GAM SYSTEMATIC LLP - Q1 2016 holdings

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$379 Million is the total value of GAM SYSTEMATIC LLP's 612 reported holdings in Q1 2016. The portfolio turnover from Q4 2015 to Q1 2016 was 35.0% .

All

			Value		Shares		↓ Weighting
INGR	Sell	INGREDION INC CMN	$2,375,000,000	+2.3%	22,241	-8.2%	0.63%	-5.4%
CPB	Sell	CAMPBELL SOUP CO CMN	$2,284,000,000	+14.4%	35,802	-5.8%	0.60%	+5.8%
CTB	Sell	COOPER TIRE & RUBBER CO. CMN	$1,986,000,000	-13.3%	53,646	-11.3%	0.52%	-19.8%
JNJ	Sell	JOHNSON & JOHNSON CMN	$1,986,000,000	-3.3%	18,358	-8.2%	0.52%	-10.6%
DOX	Sell	AMDOCS LIMITED ORDINARY SHARES	$1,904,000,000	-17.8%	31,517	-25.8%	0.50%	-24.1%
PM	Sell	PHILIP MORRIS INTL INC CMN	$1,756,000,000	-2.9%	17,900	-13.0%	0.46%	-10.3%
PFE	Sell	PFIZER INC. CMN	$1,669,000,000	-14.4%	56,323	-6.7%	0.44%	-20.9%
RNR	Sell	RENAISSANCE RE HOLDINGS LTD CMN	$1,516,000,000	-4.1%	12,649	-9.4%	0.40%	-11.3%
CVC	Sell	CABLEVISION SYSTEMS CORP CABLEVISION NY GROUP COM	$1,498,000,000	-8.0%	45,398	-11.1%	0.40%	-14.9%
AHL	Sell	ASPEN INSURANCE HOLDINGS LTD CMN	$1,490,000,000	-25.5%	31,236	-24.6%	0.39%	-31.2%
DST	Sell	DST SYSTEM INC COMMON STOCK	$1,459,000,000	-8.8%	12,937	-7.7%	0.38%	-15.6%
PPC	Sell	PILGRIM'S PRIDE CORPORATION CMN	$1,418,000,000	-4.7%	55,809	-17.2%	0.37%	-11.8%
TECD	Sell	TECH DATA CORP CMN	$1,367,000,000	-7.8%	17,811	-20.3%	0.36%	-14.9%
MSFT	Sell	MICROSOFT CORPORATION CMN	$1,361,000,000	-17.4%	24,650	-17.0%	0.36%	-23.6%
WM	Sell	WASTE MANAGEMENT INC CMN	$1,355,000,000	-15.6%	22,964	-23.6%	0.36%	-22.1%
BBY	Sell	BEST BUY CO INC CMN SERIES	$1,340,000,000	+3.1%	41,294	-3.2%	0.35%	-4.9%
VRSN	Sell	VERISIGN INC CMN	$1,339,000,000	-9.9%	15,121	-11.1%	0.35%	-16.7%
KFY	Sell	KORN/FERRY INTERNATIONAL CMN	$1,301,000,000	-39.5%	45,983	-29.1%	0.34%	-44.0%
NVR	Sell	N V R INC CMN	$1,280,000,000	-9.9%	739	-14.6%	0.34%	-16.5%
MRK	Sell	MERCK & CO., INC. CMN	$1,279,000,000	-18.5%	24,168	-18.6%	0.34%	-24.6%
FLEX	Sell	FLEXTRONICS INTERNATIONAL LTD CMN	$1,273,000,000	-29.9%	105,593	-34.8%	0.34%	-35.1%
T	Sell	AT&T INC CMN	$1,246,000,000	+1.3%	31,808	-11.0%	0.33%	-6.3%
AZO	Sell	AUTOZONE, INC. CMN	$1,213,000,000	-9.2%	1,523	-15.4%	0.32%	-16.0%
AVT	Sell	AVNET INC. CMN	$1,209,000,000	-3.3%	27,300	-6.4%	0.32%	-10.4%
SANM	Sell	SANMINA-SCI CORPORATION CMN	$1,206,000,000	-2.5%	51,562	-14.2%	0.32%	-9.9%
DLB	Sell	DOLBY LABORATORIES, INC. CMN CLASS A	$1,155,000,000	+3.3%	26,585	-20.0%	0.30%	-4.4%
IBM	Sell	INTL BUSINESS MACHINES CORP CMN	$1,122,000,000	-11.7%	7,411	-19.7%	0.30%	-18.2%
KR	Sell	KROGER COMPANY CMN	$1,103,000,000	-15.1%	28,832	-7.1%	0.29%	-21.4%
MGLN	Sell	MAGELLAN HEALTH , INC. CMN	$1,098,000,000	-3.1%	16,170	-12.0%	0.29%	-10.2%
SYNT	Sell	SYNTEL INC CMN	$1,097,000,000	-0.1%	21,971	-9.5%	0.29%	-7.7%
FFIV	Sell	F5 NETWORKS INC CMN	$1,094,000,000	-0.5%	10,332	-8.9%	0.29%	-8.3%
AAPL	Sell	APPLE, INC. CMN	$1,084,000,000	-2.7%	9,944	-6.0%	0.29%	-10.1%
AFG	Sell	AMERICAN FINANCIAL GROUP INC CMN	$1,028,000,000	-2.8%	14,611	-0.4%	0.27%	-10.3%
SAIC	Sell	SCIENCE APPLICATIONS INTL CORP CMN	$1,028,000,000	+13.8%	19,270	-2.3%	0.27%	+5.4%
TSRA	Sell	TESSERA TECHNOLOGIES, INC. CMN	$1,003,000,000	-2.1%	32,354	-5.1%	0.26%	-9.6%
AXS	Sell	AXIS CAPITAL HOLDINGS, LTD. CMN	$972,000,000	-7.2%	17,531	-5.9%	0.26%	-14.4%
WU	Sell	WESTERN UNION COMPANY (THE) CMN	$950,000,000	-22.5%	49,237	-28.1%	0.25%	-28.3%
TRV	Sell	THE TRAVELERS COMPANIES, INC CMN	$944,000,000	-3.3%	8,088	-6.5%	0.25%	-10.4%
BIG	Sell	BIG LOTS INC CMN	$942,000,000	-15.1%	20,789	-27.8%	0.25%	-21.8%
GLW	Sell	CORNING INCORPORATED CMN	$918,000,000	-6.7%	43,927	-18.4%	0.24%	-13.9%
CMCSA	Sell	COMCAST CORPORATION CMN CLASS A VOTING	$919,000,000	+5.9%	15,038	-2.2%	0.24%	-2.4%
TGT	Sell	TARGET CORPORATION CMN	$913,000,000	-9.2%	11,098	-19.8%	0.24%	-16.0%
MAN	Sell	MANPOWER GROUP CMN	$907,000,000	-22.8%	11,136	-20.1%	0.24%	-28.7%
ORCL	Sell	ORACLE CORPORATION CMN	$891,000,000	-1.2%	21,781	-11.8%	0.24%	-8.6%
CALM	Sell	CAL-MAINE FOODS INC CMN	$888,000,000	+0.8%	17,100	-10.0%	0.23%	-6.8%
SWX	Sell	SOUTHWEST GAS CORP CMN	$882,000,000	+3.6%	13,393	-13.2%	0.23%	-4.1%
MLHR	Sell	MILLER HERMAN INC. CMN	$881,000,000	-19.6%	28,529	-25.3%	0.23%	-25.9%
UGI	Sell	UGI CORPORATION (HOLDING CO) CMN	$878,000,000	+8.4%	21,782	-9.3%	0.23%	+0.4%
DLX	Sell	DELUXE CORP CMN	$876,000,000	+1.6%	14,025	-11.2%	0.23%	-6.1%
WAT	Sell	WATERS CORPORATION COMMON STOCK	$871,000,000	-4.3%	6,606	-2.4%	0.23%	-11.2%
IDCC	Sell	INTERDIGITAL INC CMN	$866,000,000	-48.2%	15,554	-54.4%	0.23%	-52.1%
DDS	Sell	DILLARDS INC CL-A CMN CLASS A	$861,000,000	-35.5%	10,144	-50.0%	0.23%	-40.3%
SNPS	Sell	SYNOPSYS INC CMN	$858,000,000	-9.0%	17,715	-14.3%	0.23%	-16.0%
AGO	Sell	ASSURED GUARANTY LTD. CMN	$836,000,000	-20.5%	33,060	-16.9%	0.22%	-26.7%
CAH	Sell	CARDINAL HEALTH INC CMN	$825,000,000	-26.5%	10,063	-20.0%	0.22%	-31.9%
AFL	Sell	AFLAC INCORPORATED CMN	$815,000,000	-15.6%	12,901	-20.0%	0.22%	-21.8%
LEA	Sell	LEAR CORPORATION CMN	$804,000,000	-28.2%	7,229	-20.7%	0.21%	-33.5%
AMSG	Sell	AMSURG CORP. CMN	$805,000,000	-14.3%	10,789	-12.7%	0.21%	-20.9%
Y	Sell	ALLEGHANY CORP (DELAWARE) CMN	$795,000,000	-4.2%	1,602	-7.8%	0.21%	-11.4%
CNC	Sell	CENTENE CORPORATION CMN	$786,000,000	-13.4%	12,774	-7.4%	0.21%	-20.1%
BBBY	Sell	BED BATH & BEYOND INC. CMN	$777,000,000	-19.4%	15,660	-21.6%	0.20%	-25.5%
DGX	Sell	QUEST DIAGNOSTICS INCORPORATED CMN	$777,000,000	-5.6%	10,875	-6.0%	0.20%	-12.8%
HAS	Sell	HASBRO, INC. CMN	$778,000,000	+5.0%	9,716	-11.7%	0.20%	-2.8%
GES	Sell	GUESS ?, INC. CMN	$773,000,000	-39.0%	41,170	-38.7%	0.20%	-43.6%
MSGN	Sell	MSG NETWORKS INC CMN	$774,000,000	-47.3%	44,780	-36.6%	0.20%	-51.3%
WBMD	Sell	WEBMD HEALTH CORP. CMN	$774,000,000	+8.9%	12,362	-16.0%	0.20%	+0.5%
CCL	Sell	CARNIVAL CORPORATION CMN	$743,000,000	-26.7%	14,081	-24.3%	0.20%	-32.2%
AVY	Sell	AVERY DENNISON CORPORATION CMN	$740,000,000	+2.5%	10,262	-10.9%	0.20%	-5.3%
BG	Sell	BUNGE LIMITED. ORD CMN	$720,000,000	-37.2%	12,708	-24.3%	0.19%	-41.9%
ACGL	Sell	ARCH CAPITAL GROUP LTD. CMN	$714,000,000	-31.0%	10,047	-32.3%	0.19%	-36.3%
ICLR	Sell	ICON PUBLIC LIMITED COMPANY CMN	$711,000,000	-35.7%	9,465	-33.4%	0.19%	-40.6%
CDW	Sell	CDW CORP CMN	$710,000,000	-48.4%	17,115	-47.7%	0.19%	-52.3%
MD	Sell	MEDNAX INC CMN	$705,000,000	-12.9%	10,909	-3.3%	0.19%	-19.5%
LPNT	Sell	LIFEPOINT HEALTH INC CMN	$705,000,000	-12.3%	10,186	-7.0%	0.19%	-18.8%
CVG	Sell	CONVERGYS CORPORATION CMN	$685,000,000	-19.8%	24,683	-28.1%	0.18%	-25.8%
GPS	Sell	GAP INC CMN	$684,000,000	+8.6%	23,271	-8.7%	0.18%	0.0%
TSS	Sell	TOTAL SYS SVC INC. CMN	$679,000,000	-37.6%	14,266	-34.7%	0.18%	-42.3%
GPN	Sell	GLOBAL PMTS INC CMN	$667,000,000	-41.8%	10,219	-42.5%	0.18%	-46.2%
PDCO	Sell	PATTERSON COMPANIES INC CMN	$662,000,000	-7.4%	14,234	-10.0%	0.18%	-14.2%
GT	Sell	THE GOODYEAR TIRE & RUBBER CO. CMN	$659,000,000	-14.0%	19,992	-14.8%	0.17%	-20.2%
AEO	Sell	AMERICAN EAGLE OUTFITTERS INC (NEW)	$655,000,000	-30.8%	39,295	-35.6%	0.17%	-35.9%
LUMN	Sell	CENTURYLINK INC CMN	$651,000,000	+2.5%	20,371	-19.3%	0.17%	-5.0%
ALGN	Sell	ALIGN TECHNOLOGY INC CMN	$638,000,000	-8.1%	8,772	-16.8%	0.17%	-15.2%
DVA	Sell	DAVITA HEALTHCARE PARTNERS INC CMN	$633,000,000	-31.6%	8,623	-35.1%	0.17%	-36.7%
KSS	Sell	KOHL'S CORP (WISCONSIN) CMN	$624,000,000	-24.0%	13,387	-22.3%	0.16%	-29.5%
BGS	Sell	B&G FOODS, INC. CMN	$622,000,000	-13.2%	17,859	-12.8%	0.16%	-19.6%
ENH	Sell	ENDURANCE SPECIALTY HLDGS LTD CMN	$613,000,000	-31.2%	9,380	-32.7%	0.16%	-36.2%
CTXS	Sell	CITRIX SYSTEMS INC CMN	$610,000,000	-23.1%	7,764	-25.9%	0.16%	-28.8%
GME	Sell	GAMESTOP CORP CMN CLASS A	$608,000,000	-40.3%	19,155	-47.3%	0.16%	-45.0%
RGC	Sell	REGAL ENTERTAINMENT GROUP CMN CLASS A	$608,000,000	-9.4%	28,782	-19.1%	0.16%	-16.2%
VWR	Sell	VWR CORPORATION CMN	$604,000,000	-10.0%	22,304	-5.8%	0.16%	-16.8%
SBGI	Sell	SINCLAIR BROADCAST GROUP INC CMN CLASS A	$592,000,000	-36.9%	19,266	-33.2%	0.16%	-41.6%
EA	Sell	ELECTRONIC ARTS CMN	$592,000,000	-34.9%	8,950	-32.4%	0.16%	-39.8%
FULT	Sell	FULTON FINANCIAL CORPORATION CMN	$581,000,000	-27.8%	43,434	-29.8%	0.15%	-33.5%
EEFT	Sell	EURONET WORLDWIDE INC CMN	$574,000,000	-32.3%	7,751	-33.8%	0.15%	-37.6%
JBL	Sell	JABIL CIRCUIT INC CMN	$565,000,000	-66.2%	29,334	-59.2%	0.15%	-68.8%
NYCB	Sell	NEW YORK COMMUNITY BANCORP, IN*C. CMN	$564,000,000	-59.6%	35,484	-58.5%	0.15%	-62.6%
AMCX	Sell	AMC NETWORKS INC. CMN	$560,000,000	-46.8%	8,631	-38.7%	0.15%	-50.7%
DISCA	Sell	DISCOVERY COMMUNICATIONS, INC. CMN SERIES A	$544,000,000	-13.4%	19,003	-19.2%	0.14%	-20.1%
PRXL	Sell	PAREXEL INTERNATIONAL CORP CMN	$524,000,000	-9.7%	8,350	-2.0%	0.14%	-16.4%
CTAS	Sell	CINTAS CORPORATION CMN	$524,000,000	-17.7%	5,834	-16.6%	0.14%	-24.2%
LLY	Sell	ELI LILLY & CO CMN	$516,000,000	-53.2%	7,172	-45.2%	0.14%	-56.8%
HLS	Sell	HEALTHSOUTH CORPORATION CMN	$513,000,000	-8.7%	13,630	-15.6%	0.14%	-15.6%
PNK	Sell	PINNACLE ENTERTAINMENT INC. CMN	$513,000,000	-56.5%	14,618	-61.4%	0.14%	-59.8%
VAC	Sell	MARRIOTT VACATIONS WORLDWIDE CORPORATION CMN	$507,000,000	-23.5%	7,513	-35.5%	0.13%	-29.1%
WAFD	Sell	WASHINGTON FEDERAL INC CMN	$500,000,000	-49.9%	22,077	-47.3%	0.13%	-53.7%
DKS	Sell	DICKS SPORTING GOODS INC CMN	$493,000,000	-2.6%	10,547	-26.3%	0.13%	-9.7%
FNFG	Sell	FIRST NIAGARA FINANCIAL GROUP,* INC. CMN	$493,000,000	-36.3%	50,967	-28.6%	0.13%	-41.2%
AIZ	Sell	ASSURANT, INC. CMN	$490,000,000	-34.6%	6,349	-31.8%	0.13%	-39.7%
CTSH	Sell	COGNIZANT TECHNOLOGY SOLUTIONS CORP CLASS A	$478,000,000	-31.3%	7,625	-34.3%	0.13%	-36.4%
MASI	Sell	MASIMO CORPORATION CMN	$472,000,000	-37.5%	11,290	-37.9%	0.12%	-42.3%
OA	Sell	ORBITAL ATK INC CMN	$456,000,000	-15.2%	5,247	-12.8%	0.12%	-21.6%
MRKT	Sell	MARKIT LTD. CMN	$452,000,000	-42.9%	12,788	-51.3%	0.12%	-47.3%
JWA	Sell	WILEY JOHN & SONS CL-A CMN CLASS A	$446,000,000	-32.6%	9,122	-37.9%	0.12%	-37.6%
SYF	Sell	SYNCHRONY FINANCIAL CMN	$447,000,000	-55.6%	15,607	-52.9%	0.12%	-58.9%
BYD	Sell	BOYD GAMING CORPORATION CMN	$438,000,000	-43.5%	21,188	-45.7%	0.12%	-48.0%
CHMT	Sell	CHEMTURA CORPORATION CMN	$433,000,000	-48.1%	16,392	-46.5%	0.11%	-52.1%
AZPN	Sell	ASPEN TECHNOLOGY INC CMN	$432,000,000	-51.8%	11,966	-49.6%	0.11%	-55.5%
TMK	Sell	TORCHMARK CORP CMN	$428,000,000	-13.4%	7,900	-8.6%	0.11%	-19.9%
BRKA	Sell	BERKSHIRE HATHAWAY INC CL-A (DEL) CLASS A	$427,000,000	-28.0%	2	-33.3%	0.11%	-33.1%
WERN	Sell	WERNER ENTERPRISES INC CMN	$414,000,000	+4.5%	15,245	-9.9%	0.11%	-3.5%
UAL	Sell	UNITED CONTINENTAL HOLDING INC CMN	$411,000,000	-1.2%	6,862	-5.6%	0.11%	-9.2%
TDC	Sell	TERADATA CORPORATION CMN	$403,000,000	-49.2%	15,366	-48.8%	0.11%	-53.1%
PBI	Sell	PITNEY-BOWES INC CMN	$400,000,000	-40.7%	18,555	-43.2%	0.10%	-45.3%
SNA	Sell	SNAP-ON INC CMN	$399,000,000	-13.8%	2,541	-5.9%	0.10%	-20.5%
IAC	Sell	IAC/INTERACTIVECORP CMN	$396,000,000	-56.3%	8,418	-44.3%	0.10%	-59.8%
FCN	Sell	FTI CONSULTING, INC. CMN	$388,000,000	-23.0%	10,926	-24.8%	0.10%	-29.2%
VNTV	Sell	VANTIV, INC. CMN CLASS A	$382,000,000	-5.7%	7,086	-17.0%	0.10%	-12.2%
RL	Sell	RALPH LAUREN CORP CMN CLASS A	$370,000,000	-36.4%	3,839	-26.5%	0.10%	-41.0%
FOXA	Sell	TWENTY-FIRST CENTURY FOX, INC. CMN CLASS A	$371,000,000	-46.7%	13,314	-48.0%	0.10%	-50.5%
CAG	Sell	CONAGRA INC CMN	$369,000,000	-49.8%	8,275	-52.5%	0.10%	-53.8%
INCR	Sell	INC RESEARCH HOLDINGS, INC. CMN	$363,000,000	-35.5%	8,811	-24.1%	0.10%	-40.4%
M	Sell	MACY'S INC. CMN	$358,000,000	-22.3%	8,121	-38.4%	0.09%	-28.2%
USNA	Sell	USANA HEALTH SCIENCES INC CMN	$353,000,000	-68.4%	2,908	-66.7%	0.09%	-70.8%
SCS	Sell	STEELCASE INC. CLASS A COMMON STOCK	$346,000,000	-74.4%	23,163	-74.4%	0.09%	-76.4%
FLTX	Sell	FLEETMATICS GROUP PLC CMN	$339,000,000	-50.2%	8,317	-38.0%	0.09%	-54.1%
TRN	Sell	TRINITY INDUSTRIES INC (DEL) CMN	$327,000,000	-67.6%	17,877	-57.4%	0.09%	-70.1%
MSCI	Sell	MSCI INC. CMN	$323,000,000	-53.2%	4,359	-54.4%	0.08%	-56.9%
UFS	Sell	DOMTAR CORPORATION CMN CLASS	$321,000,000	-35.2%	7,935	-40.8%	0.08%	-39.7%
DFS	Sell	DISCOVER FINANCIAL SERVICES CMN	$324,000,000	-31.2%	6,369	-27.4%	0.08%	-36.6%
ADM	Sell	ARCHER DANIELS MIDLAND CO CMN	$323,000,000	-70.4%	8,907	-70.0%	0.08%	-72.7%
TFX	Sell	TELEFLEX INC. CMN	$319,000,000	-3.6%	2,030	-19.5%	0.08%	-10.6%
RRD	Sell	R R DONNELLEY & SONS CO CMN	$313,000,000	-33.7%	19,102	-40.5%	0.08%	-38.5%
UHS	Sell	UNIVERSAL HEALTH SVC CL B CMN CLASS B	$314,000,000	-54.6%	2,515	-56.5%	0.08%	-57.9%
KBR	Sell	KBR, INC. CMN	$313,000,000	-67.8%	20,245	-64.7%	0.08%	-70.0%
JNPR	Sell	JUNIPER NETWORKS, INC. CMN	$307,000,000	-69.0%	12,045	-66.4%	0.08%	-71.3%
MATX	Sell	MATSON, INC. CMN	$297,000,000	-51.7%	7,393	-48.8%	0.08%	-55.4%
INXN	Sell	INTERXION HOLDING N.V. CMN	$287,000,000	-35.7%	8,297	-44.0%	0.08%	-40.2%
LH	Sell	LABORATORY CORPORATION OF AMER*ICA HOLDINGS CMN	$285,000,000	-59.9%	2,432	-57.7%	0.08%	-62.9%
MGA	Sell	MAGNA INTERNATIONAL INC. CMN	$282,000,000	-60.8%	6,554	-63.1%	0.07%	-63.9%
BPOP	Sell	POPULAR, INC. CMN	$274,000,000	-60.7%	9,560	-61.2%	0.07%	-63.8%
VOYA	Sell	VOYA FINANCIAL INC CMN	$267,000,000	-64.2%	8,961	-55.6%	0.07%	-67.0%
URBN	Sell	URBAN OUTFITTERS INC CMN	$267,000,000	-13.0%	8,071	-40.2%	0.07%	-20.5%
RCL	Sell	ROYAL CARIBBEAN CRUISES LTD ISIN: LR0008862868	$263,000,000	-56.1%	3,200	-46.0%	0.07%	-59.6%
ALLY	Sell	ALLY FINANCIAL INC. CMN	$258,000,000	-60.5%	13,764	-60.7%	0.07%	-63.4%
BIIB	Sell	BIOGEN INC. CMN	$255,000,000	-57.1%	981	-49.4%	0.07%	-60.4%
STI	Sell	SUNTRUST BANKS INC CMN	$255,000,000	-44.2%	7,071	-33.7%	0.07%	-48.5%
MCK	Sell	MCKESSON CORPORATION CMN	$243,000,000	-38.2%	1,547	-22.5%	0.06%	-42.9%
FAF	Sell	FIRST AMERICAN FIN CORP CMN	$241,000,000	-28.5%	6,315	-32.8%	0.06%	-33.3%
NTAP	Sell	NETAPP, INC. CMN	$244,000,000	-79.6%	8,925	-80.2%	0.06%	-81.3%
MIK	Sell	THE MICHAELS COMPANIES, INC. CMN	$232,000,000	-22.1%	8,296	-38.4%	0.06%	-28.2%
TRI	Sell	THOMSON REUTERS CORPORATION CMN	$227,000,000	-75.1%	5,600	-76.7%	0.06%	-76.9%
JCPNQ	Sell	J.C. PENNEY CO INC (HLDNG CO) CMN	$226,000,000	-27.6%	20,422	-56.4%	0.06%	-32.6%
WFC	Sell	WELLS FARGO & CO (NEW) CMN	$222,000,000	-42.0%	4,584	-35.0%	0.06%	-45.9%
BLKB	Sell	BLACKBAUD INC CMN	$224,000,000	-62.4%	3,568	-60.5%	0.06%	-65.3%
PVTB	Sell	PRIVATEBANCORP, INC. CMN	$224,000,000	-43.6%	5,803	-40.0%	0.06%	-47.8%
WDC	Sell	WESTERN DIGITAL CORPORATION CMN	$206,000,000	-61.4%	4,371	-50.9%	0.05%	-64.5%
TOL	Sell	TOLL BROTHERS, INC. CMN	$197,000,000	-64.4%	6,675	-59.8%	0.05%	-67.1%
VLY	Sell	VALLEY NATIONAL BANCORP CMN	$193,000,000	-73.2%	20,245	-72.3%	0.05%	-75.1%
AYI	Sell	ACUITY BRANDS INC CMN	$188,000,000	-59.4%	863	-56.4%	0.05%	-62.1%
FOSL	Sell	FOSSIL GROUP INC. CMN	$187,000,000	-51.6%	4,204	-60.1%	0.05%	-55.5%
CHS	Sell	CHICO'S FAS INC CMN	$165,000,000	-14.5%	12,466	-31.1%	0.04%	-20.0%
WSM	Sell	WILLIAMS-SONOMA, INC. CMN	$164,000,000	-68.5%	2,994	-66.5%	0.04%	-71.1%
ADT	Sell	ADT CORPORATION (THE) CMN	$161,000,000	-66.0%	3,902	-72.8%	0.04%	-68.9%
COF	Sell	CAPITAL ONE FINANCIAL CORP CMN	$154,000,000	-58.6%	2,224	-56.8%	0.04%	-61.3%
NATI	Sell	NATIONAL INSTRUMENTS CORP CMN	$153,000,000	-68.7%	5,066	-70.3%	0.04%	-71.2%
UMPQ	Sell	UMPQUA HLDGS CORP CMN	$151,000,000	-63.0%	9,510	-62.9%	0.04%	-65.5%
JLL	Sell	JONES LANG LASALLE INC CMN	$148,000,000	-80.5%	1,263	-73.4%	0.04%	-81.9%
INTU	Sell	INTUIT INC CMN	$144,000,000	-48.6%	1,386	-52.2%	0.04%	-52.5%
TRMK	Sell	TRUSTMARK CORPORATION CMN	$142,000,000	-54.3%	6,187	-54.1%	0.04%	-58.4%
TVPT	Sell	TRAVELPORT WORLDWIDE LTD CMN	$140,000,000	-33.3%	10,259	-37.1%	0.04%	-38.3%
TUP	Sell	TUPPERWARE BRANDS CORPORATION CMN	$140,000,000	-39.7%	2,417	-42.0%	0.04%	-43.9%
SON	Sell	SONOCO PRODUCTS CO CMN	$137,000,000	+0.7%	2,818	-15.6%	0.04%	-7.7%
MYL	Sell	MYLAN NV CMN	$126,000,000	-75.4%	2,726	-71.2%	0.03%	-77.4%
SHOO	Sell	STEVEN MADDEN LTD CMN	$126,000,000	-47.5%	3,411	-57.1%	0.03%	-51.5%
VMI	Sell	VALMONT INDUSTRIES INC CMN	$125,000,000	-80.6%	1,012	-83.4%	0.03%	-82.1%
STE	Sell	STERIS PLC CMN	$120,000,000	-76.8%	1,682	-75.5%	0.03%	-78.2%
QCOM	Sell	QUALCOMM INC CMN	$123,000,000	-79.8%	2,414	-80.2%	0.03%	-81.6%
CR	Sell	CRANE CO (DELAWARE) CMN	$113,000,000	-24.2%	2,107	-32.4%	0.03%	-28.6%
BIO	Sell	BIO-RAD LABORATORIES, INC CMN CLASS A	$103,000,000	-80.3%	756	-79.9%	0.03%	-81.9%
SSNC	Sell	SS&C TECHNOLOGIES HLDGS INC CMN	$103,000,000	-77.4%	1,617	-75.8%	0.03%	-79.2%
STRZA	Sell	STARZ CMN CLASS A	$99,000,000	-63.9%	3,763	-54.0%	0.03%	-66.7%
EXPE	Sell	EXPEDIA, INC. CMN	$98,000,000	-75.7%	910	-71.9%	0.03%	-77.4%
HRS	Sell	HARRIS CORP CMN	$98,000,000	-15.5%	1,257	-6.2%	0.03%	-21.2%
AXE	Sell	ANIXTER INTERNATIONAL INC CMN	$95,000,000	-90.3%	1,831	-88.7%	0.02%	-91.0%
C	Sell	CITIGROUP INC. CMN	$93,000,000	-82.8%	2,219	-78.8%	0.02%	-83.9%
EPAM	Sell	EPAM SYS INC CMN	$95,000,000	-83.0%	1,276	-82.1%	0.02%	-84.3%
CE	Sell	CELANESE CORPORATION CMN SERIES A	$93,000,000	-32.1%	1,426	-30.1%	0.02%	-35.9%
LCI	Sell	LANNETT COMPANY, INC. CMN	$90,000,000	-75.5%	5,002	-45.5%	0.02%	-77.1%
FNB	Sell	FNB CORPORATION (VA) CMN	$91,000,000	-69.8%	6,973	-69.1%	0.02%	-72.1%
ONB	Sell	OLD NATIONAL BANCORP CMN	$92,000,000	-52.3%	7,571	-46.9%	0.02%	-56.4%
ABMD	Sell	ABIOMED INC CMN	$92,000,000	-73.6%	969	-74.9%	0.02%	-76.0%
MHK	Sell	MOHAWK INDUSTRIES INC COMMON STOCK	$89,000,000	-61.6%	466	-62.0%	0.02%	-65.2%
BFB	Sell	BROWN FORMAN CORP CL B CMN CLASS B	$88,000,000	-85.0%	896	-84.8%	0.02%	-86.2%
LYB	Sell	LYONDELLBASELL INDUSTRIES N.V. CMN CLASS A	$82,000,000	-79.5%	963	-79.1%	0.02%	-80.7%
RAX	Sell	RACKSPACE HOSTING, INC. CMN	$82,000,000	-71.0%	3,775	-66.2%	0.02%	-72.8%
GM	Sell	GENERAL MOTORS COMPANY CMN	$85,000,000	-82.1%	2,690	-80.7%	0.02%	-83.7%
HDS	Sell	HD SUPPLY HOLDINGS, INC. CMN	$75,000,000	-34.2%	2,265	-40.4%	0.02%	-39.4%
DY	Sell	DYCOM INDUSTRIES INC CMN	$76,000,000	-90.6%	1,180	-89.8%	0.02%	-91.3%
TMUS	Sell	T-MOBILE US, INC. CMN	$74,000,000	-81.3%	1,928	-80.9%	0.02%	-82.3%
RBA	Sell	RITCHIE BROS. AUCTIONEERS INC CMN	$76,000,000	-88.8%	2,818	-90.0%	0.02%	-89.7%
GRMN	Sell	GARMIN LTD. CMN	$73,000,000	-66.4%	1,829	-68.7%	0.02%	-69.4%
CRUS	Sell	CIRRUS LOGIC COMMON STOCK	$72,000,000	-82.1%	1,965	-85.6%	0.02%	-83.5%
HUM	Sell	HUMANA INC. CMN	$67,000,000	-80.1%	364	-80.6%	0.02%	-81.2%
VRSK	Sell	VERISK ANALYTICS, INC. CMN	$67,000,000	-79.3%	837	-80.1%	0.02%	-80.4%
DRII	Sell	DIAMOND RESORTS INTL INC CMN	$65,000,000	-70.5%	2,694	-68.7%	0.02%	-73.0%
RDN	Sell	RADIAN GROUP INC. CMN	$64,000,000	-79.4%	5,125	-77.9%	0.02%	-80.7%
FSLR	Sell	FIRST SOLAR, INC. CMN	$60,000,000	-46.4%	879	-48.2%	0.02%	-50.0%
BKU	Sell	BANKUNITED INC CMN	$57,000,000	-82.7%	1,644	-82.0%	0.02%	-84.0%
CBT	Sell	CABOT CORP. CMN	$58,000,000	-58.0%	1,208	-64.2%	0.02%	-61.5%
SKX	Sell	SKECHERS USA INC CL-A CMN CLASS A	$56,000,000	-86.0%	1,851	-86.1%	0.02%	-86.8%
PBCT	Sell	PEOPLES UNITED FINANCIAL INC CMN	$52,000,000	-84.4%	3,272	-84.1%	0.01%	-85.3%
TRMB	Sell	TRIMBLE NAVIGATION LTD CMN	$51,000,000	-57.5%	2,039	-63.6%	0.01%	-61.8%
UNM	Sell	UNUM GROUP CMN	$47,000,000	-86.8%	1,535	-85.6%	0.01%	-88.1%
SABR	Sell	SABRE CORPORATION CMN	$47,000,000	-76.4%	1,633	-77.0%	0.01%	-78.9%
ABM	Sell	ABM INDUSTRIES INC CMN	$37,000,000	-45.6%	1,130	-52.9%	0.01%	-47.4%
RLGY	Sell	REALOGY HLDGS CORP CMN	$38,000,000	-88.1%	1,057	-87.8%	0.01%	-89.0%
ESNT	Sell	ESSENT GROUP LTD. CMN	$30,000,000	-85.4%	1,446	-84.6%	0.01%	-86.2%
BBT	Sell	BB&T CORPORATION CMN	$27,000,000	-64.5%	800	-60.0%	0.01%	-68.2%
VLO	Sell	VALERO ENERGY CORPORATION CMN	$25,000,000	-96.0%	388	-95.7%	0.01%	-96.1%
CVS	Sell	CVS HEALTH CORP CMN	$27,000,000	-87.7%	260	-88.4%	0.01%	-88.9%
DE	Sell	DEERE & COMPANY CMN	$24,000,000	-50.0%	310	-50.2%	0.01%	-57.1%
RF	Sell	REGIONS FINANCIAL CORPORATION CMN	$22,000,000	-90.7%	2,809	-88.6%	0.01%	-91.0%
CACC	Sell	CREDIT ACCEPTANCE CORPORATION CMN	$23,000,000	-86.1%	126	-83.7%	0.01%	-87.2%
AN	Sell	AUTONATION, INC. CMN	$24,000,000	-94.7%	504	-93.3%	0.01%	-95.3%
GIII	Sell	G-III APPAREL GROUP, LTD. CMN	$18,000,000	-93.0%	368	-93.6%	0.01%	-93.2%
NXST	Sell	NEXSTAR BROADCASTING GRP, INC CMN	$20,000,000	-78.3%	449	-71.4%	0.01%	-80.8%
FLO	Sell	FLOWERS FOODS INC CMN	$20,000,000	-98.3%	1,079	-98.1%	0.01%	-98.5%
ITT	Sell	ITT CORPORATION CMN	$18,000,000	-90.9%	482	-91.1%	0.01%	-91.1%
TEN	Sell	TENNECO INC CMN	$17,000,000	-10.5%	321	-20.3%	0.00%	-20.0%
CBS	Sell	CBS CORPORATION CMN CLASS B	$16,000,000	-87.9%	299	-89.3%	0.00%	-89.5%
DECK	Sell	DECKERS OUTDOORS CORP CMN	$15,000,000	-95.3%	256	-96.2%	0.00%	-95.6%
ALSN	Sell	ALLISON TRANSMISSION HLDG INC. CMN	$11,000,000	-96.0%	411	-96.2%	0.00%	-96.2%
POLY	Sell	PLANTRONICS INC CMN	$13,000,000	-98.7%	330	-98.4%	0.00%	-99.0%
PACW	Sell	PACWEST BANCORP CMN	$13,000,000	-88.2%	360	-86.0%	0.00%	-90.3%
MCO	Sell	MOODYS CORP CMN	$12,000,000	-97.1%	123	-97.1%	0.00%	-97.5%
WPG	Sell	WP GLIMCHER INC CMN	$7,000,000	-98.8%	707	-98.7%	0.00%	-98.8%
HF	Sell	HFF, INC. CMN CLASS A	$7,000,000	-91.9%	268	-90.4%	0.00%	-92.0%
HBAN	Sell	HUNTINGTON BANCSHARES INCORPOR*ATED CMN	$4,000,000	-98.9%	442	-98.6%	0.00%	-99.0%
INSYQ	Sell	INSYS THERAPEUTICS INC CMN	$3,000,000	-96.3%	163	-94.2%	0.00%	-95.7%
GDDY	Sell	GODADDY.COM, INC. CMN CLASS A	$3,000,000	-94.3%	91	-94.5%	0.00%	-93.3%
CNK	Exit	CINEMARK HOLDINGS, INC. CMN	$0	–	-65	-100.0%	-0.00%	–
GBCI	Exit	GLACIER BANCORP INC (NEW) CMN	$0	–	-359	-100.0%	-0.00%	–
MGM	Exit	MGM RESORTS INTERNATIONAL CMN	$0	–	-630	-100.0%	-0.00%	–
BAC	Exit	BANK OF AMERICA CORP CMN	$0	–	-1,157	-100.0%	-0.01%	–
PRU	Exit	PRUDENTIAL FINANCIAL INC CMN	$0	–	-268	-100.0%	-0.01%	–
MTH	Exit	MERITAGE HOMES CORPORATION CMN	$0	–	-718	-100.0%	-0.01%	–
PFPT	Exit	PROOFPOINT INC CMN	$0	–	-427	-100.0%	-0.01%	–
ROP	Exit	ROPER TECHNOLOGIES INC CMN	$0	–	-145	-100.0%	-0.01%	–
PTLA	Exit	PORTOLA PHARMACEUTICALS, INC. CMN	$0	–	-568	-100.0%	-0.01%	–
CMA	Exit	COMERICA INCORPORATED CMN	$0	–	-865	-100.0%	-0.01%	–
AWHHF	Exit	ALLIED WORLD ASSURANCE COMPANY* HOLDINGS, LTD CMN	$0	–	-1,001	-100.0%	-0.01%	–
DVN	Exit	DEVON ENERGY CORPORATION (NEW) CMN	$0	–	-1,151	-100.0%	-0.01%	–
KEY	Exit	KEYCORP CMN	$0	–	-2,841	-100.0%	-0.01%	–
WDR	Exit	WADDELL & REED FIN., INC. CLASS A COMMON	$0	–	-1,487	-100.0%	-0.01%	–
AL	Exit	AIR LEASE CORPORATION CMN	$0	–	-1,264	-100.0%	-0.01%	–
UNVR	Exit	UNIVAR INC. CMN	$0	–	-2,412	-100.0%	-0.01%	–
CF	Exit	CF INDUSTRIES HOLDINGS, INC. CMN	$0	–	-1,019	-100.0%	-0.01%	–
IDTI	Exit	INTEGRATED DEVICE TECH INC CMN	$0	–	-1,716	-100.0%	-0.01%	–
CVI	Exit	CVR ENERGY, INC. CMN	$0	–	-1,244	-100.0%	-0.01%	–
ASB	Exit	ASSOCIATED BANC-CORP CMN	$0	–	-2,681	-100.0%	-0.01%	–
MPC	Exit	MARATHON PETROLEUM CORPORATION CMN	$0	–	-1,004	-100.0%	-0.02%	–
STX	Exit	SEAGATE TECHNOLOGY PLC CMN	$0	–	-1,474	-100.0%	-0.02%	–
SBNY	Exit	SIGNATURE BANK CMN	$0	–	-363	-100.0%	-0.02%	–
OZRK	Exit	BANK OF THE OZARKS INC CMN	$0	–	-1,144	-100.0%	-0.02%	–
LVS	Exit	LAS VEGAS SANDS CORP. CMN	$0	–	-1,277	-100.0%	-0.02%	–
SLM	Exit	SLM CORPORATION CMN	$0	–	-8,720	-100.0%	-0.02%	–
MDRX	Exit	ALLSCRIPTS HEALTHCARE SOL INC CMN	$0	–	-3,934	-100.0%	-0.02%	–
FMER	Exit	FIRSTMERIT CORP CMN	$0	–	-3,338	-100.0%	-0.02%	–
HQY	Exit	HEALTHEQUITY INC. CMN	$0	–	-2,849	-100.0%	-0.02%	–
TEX	Exit	TEREX CORP (NEW) CMN	$0	–	-3,765	-100.0%	-0.02%	–
PTC	Exit	PTC INC CMN	$0	–	-2,119	-100.0%	-0.02%	–
IFF	Exit	INTL.FLAVORS & FRAGRANCE CMN	$0	–	-624	-100.0%	-0.02%	–
ESV	Exit	ENSCO PLC CMN CLASS A	$0	–	-4,692	-100.0%	-0.02%	–
STJ	Exit	ST JUDE MEDICAL INC CMN	$0	–	-1,216	-100.0%	-0.02%	–
TRCO	Exit	TRIBUNE MEDIA CO - A CMN CLASS A	$0	–	-2,397	-100.0%	-0.02%	–
ABC	Exit	AMERISOURCEBERGEN CORPORATION CMN	$0	–	-769	-100.0%	-0.02%	–
BIP	Exit	BROOKFIELD INFRASTRUCTURE PART*NERS L.P. LIMITED PARTNERSHIP UNITS	$0	–	-2,184	-100.0%	-0.02%	–
HUBB	Exit	HUBBELL INCORPORATED CMN	$0	–	-823	-100.0%	-0.02%	–
SPLS	Exit	STAPLES, INC. CMN	$0	–	-9,128	-100.0%	-0.02%	–
BOH	Exit	BANK OF HAWAII CORPORATION CMN	$0	–	-1,382	-100.0%	-0.02%	–
KLXI	Exit	KLX INC. CMN	$0	–	-3,127	-100.0%	-0.03%	–
MU	Exit	MICRON TECHNOLOGY, INC. CMN	$0	–	-6,668	-100.0%	-0.03%	–
GWRE	Exit	GUIDEWIRE SOFTWARE INC CMN	$0	–	-1,691	-100.0%	-0.03%	–
WNR	Exit	WESTERN REFINING, INC. CMN	$0	–	-3,100	-100.0%	-0.03%	–
SFLY	Exit	SHUTTERFLY, INC. CMN	$0	–	-2,461	-100.0%	-0.03%	–
EPC	Exit	EDGEWELL PERSONAL CARE CMN	$0	–	-1,420	-100.0%	-0.03%	–
FITB	Exit	FIFTH THIRD BANCORP CMN	$0	–	-6,113	-100.0%	-0.04%	–
HMHC	Exit	HOUGHTON MIFFLIN HARCOURT CO CMN	$0	–	-5,651	-100.0%	-0.04%	–
ZNGA	Exit	ZYNGA INC. CMN CLASS A	$0	–	-46,962	-100.0%	-0.04%	–
WBS	Exit	WEBSTER FINANCIAL CORP CMN	$0	–	-3,477	-100.0%	-0.04%	–
CMP	Exit	COMPASS MINERALS INTL, INC. CMN	$0	–	-1,746	-100.0%	-0.04%	–
ISBC	Exit	INVESTORS BANCORP, INC. CMN	$0	–	-10,469	-100.0%	-0.04%	–
BEN	Exit	FRANKLIN RESOURCES INC CMN	$0	–	-3,595	-100.0%	-0.04%	–
BA	Exit	BOEING COMPANY CMN	$0	–	-932	-100.0%	-0.04%	–
CFG	Exit	CITIZENS FINANCIAL GROUP INC CMN	$0	–	-5,026	-100.0%	-0.04%	–
ANTM	Exit	ANTHEM, INC. CMN	$0	–	-980	-100.0%	-0.04%	–
BOFI	Exit	BOFI HOLDING, INC. CMN	$0	–	-7,189	-100.0%	-0.04%	–
TECH	Exit	BIO TECHNE CORP CMN	$0	–	-1,735	-100.0%	-0.04%	–
LNC	Exit	LINCOLN NATL.CORP.INC. CMN	$0	–	-3,134	-100.0%	-0.04%	–
PRTY	Exit	PARTY CITY HOLDCO INC CMN	$0	–	-12,277	-100.0%	-0.04%	–
MTG	Exit	MGIC INVESTMENT CORP COMMON STOCK	$0	–	-18,273	-100.0%	-0.05%	–
KW	Exit	KENNEDY-WILSON HOLDINGS INC CMN	$0	–	-6,635	-100.0%	-0.05%	–
MOS	Exit	THE MOSAIC COMPANY CMN	$0	–	-6,013	-100.0%	-0.05%	–
VIAB	Exit	VIACOM INC CMN CLASS B	$0	–	-4,195	-100.0%	-0.05%	–
NWL	Exit	NEWELL RUBBERMAID INC CMN	$0	–	-3,948	-100.0%	-0.05%	–
CTLT	Exit	CATALENT, INC. CMN	$0	–	-6,978	-100.0%	-0.05%	–
NCR	Exit	NCR CORPORATION CMN	$0	–	-7,103	-100.0%	-0.05%	–
POT	Exit	POTASH CORP OF SASKATCHEWAN INC	$0	–	-10,372	-100.0%	-0.05%	–
IMPV	Exit	IMPERVA INC CMN	$0	–	-2,848	-100.0%	-0.05%	–
MXIM	Exit	MAXIM INTEGRATED PRODUCTS INC CMN	$0	–	-4,695	-100.0%	-0.05%	–
TGI	Exit	TRIUMPH GROUP INC CMN	$0	–	-4,831	-100.0%	-0.06%	–
FHN	Exit	FIRST HORIZON NATIONAL CORP CMN	$0	–	-14,106	-100.0%	-0.06%	–
HRG	Exit	HRG GROUP INC CMN	$0	–	-15,301	-100.0%	-0.06%	–
DAN	Exit	DANA HOLDING CORPORATION CMN	$0	–	-14,953	-100.0%	-0.06%	–
IBKR	Exit	INTERACTIVE BROKERS GROUP, INC*. CMN	$0	–	-4,822	-100.0%	-0.06%	–
MET	Exit	METLIFE, INC. CMN	$0	–	-4,452	-100.0%	-0.06%	–
KKR	Exit	KKR & CO. L.P. CMN	$0	–	-13,687	-100.0%	-0.06%	–
ZION	Exit	ZIONS BANCORP CMN	$0	–	-7,949	-100.0%	-0.06%	–
KEX	Exit	KIRBY CORP CMN	$0	–	-4,226	-100.0%	-0.06%	–
SVU	Exit	SUPERVALU INC CMN	$0	–	-33,437	-100.0%	-0.06%	–
FDS	Exit	FACTSET RESEARCH SYSTEMS INC CMN	$0	–	-1,416	-100.0%	-0.07%	–
SWI	Exit	SOLARWINDS, INC. CMN	$0	–	-4,038	-100.0%	-0.07%	–
AAP	Exit	ADVANCE AUTO PARTS, INC. CMN	$0	–	-1,647	-100.0%	-0.07%	–
TILE	Exit	INTERFACE INC. CMN CLASS	$0	–	-13,022	-100.0%	-0.07%	–
ACIW	Exit	ACI WORLDWIDE INC CMN	$0	–	-11,868	-100.0%	-0.07%	–
BMY	Exit	BRISTOL-MYERS SQUIBB COMPANY CMN	$0	–	-3,758	-100.0%	-0.07%	–
ASGN	Exit	ON-ASSIGNMENT INC CMN	$0	–	-5,914	-100.0%	-0.08%	–
ALV	Exit	AUTOLIV, INC. CMN	$0	–	-2,140	-100.0%	-0.08%	–
TKR	Exit	TIMKEN CO CMN	$0	–	-9,399	-100.0%	-0.08%	–
BERY	Exit	BERRY PLASTICS GROUP, INC. CMN	$0	–	-7,688	-100.0%	-0.08%	–
RIG	Exit	TRANSOCEAN LTD. CMN	$0	–	-23,106	-100.0%	-0.08%	–
TSO	Exit	TESORO CORPORATION CMN	$0	–	-2,751	-100.0%	-0.08%	–
WEN	Exit	WENDY'S CO/THE CMN	$0	–	-28,086	-100.0%	-0.09%	–
WTFC	Exit	WINTRUST FINANCIAL CORP CMN	$0	–	-6,209	-100.0%	-0.09%	–
BKS	Exit	BARNES & NOBLE, INC CMN	$0	–	-36,165	-100.0%	-0.09%	–
COLM	Exit	COLUMBIA SPORTSWEAR COMPANY COMMON STOCK	$0	–	-6,766	-100.0%	-0.09%	–
DBD	Exit	DIEBOLD INCORPORATED CMN	$0	–	-11,465	-100.0%	-0.10%	–
PANW	Exit	PALO ALTO NETWORKS INC. CMN	$0	–	-1,972	-100.0%	-0.10%	–
CATY	Exit	CATHAY GENERAL BANCORP CMN	$0	–	-11,298	-100.0%	-0.10%	–
HUBS	Exit	HUBSPOT INC. CMN	$0	–	-6,414	-100.0%	-0.10%	–
SCI	Exit	SERVICE CORP INTERNATL CMN	$0	–	-13,924	-100.0%	-0.10%	–
BID	Exit	SOTHEBY'S CMN CLASS A	$0	–	-14,117	-100.0%	-0.10%	–
BOKF	Exit	BOK FINANCIAL CORP (NEW) CMN	$0	–	-6,138	-100.0%	-0.10%	–
HAR	Exit	HARMAN INTL INDS INC (NEW) CMN	$0	–	-4,136	-100.0%	-0.11%	–
LXK	Exit	LEXMARK INTERNATIONAL INC. CMN CLASS A	$0	–	-12,789	-100.0%	-0.12%	–
ARLP	Exit	ALLIANCE RESOURCE PARTNERS L.P CMN	$0	–	-30,986	-100.0%	-0.12%	–
TYL	Exit	TYLER TECHNOLOGIES INC CMN	$0	–	-2,391	-100.0%	-0.12%	–
J	Exit	JACOBS ENGINEERING GRP CMN	$0	–	-10,060	-100.0%	-0.12%	–
TMH	Exit	TEAM HEALTH HOLDINGS INC CMN	$0	–	-9,683	-100.0%	-0.12%	–
AIG	Exit	AMERICAN INTL GROUP, INC. CMN	$0	–	-7,111	-100.0%	-0.13%	–
COMM	Exit	COMMSCOPE HLDG CO INC CMN	$0	–	-17,384	-100.0%	-0.13%	–
SEM	Exit	SELECT MEDICAL HOLDINGS CORP CMN	$0	–	-38,315	-100.0%	-0.13%	–
SIRO	Exit	SIRONA DENTAL SYSTEMS, INC. CMN	$0	–	-4,301	-100.0%	-0.13%	–
AEL	Exit	AMERICAN EQTY INVSTMNT LFE HLD*NG CO CMN	$0	–	-20,545	-100.0%	-0.14%	–
JPM	Exit	JPMORGAN CHASE & CO CMN	$0	–	-7,480	-100.0%	-0.14%	–
ABT	Exit	ABBOTT LABORATORIES CMN	$0	–	-11,297	-100.0%	-0.14%	–
XL	Exit	XL GROUP PLC CMN	$0	–	-13,109	-100.0%	-0.15%	–
NFG	Exit	NATIONAL FUEL GAS CO CMN	$0	–	-12,231	-100.0%	-0.15%	–
NTI	Exit	NORTHERN TIER ENERGY LP CMN	$0	–	-20,762	-100.0%	-0.15%	–
TW	Exit	TOWERS WATSON & CO. CMN CLASS A	$0	–	-4,190	-100.0%	-0.15%	–
PRAA	Exit	PRA GROUP INC CMN	$0	–	-16,557	-100.0%	-0.16%	–
OMF	Exit	ONEMAIN HOLDINGS, INC CMN	$0	–	-14,206	-100.0%	-0.17%	–
ACE	Exit	ACE LIMITED CMN	$0	–	-5,407	-100.0%	-0.18%	–
ASNA	Exit	ASCENA RETAIL GROUP INC CMN	$0	–	-69,217	-100.0%	-0.19%	–
CBRE	Exit	CBRE GROUP INC CMN	$0	–	-20,094	-100.0%	-0.20%	–
HRC	Exit	HILL-ROM HOLDINGS, INC CMN	$0	–	-14,817	-100.0%	-0.20%	–
CAA	Exit	CALATLANTIC GROUP INC CMN	$0	–	-18,792	-100.0%	-0.20%	–
KEYS	Exit	KEYSIGHT TECHNOLOGIES, INC. CMN	$0	–	-27,879	-100.0%	-0.22%	–
XRAY	Exit	DENTSPLY INTL INC CMN	$0	–	-15,701	-100.0%	-0.27%	–
CB	Exit	CHUBB CORP CMN	$0	–	-7,484	-100.0%	-0.28%	–
CIT	Exit	CIT GROUP INC. CMN CLASS	$0	–	-28,509	-100.0%	-0.32%	–
HNT	Exit	HEALTH NET, INC. CMN	$0	–	-16,580	-100.0%	-0.32%	–
KING	Exit	KING DIGITAL ENTERTAINMENT PLC CMN	$0	–	-75,092	-100.0%	-0.38%	–
MIC	Exit	MACQUARIE INFRASTRUCTURE CORP CMN	$0	–	-18,890	-100.0%	-0.39%	–
PRE	Exit	PARTNERRE LTD BERMUDA CMN	$0	–	-10,159	-100.0%	-0.40%	–

Original filings

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

View 13F-HR filed 2016-05-13

Signatures

The EDGAR filing(s) were signed by:

Andrew Radford — General Council

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 (379240000.0 != 379240000000.0)

Export GAM SYSTEMATIC LLP's holdings