Grantham, Mayo, Van Otterloo & Co

Grantham, Mayo, Van Otterloo & Co as of March 31, 2016

Portfolio Holdings for Grantham, Mayo, Van Otterloo & Co

Grantham, Mayo, Van Otterloo & Co holds 576 positions in its portfolio as reported in the March 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Johnson & Johnson (JNJ) 3.7 $978M 9.0M 108.20
Philip Morris International (PM) 3.0 $804M 8.2M 98.11
Apple (AAPL) 3.0 $802M 7.4M 108.99
Cisco Systems (CSCO) 2.9 $772M 27M 28.47
Amazon (AMZN) 2.8 $757M 1.3M 593.64
Alphabet Cap Stk Cl C (GOOG) 2.7 $726M 975k 744.95
Microsoft Corporation (MSFT) 2.6 $689M 13M 55.23
Oracle Corporation (ORCL) 2.5 $681M 17M 40.91
Charles Schwab Corporation (SCHW) 2.3 $623M 22M 28.02
UnitedHealth (UNH) 2.3 $620M 4.8M 128.90
Procter & Gamble Company (PG) 2.2 $598M 7.3M 82.31
3M Company (MMM) 2.0 $539M 3.2M 166.63
Coca-Cola Company (KO) 1.8 $478M 10M 46.39
Ishares Tr Iboxx Hi Yd Etf (HYG) 1.8 $475M 5.8M 81.69
Qualcomm (QCOM) 1.6 $440M 8.6M 51.14
Alphabet Cap Stk Cl A (GOOGL) 1.6 $423M 555k 762.90
Charter Communications Inc D Cl A New 1.6 $420M 2.1M 202.43
EMC Corporation 1.4 $378M 14M 26.65
Ishares Tr Msci Emg Mkt Etf (EEM) 1.4 $376M 11M 34.25
Wal-Mart Stores (WMT) 1.2 $326M 4.8M 68.49
Verizon Communications (VZ) 1.2 $321M 5.9M 54.08
American Express Company (AXP) 1.2 $319M 5.2M 61.40
Chipotle Mexican Grill (CMG) 1.2 $314M 666k 470.97
Home Depot (HD) 1.1 $304M 2.3M 133.43
Baidu Spon Adr Rep A (BIDU) 1.1 $298M 1.6M 190.88
Medtronic SHS (MDT) 1.0 $278M 3.7M 75.00
Accenture Plc Ireland Shs Class A (ACN) 1.0 $277M 2.4M 115.40
WABCO Holdings 0.9 $248M 2.3M 106.92
CVS Caremark Corporation (CVS) 0.9 $241M 2.3M 103.73
Chevron Corporation (CVX) 0.9 $229M 2.4M 95.40
Valero Energy Corporation (VLO) 0.8 $224M 3.5M 64.14
Illinois Tool Works (ITW) 0.8 $211M 2.1M 102.44
American Intl Group Com New (AIG) 0.8 $208M 3.8M 54.05
JPMorgan Chase & Co. (JPM) 0.8 $201M 3.4M 59.22
Nike CL B (NKE) 0.7 $200M 3.2M 61.47
Emerson Electric (EMR) 0.6 $173M 3.2M 54.38
Travelers Companies (TRV) 0.6 $173M 1.5M 116.71
Pfizer (PFE) 0.6 $172M 5.8M 29.64
Pepsi (PEP) 0.6 $167M 1.6M 102.48
Colgate-Palmolive Company (CL) 0.6 $161M 2.3M 70.65
Abbott Laboratories (ABT) 0.6 $155M 3.7M 41.83
Anthem (ELV) 0.6 $155M 1.1M 138.99
International Business Machines (IBM) 0.6 $151M 996k 151.45
McDonald's Corporation (MCD) 0.6 $150M 1.2M 125.68
Costco Wholesale Corporation (COST) 0.5 $147M 932k 157.58
Citigroup Com New (C) 0.5 $143M 3.4M 41.75
Honeywell International (HON) 0.5 $140M 1.2M 112.05
Stryker Corporation (SYK) 0.5 $138M 1.3M 107.29
Humana (HUM) 0.5 $136M 743k 182.95
Dr Pepper Snapple 0.5 $131M 1.5M 89.42
Mobile Telesystems Pjsc Sponsored Adr 0.5 $127M 16M 8.09
Aetna 0.5 $121M 1.1M 112.35
Suncor Energy (SU) 0.4 $120M 4.3M 27.96
Cognizant Technology Solutio Cl A (CTSH) 0.4 $118M 1.9M 62.70
Taiwan Semiconductor Mfg Sponsored Adr (TSM) 0.4 $116M 4.4M 26.20
JD Spon Adr Cl A (JD) 0.4 $115M 4.3M 26.50
Express Scripts Holding 0.4 $112M 1.6M 68.69
General Motors Company (GM) 0.4 $107M 3.4M 31.43
V.F. Corporation (VFC) 0.4 $101M 1.6M 64.76
Eli Lilly & Co. (LLY) 0.4 $99M 1.4M 72.01
Check Point Software Tech Lt Ord (CHKP) 0.4 $97M 1.1M 87.47
Sun Life Financial (SLF) 0.4 $96M 3.0M 32.39
Becton, Dickinson and (BDX) 0.3 $92M 603k 151.82
Danaher Corporation (DHR) 0.3 $88M 930k 94.86
Monsanto Company 0.3 $88M 1000k 87.74
Liberty Global Shs Cl A 0.3 $87M 2.3M 38.50
Bed Bath & Beyond 0.3 $87M 1.7M 49.64
TJX Companies (TJX) 0.3 $86M 1.1M 78.35
Topbuild (BLD) 0.3 $85M 2.9M 29.74
Cemex Sab De Cv Spon Adr New (CX) 0.3 $85M 12M 7.28
Capital One Financial (COF) 0.3 $82M 1.2M 69.31
Ally Financial (ALLY) 0.3 $82M 4.4M 18.72
Liberty Global SHS CL C 0.3 $81M 2.1M 37.56
ITC Holdings 0.3 $79M 1.8M 43.57
Comcast Corp Cl A (CMCSA) 0.3 $79M 1.3M 61.08
Intuit (INTU) 0.3 $77M 738k 104.01
Infosys Sponsored Adr (INFY) 0.3 $76M 4.0M 19.02
Bce Com New (BCE) 0.3 $75M 1.6M 45.74
Paychex (PAYX) 0.3 $71M 1.3M 54.01
Lyondellbasell Industries N Shs - A - (LYB) 0.3 $69M 802k 85.58
Rbc Cad (RY) 0.3 $68M 1.2M 57.85
United Technologies Corporation 0.3 $68M 676k 100.10
Companhia De Saneamento Basi Sponsored Adr (SBS) 0.3 $67M 10M 6.60
Rockwell Automation (ROK) 0.2 $65M 574k 113.75
Jarden Corporation 0.2 $65M 1.1M 58.95
Wells Fargo & Company (WFC) 0.2 $65M 1.3M 48.36
Tesoro Corporation 0.2 $65M 755k 86.01
Baxalta Incorporated 0.2 $65M 1.6M 40.40
Ubiquiti Networks 0.2 $63M 1.9M 33.27
Interactive Brokers (IBKR) 0.2 $63M 1.6M 39.32
Reynolds American 0.2 $61M 1.2M 50.31
Lear Corp Com New (LEA) 0.2 $59M 533k 111.17
Puma Biotechnology (PBYI) 0.2 $59M 2.0M 29.37
Ishares Tr China Lg-cap Etf (FXI) 0.2 $59M 1.7M 33.77
SanDisk Corporation 0.2 $58M 758k 76.08
Media Gen 0.2 $57M 3.5M 16.31
Foot Locker 0.2 $56M 871k 64.50
ConocoPhillips (COP) 0.2 $56M 1.4M 40.27
JetBlue Airways Corporation (JBLU) 0.2 $56M 2.6M 21.12
Analog Devices (ADI) 0.2 $56M 941k 59.19
Snap-on Incorporated (SNA) 0.2 $56M 354k 156.99
Teradata Corporation (TDC) 0.2 $55M 2.1M 26.24
W.W. Grainger (GWW) 0.2 $55M 237k 233.43
Cimpress N V Shs Euro 0.2 $55M 606k 90.69
Office Depot 0.2 $55M 7.7M 7.10
Abengoa Yield Ord Shs 0.2 $54M 3.1M 17.78
Fiserv (FI) 0.2 $54M 528k 102.58
EnPro Industries (NPO) 0.2 $53M 926k 57.68
Toronto Dominion Bk Ont Com New (TD) 0.2 $53M 1.2M 43.34
Telefonica Brasil Sa Sponsored Adr 0.2 $52M 4.2M 12.49
Hdfc Bank Adr Reps 3 Shs (HDB) 0.2 $51M 833k 61.63
Mastercard Cl A (MA) 0.2 $51M 540k 94.50
Arrow Electronics (ARW) 0.2 $51M 788k 64.41
Target Corporation (TGT) 0.2 $51M 615k 82.28
Ingram Micro Cl A 0.2 $51M 1.4M 35.91
Zimmer Holdings (ZBH) 0.2 $51M 473k 106.63
Allergan SHS 0.2 $51M 188k 268.03
Ishares Msci Mex Cap Etf (EWW) 0.2 $50M 935k 53.70
Lowe's Companies (LOW) 0.2 $50M 656k 75.75
Intel Corporation (INTC) 0.2 $49M 1.5M 32.35
Bank Of Montreal Cadcom (BMO) 0.2 $49M 798k 60.98
China Mobile Sponsored Adr 0.2 $46M 823k 55.45
Intuitive Surgical Com New (ISRG) 0.2 $45M 76k 601.05
Hartford Financial Services (HIG) 0.2 $45M 984k 46.08
Disney Walt Com Disney (DIS) 0.2 $45M 456k 99.31
Avnet (AVT) 0.2 $45M 1.0M 44.30
Church & Dwight (CHD) 0.2 $45M 483k 92.18
Genuine Parts Company (GPC) 0.2 $44M 445k 99.36
Grupo Televisa Sa Spon Adr Rep Ord (TV) 0.2 $43M 1.6M 27.46
Avery Dennison Corporation (AVY) 0.2 $42M 585k 72.11
St. Jude Medical 0.2 $42M 757k 55.00
Anheuser Busch Inbev Sa Sponsored Adr (BUD) 0.2 $41M 331k 124.66
Cablevision Sys Corp Cl A Ny Cablvs 0.2 $40M 1.2M 33.00
PNC Financial Services (PNC) 0.1 $40M 473k 84.57
Tal Ed Group Ads Repstg Com (TAL) 0.1 $40M 802k 49.68
Youku Tudou Sponsored Adr 0.1 $40M 1.4M 27.49
KLA-Tencor Corporation (KLAC) 0.1 $39M 537k 72.81
Everest Re Group (EG) 0.1 $38M 194k 197.43
Progressive Corporation (PGR) 0.1 $38M 1.1M 35.14
Alere 0.1 $37M 736k 50.61
Liberty Media Corp Delaware Com Ser C 0.1 $37M 974k 38.09
Companhia Energetica De Mina Sp Adr N-v Pfd (CIG) 0.1 $37M 16M 2.26
Cibc Cad (CM) 0.1 $37M 493k 75.01
Northrop Grumman Corporation (NOC) 0.1 $37M 184k 197.90
Helen Of Troy (HELE) 0.1 $36M 346k 103.69
Tata Mtrs Sponsored Adr 0.1 $35M 1.2M 29.05
T. Rowe Price (TROW) 0.1 $35M 472k 73.46
Chubb (CB) 0.1 $35M 290k 119.15
Amphenol Corp Cl A (APH) 0.1 $34M 593k 57.82
Magna Intl Inc cl a (MGA) 0.1 $34M 786k 43.16
Pjt Partners Com Cl A (PJT) 0.1 $33M 1.4M 24.05
Cintas Corporation (CTAS) 0.1 $32M 358k 89.81
Nasdaq Omx (NDAQ) 0.1 $32M 479k 66.38
United Parcel Service CL B (UPS) 0.1 $31M 295k 105.47
Dover Corporation (DOV) 0.1 $31M 479k 64.33
Interxion Holding SHS 0.1 $31M 890k 34.58
Ross Stores (ROST) 0.1 $30M 519k 57.90
Pinnacle Entertainment 0.1 $30M 843k 35.10
Assured Guaranty (AGO) 0.1 $28M 1.1M 25.30
Icici Bk Adr (IBN) 0.1 $28M 3.9M 7.16
AGL Resources 0.1 $28M 423k 65.14
Qihoo 360 Technology Ads 0.1 $28M 363k 75.55
Starwood Hotels & Resorts Worldwide 0.1 $27M 326k 83.43
Goldman Sachs (GS) 0.1 $27M 173k 156.98
Citrix Systems 0.1 $27M 343k 78.58
Amdocs SHS (DOX) 0.1 $27M 440k 60.42
AGCO Corporation (AGCO) 0.1 $27M 535k 49.70
Lincoln National Corporation (LNC) 0.1 $27M 676k 39.20
Ingredion Incorporated (INGR) 0.1 $26M 245k 106.79
Public Service Enterprise (PEG) 0.1 $26M 543k 47.14
Henry Schein (HSIC) 0.1 $25M 147k 172.63
SYSCO Corporation (SYY) 0.1 $24M 516k 46.73
Ecopetrol S A Sponsored Ads (EC) 0.1 $24M 2.7M 8.61
Vimpelcom Sponsored Adr 0.1 $23M 5.5M 4.26
Amgen (AMGN) 0.1 $23M 154k 149.93
General Dynamics Corporation (GD) 0.1 $22M 170k 131.37
F5 Networks (FFIV) 0.1 $22M 207k 105.85
AFLAC Incorporated (AFL) 0.1 $22M 345k 63.14
Ishares Tr Msci Eafe Etf (EFA) 0.1 $22M 378k 57.13
Expeditors International of Washington (EXPD) 0.1 $21M 431k 48.81
First American Financial (FAF) 0.1 $21M 543k 38.11
Werner Enterprises (WERN) 0.1 $20M 726k 27.16
Talen Energy 0.1 $19M 2.1M 9.00
Enersis Americas S A Sponsored Adr 0.1 $19M 1.3M 13.90
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.1 $18M 130k 141.88
Gildan Activewear Inc Com Cad (GIL) 0.1 $18M 598k 30.61
Dollar General (DG) 0.1 $18M 214k 85.60
Companhia Paranaense Energ C Spon Adr Pfd 0.1 $18M 2.3M 7.92
Delta Air Lines Inc Del Com New (DAL) 0.1 $18M 375k 48.68
At&t (T) 0.1 $18M 464k 39.17
Hormel Foods Corporation (HRL) 0.1 $18M 416k 43.24
Alaska Air (ALK) 0.1 $18M 217k 82.02
KAR Auction Services (OPLN) 0.1 $18M 466k 38.14
Esterline Technologies Corporation 0.1 $18M 276k 64.07
Coach 0.1 $17M 435k 40.09
Equifax (EFX) 0.1 $17M 152k 114.29
Jones Lang LaSalle Incorporated (JLL) 0.1 $17M 144k 117.32
National Penn Bancshares 0.1 $17M 1.6M 10.64
Booz Allen Hamilton Hldg Cor Cl A (BAH) 0.1 $17M 552k 30.28
Ametek (AME) 0.1 $17M 331k 49.98
Ameren Corporation (AEE) 0.1 $16M 328k 50.10
Cash America International 0.1 $16M 425k 38.64
FirstMerit Corporation 0.1 $16M 748k 21.05
Newmont Mining Corp Note 1.625% 7/1 (Principal) 0.1 $16M 15M 1.04
Canadian Natural Resources (CNQ) 0.1 $15M 565k 27.00
Macy's (M) 0.1 $15M 339k 44.09
Smith & Wesson Holding Corporation 0.1 $15M 547k 26.62
Korn Ferry Intl Com New (KFY) 0.1 $15M 512k 28.29
Convergys Corporation 0.1 $14M 511k 27.77
C.R. Bard 0.1 $14M 69k 202.67
Franklin Resources (BEN) 0.1 $14M 360k 39.05
Consolidated Edison (ED) 0.0 $13M 174k 76.62
Edwards Lifesciences (EW) 0.0 $13M 149k 88.21
Ca 0.0 $13M 425k 30.79
C H Robinson Worldwide Com New (CHRW) 0.0 $13M 170k 74.23
Heico Corp Cl A (HEI.A) 0.0 $13M 263k 47.60
AECOM Technology Corporation (ACM) 0.0 $12M 400k 30.79
Agrium 0.0 $12M 138k 88.66
Manulife Finl Corp (MFC) 0.0 $12M 852k 14.21
Texas Roadhouse (TXRH) 0.0 $12M 277k 43.58
eBay (EBAY) 0.0 $12M 495k 23.86
Deluxe Corporation (DLX) 0.0 $12M 188k 62.49
DTE Energy Company (DTE) 0.0 $12M 130k 90.66
Activision Blizzard 0.0 $12M 346k 33.84
Chunghwa Telecom Spon Adr New11 (CHT) 0.0 $12M 343k 33.76
China Lodging Group Sponsored Adr 0.0 $12M 302k 38.21
Astrazeneca Sponsored Adr 0.0 $12M 408k 28.16
Hasbro (HAS) 0.0 $11M 142k 80.10
Armour Residential Reit Com New 0.0 $11M 525k 21.53
Chemed Corp Com Stk (CHE) 0.0 $11M 82k 135.45
Jabil Circuit (JBL) 0.0 $11M 575k 19.27
Cpfl Energia S A Sponsored Adr 0.0 $11M 1.0M 10.89
Atlas Air Worldwide Hldgs In Com New 0.0 $10M 243k 42.27
Guess? 0.0 $10M 545k 18.77
Pinnacle West Capital Corporation (PNW) 0.0 $10M 136k 75.07
Double Eagle Acquisition Cor Unit 99/99/9999 0.0 $10M 1.0M 10.00
Starz Com Ser A 0.0 $9.9M 376k 26.33
Marathon Oil Corporation (MRO) 0.0 $9.9M 885k 11.14
Endurance Specialty Hldgs Lt SHS 0.0 $9.8M 150k 65.34
Noah Hldgs Spon Ads Cl A (NOAH) 0.0 $9.4M 380k 24.88
Mettler-Toledo International (MTD) 0.0 $9.3M 27k 344.76
Xilinx 0.0 $9.3M 196k 47.43
Gilead Sciences (GILD) 0.0 $9.0M 98k 91.86
Tupperware Brands Corporation 0.0 $8.9M 154k 57.98
Kimberly-Clark Corporation (KMB) 0.0 $8.8M 65k 134.50
Tech Data Corporation 0.0 $8.5M 111k 76.77
Brocade Communications Sys I Com New 0.0 $8.4M 798k 10.58
Pra (PRAA) 0.0 $8.4M 286k 29.39
Talmer Ban 0.0 $8.4M 463k 18.09
Hanover Insurance (THG) 0.0 $8.3M 92k 90.22
Sohu 0.0 $8.3M 168k 49.54
American Intl Group *w Exp 01/19/202 0.0 $8.3M 441k 18.70
PDL BioPharma 0.0 $8.2M 2.5M 3.33
Renaissance Re Holdings Ltd Cmn (RNR) 0.0 $8.0M 67k 119.83
Ida (IDA) 0.0 $7.9M 106k 74.59
SkyWest (SKYW) 0.0 $7.9M 394k 19.99
Total S A Sponsored Adr 0.0 $7.9M 173k 45.42
Gannett 0.0 $7.8M 516k 15.14
W.R. Berkley Corporation (WRB) 0.0 $7.8M 139k 56.20
American Electric Power Company (AEP) 0.0 $7.7M 116k 66.40
Principal Financial (PFG) 0.0 $7.7M 194k 39.45
Chemours (CC) 0.0 $7.7M 1.1M 7.00
Celestica Sub Vtg Shs 0.0 $7.6M 693k 11.03
Six Flags Entertainment (SIX) 0.0 $7.6M 137k 55.49
Skyworks Solutions (SWKS) 0.0 $7.1M 91k 77.90
Murphy Usa (MUSA) 0.0 $7.1M 115k 61.45
AutoNation (AN) 0.0 $7.1M 151k 46.68
Columbia Pipeline 0.0 $7.0M 281k 25.10
Unilever N V N Y Shs New 0.0 $7.0M 157k 44.68
Wabtec Corporation (WAB) 0.0 $7.0M 88k 79.28
Mbia (MBI) 0.0 $6.9M 775k 8.85
Cheesecake Factory Incorporated (CAKE) 0.0 $6.8M 128k 53.09
Keysight Technologies (KEYS) 0.0 $6.7M 240k 27.74
Novo-nordisk A S Adr (NVO) 0.0 $6.6M 123k 54.19
Universal Corporation (UVV) 0.0 $6.6M 117k 56.81
Himax Technologies Sponsored Adr (HIMX) 0.0 $6.5M 580k 11.24
Ansys (ANSS) 0.0 $6.3M 70k 89.46
Potash Corp. Of Saskatchewan I 0.0 $6.3M 367k 17.09
Sociedad Quimica Minera De C Spon Adr Ser B (SQM) 0.0 $6.2M 304k 20.55
Spdr S&p 500 Etf Tr Tr Unit (SPY) 0.0 $6.1M 30k 205.56
Assurant (AIZ) 0.0 $6.0M 78k 77.15
Freeport-mcmoran CL B (FCX) 0.0 $5.9M 575k 10.34
Jack Henry & Associates (JKHY) 0.0 $5.9M 70k 84.57
Atmos Energy Corporation (ATO) 0.0 $5.9M 79k 74.26
Advanced Semiconductor Engr Sponsored Adr 0.0 $5.8M 995k 5.85
Sanmina (SANM) 0.0 $5.6M 241k 23.38
Bgc Partners Cl A 0.0 $5.5M 607k 9.05
Canadian Natl Ry (CNI) 0.0 $5.5M 88k 62.74
Total System Services 0.0 $5.4M 114k 47.58
TrueBlue (TBI) 0.0 $5.4M 205k 26.15
Janus Capital 0.0 $5.2M 358k 14.63
Wipro Spon Adr 1 Sh (WIT) 0.0 $5.2M 416k 12.58
Dow Chemical Company 0.0 $5.2M 102k 50.86
Whirlpool Corporation (WHR) 0.0 $5.2M 29k 180.35
Steris Shs Usd 0.0 $5.1M 72k 71.05
Northwest Bancshares (NWBI) 0.0 $5.0M 373k 13.51
American Financial (AFG) 0.0 $5.0M 71k 70.37
Drew Inds Com New 0.0 $4.9M 76k 64.45
Aptar (ATR) 0.0 $4.8M 61k 78.41
Walker & Dunlop (WD) 0.0 $4.8M 196k 24.27
Marriott Vacations Wrldwde Cp (VAC) 0.0 $4.7M 69k 67.50
Silicon Motion Technology Sponsored Adr (SIMO) 0.0 $4.6M 119k 38.81
Mednax (MD) 0.0 $4.6M 71k 64.62
Watsco, Incorporated (WSO) 0.0 $4.6M 34k 134.74
Chemical Financial Corporation 0.0 $4.5M 127k 35.69
Gap (GAP) 0.0 $4.5M 154k 29.40
Express 0.0 $4.4M 207k 21.41
Western Refining 0.0 $4.2M 145k 29.09
Gentex Corporation (GNTX) 0.0 $4.2M 266k 15.69
Navigators 0.0 $4.1M 49k 83.88
Aercap Holdings Nv SHS (AER) 0.0 $4.1M 106k 38.76
Qiwi Spon Adr Rep B (QIWI) 0.0 $4.1M 283k 14.49
Scripps Networks Interact In Cl A Com 0.0 $4.1M 62k 65.50
Roper Industries (ROP) 0.0 $4.1M 22k 182.79
Omni (OMC) 0.0 $4.0M 48k 83.24
Itau Unibanco Hldg Sa Spon Adr Rep Pfd (ITUB) 0.0 $4.0M 465k 8.59
Essent (ESNT) 0.0 $4.0M 192k 20.80
Lauder Estee Cos Cl A (EL) 0.0 $4.0M 42k 94.30
Precision Drilling Corp Com 2010 0.0 $4.0M 942k 4.21
Dr Reddys Labs Adr (RDY) 0.0 $3.9M 87k 45.19
Grupo Aeroportuario Del Sure Spon Adr Ser B (ASR) 0.0 $3.8M 26k 150.16
Groupe Cgi Cl A Sub Vtg 0.0 $3.8M 79k 47.98
ePlus (PLUS) 0.0 $3.8M 47k 80.51
Thor Industries (THO) 0.0 $3.8M 60k 63.76
Siliconware Precision Inds L Sponsd Adr Spl 0.0 $3.8M 474k 7.97
Aspen Insurance Holdings SHS 0.0 $3.8M 79k 47.70
Ares Capital Corporation (ARCC) 0.0 $3.7M 247k 14.84
Selective Insurance (SIGI) 0.0 $3.6M 100k 36.61
Group 1 Automotive (GPI) 0.0 $3.5M 60k 58.69
United Microelectronics Corp Spon Adr New (UMC) 0.0 $3.5M 1.7M 2.08
Dillards Cl A (DDS) 0.0 $3.4M 40k 84.90
News Corp Cl A (NWSA) 0.0 $3.4M 267k 12.77
Mattel (MAT) 0.0 $3.3M 100k 33.62
Columbia Sportswear Company (COLM) 0.0 $3.3M 55k 60.09
Glaxosmithkline Sponsored Adr 0.0 $3.2M 80k 40.55
Turkcell Iletisim Hizmetleri Spon Adr New (TKC) 0.0 $3.2M 308k 10.51
Gyrodyne Llc Cmn (GYRO) 0.0 $3.2M 120k 26.92
Altria (MO) 0.0 $3.1M 49k 62.66
Hennessy Cap Acquisition Cor Unit 99/99/9999 0.0 $2.9M 300k 9.82
Quinpario Acquisition Corp 2 0.0 $2.9M 300k 9.77
CSG Systems International (CSGS) 0.0 $2.9M 64k 45.16
National Grid Spon Adr New 0.0 $2.9M 40k 71.41
Adecoagro S A (AGRO) 0.0 $2.8M 246k 11.55
Stanley Black & Decker (SWK) 0.0 $2.8M 27k 105.22
Hubbell (HUBB) 0.0 $2.7M 26k 105.95
Phillips 66 (PSX) 0.0 $2.7M 31k 86.60
Navient Corporation equity (NAVI) 0.0 $2.7M 224k 11.97
Invesco SHS (IVZ) 0.0 $2.7M 87k 30.77
G-III Apparel (GIII) 0.0 $2.7M 55k 48.90
SCANA Corporation 0.0 $2.7M 38k 70.16
Teck Resources CL B (TECK) 0.0 $2.6M 347k 7.62
Interpublic Group of Companies (IPG) 0.0 $2.6M 115k 22.95
Cenovus Energy (CVE) 0.0 $2.6M 201k 13.07
Universal Hlth Svcs CL B (UHS) 0.0 $2.6M 21k 124.73
Knight Transportation 0.0 $2.5M 97k 26.15
Donaldson Company (DCI) 0.0 $2.5M 79k 31.91
ACCO Brands Corporation (ACCO) 0.0 $2.5M 277k 8.98
Tegna (TGNA) 0.0 $2.4M 102k 23.46
Allstate Corporation (ALL) 0.0 $2.4M 35k 67.37
Arch Cap Group Ord (ACGL) 0.0 $2.3M 32k 71.10
Ishares Msci Taiwan Etf 0.0 $2.2M 161k 13.86
Wyndham Worldwide Corporation 0.0 $2.2M 29k 76.43
Broadridge Financial Solutions (BR) 0.0 $2.2M 36k 59.31
Huntington Bancshares Incorporated (HBAN) 0.0 $2.1M 223k 9.54
Validus Holdings Com Shs 0.0 $2.1M 44k 47.19
HSN 0.0 $2.1M 40k 52.32
Matson (MATX) 0.0 $2.1M 51k 40.18
Statoil Asa Sponsored Adr 0.0 $2.0M 127k 15.56
Avg Technologies N V SHS 0.0 $2.0M 95k 20.75
Marathon Petroleum Corp (MPC) 0.0 $2.0M 53k 37.18
Maximus (MMS) 0.0 $1.9M 36k 52.65
Apache Corporation 0.0 $1.9M 39k 48.80
Au Optronics Corp Sponsored Adr 0.0 $1.9M 640k 2.95
Insight Enterprises (NSIT) 0.0 $1.8M 64k 28.65
Rent-A-Center (UPBD) 0.0 $1.8M 112k 15.85
Net 1 Ueps Technologies Com New (LSAK) 0.0 $1.8M 193k 9.20
New Jersey Resources Corporation (NJR) 0.0 $1.8M 49k 36.43
American States Water Company (AWR) 0.0 $1.8M 45k 39.37
Newell Rubbermaid (NWL) 0.0 $1.7M 39k 44.29
Blackrock Kelso Capital 0.0 $1.7M 181k 9.41
CNO Financial (CNO) 0.0 $1.7M 95k 17.92
R.R. Donnelley & Sons Company 0.0 $1.7M 103k 16.40
Tower International 0.0 $1.6M 61k 27.19
Murphy Oil Corporation (MUR) 0.0 $1.6M 65k 25.18
Manpower (MAN) 0.0 $1.6M 20k 81.40
Third Point Reinsurance 0.0 $1.6M 142k 11.37
Meredith Corporation 0.0 $1.6M 34k 47.50
American Water Works (AWK) 0.0 $1.6M 23k 68.91
Axis Capital Holdings SHS (AXS) 0.0 $1.6M 28k 55.44
Pbf Energy Cl A (PBF) 0.0 $1.6M 47k 33.20
DineEquity (DIN) 0.0 $1.5M 17k 93.45
General Mills (GIS) 0.0 $1.5M 24k 63.35
American Equity Investment Life Holding 0.0 $1.5M 90k 16.80
Goodyear Tire & Rubber Company (GT) 0.0 $1.5M 46k 32.97
Banco Bradesco S A Sp Adr Pfd New (BBD) 0.0 $1.5M 200k 7.45
Alibaba Group Hldg Sponsored Ads (BABA) 0.0 $1.4M 18k 79.01
America Movil Sab De Cv Spon Adr L Shs 0.0 $1.4M 92k 15.53
Onemain Holdings (OMF) 0.0 $1.4M 50k 27.43
Xcel Energy (XEL) 0.0 $1.4M 32k 41.82
Cooper Tire & Rubber Company 0.0 $1.4M 37k 37.01
Baxter International (BAX) 0.0 $1.3M 33k 41.08
Toro Company (TTC) 0.0 $1.3M 15k 86.10
Mosaic (MOS) 0.0 $1.3M 48k 27.00
Credicorp (BAP) 0.0 $1.3M 9.9k 131.01
Masimo Corporation (MASI) 0.0 $1.3M 31k 41.85
Kohl's Corporation (KSS) 0.0 $1.3M 28k 46.60
British Amern Tob Sponsored Adr (BTI) 0.0 $1.3M 11k 116.90
Ambev Sa Sponsored Adr (ABEV) 0.0 $1.2M 231k 5.18
Parker-Hannifin Corporation (PH) 0.0 $1.2M 11k 111.05
Kroger (KR) 0.0 $1.2M 30k 38.25
Kemper Corp Del (KMPR) 0.0 $1.1M 38k 29.57
Empresa Nacional De Elctrcid Sponsored Adr 0.0 $1.1M 27k 41.62
Fabrinet SHS (FN) 0.0 $1.0M 32k 32.35
Vonage Holdings 0.0 $1.0M 225k 4.57
Maiden Holdings SHS 0.0 $1.0M 78k 12.94
Blackberry (BB) 0.0 $1.0M 123k 8.15
Cobalt Intl Energy Note 2.625%12/0 (Principal) 0.0 $998k 2.0M 0.50
Denbury Res Com New 0.0 $994k 448k 2.22
Spx Flow 0.0 $981k 39k 25.09
Horace Mann Educators Corporation (HMN) 0.0 $957k 30k 31.69
Cummins (CMI) 0.0 $956k 8.7k 109.89
MetLife (MET) 0.0 $938k 21k 43.93
Staples 0.0 $932k 85k 11.03
Nii Hldgs Com Par $0.001 0.0 $894k 162k 5.53
Penske Automotive (PAG) 0.0 $860k 23k 37.89
Shinhan Financial Group Co L Spn Adr Restrd (SHG) 0.0 $852k 24k 35.21
Tim Participacoes S A Sponsored Adr 0.0 $852k 77k 11.06
Sasol Sponsored Adr (SSL) 0.0 $845k 29k 29.55
Covisint 0.0 $832k 416k 2.00
Encore Capital (ECPG) 0.0 $826k 32k 25.73
Apollo Ed Group Cl A 0.0 $820k 100k 8.22
Darden Restaurants (DRI) 0.0 $802k 12k 66.28
Genworth Finl Com Cl A (GNW) 0.0 $801k 294k 2.73
Banco Santander Chile Sp Adr Rep Com (BSAC) 0.0 $795k 41k 19.34
Steven Madden (SHOO) 0.0 $789k 21k 37.04
National-Oilwell Var 0.0 $784k 25k 31.10
International Game Technolog Shs Usd (BRSL) 0.0 $766k 42k 18.24
Fomento Economico Mexicano S Spon Adr Units (FMX) 0.0 $761k 7.9k 96.33
Chesapeake Energy Corporation 0.0 $739k 179k 4.12
Noble Corp Shs Usd 0.0 $727k 70k 10.36
Yandex N V Shs Class A (NBIS) 0.0 $708k 46k 15.32
Ensco Shs Class A 0.0 $703k 68k 10.37
Celanese Corp Del Com Ser A (CE) 0.0 $694k 11k 65.47
Lincoln Electric Holdings (LECO) 0.0 $685k 12k 58.55
SM Energy (SM) 0.0 $675k 36k 18.75
Mccormick & Co Com Non Vtg (MKC) 0.0 $659k 6.6k 99.43
United States Cellular Corporation (AD) 0.0 $631k 14k 45.72
Icon SHS (ICLR) 0.0 $608k 8.1k 75.06
Cato Corp Cl A (CATO) 0.0 $594k 15k 38.57
Iamgold Corp (IAG) 0.0 $594k 269k 2.21
Santander Consumer Usa 0.0 $555k 53k 10.49
Superior Industries International (SSUP) 0.0 $552k 25k 22.08
Douglas Dynamics (PLOW) 0.0 $536k 23k 22.91
Chipmos Tech Bermuda SHS 0.0 $534k 31k 17.39
Ralph Lauren Corp Cl A (RL) 0.0 $530k 5.5k 96.21
Exxon Mobil Corporation (XOM) 0.0 $527k 6.3k 83.65
HNI Corporation (HNI) 0.0 $525k 13k 39.18
Xl Group SHS 0.0 $523k 14k 36.82
Omega Protein Corporation 0.0 $515k 30k 16.94
Mercury General Corporation (MCY) 0.0 $500k 9.0k 55.53
Diamond Offshore Drilling 0.0 $500k 23k 21.74
Tutor Perini Corporation (TPC) 0.0 $496k 32k 15.55
Sibanye Gold Sponsored Adr 0.0 $488k 32k 15.17
Viacom CL B 0.0 $486k 12k 41.30
Newfield Exploration 0.0 $485k 15k 33.22
Scholastic Corporation (SCHL) 0.0 $475k 13k 37.40
Brookfield Asset Mgmt Cl A Ltd Vt Sh 0.0 $471k 14k 34.89
Brown Forman Corp CL B (BF.B) 0.0 $464k 4.7k 98.47
Hp (HPQ) 0.0 $464k 38k 12.31
Laboratory Corp Amer Hldgs Com New 0.0 $457k 3.9k 117.18
Old Republic International Corporation (ORI) 0.0 $453k 25k 18.27
Exterran 0.0 $451k 29k 15.45
Ritchie Bros. Auctioneers Inco 0.0 $450k 17k 27.11
Nabors Industries SHS 0.0 $444k 48k 9.19
Vermilion Energy (VET) 0.0 $441k 15k 29.40
Select Comfort 0.0 $430k 22k 19.37
Hca Holdings (HCA) 0.0 $429k 5.5k 78.00
Raytheon Com New 0.0 $429k 3.5k 122.57
West 0.0 $420k 18k 22.83
Companhia Siderurgica Nacion Sponsored Adr (SID) 0.0 $418k 212k 1.97
Devon Energy Corporation (DVN) 0.0 $395k 14k 27.43
Cardinal Health (CAH) 0.0 $393k 4.8k 81.88
Penn National Gaming (PENN) 0.0 $384k 23k 16.70
Provident Financial Services (PFS) 0.0 $382k 19k 20.21
Bk Nova Cad (BNS) 0.0 $378k 7.7k 49.09
Sykes Enterprises, Incorporated 0.0 $374k 12k 30.16
Caci Intl Cl A (CACI) 0.0 $373k 3.5k 106.57
Caterpillar (CAT) 0.0 $367k 4.8k 76.46
Rowan Companies Shs Cl A 0.0 $365k 23k 16.08
Lam Research Corporation 0.0 $363k 4.4k 82.71
Bemis Company 0.0 $362k 7.0k 51.71
Biogen Idec (BIIB) 0.0 $359k 1.4k 260.14
Atwood Oceanics 0.0 $358k 39k 9.18
Diageo P L C Spon Adr New (DEO) 0.0 $356k 3.3k 107.88
Unum (UNM) 0.0 $356k 12k 30.96
Fbl Finl Group Cl A 0.0 $351k 5.7k 61.58
Lockheed Martin Corporation (LMT) 0.0 $350k 1.6k 221.52
Joy Global 0.0 $349k 22k 16.08
NVR (NVR) 0.0 $346k 200.00 1730.00
Regional Management (RM) 0.0 $335k 20k 17.09
Banco De Chile Sponsored Adr (BCH) 0.0 $322k 5.0k 64.40
Transocean Reg Shs (RIG) 0.0 $316k 35k 9.14
Equinix Com Par $0.001 (EQIX) 0.0 $304k 918.00 331.15
Penn West Energy Trust 0.0 $303k 327k 0.93
FMC Technologies 0.0 $299k 11k 27.37
Hibbett Sports (HIBB) 0.0 $298k 8.3k 35.90
Euronet Worldwide (EEFT) 0.0 $296k 4.0k 74.00
Discover Financial Services 0.0 $289k 5.7k 50.99
Starbucks Corporation (SBUX) 0.0 $287k 4.8k 59.79
J Global (ZD) 0.0 $283k 4.6k 61.52
CMS Energy Corporation (CMS) 0.0 $280k 6.6k 42.42
Waters Corporation (WAT) 0.0 $278k 2.1k 131.82
Schlumberger (SLB) 0.0 $276k 3.7k 73.66
Suntrust Banks Inc $1.00 Par Cmn 0.0 $272k 7.5k 36.15
Sherwin-Williams Company (SHW) 0.0 $268k 940.00 285.11
Interval Leisure 0.0 $264k 18k 14.43
Bristol Myers Squibb (BMY) 0.0 $262k 4.1k 63.90
Tyson Foods Cl A (TSN) 0.0 $260k 3.9k 66.67
Pennymac Finl Svcs Cl A 0.0 $260k 22k 11.76
Ennis (EBF) 0.0 $258k 13k 19.55
Baytex Energy Corp (BTE) 0.0 $258k 65k 3.96
Gpo Aeroportuario Del Pac Sa Spon Adr B (PAC) 0.0 $257k 2.9k 88.62
Michael Kors Hldgs SHS 0.0 $256k 4.5k 56.91
Southern Copper Corporation (SCCO) 0.0 $252k 9.1k 27.69
Stifel Financial (SF) 0.0 $249k 8.4k 29.64
Xunlei Sponsored Adr (XNET) 0.0 $249k 41k 6.11
CIGNA Corporation 0.0 $247k 1.8k 137.22
Berkshire Hills Ban (BBT) 0.0 $247k 9.2k 26.85
WD-40 Company (WDFC) 0.0 $246k 2.3k 108.18
P T Telekomunikasi Indonesia Sponsored Adr (TLK) 0.0 $244k 4.8k 50.83
Hooker Furniture Corporation (HOFT) 0.0 $237k 7.2k 32.92
Enerplus Corp 0.0 $237k 60k 3.93
Landstar System (LSTR) 0.0 $233k 3.6k 64.72
Delek US Holdings 0.0 $232k 15k 15.26
Posco Sponsored Adr (PKX) 0.0 $232k 4.9k 47.35
Corpbanca Sponsored Adr 0.0 $231k 17k 13.75
Pengrowth Energy Corp 0.0 $230k 175k 1.31
Hewlett Packard Enterprise (HPE) 0.0 $229k 13k 17.76
Fossil (FOSL) 0.0 $227k 5.1k 44.51
Western Digital (WDC) 0.0 $224k 4.7k 47.34
Albemarle Corporation (ALB) 0.0 $224k 3.5k 63.89
Parker Drilling Company 0.0 $220k 104k 2.12
Korea Electric Pwr Sponsored Adr (KEP) 0.0 $219k 8.5k 25.76
Unit Corporation 0.0 $218k 25k 8.83
Ares Coml Real Estate (ACRE) 0.0 $217k 20k 10.96
Western Union Company (WU) 0.0 $216k 11k 19.29
ardmore Shipping (ASC) 0.0 $214k 25k 8.47
Compania De Minas Buenaventu Sponsored Adr (BVN) 0.0 $213k 29k 7.37
Trustmark Corporation (TRMK) 0.0 $207k 9.0k 23.00
Nelnet Cl A (NNI) 0.0 $205k 5.2k 39.42
Tidewater 0.0 $197k 29k 6.82
Oasis Petroleum 0.0 $186k 26k 7.29
Grupo Financiero Santander M Spon Adr Shs B 0.0 $182k 20k 9.01
Northern Oil & Gas 0.0 $177k 44k 4.00
Cencosud S A Sponsored Ads 0.0 $175k 23k 7.68
Vale S A Adr Repstg Pfd 0.0 $164k 53k 3.12
Lg Display Spons Adr Rep (LPL) 0.0 $163k 14k 11.40
Anglogold Ashanti Sponsored Adr 0.0 $157k 12k 13.65
Kt Corp Sponsored Adr (KT) 0.0 $156k 12k 13.45
Gold Fields Sponsored Adr (GFI) 0.0 $149k 38k 3.93
Bank of America Corporation (BAC) 0.0 $145k 11k 13.55
Roadrunner Transportation Services Hold. 0.0 $128k 10k 12.43
Avianca Hldgs Sa Spon Adr Rep Pfd 0.0 $121k 24k 4.96
Southwestern Energy Company 0.0 $120k 15k 8.05
Soufun Hldgs Adr 0.0 $115k 19k 5.99
California Resources 0.0 $114k 111k 1.03
W&T Offshore (WTI) 0.0 $111k 51k 2.19
Tsakos Energy Navigation SHS 0.0 $96k 16k 6.15
Transglobe Energy Corp 0.0 $95k 57k 1.68
Grupo Aval Acciones Y Valore Sponsored Ads (AVAL) 0.0 $87k 11k 7.70
TRC Companies 0.0 $77k 11k 7.26
Centrais Eletricas Brasileir Spon Adr Pfd B (EBR.B) 0.0 $62k 21k 2.90
Newcastle Invt Corp Com Par $0.01 0.0 $54k 12k 4.35
Key Energy Services 0.0 $37k 100k 0.37
Ultra Petroleum 0.0 $24k 47k 0.51
Community Health Sys Right 99/99/9999 0.0 $0 52k 0.00