49.0%
ACN	Sell	ACCENTURE PLC CMN	$1,122,000,000	-53.8%	11,419	-54.5%	0.26%	-15.3%
CA	Sell	CA, INC. CMN	$1,117,000,000	-61.3%	40,931	-58.5%	0.26%	-29.2%
BKE	New	BUCKLE INC COM CMN	$1,110,000,000	–	30,017	+100.0%	0.26%	–
GME	Sell	GAMESTOP CORP CMN CLASS A	$1,106,000,000	-29.6%	26,831	-26.6%	0.26%	+28.6%
LPNT	New	LIFEPOINT HEALTH INC CMN	$1,106,000,000	–	15,599	+100.0%	0.26%	–
RGA	Sell	REINSURANCE GROUP AMER INC CMN	$1,099,000,000	-61.7%	12,127	-59.9%	0.26%	-29.8%
SYY	Sell	SYSCO CORPORATION CMN	$1,101,000,000	-71.6%	28,244	-73.7%	0.26%	-48.1%
ASNA	Buy	ASCENA RETAIL GROUP INC CMN	$1,101,000,000	-6.9%	79,131	+11.5%	0.26%	+70.0%
EME	New	EMCOR GROUP INC. CMN	$1,100,000,000	–	24,852	+100.0%	0.26%	–
ATR	Sell	APTARGROUP INC CMN	$1,095,000,000	-44.4%	16,604	-46.2%	0.25%	+2.0%
OTEX	New	OPEN TEXT CORP CMN	$1,093,000,000	–	24,434	+100.0%	0.25%	–
VR	Sell	VALIDUS HOLDINGS, LTD. CMN	$1,093,000,000	-67.8%	24,249	-68.6%	0.25%	-41.2%
GMED	New	GLOBUS MEDICAL INC CMN CLASS A	$1,092,000,000	–	52,871	+100.0%	0.25%	–
CVS	Sell	CVS HEALTH CORP CMN	$1,089,000,000	-76.8%	11,289	-74.7%	0.25%	-57.5%
AVY	Sell	AVERY DENNISON CORPORATION CMN	$1,084,000,000	-55.0%	19,170	-51.5%	0.25%	-17.7%
CTSH	Sell	COGNIZANT TECHNOLOGY SOLUTIONS CORP CLASS A	$1,083,000,000	-1.5%	17,294	-4.0%	0.25%	+80.6%
BPOP	New	POPULAR, INC. CMN	$1,079,000,000	–	35,684	+100.0%	0.25%	–
TGT	Sell	TARGET CORPORATION CMN	$1,071,000,000	-72.4%	13,612	-71.3%	0.25%	-49.5%
VLO	Sell	VALERO ENERGY CORPORATION CMN	$1,067,000,000	-63.1%	17,749	-61.6%	0.25%	-32.5%
SIRO	Sell	SIRONA DENTAL SYSTEMS, INC. CMN	$1,060,000,000	-26.9%	11,354	-21.4%	0.25%	+33.7%
TW	Sell	TOWERS WATSON & CO. CMN CLASS A	$1,061,000,000	-23.8%	9,035	-18.4%	0.25%	+39.8%
DKS	Sell	DICKS SPORTING GOODS INC CMN	$1,057,000,000	-63.1%	21,306	-61.5%	0.24%	-32.5%
HPQ	Sell	HEWLETT-PACKARD CO. CMN	$1,057,000,000	-68.0%	41,280	-62.5%	0.24%	-41.4%
IAC	Sell	IAC/INTERACTIVECORP CMN	$1,046,000,000	-36.6%	16,023	-22.7%	0.24%	+15.8%
CVG	New	CONVERGYS CORPORATION CMN	$1,037,000,000	–	44,880	+100.0%	0.24%	–
AZO	Sell	AUTOZONE, INC. CMN	$1,037,000,000	-73.3%	1,432	-75.4%	0.24%	-51.2%
CMCSA	Sell	COMCAST CORPORATION CMN CLASS A VOTING	$1,034,000,000	-70.2%	18,187	-68.4%	0.24%	-45.3%
SPF	New	STANDARD PACIFIC CORP NEW CMN	$1,026,000,000	–	128,290	+100.0%	0.24%	–
RSG	Sell	REPUBLIC SERVICES INC CMN	$1,013,000,000	-51.1%	24,597	-53.5%	0.24%	-10.3%
SYNT	New	SYNTEL INC CMN	$1,014,000,000	–	22,380	+100.0%	0.24%	–
OC	Sell	OWENS CORNING CMN	$1,014,000,000	-56.1%	24,183	-56.8%	0.24%	-19.5%
MKC	Sell	MCCORMICK & CO NON VTG SHRS CMN	$1,000,000,000	-70.4%	12,170	-70.9%	0.23%	-45.8%
VAR	Sell	VARIAN MEDICAL SYSTEMS INC CMN	$999,000,000	-53.6%	13,537	-47.0%	0.23%	-15.4%
CBRL	New	CRACKER BARREL OLD COUNTRY STO*RE INC CMN	$998,000,000	–	6,778	+100.0%	0.23%	–
FLO	Buy	FLOWERS FOODS INC CMN	$991,000,000	+136.5%	40,042	+102.0%	0.23%	+334.0%
UFS	New	DOMTAR CORPORATION CMN CLASS	$994,000,000	–	27,803	+100.0%	0.23%	–
HCC	Buy	HCC INSURANCE HOLDINGS INC CMN	$993,000,000	+2.5%	12,822	+1.6%	0.23%	+87.0%
MGA	New	MAGNA INTERNATIONAL INC. CMN	$989,000,000	–	20,609	+100.0%	0.23%	–
DRI	Sell	DARDEN RESTAURANTS INC CMN	$986,000,000	-67.8%	14,388	-66.6%	0.23%	-41.2%
CME	Sell	CME GROUP INC. CMN CLASS A	$986,000,000	-68.7%	10,629	-68.6%	0.23%	-42.9%
HLS	New	HEALTHSOUTH CORPORATION CMN	$979,000,000	–	25,521	+100.0%	0.23%	–
AAPL	Sell	APPLE, INC. CMN	$974,000,000	-73.9%	8,829	-70.3%	0.23%	-52.1%
LOW	Sell	LOWES COMPANIES INC CMN	$972,000,000	-26.3%	14,109	-28.3%	0.22%	+34.7%
MLHR	New	MILLER HERMAN INC. CMN	$970,000,000	–	33,644	+100.0%	0.22%	–
UHS	Sell	UNIVERSAL HEALTH SVC CL B CMN CLASS B	$973,000,000	-61.7%	7,796	-56.4%	0.22%	-29.9%
KING	New	KING DIGITAL ENTERTAINMENT PLC CMN	$969,000,000	–	71,539	+100.0%	0.22%	–
PRAA	New	PRA GROUP INC CMN	$967,000,000	–	18,279	+100.0%	0.22%	–
RBA	New	RITCHIE BROS. AUCTIONEERS INC CMN	$967,000,000	–	37,363	+100.0%	0.22%	–
RL	Sell	RALPH LAUREN CORP CMN CLASS A	$961,000,000	-67.8%	8,131	-63.9%	0.22%	-41.0%
CAH	Sell	CARDINAL HEALTH INC CMN	$946,000,000	-74.0%	12,315	-71.7%	0.22%	-52.5%
DPZ	Sell	DOMINO'S PIZZA, INC. CMN	$939,000,000	-68.4%	8,706	-66.8%	0.22%	-42.0%
CBOE	New	CBOE HOLDINGS, INC. CMN	$938,000,000	–	13,981	+100.0%	0.22%	–
VMW	Buy	VMWARE INC. CMN CLASS A	$933,000,000	-2.5%	11,841	+6.0%	0.22%	+78.5%
BR	Sell	BROADRIDGE FINANCIAL SOLUTIONS IN CMN	$928,000,000	-54.0%	16,762	-58.4%	0.22%	-15.7%
CVC	Sell	CABLEVISION SYSTEMS CORP CABLEVISION NY GROUP COM	$927,000,000	-73.0%	28,541	-80.1%	0.22%	-50.6%
BIG	New	BIG LOTS INC CMN	$922,000,000	–	19,249	+100.0%	0.21%	–
IPG	Sell	INTERPUBLIC GROUP COS CMN	$923,000,000	-37.1%	48,248	-36.6%	0.21%	+15.1%
LRCX	Sell	LAM RESEARCH CORP CMN	$917,000,000	-54.6%	14,034	-43.5%	0.21%	-17.2%
CSC	Sell	COMPUTER SCIENCES CORP CMN	$910,000,000	-74.4%	14,827	-72.7%	0.21%	-53.2%
HBAN	Sell	HUNTINGTON BANCSHARES INCORPOR*ATED CMN	$896,000,000	-41.7%	84,516	-37.8%	0.21%	+7.2%
RMD	Sell	RESMED INC. CMN	$897,000,000	-20.6%	17,605	-12.2%	0.21%	+45.5%
AMCX	Sell	AMC NETWORKS INC. CMN	$899,000,000	-69.8%	12,285	-66.2%	0.21%	-44.8%
QCOM	Sell	QUALCOMM INC CMN	$885,000,000	-41.7%	16,475	-32.0%	0.20%	+6.8%
Y	Buy	ALLEGHANY CORP (DELAWARE) CMN	$878,000,000	+24.2%	1,875	+24.3%	0.20%	+125.6%
ABM	New	ABM INDUSTRIES INC CMN	$876,000,000	–	32,058	+100.0%	0.20%	–
CCE	Sell	COCA-COLA ENTERPRISES, INC. CMN	$876,000,000	-46.0%	18,121	-51.5%	0.20%	-1.0%
MRKT	New	MARKIT LTD. CMN	$872,000,000	–	30,078	+100.0%	0.20%	–
PEP	Sell	PEPSICO INC CMN	$874,000,000	-66.0%	9,269	-66.3%	0.20%	-37.8%
AFSI	New	AMTRUST FINANCIAL SERVICES INC CMN	$866,000,000	–	13,754	+100.0%	0.20%	–
VWR	New	VWR CORPORATION CMN	$867,000,000	–	33,756	+100.0%	0.20%	–
STI	Buy	SUNTRUST BANKS INC $1.00 PAR CMN	$861,000,000	-7.6%	22,521	+4.0%	0.20%	+68.6%
TJX	Sell	TJX COMPANIES INC (NEW) CMN	$859,000,000	-63.5%	12,032	-66.1%	0.20%	-33.2%
VMI	Sell	VALMONT INDUSTRIES INC CMN	$861,000,000	-52.2%	9,071	-40.2%	0.20%	-12.7%
SPR	Sell	SPIRIT AEROSYSTEMS HOLDINGS INC CMN	$844,000,000	-69.9%	17,462	-65.6%	0.20%	-44.8%
PBI	Sell	PITNEY-BOWES INC CMN	$840,000,000	-53.4%	42,315	-51.1%	0.20%	-14.5%
PRXL	New	PAREXEL INTERNATIONAL CORP CMN	$832,000,000	–	13,442	+100.0%	0.19%	–
AXE	New	ANIXTER INTERNATIONAL INC CMN	$832,000,000	–	14,406	+100.0%	0.19%	–
IM	Sell	INGRAM MICRO INC. CLASS A COMMON STOCK	$833,000,000	-52.3%	30,564	-56.2%	0.19%	-12.7%
IBKR	New	INTERACTIVE BROKERS GROUP, INC*. CMN	$832,000,000	–	21,071	+100.0%	0.19%	–
SNDK	Buy	SANDISK CORP CMN	$833,000,000	+466.7%	15,329	+508.1%	0.19%	+915.8%
FFIV	Sell	F5 NETWORKS INC CMN	$829,000,000	-35.4%	7,162	-32.9%	0.19%	+17.8%
M	Sell	MACY'S INC. CMN	$827,000,000	-67.6%	16,105	-57.5%	0.19%	-40.6%
VRSK	Sell	VERISK ANALYTICS, INC. CMN	$828,000,000	-60.6%	11,209	-61.2%	0.19%	-27.8%
MCK	Sell	MCKESSON CORPORATION CMN	$828,000,000	-23.8%	4,473	-7.4%	0.19%	+39.1%
GNCIQ	Sell	GNC HOLDINGS INC. CMN CLASS A	$823,000,000	-66.5%	20,356	-63.2%	0.19%	-38.6%
GD	Sell	GENERAL DYNAMICS CORP. CMN	$826,000,000	-66.5%	5,991	-65.6%	0.19%	-38.8%
SNPS	Sell	SYNOPSYS INC CMN	$826,000,000	-33.7%	17,883	-27.3%	0.19%	+20.9%
ESRX	Sell	EXPRESS SCRIPTS HOLDINGS CMN	$820,000,000	-63.2%	10,129	-59.6%	0.19%	-32.6%
MASI	New	MASIMO CORPORATION CMN	$820,000,000	–	21,276	+100.0%	0.19%	–
LYB	Sell	LYONDELLBASELL INDUSTRIES N.V. CMN CLASS A	$819,000,000	-73.3%	9,829	-66.8%	0.19%	-51.0%
GIS	Sell	GENERAL MILLS INC CMN	$815,000,000	-55.7%	14,528	-55.9%	0.19%	-18.9%
BRCD	Sell	BROCADE COMMUNICATIONS SYSTEMS*, INC. CMN	$817,000,000	-57.7%	78,672	-51.6%	0.19%	-22.5%
BX	New	BLACKSTONE GROUP L.P. (THE) CMN	$815,000,000	–	25,722	+100.0%	0.19%	–
TTWO	New	TAKE TWO INTERACTIVE SOFTWARE INC	$816,000,000	–	28,397	+100.0%	0.19%	–
POLY	New	PLANTRONICS INC CMN	$808,000,000	–	15,881	+100.0%	0.19%	–
HD	New	THE HOME DEPOT, INC. CMN	$808,000,000	–	6,993	+100.0%	0.19%	–
PGR	Sell	PROGRESSIVE CORPORATION (THE) CMN	$801,000,000	-58.3%	26,129	-62.2%	0.19%	-23.5%
FDS	Sell	FACTSET RESEARCH SYSTEMS INC CMN	$802,000,000	-56.5%	5,017	-55.8%	0.19%	-20.5%
HSIC	Sell	HENRY SCHEIN INC COMMON STOCK	$802,000,000	-22.8%	6,042	-17.4%	0.19%	+40.9%
HAS	Sell	HASBRO, INC. CMN	$805,000,000	-68.9%	11,162	-67.7%	0.19%	-43.1%
STRZA	New	STARZ CMN CLASS A	$800,000,000	–	21,432	+100.0%	0.18%	–
ARLP	New	ALLIANCE RESOURCE PARTNERS L.P CMN	$800,000,000	–	35,920	+100.0%	0.18%	–
COH	Sell	COACH INC CMN	$795,000,000	-57.2%	27,494	-48.8%	0.18%	-21.7%
PBCT	Sell	PEOPLES UNITED FINANCIAL INC CMN	$794,000,000	-19.9%	50,455	-17.5%	0.18%	+47.2%
HUM	Sell	HUMANA INC. CMN	$791,000,000	-71.0%	4,418	-69.1%	0.18%	-47.1%
BIO	New	BIO-RAD LABORATORIES, INC CMN CLASS A	$780,000,000	–	5,807	+100.0%	0.18%	–
JWA	New	WILEY JOHN & SONS CL-A CMN CLASS A	$771,000,000	–	15,412	+100.0%	0.18%	–
SYMC	Sell	SYMANTEC CORP CMN	$774,000,000	-71.5%	39,777	-65.9%	0.18%	-47.8%
TTC	New	TORO CO (DELAWARE) CMN	$769,000,000	–	10,896	+100.0%	0.18%	–
MSCI	Sell	MSCI INC. CMN	$770,000,000	-63.6%	12,957	-62.3%	0.18%	-33.6%
OMI	New	OWENS & MINOR INC (NEW) CMN	$769,000,000	–	24,081	+100.0%	0.18%	–
AAN	New	AARON RENTS INC A CMN	$763,000,000	–	21,121	+100.0%	0.18%	–
FNFG	Sell	FIRST NIAGARA FINANCIAL GROUP,* INC. CMN	$763,000,000	-40.9%	74,698	-45.4%	0.18%	+8.6%
SEM	New	SELECT MEDICAL HOLDINGS CORP CMN	$759,000,000	–	70,329	+100.0%	0.18%	–
CACC	New	CREDIT ACCEPTANCE CORPORATION CMN	$760,000,000	–	3,862	+100.0%	0.18%	–
JBL	Sell	JABIL CIRCUIT INC CMN	$759,000,000	-58.1%	33,930	-60.1%	0.18%	-23.1%
DHI	Sell	D.R. HORTON, INC. CMN	$758,000,000	-10.2%	25,805	-16.4%	0.18%	+64.5%
RDN	New	RADIAN GROUP INC. CMN	$754,000,000	–	47,405	+100.0%	0.18%	–
ZTS	Sell	ZOETIS INC. CMN CLASS A	$753,000,000	-16.9%	18,277	-2.7%	0.17%	+51.3%
USNA	New	USANA HEALTH SCIENCES INC CMN	$752,000,000	–	5,610	+100.0%	0.17%	–
SVU	New	SUPERVALU INC CMN	$752,000,000	–	104,673	+100.0%	0.17%	–
CBSH	New	COMMERCE BANCSHARES INC CMN	$750,000,000	–	16,459	+100.0%	0.17%	–
LEN	Sell	LENNAR CORPORATION CMN CLASS A	$744,000,000	-67.0%	15,457	-65.0%	0.17%	-39.6%
BG	Sell	BUNGE LIMITED. ORD CMN	$739,000,000	-81.6%	10,077	-78.0%	0.17%	-66.3%
PNRA	Sell	PANERA BREAD COMPANY CL-A CMN CLASS A	$737,000,000	-69.4%	3,811	-72.4%	0.17%	-43.9%
TDC	Sell	TERADATA CORPORATION CMN	$739,000,000	-68.4%	25,503	-59.7%	0.17%	-42.2%
RAI	Sell	REYNOLDS AMERICAN INC. CMN	$730,000,000	-77.2%	16,494	-61.5%	0.17%	-58.3%
GPN	New	GLOBAL PMTS INC CMN	$731,000,000	–	6,375	+100.0%	0.17%	–
EA	New	ELECTRONIC ARTS CMN	$731,000,000	–	10,790	+100.0%	0.17%	–
TDS	New	TELEPHONE AND DATA SYS INC CMN	$725,000,000	–	29,056	+100.0%	0.17%	–
BOFI	New	BOFI HOLDING, INC. CMN	$721,000,000	–	5,597	+100.0%	0.17%	–
JPM	Sell	JPMORGAN CHASE & CO CMN	$722,000,000	-77.4%	11,834	-74.9%	0.17%	-58.7%
BAH	New	BOOZ ALLEN HAMILTON HOLDING CORPORATION CMN	$718,000,000	–	27,385	+100.0%	0.17%	–
WOOF	New	VCA INC. CMN	$717,000,000	–	13,617	+100.0%	0.17%	–
LUMN	Sell	CENTURYLINK INC CMN	$710,000,000	-68.2%	28,252	-62.9%	0.16%	-42.0%
TOL	Sell	TOLL BROTHERS, INC. CMN	$705,000,000	-39.4%	20,577	-32.4%	0.16%	+10.9%
XL	Buy	XL GROUP PLC CMN	$702,000,000	+277.4%	19,340	+287.7%	0.16%	+579.2%
ROST	Sell	ROSS STORES,INC CMN	$703,000,000	-72.0%	14,514	-71.9%	0.16%	-48.7%
SNI	Sell	SCRIPPS NETWORKS INTERACTIVE, *INC. CMN CLASS A	$699,000,000	-62.0%	14,208	-49.5%	0.16%	-30.5%
SNA	Sell	SNAP-ON INC CMN	$699,000,000	-73.7%	4,632	-72.3%	0.16%	-51.9%
CF	Sell	CF INDUSTRIES HOLDINGS, INC. CMN	$698,000,000	-87.4%	15,551	-81.9%	0.16%	-76.9%
IPGP	Sell	IPG PHOTONICS CORP CMN	$694,000,000	-47.1%	9,138	-40.6%	0.16%	-3.0%
LDOS	New	LEIDOS HLDGS INC CMN	$695,000,000	–	16,836	+100.0%	0.16%	–
FAF	New	FIRST AMERICAN FIN CORP CMN	$689,000,000	–	17,641	+100.0%	0.16%	–
PEG	Sell	PUBLIC-SVC ENTERPRISE GROUP HOLDING CO	$685,000,000	-82.5%	16,239	-83.7%	0.16%	-68.0%
WDC	Sell	WESTERN DIGITAL CORPORATION CMN	$687,000,000	-71.7%	8,648	-72.1%	0.16%	-48.4%
URBN	Sell	URBAN OUTFITTERS INC CMN	$680,000,000	-44.4%	23,130	-33.8%	0.16%	+1.9%
BFB	Buy	BROWN FORMAN CORP CL B CMN CLASS B	$684,000,000	+21.5%	7,059	+25.6%	0.16%	+122.5%
MAS	Sell	MASCO CORPORATION CMN	$682,000,000	-44.4%	27,079	-41.1%	0.16%	+1.9%
BYD	New	BOYD GAMING CORPORATION CMN	$678,000,000	–	41,625	+100.0%	0.16%	–
AOS	New	A.O. SMITH CORP (DEL) CMN	$664,000,000	–	10,182	+100.0%	0.15%	–
AIG	Buy	AMERICAN INTL GROUP, INC. CMN	$663,000,000	+31.0%	11,660	+42.3%	0.15%	+140.6%
TFX	Sell	TELEFLEX INC. CMN	$658,000,000	-37.5%	5,294	-31.8%	0.15%	+14.3%
TXRH	New	TEXAS ROADHOUSE, INC. CMN	$656,000,000	–	17,646	+100.0%	0.15%	–
BMS	Sell	BEMIS COMPANY CMN	$656,000,000	-76.8%	16,568	-73.7%	0.15%	-57.5%
NYCB	Sell	NEW YORK COMMUNITY BANCORP INC CMN	$650,000,000	-53.0%	35,992	-52.2%	0.15%	-13.7%
ALK	Sell	ALASKA AIR GROUP INC(DEL HLDG) CMN	$650,000,000	-84.4%	8,177	-87.4%	0.15%	-71.5%
LCI	New	LANNETT COMPANY, INC. CMN	$650,000,000	–	15,662	+100.0%	0.15%	–
RGC	New	REGAL ENTERTAINMENT GROUP CMN CLASS A	$654,000,000	–	34,997	+100.0%	0.15%	–
TWX	Sell	TIME WARNER INC. CMN	$650,000,000	-73.1%	9,451	-65.8%	0.15%	-50.7%
HELE	New	HELEN OF TROY LTD (NEW) CMN	$646,000,000	–	7,239	+100.0%	0.15%	–
J	Buy	JACOBS ENGINEERING GRP CMN	$644,000,000	-4.3%	17,218	+3.9%	0.15%	+75.3%
FOSL	New	FOSSIL GROUP INC. CMN	$636,000,000	–	11,385	+100.0%	0.15%	–
CAG	Sell	CONAGRA INC CMN	$633,000,000	-55.1%	15,623	-51.6%	0.15%	-17.9%
STE	New	STERIS CORPORATION CMN	$635,000,000	–	9,776	+100.0%	0.15%	–
PNC	Sell	PNC FINANCIAL SERVICES GROUP CMN	$628,000,000	-58.1%	7,035	-55.1%	0.14%	-23.7%
KKR	New	KKR & CO. L.P. CMN	$627,000,000	–	37,379	+100.0%	0.14%	–
LB	Sell	L BRANDS, INC. CMN	$623,000,000	-75.2%	6,916	-76.4%	0.14%	-54.7%
DAN	New	DANA HOLDING CORPORATION CMN	$617,000,000	–	38,831	+100.0%	0.14%	–
VGR	New	VECTOR GROUP LTD CMN	$618,000,000	–	27,315	+100.0%	0.14%	–
UGI	Sell	UGI CORPORATION (HOLDING CO) CMN	$614,000,000	-70.7%	17,620	-71.0%	0.14%	-46.6%
MYL	Sell	MYLAN NV CMN	$613,000,000	-41.2%	15,229	-0.9%	0.14%	+7.6%
WST	New	WEST PHARMACEUTICAL SERVICES INC	$610,000,000	–	11,264	+100.0%	0.14%	–
TSO	Sell	TESORO CORPORATION CMN	$594,000,000	-60.8%	6,106	-66.0%	0.14%	-28.1%
TRN	Sell	TRINITY INDUSTRIES INC (DEL) CMN	$595,000,000	-51.0%	26,237	-42.9%	0.14%	-10.4%
COLM	New	COLUMBIA SPORTSWEAR COMPANY COMMON STOCK	$595,000,000	–	10,126	+100.0%	0.14%	–
PCAR	Sell	PACCAR INC CMN	$593,000,000	-63.8%	11,369	-55.7%	0.14%	-33.8%
MHK	New	MOHAWK INDUSTRIES INC COMMON STOCK	$592,000,000	–	3,255	+100.0%	0.14%	–
CNK	Sell	CINEMARK HOLDINGS, INC. CMN	$589,000,000	-23.0%	18,133	-4.8%	0.14%	+40.2%
DISCA	Sell	DISCOVERY COMMUNICATIONS, INC. CMN SERIES A	$589,000,000	-49.8%	22,635	-35.9%	0.14%	-8.7%
SLM	Sell	SLM CORPORATION CMN	$582,000,000	-79.6%	78,702	-72.7%	0.14%	-62.6%
HMHC	New	HOUGHTON MIFFLIN HARCOURT CO CMN	$582,000,000	–	28,646	+100.0%	0.14%	–
MIK	New	THE MICHAELS COMPANIES, INC. CMN	$579,000,000	–	25,082	+100.0%	0.13%	–
AIRM	New	AIR METHODS CORP NEW CMN	$576,000,000	–	16,898	+100.0%	0.13%	–
CMI	Sell	CUMMINS INC COMMON STOCK	$575,000,000	-75.2%	5,296	-70.0%	0.13%	-54.6%
INXN	New	INTERXION HOLDING N.V. CMN	$573,000,000	–	21,165	+100.0%	0.13%	–
PVTB	New	PRIVATEBANCORP, INC. CMN	$570,000,000	–	14,867	+100.0%	0.13%	–
RF	Sell	REGIONS FINANCIAL CORPORATION CMN	$571,000,000	-56.6%	63,417	-50.1%	0.13%	-21.0%
COF	Sell	CAPITAL ONE FINANCIAL CORP CMN	$571,000,000	-82.5%	7,873	-78.7%	0.13%	-68.0%
MCD	Sell	MC DONALDS CORP CMN	$559,000,000	-60.8%	5,675	-62.1%	0.13%	-28.3%
SNV	Sell	SYNOVUS FINANCIAL CORP CMN	$555,000,000	-11.9%	18,750	-8.3%	0.13%	+61.2%
ALLY	New	ALLY FINANCIAL INC. CMN	$553,000,000	–	27,135	+100.0%	0.13%	–
WBA	Buy	WALGREENS BOOTS ALLIANCE, INC. CMN	$552,000,000	+236.6%	6,644	+242.8%	0.13%	+509.5%
FICO	New	FAIR ISAAC INC CMN	$552,000,000	–	6,528	+100.0%	0.13%	–
WFM	Sell	WHOLE FOODS MARKET INC CMN	$547,000,000	-83.7%	17,292	-79.7%	0.13%	-70.1%
MNST	Sell	MONSTER BEVERAGE CORPORATION CMN	$546,000,000	-60.2%	4,039	-60.6%	0.13%	-27.6%
KLXI	New	KLX INC. CMN	$539,000,000	–	15,080	+100.0%	0.12%	–
WSM	Buy	WILLIAMS-SONOMA, INC. CMN	$541,000,000	+347.1%	7,082	+382.1%	0.12%	+733.3%
CYH	Buy	COMMUNITY HEALTH SYS INC CMN	$539,000,000	+94.6%	12,596	+186.9%	0.12%	+257.1%
AN	Buy	AUTONATION, INC. CMN	$536,000,000	+315.5%	9,210	+348.2%	0.12%	+675.0%
ASGN	New	ON-ASSIGNMENT INC CMN	$530,000,000	–	14,353	+100.0%	0.12%	–
KORS	New	MICHAEL KORS HOLDINGS LIMITED CMN	$532,000,000	–	12,603	+100.0%	0.12%	–
C	Sell	CITIGROUP INC. CMN	$530,000,000	-74.0%	10,681	-71.1%	0.12%	-52.5%
F	New	FORD MOTOR COMPANY CMN	$527,000,000	–	38,872	+100.0%	0.12%	–
VAC	New	MARRIOTT VACATIONS WORLDWIDE CORPORATION CMN	$528,000,000	–	7,742	+100.0%	0.12%	–
HRC	New	HILL-ROM HOLDINGS, INC CMN	$525,000,000	–	10,096	+100.0%	0.12%	–
FHN	New	FIRST HORIZON NATIONAL CORP CMN	$528,000,000	–	37,237	+100.0%	0.12%	–
MCO	Sell	MOODYS CORP CMN	$521,000,000	-30.9%	5,304	-24.1%	0.12%	+27.4%
ORLY	Buy	O'REILLY AUTOMOTIVE INC CMN	$514,000,000	+18.4%	2,055	+7.0%	0.12%	+116.4%
COMM	New	COMMSCOPE HLDG CO INC CMN	$515,000,000	–	17,143	+100.0%	0.12%	–
MAT	Sell	MATTEL, INC. CMN	$514,000,000	-31.0%	24,389	-15.9%	0.12%	+26.6%
ADT	Sell	ADT CORPORATION (THE) CMN	$511,000,000	-49.8%	17,077	-43.7%	0.12%	-8.5%
QRTEA	New	LIBRTY INTRACTVE CORP QVC GRP INTERACTIVE CMN CLASS A	$507,000,000	–	19,316	+100.0%	0.12%	–
SWX	New	SOUTHWEST GAS CORP CMN	$505,000,000	–	8,667	+100.0%	0.12%	–
PAYX	Sell	PAYCHEX, INC. CMN	$505,000,000	-52.4%	10,601	-53.2%	0.12%	-12.7%
FLR	Sell	FLUOR CORPORATION CMN	$500,000,000	-76.0%	11,807	-69.9%	0.12%	-55.9%
DE	Sell	DEERE & COMPANY CMN	$502,000,000	-86.5%	6,778	-82.3%	0.12%	-75.3%
WAL	New	WESTERN ALLIANCE BANCORP CMN	$496,000,000	–	16,143	+100.0%	0.12%	–
JNPR	New	JUNIPER NETWORKS, INC. CMN	$492,000,000	–	19,141	+100.0%	0.11%	–
PHM	Sell	PULTEGROUP INC. CMN	$492,000,000	-69.4%	26,056	-67.4%	0.11%	-44.1%
CHS	New	CHICO'S FAS INC CMN	$482,000,000	–	30,631	+100.0%	0.11%	–
ANTM	Sell	ANTHEM, INC. CMN	$483,000,000	-53.1%	3,449	-45.0%	0.11%	-13.8%
YHOO	Sell	YAHOO INC CMN	$482,000,000	-79.9%	16,663	-72.7%	0.11%	-63.0%
BGS	New	B&G FOODS, INC. CMN	$476,000,000	–	13,060	+100.0%	0.11%	–
PNK	New	PINNACLE ENTMT INC CMN	$476,000,000	–	14,061	+100.0%	0.11%	–
FITB	Sell	FIFTH THIRD BANCORP CMN	$475,000,000	-29.4%	25,139	-22.2%	0.11%	+29.4%
WFC	Sell	WELLS FARGO & CO (NEW) CMN	$470,000,000	-37.6%	9,144	-31.7%	0.11%	+14.7%
WEN	New	WENDY'S CO/THE CMN	$467,000,000	–	53,962	+100.0%	0.11%	–
TGNA	New	TEGNA INC CMN	$467,000,000	–	20,851	+100.0%	0.11%	–
VC	New	VISTEON CORPORATION CMN	$465,000,000	–	4,590	+100.0%	0.11%	–
BMY	Sell	BRISTOL-MYERS SQUIBB COMPANY CMN	$466,000,000	-66.8%	7,868	-62.7%	0.11%	-39.3%
MSI	New	MOTOROLA SOLUTIONS INC CMN	$466,000,000	–	6,815	+100.0%	0.11%	–
MYGN	New	MYRIAD GENETICS INC CMN	$465,000,000	–	12,408	+100.0%	0.11%	–
CRUS	New	CIRRUS LOGIC COMMON STOCK	$465,000,000	–	14,759	+100.0%	0.11%	–
MXIM	New	MAXIM INTEGRATED PRODUCTS INC CMN	$457,000,000	–	13,691	+100.0%	0.11%	–
SON	Sell	SONOCO PRODUCTS CO CMN	$453,000,000	-73.9%	12,000	-70.4%	0.10%	-52.3%
ZION	Sell	ZIONS BANCORP CMN	$454,000,000	-29.2%	16,498	-18.3%	0.10%	+29.6%
VLY	New	VALLEY NATIONAL BANCORP CMN	$454,000,000	–	46,185	+100.0%	0.10%	–
FISV	Sell	FISERV INC CMN	$449,000,000	-54.5%	5,184	-56.5%	0.10%	-16.8%
LLL	Sell	L-3 COMMUNICATIONS HLDGS INC CMN	$447,000,000	-74.5%	4,280	-72.3%	0.10%	-53.2%
GIII	New	G-III APPAREL GROUP, LTD. CMN	$449,000,000	–	7,288	+100.0%	0.10%	–
BBT	Sell	BB&T CORPORATION CMN	$443,000,000	-63.6%	12,433	-58.8%	0.10%	-33.1%
HII	Sell	HUNTINGTON INGALLS INDUSTRIES, INC.	$444,000,000	-53.5%	4,148	-51.1%	0.10%	-14.9%
B	New	BARNES GROUP INC CMN	$435,000,000	–	12,060	+100.0%	0.10%	–
SBNY	New	SIGNATURE BANK CMN	$431,000,000	–	3,134	+100.0%	0.10%	–
ISBC	New	INVESTORS BANCORP, INC. CMN	$430,000,000	–	34,845	+100.0%	0.10%	–
DBD	New	DIEBOLD INCORPORATED CMN	$433,000,000	–	14,555	+100.0%	0.10%	–
BOKF	Sell	BOK FINANCIAL CORP (NEW) CMN	$426,000,000	-28.6%	6,590	-23.2%	0.10%	+30.3%
XRX	Sell	XEROX CORPORATION CMN	$423,000,000	-79.4%	43,466	-77.5%	0.10%	-62.5%
CFG	New	CITIZENS FINANCIAL GROUP INC CMN	$422,000,000	–	17,683	+100.0%	0.10%	–
CCL	New	CARNIVAL CORPORATION CMN	$425,000,000	–	8,553	+100.0%	0.10%	–
AER	New	AERCAP HOLDINGS NV ORD CMN	$421,000,000	–	11,013	+100.0%	0.10%	–
AMAG	New	AMAG PHARMACEUTICALS, INC. CMN	$424,000,000	–	10,661	+100.0%	0.10%	–
DIS	Sell	WALT DISNEY COMPANY (THE) CMN	$419,000,000	-69.2%	4,097	-65.6%	0.10%	-43.6%
JWN	Sell	NORDSTROM INC CMN	$419,000,000	-63.9%	5,838	-62.6%	0.10%	-34.0%
AFL	Buy	AFLAC INCORPORATED CMN	$419,000,000	+24.7%	7,205	+33.2%	0.10%	+125.6%
AYR	New	AIRCASTLE LIMITED CMN	$418,000,000	–	20,281	+100.0%	0.10%	–
CBI	Buy	CHICAGO BRIDGE & IRON COMPANY *N.V. CMN SERIES	$415,000,000	+111.7%	10,456	+166.8%	0.10%	+284.0%
GNTX	Sell	GENTEX CORP CMN	$412,000,000	-59.6%	26,581	-57.2%	0.10%	-26.4%
NATI	New	NATIONAL INSTRUMENTS CORP CMN	$410,000,000	–	14,754	+100.0%	0.10%	–
FRC	Buy	FIRST REPUBLIC BANK CMN SERIES	$409,000,000	+12.4%	6,517	+12.7%	0.10%	+106.5%
TER	New	TERADYNE INC CMN	$408,000,000	–	22,676	+100.0%	0.10%	–
AAP	New	ADVANCE AUTO PARTS, INC. CMN	$404,000,000	–	2,133	+100.0%	0.09%	–
SWK	Sell	STANLEY BLACK & DECKER INC CMN	$400,000,000	-46.8%	4,121	-42.4%	0.09%	-2.1%
ATVI	Sell	ACTIVISION BLIZZARD INC CMN	$402,000,000	-38.8%	13,013	-52.1%	0.09%	+12.0%
BA	Sell	BOEING COMPANY CMN	$400,000,000	-50.1%	3,057	-47.1%	0.09%	-8.8%
BK	New	THE BANK OF NY MELLON CORP CMN	$398,000,000	–	10,155	+100.0%	0.09%	–
WLK	Sell	WESTLAKE CHEMICAL CORPORATION CMN	$399,000,000	-80.8%	7,681	-74.6%	0.09%	-64.9%
HURN	New	HURON CONSULTING GROUP INC. CMN	$398,000,000	–	6,369	+100.0%	0.09%	–
EPAM	New	EPAM SYS INC CMN	$394,000,000	–	5,289	+100.0%	0.09%	–
EWBC	New	EAST WEST BANCORP INC CMN	$392,000,000	–	10,216	+100.0%	0.09%	–
WTFC	New	WINTRUST FINANCIAL CORP CMN	$395,000,000	–	7,401	+100.0%	0.09%	–
LAZ	Sell	LAZARD LTD CMN CLASS A	$393,000,000	-39.7%	9,065	-21.8%	0.09%	+9.6%
EXPE	Buy	EXPEDIA, INC. CMN	$389,000,000	+28.0%	3,306	+19.1%	0.09%	+136.8%
TGI	Sell	TRIUMPH GROUP INC CMN	$387,000,000	-64.7%	9,203	-44.5%	0.09%	-35.3%
SC	New	SANTANDER CONSUMER USA HOLDING CMN	$387,000,000	–	18,965	+100.0%	0.09%	–
MTH	New	MERITAGE HOMES CORPORATION CMN	$383,000,000	–	10,492	+100.0%	0.09%	–
KEY	Sell	KEYCORP CMN	$383,000,000	-79.1%	29,459	-75.8%	0.09%	-61.6%
ANSS	New	ANSYS INC CMN	$385,000,000	–	4,370	+100.0%	0.09%	–
ETR	Sell	ENTERGY CORPORATION CMN	$385,000,000	-91.2%	5,915	-90.5%	0.09%	-84.0%
ABMD	New	ABIOMED INC CMN	$386,000,000	–	4,156	+100.0%	0.09%	–
EMC	Sell	EMC CORPORATION MASS CMN	$384,000,000	-69.8%	15,879	-67.1%	0.09%	-44.7%
DORM	New	DORMAN PRODUCTS INC CMN	$381,000,000	–	7,491	+100.0%	0.09%	–
INCR	New	INC RESEARCH HOLDINGS, INC. CMN	$382,000,000	–	9,545	+100.0%	0.09%	–
ALLE	New	ALLEGION PLC CMN	$380,000,000	–	6,591	+100.0%	0.09%	–
RIG	New	TRANSOCEAN LTD. CMN	$374,000,000	–	28,947	+100.0%	0.09%	–
TRMK	New	TRUSTMARK CORPORATION CMN	$376,000,000	–	16,249	+100.0%	0.09%	–
NEM	Sell	NEWMONT MINING CORPORATION CMN	$371,000,000	-86.6%	23,089	-80.5%	0.09%	-75.4%
SLGN	New	SILGAN HOLDINGS INC CMN	$367,000,000	–	7,046	+100.0%	0.08%	–
HOLX	New	HOLOGIC INCORPORATED CMN	$366,000,000	–	9,344	+100.0%	0.08%	–
FSLR	New	FIRST SOLAR, INC. CMN	$368,000,000	–	8,607	+100.0%	0.08%	–
TMK	New	TORCHMARK CORP CMN	$361,000,000	–	6,408	+100.0%	0.08%	–
SSNC	New	SS&C TECHNOLOGIES HLDGS INC CMN	$361,000,000	–	5,159	+100.0%	0.08%	–
WNR	New	WESTERN REFINING, INC. CMN	$357,000,000	–	8,089	+100.0%	0.08%	–
WBMD	New	WEBMD HEALTH CORP. CMN	$359,000,000	–	9,015	+100.0%	0.08%	–
ACE	Buy	ACE LIMITED CMN	$354,000,000	+92.4%	3,421	+89.1%	0.08%	+256.5%
CATY	New	CATHAY GENERAL BANCORP CMN	$350,000,000	–	11,684	+100.0%	0.08%	–
PKG	Sell	PACKAGING CORP OF AMERICA COMMON STOCK	$344,000,000	-65.4%	5,715	-64.0%	0.08%	-36.5%
TMH	New	TEAM HEALTH HOLDINGS INC CMN	$345,000,000	–	6,387	+100.0%	0.08%	–
FOXA	New	TWENTY-FIRST CENTURY FOX, INC. CMN CLASS A	$345,000,000	–	12,782	+100.0%	0.08%	–
GPC	Sell	GENUINE PARTS CO. CMN	$341,000,000	-48.5%	4,108	-44.5%	0.08%	-6.0%
MAR	Sell	MARRIOTT INTERNATIONAL, INC. CMN CLASS A	$342,000,000	-64.7%	5,009	-61.5%	0.08%	-35.8%
HRG	New	HRG GROUP INC CMN	$337,000,000	–	28,689	+100.0%	0.08%	–
STZ	Sell	CONSTELLATION BRANDS INC CMN CLASS A	$332,000,000	-80.8%	2,650	-82.2%	0.08%	-64.8%
NJR	New	NEW JERSEY RESOURCES CORPORATI*ON CMN	$328,000,000	–	10,925	+100.0%	0.08%	–
TUP	Sell	TUPPERWARE BRANDS CORPORATION CMN	$325,000,000	-56.6%	6,567	-43.3%	0.08%	-21.1%
TMUS	New	T-MOBILE US, INC. CMN	$324,000,000	–	8,134	+100.0%	0.08%	–
CLGX	New	CORELOGIC INC CMN	$320,000,000	–	8,603	+100.0%	0.07%	–
BECN	New	BEACON ROOFING SUPPLY, INC. CMN	$320,000,000	–	9,841	+100.0%	0.07%	–
SHOO	New	STEVEN MADDEN LTD CMN	$321,000,000	–	8,779	+100.0%	0.07%	–
FLTX	New	FLEETMATICS GROUP PLC CMN	$310,000,000	–	6,306	+100.0%	0.07%	–
GAS	Sell	AGL RESOURCES INC CMN	$311,000,000	-85.5%	5,095	-88.9%	0.07%	-73.4%
CDNS	Buy	CADENCE DESIGN SYSTEMS INC CMN	$310,000,000	+1048.1%	15,006	+1005.8%	0.07%	+2300.0%
LNC	Buy	LINCOLN NATL.CORP.INC. CMN	$305,000,000	+167.5%	6,432	+233.8%	0.07%	+407.1%
VRX	New	VALEANT PHARMACEUTICALS INTL CMN	$305,000,000	–	1,710	+100.0%	0.07%	–
BID	New	SOTHEBY'S CMN CLASS A	$303,000,000	–	9,471	+100.0%	0.07%	–
EFX	Sell	EQUIFAX INC CMN	$304,000,000	-1.0%	3,124	-1.3%	0.07%	+79.5%
EVER	New	EVERBANK FINANCIAL CORP CMN	$302,000,000	–	15,667	+100.0%	0.07%	–
FULT	New	FULTON FINANCIAL CORPORATION CMN	$303,000,000	–	25,013	+100.0%	0.07%	–
DNB	Sell	DUN & BRADSTREET CORP DEL NEW CMN	$299,000,000	-86.8%	2,849	-84.7%	0.07%	-76.0%
RRD	Sell	R R DONNELLEY & SONS CO CMN	$300,000,000	-63.5%	20,631	-56.2%	0.07%	-33.7%
MENT	New	MENTOR GRAPHICS CORP CMN	$294,000,000	–	11,956	+100.0%	0.07%	–
WBS	New	WEBSTER FINANCIAL CORP CMN	$294,000,000	–	8,255	+100.0%	0.07%	–
EAT	New	BRINKER INTERNATIONAL INC CMN	$293,000,000	–	5,572	+100.0%	0.07%	–
FNB	New	FNB CORPORATION (VA) CMN	$289,000,000	–	22,280	+100.0%	0.07%	–
CLX	Sell	CLOROX CO (THE) (DELAWARE) CMN	$290,000,000	-91.9%	2,509	-92.8%	0.07%	-85.3%
FCN	New	FTI CONSULTING, INC. CMN	$291,000,000	–	6,999	+100.0%	0.07%	–
RHI	Buy	ROBERT HALF INTL INC CMN	$285,000,000	+168.9%	5,563	+190.2%	0.07%	+407.7%
LXK	New	LEXMARK INTERNATIONAL INC. CMN CLASS A	$280,000,000	–	9,677	+100.0%	0.06%	–
DECK	New	DECKERS OUTDOORS CORP CMN	$280,000,000	–	4,828	+100.0%	0.06%	–
TWC	New	TIME WARNER CABLE INC. CMN	$276,000,000	–	1,536	+100.0%	0.06%	–
STX	New	SEAGATE TECHNOLOGY PLC CMN	$277,000,000	–	6,187	+100.0%	0.06%	–
JCOM	New	J2 GLOBAL INC. CMN	$276,000,000	–	3,902	+100.0%	0.06%	–
CE	Sell	CELANESE CORPORATION CMN SERIES A	$272,000,000	-90.8%	4,589	-88.8%	0.06%	-83.2%
MMS	New	MAXIMUS INC CMN	$270,000,000	–	4,526	+100.0%	0.06%	–
MDRX	New	ALLSCRIPTS HEALTHCARE SOL INC CMN	$270,000,000	–	21,767	+100.0%	0.06%	–
AEL	New	AMERICAN EQTY INVSTMNT LFE HLD*NG CO CMN	$270,000,000	–	11,586	+100.0%	0.06%	–
WHR	Sell	WHIRLPOOL CORP. CMN	$269,000,000	-59.7%	1,829	-52.5%	0.06%	-26.2%
TEX	Sell	TEREX CORP (NEW) CMN	$263,000,000	-62.8%	14,659	-51.8%	0.06%	-32.2%
BLL	Sell	BALL CORPORATION CMN	$259,000,000	-60.7%	4,167	-55.7%	0.06%	-27.7%
VNTV	New	VANTIV, INC. CMN CLASS A	$260,000,000	–	5,783	+100.0%	0.06%	–
CFFN	New	CAPITOL FEDERAL FINANCIAL INC CMN	$259,000,000	–	21,408	+100.0%	0.06%	–
AEP	Sell	AMERICAN ELECTRIC POWER INC CMN	$261,000,000	-81.3%	4,597	-82.5%	0.06%	-65.9%
NUAN	New	NUANCE COMMUNICATIONS, INC. CMN	$258,000,000	–	15,758	+100.0%	0.06%	–
CMA	Buy	COMERICA INCORPORATED CMN	$257,000,000	+43.6%	6,250	+79.6%	0.06%	+160.9%
DFS		DISCOVER FINANCIAL SERVICES CMN	$255,000,000	-9.9%	4,913	0.0%	0.06%	+63.9%
NTI	New	NORTHERN TIER ENERGY LP CMN	$256,000,000	–	11,209	+100.0%	0.06%	–
WAFD	New	WASHINGTON FEDERAL INC CMN	$254,000,000	–	11,143	+100.0%	0.06%	–
FSK	New	FS INVT CORP MUTUAL FUND	$256,000,000	–	27,511	+100.0%	0.06%	–
GRMN	Sell	GARMIN LTD. CMN	$254,000,000	-73.9%	7,084	-68.0%	0.06%	-52.0%
ISRG	New	INTUITIVE SURGICAL, INC. CMN	$246,000,000	–	536	+100.0%	0.06%	–
TKR	New	TIMKEN CO CMN	$243,000,000	–	8,855	+100.0%	0.06%	–
SBUX	New	STARBUCKS CORP. CMN	$243,000,000	–	4,282	+100.0%	0.06%	–
AEE	Sell	AMEREN CORPORATION CMN	$241,000,000	-87.1%	5,702	-88.5%	0.06%	-76.4%
ULTA	Sell	ULTA SALON COSMETICS & FRAGRAN*CE INC. CMN	$237,000,000	-74.4%	1,452	-75.8%	0.06%	-53.0%
GATX	New	GATX CORPORATION CMN	$234,000,000	–	5,298	+100.0%	0.05%	–
STR	New	QUESTAR CORPORATION CMN	$235,000,000	–	12,124	+100.0%	0.05%	–
G	Buy	GENPACT LIMITED CMN	$231,000,000	+38.3%	9,804	+25.6%	0.05%	+157.1%
EEFT	New	EURONET WORLDWIDE INC CMN	$230,000,000	–	3,111	+100.0%	0.05%	–
AET	Buy	AETNA INC CMN	$228,000,000	+300.0%	2,082	+363.7%	0.05%	+657.1%
SBGI	New	SINCLAIR BROADCAST GROUP INC CMN CLASS A	$228,000,000	–	8,996	+100.0%	0.05%	–
BIIB	Sell	BIOGEN INC. CMN	$230,000,000	-75.5%	788	-66.1%	0.05%	-55.5%
CYN	New	CITY NATIONAL CORP CMN	$227,000,000	–	2,578	+100.0%	0.05%	–
COST	Sell	COSTCO WHOLESALE CORPORATION CMN	$230,000,000	-80.9%	1,592	-82.1%	0.05%	-65.1%
HUBB	New	HUBBELL INCORPORATED CLASS B CMN CLASS B	$227,000,000	–	2,678	+100.0%	0.05%	–
POST	New	POST HOLDINGS, INC. CMN	$224,000,000	–	3,794	+100.0%	0.05%	–
DLTR	Sell	DOLLAR TREE INC. CMN	$220,000,000	-84.8%	3,293	-82.0%	0.05%	-72.1%
SNX	New	SYNNEX CORPORATION CMN	$219,000,000	–	2,574	+100.0%	0.05%	–
STJ	New	ST JUDE MEDICAL INC CMN	$215,000,000	–	3,412	+100.0%	0.05%	–
SERV	New	SERVICEMASTER GLOBAL HOLDINGS,* INC. CMN	$208,000,000	–	6,201	+100.0%	0.05%	–
CBT	New	CABOT CORP. CMN	$206,000,000	–	6,516	+100.0%	0.05%	–
MOGA	New	MOOG INC CL A CMN CLASS A	$207,000,000	–	3,824	+100.0%	0.05%	–
WSTC	New	WEST CORPORATION CMN	$201,000,000	–	8,953	+100.0%	0.05%	–
IPXL	New	IMPAX LABORATORIES, INC. CMN SERIES	$203,000,000	–	5,760	+100.0%	0.05%	–
QEP	Buy	QEP RESOURCES, INC. CMN	$200,000,000	-5.2%	15,996	+40.2%	0.05%	+70.4%
AZPN	New	ASPEN TECHNOLOGY INC CMN	$200,000,000	–	5,265	+100.0%	0.05%	–
EXC	Sell	EXELON CORPORATION CMN	$198,000,000	-91.6%	6,654	-91.2%	0.05%	-84.6%
TVPT	New	TRAVELPORT WORLDWIDE LTD CMN	$193,000,000	–	14,622	+100.0%	0.04%	–
CTXS	New	CITRIX SYSTEMS INC CMN	$191,000,000	–	2,760	+100.0%	0.04%	–
KND	New	KINDRED HEALTHCARE INC. CMN	$188,000,000	–	11,943	+100.0%	0.04%	–
BOH	New	BANK OF HAWAII CORPORATION CMN	$189,000,000	–	2,977	+100.0%	0.04%	–
SKX	New	SKECHERS USA INC CL-A CMN CLASS A	$186,000,000	–	1,390	+100.0%	0.04%	–
SF	New	STIFEL FINANCIAL CORP CMN	$186,000,000	–	4,419	+100.0%	0.04%	–
PRA	New	PROASSURANCE CORP CMN	$180,000,000	–	3,659	+100.0%	0.04%	–
DOW	Sell	DOW CHEMICAL CO CMN	$180,000,000	-85.8%	4,256	-82.8%	0.04%	-73.8%
PH	Buy	PARKER-HANNIFIN CORP. CMN	$183,000,000	-15.7%	1,884	+0.8%	0.04%	+55.6%
JCPNQ	New	J.C. PENNEY CO INC (HLDNG CO) CMN	$181,000,000	–	19,493	+100.0%	0.04%	–
CI	New	CIGNA CORPORATION CMN	$176,000,000	–	1,306	+100.0%	0.04%	–
JBLU	New	JETBLUE AIRWAYS CORPORATION CMN	$177,000,000	–	6,884	+100.0%	0.04%	–
JACK	New	JACK IN THE BOX INC. CMN	$179,000,000	–	2,328	+100.0%	0.04%	–
TILE	New	INTERFACE INC. CMN CLASS	$178,000,000	–	7,953	+100.0%	0.04%	–
LFUS	New	LITTELFUSE INC CMN	$175,000,000	–	1,918	+100.0%	0.04%	–
XLNX	Buy	XILINX INCORPORATED CMN	$177,000,000	+704.5%	4,176	+752.2%	0.04%	+1266.7%
WSO	New	WATSCO INC CMN	$164,000,000	–	1,380	+100.0%	0.04%	–
BEN	Buy	FRANKLIN RESOURCES INC CMN	$164,000,000	+215.4%	4,404	+314.7%	0.04%	+442.9%
LECO	New	LINCOLN ELECTRIC HOLDINGS INC CMN	$166,000,000	–	3,168	+100.0%	0.04%	–
OPHT	New	OPHTHOTECH CORPORATION CMN	$160,000,000	–	3,941	+100.0%	0.04%	–
SBH	Sell	SALLY BEAUTY HOLDINGS, INC. CMN	$154,000,000	-93.6%	6,484	-91.5%	0.04%	-88.2%
SPLS	Sell	STAPLES, INC. CMN	$154,000,000	-95.6%	13,104	-94.3%	0.04%	-91.9%
ONB	New	OLD NATIONAL BANCORP CMN	$153,000,000	–	10,976	+100.0%	0.04%	–
MSM	New	MSC INDUSTRIAL DIRECT CO INC CL-A CLASS A	$146,000,000	–	2,387	+100.0%	0.03%	–
ANAC	New	ANACOR PHARMACEUTICALS, INC. CMN	$141,000,000	–	1,202	+100.0%	0.03%	–
MATX	New	MATSON, INC. CMN	$144,000,000	–	3,751	+100.0%	0.03%	–
MTG	New	MGIC INVESTMENT CORP COMMON STOCK	$142,000,000	–	15,321	+100.0%	0.03%	–
CTLT	New	CATALENT, INC. CMN	$142,000,000	–	5,858	+100.0%	0.03%	–
3106PS	Sell	DELPHI AUTOMOTIVE PLC CMN	$140,000,000	-67.7%	1,841	-63.8%	0.03%	-41.8%
EMN	Sell	EASTMAN CHEM CO CMN	$138,000,000	-88.3%	2,128	-85.2%	0.03%	-78.5%
FNF	New	FIDELITY NATIONAL FINANCIAL, I*NC. CMN	$133,000,000	–	3,747	+100.0%	0.03%	–
FIS	New	FIDELITY NATL INFO SVCS INC CMN	$134,000,000	–	1,994	+100.0%	0.03%	–
NUS	Sell	NU SKIN ENTERPRISES INC CMN CLASS A	$132,000,000	-90.3%	3,189	-89.0%	0.03%	-82.1%
TDY	New	TELEDYNE TECHNOLOGIES INC CMN	$119,000,000	–	1,320	+100.0%	0.03%	–
HAR	New	HARMAN INTL INDS INC (NEW) CMN	$122,000,000	–	1,268	+100.0%	0.03%	–
SPB	New	SPECTRUM BRANDS HOLDINGS INC CMN	$119,000,000	–	1,298	+100.0%	0.03%	–
VIAB	Sell	VIACOM INC CMN CLASS B	$121,000,000	-84.7%	2,796	-77.2%	0.03%	-72.0%
PRTY	New	PARTY CITY HOLDCO INC CMN	$118,000,000	–	7,372	+100.0%	0.03%	–
ROK	New	ROCKWELL AUTOMATION INC CMN	$111,000,000	–	1,095	+100.0%	0.03%	–
INTU	Sell	INTUIT INC CMN	$109,000,000	-93.4%	1,225	-92.5%	0.02%	-88.0%
HSNI	New	HSN, INC. CMN	$109,000,000	–	1,897	+100.0%	0.02%	–
RCL	New	ROYAL CARIBBEAN CRUISES LTD ISIN: LR0008862868	$110,000,000	–	1,235	+100.0%	0.02%	–
ALGN	New	ALIGN TECHNOLOGY INC CMN	$109,000,000	–	1,927	+100.0%	0.02%	–
ALSN	New	ALLISON TRANSMISSION HLDG INC. CMN	$109,000,000	–	4,102	+100.0%	0.02%	–
BLKB	New	BLACKBAUD INC CMN	$107,000,000	–	1,904	+100.0%	0.02%	–
BKU	New	BANKUNITED INC CMN	$103,000,000	–	2,873	+100.0%	0.02%	–
ALL	Sell	ALLSTATE CORPORATION COMMON STOCK	$104,000,000	-26.2%	1,780	-18.2%	0.02%	+33.3%
IT	New	GARTNER, INC. CMN	$105,000,000	–	1,251	+100.0%	0.02%	–
UAL	Buy	UNITED CONTINENTAL HOLDING INC CMN	$105,000,000	+556.2%	1,982	+571.9%	0.02%	+1100.0%
NFG	New	NATIONAL FUEL GAS CO CMN	$105,000,000	–	2,108	+100.0%	0.02%	–
MA	New	MASTERCARD INCORPORATED CMN CLASS A	$98,000,000	–	1,087	+100.0%	0.02%	–
MU	Sell	MICRON TECHNOLOGY, INC. CMN	$98,000,000	-89.7%	6,518	-87.0%	0.02%	-80.8%
MOS	Sell	THE MOSAIC COMPANY CMN	$98,000,000	-97.9%	3,152	-96.8%	0.02%	-96.0%
WEC	New	WEC ENERGY GROUP, INC. CMN	$101,000,000	–	1,941	+100.0%	0.02%	–
WDR	New	WADDELL & REED FIN., INC. CLASS A COMMON	$96,000,000	–	2,751	+100.0%	0.02%	–
DOFSQ	New	DIAMOND OFFSHORE DRILLING, INC CMN	$95,000,000	–	5,510	+100.0%	0.02%	–
ASB	New	ASSOCIATED BANC-CORP CMN	$95,000,000	–	5,278	+100.0%	0.02%	–
CMP	New	COMPASS MINERALS INTL, INC. CMN	$97,000,000	–	1,234	+100.0%	0.02%	–
BAC	New	BANK OF AMERICA CORP CMN	$76,000,000	–	4,909	+100.0%	0.02%	–
CBS	New	CBS CORPORATION CMN CLASS B	$79,000,000	–	1,978	+100.0%	0.02%	–
GWW	New	W.W. GRAINGER INCORPORATED CMN	$78,000,000	–	361	+100.0%	0.02%	–
MET	New	METLIFE, INC. CMN	$79,000,000	–	1,671	+100.0%	0.02%	–
CERN	Sell	CERNER CORP CMN	$72,000,000	-71.4%	1,208	-66.9%	0.02%	-46.9%
HIG	New	HARTFORD FINANCIAL SRVCS GROUP CMN	$73,000,000	–	1,593	+100.0%	0.02%	–
TXN	New	TEXAS INSTRUMENTS INC. CMN	$68,000,000	–	1,379	+100.0%	0.02%	–
POT	New	POTASH CORP OF SASKATCHEWAN INC	$68,000,000	–	3,306	+100.0%	0.02%	–
OPK	New	OPKO HEALTH INC CMN	$64,000,000	–	7,655	+100.0%	0.02%	–
TEN	New	TENNECO INC CMN	$62,000,000	–	1,396	+100.0%	0.01%	–
WRB	New	W.R. BERKLEY CORPORATION CMN	$59,000,000	–	1,091	+100.0%	0.01%	–
RAD	New	RITE AID CORP CMN	$59,000,000	–	9,772	+100.0%	0.01%	–
TEL	New	TE CONNECTIVITY LTD CMN	$61,000,000	–	1,020	+100.0%	0.01%	–
WCG	New	WELLCARE HEALTH PLANS INC CMN	$54,000,000	–	622	+100.0%	0.01%	–
EXPD	Sell	EXPEDITORS INTL WASH INC CMN	$55,000,000	-94.5%	1,175	-94.6%	0.01%	-89.8%
CIEN	New	CIENA CORPORATION CMN	$56,000,000	–	2,682	+100.0%	0.01%	–
IART	New	INTEGRA LIFESCIENCES HOLDING CORPORATION	$52,000,000	–	881	+100.0%	0.01%	–
EL	Sell	ESTEE LAUDER COS INC CL-A CMN CLASS A	$51,000,000	-97.5%	635	-97.3%	0.01%	-95.4%
HXL	Sell	HEXCEL CORPORATION (NEW) CMN	$48,000,000	-58.6%	1,079	-53.6%	0.01%	-26.7%
LVS	New	LAS VEGAS SANDS CORP. CMN	$43,000,000	–	1,141	+100.0%	0.01%	–
SIVB	New	SVB FINANCIAL GROUP CMN	$42,000,000	–	365	+100.0%	0.01%	–
HUBS	New	HUBSPOT INC. CMN	$45,000,000	–	979	+100.0%	0.01%	–
TMO	New	THERMO FISHER SCIENTIFIC INC CMN	$38,000,000	–	311	+100.0%	0.01%	–
PNW	Sell	PINNACLE WEST CAPITAL CORP CMN	$38,000,000	-98.6%	594	-98.8%	0.01%	-97.4%
MPC	Sell	MARATHON PETROLEUM CORPORATION CMN	$41,000,000	-95.0%	877	-94.4%	0.01%	-91.3%
MNRO	New	MONRO MUFFLER BRAKE, INC. CMN	$37,000,000	–	543	+100.0%	0.01%	–
DCI	New	DONALDSON CO INC CMN	$40,000,000	–	1,428	+100.0%	0.01%	–
OAK	New	OAKTREE CAPITAL GROUP, LLC CMN	$36,000,000	–	722	+100.0%	0.01%	–
HZNP	New	HORIZON PHARMA PLC CMN	$34,000,000	–	1,709	+100.0%	0.01%	–
CMC	New	COMMERCIAL METALS CO CMN	$31,000,000	–	2,290	+100.0%	0.01%	–
CRI	New	CARTER'S, INC. CMN	$32,000,000	–	357	+100.0%	0.01%	–
MDP	New	MEREDITH CORP. CMN	$26,000,000	–	601	+100.0%	0.01%	–
HYH	New	HALYARD HEALTH, INC. CMN	$28,000,000	–	998	+100.0%	0.01%	–
PACW	New	PACWEST BANCORP CMN	$23,000,000	–	526	+100.0%	0.01%	–
ARRS	New	ARRIS GROUP, INC. CMN	$22,000,000	–	860	+100.0%	0.01%	–
NFX	Sell	NEWFIELD EXPLORATION CO. CMN	$22,000,000	-95.5%	669	-95.0%	0.01%	-91.9%
AES	Sell	AES CORP. CMN	$22,000,000	-94.4%	2,289	-92.2%	0.01%	-90.0%
ENS	New	ENERSYS CMN	$22,000,000	–	416	+100.0%	0.01%	–
MRVL	New	MARVELL TECHNOLOGY GROUP LTD. CMN	$16,000,000	–	1,816	+100.0%	0.00%	–
LUV	Sell	SOUTHWEST AIRLINES CO CMN	$18,000,000	-90.8%	472	-92.0%	0.00%	-84.0%
SIX	New	SIX FLAGS ENTERTAINMENT CORPOR*ATION CMN	$16,000,000	–	360	+100.0%	0.00%	–
ACIW	New	ACI WORLDWIDE INC CMN	$17,000,000	–	825	+100.0%	0.00%	–
V	New	VISA INC. CMN CLASS A	$14,000,000	–	204	+100.0%	0.00%	–
WR	Sell	WESTAR ENERGY, INC. CMN	$14,000,000	-99.4%	352	-99.4%	0.00%	-98.9%
SPXC	New	SPX CORPORATION CMN	$10,000,000	–	811	+100.0%	0.00%	–
FLIR	New	FLIR SYSTEMS INC CMN	$7,000,000	–	240	+100.0%	0.00%	–
UTX	Sell	UNITED TECHNOLOGIES CORP CMN	$9,000,000	-99.4%	103	-99.3%	0.00%	-99.0%
CDK	New	CDK GLOBAL INC CMN	$7,000,000	–	152	+100.0%	0.00%	–
WWW	New	WOLVERINE WORLD WIDE CMN	$7,000,000	–	323	+100.0%	0.00%	–
INSYQ	New	INSYS THERAPEUTICS INC CMN	$10,000,000	–	336	+100.0%	0.00%	–
IR	New	INGERSOLL-RAND PLC CMN	$1,000,000	–	4	+100.0%	0.00%	–
WCC	Exit	WESCO INTERNATIONAL INC. CMN	$0	–	-239	-100.0%	-0.00%	–
SPLK	Exit	SPLUNK INC CMN	$0	–	-558	-100.0%	-0.01%	–
HES	Exit	HESS CORPORATION CMN	$0	–	-637	-100.0%	-0.01%	–
CNA	Exit	CNA FINCL.CORP. CMN	$0	–	-1,604	-100.0%	-0.01%	–
DNRCQ	Exit	DENBURY RESOURCES INC CMN	$0	–	-13,393	-100.0%	-0.01%	–
AWK	Exit	AMERICAN WATER WORKS CO, INC. CMN	$0	–	-2,155	-100.0%	-0.01%	–
ITW	Exit	ILLINOIS TOOL WORKS CMN	$0	–	-1,295	-100.0%	-0.02%	–
CHK	Exit	CHESAPEAKE ENERGY CORPORATION CMN	$0	–	-11,591	-100.0%	-0.02%	–
CAT	Exit	CATERPILLAR INC (DELAWARE) CMN	$0	–	-1,993	-100.0%	-0.02%	–
URI	Exit	UNITED RENTALS, INC. CMN	$0	–	-1,903	-100.0%	-0.02%	–
SIAL	Exit	SIGMA-ALDRICH CORPORATION CMN	$0	–	-1,446	-100.0%	-0.03%	–
LNT	Exit	ALLIANT ENERGY CORPORATION CMN	$0	–	-3,761	-100.0%	-0.03%	–
DOV	Exit	DOVER CORPORATION CMN	$0	–	-3,129	-100.0%	-0.03%	–
NEE	Exit	NEXTERA ENERGY, INC. CMN	$0	–	-2,362	-100.0%	-0.03%	–
CTRX	Exit	CATAMARAN CORP CMN	$0	–	-4,047	-100.0%	-0.03%	–
RAX	Exit	RACKSPACE HOSTING, INC. CMN	$0	–	-6,670	-100.0%	-0.03%	–
PPL	Exit	PPL CORPORATION CMN	$0	–	-10,770	-100.0%	-0.04%	–
CPN	Exit	CALPINE CORPORATION CMN	$0	–	-17,453	-100.0%	-0.04%	–
MRO	Exit	MARATHON OIL CORPORATION CMN	$0	–	-13,348	-100.0%	-0.04%	–
CLF	Exit	CLIFFS NATURAL RESOURCES INC. CMN	$0	–	-86,222	-100.0%	-0.05%	–
CSX	Exit	CSX CORPORATION CMN	$0	–	-13,573	-100.0%	-0.06%	–
OSK	Exit	OSHKOSH CORPORATION CMN	$0	–	-10,663	-100.0%	-0.06%	–
ARCC	Exit	ARES CAPITAL CORPORATION MUTUAL FUND	$0	–	-29,277	-100.0%	-0.06%	–
ES	Exit	EVERSOURCE ENERGY CMN	$0	–	-10,805	-100.0%	-0.06%	–
BMRN	Exit	BIOMARIN PHARMACEUTICAL INC CMN	$0	–	-3,994	-100.0%	-0.07%	–
CBRE	Exit	CBRE GROUP INC CMN	$0	–	-19,485	-100.0%	-0.09%	–
INFA	Exit	INFORMATICA CORP CMN	$0	–	-15,308	-100.0%	-0.09%	–
OCR	Exit	OMNICARE INC. CMN	$0	–	-8,660	-100.0%	-0.10%	–
GM	Exit	GENERAL MOTORS COMPANY CMN	$0	–	-24,314	-100.0%	-0.10%	–
MSG	Exit	THE MADISON SQUARE GARDEN CO CMN CLASS A	$0	–	-10,762	-100.0%	-0.11%	–
PG	Exit	PROCTER & GAMBLE COMPANY (THE) CMN	$0	–	-11,752	-100.0%	-0.12%	–
MUR	Exit	MURPHY OIL CORPORATION CMN	$0	–	-23,495	-100.0%	-0.12%	–
BAX	Exit	BAXTER INTERNATIONAL INC CMN	$0	–	-14,151	-100.0%	-0.12%	–
MDT	Exit	MEDTRONIC PUBLIC LIMITED COMPA*NY CMN	$0	–	-13,466	-100.0%	-0.13%	–
IFF	Exit	INTL.FLAVORS & FRAGRANCE CMN	$0	–	-9,898	-100.0%	-0.14%	–
EIX	Exit	EDISON INTERNATIONAL CMN	$0	–	-20,103	-100.0%	-0.14%	–
CPA	Exit	COPA HOLDINGS, S.A. CMN CLASS A	$0	–	-14,351	-100.0%	-0.15%	–
SCG	Exit	SCANA CORP CMN	$0	–	-25,094	-100.0%	-0.16%	–
DTE	Exit	DTE ENERGY COMPANY CMN	$0	–	-18,069	-100.0%	-0.17%	–
FDX	Exit	FEDEX CORP CMN	$0	–	-8,117	-100.0%	-0.18%	–
CHD	Exit	CHURCH & DWIGHT CO., INC. CMN	$0	–	-17,832	-100.0%	-0.18%	–
EBAY	Exit	EBAY INC. CMN	$0	–	-26,143	-100.0%	-0.20%	–
XEL	Exit	XCEL ENERGY INC CMN	$0	–	-51,202	-100.0%	-0.21%	–
COL	Exit	ROCKWELL COLLINS, INC. CMN	$0	–	-18,571	-100.0%	-0.22%	–
ED	Exit	CONSOLIDATED EDISON INC CMN	$0	–	-30,399	-100.0%	-0.22%	–
UHAL	Exit	AMERCO CMN	$0	–	-5,384	-100.0%	-0.22%	–
GXP	Exit	GREAT PLAINS ENERGY INC. CMN	$0	–	-73,979	-100.0%	-0.23%	–
JLL	Exit	JONES LANG LASALLE INC CMN	$0	–	-11,614	-100.0%	-0.25%	–
KMB	Exit	KIMBERLY CLARK CORP CMN	$0	–	-18,876	-100.0%	-0.25%	–
HRB	Exit	H & R BLOCK INC. CMN	$0	–	-67,337	-100.0%	-0.25%	–
PCG	Exit	P G & E CORPORATION CMN	$0	–	-44,190	-100.0%	-0.28%	–
SJM	Exit	J.M. SMUCKER CO. CMN	$0	–	-20,849	-100.0%	-0.29%	–
SCI	Exit	SERVICE CORP INTERNATL CMN	$0	–	-83,056	-100.0%	-0.31%	–
ACAS	Exit	AMERICAN CAPITAL, LTD. MUTUAL FUND	$0	–	-231,857	-100.0%	-0.40%	–
HSP	Exit	HOSPIRA, INC. CMN	$0	–	-63,071	-100.0%	-0.71%	–
A309PS	Exit	DIRECTV CMN	$0	–	-70,918	-100.0%	-0.83%	–

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2015-11-13

Signatures

The EDGAR filing(s) were signed by:

Andrew Radford — Compliance Officer

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
JOHNSON & JOHNSON CMN	12	Q3 2017	1.1%
AMDOCS LIMITED ORDINARY SHARES	12	Q3 2017	0.9%
INGREDION INC CMN	12	Q3 2017	1.0%
DST SYSTEM INC COMMON STOCK	12	Q3 2017	1.4%
CISCO SYSTEMS, INC. CMN	12	Q3 2017	0.7%
MICROSOFT CORPORATION CMN	12	Q3 2017	1.0%
TYSON FOODS INC CL-A CMN CLASS A	12	Q3 2017	0.8%
PHILIP MORRIS INTL INC CMN	12	Q3 2017	0.9%
INTEL CORPORATION CMN	12	Q3 2017	0.8%
WAL MART STORES INC CMN	12	Q3 2017	0.8%

View GAM SYSTEMATIC LLP's complete holdings history.

Latest filings

Type	Filed
13F-NT	2021-07-07
13F-NT	2021-05-10
13F-NT	2021-02-08
13F-NT	2020-11-10
13F-NT	2020-08-12
13F-NT	2020-05-14
13F-NT	2020-02-06
13F-NT	2019-11-12
13F-NT	2019-08-13
13F-NT	2019-05-14

View GAM SYSTEMATIC LLP's complete filings history.

All filings

View complete filings history.

Compare quarters

Issues

The following issues were detected while analyzing the report:

The reported total value is incorrect (431705000.0 != 431705000000.0)
The reported number of holdings is incorrect (616 != 614)

Export GAM SYSTEMATIC LLP's holdings