Grantham, Mayo, Van Otterloo & Co

Latest statistics and disclosures from Grantham, Mayo, Van Otterloo & Co's latest quarterly 13F-HR filing:

  • Top 5 stock holdings are MSFT, IBM, ORCL, JNJ, GOOG. These five stock positions account for 22.92% of Grantham, Mayo, Van Otterloo & Co's total stock portfolio.
  • Added to shares of these 10 stocks: AAPL (+$303.00M), JPM (+$298.07M), WFC (+$297.98M), PM (+$227.04M), CSCO (+$187.61M), MON (+$134.51M), QCOM (+$134.18M), MA (+$131.63M), EMR (+$118.43M), IBM (+$110.21M).
  • Started 77 new stock positions in OII, Brookfield Ppty Partners L P unit ltd partn, APH, TXRH, FFIV, Cenovus Energy, General Growth Properties, AMAP, IRS, TEO.
  • Reduced shares in these 10 stocks: PFE (-$644.39M), CVX (-$453.96M), KO (-$414.35M), MRK (-$405.69M), PEP (-$351.01M), WMT (-$320.65M), GOOG (-$283.31M), BMY (-$249.12M), ORCL (-$227.33M), JNJ (-$216.26M).
  • Sold out of its positions in ANF, ACM, APD, ATK, AMZN, AEL, AMSG, AINV, ADM, ARCC.
  • As of March 31, 2014, Grantham, Mayo, Van Otterloo & Co has $38.34B in assets under management (AUM). Assets under management dropped from a total value of $41.21B to $38.34B.
  • Independent of market fluctuations, Grantham, Mayo, Van Otterloo & Co was a net seller by $3.12B worth of stocks in the most recent quarter.

Grantham, Mayo, Van Otterloo & Co portfolio companies for March 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
MSFT Microsoft Corporation 4.82 -9.00% 45087434 40.99 44.04
IBM International Business Machines 4.81 +6.00% 9572485 192.49 194.45
ORCL Oracle Corporation 4.52 -11.00% 42349429 40.91 40.44
JNJ Johnson & Johnson 4.50 -11.00% 17574048 98.23 101.90
GOOG Google 4.27 -14.00% 1469917 1114.51 586.00
PM Philip Morris International 4.24 +16.00% 19839326 81.87 84.44
PG Procter & Gamble Company 3.81 -6.00% 18128536 80.60 79.28
CSCO Cisco Systems 3.31 +17.00% 56556103 22.41 25.70
CVX Chevron Corporation 3.03 -28.00% 9762723 118.91 133.05
KO Coca-Cola Company 2.79 -27.00% 27707998 38.66 40.67
AAPL Apple 2.48 +46.00% 1774486 536.74 97.76
Express Scripts Holding 2.46 -9.00% 12559677 75.09 0.00
QCOM QUALCOMM 2.34 +17.00% 11376438 78.86 75.69
WMT Wal-Mart Stores 2.04 -29.00% 10230272 76.43 75.86
PEP Pepsi 1.75 -34.00% 8029020 83.50 91.16
MMM 3M Company 1.74 -11.00% 4923590 135.66 144.06
ABT Abbott Laboratories 1.64 16360821 38.51 42.72
CL Colgate-Palmolive Company 1.58 -9.00% 9360946 64.87 67.24
UNH UnitedHealth 1.57 -4.00% 7348107 81.99 85.46
XOM Exxon Mobil Corporation 1.49 -23.00% 5842084 97.68 103.70
JPM JPMorgan Chase & Co. 1.30 +149.00% 8198402 60.71 58.72
WFC Wells Fargo & Company 1.24 +168.00% 9535676 49.74 51.41
MDT Medtronic 1.13 -30.00% 7050459 61.54 62.40
AMGN Amgen 1.06 +5.00% 3290249 123.34 122.39
MCD McDonald's Corporation 1.01 -32.00% 3951363 98.03 95.71
EMC EMC Corporation 0.97 +27.00% 13581132 27.41 29.22
EMR Emerson Electric 0.85 +56.00% 4902860 66.80 66.61
EBAY eBay 0.85 +40.00% 5866991 55.24 52.26
NKE NIKE 0.81 4230065 73.86 77.89
UTX United Technologies Corporation 0.80 2614830 116.84 108.32
LLY Eli Lilly & Co. 0.78 -18.00% 5110724 58.86 63.19
Accenture 0.77 +48.00% 3684577 79.72 0.00
HPQ Hewlett-Packard Company 0.72 -42.00% 8482086 32.36 35.30
BAX Baxter International 0.68 +20.00% 3521356 73.58 76.42
DHR Danaher Corporation 0.66 +42.00% 3367922 75.00 75.07
MON Monsanto Company 0.63 +127.00% 2111956 113.77 115.62
PFE Pfizer 0.56 -74.00% 6741800 32.12 29.99
BMY Bristol Myers Squibb 0.56 -53.00% 4144419 51.95 49.20
COST Costco Wholesale Corporation 0.54 +5.00% 1839788 111.68 116.92
SYK Stryker Corporation 0.53 -6.00% 2472702 81.47 80.11
WLP WellPoint 0.51 +22.00% 1981566 99.55 114.51
BDX Becton, Dickinson and 0.50 -6.00% 1621998 117.08 118.22
Copa Holdings Sa-class A 0.49 -8.00% 1281061 145.19 0.00
ITW Illinois Tool Works 0.48 +61.00% 2271534 81.33 84.43
EEM iShares MSCI Emerging Markets Indx 0.46 +33.00% 4287735 40.99 44.79
SYY SYSCO Corporation 0.45 -11.00% 4755591 36.13 36.64
BBBY Bed Bath & Beyond 0.43 +90.00% 2368849 68.80 62.21
ZMH Zimmer Holdings 0.43 -24.00% 1732793 94.58 100.24
Covidien 0.40 +71.00% 2103588 73.66 0.00
CTSH Cognizant Technology Solutions 0.39 +244.00% 2969710 50.61 50.94
MA MasterCard Incorporated 0.39 +727.00% 2004221 74.70 75.61
GIS General Mills 0.39 -5.00% 2890462 51.82 52.88
TJX TJX Companies 0.39 +40.00% 2477514 60.65 52.78
BIIB Biogen Idec 0.38 +250.00% 476999 305.87 335.19
PCP Precision Castparts 0.38 +121.00% 583782 252.76 234.14
VALE.P Vale 0.38 -8.00% 11706003 12.45 0.00
MRK Merck & Co 0.37 -73.00% 2519078 56.77 57.86
AGN Allergan 0.36 +51.00% 1101751 124.10 170.69
KMB Kimberly-Clark Corporation 0.33 -35.00% 1137817 110.25 108.04
INTU Intuit 0.33 -4.00% 1637156 77.73 82.43
CVS CVS Caremark Corporation 0.32 -50.00% 1649081 74.86 78.55
* America Movil Sab De Cv spon adr l shs 0.31 -14.00% 6040780 19.88 0.00
ADBE Adobe Systems Incorporated 0.28 +15.00% 1635496 65.74 72.32
HUM Humana 0.27 +425.00% 904557 112.72 129.60
LO Lorillard 0.26 -43.00% 1853478 54.08 60.65
LH Laboratory Corp. of America Holdings 0.25 -13.00% 966113 98.21 105.78
GPC Genuine Parts Company 0.24 +48.00% 1067986 86.85 84.73
SKM SK Tele 0.23 3913954 22.57 26.72
VFC V.F. Corporation 0.23 +310.00% 1395832 61.88 61.88
ITUB Banco Itau Holding Financeira S.A. 0.23 -9.00% 5929439 14.86 15.89
MBT Mobile TeleSystems OJSC 0.22 +7.00% 4777565 17.49 17.57
GWW W.W. Grainger 0.22 +40.00% 341365 252.66 239.03
BIDU Baidu 0.22 -38.00% 554195 152.38 227.34
VALE Vale 0.21 -32.00% 5930140 13.83 14.75
Telefonica Brasil Sa 0.21 +32.00% 3743576 21.24 0.00
SBUX Starbucks Corporation 0.20 +100.00% 1048235 73.38 78.63
Magna Intl Inc cl a 0.20 -17.00% 785327 96.29 0.00
VWO Vanguard Emerging Markets ETF 0.20 +14.00% 1872041 40.58 45.02
BVN Compania de Minas Buenaventura SA 0.17 -8.00% 5094569 12.57 11.41
COP ConocoPhillips 0.17 +119.00% 925040 70.35 85.15
CIG Companhia Energetica Minas Gerais 0.17 +95.00% 9339061 6.80 8.91
OXY Occidental Petroleum Corporation 0.16 -12.00% 623986 95.29 99.82
TSM Taiwan Semiconductor Mfg 0.15 -26.00% 2857300 20.02 20.18
BAC Bank of America Corporation 0.15 -32.00% 3400020 17.20 15.56
ADP Automatic Data Processing 0.15 -9.00% 750266 77.26 82.25
XLNX Xilinx 0.15 NEW 1081003 54.27 41.17
CX Cemex SAB de CV 0.15 -13.00% 4481472 12.63 12.90
CHD Church & Dwight 0.15 +2.00% 806005 69.07 65.91
EDU New Oriental Education & Tech 0.14 -13.00% 1888441 29.35 19.50
STJ St. Jude Medical 0.14 +258.00% 804577 65.39 66.54
Blackberry 0.14 -22.00% 6693769 8.11 0.00
BRK.B Berkshire Hathaway 0.13 -6.00% 392800 124.97 0.00
Citi 0.13 -39.00% 1048576 47.60 0.00
BSBR Banco Santander 0.12 +6.00% 7935095 5.57 6.89
COH Coach 0.12 +172.00% 963311 49.66 34.74
NTAP NetApp 0.12 NEW 1282239 36.90 38.05
TLK PT Telekomunikasi Indonesia 0.11 -2.00% 1057300 39.37 46.74
WAG Walgreen Company 0.11 -81.00% 662105 66.03 72.13
Canadian Natural Resources 0.11 -57.00% 1054900 38.39 0.00
TUP Tupperware Brands Corporation 0.11 +115.00% 494618 83.76 74.04
HDB HDFC Bank 0.11 +179.00% 986342 41.03 48.38
CTCM CTC Media 0.10 -7.00% 3984368 9.21 9.67
RAI Reynolds American 0.10 +91.00% 696506 53.42 56.69
TGT Target Corporation 0.10 -83.00% 642692 60.51 60.09
GILD Gilead Sciences 0.10 -84.00% 516946 70.86 90.56
V Visa 0.10 -30.00% 173885 215.86 213.68
Herbalife Ltd Com Stk 0.10 -17.00% 646878 57.27 0.00
SCCO Southern Copper Corporation 0.10 -21.00% 1288227 29.11 33.23
TWC Time Warner Cable 0.09 NEW 257700 137.18 148.02
CHL China Mobile 0.09 +7.00% 794152 45.59 55.02
HON Honeywell International 0.09 NEW 355002 92.76 94.61
Gran Tierra Energy 0.09 +9.00% 4756000 7.52 0.00
AIG American International 0.09 -36.00% 706913 50.01 53.85
APA Apache Corporation 0.08 +97.00% 382767 82.95 101.02
HCBK Hudson City Ban 0.08 +81.00% 3163442 9.83 9.80
MAT Mattel 0.08 +9231.00% 774500 40.11 35.35
PAYX Paychex 0.08 +68.00% 752709 42.60 42.14
BCR C.R. Bard 0.08 +88.00% 199094 147.98 149.26
GOL Gol Linhas Aereas Inteligentes SA 0.08 -7.00% 6117101 4.86 6.70
YUM Yum! Brands 0.08 -34.00% 394663 75.39 74.02
SBS Companhia de Saneamento Basi 0.08 +31.00% 3365185 9.26 9.80
BBD Banco Bradesco SA 0.08 +27.00% 2209520 13.67 15.78
CHECK POINT SOFTWARE Technolog Com Stk 0.08 +3281.00% 476800 67.63 0.00
Cosan Ltd shs a 0.08 +41.00% 2537200 11.40 0.00
CTXS Citrix Systems 0.07 +311.00% 465429 57.43 67.73
KT KT Corporation 0.07 1819870 13.89 14.87
OMC Omni 0.07 -29.00% 370096 72.60 72.71
MRO Marathon Oil Corporation 0.07 +74.00% 730446 35.52 40.23
MET MetLife 0.07 -37.00% 487207 52.80 54.09
GGB Gerdau SA 0.06 +8.00% 3579805 6.41 6.20
IBN ICICI Bank 0.06 -28.00% 494700 43.80 49.56
GS Goldman Sachs 0.06 -36.00% 138015 163.85 175.17
MS Morgan Stanley 0.06 -32.00% 698945 31.17 32.90
ADI Analog Devices 0.06 NEW 410800 53.14 49.82
Agrium 0.06 +2.00% 247000 97.60 0.00
ISRG Intuitive Surgical 0.06 +63.00% 52332 437.99 465.56
SIAL Sigma-Aldrich Corporation 0.06 +93.00% 236278 93.38 103.11
VAR Varian Medical Systems 0.06 +85.00% 261431 83.99 83.03
FRX Forest Laboratories 0.06 +1706.00% 252000 92.27 0.00
Gildan Activewear Inc Com Cad 0.06 +22.00% 440873 50.47 0.00
ROK Rockwell Automation 0.06 NEW 189600 124.55 121.67
Tor Dom Bk Cad 0.06 +101.00% 471252 46.96 0.00
Bank Of Montreal Cadcom Npv 0.06 -10.00% 334700 67.01 0.00
Suncor Energy 0.06 +15.00% 703400 34.98 0.00
HYG iShares iBoxx $ High Yid Corp Bond 0.06 NEW 236000 94.39 93.82
Tim Participacoes Sa-adr spon 0.06 +29.00% 902100 25.96 0.00
SID Companhia Siderurgica Nacional 0.05 +15.00% 4404700 4.36 5.12
INFY Infosys Technologies 0.05 -19.00% 335420 54.18 55.38
AXP American Express Company 0.05 -31.00% 231566 90.03 91.14
INTC Intel Corporation 0.05 -53.00% 815915 25.81 33.99
HES Hess 0.05 +146.00% 209509 82.88 99.63
CA CA 0.05 +542.00% 620532 30.97 29.46
HSIC Henry Schein 0.05 +177.00% 158951 119.37 117.94
PRU Prudential Financial 0.05 -39.00% 221920 84.65 87.31
CHRW C.H. Robinson Worldwide 0.05 +58.00% 385865 52.39 65.77
TTM Tata Motors 0.05 -7.00% 587290 35.41 39.99
VRX Valeant Pharmaceuticals Int 0.05 -38.00% 152647 131.77 122.78
GM General Motors Company 0.05 -54.00% 579726 34.42 34.95
Magnachip Semiconductor 0.05 +40.00% 1293778 13.94 0.00
Depository Vipshop Holdings Ltd - Ads receipt 0.05 -53.00% 131884 149.30 0.00
Epl Oil & Gas 0.05 NEW 536165 38.60 0.00
Sirius Xm Holdings 0.05 +659.00% 5725000 3.20 0.00
VIP Vimpel 0.04 +21.00% 1882400 9.03 8.33
GNW Genworth Financial 0.04 -4.00% 796880 17.73 16.18
USB U.S. Ban 0.04 -7.00% 398500 42.86 42.38
PNC PNC Financial Services 0.04 -19.00% 174723 87.00 83.86
CAT Caterpillar 0.04 NEW 145900 99.37 103.94
CERN Cerner Corporation 0.04 +82.00% 282878 56.25 56.40
TDC Teradata Corporation 0.04 +226.00% 333688 49.19 42.16
AFL AFLAC Incorporated 0.04 -43.00% 253343 63.04 63.14
WAT Waters Corporation 0.04 +147.00% 134409 108.41 105.06
Cenovus Energy 0.04 NEW 479000 28.96 0.00
DOV Dover Corporation 0.04 +1969.00% 183935 81.75 87.48
FAST Fastenal Company 0.04 +116.00% 286092 49.32 45.01
ELP Companhia Paranaense de Energia 0.04 +55.00% 1296201 13.11 16.99
HRL Hormel Foods Corporation 0.04 +41.00% 308194 49.27 47.48
Foster Wheeler Ltd Com Stk 0.04 NEW 423000 32.42 0.00
MKC McCormick & Company, Incorporated 0.04 +124.00% 192701 71.74 68.73
AMAP AutoNavi Holdings 0.04 NEW 829000 20.04 20.90
RDA Rda Microelectronics 0.04 +567.00% 784102 17.93 18.45
Ralph Lauren 0.04 +194.00% 102103 160.93 0.00
Ambev Sa- 0.04 -9.00% 1944600 7.41 0.00
HAS Hasbro 0.03 +1296.00% 191351 55.62 51.59
BLK BlackRock 0.03 -44.00% 35934 314.49 314.72
HIG Hartford Financial Services 0.03 -52.00% 299439 35.27 35.09
LNC Lincoln National Corporation 0.03 -46.00% 190673 50.67 52.22
EXPD Expeditors International of Washington 0.03 +590.00% 301665 39.63 44.78
PHI Philippine Long Distance Telephone 0.03 +119.00% 165343 61.02 70.88
CMI Cummins 0.03 NEW 66900 148.98 145.25
TRV Travelers Companies 0.03 -36.00% 113970 85.10 91.58
BF.B Brown-Forman Corporation 0.03 +52.00% 137190 89.69 0.00
GPN Global Payments 0.03 +504.00% 148715 71.11 71.14
NUS Nu Skin Enterprises 0.03 -73.00% 116400 82.85 62.99
AET Aetna 0.03 -54.00% 169271 74.97 84.16
COF Capital One Financial 0.03 -28.00% 126800 77.16 81.25
APOL Apollo 0.03 +1194.00% 281057 34.24 28.51
LLTC Linear Technology Corporation 0.03 NEW 271400 48.69 43.80
GD General Dynamics Corporation 0.03 -60.00% 100076 108.92 120.26
Methanex 0.03 -24.00% 170307 64.02 0.00
ROP Roper Industries 0.03 NEW 86228 133.51 146.00
APH Amphenol Corporation 0.03 NEW 112943 91.65 97.33
CPL CPFL Energia S.A. 0.03 +42.00% 691200 16.33 18.62
UL Unilever 0.03 -14.00% 300883 42.78 44.61
FFIV F5 Networks 0.03 NEW 125197 106.63 112.54
MD Mednax 0.03 +58.00% 156901 61.98 57.83
PD Precision Drilling Corporation 0.03 +39.00% 991900 12.00 0.00
SPG Simon Property 0.03 -13.00% 67600 163.99 170.57
EWY iShares MSCI South Korea Index Fund 0.03 NEW 175000 61.50 65.90
Industries N shs - a - 0.03 -54.00% 140064 88.94 0.00
XRS TAL Education 0.03 -35.00% 570112 22.52 27.39
Sterling Finl Corp Wash 0.03 314486 33.33 0.00
AGI Alamos Gold 0.03 +29.00% 1342710 9.05 9.37
American Realty Capital Prop 0.03 NEW 734428 14.02 0.00
Avianca Holdings Sa 0.03 +383.00% 562786 17.05 0.00
ANSS ANSYS 0.02 +51.00% 87926 77.02 77.20
SCHW Charles Schwab Corporation 0.02 -27.00% 343109 27.33 27.61
STT State Street Corporation 0.02 -48.00% 133272 69.55 71.11
WU Western Union Company 0.02 -9.00% 364200 16.36 17.49
AIZ Assurant 0.02 -35.00% 115530 64.96 66.14
Ace Limited Cmn 0.02 -9.00% 73600 99.06 0.00
TSS Total System Services 0.02 NEW 221900 30.41 32.15
BK Bank of New York Mellon Corporation 0.02 -9.00% 250000 35.29 39.47
DFS Discover Financial Services 0.02 -19.00% 103400 58.19 62.35
AMP Ameriprise Financial 0.02 -39.00% 64140 110.07 121.29
CSE CapitalSource 0.02 -72.00% 508524 14.59 15.50
MCO Moody's Corporation 0.02 -39.00% 77316 79.32 90.90
RMD ResMed 0.02 +97.00% 170814 44.69 51.04
T AT&T; 0.02 -53.00% 256658 35.07 35.70
BEN Franklin Resources 0.02 -37.00% 142277 54.18 57.28
HUB.B Hubbell Incorporated 0.02 NEW 65234 119.88 0.00
MCRS MICROS Systems 0.02 +321.00% 124000 52.93 67.71
PII Polaris Industries 0.02 NEW 56627 139.70 147.17
ROST Ross Stores 0.02 -48.00% 110832 71.55 63.62
PLL Pall Corporation 0.02 NEW 104444 89.47 79.65
RF Regions Financial Corporation 0.02 -27.00% 547397 11.11 10.24
WDC Western Digital 0.02 -60.00% 76124 91.82 99.80
MTD Mettler-Toledo International 0.02 +303.00% 26865 235.70 261.20
NOV National-Oilwell Var 0.02 +8.00% 105000 77.87 84.25
UNM Unum 0.02 -30.00% 256218 35.31 34.53
RTN Raytheon Company 0.02 -55.00% 72800 98.79 92.10
ALL Allstate Corporation 0.02 -46.00% 150934 56.58 57.52
BBT BB&T; Corporation 0.02 -9.00% 152600 40.17 37.69
CI CIGNA Corporation 0.02 -48.00% 80000 83.72 95.76
MMC Marsh & McLennan Companies 0.02 -9.00% 118800 49.30 51.18
Canadian Pacific Railway 0.02 -64.00% 43836 150.08 0.00
EXC Exelon Corporation 0.02 -46.00% 196640 33.56 31.79
LSI LSI Corporation 0.02 -48.00% 587200 11.07 11.14
PDCO Patterson Companies 0.02 +427.00% 157100 41.76 39.31
MUR Murphy Oil Corporation 0.02 +886.00% 140300 62.86 67.22
HSY Hershey Company 0.02 -25.00% 71800 104.40 91.83
DLTR Dollar Tree 0.02 -39.00% 124988 52.18 55.13
AZO AutoZone 0.02 -51.00% 12799 537.07 513.51
EL Estee Lauder Companies 0.02 -26.00% 108582 66.88 74.96
KS KapStone Paper and Packaging 0.02 +126.00% 208200 28.84 31.66
LLL L-3 Communications Holdings 0.02 -56.00% 52945 118.14 120.19
DECK Deckers Outdoor Corporation 0.02 +1425.00% 97344 79.73 89.06
WAB Wabtec Corporation 0.02 NEW 74453 77.50 83.12
JKHY Jack Henry & Associates 0.02 +202.00% 107600 55.76 59.27
SSL Sasol 0.02 110421 55.88 59.45
AME AMETEK 0.02 +3300.00% 146200 51.49 51.07
Teck Resources Ltd cl b 0.02 -44.00% 296900 21.62 0.00
Hldgs 0.02 -48.00% 135100 44.63 0.00
Marathon Petroleum 0.02 -71.00% 71250 87.05 0.00
Ocean Rig Udw 0.02 325000 17.79 0.00
American Tower Reit 0.02 -9.00% 85600 81.87 0.00
Monster Beverage 0.02 -52.00% 95697 69.45 0.00
Phillips 66 0.02 -60.00% 109384 77.06 0.00
Linn 0.02 336000 27.05 0.00
Brookfield Ppty Partners L P unit ltd partn 0.02 NEW 340742 18.70 0.00
Sesa Sterlite Limted 0.02 -21.00% 481484 12.42 0.00
Controladora Vuela Cia Spon Ad 0.02 +52.00% 1065800 8.30 0.00
CB Chubb Corporation 0.01 -11.00% 55300 89.29 88.88
L Loews Corporation 0.01 -27.00% 65700 44.05 43.35
Omnicare Inc dbcv 3.250%12/1 0.01 3000000 1.06 0.00
FMX Fomento Economico Mexicano SAB 0.01 -2.00% 55300 93.24 94.91
PBR.A Petroleo Brasileiro SA 0.01 +148.00% 366600 13.87 0.00
TWX Time Warner 0.01 -75.00% 38743 65.33 85.40
CEO CNOOC 0.01 18069 151.81 179.68
GLW Corning Incorporated 0.01 -41.00% 252700 20.82 21.84
CME CME 0.01 -9.00% 68110 74.01 74.70
PGR Progressive Corporation 0.01 -11.00% 118100 24.22 24.17
PFG Principal Financial 0.01 -30.00% 113200 45.99 51.12
NTRS Northern Trust Corporation 0.01 -9.00% 48200 65.56 66.96
SLM SLM Corporation 0.01 -46.00% 172500 24.48 8.68
Suntrust Banks Inc $1.00 Par Cmn 0.01 -10.00% 115500 39.79 0.00
EFX Equifax 0.01 +1432.00% 75854 68.03 76.56
AN AutoNation 0.01 -42.00% 54300 53.22 55.68
Canadian Natl Ry 0.01 -17.00% 66400 56.27 0.00
CCI Crown Castle International 0.01 NEW 68400 73.79 73.80
ECL Ecolab 0.01 -73.00% 27499 108.00 110.16
MTB M&T; Bank Corporation 0.01 -9.00% 28000 121.29 122.40
HD Home Depot 0.01 -96.00% 32068 79.14 80.89
VIA.B Via 0.01 -55.00% 23700 84.98 0.00
CBS CBS Corporation 0.01 -82.00% 36852 61.79 57.58
CAH Cardinal Health 0.01 -42.00% 56000 69.98 72.17
CLR Continental Resources 0.01 -33.00% 15800 124.24 151.77
EW Edwards Lifesciences 0.01 -21.00% 53446 74.17 85.00
HST Host Hotels & Resorts 0.01 -17.00% 162200 20.24 22.93
IDXX IDEXX Laboratories 0.01 -28.00% 26700 121.39 129.60
KSS Kohl's Corporation 0.01 -55.00% 66293 56.79 51.46
NVDA NVIDIA Corporation 0.01 -11.00% 291200 17.91 17.52
NBL Noble Energy 0.01 -36.00% 33691 71.03 69.28
NOC Northrop Grumman Corporation 0.01 -69.00% 20567 123.40 127.55
PSA Public Storage 0.01 -24.00% 31200 168.49 175.00
TROW T. Rowe Price 0.01 -9.00% 56300 82.34 80.05
MHP McGraw-Hill Companies 0.01 -11.00% 59400 76.30 0.00
UNP Union Pacific Corporation 0.01 -58.00% 14647 187.68 100.61
BBY Best Buy 0.01 -72.00% 90174 26.40 31.24
BA Boeing Company 0.01 -72.00% 20609 125.48 122.36
BEAV BE Aerospace 0.01 -49.00% 22667 86.78 88.35
GFI Gold Fields 0.01 +71.00% 1298514 3.69 4.06
CMA Comerica Incorporated 0.01 -12.00% 38800 51.80 49.83
IP International Paper Company 0.01 -57.00% 47195 45.87 49.58
LVS Las Vegas Sands 0.01 -78.00% 24475 80.78 73.66
ABC AmerisourceBergen 0.01 -49.00% 38500 65.58 76.90
EQR Equity Residential 0.01 -17.00% 72200 57.99 65.19
MHK Mohawk Industries 0.01 -39.00% 16973 135.98 126.55
EMN Eastman Chemical Company 0.01 -42.00% 26342 86.21 87.50
SNPS Synopsys 0.01 -3.00% 56300 38.40 38.96
COL Rockwell Collins 0.01 -44.00% 59539 79.66 74.65
VLO Valero Energy Corporation 0.01 -87.00% 45707 53.10 48.95
CPB Campbell Soup Company 0.01 -46.00% 61400 44.89 43.51
KR Kroger 0.01 -77.00% 62141 43.64 50.32
TMO Thermo Fisher Scientific 0.01 -58.00% 18200 120.22 124.27
HCN Health Care REIT 0.01 -13.00% 62500 59.60 64.63
MSM MSC Industrial Direct 0.01 NEW 47548 86.52 87.71
AGCO AGCO Corporation 0.01 -35.00% 40000 55.15 51.99
LANC Lancaster Colony 0.01 NEW 19343 99.42 90.73
LMT Lockheed Martin Corporation 0.01 -71.00% 16340 163.22 168.99
MO Altria 0.01 -15.00% 147684 37.43 41.53
HAL Halliburton Company 0.01 -63.00% 36878 58.90 72.38
SYMC Symantec Corporation 0.01 -49.00% 135600 19.97 23.94
TXN Texas Instruments Incorporated 0.01 -58.00% 102525 47.15 46.82
WY Weyerhaeuser Company 0.01 -9.00% 125900 29.35 32.15
TMK Torchmark Corporation 0.01 -45.00% 33750 78.70 53.46
F Ford Motor Company 0.01 -60.00% 288400 15.60 17.53
SPLS Staples 0.01 -55.00% 320300 11.34 10.95
SRCL Stericycle 0.01 -36.00% 34000 113.62 117.50
EOG EOG Resources 0.01 -69.00% 13175 196.20 113.19
LOW Lowe's Companies 0.01 -71.00% 54913 48.90 47.47
CLX Clorox Company 0.01 -39.00% 49600 88.00 89.18
GCI Gannett 0.01 -69.00% 77256 27.60 33.08
FITB Fifth Third Ban 0.01 -11.00% 190000 22.95 20.86
K Kellogg Company 0.01 -39.00% 86600 62.71 65.16
FDS FactSet Research Systems 0.01 +174.00% 45990 107.81 121.58
AAP Advance Auto Parts 0.01 -44.00% 18900 126.51 124.28
LOPE Grand Canyon Education 0.01 NEW 56100 46.70 44.82
DPS Dr Pepper Snapple 0.01 -5.00% 36500 54.47 61.47
AVB AvalonBay Communities 0.01 -15.00% 26300 131.33 148.58
VNO Vornado Realty Trust 0.01 -21.00% 37600 98.56 107.35
FISV Fiserv 0.01 -41.00% 53100 56.69 62.14
PEG Public Service Enterprise 0.01 -56.00% 117900 38.14 37.80
ATR Aptar 0.01 NEW 58400 66.10 62.85
Arch Capital 0.01 +6.00% 95000 57.54 0.00
VRSK Verisk Analytics 0.01 -37.00% 53500 59.96 62.33
SJM J.M. Smucker Company 0.01 -6.00% 20500 97.22 103.76
PCLN priceline.com Incorporated 0.01 -62.00% 1884 1192.14 1231.23
SHLD Sears Holdings Corporation 0.01 -41.00% 71800 47.76 38.32
TECH Techne Corporation 0.01 +371.00% 46243 85.38 92.94
LSTR Landstar System 0.01 NEW 42200 59.22 66.69
DCI Donaldson Company 0.01 NEW 87600 42.40 40.02
VTR Ventas 0.01 -13.00% 63600 60.57 64.72
HTZ Hertz Global Holdings 0.01 -51.00% 96300 26.64 28.28
DAL Delta Air Lines 0.01 -74.00% 85485 34.65 38.29
YHOO Yahoo! 0.01 -95.00% 71315 35.90 35.91
Amdocs Ltd ord 0.01 -29.00% 78900 46.46 0.00
MU Micron Technology 0.01 -56.00% 225547 23.66 32.24
Invesco Ltd shs 0.01 -11.00% 145615 37.00 0.00
MJN Mead Johnson Nutrition 0.01 -38.00% 48400 83.14 95.97
ETR Entergy Corporation 0.01 -68.00% 28992 66.85 75.97
KEY Key 0.01 -36.00% 379800 14.24 13.73
Seagate Technology Com Stk 0.01 -60.00% 35700 56.16 0.00
SYNA Synaptics, Incorporated 0.01 NEW 75900 60.03 74.03
Chemed Corp Com Stk 0.01 NEW 33147 89.45 0.00
Capital Product 0.01 510637 10.95 0.00
DGX Quest Diagnostics Incorporated 0.01 -75.00% 91500 57.92 61.69
GME GameStop 0.01 -55.00% 79609 41.10 46.19
ICON Iconix Brand 0.01 -9.00% 128700 39.27 42.15
OII Oceaneering International 0.01 NEW 74943 71.85 69.03
RFMD RF Micro Devices 0.01 NEW 526452 7.88 10.94
SHOO Steven Madden 0.01 NEW 98800 35.98 33.27
BPZ BPZ Resources 0.01 NEW 1684177 3.18 2.81
CELG Celgene Corporation 0.01 -60.00% 34100 139.59 86.55
CHA China Telecom Corporation 0.01 45518 46.07 54.74
NSR Neustar 0.01 +369.00% 127000 32.51 28.68
PNRA Panera Bread Company 0.01 -4.00% 11040 176.45 145.10
SNDK SanDisk Corporation 0.01 -52.00% 36340 81.18 92.60
TXRH Texas Roadhouse 0.01 NEW 116200 26.08 24.89
URBN Urban Outfitters 0.01 NEW 153000 36.47 34.79
CLC CLARCOR 0.01 NEW 53700 57.36 59.81
GNTX Gentex Corporation 0.01 NEW 137000 31.53 28.99
WIT Wipro 0.01 -64.00% 201299 13.40 11.93
ENI Enersis S.A. 0.01 +80.00% 168640 15.53 17.25
GY Gen 0.01 184000 18.27 17.68
SIMO Silicon Motion Technology 0.01 131132 16.78 22.34
TRS Trimas Corporation 0.01 NEW 154037 33.20 34.56
HCP HCP 0.01 -19.00% 98000 38.79 42.47
EQT EQT Corporation 0.01 -31.00% 19794 96.95 99.46
BXP Boston Properties 0.01 -17.00% 33000 114.52 120.82
KIM Kimco Realty Corporation 0.01 -18.00% 87700 21.88 23.46
MASI Masimo Corporation 0.01 NEW 83400 27.31 23.85
CSP American Strategic Income Portfolio III 0.01 600000 7.11 7.37
BSP American Strategic Income Portf. Inc II 0.01 479500 8.31 8.81
General Growth Properties 0.01 NEW 114400 22.00 0.00
O'reilly Automotive 0.01 -34.00% 32580 148.40 0.00
MCR MFS Charter Income Trust 0.01 228312 9.13 9.20
HIO Western Asst High Incm Opprtnty Fnd 0.01 351566 6.05 5.99
Compucredit Hldgs Corp note 5.875%11/3 0.01 12031000 0.40 0.00
SWZ Swiss Helvetia Fund 0.01 +5.00% 388876 14.38 14.22
Western Asset Hgh Yld Dfndfd 0.01 116871 17.89 0.00
HCA HOLDINGS 0.01 -61.00% 44100 52.49 0.00
& PROD CO shares Brookfield 0.01 -35.00% 165700 20.97 0.00
Prologis 0.01 -49.00% 108100 40.84 0.00
Cbre Group Inc Cl A 0.01 -13.00% 109489 27.43 0.00
Beam 0.01 +313.00% 50000 83.30 0.00
Fortune Brands 0.01 -44.00% 57529 42.08 0.00
Itt 0.01 +2.00% 124400 42.76 0.00
Delphi Automotive Plc shs 0.01 -57.00% 77626 67.86 0.00
Aon 0.01 -22.00% 65700 84.28 0.00
Tronox 0.01 NEW 234000 23.77 0.00
Kraft Foods 0.01 -28.00% 46029 56.10 0.00
Abbvie 0.01 -76.00% 66200 51.40 0.00
Taylor Morrison Hom 0.01 -30.00% 133100 23.50 0.00
***ardmore Shipping 0.01 NEW 150000 13.30 0.00
Intercontinentalexchange 0.01 -9.00% 24794 197.83 0.00
American Airls 0.01 -37.00% 146200 36.60 0.00
Perrigo Company 0.01 NEW 17900 154.64 0.00
Geopark Ltd Usd shs added 0.01 NEW 306600 7.07 0.00
ETFC E TRADE Financial Corporation 0.00 -11.00% 60100 23.03 20.46
HBAN Huntington Bancshares Incorporated 0.00 -11.00% 176900 9.97 9.82
PBR Petroleo Brasileiro SA 0.00 NEW 122000 13.15 16.96
NRG NRG Energy 0.00 -36.00% 14600 31.78 31.77
TKC Turkcell Iletisim Hizmetleri A.S. 0.00 89106 13.77 16.36
BR Broadridge Financial Solutions 0.00 -3.00% 34500 37.13 41.28
LUK Leucadia National 0.00 -9.00% 66600 28.00 25.02
AMTD TD Ameritrade Holding 0.00 -82.00% 10900 33.94 31.12
LM Legg Mason 0.00 -43.00% 22200 49.05 50.53
PBCT People's United Financial 0.00 -17.00% 65600 14.86 14.93
NDAQ NASDAQ OMX 0.00 -19.00% 23800 36.93 42.29
AMG Affiliated Managers 0.00 -52.00% 9473 200.04 204.85
COG Cabot Oil & Gas Corporation 0.00 -87.00% 20900 33.88 32.37
DVN Devon Energy Corporation 0.00 +30.00% 23400 66.92 77.69
TEVA Teva Pharmaceutical Industries 0.00 NEW 13400 52.84 54.43
CLB Core Laboratories N.V. 0.00 1300 198.46 147.35
FDO Family Dollar Stores 0.00 -42.00% 32800 58.02 73.72
HTLD Heartland Express 0.00 NEW 13200 22.73 22.73
ROL Rollins 0.00 31000 30.23 29.05
BKE Buckle 0.00 +397.00% 24900 45.78 42.75
JCI Johnson Controls 0.00 -83.00% 5000 47.40 48.17
AIV Apartment Investment and Management 0.00 -14.00% 30000 30.23 33.74
DD E.I. du Pont de Nemours & Company 0.00 26000 67.12 65.05
WHR Whirlpool Corporation 0.00 -83.00% 5100 149.41 148.65
URI United Rentals 0.00 -53.00% 5100 94.90 110.98
CINF Cincinnati Financial Corporation 0.00 -12.00% 31200 48.65 47.61
CQB Chiquita Brands International 0.00 -10.00% 62700 12.46 10.04
MAS Masco Corporation 0.00 -75.00% 53100 22.20 20.35
Celestica 0.00 -8.00% 46200 10.95 0.00
TSN Tyson Foods 0.00 -75.00% 24300 43.99 41.33
HP Helmerich & Payne 0.00 -89.00% 3300 107.58 115.11
MCK McKesson Corporation 0.00 -97.00% 9600 176.56 190.90
AFG American Financial 0.00 -62.00% 15200 57.70 57.81
PCL Plum Creek Timber 0.00 -9.00% 37300 42.04 43.82
ARW Arrow Electronics 0.00 -61.00% 20300 59.36 60.26
AVT Avnet 0.00 -8.00% 18900 46.51 43.62
BHI Baker Hughes Incorporated 0.00 -47.00% 11800 65.00 72.90
DE Deere & Company 0.00 -53.00% 17000 90.82 85.30
UGP Ultrapar Participacoes SA 0.00 11780 24.11 24.10
GPS Gap 0.00 -63.00% 45282 40.06 40.03
SHG Shinhan Financial 0.00 -27.00% 9340 43.90 47.76
FCX Freeport-McMoRan Copper & Gold 0.00 -58.00% 43800 33.06 37.73
MAN Manpower 0.00 -28.00% 22100 78.82 78.89
CVO Cenveo 0.00 NEW 27000 3.04 3.37
CAG ConAgra Foods 0.00 -32.00% 8700 31.03 31.02
THRX Theravance 0.00 -55.00% 32200 30.93 22.41
VSAT ViaSat 0.00 +5.00% 19300 69.02 58.22
CRESY Cresud 0.00 +100.00% 30900 9.29 12.39
AMAT Applied Materials 0.00 -81.00% 13100 20.46 20.92
IRS IRSA Inversiones Representaciones 0.00 NEW 62000 10.58 14.67
PAM Pampa Energia S.A. 0.00 NEW 23900 5.82 9.27
NNI Nelnet 0.00 +17.00% 7000 40.86 41.30
PKX POS 0.00 -32.00% 23422 69.42 81.18
NFLX Netflix 0.00 -92.00% 1528 352.09 422.64
NPK National Presto Industries 0.00 NEW 2600 78.08 68.68
Centrais Eletricas Brasileiras 0.00 -39.00% 97130 2.84 0.00
Enbridge 0.00 -4.00% 35700 45.49 0.00
RKT Rock-Tenn Company 0.00 -40.00% 14642 105.59 102.23
Sun Life Financial 0.00 -47.00% 26900 34.68 0.00
SYNT Syntel 0.00 NEW 2900 90.00 88.29
ZION Zions Bancorporation 0.00 -14.00% 38400 30.99 29.57
IMN Imation 0.00 NEW 16900 5.80 3.20
IM Ingram Micro 0.00 -62.00% 35200 29.57 29.17
MLNK ModusLink Global Solutions 0.00 NEW 13900 4.24 3.74
TEO Telecom Argentina S.A. 0.00 NEW 28000 19.07 21.84
CMG Chipotle Mexican Grill 0.00 -78.00% 1330 568.42 676.86
JJSF J&J; Snack Foods 0.00 NEW 4443 95.88 89.98
MORN Morningstar 0.00 10100 79.01 66.42
NWLI National Western Life Insurance Company 0.00 NEW 1100 244.55 245.05
PKD Parker Drilling Company 0.00 -14.00% 70800 7.09 6.18
SGY Stone Energy Corporation 0.00 NEW 7600 41.97 38.95
Tim Hortons Inc Com Stk 0.00 -5.00% 6900 55.36 0.00
BTI British American Tobac 0.00 12052 111.43 120.80
CPLA Capella Education Company 0.00 NEW 30037 63.16 56.74
CREE Cree 0.00 -76.00% 10000 56.60 47.46
DNR Denbury Resources 0.00 +109.00% 39100 16.39 17.26
HXM Homex Development 0.00 -31.00% 19900 1.41 0.97
MGM MGM Resorts International. 0.00 -88.00% 18400 25.87 26.71
SPTN Spartan Stores 0.00 NEW 11500 23.22 21.45
YZC Yanzhou Coal Mining 0.00 51084 7.52 8.38
AIT Applied Industrial Technologies 0.00 NEW 39200 48.24 49.33
CCO Clear Channel Outdoor Holdings 0.00 NEW 27900 9.10 7.75
NCI Navigant Consulting 0.00 NEW 13700 18.69 16.77
SFG StanCorp Financial 0.00 -9.00% 9300 66.77 60.19
Transglobe Energy 0.00 -11.00% 40200 7.64 0.00
TRC Tejon Ranch Company 0.00 NEW 6000 33.83 28.23
PL Protective Life 0.00 -10.00% 14400 52.57 69.39
TGS Transportadora de Gas del Sur SA 0.00 NEW 35600 2.39 2.69
RUTH Ruth's Hospitality 0.00 +35.00% 18900 12.12 11.45
SPN Superior Energy Services 0.00 -58.00% 18800 30.74 34.91
YPF YPF SA 0.00 -32.00% 28994 31.14 34.72
NTL Nortel Inversora S.A. 0.00 73144 17.76 22.60
BAGL Einstein Noah Restaurant 0.00 NEW 15000 16.47 15.09
UNT Unit Corporation 0.00 -34.00% 12100 65.37 67.00
Baltic Trading 0.00 -74.00% 70056 6.31 0.00
MAC Macerich Company 0.00 -14.00% 29800 62.32 67.34
Symetra Finl 0.00 -9.00% 28200 19.82 0.00
AGNC American Capital Agency 0.00 -87.00% 46130 21.48 23.72
Bank Of America Corp w exp 10/201 0.00 190000 0.90 0.00
Xl Group Plc shs 0.00 -16.00% 59800 31.25 0.00
FLT FleetCor Technologies 0.00 -47.00% 1900 115.26 131.02
DSU BlackRock Debt Strategies Fund 0.00 98639 4.10 4.03
VLT Invesco Van Kampen High Inc Trust II 0.00 28730 16.53 16.90
Chunghwa Telecom Co Ltd - 0.00 +9.00% 29992 30.67 0.00
D National Bk Greece S A pref 0.00 77000 17.94 0.00
LBF DWS Global High Income Fund 0.00 206900 8.18 8.43
IMF Western Asset Inflation Mgnt Fnd 0.00 +66.00% 90150 17.86 0.00
HSA RMK Strategic Income Fund 0.00 +21.00% 68700 6.78 6.83
Western Asset Global Cp Defi 0.00 53675 18.18 0.00
American Intl 0.00 36000 20.44 0.00
Te Connectivity Ltd for 0.00 -73.00% 31100 60.23 0.00
Linkedin 0.00 -89.00% 2900 184.83 0.00
Global Eagle Acquisition Cor 0.00 NEW 45000 15.78 0.00
C&j Energy Services 0.00 -56.00% 12900 29.15 0.00
Wesco Aircraft Holdings 0.00 +21.00% 42100 22.02 0.00
Exelis 0.00 -6.00% 37100 19.00 0.00
Oi Sa-adr sp 0.00 NEW 151300 1.33 0.00
Caesars Entertainment 0.00 +466.00% 100000 19.01 0.00
SELECT INCOME REIT COM SH BEN int 0.00 NEW 27400 30.26 0.00
Facebook Inc cl a 0.00 -90.00% 10500 60.29 0.00
Pioneer Energy Services 0.00 -29.00% 32400 12.96 0.00
Engility Hldgs 0.00 +37.00% 17300 45.03 0.00
Sears Hometown and Outlet Stores 0.00 -4.00% 14700 23.67 0.00
Metropcs Communications 0.00 NEW 35000 33.03 0.00
Fox News 0.00 -29.00% 8200 31.10 0.00
Actavis 0.00 -92.00% 1306 205.97 0.00
Cubist Pharmaceutic-cvr 0.00 207000 0.65 0.00
Jgwpt Holdings Inc-a 0.00 60000 18.27 0.00
Keurig Green Mtn 0.00 NEW 10400 105.58 0.00
Community Health Sys Inc New right 01/27/2016 0.00 NEW 51900 0.06 0.00