Grantham, Mayo, Van Otterloo & Co as of Sept. 30, 2014
Portfolio Holdings for Grantham, Mayo, Van Otterloo & Co
Grantham, Mayo, Van Otterloo & Co holds 434 positions in its portfolio as reported in the September 2014 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Philip Morris International (PM) | 5.2 | $2.0B | 24M | 83.40 | |
| Express Scripts Holding | 4.8 | $1.8B | 26M | 70.63 | |
| Microsoft Corporation (MSFT) | 4.5 | $1.7B | 36M | 46.36 | |
| Oracle Corporation (ORCL) | 4.1 | $1.6B | 41M | 38.28 | |
| Johnson & Johnson (JNJ) | 3.4 | $1.3B | 12M | 106.59 | |
| Amazon (AMZN) | 3.4 | $1.3B | 4.0M | 322.44 | |
| Apple (AAPL) | 3.4 | $1.3B | 13M | 100.75 | |
| 3.2 | $1.2B | 2.0M | 588.41 | ||
| International Business Machines (IBM) | 3.0 | $1.2B | 6.1M | 189.83 | |
| Covidien | 3.0 | $1.1B | 13M | 86.51 | |
| Chevron Corporation (CVX) | 2.9 | $1.1B | 9.1M | 119.32 | |
| Procter & Gamble Company (PG) | 2.8 | $1.1B | 13M | 83.74 | |
| Coca-Cola Company (KO) | 2.7 | $1.0B | 24M | 42.66 | |
| Qualcomm (QCOM) | 2.0 | $763M | 10M | 74.77 | |
| Cisco Systems (CSCO) | 2.0 | $760M | 30M | 25.17 | |
| 3M Company (MMM) | 1.5 | $572M | 4.0M | 141.68 | |
| Wal-Mart Stores (WMT) | 1.5 | $566M | 7.4M | 76.47 | |
| UnitedHealth (UNH) | 1.4 | $516M | 6.0M | 86.25 | |
| Colgate-Palmolive Company (CL) | 1.4 | $515M | 7.9M | 65.22 | |
| McDonald's Corporation (MCD) | 1.3 | $482M | 5.1M | 94.81 | |
| Shire | 1.3 | $478M | 1.8M | 259.05 | |
| Exxon Mobil Corporation (XOM) | 1.3 | $475M | 5.1M | 94.05 | |
| Abbott Laboratories (ABT) | 1.1 | $422M | 10M | 41.59 | |
| eBay (EBAY) | 1.0 | $382M | 6.7M | 56.63 | |
| Pepsi (PEP) | 1.0 | $380M | 4.1M | 93.09 | |
| EMC Corporation | 1.0 | $373M | 13M | 29.26 | |
| Google Inc Class C | 1.0 | $362M | 626k | 577.36 | |
| Nike (NKE) | 0.9 | $350M | 3.9M | 89.20 | |
| JPMorgan Chase & Co. (JPM) | 0.9 | $344M | 5.7M | 60.24 | |
| Monsanto Company | 0.8 | $317M | 2.8M | 112.51 | |
| Accenture (ACN) | 0.8 | $317M | 3.9M | 81.32 | |
| Emerson Electric (EMR) | 0.8 | $296M | 4.7M | 62.58 | |
| Amgen (AMGN) | 0.7 | $280M | 2.0M | 140.46 | |
| Danaher Corporation (DHR) | 0.7 | $280M | 3.7M | 75.98 | |
| Biogen Idec (BIIB) | 0.7 | $265M | 800k | 330.81 | |
| Costco Wholesale Corporation (COST) | 0.7 | $257M | 2.0M | 125.32 | |
| Bed Bath & Beyond | 0.6 | $242M | 3.7M | 65.83 | |
| Baxter International (BAX) | 0.6 | $234M | 3.3M | 71.77 | |
| MasterCard Incorporated (MA) | 0.6 | $232M | 3.1M | 73.92 | |
| CHECK POINT SOFTWARE Technolog Com Stk (CHKP) | 0.6 | $230M | 3.3M | 69.24 | |
| Teradata Corporation (TDC) | 0.6 | $218M | 5.2M | 41.92 | |
| Illinois Tool Works (ITW) | 0.5 | $203M | 2.4M | 84.42 | |
| Eli Lilly & Co. (LLY) | 0.5 | $189M | 2.9M | 64.85 | |
| Directv | 0.5 | $190M | 2.2M | 86.52 | |
| ConocoPhillips (COP) | 0.5 | $177M | 2.3M | 76.52 | |
| Precision Castparts | 0.5 | $178M | 750k | 236.88 | |
| Stryker Corporation (SYK) | 0.5 | $172M | 2.1M | 80.75 | |
| Cognizant Technology Solutions (CTSH) | 0.4 | $165M | 3.7M | 44.77 | |
| Time Warner Cable | 0.4 | $164M | 1.1M | 143.49 | |
| Wells Fargo & Company (WFC) | 0.4 | $163M | 3.1M | 51.87 | |
| Allergan | 0.4 | $161M | 901k | 178.19 | |
| Becton, Dickinson and (BDX) | 0.4 | $155M | 1.4M | 113.81 | |
| V.F. Corporation (VFC) | 0.4 | $145M | 2.2M | 66.03 | |
| Humana (HUM) | 0.4 | $147M | 1.1M | 130.29 | |
| Intuit (INTU) | 0.4 | $138M | 1.6M | 87.65 | |
| TJX Companies (TJX) | 0.4 | $137M | 2.3M | 59.17 | |
| SYSCO Corporation (SYY) | 0.3 | $129M | 3.4M | 37.95 | |
| WellPoint | 0.3 | $120M | 1.0M | 119.62 | |
| International Game Technology | 0.3 | $114M | 6.7M | 16.87 | |
| Honeywell International (HON) | 0.3 | $114M | 1.2M | 93.12 | |
| Zimmer Holdings (ZBH) | 0.3 | $112M | 1.1M | 100.55 | |
| St. Jude Medical | 0.3 | $108M | 1.8M | 60.13 | |
| Occidental Petroleum Corporation (OXY) | 0.3 | $104M | 1.1M | 96.15 | |
| Telefonica Brasil Sa | 0.3 | $107M | 5.4M | 19.68 | |
| Reynolds American | 0.3 | $99M | 1.7M | 59.00 | |
| W.W. Grainger (GWW) | 0.3 | $96M | 383k | 251.65 | |
| Lorillard | 0.3 | $97M | 1.6M | 59.91 | |
| Citrix Systems | 0.2 | $93M | 1.3M | 71.34 | |
| United Technologies Corporation | 0.2 | $95M | 898k | 105.60 | |
| SK Tele | 0.2 | $90M | 3.0M | 30.34 | |
| Genuine Parts Company (GPC) | 0.2 | $89M | 1.0M | 87.71 | |
| Rockwell Automation (ROK) | 0.2 | $91M | 824k | 109.88 | |
| Paychex (PAYX) | 0.2 | $85M | 1.9M | 44.20 | |
| Analog Devices (ADI) | 0.2 | $87M | 1.8M | 49.49 | |
| General Mills (GIS) | 0.2 | $86M | 1.7M | 50.45 | |
| Baidu (BIDU) | 0.2 | $85M | 391k | 218.23 | |
| Copa Holdings Sa-class A (CPA) | 0.2 | $87M | 806k | 107.29 | |
| iShares FTSE/Xinhua China 25 Index (FXI) | 0.2 | $84M | 2.2M | 38.28 | |
| Yum! Brands (YUM) | 0.2 | $85M | 1.2M | 71.98 | |
| Bristol Myers Squibb (BMY) | 0.2 | $78M | 1.5M | 51.18 | |
| Safeway | 0.2 | $80M | 2.3M | 34.30 | |
| Intuitive Surgical (ISRG) | 0.2 | $79M | 171k | 461.82 | |
| Tim Hortons Inc Com Stk | 0.2 | $81M | 1.0M | 78.81 | |
| Berkshire Hathaway (BRK.B) | 0.2 | $76M | 550k | 138.14 | |
| Kimberly-Clark Corporation (KMB) | 0.2 | $75M | 693k | 107.57 | |
| Xilinx | 0.2 | $76M | 1.8M | 42.35 | |
| Dover Corporation (DOV) | 0.2 | $74M | 918k | 80.33 | |
| Mattel (MAT) | 0.2 | $73M | 2.4M | 30.65 | |
| Estee Lauder Companies (EL) | 0.2 | $68M | 915k | 74.72 | |
| Companhia Energetica Minas Gerais (CIG) | 0.2 | $69M | 11M | 6.23 | |
| Catamaran | 0.2 | $70M | 1.7M | 42.15 | |
| iShares MSCI Emerging Markets Indx (EEM) | 0.2 | $64M | 1.5M | 41.56 | |
| Amphenol Corporation (APH) | 0.2 | $63M | 627k | 99.86 | |
| Church & Dwight (CHD) | 0.2 | $65M | 932k | 70.16 | |
| Hudson City Ban | 0.2 | $62M | 6.4M | 9.72 | |
| America Movil Sab De Cv spon adr l | 0.1 | $58M | 2.3M | 25.20 | |
| ICICI Bank (IBN) | 0.1 | $56M | 1.1M | 49.10 | |
| Bank of America Corporation (BAC) | 0.1 | $55M | 3.2M | 17.05 | |
| China Mobile | 0.1 | $55M | 929k | 58.75 | |
| Apache Corporation | 0.1 | $54M | 576k | 93.87 | |
| Cemex SAB de CV (CX) | 0.1 | $48M | 3.7M | 13.04 | |
| PT Telekomunikasi Indonesia (TLK) | 0.1 | $49M | 1.0M | 48.10 | |
| HDFC Bank (HDB) | 0.1 | $49M | 1.1M | 46.58 | |
| Tata Motors | 0.1 | $51M | 1.2M | 43.71 | |
| American International (AIG) | 0.1 | $49M | 901k | 54.02 | |
| Citigroup (C) | 0.1 | $49M | 938k | 51.82 | |
| Ally Financial (ALLY) | 0.1 | $50M | 2.2M | 23.14 | |
| McKesson Corporation (MCK) | 0.1 | $44M | 228k | 194.67 | |
| Marathon Oil Corporation (MRO) | 0.1 | $45M | 1.2M | 37.59 | |
| Banco Santander (BSBR) | 0.1 | $42M | 6.3M | 6.54 | |
| Sigma-Aldrich Corporation | 0.1 | $39M | 287k | 136.01 | |
| Companhia de Saneamento Basi (SBS) | 0.1 | $37M | 4.5M | 8.11 | |
| Pfizer (PFE) | 0.1 | $33M | 1.1M | 29.57 | |
| Medtronic | 0.1 | $34M | 551k | 61.95 | |
| Southern Copper Corporation (SCCO) | 0.1 | $34M | 1.2M | 29.65 | |
| TAL Education (TAL) | 0.1 | $34M | 958k | 34.94 | |
| Tim Participacoes Sa- | 0.1 | $34M | 1.3M | 26.20 | |
| Taiwan Semiconductor Mfg (TSM) | 0.1 | $29M | 1.4M | 20.18 | |
| C.R. Bard | 0.1 | $30M | 212k | 142.71 | |
| TRW Automotive Holdings | 0.1 | $30M | 297k | 101.25 | |
| Gran Tierra Energy | 0.1 | $30M | 5.4M | 5.54 | |
| Cosan Ltd shs a | 0.1 | $29M | 2.7M | 10.76 | |
| Mobile TeleSystems OJSC | 0.1 | $25M | 1.7M | 14.94 | |
| Compania de Minas Buenaventura SA (BVN) | 0.1 | $25M | 2.1M | 11.58 | |
| Coach | 0.1 | $26M | 731k | 35.61 | |
| CVS Caremark Corporation (CVS) | 0.1 | $28M | 348k | 79.59 | |
| Compuware Corporation | 0.1 | $27M | 2.5M | 10.61 | |
| Hess (HES) | 0.1 | $26M | 272k | 94.32 | |
| KT Corporation (KT) | 0.1 | $26M | 1.6M | 16.21 | |
| Henry Schein (HSIC) | 0.1 | $26M | 222k | 116.47 | |
| Magna Intl Inc cl a (MGA) | 0.1 | $28M | 296k | 95.12 | |
| C.H. Robinson Worldwide (CHRW) | 0.1 | $28M | 427k | 66.32 | |
| Bank Of Montreal Cadcom (BMO) | 0.1 | $25M | 335k | 73.76 | |
| Goldman Sachs (GS) | 0.1 | $23M | 128k | 183.57 | |
| U.S. Bancorp (USB) | 0.1 | $23M | 553k | 41.83 | |
| American Express Company (AXP) | 0.1 | $25M | 280k | 87.54 | |
| Interactive Brokers (IBKR) | 0.1 | $22M | 865k | 24.95 | |
| Cerner Corporation | 0.1 | $22M | 371k | 59.57 | |
| Morgan Stanley (MS) | 0.1 | $21M | 602k | 34.57 | |
| Gol Linhas Aereas Inteligentes SA | 0.1 | $22M | 4.5M | 4.81 | |
| Varian Medical Systems | 0.1 | $21M | 267k | 80.12 | |
| Gildan Activewear Inc Com Cad (GIL) | 0.1 | $24M | 441k | 54.82 | |
| Tor Dom Bk Cad (TD) | 0.1 | $23M | 472k | 49.46 | |
| Suncor Energy (SU) | 0.1 | $25M | 675k | 36.27 | |
| iShares MSCI Taiwan Index | 0.1 | $22M | 1.4M | 15.27 | |
| General Motors Company (GM) | 0.1 | $22M | 703k | 31.94 | |
| Ralph Lauren Corp (RL) | 0.1 | $21M | 129k | 164.73 | |
| Depository Vipshop Holdings Ltd - Ads receipt (VIPS) | 0.1 | $22M | 117k | 189.01 | |
| Companhia Siderurgica Nacional (SID) | 0.1 | $18M | 5.0M | 3.55 | |
| Infosys Technologies (INFY) | 0.1 | $19M | 309k | 60.49 | |
| Expeditors International of Washington (EXPD) | 0.1 | $18M | 447k | 40.58 | |
| Ross Stores (ROST) | 0.1 | $21M | 272k | 75.58 | |
| Agrium | 0.1 | $21M | 231k | 89.09 | |
| Waters Corporation (WAT) | 0.1 | $17M | 175k | 99.12 | |
| Ca | 0.1 | $21M | 737k | 27.94 | |
| Linear Technology Corporation | 0.1 | $21M | 466k | 44.39 | |
| Hershey Company (HSY) | 0.1 | $19M | 201k | 95.43 | |
| Roper Industries (ROP) | 0.1 | $18M | 124k | 146.29 | |
| Companhia Paranaense de Energia | 0.1 | $20M | 1.5M | 13.67 | |
| Banco Itau Holding Financeira (ITUB) | 0.1 | $20M | 1.4M | 13.88 | |
| MetLife (MET) | 0.1 | $19M | 346k | 53.72 | |
| F5 Networks (FFIV) | 0.1 | $21M | 174k | 118.74 | |
| Ametek (AME) | 0.1 | $20M | 405k | 50.21 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.1 | $21M | 341k | 60.51 | |
| WisdomTree India Earnings Fund (EPI) | 0.1 | $17M | 796k | 21.91 | |
| Vimpel | 0.0 | $17M | 2.3M | 7.22 | |
| Gerdau SA (GGB) | 0.0 | $17M | 3.5M | 4.80 | |
| CTC Media | 0.0 | $15M | 2.2M | 6.65 | |
| PNC Financial Services (PNC) | 0.0 | $14M | 161k | 85.58 | |
| Bank of New York Mellon Corporation (BK) | 0.0 | $13M | 346k | 38.73 | |
| Devon Energy Corporation (DVN) | 0.0 | $15M | 215k | 68.18 | |
| Edwards Lifesciences (EW) | 0.0 | $15M | 151k | 102.15 | |
| Brown-Forman Corporation (BF.B) | 0.0 | $14M | 157k | 90.22 | |
| Capital One Financial (COF) | 0.0 | $14M | 174k | 81.62 | |
| Hewlett-Packard Company | 0.0 | $14M | 399k | 35.47 | |
| Murphy Oil Corporation (MUR) | 0.0 | $15M | 267k | 56.91 | |
| Fastenal Company (FAST) | 0.0 | $14M | 314k | 44.90 | |
| Herbalife Ltd Com Stk (HLF) | 0.0 | $15M | 351k | 43.75 | |
| Hormel Foods Corporation (HRL) | 0.0 | $16M | 315k | 51.39 | |
| McCormick & Company, Incorporated (MKC) | 0.0 | $17M | 246k | 66.90 | |
| Simon Property (SPG) | 0.0 | $16M | 95k | 164.42 | |
| Monster Beverage | 0.0 | $14M | 155k | 91.67 | |
| BlackRock | 0.0 | $13M | 38k | 328.32 | |
| Charles Schwab Corporation (SCHW) | 0.0 | $10M | 353k | 29.39 | |
| State Street Corporation (STT) | 0.0 | $9.5M | 130k | 73.61 | |
| Ace Limited Cmn | 0.0 | $11M | 101k | 104.87 | |
| Total System Services | 0.0 | $12M | 398k | 30.96 | |
| Equifax (EFX) | 0.0 | $12M | 167k | 74.74 | |
| Hubbell Incorporated | 0.0 | $13M | 104k | 120.53 | |
| Polaris Industries (PII) | 0.0 | $13M | 84k | 149.79 | |
| Travelers Companies (TRV) | 0.0 | $10M | 108k | 93.94 | |
| Akamai Technologies (AKAM) | 0.0 | $12M | 198k | 59.80 | |
| Pall Corporation | 0.0 | $12M | 146k | 83.70 | |
| Laboratory Corp. of America Holdings | 0.0 | $12M | 122k | 101.75 | |
| Mettler-Toledo International (MTD) | 0.0 | $9.7M | 38k | 256.14 | |
| Cenovus Energy (CVE) | 0.0 | $13M | 480k | 26.96 | |
| Deere & Company (DE) | 0.0 | $13M | 155k | 81.99 | |
| Prudential Financial (PRU) | 0.0 | $12M | 141k | 87.94 | |
| CPFL Energia | 0.0 | $11M | 679k | 15.55 | |
| Banco Bradesco SA (BBD) | 0.0 | $9.9M | 692k | 14.25 | |
| Unilever (UL) | 0.0 | $13M | 302k | 41.90 | |
| Wabtec Corporation (WAB) | 0.0 | $9.6M | 119k | 81.04 | |
| Precision Drilling Corporation | 0.0 | $10M | 923k | 10.82 | |
| Vale | 0.0 | $11M | 1.2M | 9.71 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 0.0 | $13M | 143k | 91.95 | |
| Magnachip Semiconductor Corp (MX) | 0.0 | $12M | 995k | 11.70 | |
| American Tower Reit (AMT) | 0.0 | $11M | 120k | 93.63 | |
| Controladora Vuela Cia Spon Ad (VLRS) | 0.0 | $9.5M | 1.1M | 8.68 | |
| Chubb Corporation | 0.0 | $6.6M | 73k | 91.08 | |
| Hasbro (HAS) | 0.0 | $8.5M | 155k | 55.00 | |
| Ansys (ANSS) | 0.0 | $9.3M | 122k | 75.67 | |
| Cme (CME) | 0.0 | $7.6M | 95k | 79.96 | |
| Discover Financial Services | 0.0 | $9.0M | 140k | 64.39 | |
| Ameriprise Financial (AMP) | 0.0 | $7.1M | 58k | 123.38 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.0 | $6.1M | 160k | 38.03 | |
| Crown Castle International | 0.0 | $8.1M | 101k | 80.53 | |
| Philippine Long Distance Telephone | 0.0 | $8.9M | 129k | 68.98 | |
| ResMed (RMD) | 0.0 | $6.6M | 135k | 49.27 | |
| Franklin Resources (BEN) | 0.0 | $6.5M | 119k | 54.61 | |
| IDEXX Laboratories (IDXX) | 0.0 | $5.9M | 50k | 117.82 | |
| NetApp (NTAP) | 0.0 | $7.8M | 182k | 42.96 | |
| Public Storage (PSA) | 0.0 | $7.2M | 43k | 165.83 | |
| T. Rowe Price (TROW) | 0.0 | $6.2M | 79k | 78.40 | |
| McGraw-Hill Companies | 0.0 | $7.0M | 82k | 84.45 | |
| AFLAC Incorporated (AFL) | 0.0 | $8.1M | 139k | 58.25 | |
| Tiffany & Co. | 0.0 | $6.9M | 72k | 96.31 | |
| Equity Residential (EQR) | 0.0 | $6.2M | 101k | 61.58 | |
| Health Care REIT | 0.0 | $5.8M | 93k | 62.37 | |
| Red Hat | 0.0 | $7.6M | 136k | 56.15 | |
| Allstate Corporation (ALL) | 0.0 | $8.0M | 130k | 61.37 | |
| BB&T Corporation | 0.0 | $8.0M | 215k | 37.21 | |
| Marsh & McLennan Companies (MMC) | 0.0 | $8.5M | 163k | 52.34 | |
| Merck & Co (MRK) | 0.0 | $7.0M | 119k | 59.28 | |
| Tupperware Brands Corporation | 0.0 | $7.1M | 102k | 69.04 | |
| Methanex Corp (MEOH) | 0.0 | $6.8M | 102k | 66.82 | |
| Donaldson Company (DCI) | 0.0 | $7.9M | 194k | 40.63 | |
| Barnes & Noble | 0.0 | $7.4M | 376k | 19.74 | |
| Sirona Dental Systems | 0.0 | $5.8M | 76k | 76.69 | |
| Capital Product | 0.0 | $5.8M | 581k | 9.98 | |
| Oceaneering International (OII) | 0.0 | $7.0M | 107k | 65.17 | |
| Gentex Corporation (GNTX) | 0.0 | $5.8M | 215k | 26.77 | |
| Jack Henry & Associates (JKHY) | 0.0 | $7.8M | 140k | 55.66 | |
| Gen | 0.0 | $9.1M | 568k | 15.97 | |
| Mednax (MD) | 0.0 | $6.2M | 112k | 54.82 | |
| Scripps Networks Interactive | 0.0 | $6.7M | 86k | 78.09 | |
| Royal Bank of Scotland | 0.0 | $6.2M | 524k | 11.93 | |
| Changyou | 0.0 | $9.3M | 387k | 23.93 | |
| iShares MSCI Turkey Index Fund (TUR) | 0.0 | $7.3M | 149k | 49.10 | |
| Nuveen Mult Curr St Gv Incm | 0.0 | $9.1M | 850k | 10.66 | |
| D National Bk Greece S A pref | 0.0 | $8.1M | 421k | 19.23 | |
| Nuveen Mtg opportunity term (JLS) | 0.0 | $6.1M | 255k | 23.77 | |
| Aon | 0.0 | $7.8M | 89k | 87.67 | |
| Pbf Energy Inc cl a (PBF) | 0.0 | $6.9M | 289k | 24.00 | |
| Fossil (FOSL) | 0.0 | $6.4M | 68k | 93.91 | |
| Intercontinental Exchange (ICE) | 0.0 | $6.8M | 35k | 195.04 | |
| Vectrus (VVX) | 0.0 | $8.8M | 448k | 19.68 | |
| Diversified Real Asset Inc F | 0.0 | $8.5M | 482k | 17.73 | |
| Loews Corporation (L) | 0.0 | $3.7M | 89k | 41.66 | |
| Huntington Bancshares Incorporated (HBAN) | 0.0 | $2.4M | 245k | 9.73 | |
| Comcast Corporation (CMCSA) | 0.0 | $5.3M | 98k | 53.78 | |
| Vale (VALE) | 0.0 | $4.9M | 443k | 11.01 | |
| Cnooc | 0.0 | $4.2M | 24k | 172.55 | |
| Genworth Financial (GNW) | 0.0 | $2.0M | 150k | 13.10 | |
| Hartford Financial Services (HIG) | 0.0 | $5.1M | 137k | 37.25 | |
| Leucadia National | 0.0 | $2.2M | 91k | 23.84 | |
| Progressive Corporation (PGR) | 0.0 | $4.1M | 161k | 25.28 | |
| Assurant (AIZ) | 0.0 | $3.1M | 48k | 64.31 | |
| Principal Financial (PFG) | 0.0 | $4.2M | 80k | 52.47 | |
| Lincoln National Corporation (LNC) | 0.0 | $4.3M | 80k | 53.58 | |
| Northern Trust Corporation (NTRS) | 0.0 | $4.5M | 67k | 68.03 | |
| Affiliated Managers (AMG) | 0.0 | $3.3M | 17k | 200.36 | |
| Moody's Corporation (MCO) | 0.0 | $5.3M | 56k | 94.49 | |
| M&T Bank Corporation (MTB) | 0.0 | $4.8M | 39k | 123.29 | |
| Host Hotels & Resorts (HST) | 0.0 | $4.8M | 225k | 21.33 | |
| J.B. Hunt Transport Services (JBHT) | 0.0 | $2.2M | 29k | 74.04 | |
| NVIDIA Corporation (NVDA) | 0.0 | $5.2M | 284k | 18.45 | |
| Snap-on Incorporated (SNA) | 0.0 | $3.2M | 27k | 121.09 | |
| Automatic Data Processing (ADP) | 0.0 | $2.2M | 26k | 83.08 | |
| Comerica Incorporated (CMA) | 0.0 | $2.7M | 54k | 49.85 | |
| Regions Financial Corporation (RF) | 0.0 | $4.2M | 416k | 10.04 | |
| International Flavors & Fragrances (IFF) | 0.0 | $4.0M | 42k | 95.88 | |
| Cincinnati Financial Corporation (CINF) | 0.0 | $1.9M | 41k | 47.05 | |
| National-Oilwell Var | 0.0 | $5.5M | 72k | 76.10 | |
| Unum (UNM) | 0.0 | $3.4M | 98k | 34.38 | |
| Rockwell Collins | 0.0 | $4.0M | 51k | 78.50 | |
| Plum Creek Timber | 0.0 | $2.0M | 51k | 39.01 | |
| MSC Industrial Direct (MSM) | 0.0 | $4.2M | 49k | 85.46 | |
| Lancaster Colony (MZTI) | 0.0 | $2.2M | 25k | 85.29 | |
| Gartner (IT) | 0.0 | $4.1M | 56k | 73.47 | |
| Apollo | 0.0 | $3.0M | 120k | 25.15 | |
| Weyerhaeuser Company (WY) | 0.0 | $5.0M | 158k | 31.86 | |
| Torchmark Corporation | 0.0 | $2.0M | 38k | 52.37 | |
| Canadian Pacific Railway | 0.0 | $2.6M | 13k | 207.95 | |
| Patterson Companies (PDCO) | 0.0 | $3.0M | 72k | 41.42 | |
| Stericycle (SRCL) | 0.0 | $3.1M | 26k | 116.56 | |
| Fifth Third Ban (FITB) | 0.0 | $5.1M | 256k | 20.02 | |
| FactSet Research Systems (FDS) | 0.0 | $5.0M | 41k | 121.53 | |
| Bally Technologies | 0.0 | $2.4M | 30k | 80.71 | |
| Knight Transportation | 0.0 | $2.0M | 75k | 27.39 | |
| Grand Canyon Education (LOPE) | 0.0 | $2.1M | 52k | 40.77 | |
| AvalonBay Communities (AVB) | 0.0 | $5.2M | 37k | 140.98 | |
| Vornado Realty Trust (VNO) | 0.0 | $5.2M | 52k | 99.96 | |
| Aptar (ATR) | 0.0 | $5.1M | 84k | 60.71 | |
| Arch Capital Group (ACGL) | 0.0 | $5.6M | 102k | 54.72 | |
| Pampa Energia (PAM) | 0.0 | $2.3M | 212k | 10.75 | |
| Techne Corporation | 0.0 | $3.7M | 39k | 93.54 | |
| Landstar System (LSTR) | 0.0 | $4.2M | 58k | 72.18 | |
| Toro Company (TTC) | 0.0 | $2.5M | 43k | 59.23 | |
| Ventas (VTR) | 0.0 | $5.5M | 90k | 61.96 | |
| Nexstar Broadcasting (NXST) | 0.0 | $2.0M | 50k | 40.43 | |
| Invesco (IVZ) | 0.0 | $5.2M | 132k | 39.48 | |
| KapStone Paper and Packaging | 0.0 | $5.1M | 183k | 27.97 | |
| Key (KEY) | 0.0 | $3.6M | 267k | 13.33 | |
| Synaptics, Incorporated (SYNA) | 0.0 | $1.9M | 27k | 73.19 | |
| Essex Property Trust (ESS) | 0.0 | $3.3M | 19k | 178.76 | |
| Iconix Brand | 0.0 | $5.0M | 136k | 36.94 | |
| BPZ Resources | 0.0 | $4.5M | 2.3M | 1.93 | |
| British American Tobac (BTI) | 0.0 | $3.2M | 28k | 113.06 | |
| China Telecom Corporation | 0.0 | $2.9M | 46k | 61.42 | |
| Flowserve Corporation (FLS) | 0.0 | $3.7M | 52k | 70.53 | |
| Informatica Corporation | 0.0 | $3.4M | 100k | 34.24 | |
| Skyworks Solutions (SWKS) | 0.0 | $1.9M | 33k | 58.04 | |
| Texas Roadhouse (TXRH) | 0.0 | $3.6M | 130k | 27.84 | |
| Urban Outfitters (URBN) | 0.0 | $4.0M | 108k | 36.70 | |
| Clarcor | 0.0 | $3.6M | 57k | 63.08 | |
| Enersis | 0.0 | $5.2M | 331k | 15.78 | |
| Silicon Motion Technology (SIMO) | 0.0 | $2.4M | 89k | 26.94 | |
| Trimas Corporation (TRS) | 0.0 | $4.4M | 179k | 24.33 | |
| United Natural Foods (UNFI) | 0.0 | $3.5M | 56k | 61.47 | |
| HCP | 0.0 | $5.5M | 138k | 39.71 | |
| Macerich Company (MAC) | 0.0 | $2.6M | 42k | 63.83 | |
| Boston Properties (BXP) | 0.0 | $5.2M | 45k | 115.76 | |
| Kimco Realty Corporation (KIM) | 0.0 | $2.6M | 120k | 21.91 | |
| Garmin (GRMN) | 0.0 | $4.1M | 79k | 51.99 | |
| Valeant Pharmaceuticals Int | 0.0 | $3.1M | 24k | 131.32 | |
| Xl Group | 0.0 | $2.6M | 78k | 33.17 | |
| Hldgs (UAL) | 0.0 | $5.0M | 108k | 46.79 | |
| Industries N shs - a - (LYB) | 0.0 | $5.5M | 51k | 108.67 | |
| General Growth Properties | 0.0 | $3.7M | 155k | 23.55 | |
| MFS Charter Income Trust (MCR) | 0.0 | $2.0M | 228k | 8.86 | |
| Western Asst High Incm Opprtnty Fnd (HIO) | 0.0 | $2.0M | 352k | 5.79 | |
| Compucredit Hldgs Corp note 5.875%11/3 | 0.0 | $4.8M | 12M | 0.40 | |
| Swiss Helvetia Fund (SWZ) | 0.0 | $5.3M | 389k | 13.53 | |
| Western Asset Hgh Yld Dfnd (HYI) | 0.0 | $1.9M | 117k | 16.61 | |
| Prologis (PLD) | 0.0 | $5.6M | 149k | 37.70 | |
| Global Eagle Acquisition Cor | 0.0 | $2.1M | 187k | 11.22 | |
| Cbre Group Inc Cl A (CBRE) | 0.0 | $2.4M | 82k | 29.74 | |
| Itt | 0.0 | $4.9M | 109k | 44.94 | |
| Oi Sa-adr sp | 0.0 | $3.5M | 5.0M | 0.70 | |
| Tronox | 0.0 | $5.0M | 193k | 26.05 | |
| Brookfield Mortg. Opportunity bond etf | 0.0 | $2.0M | 120k | 16.99 | |
| Blackberry (BB) | 0.0 | $4.6M | 456k | 9.99 | |
| Sesa Sterlite Limted | 0.0 | $2.8M | 164k | 17.26 | |
| American Airls (AAL) | 0.0 | $5.1M | 145k | 35.48 | |
| Geopark Ltd Usd (GPRK) | 0.0 | $3.0M | 311k | 9.73 | |
| Navient Corporation equity (NAVI) | 0.0 | $2.1M | 118k | 17.71 | |
| E TRADE Financial Corporation | 0.0 | $1.9M | 83k | 22.59 | |
| Petroleo Brasileiro SA (PBR) | 0.0 | $563k | 40k | 14.18 | |
| Sociedad Quimica y Minera (SQM) | 0.0 | $240k | 9.2k | 26.09 | |
| Petroleo Brasileiro SA (PBR.A) | 0.0 | $1.2M | 80k | 14.89 | |
| Turkcell Iletisim Hizmetleri A.S. (TKC) | 0.0 | $1.1M | 87k | 13.14 | |
| Legg Mason | 0.0 | $1.5M | 30k | 51.15 | |
| People's United Financial | 0.0 | $1.3M | 87k | 14.48 | |
| Nasdaq Omx (NDAQ) | 0.0 | $1.4M | 34k | 42.43 | |
| Copart (CPRT) | 0.0 | $510k | 16k | 31.29 | |
| Heartland Express (HTLD) | 0.0 | $1.6M | 65k | 23.96 | |
| Lincoln Electric Holdings (LECO) | 0.0 | $747k | 11k | 69.17 | |
| Rollins (ROL) | 0.0 | $1.4M | 47k | 29.28 | |
| Adobe Systems Incorporated (ADBE) | 0.0 | $934k | 14k | 69.19 | |
| Global Payments (GPN) | 0.0 | $475k | 6.8k | 69.85 | |
| Buckle (BKE) | 0.0 | $713k | 16k | 45.39 | |
| Apartment Investment and Management | 0.0 | $1.3M | 41k | 31.81 | |
| Western Digital (WDC) | 0.0 | $311k | 3.2k | 97.19 | |
| Synopsys (SNPS) | 0.0 | $1.6M | 41k | 39.68 | |
| Aetna | 0.0 | $421k | 5.2k | 81.01 | |
| CIGNA Corporation | 0.0 | $245k | 2.7k | 90.74 | |
| Ultrapar Participacoes SA (UGP) | 0.0 | $249k | 12k | 21.14 | |
| Walgreen Company | 0.0 | $261k | 4.4k | 59.32 | |
| Canadian Natural Resources (CNQ) | 0.0 | $1.1M | 28k | 38.92 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.0 | $242k | 7.4k | 32.70 | |
| Gilead Sciences (GILD) | 0.0 | $713k | 6.7k | 106.42 | |
| Starbucks Corporation (SBUX) | 0.0 | $417k | 5.5k | 75.43 | |
| General Dynamics Corporation (GD) | 0.0 | $450k | 3.5k | 127.23 | |
| Clorox Company (CLX) | 0.0 | $932k | 9.7k | 96.08 | |
| Kellogg Company (K) | 0.0 | $782k | 13k | 61.57 | |
| Dollar Tree (DLTR) | 0.0 | $750k | 13k | 56.10 | |
| AutoZone (AZO) | 0.0 | $266k | 522.00 | 509.58 | |
| Cresud (CRESY) | 0.0 | $256k | 24k | 10.89 | |
| Sinclair Broadcast | 0.0 | $822k | 32k | 26.10 | |
| Dolby Laboratories (DLB) | 0.0 | $828k | 20k | 41.80 | |
| Petrobras Energia Participaciones SA | 0.0 | $629k | 97k | 6.48 | |
| Sun Life Financial (SLF) | 0.0 | $614k | 17k | 36.33 | |
| Syntel | 0.0 | $967k | 11k | 87.91 | |
| Zions Bancorporation (ZION) | 0.0 | $1.8M | 61k | 29.06 | |
| Ez (EZPW) | 0.0 | $298k | 30k | 9.90 | |
| Telecom Argentina (TEO) | 0.0 | $325k | 16k | 20.31 | |
| Hibbett Sports (HIBB) | 0.0 | $1.5M | 34k | 42.64 | |
| J&J Snack Foods (JJSF) | 0.0 | $515k | 5.5k | 93.64 | |
| Stone Energy Corporation | 0.0 | $208k | 6.6k | 31.35 | |
| Steven Madden (SHOO) | 0.0 | $1.8M | 55k | 32.23 | |
| Deckers Outdoor Corporation (DECK) | 0.0 | $1.5M | 16k | 97.17 | |
| Denbury Resources | 0.0 | $393k | 26k | 15.01 | |
| Edenor (EDN) | 0.0 | $945k | 85k | 11.12 | |
| Lululemon Athletica (LULU) | 0.0 | $760k | 18k | 41.99 | |
| Neustar | 0.0 | $1.3M | 54k | 24.83 | |
| NetScout Systems (NTCT) | 0.0 | $1.9M | 41k | 45.80 | |
| Panera Bread Company | 0.0 | $327k | 2.0k | 162.93 | |
| URS Corporation | 0.0 | $230k | 4.0k | 57.50 | |
| Valmont Industries (VMI) | 0.0 | $1.8M | 13k | 134.95 | |
| Yanzhou Coal Mining (YZCAY) | 0.0 | $415k | 51k | 8.12 | |
| Applied Industrial Technologies (AIT) | 0.0 | $1.7M | 37k | 45.64 | |
| Buffalo Wild Wings | 0.0 | $1.8M | 13k | 134.30 | |
| Owens & Minor (OMI) | 0.0 | $302k | 9.2k | 32.79 | |
| Sasol (SSL) | 0.0 | $945k | 17k | 54.48 | |
| WD-40 Company (WDFC) | 0.0 | $544k | 8.0k | 68.00 | |
| Wipro (WIT) | 0.0 | $122k | 10k | 12.20 | |
| Transportadora de Gas del Sur SA (TGS) | 0.0 | $1.6M | 477k | 3.32 | |
| MWI Veterinary Supply | 0.0 | $1.6M | 11k | 148.41 | |
| Nortel Inversora | 0.0 | $247k | 11k | 22.22 | |
| Baltic Trading | 0.0 | $120k | 29k | 4.16 | |
| Masimo Corporation (MASI) | 0.0 | $1.6M | 76k | 21.27 | |
| Centrais Eletricas Brasileiras SA (EBR.B) | 0.0 | $88k | 21k | 4.15 | |
| AllianceBernstein Income Fund | 0.0 | $1.0M | 135k | 7.50 | |
| BlackRock Debt Strategies Fund | 0.0 | $377k | 99k | 3.82 | |
| Invesco Van Kampen High Inc Trust II (VLT) | 0.0 | $447k | 29k | 15.56 | |
| Chunghwa Telecom Co Ltd - (CHT) | 0.0 | $402k | 13k | 30.00 | |
| Western Asset Global Cp Defi (GDO) | 0.0 | $976k | 54k | 18.18 | |
| Wpx Energy | 0.0 | $219k | 9.1k | 24.07 | |
| Zweig Total Return | 0.0 | $970k | 70k | 13.86 | |
| Cubist Pharmaceutic-cvr | 0.0 | $25k | 207k | 0.12 | |
| Community Health Sys Inc New right 01/27/2016 | 0.0 | $2.1k | 52k | 0.04 | |
| Brookfield High Income Fd In | 0.0 | $434k | 46k | 9.36 | |
| Dws Global High Income Fund | 0.0 | $1.7M | 207k | 8.10 | |
| J G Wentworth Co cl a | 0.0 | $848k | 69k | 12.39 |
