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This is when opening all of the step/x_t/sldprt files? This doesn't happen in my copy of 2016. Please note that it is not uploaded as an assembly, but rater as a multibody-part. You can isolate the body you want and put it into a new part on its own using this command:
http://help.solidworks.com/2016/English/SolidWorks/sldworks/t_insert_into_new_part_pm.htm