Grantham, Mayo, Van Otterloo & Co

Grantham, Mayo, Van Otterloo & Co as of Dec. 31, 2015

Portfolio Holdings for Grantham, Mayo, Van Otterloo & Co

Grantham, Mayo, Van Otterloo & Co holds 544 positions in its portfolio as reported in the December 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Philip Morris International (PM) 4.2 $1.2B 13M 87.91
Amazon (AMZN) 4.1 $1.1B 1.7M 675.89
Johnson & Johnson (JNJ) 3.7 $1.0B 10M 102.72
Charter Communications 3.4 $956M 5.2M 183.10
Cisco Systems (CSCO) 2.9 $814M 30M 27.15
Alphabet Inc Class C cs (GOOG) 2.8 $786M 1.0M 758.88
Apple (AAPL) 2.8 $776M 7.4M 105.26
UnitedHealth (UNH) 2.6 $733M 6.2M 117.64
Microsoft Corporation (MSFT) 2.6 $729M 13M 55.48
Baidu (BIDU) 2.5 $690M 3.7M 189.04
Jd (JD) 2.4 $678M 21M 32.26
Procter & Gamble Company (PG) 2.4 $664M 8.4M 79.41
Oracle Corporation (ORCL) 2.3 $637M 17M 36.53
Alphabet Inc Class A cs (GOOGL) 1.8 $497M 639k 778.01
3M Company (MMM) 1.8 $496M 3.3M 150.64
Coca-Cola Company (KO) 1.7 $475M 11M 42.96
Qualcomm (QCOM) 1.6 $451M 9.0M 49.98
Valeant Pharmaceuticals Int 1.6 $447M 4.4M 101.65
EMC Corporation 1.4 $381M 15M 25.68
Wal-Mart Stores (WMT) 1.3 $350M 5.7M 61.30
Medtronic (MDT) 1.3 $350M 4.5M 76.92
Charles Schwab Corporation (SCHW) 1.2 $341M 10M 32.93
Verizon Communications (VZ) 1.0 $288M 6.2M 46.22
Express Scripts Holding 1.0 $280M 3.2M 87.41
Home Depot (HD) 1.0 $273M 2.1M 132.25
Chevron Corporation (CVX) 0.9 $255M 2.8M 89.96
Abbott Laboratories (ABT) 0.9 $254M 5.7M 44.91
Accenture (ACN) 0.9 $253M 2.4M 104.50
American Express Company (AXP) 0.9 $240M 3.4M 69.55
Chipotle Mexican Grill (CMG) 0.8 $233M 486k 479.85
Puma Biotechnology (PBYI) 0.8 $227M 2.9M 78.40
CVS Caremark Corporation (CVS) 0.8 $225M 2.3M 97.77
JPMorgan Chase & Co. (JPM) 0.8 $209M 3.2M 66.03
Pepsi (PEP) 0.7 $202M 2.0M 99.92
Illinois Tool Works (ITW) 0.7 $202M 2.2M 92.68
Nike (NKE) 0.7 $202M 3.2M 62.50
Humana (HUM) 0.7 $202M 1.1M 178.51
American International (AIG) 0.7 $199M 3.2M 61.97
Costco Wholesale Corporation (COST) 0.7 $197M 1.2M 161.50
Pfizer (PFE) 0.7 $193M 6.0M 32.28
Colgate-Palmolive Company (CL) 0.6 $177M 2.7M 66.62
McDonald's Corporation (MCD) 0.6 $175M 1.5M 118.14
Liberty Global Inc C 0.6 $176M 4.3M 40.77
iShares MSCI Emerging Markets Indx (EEM) 0.6 $162M 5.0M 32.19
Citigroup (C) 0.6 $160M 3.1M 51.75
Emerson Electric (EMR) 0.5 $152M 3.2M 47.83
WABCO Holdings 0.5 $151M 1.5M 102.26
Danaher Corporation (DHR) 0.5 $147M 1.6M 92.88
Precision Castparts 0.5 $148M 639k 232.01
International Business Machines (IBM) 0.5 $144M 1.0M 137.62
Valero Energy Corporation (VLO) 0.5 $136M 1.9M 70.71
Honeywell International (HON) 0.5 $135M 1.3M 103.57
Stryker Corporation (SYK) 0.5 $136M 1.5M 92.94
Taiwan Semiconductor Mfg (TSM) 0.5 $131M 5.8M 22.75
Monsanto Company 0.5 $130M 1.3M 98.52
Suncor Energy (SU) 0.5 $126M 4.9M 25.71
Anthem (ELV) 0.5 $126M 905k 139.44
Cognizant Technology Solutions (CTSH) 0.4 $118M 2.0M 60.02
Eli Lilly & Co. (LLY) 0.4 $121M 1.4M 84.26
Becton, Dickinson and (BDX) 0.4 $116M 750k 154.09
United Technologies Corporation 0.4 $102M 1.1M 96.07
V.F. Corporation (VFC) 0.3 $98M 1.6M 62.25
Travelers Companies (TRV) 0.3 $96M 848k 112.86
Sun Life Financial (SLF) 0.3 $92M 3.0M 31.06
Intuit (INTU) 0.3 $92M 955k 96.50
Baker Hughes Incorporated 0.3 $88M 1.9M 46.15
Allergan 0.3 $88M 282k 312.50
Broadcom Corporation 0.3 $86M 1.5M 57.82
Rbc Cad (RY) 0.3 $83M 1.6M 53.38
CIGNA Corporation 0.3 $81M 552k 146.33
TJX Companies (TJX) 0.3 $80M 1.1M 70.91
KLA-Tencor Corporation (KLAC) 0.3 $80M 1.2M 69.35
Liberty Global Inc Com Ser A 0.3 $82M 1.9M 42.36
Mobile TeleSystems OJSC 0.3 $78M 13M 6.18
Time Warner Cable 0.3 $75M 406k 185.59
Wells Fargo & Company (WFC) 0.3 $76M 1.4M 54.36
Analog Devices (ADI) 0.3 $74M 1.3M 55.32
Aetna 0.3 $75M 698k 108.12
Topbuild (BLD) 0.3 $76M 2.5M 30.77
Reynolds American 0.3 $73M 1.6M 46.15
General Motors Company (GM) 0.3 $71M 2.1M 34.01
Comcast Corporation (CMCSA) 0.2 $68M 1.2M 56.43
ConocoPhillips (COP) 0.2 $66M 1.4M 46.69
Ubiquiti Networks 0.2 $67M 2.1M 31.69
Paychex (PAYX) 0.2 $65M 1.2M 52.89
Capital One Financial (COF) 0.2 $64M 893k 72.18
Tor Dom Bk Cad (TD) 0.2 $65M 1.7M 39.05
Magna Intl Inc cl a (MGA) 0.2 $61M 1.5M 40.40
Zimmer Holdings (ZBH) 0.2 $60M 585k 102.59
Office Depot 0.2 $58M 10M 5.64
Amgen (AMGN) 0.2 $58M 356k 162.33
HDFC Bank (HDB) 0.2 $58M 949k 61.60
Rockwell Automation (ROK) 0.2 $59M 578k 102.61
Bank Of Montreal Cadcom (BMO) 0.2 $57M 1.0M 56.21
MasterCard Incorporated (MA) 0.2 $55M 568k 97.36
Teradata Corporation (TDC) 0.2 $57M 2.1M 26.42
Interactive Brokers (IBKR) 0.2 $53M 1.2M 43.60
Genuine Parts Company (GPC) 0.2 $54M 627k 85.89
Lowe's Companies (LOW) 0.2 $54M 703k 76.04
W.W. Grainger (GWW) 0.2 $50M 248k 202.59
Companhia de Saneamento Basi (SBS) 0.2 $50M 11M 4.60
Church & Dwight (CHD) 0.2 $51M 606k 84.88
St. Jude Medical 0.2 $49M 792k 61.77
Manulife Finl Corp (MFC) 0.2 $51M 3.4M 14.93
Youku 0.2 $51M 1.9M 27.13
Telefonica Brasil Sa 0.2 $49M 5.5M 9.03
Ace Limited Cmn 0.2 $49M 416k 116.85
Walt Disney Company (DIS) 0.2 $48M 457k 105.08
Goldman Sachs (GS) 0.2 $44M 241k 180.23
PNC Financial Services (PNC) 0.2 $44M 464k 95.31
Cemex SAB de CV (CX) 0.2 $46M 8.2M 5.57
Yahoo! 0.2 $45M 1.4M 33.26
Rite Aid Corporation 0.2 $43M 5.5M 7.84
SYSCO Corporation (SYY) 0.1 $42M 1.0M 41.00
Intuitive Surgical (ISRG) 0.1 $43M 78k 546.15
Target Corporation (TGT) 0.1 $42M 574k 72.61
Bce (BCE) 0.1 $40M 1.0M 38.48
TAL Education (TAL) 0.1 $40M 869k 46.47
Depository Vipshop Holdings Ltd - Ads receipt (VIPS) 0.1 $41M 2.6M 15.27
Abengoa Yield 0.1 $43M 2.2M 19.29
Hartford Financial Services (HIG) 0.1 $39M 899k 43.46
Dr Pepper Snapple 0.1 $39M 423k 93.20
Amphenol Corporation (APH) 0.1 $39M 740k 52.23
Ally Financial (ALLY) 0.1 $40M 2.1M 18.64
Bed Bath & Beyond 0.1 $37M 756k 48.25
iShares MSCI EAFE Index Fund (EFA) 0.1 $35M 593k 58.75
Lincoln National Corporation (LNC) 0.1 $33M 658k 50.26
Allstate Corporation (ALL) 0.1 $34M 553k 62.09
Cibc Cad (CM) 0.1 $35M 529k 65.65
EnPro Industries (NPO) 0.1 $32M 734k 43.84
Tata Motors 0.1 $34M 1.1M 29.47
Paypal Holdings (PYPL) 0.1 $33M 901k 36.20
Progressive Corporation (PGR) 0.1 $32M 997k 31.80
Exxon Mobil Corporation (XOM) 0.1 $30M 385k 77.95
Biogen Idec (BIIB) 0.1 $30M 98k 306.35
Cablevision Systems Corporation 0.1 $30M 933k 31.90
Jarden Corporation 0.1 $29M 512k 57.12
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.1 $31M 383k 81.38
Infosys Technologies (INFY) 0.1 $28M 1.7M 16.75
Pinnacle Entertainment 0.1 $27M 877k 31.12
Dover Corporation (DOV) 0.1 $29M 469k 61.31
SanDisk Corporation 0.1 $27M 348k 75.99
Pjt Partners (PJT) 0.1 $29M 1.0M 28.29
China Mobile 0.1 $26M 465k 56.33
Citrix Systems 0.1 $26M 344k 75.65
Northrop Grumman Corporation (NOC) 0.1 $26M 140k 188.81
T. Rowe Price (TROW) 0.1 $25M 349k 71.49
Ross Stores (ROST) 0.1 $26M 490k 53.81
Henry Schein (HSIC) 0.1 $24M 151k 158.19
Companhia Energetica Minas Gerais (CIG) 0.1 $25M 17M 1.50
Cimpress N V Shs Euro 0.1 $24M 300k 81.14
Lear Corporation (LEA) 0.1 $21M 169k 122.83
Snap-on Incorporated (SNA) 0.1 $20M 115k 171.43
C.R. Bard 0.1 $20M 104k 189.44
Everest Re Group (EG) 0.1 $20M 108k 183.09
Tesoro Corporation 0.1 $20M 190k 105.37
Dyax 0.1 $21M 546k 37.62
Ecopetrol (EC) 0.1 $18M 2.6M 7.01
iShares FTSE/Xinhua China 25 Index (FXI) 0.1 $18M 510k 35.29
Edwards Lifesciences (EW) 0.1 $17M 215k 78.98
AFLAC Incorporated (AFL) 0.1 $16M 268k 59.90
Foot Locker 0.1 $17M 262k 65.09
Xilinx 0.1 $17M 369k 46.97
Arrow Electronics (ARW) 0.1 $17M 308k 54.18
Anheuser-Busch InBev NV (BUD) 0.1 $16M 126k 125.00
Gildan Activewear Inc Com Cad (GIL) 0.1 $17M 585k 28.32
F5 Networks (FFIV) 0.1 $15M 158k 96.96
Dollar General (DG) 0.1 $16M 217k 71.87
Coach 0.1 $14M 424k 32.73
Agrium 0.1 $13M 144k 89.03
Avnet (AVT) 0.1 $14M 327k 42.84
eBay (EBAY) 0.1 $14M 495k 27.48
Ca 0.1 $13M 448k 28.56
Canadian Natural Resources (CNQ) 0.1 $14M 641k 21.83
Cintas Corporation (CTAS) 0.1 $15M 165k 91.05
Public Service Enterprise (PEG) 0.1 $14M 370k 38.69
C.H. Robinson Worldwide (CHRW) 0.1 $14M 224k 62.02
Roper Industries (ROP) 0.1 $13M 68k 189.79
Estee Lauder Companies (EL) 0.1 $15M 169k 88.06
Companhia Paranaense de Energia 0.1 $14M 2.4M 5.87
Hormel Foods Corporation (HRL) 0.1 $14M 183k 79.08
Ametek (AME) 0.1 $13M 250k 53.59
Enersis 0.1 $14M 1.2M 12.15
Industries N shs - a - (LYB) 0.1 $13M 154k 86.90
Vimpel 0.0 $12M 3.6M 3.28
Nasdaq Omx (NDAQ) 0.0 $11M 195k 58.17
Equifax (EFX) 0.0 $10M 92k 111.37
Expeditors International of Washington (EXPD) 0.0 $12M 266k 45.10
Franklin Resources (BEN) 0.0 $11M 302k 36.82
Kimberly-Clark Corporation (KMB) 0.0 $10M 79k 127.30
Avery Dennison Corporation (AVY) 0.0 $10M 164k 62.66
Fastenal Company (FAST) 0.0 $10M 253k 40.82
Jones Lang LaSalle Incorporated (JLL) 0.0 $12M 75k 159.86
McCormick & Company, Incorporated (MKC) 0.0 $9.7M 114k 85.56
First American Financial (FAF) 0.0 $11M 314k 35.90
Newmont Mining Corp Cvt cv bnd 0.0 $9.8M 10M 0.98
Noah Holdings (NOAH) 0.0 $12M 435k 27.93
Interxion Holding 0.0 $12M 405k 30.15
Yandex Nv-a (NBIS) 0.0 $11M 723k 15.72
Mondelez Int (MDLZ) 0.0 $11M 248k 44.84
Double Eagle Acquisition Cor unit 99/99/9999 0.0 $10M 1.0M 10.00
SK Tele 0.0 $7.9M 391k 20.15
Renaissance Re Holdings Ltd Cmn (RNR) 0.0 $7.5M 66k 113.19
Principal Financial (PFG) 0.0 $8.8M 197k 44.98
Kohl's Corporation (KSS) 0.0 $9.6M 203k 47.63
Whirlpool Corporation (WHR) 0.0 $7.1M 48k 146.86
Helen Of Troy (HELE) 0.0 $8.3M 88k 94.25
Mettler-Toledo International (MTD) 0.0 $9.2M 27k 339.11
Macy's (M) 0.0 $9.6M 275k 34.98
General Dynamics Corporation (GD) 0.0 $9.5M 69k 137.36
Hershey Company (HSY) 0.0 $7.0M 78k 89.27
W.R. Berkley Corporation (WRB) 0.0 $7.9M 144k 54.75
Endurance Specialty Hldgs Lt 0.0 $9.7M 151k 63.99
Assured Guaranty (AGO) 0.0 $9.6M 364k 26.43
CPFL Energia 0.0 $7.7M 1.0M 7.42
Jabil Circuit (JBL) 0.0 $7.6M 327k 23.29
Skyworks Solutions (SWKS) 0.0 $7.1M 92k 76.83
Brocade Communications Systems 0.0 $7.4M 801k 9.18
AECOM Technology Corporation (ACM) 0.0 $7.4M 245k 30.03
Xl Group 0.0 $9.2M 235k 39.18
American Intl Group 0.0 $8.1M 341k 23.76
Ralph Lauren Corp (RL) 0.0 $8.0M 72k 111.49
Starz - Liberty Capital 0.0 $7.7M 229k 33.50
Grupo Televisa (TV) 0.0 $6.1M 225k 27.21
Himax Technologies (HIMX) 0.0 $6.2M 761k 8.20
Ansys (ANSS) 0.0 $6.7M 73k 92.49
Assurant (AIZ) 0.0 $6.1M 76k 80.54
Total System Services 0.0 $5.7M 114k 49.80
AutoNation (AN) 0.0 $4.7M 79k 59.66
Berkshire Hathaway (BRK.B) 0.0 $5.3M 40k 132.05
Apache Corporation 0.0 $4.4M 99k 44.47
Mattel (MAT) 0.0 $6.7M 248k 27.17
Polaris Industries (PII) 0.0 $5.1M 59k 85.95
Sherwin-Williams Company (SHW) 0.0 $6.0M 23k 259.60
Brown-Forman Corporation (BF.B) 0.0 $5.5M 56k 99.28
International Flavors & Fragrances (IFF) 0.0 $4.4M 37k 119.65
Celestica 0.0 $4.2M 383k 11.01
Waters Corporation (WAT) 0.0 $5.0M 37k 134.57
American Financial (AFG) 0.0 $5.2M 73k 72.08
AGCO Corporation (AGCO) 0.0 $6.9M 151k 45.39
Cenovus Energy (CVE) 0.0 $4.5M 355k 12.60
General Mills (GIS) 0.0 $4.5M 77k 57.66
Tupperware Brands Corporation 0.0 $4.3M 77k 55.65
Deluxe Corporation (DLX) 0.0 $4.9M 90k 54.54
Janus Capital 0.0 $4.4M 312k 14.09
Marathon Oil Corporation (MRO) 0.0 $5.4M 426k 12.59
Atmel Corporation 0.0 $5.2M 600k 8.61
Ingram Micro 0.0 $5.0M 163k 30.38
Siliconware Precision Industries 0.0 $4.4M 572k 7.75
Sirona Dental Systems 0.0 $4.7M 43k 109.57
Copa Holdings Sa-class A (CPA) 0.0 $5.1M 105k 48.26
Banco Itau Holding Financeira (ITUB) 0.0 $6.3M 966k 6.51
Advanced Semiconductor Engineering 0.0 $5.5M 973k 5.67
Hanover Insurance (THG) 0.0 $5.4M 67k 81.33
Texas Roadhouse (TXRH) 0.0 $5.4M 150k 35.77
Wabtec Corporation (WAB) 0.0 $6.2M 87k 71.12
Bk Nova Cad (BNS) 0.0 $6.4M 159k 40.29
Jack Henry & Associates (JKHY) 0.0 $5.8M 74k 78.06
Tech Data Corporation 0.0 $4.3M 64k 66.38
Silicon Motion Technology (SIMO) 0.0 $4.9M 155k 31.36
Mednax (MD) 0.0 $5.1M 72k 71.66
Validus Holdings 0.0 $4.7M 101k 46.29
Pinnacle West Capital Corporation (PNW) 0.0 $5.4M 84k 64.48
KAR Auction Services (KAR) 0.0 $6.9M 186k 37.03
Six Flags Entertainment (SIX) 0.0 $5.3M 96k 54.94
Booz Allen Hamilton Holding Corporation (BAH) 0.0 $4.6M 149k 30.85
Chunghwa Telecom Co Ltd - (CHT) 0.0 $6.5M 217k 30.03
Tim Participacoes Sa- 0.0 $4.3M 503k 8.48
L Brands 0.0 $5.9M 61k 95.82
Blackberry (BB) 0.0 $5.9M 642k 9.24
Murphy Usa (MUSA) 0.0 $4.3M 72k 60.74
Keysight Technologies (KEYS) 0.0 $4.2M 150k 28.33
Chemours (CC) 0.0 $4.4M 812k 5.36
Steris 0.0 $5.9M 79k 75.34
Hubbell (HUBB) 0.0 $4.4M 44k 101.03
Huntington Bancshares Incorporated (HBAN) 0.0 $2.6M 237k 11.06
Hasbro (HAS) 0.0 $2.6M 38k 67.35
AU Optronics 0.0 $2.2M 770k 2.91
Sociedad Quimica y Minera (SQM) 0.0 $3.9M 203k 19.01
ICICI Bank (IBN) 0.0 $3.6M 459k 7.83
Turkcell Iletisim Hizmetleri A.S. (TKC) 0.0 $2.6M 311k 8.49
SEI Investments Company (SEIC) 0.0 $2.9M 56k 52.41
Devon Energy Corporation (DVN) 0.0 $3.0M 95k 32.00
Tractor Supply Company (TSCO) 0.0 $1.6M 18k 85.52
Baxter International (BAX) 0.0 $2.0M 52k 38.15
HSN 0.0 $2.2M 43k 50.67
ResMed (RMD) 0.0 $2.0M 37k 53.70
At&t (T) 0.0 $2.0M 59k 34.42
Cerner Corporation 0.0 $1.6M 27k 60.18
J.B. Hunt Transport Services (JBHT) 0.0 $2.5M 34k 73.35
Mercury General Corporation (MCY) 0.0 $1.4M 30k 46.58
Watsco, Incorporated (WSO) 0.0 $4.1M 35k 117.12
Laboratory Corp. of America Holdings 0.0 $1.8M 15k 123.67
Universal Corporation (UVV) 0.0 $1.9M 34k 56.09
Universal Health Services (UHS) 0.0 $1.9M 16k 119.50
Unum (UNM) 0.0 $2.7M 81k 33.29
Convergys Corporation 0.0 $4.1M 167k 24.89
Gartner (IT) 0.0 $1.4M 15k 90.71
Occidental Petroleum Corporation (OXY) 0.0 $2.2M 32k 67.60
Gap (GAP) 0.0 $3.8M 152k 24.70
Freeport-McMoRan Copper & Gold (FCX) 0.0 $2.7M 397k 6.77
Patterson Companies (PDCO) 0.0 $2.2M 49k 45.22
Mbia (MBI) 0.0 $2.7M 411k 6.48
Dillard's (DDS) 0.0 $2.3M 36k 65.70
FactSet Research Systems (FDS) 0.0 $2.6M 16k 162.58
Knight Transportation 0.0 $2.0M 82k 24.24
Aptar (ATR) 0.0 $2.1M 29k 72.66
Arch Capital Group (ACGL) 0.0 $2.2M 32k 69.75
Axis Capital Holdings (AXS) 0.0 $2.8M 50k 56.22
Credit Acceptance (CACC) 0.0 $1.5M 7.0k 214.00
Drew Industries 0.0 $1.6M 26k 60.89
Thor Industries (THO) 0.0 $1.8M 32k 56.14
Landstar System (LSTR) 0.0 $1.4M 24k 58.64
Donaldson Company (DCI) 0.0 $2.8M 96k 28.66
Aspen Insurance Holdings 0.0 $4.1M 84k 48.30
Mueller Water Products (MWA) 0.0 $4.1M 473k 8.60
Invesco (IVZ) 0.0 $3.1M 93k 33.48
BGC Partners 0.0 $3.9M 394k 9.81
DineEquity (DIN) 0.0 $1.5M 18k 84.66
Insight Enterprises (NSIT) 0.0 $1.6M 65k 25.11
American Equity Investment Life Holding 0.0 $2.5M 103k 24.03
Cash America International 0.0 $2.6M 87k 29.95
Korn/Ferry International (KFY) 0.0 $3.7M 112k 33.18
Cheesecake Factory Incorporated (CAKE) 0.0 $3.0M 66k 46.11
Chemed Corp Com Stk (CHE) 0.0 $3.6M 24k 149.79
Columbia Sportswear Company (COLM) 0.0 $1.6M 33k 48.76
Guess? (GES) 0.0 $1.6M 83k 18.88
G-III Apparel (GIII) 0.0 $2.3M 52k 44.26
Group 1 Automotive (GPI) 0.0 $2.2M 29k 75.69
Navigators 0.0 $1.6M 19k 85.77
Selective Insurance (SIGI) 0.0 $2.8M 85k 33.58
Werner Enterprises (WERN) 0.0 $3.5M 149k 23.39
British American Tobac (BTI) 0.0 $2.6M 24k 110.45
Flowserve Corporation (FLS) 0.0 $2.3M 54k 42.08
United Microelectronics (UMC) 0.0 $3.1M 1.6M 1.88
American States Water Company (AWR) 0.0 $1.4M 34k 41.96
Clarcor 0.0 $1.4M 28k 49.68
Gentex Corporation (GNTX) 0.0 $3.9M 241k 16.01
Smith & Wesson Holding Corporation 0.0 $1.5M 70k 21.98
ePlus (PLUS) 0.0 $1.5M 17k 93.25
Precision Drilling Corporation 0.0 $3.7M 942k 3.94
Scripps Networks Interactive 0.0 $3.4M 62k 55.21
CNO Financial (CNO) 0.0 $2.0M 102k 19.09
Vonage Holdings 0.0 $1.5M 255k 5.74
Garmin (GRMN) 0.0 $2.3M 63k 37.17
Adecoagro S A (AGRO) 0.0 $2.1M 174k 12.29
Global Eagle Acquisition Cor 0.0 $3.2M 327k 9.87
Kemper Corp Del (KMPR) 0.0 $1.6M 44k 37.26
Marriott Vacations Wrldwde Cp (VAC) 0.0 $3.0M 53k 56.96
Sanmina (SANM) 0.0 $3.6M 173k 20.58
Outerwall 0.0 $3.3M 90k 36.54
Qiwi (QIWI) 0.0 $2.9M 159k 17.95
Ambev Sa- (ABEV) 0.0 $1.6M 360k 4.46
Navient Corporation equity (NAVI) 0.0 $3.7M 322k 11.45
Diversified Real Asset Inc F 0.0 $2.1M 136k 15.51
Pra (PRAA) 0.0 $3.2M 93k 34.69
Quinpario Acquisition Corp 2 0.0 $2.9M 300k 9.70
Talen Energy 0.0 $2.9M 472k 6.23
Gannett 0.0 $2.7M 169k 16.29
Tegna (TGNA) 0.0 $2.8M 109k 25.52
Baxalta Incorporated 0.0 $1.4M 36k 39.03
Gyrodyne Llc Cmn (GYRO) 0.0 $3.0M 120k 25.33
Hennessy Capital Acq 0.0 $2.9M 300k 9.80
Chubb Corporation 0.0 $502k 3.8k 132.52
America Movil Sab De Cv spon adr l 0.0 $1.4M 97k 14.06
Companhia Siderurgica Nacional (SID) 0.0 $366k 378k 0.97
Compania de Minas Buenaventura SA (BVN) 0.0 $109k 26k 4.27
Gerdau SA (GGB) 0.0 $319k 266k 1.20
LG Display (LPL) 0.0 $146k 14k 10.43
CMS Energy Corporation (CMS) 0.0 $271k 7.5k 36.13
Aercap Holdings Nv Ord Cmn (AER) 0.0 $211k 4.9k 43.06
Cme (CME) 0.0 $205k 2.3k 90.59
Genworth Financial (GNW) 0.0 $1.3M 340k 3.73
U.S. Bancorp (USB) 0.0 $431k 10k 42.66
Bank of America Corporation (BAC) 0.0 $180k 11k 16.82
Caterpillar (CAT) 0.0 $347k 5.1k 68.04
Via 0.0 $270k 6.6k 41.11
Interval Leisure 0.0 $368k 24k 15.59
Norfolk Southern (NSC) 0.0 $211k 2.5k 84.40
Brookfield Asset Management 0.0 $896k 29k 31.44
Consolidated Edison (ED) 0.0 $530k 8.3k 64.23
Scholastic Corporation (SCHL) 0.0 $575k 15k 38.59
Spdr S&p 500 Etf (SPY) 0.0 $1.0M 4.9k 203.94
Bristol Myers Squibb (BMY) 0.0 $371k 5.4k 68.70
United Parcel Service (UPS) 0.0 $308k 3.2k 96.25
Cracker Barrel Old Country Store (CBRL) 0.0 $419k 3.3k 126.97
Cummins (CMI) 0.0 $739k 8.4k 87.98
Federated Investors (FHI) 0.0 $688k 24k 28.67
Heartland Express (HTLD) 0.0 $296k 17k 17.01
Lincoln Electric Holdings (LECO) 0.0 $721k 14k 51.87
NetApp (NTAP) 0.0 $783k 30k 26.54
R.R. Donnelley & Sons Company 0.0 $1.3M 90k 14.72
Rollins (ROL) 0.0 $938k 36k 25.89
Ultra Petroleum 0.0 $135k 54k 2.50
Transocean (RIG) 0.0 $336k 27k 12.39
Dow Chemical Company 0.0 $355k 6.9k 51.45
Gold Fields (GFI) 0.0 $163k 59k 2.78
Western Digital (WDC) 0.0 $428k 7.1k 60.01
Rent-A-Center (UPBD) 0.0 $1.4M 92k 14.97
AmerisourceBergen (COR) 0.0 $1.1M 11k 103.74
Cato Corporation (CATO) 0.0 $630k 17k 36.84
National-Oilwell Var 0.0 $232k 6.9k 33.56
JetBlue Airways Corporation (JBLU) 0.0 $1.3M 59k 22.65
Tyson Foods (TSN) 0.0 $208k 3.9k 53.33
Raytheon Company 0.0 $311k 2.5k 124.40
Rockwell Collins 0.0 $943k 10k 92.25
Newfield Exploration 0.0 $547k 17k 32.56
Red Hat 0.0 $716k 8.6k 82.81
Horace Mann Educators Corporation (HMN) 0.0 $1.1M 34k 33.19
MSC Industrial Direct (MSM) 0.0 $439k 7.8k 56.28
Lancaster Colony (MZTI) 0.0 $674k 5.8k 115.47
Lockheed Martin Corporation (LMT) 0.0 $343k 1.6k 217.09
Hess (HES) 0.0 $1.1M 23k 48.47
Merck & Co (MRK) 0.0 $222k 4.2k 52.86
Nextera Energy (NEE) 0.0 $332k 3.2k 103.75
Parker-Hannifin Corporation (PH) 0.0 $1.0M 11k 96.94
Schlumberger (SLB) 0.0 $261k 3.7k 69.66
PT Telekomunikasi Indonesia (TLK) 0.0 $453k 10k 44.41
Apollo 0.0 $843k 110k 7.67
Shinhan Financial (SHG) 0.0 $977k 29k 33.57
Linear Technology Corporation 0.0 $314k 7.4k 42.53
Staples 0.0 $1.0M 107k 9.47
Gilead Sciences (GILD) 0.0 $364k 3.6k 101.11
Imperial Oil (IMO) 0.0 $776k 24k 32.47
Murphy Oil Corporation (MUR) 0.0 $1.4M 61k 22.45
Starbucks Corporation (SBUX) 0.0 $288k 4.8k 60.00
Whole Foods Market 0.0 $503k 15k 33.48
Dollar Tree (DLTR) 0.0 $1.3M 17k 77.21
Penn National Gaming (PENN) 0.0 $530k 33k 16.01
Encore Capital (ECPG) 0.0 $1.1M 38k 29.08
AutoZone (AZO) 0.0 $334k 450.00 742.22
TrueBlue (TBI) 0.0 $1.2M 46k 25.75
Fiserv (FI) 0.0 $1.2M 14k 91.48
PDL BioPharma 0.0 $696k 197k 3.54
Cresud (CRESY) 0.0 $956k 74k 12.90
Chesapeake Energy Corporation 0.0 $376k 84k 4.50
Varian Medical Systems 0.0 $311k 3.9k 80.78
Penske Automotive (PAG) 0.0 $961k 23k 42.33
Southwestern Energy Company 0.0 $143k 20k 7.11
Nelnet (NNI) 0.0 $232k 6.9k 33.62
Meredith Corporation 0.0 $1.3M 30k 43.24
Toro Company (TTC) 0.0 $1.1M 15k 73.05
Delta Air Lines (DAL) 0.0 $290k 5.7k 50.66
Dolby Laboratories (DLB) 0.0 $215k 6.4k 33.59
Net 1 UEPS Technologies (LSAK) 0.0 $234k 17k 13.53
FBL Financial 0.0 $420k 6.6k 63.64
KapStone Paper and Packaging 0.0 $287k 13k 22.63
Key (KEY) 0.0 $236k 18k 13.17
Select Comfort 0.0 $636k 30k 21.41
Syntel 0.0 $243k 5.4k 45.20
Tutor Perini Corporation (TPC) 0.0 $408k 24k 16.72
W&T Offshore (WTI) 0.0 $134k 58k 2.31
Banco Santander-Chile (BSAC) 0.0 $750k 43k 17.65
Key Energy Services 0.0 $48k 100k 0.48
Lam Research Corporation 0.0 $293k 3.7k 79.43
Telecom Argentina (TEO) 0.0 $418k 26k 16.08
Atmos Energy Corporation (ATO) 0.0 $750k 12k 63.03
Banco de Chile (BCH) 0.0 $315k 5.3k 59.43
Capital Product 0.0 $236k 43k 5.53
Cooper Tire & Rubber Company 0.0 $1.3M 35k 37.86
Delek US Holdings 0.0 $389k 16k 24.62
Empresa Nacional de Electricidad 0.0 $1.0M 28k 37.08
Group Cgi Cad Cl A 0.0 $279k 7.0k 39.86
Hibbett Sports (HIBB) 0.0 $396k 13k 30.23
HNI Corporation (HNI) 0.0 $483k 13k 36.04
MetLife (MET) 0.0 $794k 17k 48.21
Middleby Corporation (MIDD) 0.0 $475k 4.4k 107.95
New Jersey Resources Corporation (NJR) 0.0 $1.2M 36k 32.95
Northern Oil & Gas 0.0 $196k 51k 3.85
Northwest Bancshares (NWBI) 0.0 $1.4M 101k 13.39
Parker Drilling Company 0.0 $217k 119k 1.82
Dr. Reddy's Laboratories (RDY) 0.0 $356k 7.7k 46.23
Steven Madden (SHOO) 0.0 $677k 22k 30.22
Universal Insurance Holdings (UVE) 0.0 $828k 36k 23.19
Credicorp (BAP) 0.0 $428k 4.4k 97.27
Banco Bradesco SA (BBD) 0.0 $1.1M 219k 4.81
Denbury Resources 0.0 $533k 264k 2.02
Ida (IDA) 0.0 $1.3M 19k 68.02
Provident Financial Services (PFS) 0.0 $399k 20k 20.15
Children's Place Retail Stores (PLCE) 0.0 $282k 5.1k 55.29
Panera Bread Company 0.0 $565k 2.9k 194.83
Stifel Financial (SF) 0.0 $356k 8.4k 42.38
Trustmark Corporation (TRMK) 0.0 $267k 12k 23.02
Unilever (UL) 0.0 $1.2M 29k 43.13
Valmont Industries (VMI) 0.0 $382k 3.6k 106.11
Applied Industrial Technologies (AIT) 0.0 $417k 10k 40.49
Berkshire Hills Ban (BBT) 0.0 $268k 9.2k 29.13
Chemical Financial Corporation 0.0 $1.4M 40k 34.28
Sasol (SSL) 0.0 $539k 20k 26.82
S&T Ban (STBA) 0.0 $268k 8.7k 30.80
Transglobe Energy Corp 0.0 $117k 65k 1.81
WD-40 Company (WDFC) 0.0 $224k 2.3k 98.50
Wipro (WIT) 0.0 $725k 63k 11.54
WesBan (WSBC) 0.0 $417k 14k 30.00
Southern Copper Corporation (SCCO) 0.0 $303k 12k 26.12
United Natural Foods (UNFI) 0.0 $488k 12k 39.35
First Merchants Corporation (FRME) 0.0 $206k 8.1k 25.43
Ypf Sa (YPF) 0.0 $597k 38k 15.71
Nortel Inversora 0.0 $166k 11k 14.93
SM Energy (SM) 0.0 $501k 26k 19.65
Teck Resources Ltd cl b (TECK) 0.0 $461k 120k 3.85
Unit Corporation 0.0 $365k 30k 12.21
Masimo Corporation (MASI) 0.0 $1.3M 31k 41.51
Vale 0.0 $77k 30k 2.56
iShares MSCI Taiwan Index 0.0 $985k 77k 12.77
Oasis Petroleum 0.0 $216k 29k 7.37
SouFun Holdings 0.0 $125k 17k 7.40
Embraer S A (ERJ) 0.0 $1.2M 42k 29.55
Hldgs (UAL) 0.0 $259k 4.5k 57.21
O'reilly Automotive (ORLY) 0.0 $234k 925.00 252.97
Maiden Holdings 0.0 $1.3M 88k 14.91
Corpbanca 0.0 $373k 32k 11.69
Enerplus Corp 0.0 $206k 60k 3.42
Penn West Energy Trust 0.0 $274k 327k 0.84
Vermilion Energy (VET) 0.0 $406k 15k 27.07
Pengrowth Energy Corp 0.0 $130k 175k 0.74
Baytex Energy Corp (BTE) 0.0 $210k 65k 3.23
ChipMOS Technology Bermuda 0.0 $790k 40k 19.80
Mosaic (MOS) 0.0 $957k 35k 27.58
J Global (ZD) 0.0 $379k 4.6k 82.39
Michael Kors Holdings 0.0 $260k 6.5k 40.01
Ingredion Incorporated (INGR) 0.0 $1.4M 14k 95.83
Tronox 0.0 $91k 23k 3.89
Cencosud S A 0.0 $121k 20k 6.17
Pbf Energy Inc cl a (PBF) 0.0 $1.0M 28k 36.82
Sibanye Gold 0.0 $61k 10k 6.09
West 0.0 $397k 18k 21.58
Fossil (FOSL) 0.0 $227k 6.2k 36.61
Mallinckrodt Pub 0.0 $286k 3.8k 74.60
Third Point Reinsurance 0.0 $1.3M 96k 13.41
ardmore Shipping (ASC) 0.0 $281k 22k 12.72
Covisint 0.0 $1.0M 416k 2.50
Avianca Holdings Sa 0.0 $575k 135k 4.27
Community Health Sys Inc New right 01/27/2016 0.0 $0 52k 0.00
Voya Financial (VOYA) 0.0 $342k 9.3k 36.88
Grupo Aval Acciones Y Valore (AVAL) 0.0 $100k 15k 6.54
New Residential Investment (RITM) 0.0 $159k 13k 12.14
California Resources 0.0 $409k 176k 2.33
Walgreen Boots Alliance 0.0 $852k 10k 85.20
International Game Technology (BRSL) 0.0 $679k 42k 16.17
Monster Beverage Corp (MNST) 0.0 $240k 1.6k 148.98
Nii Holdings 0.0 $320k 63k 5.06
Hp (HPQ) 0.0 $367k 31k 11.84
Hewlett Packard Enterprise (HPE) 0.0 $261k 17k 15.18