$351 Million is the total value of GAM SYSTEMATIC LLP's 628 reported holdings in Q4 2015. The portfolio turnover from Q3 2015 to Q4 2015 was 23.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DOX | Sell | AMDOCS LIMITED ORDINARY SHARES | $2,317,000,000 | -11.3% | 42,455 | -7.5% | 0.66% | +9.3% |
| CTB | Sell | COOPER TIRE & RUBBER CO. CMN | $2,290,000,000 | -12.1% | 60,501 | -8.2% | 0.65% | +8.3% |
| JNJ | Sell | JOHNSON & JOHNSON CMN | $2,054,000,000 | -21.4% | 19,996 | -28.5% | 0.59% | -3.1% |
| AHL | Sell | ASPEN INSURANCE HOLDINGS LTD CMN | $2,001,000,000 | -14.1% | 41,426 | -17.3% | 0.57% | +5.9% |
| CPB | Sell | CAMPBELL SOUP CO CMN | $1,997,000,000 | -11.8% | 37,993 | -14.9% | 0.57% | +8.6% |
| PFE | Sell | PFIZER INC. CMN | $1,949,000,000 | -7.9% | 60,387 | -10.4% | 0.56% | +13.5% |
| PM | Sell | PHILIP MORRIS INTL INC CMN | $1,808,000,000 | -8.0% | 20,565 | -17.0% | 0.52% | +13.4% |
| MSFT | Sell | MICROSOFT CORPORATION CMN | $1,648,000,000 | -10.5% | 29,703 | -28.6% | 0.47% | +10.1% |
| WM | Sell | WASTE MANAGEMENT INC CMN | $1,605,000,000 | -19.8% | 30,066 | -25.2% | 0.46% | -1.3% |
| DST | Sell | DST SYSTEM INC COMMON STOCK | $1,599,000,000 | -5.4% | 14,016 | -12.8% | 0.46% | +16.6% |
| RNR | Sell | RENAISSANCE RE HOLDINGS LTD CMN | $1,580,000,000 | -0.1% | 13,960 | -6.1% | 0.45% | +23.2% |
| UTHR | Sell | UNITED THERAPEUTICS CORP CMN | $1,571,000,000 | -5.6% | 10,032 | -20.9% | 0.45% | +16.1% |
| MRK | Sell | MERCK & CO., INC. CMN | $1,569,000,000 | -27.4% | 29,704 | -32.1% | 0.45% | -10.8% |
| FL | Sell | FOOT LOCKER, INC. CMN | $1,510,000,000 | -21.6% | 23,205 | -13.2% | 0.43% | -3.4% |
| VRSN | Sell | VERISIGN INC CMN | $1,486,000,000 | -19.8% | 17,009 | -35.2% | 0.42% | -1.2% |
| PPC | Sell | PILGRIM'S PRIDE CORPORATION CMN | $1,488,000,000 | -6.2% | 67,377 | -11.7% | 0.42% | +15.5% |
| CSCO | Sell | CISCO SYSTEMS, INC. CMN | $1,452,000,000 | -8.0% | 53,458 | -11.1% | 0.41% | +13.1% |
| PRE | Sell | PARTNERRE LTD BERMUDA CMN | $1,420,000,000 | -29.5% | 10,159 | -30.0% | 0.40% | -13.3% |
| NVR | Sell | N V R INC CMN | $1,421,000,000 | -16.9% | 865 | -22.9% | 0.40% | +2.3% |
| CASY | Sell | CASEY'S GENERAL STORES,INC CMN | $1,412,000,000 | -22.7% | 11,721 | -34.0% | 0.40% | -4.7% |
| GILD | Sell | GILEAD SCIENCES CMN | $1,390,000,000 | -11.1% | 13,738 | -13.8% | 0.40% | +9.4% |
| CDW | Sell | CDW CORP CMN | $1,375,000,000 | -17.6% | 32,699 | -19.9% | 0.39% | +1.6% |
| RE | Sell | EVEREST RE GROUP LTD CMN | $1,307,000,000 | -24.7% | 7,139 | -28.7% | 0.37% | -7.2% |
| UNF | Sell | UNIFIRST CORPORATION CMN | $1,300,000,000 | -34.3% | 12,473 | -32.7% | 0.37% | -19.2% |
| BBY | Sell | BEST BUY CO INC CMN SERIES | $1,300,000,000 | -18.2% | 42,678 | -0.3% | 0.37% | +0.8% |
| KR | Sell | KROGER COMPANY CMN | $1,299,000,000 | -32.2% | 31,050 | -41.6% | 0.37% | -16.7% |
| LANC | Sell | LANCASTER COLONY CORP CMN | $1,280,000,000 | -6.0% | 11,085 | -20.6% | 0.36% | +15.9% |
| IBM | Sell | INTL BUSINESS MACHINES CORP CMN | $1,270,000,000 | -11.6% | 9,231 | -6.8% | 0.36% | +8.7% |
| VZ | Sell | VERIZON COMMUNICATIONS INC. CMN | $1,260,000,000 | -5.2% | 27,268 | -10.7% | 0.36% | +16.6% |
| AVT | Sell | AVNET INC. CMN | $1,250,000,000 | -0.3% | 29,177 | -0.7% | 0.36% | +22.8% |
| SANM | Sell | SANMINA-SCI CORPORATION CMN | $1,237,000,000 | -9.4% | 60,117 | -5.9% | 0.35% | +11.7% |
| T | Sell | AT&T INC CMN | $1,230,000,000 | -11.6% | 35,754 | -16.3% | 0.35% | +9.0% |
| WU | Sell | WESTERN UNION COMPANY (THE) CMN | $1,226,000,000 | -21.0% | 68,452 | -18.9% | 0.35% | -2.5% |
| HRL | Sell | HORMEL FOODS CORP CMN | $1,211,000,000 | +3.8% | 15,317 | -16.9% | 0.34% | +27.8% |
| NTAP | Sell | NETAPP, INC. CMN | $1,199,000,000 | -15.0% | 45,187 | -5.1% | 0.34% | +4.6% |
| CHE | Sell | CHEMED CORP CMN | $1,197,000,000 | -23.8% | 7,993 | -32.0% | 0.34% | -6.3% |
| MAN | Sell | MANPOWER GROUP CMN | $1,175,000,000 | -17.1% | 13,940 | -19.5% | 0.34% | +2.1% |
| JKHY | Sell | JACK HENRY & ASSOC INC CMN | $1,162,000,000 | -33.7% | 14,881 | -40.9% | 0.33% | -18.5% |
| CAKE | Sell | CHEESECAKE FACTORY INCORPORATE*D (THE) CMN | $1,138,000,000 | -30.1% | 24,688 | -18.2% | 0.32% | -13.8% |
| HNT | Sell | HEALTH NET, INC. CMN | $1,135,000,000 | -15.0% | 16,580 | -25.2% | 0.32% | +4.9% |
| MGLN | Sell | MAGELLAN HEALTH , INC. CMN | $1,133,000,000 | -14.2% | 18,376 | -22.8% | 0.32% | +5.6% |
| CIT | Sell | CIT GROUP INC. CMN CLASS | $1,132,000,000 | -14.2% | 28,509 | -13.5% | 0.32% | +5.6% |
| DLB | Sell | DOLBY LABORATORIES, INC. CMN CLASS A | $1,118,000,000 | -21.1% | 33,232 | -23.5% | 0.32% | -2.7% |
| LEA | Sell | LEAR CORPORATION CMN | $1,120,000,000 | -9.9% | 9,119 | -20.2% | 0.32% | +10.8% |
| THG | Sell | HANOVER INSURANCE GROUP INC CMN | $1,115,000,000 | -4.8% | 13,705 | -9.1% | 0.32% | +17.3% |
| TSN | Sell | TYSON FOODS INC CL-A CMN CLASS A | $1,114,000,000 | -8.2% | 20,883 | -25.9% | 0.32% | +13.2% |
| ICLR | Sell | ICON PUBLIC LIMITED COMPANY CMN | $1,105,000,000 | -41.7% | 14,216 | -46.7% | 0.32% | -28.2% |
| LLY | Sell | ELI LILLY & CO CMN | $1,103,000,000 | -33.8% | 13,093 | -34.2% | 0.32% | -18.4% |
| Q | Sell | QUINTILES TRANSNATIONAL HOLDINGS INC. CMN | $1,100,000,000 | -44.6% | 16,023 | -43.9% | 0.31% | -31.7% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO CMN | $1,091,000,000 | -22.6% | 29,738 | -12.5% | 0.31% | -4.6% |
| RTN | Sell | RAYTHEON CO CMN | $1,089,000,000 | -26.7% | 8,747 | -35.6% | 0.31% | -9.6% |
| TSS | Sell | TOTAL SYS SVC INC. CMN | $1,088,000,000 | -7.4% | 21,854 | -15.5% | 0.31% | +14.0% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP, INC. CMN | $1,076,000,000 | -33.3% | 11,547 | -43.4% | 0.31% | -17.9% |
| AFG | Sell | AMERICAN FINANCIAL GROUP INC CMN | $1,058,000,000 | -26.3% | 14,676 | -29.6% | 0.30% | -9.3% |
| AGO | Sell | ASSURED GUARANTY LTD. CMN | $1,051,000,000 | -23.2% | 39,763 | -27.4% | 0.30% | -5.4% |
| AXS | Sell | AXIS CAPITAL HOLDINGS, LTD. CMN | $1,047,000,000 | -22.2% | 18,632 | -25.6% | 0.30% | -4.2% |
| ACGL | Sell | ARCH CAPITAL GROUP LTD. CMN | $1,035,000,000 | -29.8% | 14,833 | -26.1% | 0.30% | -13.5% |
| TSRA | Sell | TESSERA TECHNOLOGIES, INC. CMN | $1,024,000,000 | -33.2% | 34,107 | -27.9% | 0.29% | -17.7% |
| SAFM | Sell | SANDERSON FARMS INC CMN | $1,017,000,000 | -57.9% | 13,123 | -62.7% | 0.29% | -48.1% |
| SYF | Sell | SYNCHRONY FINANCIAL CMN | $1,007,000,000 | -40.7% | 33,121 | -39.0% | 0.29% | -27.2% |
| CACI | Sell | CACI INTERNATIONAL INC CMN CLASS A | $1,007,000,000 | -21.9% | 10,852 | -37.7% | 0.29% | -4.0% |
| PF | Sell | PINNACLE FOODS INC. CMN | $1,004,000,000 | -20.5% | 23,647 | -21.6% | 0.29% | -2.4% |
| CB | Sell | CHUBB CORP CMN | $993,000,000 | -22.5% | 7,484 | -28.3% | 0.28% | -4.7% |
| GLW | Sell | CORNING INCORPORATED CMN | $984,000,000 | -32.6% | 53,829 | -36.9% | 0.28% | -16.9% |
| NVDA | Sell | NVIDIA CORP CMN | $974,000,000 | -42.2% | 29,547 | -56.7% | 0.28% | -28.7% |
| TRV | Sell | THE TRAVELERS COMPANIES, INC CMN | $976,000,000 | -19.0% | 8,652 | -28.6% | 0.28% | -0.4% |
| KBR | Sell | KBR, INC. CMN | $971,000,000 | -17.9% | 57,373 | -19.2% | 0.28% | +1.1% |
| BBBY | Sell | BED BATH & BEYOND INC. CMN | $964,000,000 | -30.1% | 19,970 | -17.5% | 0.28% | -13.8% |
| HCA | Sell | HCA HOLDINGS, INC. CMN | $960,000,000 | -46.9% | 14,195 | -39.3% | 0.27% | -34.6% |
| XRAY | Sell | DENTSPLY INTL INC CMN | $955,000,000 | -27.7% | 15,701 | -39.9% | 0.27% | -11.1% |
| AEO | Sell | AMERICAN EAGLE OUTFITTERS INC (NEW) | $946,000,000 | -20.0% | 61,057 | -19.2% | 0.27% | -1.5% |
| EME | Sell | EMCOR GROUP INC. CMN | $948,000,000 | -13.8% | 19,738 | -20.6% | 0.27% | +5.9% |
| AMSG | Sell | AMSURG CORP. CMN | $939,000,000 | -22.5% | 12,352 | -20.7% | 0.27% | -4.6% |
| ARW | Sell | ARROW ELECTRONICS INC. CMN | $931,000,000 | -25.0% | 17,176 | -23.5% | 0.26% | -7.7% |
| DVA | Sell | DAVITA HEALTHCARE PARTNERS INC CMN | $926,000,000 | -39.7% | 13,284 | -37.4% | 0.26% | -25.8% |
| VR | Sell | VALIDUS HOLDINGS, LTD. CMN | $917,000,000 | -16.1% | 19,808 | -18.3% | 0.26% | +3.2% |
| TRI | Sell | THOMSON REUTERS CORPORATION CMN | $911,000,000 | -25.3% | 24,062 | -20.6% | 0.26% | -8.1% |
| LMT | Sell | LOCKHEED MARTIN CORPORATION CMN | $911,000,000 | -34.4% | 4,195 | -37.4% | 0.26% | -19.3% |
| WAT | Sell | WATERS CORPORATION COMMON STOCK | $910,000,000 | -43.9% | 6,765 | -50.7% | 0.26% | -31.1% |
| OTEX | Sell | OPEN TEXT CORP CMN | $907,000,000 | -17.0% | 18,928 | -22.5% | 0.26% | +2.4% |
| CNC | Sell | CENTENE CORPORATION CMN | $908,000,000 | -28.2% | 13,795 | -40.8% | 0.26% | -11.6% |
| IAC | Sell | IAC/INTERACTIVECORP CMN | $907,000,000 | -13.3% | 15,103 | -5.7% | 0.26% | +7.0% |
| ORCL | Sell | ORACLE CORPORATION CMN | $902,000,000 | -21.9% | 24,682 | -22.8% | 0.26% | -4.1% |
| SAIC | Sell | SCIENCE APPLICATIONS INTL CORP CMN | $903,000,000 | -41.5% | 19,733 | -48.6% | 0.26% | -28.0% |
| ENH | Sell | ENDURANCE SPECIALTY HLDGS LTD CMN | $891,000,000 | -41.0% | 13,928 | -43.7% | 0.25% | -27.4% |
| CALM | Sell | CAL-MAINE FOODS INC CMN | $881,000,000 | -28.8% | 19,007 | -16.1% | 0.25% | -12.5% |
| RGA | Sell | REINSURANCE GROUP AMER INC CMN | $876,000,000 | -20.3% | 10,236 | -15.6% | 0.25% | -2.0% |
| MOH | Sell | MOLINA HEALTHCARE, INC. CMN | $872,000,000 | -24.7% | 14,494 | -13.8% | 0.25% | -7.1% |
| CMCSA | Sell | COMCAST CORPORATION CMN CLASS A VOTING | $868,000,000 | -16.1% | 15,380 | -15.4% | 0.25% | +3.3% |
| DLX | Sell | DELUXE CORP CMN | $862,000,000 | -28.0% | 15,796 | -26.4% | 0.25% | -11.2% |
| CVG | Sell | CONVERGYS CORPORATION CMN | $854,000,000 | -17.6% | 34,307 | -23.6% | 0.24% | +1.7% |
| CRL | Sell | CHARLES RIV LABS INTL INC CMN | $851,000,000 | -42.1% | 10,590 | -54.3% | 0.24% | -28.7% |
| RMD | Sell | RESMED INC. CMN | $847,000,000 | -5.6% | 15,774 | -10.4% | 0.24% | +16.3% |
| TTWO | Sell | TAKE TWO INTERACTIVE SOFTWARE INC | $843,000,000 | +3.3% | 24,190 | -14.8% | 0.24% | +27.0% |
| CHMT | Sell | CHEMTURA CORPORATION CMN | $835,000,000 | -31.0% | 30,635 | -27.6% | 0.24% | -15.0% |
| Y | Sell | ALLEGHANY CORP (DELAWARE) CMN | $830,000,000 | -5.5% | 1,737 | -7.4% | 0.24% | +16.7% |
| DGX | Sell | QUEST DIAGNOSTICS INCORPORATED CMN | $823,000,000 | -44.4% | 11,565 | -52.0% | 0.24% | -31.5% |
| EW | Sell | EDWARDS LIFESCIENCES CORP CMN | $822,000,000 | -51.7% | 10,409 | -13.1% | 0.23% | -40.6% |
| KSS | Sell | KOHL'S CORP (WISCONSIN) CMN | $821,000,000 | -44.1% | 17,237 | -45.7% | 0.23% | -31.4% |
| MD | Sell | MEDNAX INC CMN | $809,000,000 | -53.5% | 11,283 | -50.2% | 0.23% | -42.7% |
| LPNT | Sell | LIFEPOINT HEALTH INC CMN | $804,000,000 | -27.3% | 10,954 | -29.8% | 0.23% | -10.5% |
| AMGN | Sell | AMGEN INC. CMN | $804,000,000 | -37.1% | 4,953 | -46.4% | 0.23% | -22.6% |
| MRKT | Sell | MARKIT LTD. CMN | $792,000,000 | -9.2% | 26,250 | -12.7% | 0.23% | +11.9% |
| KEYS | Sell | KEYSIGHT TECHNOLOGIES, INC. CMN | $790,000,000 | -60.0% | 27,879 | -56.5% | 0.22% | -50.9% |
| BR | Sell | BROADRIDGE FINANCIAL SOLUTIONS IN CMN | $786,000,000 | -15.3% | 14,626 | -12.7% | 0.22% | +4.2% |
| OC | Sell | OWENS CORNING CMN | $787,000,000 | -22.4% | 16,724 | -30.8% | 0.22% | -4.7% |
| PEP | Sell | PEPSICO INC CMN | $784,000,000 | -10.3% | 7,842 | -15.4% | 0.22% | +10.9% |
| BYD | Sell | BOYD GAMING CORPORATION CMN | $775,000,000 | +14.3% | 38,989 | -6.3% | 0.22% | +40.8% |
| FNFG | Sell | FIRST NIAGARA FINANCIAL GROUP,* INC. CMN | $774,000,000 | +1.4% | 71,340 | -4.5% | 0.22% | +24.9% |
| MKC | Sell | MCCORMICK & CO NON VTG SHRS CMN | $772,000,000 | -22.8% | 9,024 | -25.9% | 0.22% | -5.2% |
| LDOS | Sell | LEIDOS HLDGS INC CMN | $769,000,000 | +10.6% | 13,668 | -18.8% | 0.22% | +36.0% |
| THO | Sell | THOR INDUSTRIES INC CMN | $769,000,000 | -34.8% | 13,698 | -39.9% | 0.22% | -19.8% |
| GT | Sell | THE GOODYEAR TIRE & RUBBER CO. CMN | $766,000,000 | -33.3% | 23,461 | -40.0% | 0.22% | -18.0% |
| MASI | Sell | MASIMO CORPORATION CMN | $755,000,000 | -7.9% | 18,188 | -14.5% | 0.22% | +13.2% |
| AIZ | Sell | ASSURANT, INC. CMN | $749,000,000 | -37.6% | 9,304 | -38.8% | 0.21% | -23.0% |
| VOYA | Sell | VOYA FINANCIAL INC CMN | $745,000,000 | -42.4% | 20,195 | -39.5% | 0.21% | -29.3% |
| HAS | Sell | HASBRO, INC. CMN | $741,000,000 | -8.0% | 11,004 | -1.4% | 0.21% | +13.4% |
| NOC | Sell | NORTHROP GRUMMAN CORP CMN | $732,000,000 | -47.5% | 3,875 | -53.8% | 0.21% | -35.3% |
| AVY | Sell | AVERY DENNISON CORPORATION CMN | $722,000,000 | -33.4% | 11,515 | -39.9% | 0.21% | -17.9% |
| MGA | Sell | MAGNA INTERNATIONAL INC. CMN | $720,000,000 | -27.2% | 17,761 | -13.8% | 0.20% | -10.5% |
| PDCO | Sell | PATTERSON COMPANIES INC CMN | $715,000,000 | -63.9% | 15,814 | -65.5% | 0.20% | -55.6% |
| IPG | Sell | INTERPUBLIC GROUP COS CMN | $717,000,000 | -22.3% | 30,784 | -36.2% | 0.20% | -4.7% |
| LH | Sell | LABORATORY CORPORATION OF AMER*ICA HOLDINGS CMN | $710,000,000 | -55.8% | 5,745 | -61.2% | 0.20% | -45.7% |
| SNI | Sell | SCRIPPS NETWORKS INTERACTIVE, *INC. CMN CLASS A | $701,000,000 | +0.3% | 12,702 | -10.6% | 0.20% | +23.5% |
| BPOP | Sell | POPULAR, INC. CMN | $698,000,000 | -35.3% | 24,641 | -30.9% | 0.20% | -20.4% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIONS CORP CLASS A | $696,000,000 | -35.7% | 11,604 | -32.9% | 0.20% | -21.1% |
| MSCI | Sell | MSCI INC. CMN | $690,000,000 | -10.4% | 9,560 | -26.2% | 0.20% | +10.7% |
| UHS | Sell | UNIVERSAL HEALTH SVC CL B CMN CLASS B | $692,000,000 | -28.9% | 5,788 | -25.8% | 0.20% | -12.4% |
| RBA | Sell | RITCHIE BROS. AUCTIONEERS INC CMN | $681,000,000 | -29.6% | 28,238 | -24.4% | 0.19% | -13.4% |
| SPR | Sell | SPIRIT AEROSYSTEMS HOLDINGS INC CMN | $682,000,000 | -19.2% | 13,624 | -22.0% | 0.19% | -1.0% |
| ASNA | Sell | ASCENA RETAIL GROUP INC CMN | $682,000,000 | -38.1% | 69,217 | -12.5% | 0.19% | -23.9% |
| PBI | Sell | PITNEY-BOWES INC CMN | $674,000,000 | -19.8% | 32,641 | -22.9% | 0.19% | -1.5% |
| VWR | Sell | VWR CORPORATION CMN | $671,000,000 | -22.6% | 23,685 | -29.8% | 0.19% | -5.0% |
| JWA | Sell | WILEY JOHN & SONS CL-A CMN CLASS A | $662,000,000 | -14.1% | 14,694 | -4.7% | 0.19% | +5.6% |
| VMI | Sell | VALMONT INDUSTRIES INC CMN | $645,000,000 | -25.1% | 6,080 | -33.0% | 0.18% | -7.5% |
| RSG | Sell | REPUBLIC SERVICES INC CMN | $643,000,000 | -36.5% | 14,607 | -40.6% | 0.18% | -22.1% |
| CINF | Sell | CINCINNATI FINANCIAL CRP CMN | $641,000,000 | -46.9% | 10,825 | -51.8% | 0.18% | -34.6% |
| CTAS | Sell | CINTAS CORPORATION CMN | $637,000,000 | -48.1% | 6,998 | -51.1% | 0.18% | -35.9% |
| ACN | Sell | ACCENTURE PLC CMN | $636,000,000 | -43.3% | 6,084 | -46.7% | 0.18% | -30.4% |
| LUMN | Sell | CENTURYLINK INC CMN | $635,000,000 | -10.6% | 25,246 | -10.6% | 0.18% | +10.4% |
| GPS | Sell | GAP INC CMN | $630,000,000 | -49.9% | 25,497 | -42.2% | 0.18% | -38.1% |
| VLO | Sell | VALERO ENERGY CORPORATION CMN | $632,000,000 | -40.8% | 8,940 | -49.6% | 0.18% | -27.1% |
| QCOM | Sell | QUALCOMM INC CMN | $610,000,000 | -31.1% | 12,204 | -25.9% | 0.17% | -15.1% |
| ESRX | Sell | EXPRESS SCRIPTS HOLDINGS CMN | $607,000,000 | -26.0% | 6,941 | -31.5% | 0.17% | -8.9% |
| LOW | Sell | LOWES COMPANIES INC CMN | $603,000,000 | -38.0% | 7,933 | -43.8% | 0.17% | -23.6% |
| BFB | Sell | BROWN FORMAN CORP CL B CMN CLASS B | $586,000,000 | -14.3% | 5,903 | -16.4% | 0.17% | +5.7% |
| RL | Sell | RALPH LAUREN CORP CMN CLASS A | $582,000,000 | -39.4% | 5,223 | -35.8% | 0.17% | -25.6% |
| PRXL | Sell | PAREXEL INTERNATIONAL CORP CMN | $580,000,000 | -30.3% | 8,518 | -36.6% | 0.16% | -14.5% |
| DPZ | Sell | DOMINO'S PIZZA, INC. CMN | $577,000,000 | -38.6% | 5,184 | -40.5% | 0.16% | -24.3% |
| PRAA | Sell | PRA GROUP INC CMN | $574,000,000 | -40.6% | 16,557 | -9.4% | 0.16% | -26.8% |
| OMI | Sell | OWENS & MINOR INC (NEW) CMN | $572,000,000 | -25.6% | 15,900 | -34.0% | 0.16% | -8.4% |
| WMT | Sell | WAL MART STORES INC CMN | $569,000,000 | -61.5% | 9,276 | -59.3% | 0.16% | -52.6% |
| CME | Sell | CME GROUP INC. CMN CLASS A | $563,000,000 | -42.9% | 6,214 | -41.5% | 0.16% | -29.4% |
| HLS | Sell | HEALTHSOUTH CORPORATION CMN | $562,000,000 | -42.6% | 16,140 | -36.8% | 0.16% | -29.5% |
| TOL | Sell | TOLL BROTHERS, INC. CMN | $553,000,000 | -21.6% | 16,598 | -19.3% | 0.16% | -3.1% |
| BKE | Sell | BUCKLE INC COM CMN | $543,000,000 | -51.1% | 17,629 | -41.3% | 0.16% | -39.7% |
| C | Sell | CITIGROUP INC. CMN | $542,000,000 | +2.3% | 10,467 | -2.0% | 0.16% | +26.0% |
| UNH | Sell | UNITEDHEALTH GROUP INCORPORATE*D CMN | $542,000,000 | -66.3% | 4,607 | -66.8% | 0.16% | -58.4% |
| AFSI | Sell | AMTRUST FINANCIAL SERVICES INC CMN | $541,000,000 | -37.5% | 8,785 | -36.1% | 0.15% | -23.4% |
| TW | Sell | TOWERS WATSON & CO. CMN CLASS A | $538,000,000 | -49.3% | 4,190 | -53.6% | 0.15% | -37.8% |
| OA | Sell | ORBITAL ATK INC CMN | $538,000,000 | -54.2% | 6,019 | -63.2% | 0.15% | -43.8% |
| LRCX | Sell | LAM RESEARCH CORP CMN | $526,000,000 | -42.6% | 6,626 | -52.8% | 0.15% | -29.2% |
| BIO | Sell | BIO-RAD LABORATORIES, INC CMN CLASS A | $523,000,000 | -32.9% | 3,769 | -35.1% | 0.15% | -17.7% |
| XL | Sell | XL GROUP PLC CMN | $514,000,000 | -26.8% | 13,109 | -32.2% | 0.15% | -9.8% |
| ATR | Sell | APTARGROUP INC CMN | $514,000,000 | -53.1% | 7,074 | -57.4% | 0.15% | -42.1% |
| MYL | Sell | MYLAN NV CMN | $512,000,000 | -16.5% | 9,475 | -37.8% | 0.15% | +2.8% |
| PGR | Sell | PROGRESSIVE CORPORATION (THE) CMN | $513,000,000 | -36.0% | 16,146 | -38.2% | 0.15% | -21.5% |
| ABT | Sell | ABBOTT LABORATORIES CMN | $507,000,000 | -61.4% | 11,297 | -65.4% | 0.14% | -52.3% |
| TDS | Sell | TELEPHONE AND DATA SYS INC CMN | $505,000,000 | -30.3% | 19,499 | -32.9% | 0.14% | -14.3% |
| DKS | Sell | DICKS SPORTING GOODS INC CMN | $506,000,000 | -52.1% | 14,302 | -32.9% | 0.14% | -41.2% |
| JPM | Sell | JPMORGAN CHASE & CO CMN | $494,000,000 | -31.6% | 7,480 | -36.8% | 0.14% | -15.6% |
| UFS | Sell | DOMTAR CORPORATION CMN CLASS | $495,000,000 | -50.2% | 13,408 | -51.8% | 0.14% | -38.7% |
| SYY | Sell | SYSCO CORPORATION CMN | $487,000,000 | -55.8% | 11,875 | -58.0% | 0.14% | -45.5% |
| GMED | Sell | GLOBUS MEDICAL INC CMN CLASS A | $483,000,000 | -55.8% | 17,351 | -67.2% | 0.14% | -45.5% |
| ADT | Sell | ADT CORPORATION (THE) CMN | $473,000,000 | -7.4% | 14,329 | -16.1% | 0.14% | +14.4% |
| OMC | Sell | OMNICOM GROUP CMN | $472,000,000 | -60.3% | 6,236 | -65.5% | 0.14% | -51.1% |
| SIRO | Sell | SIRONA DENTAL SYSTEMS, INC. CMN | $471,000,000 | -55.6% | 4,301 | -62.1% | 0.13% | -45.5% |
| SNA | Sell | SNAP-ON INC CMN | $463,000,000 | -33.8% | 2,699 | -41.7% | 0.13% | -18.5% |
| M | Sell | MACY'S INC. CMN | $461,000,000 | -44.3% | 13,190 | -18.1% | 0.13% | -31.8% |
| STI | Sell | SUNTRUST BANKS INC $1.00 PAR CMN | $457,000,000 | -46.9% | 10,659 | -52.7% | 0.13% | -34.7% |
| SEM | Sell | SELECT MEDICAL HOLDINGS CORP CMN | $456,000,000 | -39.9% | 38,315 | -45.5% | 0.13% | -26.1% |
| AN | Sell | AUTONATION, INC. CMN | $449,000,000 | -16.2% | 7,523 | -18.3% | 0.13% | +3.2% |
| AGCO | Sell | AGCO CORP CMN | $450,000,000 | -76.1% | 9,905 | -75.5% | 0.13% | -70.6% |
| INXN | Sell | INTERXION HOLDING N.V. CMN | $446,000,000 | -22.2% | 14,804 | -30.1% | 0.13% | -4.5% |
| AIG | Sell | AMERICAN INTL GROUP, INC. CMN | $441,000,000 | -33.5% | 7,111 | -39.0% | 0.13% | -18.2% |
| MCO | Sell | MOODYS CORP CMN | $421,000,000 | -19.2% | 4,193 | -20.9% | 0.12% | -0.8% |
| J | Sell | JACOBS ENGINEERING GRP CMN | $422,000,000 | -34.5% | 10,060 | -41.6% | 0.12% | -19.5% |
| ARLP | Sell | ALLIANCE RESOURCE PARTNERS L.P CMN | $418,000,000 | -47.8% | 30,986 | -13.7% | 0.12% | -35.7% |
| CRUS | Sell | CIRRUS LOGIC COMMON STOCK | $402,000,000 | -13.5% | 13,606 | -7.8% | 0.12% | +6.5% |
| EXPE | Sell | EXPEDIA, INC. CMN | $403,000,000 | +3.6% | 3,242 | -1.9% | 0.12% | +27.8% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N.V. CMN CLASS A | $400,000,000 | -51.2% | 4,604 | -53.2% | 0.11% | -40.0% |
| PVTB | Sell | PRIVATEBANCORP, INC. CMN | $397,000,000 | -30.4% | 9,671 | -34.9% | 0.11% | -14.4% |
| MCK | Sell | MCKESSON CORPORATION CMN | $393,000,000 | -52.5% | 1,995 | -55.4% | 0.11% | -41.7% |
| FOSL | Sell | FOSSIL GROUP INC. CMN | $386,000,000 | -39.3% | 10,549 | -7.3% | 0.11% | -25.2% |
| KORS | Sell | MICHAEL KORS HOLDINGS LIMITED CMN | $381,000,000 | -28.4% | 9,500 | -24.6% | 0.11% | -11.4% |
| WFC | Sell | WELLS FARGO & CO (NEW) CMN | $383,000,000 | -18.5% | 7,047 | -22.9% | 0.11% | 0.0% |
| DHI | Sell | D.R. HORTON, INC. CMN | $378,000,000 | -50.1% | 11,792 | -54.3% | 0.11% | -38.6% |
| COF | Sell | CAPITAL ONE FINANCIAL CORP CMN | $372,000,000 | -34.9% | 5,147 | -34.6% | 0.11% | -19.7% |
| LCI | Sell | LANNETT COMPANY, INC. CMN | $368,000,000 | -43.4% | 9,175 | -41.4% | 0.10% | -30.5% |
| BOKF | Sell | BOK FINANCIAL CORP (NEW) CMN | $367,000,000 | -13.8% | 6,138 | -6.9% | 0.10% | +6.1% |
| FLR | Sell | FLUOR CORPORATION CMN | $364,000,000 | -27.2% | 7,711 | -34.7% | 0.10% | -10.3% |
| GIS | Sell | GENERAL MILLS INC CMN | $364,000,000 | -55.3% | 6,308 | -56.6% | 0.10% | -45.0% |
| CATY | Sell | CATHAY GENERAL BANCORP CMN | $354,000,000 | +1.1% | 11,298 | -3.3% | 0.10% | +24.7% |
| HBAN | Sell | HUNTINGTON BANCSHARES INCORPOR*ATED CMN | $349,000,000 | -61.0% | 31,543 | -62.7% | 0.10% | -51.9% |
| ABMD | Sell | ABIOMED INC CMN | $349,000,000 | -9.6% | 3,868 | -6.9% | 0.10% | +12.4% |
| VAR | Sell | VARIAN MEDICAL SYSTEMS INC CMN | $342,000,000 | -65.8% | 4,237 | -68.7% | 0.10% | -57.6% |
| DBD | Sell | DIEBOLD INCORPORATED CMN | $345,000,000 | -20.3% | 11,465 | -21.2% | 0.10% | -2.0% |
| ROST | Sell | ROSS STORES,INC CMN | $341,000,000 | -51.5% | 6,331 | -56.4% | 0.10% | -40.5% |
| FAF | Sell | FIRST AMERICAN FIN CORP CMN | $337,000,000 | -51.1% | 9,401 | -46.7% | 0.10% | -40.0% |
| HUM | Sell | HUMANA INC. CMN | $336,000,000 | -57.5% | 1,880 | -57.4% | 0.10% | -47.5% |
| PBCT | Sell | PEOPLES UNITED FINANCIAL INC CMN | $333,000,000 | -58.1% | 20,611 | -59.1% | 0.10% | -48.4% |
| HOLX | Sell | HOLOGIC INCORPORATED CMN | $333,000,000 | -9.0% | 8,601 | -8.0% | 0.10% | +11.8% |
| TFX | Sell | TELEFLEX INC. CMN | $331,000,000 | -49.7% | 2,521 | -52.4% | 0.09% | -38.2% |
| COLM | Sell | COLUMBIA SPORTSWEAR COMPANY COMMON STOCK | $330,000,000 | -44.5% | 6,766 | -33.2% | 0.09% | -31.9% |
| VRSK | Sell | VERISK ANALYTICS, INC. CMN | $323,000,000 | -61.0% | 4,199 | -62.5% | 0.09% | -52.1% |
| F | Sell | FORD MOTOR COMPANY CMN | $321,000,000 | -39.1% | 22,780 | -41.4% | 0.09% | -24.6% |
| TRMK | Sell | TRUSTMARK CORPORATION CMN | $311,000,000 | -17.3% | 13,492 | -17.0% | 0.09% | +2.3% |
| RDN | Sell | RADIAN GROUP INC. CMN | $310,000,000 | -58.9% | 23,138 | -51.2% | 0.09% | -49.7% |
| URBN | Sell | URBAN OUTFITTERS INC CMN | $307,000,000 | -54.9% | 13,500 | -41.6% | 0.09% | -44.3% |
| WTFC | Sell | WINTRUST FINANCIAL CORP CMN | $301,000,000 | -23.8% | 6,209 | -16.1% | 0.09% | -5.5% |
| WEN | Sell | WENDY'S CO/THE CMN | $302,000,000 | -35.3% | 28,086 | -48.0% | 0.09% | -20.4% |
| MIK | Sell | THE MICHAELS COMPANIES, INC. CMN | $298,000,000 | -48.5% | 13,462 | -46.3% | 0.08% | -36.6% |
| TSO | Sell | TESORO CORPORATION CMN | $290,000,000 | -51.2% | 2,751 | -54.9% | 0.08% | -39.9% |
| WAL | Sell | WESTERN ALLIANCE BANCORP CMN | $291,000,000 | -41.3% | 8,109 | -49.8% | 0.08% | -27.8% |
| RIG | Sell | TRANSOCEAN LTD. CMN | $286,000,000 | -23.5% | 23,106 | -20.2% | 0.08% | -5.7% |
| WOOF | Sell | VCA INC. CMN | $286,000,000 | -60.1% | 5,206 | -61.8% | 0.08% | -50.6% |
| FISV | Sell | FISERV INC CMN | $283,000,000 | -37.0% | 3,097 | -40.3% | 0.08% | -22.1% |
| XRX | Sell | XEROX CORPORATION CMN | $275,000,000 | -35.0% | 25,859 | -40.5% | 0.08% | -20.4% |
| STRZA | Sell | STARZ CMN CLASS A | $274,000,000 | -65.8% | 8,172 | -61.9% | 0.08% | -57.8% |
| WST | Sell | WEST PHARMACEUTICAL SERVICES INC | $275,000,000 | -54.9% | 4,566 | -59.5% | 0.08% | -44.7% |
| ASGN | Sell | ON-ASSIGNMENT INC CMN | $266,000,000 | -49.8% | 5,914 | -58.8% | 0.08% | -38.2% |
| BMY | Sell | BRISTOL-MYERS SQUIBB COMPANY CMN | $259,000,000 | -44.4% | 3,758 | -52.2% | 0.07% | -31.5% |
| GIII | Sell | G-III APPAREL GROUP, LTD. CMN | $256,000,000 | -43.0% | 5,787 | -20.6% | 0.07% | -29.8% |
| B | Sell | BARNES GROUP INC CMN | $253,000,000 | -41.8% | 7,147 | -40.7% | 0.07% | -28.7% |
| HELE | Sell | HELEN OF TROY LTD (NEW) CMN | $248,000,000 | -61.6% | 2,628 | -63.7% | 0.07% | -52.7% |
| SNV | Sell | SYNOVUS FINANCIAL CORP CMN | $249,000,000 | -55.1% | 7,692 | -59.0% | 0.07% | -45.0% |
| AAP | Sell | ADVANCE AUTO PARTS, INC. CMN | $248,000,000 | -38.6% | 1,647 | -22.8% | 0.07% | -24.5% |
| TJX | Sell | TJX COMPANIES INC (NEW) CMN | $246,000,000 | -71.4% | 3,468 | -71.2% | 0.07% | -64.8% |
| SWK | Sell | STANLEY BLACK & DECKER INC CMN | $247,000,000 | -38.2% | 2,310 | -43.9% | 0.07% | -24.7% |
| TXRH | Sell | TEXAS ROADHOUSE, INC. CMN | $238,000,000 | -63.7% | 6,663 | -62.2% | 0.07% | -55.3% |
| PNC | Sell | PNC FINANCIAL SERVICES GROUP CMN | $238,000,000 | -62.1% | 2,492 | -64.6% | 0.07% | -53.1% |
| SHOO | Sell | STEVEN MADDEN LTD CMN | $240,000,000 | -25.2% | 7,958 | -9.4% | 0.07% | -8.1% |
| LEN | Sell | LENNAR CORPORATION CMN CLASS A | $240,000,000 | -67.7% | 4,904 | -68.3% | 0.07% | -60.5% |
| TER | Sell | TERADYNE INC CMN | $237,000,000 | -41.9% | 11,455 | -49.5% | 0.07% | -28.4% |
| RF | Sell | REGIONS FINANCIAL CORPORATION CMN | $236,000,000 | -58.7% | 24,541 | -61.3% | 0.07% | -49.2% |
| MHK | Sell | MOHAWK INDUSTRIES INC COMMON STOCK | $232,000,000 | -60.8% | 1,225 | -62.4% | 0.07% | -51.8% |
| TUP | Sell | TUPPERWARE BRANDS CORPORATION CMN | $232,000,000 | -28.6% | 4,170 | -36.5% | 0.07% | -12.0% |
| BMS | Sell | BEMIS COMPANY CMN | $233,000,000 | -64.5% | 5,207 | -68.6% | 0.07% | -56.6% |
| FDS | Sell | FACTSET RESEARCH SYSTEMS INC CMN | $230,000,000 | -71.3% | 1,416 | -71.8% | 0.07% | -64.5% |
| MSI | Sell | MOTOROLA SOLUTIONS INC CMN | $227,000,000 | -51.3% | 3,314 | -51.4% | 0.06% | -39.8% |
| SVU | Sell | SUPERVALU INC CMN | $227,000,000 | -69.8% | 33,437 | -68.1% | 0.06% | -62.6% |
| DRI | Sell | DARDEN RESTAURANTS INC CMN | $227,000,000 | -77.0% | 3,571 | -75.2% | 0.06% | -71.5% |
| CVS | Sell | CVS HEALTH CORP CMN | $220,000,000 | -79.8% | 2,251 | -80.1% | 0.06% | -75.0% |
| GRMN | Sell | GARMIN LTD. CMN | $217,000,000 | -14.6% | 5,851 | -17.4% | 0.06% | +5.1% |
| ZION | Sell | ZIONS BANCORP CMN | $217,000,000 | -52.2% | 7,949 | -51.8% | 0.06% | -41.0% |
| PNRA | Sell | PANERA BREAD COMPANY CL-A CMN CLASS A | $218,000,000 | -70.4% | 1,119 | -70.6% | 0.06% | -63.7% |
| CFFN | Sell | CAPITOL FEDERAL FINANCIAL INC CMN | $216,000,000 | -16.6% | 17,211 | -19.6% | 0.06% | +3.3% |
| KKR | Sell | KKR & CO. L.P. CMN | $213,000,000 | -66.0% | 13,687 | -63.4% | 0.06% | -57.9% |
| IBKR | Sell | INTERACTIVE BROKERS GROUP, INC*. CMN | $210,000,000 | -74.8% | 4,822 | -77.1% | 0.06% | -68.9% |
| DAN | Sell | DANA HOLDING CORPORATION CMN | $206,000,000 | -66.6% | 14,953 | -61.5% | 0.06% | -58.7% |
| HRG | Sell | HRG GROUP INC CMN | $207,000,000 | -38.6% | 15,301 | -46.7% | 0.06% | -24.4% |
| LB | Sell | L BRANDS, INC. CMN | $203,000,000 | -67.4% | 2,116 | -69.4% | 0.06% | -59.7% |
| FHN | Sell | FIRST HORIZON NATIONAL CORP CMN | $205,000,000 | -61.2% | 14,106 | -62.1% | 0.06% | -52.5% |
| AIRM | Sell | AIR METHODS CORP NEW CMN | $204,000,000 | -64.6% | 4,864 | -71.2% | 0.06% | -56.4% |
| RAI | Sell | REYNOLDS AMERICAN INC. CMN | $199,000,000 | -72.7% | 4,322 | -73.8% | 0.06% | -66.3% |
| SYMC | Sell | SYMANTEC CORP CMN | $197,000,000 | -74.5% | 9,395 | -76.4% | 0.06% | -68.7% |
| CHS | Sell | CHICO'S FAS INC CMN | $193,000,000 | -60.0% | 18,094 | -40.9% | 0.06% | -50.9% |
| TGI | Sell | TRIUMPH GROUP INC CMN | $192,000,000 | -50.4% | 4,831 | -47.5% | 0.06% | -38.9% |
| BAH | Sell | BOOZ ALLEN HAMILTON HOLDING CORPORATION CMN | $188,000,000 | -73.8% | 6,094 | -77.7% | 0.05% | -67.5% |
| DNB | Sell | DUN & BRADSTREET CORP DEL NEW CMN | $182,000,000 | -39.1% | 1,748 | -38.6% | 0.05% | -24.6% |
| MXIM | Sell | MAXIM INTEGRATED PRODUCTS INC CMN | $178,000,000 | -61.1% | 4,695 | -65.7% | 0.05% | -51.9% |
| STR | Sell | QUESTAR CORPORATION CMN | $178,000,000 | -24.3% | 9,152 | -24.5% | 0.05% | -5.6% |
| BECN | Sell | BEACON ROOFING SUPPLY, INC. CMN | $178,000,000 | -44.4% | 4,328 | -56.0% | 0.05% | -31.1% |
| DIS | Sell | WALT DISNEY COMPANY (THE) CMN | $180,000,000 | -57.0% | 1,712 | -58.2% | 0.05% | -47.4% |
| PHM | Sell | PULTEGROUP INC. CMN | $171,000,000 | -65.2% | 9,606 | -63.1% | 0.05% | -57.0% |
| RHI | Sell | ROBERT HALF INTL INC CMN | $168,000,000 | -41.1% | 3,572 | -35.8% | 0.05% | -27.3% |
| CACC | Sell | CREDIT ACCEPTANCE CORPORATION CMN | $165,000,000 | -78.3% | 772 | -80.0% | 0.05% | -73.3% |
| LNC | Sell | LINCOLN NATL.CORP.INC. CMN | $158,000,000 | -48.2% | 3,134 | -51.3% | 0.04% | -36.6% |
| TECH | Sell | BIO TECHNE CORP CMN | $156,000,000 | -91.6% | 1,735 | -91.4% | 0.04% | -89.8% |
| CBT | Sell | CABOT CORP. CMN | $138,000,000 | -33.0% | 3,379 | -48.1% | 0.04% | -18.8% |
| CE | Sell | CELANESE CORPORATION CMN SERIES A | $137,000,000 | -49.6% | 2,039 | -55.6% | 0.04% | -38.1% |
| SON | Sell | SONOCO PRODUCTS CO CMN | $136,000,000 | -70.0% | 3,338 | -72.2% | 0.04% | -62.9% |
| ANTM | Sell | ANTHEM, INC. CMN | $137,000,000 | -71.6% | 980 | -71.6% | 0.04% | -65.2% |
| BEN | Sell | FRANKLIN RESOURCES INC CMN | $132,000,000 | -19.5% | 3,595 | -18.4% | 0.04% | 0.0% |
| BA | Sell | BOEING COMPANY CMN | $135,000,000 | -66.2% | 932 | -69.5% | 0.04% | -59.1% |
| CFG | Sell | CITIZENS FINANCIAL GROUP INC CMN | $132,000,000 | -68.7% | 5,026 | -71.6% | 0.04% | -61.2% |
| WBS | Sell | WEBSTER FINANCIAL CORP CMN | $129,000,000 | -56.1% | 3,477 | -57.9% | 0.04% | -45.6% |
| ISBC | Sell | INVESTORS BANCORP, INC. CMN | $130,000,000 | -69.8% | 10,469 | -70.0% | 0.04% | -63.0% |
| FSK | Sell | FS INVT CORP MUTUAL FUND | $127,000,000 | -50.4% | 14,102 | -48.7% | 0.04% | -39.0% |
| MYGN | Sell | MYRIAD GENETICS INC CMN | $125,000,000 | -73.1% | 2,891 | -76.7% | 0.04% | -66.7% |
| HMHC | Sell | HOUGHTON MIFFLIN HARCOURT CO CMN | $123,000,000 | -78.9% | 5,651 | -80.3% | 0.04% | -74.1% |
| FITB | Sell | FIFTH THIRD BANCORP CMN | $123,000,000 | -74.1% | 6,113 | -75.7% | 0.04% | -68.2% |
| HRS | Sell | HARRIS CORP CMN | $116,000,000 | -93.4% | 1,340 | -94.4% | 0.03% | -91.9% |
| FSLR | Sell | FIRST SOLAR, INC. CMN | $112,000,000 | -69.6% | 1,696 | -80.3% | 0.03% | -62.4% |
| WNR | Sell | WESTERN REFINING, INC. CMN | $110,000,000 | -69.2% | 3,100 | -61.7% | 0.03% | -62.7% |
| MKSI | Sell | MKS INSTRUMENTS INC CMN | $110,000,000 | -91.9% | 3,043 | -92.5% | 0.03% | -90.2% |
| EMC | Sell | EMC CORPORATION MASS CMN | $107,000,000 | -72.1% | 4,148 | -73.9% | 0.03% | -65.2% |
| FICO | Sell | FAIR ISAAC INC CMN | $105,000,000 | -81.0% | 1,116 | -82.9% | 0.03% | -76.6% |
| G | Sell | GENPACT LIMITED CMN | $99,000,000 | -57.1% | 3,953 | -59.7% | 0.03% | -48.1% |
| KLXI | Sell | KLX INC. CMN | $96,000,000 | -82.2% | 3,127 | -79.3% | 0.03% | -78.4% |
| DORM | Sell | DORMAN PRODUCTS INC CMN | $96,000,000 | -74.8% | 2,017 | -73.1% | 0.03% | -69.3% |
| WLK | Sell | WESTLAKE CHEMICAL CORPORATION CMN | $94,000,000 | -76.4% | 1,726 | -77.5% | 0.03% | -70.7% |
| BOH | Sell | BANK OF HAWAII CORPORATION CMN | $87,000,000 | -54.0% | 1,382 | -53.6% | 0.02% | -43.2% |
| SPLS | Sell | STAPLES, INC. CMN | $86,000,000 | -44.2% | 9,128 | -30.3% | 0.02% | -30.6% |
| AAN | Sell | AARON RENTS INC A CMN | $83,000,000 | -89.1% | 3,707 | -82.4% | 0.02% | -86.4% |
| ISRG | Sell | INTUITIVE SURGICAL, INC. CMN | $80,000,000 | -67.5% | 146 | -72.8% | 0.02% | -59.6% |
| MENT | Sell | MENTOR GRAPHICS CORP CMN | $80,000,000 | -72.8% | 4,363 | -63.5% | 0.02% | -66.2% |
| BBT | Sell | BB&T CORPORATION CMN | $76,000,000 | -82.8% | 2,000 | -83.9% | 0.02% | -78.6% |
| TTC | Sell | TORO CO (DELAWARE) CMN | $72,000,000 | -90.6% | 987 | -90.9% | 0.02% | -88.2% |
| STJ | Sell | ST JUDE MEDICAL INC CMN | $75,000,000 | -65.1% | 1,216 | -64.4% | 0.02% | -58.0% |
| TEX | Sell | TEREX CORP (NEW) CMN | $70,000,000 | -73.4% | 3,765 | -74.3% | 0.02% | -67.2% |
| ABM | Sell | ABM INDUSTRIES INC CMN | $68,000,000 | -92.2% | 2,397 | -92.5% | 0.02% | -90.6% |
| MDRX | Sell | ALLSCRIPTS HEALTHCARE SOL INC CMN | $61,000,000 | -77.4% | 3,934 | -81.9% | 0.02% | -73.0% |
| SBNY | Sell | SIGNATURE BANK CMN | $56,000,000 | -87.0% | 363 | -88.4% | 0.02% | -84.0% |
| SLM | Sell | SLM CORPORATION CMN | $57,000,000 | -90.2% | 8,720 | -88.9% | 0.02% | -88.1% |
| STX | Sell | SEAGATE TECHNOLOGY PLC CMN | $54,000,000 | -80.5% | 1,474 | -76.2% | 0.02% | -76.6% |
| CBOE | Sell | CBOE HOLDINGS, INC. CMN | $53,000,000 | -94.3% | 816 | -94.2% | 0.02% | -93.1% |
| DE | Sell | DEERE & COMPANY CMN | $48,000,000 | -90.4% | 623 | -90.8% | 0.01% | -87.9% |
| EMN | Sell | EASTMAN CHEM CO CMN | $49,000,000 | -64.5% | 731 | -65.6% | 0.01% | -56.2% |
| HSIC | Sell | HENRY SCHEIN INC COMMON STOCK | $50,000,000 | -93.8% | 313 | -94.8% | 0.01% | -92.5% |
| ASB | Sell | ASSOCIATED BANC-CORP CMN | $50,000,000 | -47.4% | 2,681 | -49.2% | 0.01% | -36.4% |
| NEM | Sell | NEWMONT MINING CORPORATION CMN | $47,000,000 | -87.3% | 2,601 | -88.7% | 0.01% | -84.9% |
| WDR | Sell | WADDELL & REED FIN., INC. CLASS A COMMON | $43,000,000 | -55.2% | 1,487 | -45.9% | 0.01% | -45.5% |
| CF | Sell | CF INDUSTRIES HOLDINGS, INC. CMN | $42,000,000 | -94.0% | 1,019 | -93.4% | 0.01% | -92.6% |
| KEY | Sell | KEYCORP CMN | $37,000,000 | -90.3% | 2,841 | -90.4% | 0.01% | -87.6% |
| AWHHF | Sell | ALLIED WORLD ASSURANCE COMPANY* HOLDINGS, LTD CMN | $37,000,000 | -97.7% | 1,001 | -97.6% | 0.01% | -97.0% |
| CMA | Sell | COMERICA INCORPORATED CMN | $36,000,000 | -86.0% | 865 | -86.2% | 0.01% | -83.3% |
| MAT | Sell | MATTEL, INC. CMN | $28,000,000 | -94.6% | 1,015 | -95.8% | 0.01% | -93.3% |
| TWX | Sell | TIME WARNER INC. CMN | $29,000,000 | -95.5% | 452 | -95.2% | 0.01% | -94.7% |
| MTH | Sell | MERITAGE HOMES CORPORATION CMN | $24,000,000 | -93.7% | 718 | -93.2% | 0.01% | -92.1% |
| LFUS | Sell | LITTELFUSE INC CMN | $24,000,000 | -86.3% | 222 | -88.4% | 0.01% | -82.9% |
| CI | Sell | CIGNA CORPORATION CMN | $25,000,000 | -85.8% | 170 | -87.0% | 0.01% | -82.9% |
| DOW | Sell | DOW CHEMICAL CO CMN | $22,000,000 | -87.8% | 419 | -90.2% | 0.01% | -85.7% |
| TEN | Sell | TENNECO INC CMN | $19,000,000 | -69.4% | 403 | -71.1% | 0.01% | -64.3% |
| MOGA | Sell | MOOG INC CL A CMN CLASS A | $19,000,000 | -90.8% | 313 | -91.8% | 0.01% | -89.6% |
| BAC | Sell | BANK OF AMERICA CORP CMN | $19,000,000 | -75.0% | 1,157 | -76.4% | 0.01% | -72.2% |
| SLGN | Sell | SILGAN HOLDINGS INC CMN | $5,000,000 | -98.6% | 90 | -98.7% | 0.00% | -98.8% |
| GNCIQ | Sell | GNC HOLDINGS INC. CMN CLASS A | $4,000,000 | -99.5% | 139 | -99.3% | 0.00% | -99.5% |
| CNK | Sell | CINEMARK HOLDINGS, INC. CMN | $2,000,000 | -99.7% | 65 | -99.6% | 0.00% | -99.3% |
| IR | Exit | INGERSOLL-RAND PLC CMN | $0 | – | -4 | -100.0% | 0.00% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP CMN | $0 | – | -103 | -100.0% | -0.00% | – |
| SPXC | Exit | SPX CORPORATION CMN | $0 | – | -811 | -100.0% | -0.00% | – |
| CDK | Exit | CDK GLOBAL INC CMN | $0 | – | -152 | -100.0% | -0.00% | – |
| FLIR | Exit | FLIR SYSTEMS INC CMN | $0 | – | -240 | -100.0% | -0.00% | – |
| V | Exit | VISA INC. CMN CLASS A | $0 | – | -204 | -100.0% | -0.00% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTD. CMN | $0 | – | -1,816 | -100.0% | -0.00% | – |
| ARRS | Exit | ARRIS GROUP, INC. CMN | $0 | – | -860 | -100.0% | -0.01% | – |
| AES | Exit | AES CORP. CMN | $0 | – | -2,289 | -100.0% | -0.01% | – |
| NFX | Exit | NEWFIELD EXPLORATION CO. CMN | $0 | – | -669 | -100.0% | -0.01% | – |
| HYH | Exit | HALYARD HEALTH, INC. CMN | $0 | – | -998 | -100.0% | -0.01% | – |
| CRI | Exit | CARTER'S, INC. CMN | $0 | – | -357 | -100.0% | -0.01% | – |
| CMC | Exit | COMMERCIAL METALS CO CMN | $0 | – | -2,290 | -100.0% | -0.01% | – |
| OAK | Exit | OAKTREE CAPITAL GROUP, LLC CMN | $0 | – | -722 | -100.0% | -0.01% | – |
| HZNP | Exit | HORIZON PHARMA PLC CMN | $0 | – | -1,709 | -100.0% | -0.01% | – |
| DCI | Exit | DONALDSON CO INC CMN | $0 | – | -1,428 | -100.0% | -0.01% | – |
| MNRO | Exit | MONRO MUFFLER BRAKE, INC. CMN | $0 | – | -543 | -100.0% | -0.01% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC CMN | $0 | – | -311 | -100.0% | -0.01% | – |
| SIVB | Exit | SVB FINANCIAL GROUP CMN | $0 | – | -365 | -100.0% | -0.01% | – |
| HXL | Exit | HEXCEL CORPORATION (NEW) CMN | $0 | – | -1,079 | -100.0% | -0.01% | – |
| IART | Exit | INTEGRA LIFESCIENCES HOLDING CORPORATION | $0 | – | -881 | -100.0% | -0.01% | – |
| CIEN | Exit | CIENA CORPORATION CMN | $0 | – | -2,682 | -100.0% | -0.01% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC CMN | $0 | – | -622 | -100.0% | -0.01% | – |
| TEL | Exit | TE CONNECTIVITY LTD CMN | $0 | – | -1,020 | -100.0% | -0.01% | – |
| RAD | Exit | RITE AID CORP CMN | $0 | – | -9,772 | -100.0% | -0.01% | – |
| OPK | Exit | OPKO HEALTH INC CMN | $0 | – | -7,655 | -100.0% | -0.02% | – |
| CERN | Exit | CERNER CORP CMN | $0 | – | -1,208 | -100.0% | -0.02% | – |
| GWW | Exit | W.W. GRAINGER INCORPORATED CMN | $0 | – | -361 | -100.0% | -0.02% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING, INC CMN | $0 | – | -5,510 | -100.0% | -0.02% | – |
| WEC | Exit | WEC ENERGY GROUP, INC. CMN | $0 | – | -1,941 | -100.0% | -0.02% | – |
| MA | Exit | MASTERCARD INCORPORATED CMN CLASS A | $0 | – | -1,087 | -100.0% | -0.02% | – |
| ALL | Exit | ALLSTATE CORPORATION COMMON STOCK | $0 | – | -1,780 | -100.0% | -0.02% | – |
| HSNI | Exit | HSN, INC. CMN | $0 | – | -1,897 | -100.0% | -0.02% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC CMN | $0 | – | -1,095 | -100.0% | -0.03% | – |
| SPB | Exit | SPECTRUM BRANDS HOLDINGS INC CMN | $0 | – | -1,298 | -100.0% | -0.03% | – |
| TDY | Exit | TELEDYNE TECHNOLOGIES INC CMN | $0 | – | -1,320 | -100.0% | -0.03% | – |
| FIS | Exit | FIDELITY NATL INFO SVCS INC CMN | $0 | – | -1,994 | -100.0% | -0.03% | – |
| FNF | Exit | FIDELITY NATIONAL FINANCIAL, I*NC. CMN | $0 | – | -3,747 | -100.0% | -0.03% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC CMN | $0 | – | -1,841 | -100.0% | -0.03% | – |
| ANAC | Exit | ANACOR PHARMACEUTICALS, INC. CMN | $0 | – | -1,202 | -100.0% | -0.03% | – |
| MSM | Exit | MSC INDUSTRIAL DIRECT CO INC CL-A CLASS A | $0 | – | -2,387 | -100.0% | -0.03% | – |
| SBH | Exit | SALLY BEAUTY HOLDINGS, INC. CMN | $0 | – | -6,484 | -100.0% | -0.04% | – |
| OPHT | Exit | OPHTHOTECH CORPORATION CMN | $0 | – | -3,941 | -100.0% | -0.04% | – |
| WSO | Exit | WATSCO INC CMN | $0 | – | -1,380 | -100.0% | -0.04% | – |
| JACK | Exit | JACK IN THE BOX INC. CMN | $0 | – | -2,328 | -100.0% | -0.04% | – |
| PH | Exit | PARKER-HANNIFIN CORP. CMN | $0 | – | -1,884 | -100.0% | -0.04% | – |
| SF | Exit | STIFEL FINANCIAL CORP CMN | $0 | – | -4,419 | -100.0% | -0.04% | – |
| KND | Exit | KINDRED HEALTHCARE INC. CMN | $0 | – | -11,943 | -100.0% | -0.04% | – |
| QEP | Exit | QEP RESOURCES, INC. CMN | $0 | – | -15,996 | -100.0% | -0.05% | – |
| IPXL | Exit | IMPAX LABORATORIES, INC. CMN SERIES | $0 | – | -5,760 | -100.0% | -0.05% | – |
| DLTR | Exit | DOLLAR TREE INC. CMN | $0 | – | -3,293 | -100.0% | -0.05% | – |
| POST | Exit | POST HOLDINGS, INC. CMN | $0 | – | -3,794 | -100.0% | -0.05% | – |
| AET | Exit | AETNA INC CMN | $0 | – | -2,082 | -100.0% | -0.05% | – |
| CYN | Exit | CITY NATIONAL CORP CMN | $0 | – | -2,578 | -100.0% | -0.05% | – |
| COST | Exit | COSTCO WHOLESALE CORPORATION CMN | $0 | – | -1,592 | -100.0% | -0.05% | – |
| HUBB | Exit | HUBBELL INCORPORATED CLASS B CMN CLASS B | $0 | – | -2,678 | -100.0% | -0.05% | – |
| GATX | Exit | GATX CORPORATION CMN | $0 | – | -5,298 | -100.0% | -0.05% | – |
| ULTA | Exit | ULTA SALON COSMETICS & FRAGRAN*CE INC. CMN | $0 | – | -1,452 | -100.0% | -0.06% | – |
| BLL | Exit | BALL CORPORATION CMN | $0 | – | -4,167 | -100.0% | -0.06% | – |
| WHR | Exit | WHIRLPOOL CORP. CMN | $0 | – | -1,829 | -100.0% | -0.06% | – |
| MMS | Exit | MAXIMUS INC CMN | $0 | – | -4,526 | -100.0% | -0.06% | – |
| EVER | Exit | EVERBANK FINANCIAL CORP CMN | $0 | – | -15,667 | -100.0% | -0.07% | – |
| VRX | Exit | VALEANT PHARMACEUTICALS INTL CMN | $0 | – | -1,710 | -100.0% | -0.07% | – |
| NJR | Exit | NEW JERSEY RESOURCES CORPORATI*ON CMN | $0 | – | -10,925 | -100.0% | -0.08% | – |
| GPC | Exit | GENUINE PARTS CO. CMN | $0 | – | -4,108 | -100.0% | -0.08% | – |
| PKG | Exit | PACKAGING CORP OF AMERICA COMMON STOCK | $0 | – | -5,715 | -100.0% | -0.08% | – |
| ALLE | Exit | ALLEGION PLC CMN | $0 | – | -6,591 | -100.0% | -0.09% | – |
| SC | Exit | SANTANDER CONSUMER USA HOLDING CMN | $0 | – | -18,965 | -100.0% | -0.09% | – |
| EWBC | Exit | EAST WEST BANCORP INC CMN | $0 | – | -10,216 | -100.0% | -0.09% | – |
| LAZ | Exit | LAZARD LTD CMN CLASS A | $0 | – | -9,065 | -100.0% | -0.09% | – |
| HURN | Exit | HURON CONSULTING GROUP INC. CMN | $0 | – | -6,369 | -100.0% | -0.09% | – |
| BK | Exit | THE BANK OF NY MELLON CORP CMN | $0 | – | -10,155 | -100.0% | -0.09% | – |
| GNTX | Exit | GENTEX CORP CMN | $0 | – | -26,581 | -100.0% | -0.10% | – |
| FRC | Exit | FIRST REPUBLIC BANK CMN SERIES | $0 | – | -6,517 | -100.0% | -0.10% | – |
| AYR | Exit | AIRCASTLE LIMITED CMN | $0 | – | -20,281 | -100.0% | -0.10% | – |
| AMAG | Exit | AMAG PHARMACEUTICALS, INC. CMN | $0 | – | -10,661 | -100.0% | -0.10% | – |
| AER | Exit | AERCAP HOLDINGS NV ORD CMN | $0 | – | -11,013 | -100.0% | -0.10% | – |
| LLL | Exit | L-3 COMMUNICATIONS HLDGS INC CMN | $0 | – | -4,280 | -100.0% | -0.10% | – |
| VC | Exit | VISTEON CORPORATION CMN | $0 | – | -4,590 | -100.0% | -0.11% | – |
| YHOO | Exit | YAHOO INC CMN | $0 | – | -16,663 | -100.0% | -0.11% | – |
| QRTEA | Exit | LIBRTY INTRACTVE CORP QVC GRP INTERACTIVE CMN CLASS A | $0 | – | -19,316 | -100.0% | -0.12% | – |
| PAYX | Exit | PAYCHEX, INC. CMN | $0 | – | -10,601 | -100.0% | -0.12% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC CMN | $0 | – | -12,596 | -100.0% | -0.12% | – |
| MNST | Exit | MONSTER BEVERAGE CORPORATION CMN | $0 | – | -4,039 | -100.0% | -0.13% | – |
| WFM | Exit | WHOLE FOODS MARKET INC CMN | $0 | – | -17,292 | -100.0% | -0.13% | – |
| WBA | Exit | WALGREENS BOOTS ALLIANCE, INC. CMN | $0 | – | -6,644 | -100.0% | -0.13% | – |
| CMI | Exit | CUMMINS INC COMMON STOCK | $0 | – | -5,296 | -100.0% | -0.13% | – |
| PCAR | Exit | PACCAR INC CMN | $0 | – | -11,369 | -100.0% | -0.14% | – |
| STE | Exit | STERIS CORPORATION CMN | $0 | – | -9,776 | -100.0% | -0.15% | – |
| AOS | Exit | A.O. SMITH CORP (DEL) CMN | $0 | – | -10,182 | -100.0% | -0.15% | – |
| IPGP | Exit | IPG PHOTONICS CORP CMN | $0 | – | -9,138 | -100.0% | -0.16% | – |
| CBSH | Exit | COMMERCE BANCSHARES INC CMN | $0 | – | -16,459 | -100.0% | -0.17% | – |
| ZTS | Exit | ZOETIS INC. CMN CLASS A | $0 | – | -18,277 | -100.0% | -0.17% | – |
| COH | Exit | COACH INC CMN | $0 | – | -27,494 | -100.0% | -0.18% | – |
| HD | Exit | THE HOME DEPOT, INC. CMN | $0 | – | -6,993 | -100.0% | -0.19% | – |
| BX | Exit | BLACKSTONE GROUP L.P. (THE) CMN | $0 | – | -25,722 | -100.0% | -0.19% | – |
| SNDK | Exit | SANDISK CORP CMN | $0 | – | -15,329 | -100.0% | -0.19% | – |
| HCC | Exit | HCC INSURANCE HOLDINGS INC CMN | $0 | – | -12,822 | -100.0% | -0.23% | – |
| SPF | Exit | STANDARD PACIFIC CORP NEW CMN | $0 | – | -128,290 | -100.0% | -0.24% | – |
| HPQ | Exit | HEWLETT-PACKARD CO. CMN | $0 | – | -41,280 | -100.0% | -0.24% | – |
| BDX | Exit | BECTON DICKINSON & CO CMN | $0 | – | -9,234 | -100.0% | -0.28% | – |
| DSW | Exit | DSW INC. CMN CLASS A | $0 | – | -48,565 | -100.0% | -0.28% | – |
| LEAF | Exit | SPRINGLEAF HOLDINGS INC CMN | $0 | – | -29,854 | -100.0% | -0.30% | – |
| GOOGL | Exit | GOOGLE INC. CMN CLASS A | $0 | – | -3,412 | -100.0% | -0.50% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-02-12
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
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.