Grantham, Mayo, Van Otterloo & Co

Grantham, Mayo, Van Otterloo & Co as of June 30, 2016

Portfolio Holdings for Grantham, Mayo, Van Otterloo & Co

Grantham, Mayo, Van Otterloo & Co holds 560 positions in its portfolio as reported in the June 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Johnson & Johnson (JNJ) 4.8 $1.2B 9.7M 121.30
Cisco Systems (CSCO) 3.3 $807M 28M 28.69
UnitedHealth (UNH) 3.1 $750M 5.3M 141.20
Microsoft Corporation (MSFT) 3.1 $747M 15M 51.17
Oracle Corporation (ORCL) 2.9 $710M 17M 40.93
Apple (AAPL) 2.8 $685M 7.2M 95.60
Procter & Gamble Company (PG) 2.6 $639M 7.5M 84.67
Philip Morris International (PM) 2.6 $629M 6.2M 101.72
3M Company (MMM) 2.6 $624M 3.6M 175.12
Coca-Cola Company (KO) 2.3 $564M 13M 45.33
Qualcomm (QCOM) 2.0 $490M 9.1M 53.57
Pfizer (PFE) 1.8 $432M 12M 35.21
Alphabet Inc Class A cs (GOOGL) 1.7 $417M 593k 703.53
American Express Company (AXP) 1.6 $399M 6.6M 60.76
Medtronic (MDT) 1.6 $386M 4.4M 86.77
Verizon Communications (VZ) 1.5 $359M 6.4M 55.84
Accenture (ACN) 1.5 $357M 3.2M 113.29
EMC Corporation 1.4 $348M 13M 27.17
Alphabet Inc Class C cs (GOOG) 1.4 $328M 474k 692.10
Monsanto Company 1.2 $303M 2.9M 103.41
Home Depot (HD) 1.2 $285M 2.2M 127.69
Travelers Companies (TRV) 1.1 $278M 2.3M 119.04
Valero Energy Corporation (VLO) 1.0 $251M 4.9M 51.00
Intel Corporation (INTC) 1.0 $246M 7.5M 32.80
Pepsi (PEP) 0.8 $206M 1.9M 105.94
Emerson Electric (EMR) 0.8 $205M 3.9M 52.16
Colgate-Palmolive Company (CL) 0.8 $202M 2.8M 73.20
JPMorgan Chase & Co. (JPM) 0.8 $199M 3.2M 62.14
Taiwan Semiconductor Mfg (TSM) 0.8 $193M 7.4M 26.23
Illinois Tool Works (ITW) 0.8 $192M 1.8M 104.16
Dr Pepper Snapple 0.8 $190M 2.0M 96.63
Cognizant Technology Solutions (CTSH) 0.7 $177M 3.1M 57.24
Abbott Laboratories (ABT) 0.7 $178M 4.5M 39.31
McDonald's Corporation (MCD) 0.7 $175M 1.5M 120.34
CVS Caremark Corporation (CVS) 0.7 $175M 1.8M 95.74
Stryker Corporation (SYK) 0.7 $158M 1.3M 119.83
Chevron Corporation (CVX) 0.6 $155M 1.5M 104.83
Nike (NKE) 0.6 $148M 2.7M 55.20
Anthem (ELV) 0.6 $149M 1.1M 131.34
International Business Machines (IBM) 0.6 $146M 958k 151.78
American International (AIG) 0.6 $145M 2.7M 52.89
Schlumberger (SLB) 0.6 $142M 1.8M 79.08
Humana (HUM) 0.6 $141M 782k 179.88
Costco Wholesale Corporation (COST) 0.6 $137M 871k 157.04
Paychex (PAYX) 0.5 $131M 2.2M 59.50
Mobile TeleSystems OJSC 0.5 $129M 16M 8.28
Becton, Dickinson and (BDX) 0.5 $120M 710k 169.59
ITC Holdings 0.5 $119M 2.5M 46.82
CHECK POINT SOFTWARE Technolog Com Stk (CHKP) 0.5 $115M 1.4M 79.68
Industries N shs - a - (LYB) 0.5 $112M 1.5M 74.42
Tesoro Corporation 0.5 $110M 1.5M 74.92
Citigroup (C) 0.5 $109M 2.6M 42.39
Berkshire Hathaway (BRK.B) 0.4 $108M 745k 144.79
Deere & Company (DE) 0.4 $107M 1.3M 81.04
Honeywell International (HON) 0.4 $106M 912k 116.32
St. Jude Medical 0.4 $107M 1.4M 78.00
Cimpress N V Shs Euro 0.4 $106M 1.2M 92.48
Aetna 0.4 $104M 851k 122.13
Infosys Technologies (INFY) 0.4 $103M 5.8M 17.85
Foot Locker (FL) 0.4 $102M 1.9M 54.86
Topbuild (BLD) 0.4 $101M 2.8M 36.20
iShares MSCI Emerging Markets Indx (EEM) 0.4 $99M 2.9M 34.36
Fiserv (FI) 0.4 $93M 857k 108.73
Delta Air Lines (DAL) 0.4 $92M 2.5M 36.43
Ingredion Incorporated (INGR) 0.4 $90M 699k 129.41
Bed Bath & Beyond 0.4 $88M 2.0M 43.22
Bce (BCE) 0.4 $87M 1.8M 47.09
Express Scripts Holding 0.3 $86M 1.1M 75.80
Capital One Financial (COF) 0.3 $82M 1.3M 63.51
United Technologies Corporation 0.3 $83M 813k 102.55
Sun Life Financial (SLF) 0.3 $82M 2.5M 32.68
Snap-on Incorporated (SNA) 0.3 $80M 505k 157.82
Starwood Hotels & Resorts Worldwide 0.3 $81M 1.1M 73.95
China Mobile 0.3 $79M 1.4M 57.90
Eli Lilly & Co. (LLY) 0.3 $78M 985k 78.75
Cemex SAB de CV (CX) 0.3 $77M 13M 6.17
Intuit (INTU) 0.3 $76M 677k 111.61
Media Gen 0.3 $76M 4.4M 17.19
Lear Corporation (LEA) 0.3 $72M 707k 101.76
V.F. Corporation (VFC) 0.3 $74M 1.2M 61.49
Tyco International 0.3 $73M 1.7M 42.60
Ingram Micro 0.3 $70M 2.0M 34.78
Wal-Mart Stores (WMT) 0.3 $67M 919k 73.02
Avery Dennison Corporation (AVY) 0.3 $68M 913k 74.75
Zimmer Holdings (ZBH) 0.3 $65M 537k 120.38
Rockwell Automation (ROK) 0.3 $65M 568k 114.82
Arrow Electronics (ARW) 0.3 $64M 1.0M 61.90
Avnet (AVT) 0.3 $62M 1.5M 40.51
Alere 0.3 $63M 1.5M 41.68
Ishares Tr Phill Invstmrk (EPHE) 0.3 $64M 1.6M 39.17
Teradata Corporation (TDC) 0.2 $61M 2.4M 25.07
Analog Devices (ADI) 0.2 $60M 1.1M 56.64
Intuitive Surgical (ISRG) 0.2 $60M 91k 661.41
MasterCard Incorporated (MA) 0.2 $58M 658k 88.06
TJX Companies (TJX) 0.2 $58M 753k 77.23
Cintas Corporation (CTAS) 0.2 $59M 604k 98.13
HDFC Bank (HDB) 0.2 $58M 869k 66.35
Amdocs Ltd ord (DOX) 0.2 $58M 1.0M 57.72
Liberty Media Corp Delaware Com C Siriusxm 0.2 $58M 1.9M 30.87
Atlantica Yield (AY) 0.2 $58M 3.1M 18.58
Interactive Brokers (IBKR) 0.2 $57M 1.6M 35.40
Omni (OMC) 0.2 $57M 694k 81.49
TAL Education (TAL) 0.2 $53M 859k 62.06
Nasdaq Omx (NDAQ) 0.2 $51M 792k 64.67
Linkedin Corp 0.2 $50M 266k 189.25
Helen Of Troy (HELE) 0.2 $49M 475k 102.84
Church & Dwight (CHD) 0.2 $48M 467k 102.89
United Parcel Service (UPS) 0.2 $47M 437k 107.72
T. Rowe Price (TROW) 0.2 $47M 643k 72.97
Alibaba Group Holding (BABA) 0.2 $47M 585k 79.53
AFLAC Incorporated (AFL) 0.2 $43M 592k 72.16
Everest Re Group (EG) 0.2 $44M 238k 182.67
Bank Of Montreal Cadcom (BMO) 0.2 $45M 705k 63.10
General Motors Company (GM) 0.2 $43M 1.5M 28.30
Liberty Global Inc Com Ser A 0.2 $43M 1.5M 29.06
Ally Financial (ALLY) 0.2 $45M 2.6M 17.07
Under Armour Inc Cl C (UA) 0.2 $43M 1.2M 36.40
Genuine Parts Company (GPC) 0.2 $41M 408k 101.25
W.W. Grainger (GWW) 0.2 $42M 185k 227.25
Activision Blizzard 0.2 $42M 1.1M 39.63
Alaska Air (ALK) 0.2 $42M 727k 58.29
EnPro Industries (NPO) 0.2 $42M 944k 44.39
Amphenol Corporation (APH) 0.2 $40M 699k 57.33
Assured Guaranty (AGO) 0.2 $39M 1.6M 25.37
VMware 0.2 $39M 688k 57.22
JetBlue Airways Corporation (JBLU) 0.1 $37M 2.3M 16.56
Syngenta 0.1 $36M 467k 76.79
Anheuser-Busch InBev NV (BUD) 0.1 $36M 274k 131.68
Westar Energy 0.1 $36M 646k 56.09
Citrix Systems 0.1 $34M 419k 80.09
Reynolds American 0.1 $34M 621k 53.93
Gilead Sciences (GILD) 0.1 $35M 423k 83.42
Marathon Oil Corporation (MRO) 0.1 $35M 2.3M 15.01
Interxion Holding 0.1 $35M 940k 36.88
AGCO Corporation (AGCO) 0.1 $32M 683k 47.13
Cibc Cad (CM) 0.1 $32M 428k 74.72
Hormel Foods Corporation (HRL) 0.1 $31M 845k 36.60
Suncor Energy (SU) 0.1 $32M 1.2M 27.60
Pjt Partners (PJT) 0.1 $31M 1.4M 23.00
Expeditors International of Washington (EXPD) 0.1 $29M 584k 49.04
Ameren Corporation (AEE) 0.1 $30M 563k 53.58
Tata Motors 0.1 $30M 855k 34.67
Tor Dom Bk Cad (TD) 0.1 $30M 690k 42.72
Liberty Global 0.1 $30M 931k 32.49
Companhia Energetica Minas Gerais (CIG) 0.1 $27M 12M 2.21
HEICO Corporation (HEI.A) 0.1 $27M 510k 53.65
Talen Energy 0.1 $26M 1.9M 13.55
Progressive Corporation (PGR) 0.1 $26M 763k 33.50
Lincoln National Corporation (LNC) 0.1 $25M 642k 38.77
Public Service Enterprise (PEG) 0.1 $24M 519k 46.61
Werner Enterprises (WERN) 0.1 $24M 1.1M 22.97
Smith & Wesson Holding Corporation 0.1 $24M 865k 27.18
Rbc Cad (RY) 0.1 $24M 401k 58.78
KAR Auction Services (KAR) 0.1 $25M 591k 41.74
Hasbro (HAS) 0.1 $22M 260k 83.99
Comcast Corporation (CMCSA) 0.1 $22M 341k 65.19
Hartford Financial Services (HIG) 0.1 $22M 498k 44.38
Equifax (EFX) 0.1 $22M 170k 128.40
Office Depot 0.1 $21M 6.4M 3.31
Convergys Corporation 0.1 $21M 831k 25.00
General Dynamics Corporation (GD) 0.1 $22M 160k 139.24
Amazon (AMZN) 0.1 $22M 30k 715.63
First American Financial (FAF) 0.1 $22M 550k 40.22
Armour Residential Reit Inc Re 0.1 $21M 1.1M 20.00
Liberty Global 0.1 $22M 691k 32.26
Vimpel 0.1 $19M 4.9M 3.88
Grupo Televisa (TV) 0.1 $19M 734k 26.04
Consolidated Edison (ED) 0.1 $20M 254k 80.44
Deluxe Corporation (DLX) 0.1 $20M 299k 66.37
Cash America International 0.1 $20M 476k 42.62
DTE Energy Company (DTE) 0.1 $20M 205k 99.12
F5 Networks (FFIV) 0.1 $19M 165k 113.84
Wipro (WIT) 0.1 $19M 1.5M 12.36
Booz Allen Hamilton Holding Corporation (BAH) 0.1 $20M 666k 29.64
Chunghwa Telecom Co Ltd - (CHT) 0.1 $19M 513k 36.30
Coach 0.1 $18M 432k 40.74
AstraZeneca (AZN) 0.1 $18M 587k 30.19
Macy's (M) 0.1 $17M 494k 33.61
Sohu 0.1 $16M 429k 37.86
Rite Aid Corporation 0.1 $18M 2.4M 7.49
Jones Lang LaSalle Incorporated (JLL) 0.1 $17M 170k 97.45
SCANA Corporation 0.1 $17M 222k 75.66
Gildan Activewear Inc Com Cad (GIL) 0.1 $17M 598k 29.14
Ida (IDA) 0.1 $16M 199k 81.35
Esterline Technologies Corporation 0.1 $17M 276k 62.04
Tech Data Corporation 0.1 $16M 222k 71.85
Northstar Asset Management C 0.1 $16M 1.6M 10.21
Pinnacle Entertainment 0.1 $17M 1.5M 11.08
ICICI Bank (IBN) 0.1 $15M 2.1M 7.18
Broadridge Financial Solutions (BR) 0.1 $15M 224k 65.20
Teva Pharmaceutical Industries (TEVA) 0.1 $14M 287k 50.23
Franklin Resources (BEN) 0.1 $14M 422k 33.37
Northrop Grumman Corporation (NOC) 0.1 $14M 64k 222.27
Ca 0.1 $15M 458k 32.83
Canadian Natural Resources (CNQ) 0.1 $15M 469k 30.83
Dover Corporation (DOV) 0.1 $14M 206k 69.32
Aptar (ATR) 0.1 $14M 170k 79.13
Thor Industries (THO) 0.1 $15M 234k 64.74
Sears Holdings Corporation 0.1 $14M 1.1M 13.61
Korn/Ferry International (KFY) 0.1 $15M 703k 20.70
Atmos Energy Corporation (ATO) 0.1 $15M 184k 81.32
Chemed Corp Com Stk (CHE) 0.1 $16M 115k 136.31
Group Cgi Cad Cl A 0.1 $14M 328k 42.50
Jabil Circuit (JBL) 0.1 $15M 808k 18.47
Hanover Insurance (THG) 0.1 $14M 160k 84.62
Enersis 0.1 $14M 1.7M 8.58
Pinnacle West Capital Corporation (PNW) 0.1 $14M 168k 81.06
Murphy Usa (MUSA) 0.1 $15M 203k 74.16
Agrium 0.1 $12M 136k 90.00
Interpublic Group of Companies (IPG) 0.1 $12M 512k 23.10
Target Corporation (TGT) 0.1 $13M 191k 69.82
Unilever 0.1 $12M 250k 46.94
American Electric Power Company (AEP) 0.1 $11M 157k 70.09
Henry Schein (HSIC) 0.1 $12M 70k 176.81
Lowe's Companies (LOW) 0.1 $13M 160k 79.17
Tupperware Brands Corporation (TUP) 0.1 $12M 211k 56.28
Drew Industries 0.1 $12M 137k 84.84
Guess? (GES) 0.1 $13M 888k 15.05
Banco Itau Holding Financeira (ITUB) 0.1 $12M 1.3M 9.44
Texas Roadhouse (TXRH) 0.1 $13M 287k 45.60
Ametek (AME) 0.1 $13M 287k 46.23
Prospect Capital Corporation (PSEC) 0.1 $13M 1.7M 7.82
Trupanion (TRUP) 0.1 $13M 970k 13.25
Aercap Holdings Nv Ord Cmn (AER) 0.0 $9.3M 278k 33.59
Canadian Natl Ry (CNI) 0.0 $9.3M 158k 58.74
Spdr S&p 500 Etf (SPY) 0.0 $8.6M 41k 209.54
Dow Chemical Company 0.0 $9.7M 195k 49.71
Universal Corporation (UVV) 0.0 $11M 182k 57.74
SkyWest (SKYW) 0.0 $9.8M 371k 26.46
ConocoPhillips (COP) 0.0 $11M 249k 43.60
Xerox Corporation 0.0 $9.3M 976k 9.49
iShares MSCI EAFE Index Fund (EFA) 0.0 $10M 186k 55.81
PDL BioPharma 0.0 $9.0M 2.9M 3.14
CPFL Energia 0.0 $11M 845k 12.86
Chemical Financial Corporation 0.0 $9.1M 245k 37.29
Express 0.0 $8.6M 595k 14.51
Six Flags Entertainment (SIX) 0.0 $9.2M 159k 57.95
Sanmina (SANM) 0.0 $9.6M 357k 26.81
Starz - Liberty Capital 0.0 $9.9M 331k 29.92
Gannett 0.0 $8.9M 644k 13.81
Double Eagle Acquisition Cor unit 99/99/9999 0.0 $9.9M 1000k 9.93
Sociedad Quimica y Minera (SQM) 0.0 $7.5M 304k 24.72
Leucadia National 0.0 $7.8M 450k 17.33
AutoNation (AN) 0.0 $7.9M 168k 46.98
Celestica (CLS) 0.0 $6.5M 703k 9.25
Potash Corp. Of Saskatchewan I 0.0 $8.2M 504k 16.17
Goodyear Tire & Rubber Company (GT) 0.0 $8.4M 326k 25.66
GlaxoSmithKline 0.0 $6.7M 155k 43.34
Total (TTE) 0.0 $8.2M 171k 48.10
Freeport-McMoRan Copper & Gold (FCX) 0.0 $8.2M 733k 11.14
Mbia (MBI) 0.0 $7.2M 1.1M 6.83
TrueBlue (TBI) 0.0 $6.5M 341k 18.92
New Oriental Education & Tech 0.0 $7.6M 181k 41.88
NetEase (NTES) 0.0 $7.5M 39k 193.21
Ares Capital Corporation (ARCC) 0.0 $6.8M 480k 14.20
Community Health Systems (CYH) 0.0 $7.2M 600k 12.05
Atlas Air Worldwide Holdings 0.0 $7.5M 181k 41.42
Cheesecake Factory Incorporated (CAKE) 0.0 $7.5M 157k 48.14
Northwest Bancshares (NWBI) 0.0 $7.0M 473k 14.83
Advanced Semiconductor Engineering 0.0 $7.4M 1.3M 5.58
British American Tobac (BTI) 0.0 $7.7M 60k 129.48
Denbury Resources 0.0 $6.1M 1.7M 3.59
Gentex Corporation (GNTX) 0.0 $6.2M 403k 15.45
Jack Henry & Associates (JKHY) 0.0 $6.3M 73k 87.27
Brocade Communications Systems 0.0 $6.1M 669k 9.18
Manulife Finl Corp (MFC) 0.0 $7.2M 532k 13.61
Walker & Dunlop (WD) 0.0 $7.0M 308k 22.78
American Intl Group 0.0 $8.2M 441k 18.69
Qiwi (QIWI) 0.0 $8.1M 617k 13.10
News (NWSA) 0.0 $8.0M 702k 11.35
Gaming & Leisure Pptys (GLPI) 0.0 $6.4M 185k 34.48
Essent (ESNT) 0.0 $8.5M 388k 21.81
Pra (PRAA) 0.0 $7.2M 299k 24.14
Windstream Holdings 0.0 $8.3M 900k 9.27
Chemours (CC) 0.0 $8.4M 1.0M 8.24
Charter Communications Inc New Cl A cl a (CHTR) 0.0 $7.2M 31k 228.65
At&t (T) 0.0 $4.4M 101k 43.21
Stanley Black & Decker (SWK) 0.0 $3.7M 33k 111.22
Watsco, Incorporated (WSO) 0.0 $4.8M 34k 140.69
Ross Stores (ROST) 0.0 $5.3M 94k 56.69
CACI International (CACI) 0.0 $4.4M 49k 90.41
Avista Corporation (AVA) 0.0 $3.8M 85k 44.80
Newell Rubbermaid (NWL) 0.0 $4.6M 96k 48.57
Altria (MO) 0.0 $3.8M 56k 68.96
Shire 0.0 $5.2M 28k 184.08
Novo Nordisk A/S (NVO) 0.0 $4.7M 88k 53.78
Janus Capital 0.0 $3.7M 268k 13.92
Magna Intl Inc cl a (MGA) 0.0 $4.6M 131k 34.92
Meredith Corporation 0.0 $4.3M 82k 51.91
ACCO Brands Corporation (ACCO) 0.0 $5.2M 506k 10.33
Wyndham Worldwide Corporation 0.0 $5.6M 79k 71.24
Grupo Aeroportuario del Sureste (ASR) 0.0 $5.3M 33k 159.55
BGC Partners 0.0 $4.9M 566k 8.71
Siliconware Precision Industries 0.0 $4.4M 581k 7.66
Western Refining 0.0 $5.0M 245k 20.63
Columbia Sportswear Company (COLM) 0.0 $4.3M 75k 57.55
Cooper Tire & Rubber Company 0.0 $3.8M 127k 29.82
Navigators 0.0 $5.0M 55k 91.97
Dr. Reddy's Laboratories (RDY) 0.0 $4.1M 80k 51.23
Selective Insurance (SIGI) 0.0 $4.3M 111k 38.21
Omega Protein Corporation 0.0 $4.6M 229k 19.99
Silicon Motion Technology (SIMO) 0.0 $5.5M 115k 47.80
ePlus (PLUS) 0.0 $3.7M 45k 81.80
Precision Drilling Corporation 0.0 $6.0M 1.1M 5.27
SM Energy (SM) 0.0 $4.0M 147k 27.00
Teck Resources Ltd cl b (TECK) 0.0 $4.5M 347k 13.10
Scripps Networks Interactive 0.0 $3.8M 61k 62.28
Dollar General (DG) 0.0 $5.3M 56k 94.01
Tower International 0.0 $4.5M 220k 20.58
ISHARES TR MSCI Small Cap msci small cap (SCZ) 0.0 $6.0M 124k 48.26
Marathon Petroleum Corp (MPC) 0.0 $3.7M 98k 37.96
Marriott Vacations Wrldwde Cp (VAC) 0.0 $4.5M 66k 68.50
Wpx Energy 0.0 $5.2M 559k 9.31
Phillips 66 (PSX) 0.0 $4.8M 60k 79.33
Matson (MATX) 0.0 $4.2M 132k 32.29
Sibanye Gold 0.0 $3.9M 287k 13.62
Autohome Inc- (ATHM) 0.0 $4.2M 211k 20.11
Washington Prime (WB) 0.0 $5.7M 202k 28.41
Steris 0.0 $4.9M 71k 68.75
Liberty Media Corp Delaware Com C Braves Grp 0.0 $3.9M 269k 14.66
Grupo Supervielle S A (SUPV) 0.0 $5.2M 409k 12.79
America Movil Sab De Cv spon adr l 0.0 $1.8M 145k 12.26
AU Optronics 0.0 $2.0M 585k 3.49
Himax Technologies (HIMX) 0.0 $3.6M 430k 8.26
HSBC Holdings (HSBC) 0.0 $1.9M 62k 31.32
Turkcell Iletisim Hizmetleri A.S. (TKC) 0.0 $2.9M 315k 9.15
Charles Schwab Corporation (SCHW) 0.0 $1.7M 67k 25.31
Western Union Company (WU) 0.0 $1.2M 65k 19.19
Assurant (AIZ) 0.0 $1.7M 20k 86.32
Baxter International (BAX) 0.0 $1.6M 37k 45.22
HSN 0.0 $1.4M 29k 48.93
R.R. Donnelley & Sons Company 0.0 $1.7M 102k 16.92
Briggs & Stratton Corporation 0.0 $1.9M 88k 21.18
Western Digital (WDC) 0.0 $2.5M 53k 47.27
CSG Systems International (CSGS) 0.0 $3.6M 88k 40.31
Rent-A-Center (UPBD) 0.0 $1.7M 135k 12.28
Universal Health Services (UHS) 0.0 $1.7M 13k 134.08
AngloGold Ashanti 0.0 $1.5M 81k 18.06
Cenovus Energy (CVE) 0.0 $2.8M 201k 13.76
Gap (GPS) 0.0 $2.4M 115k 21.22
Statoil ASA 0.0 $2.5M 147k 17.31
Dillard's (DDS) 0.0 $2.7M 44k 60.60
Murphy Oil Corporation (MUR) 0.0 $2.8M 90k 31.75
Knight Transportation 0.0 $2.1M 80k 26.58
WABCO Holdings 0.0 $1.3M 14k 91.55
Old Republic International Corporation (ORI) 0.0 $3.1M 159k 19.29
PPL Corporation (PPL) 0.0 $1.7M 45k 37.75
American National Insurance Company 0.0 $1.6M 15k 113.16
C.H. Robinson Worldwide (CHRW) 0.0 $1.4M 19k 74.24
Sina Corporation 0.0 $1.7M 32k 51.88
Whiting Petroleum Corporation 0.0 $1.8M 198k 9.26
Sykes Enterprises, Incorporated 0.0 $3.2M 110k 28.96
Aspen Insurance Holdings 0.0 $2.7M 58k 46.37
Maximus (MMS) 0.0 $1.6M 30k 55.36
Net 1 UEPS Technologies (LSAK) 0.0 $2.5M 253k 9.99
American Capital 0.0 $1.8M 116k 15.83
Insight Enterprises (NSIT) 0.0 $1.6M 63k 26.01
Tutor Perini Corporation (TPC) 0.0 $1.7M 74k 23.54
Wabash National Corporation (WNC) 0.0 $3.2M 250k 12.70
Euronet Worldwide (EEFT) 0.0 $2.0M 29k 69.19
Group 1 Automotive (GPI) 0.0 $3.2M 65k 49.36
Southwest Airlines (LUV) 0.0 $2.0M 51k 39.22
New Jersey Resources Corporation (NJR) 0.0 $2.4M 62k 38.55
Superior Industries International (SUP) 0.0 $2.3M 85k 26.77
Credicorp (BAP) 0.0 $3.0M 20k 154.31
National Grid 0.0 $2.1M 28k 74.33
United Microelectronics (UMC) 0.0 $3.4M 1.7M 1.99
American States Water Company (AWR) 0.0 $2.2M 49k 43.81
Ennis (EBF) 0.0 $1.7M 89k 19.18
Korea Electric Power Corporation (KEP) 0.0 $1.9M 75k 25.93
Apollo Commercial Real Est. Finance (ARI) 0.0 $3.0M 186k 16.07
Iamgold Corp (IAG) 0.0 $2.4M 581k 4.12
Unit Corporation 0.0 $1.7M 107k 15.56
Blackrock Kelso Capital 0.0 $2.7M 353k 7.78
John B. Sanfilippo & Son (JBSS) 0.0 $2.2M 53k 42.62
American Water Works (AWK) 0.0 $2.6M 31k 84.51
Changyou 0.0 $3.6M 181k 20.04
Vonage Holdings 0.0 $1.3M 221k 6.10
Fabrinet (FN) 0.0 $1.3M 36k 37.12
Ecopetrol (EC) 0.0 $1.7M 179k 9.56
Douglas Dynamics (PLOW) 0.0 $2.4M 92k 25.73
Cooper Standard Holdings (CPS) 0.0 $1.6M 20k 78.97
Adecoagro S A (AGRO) 0.0 $2.7M 246k 10.97
Mosaic (MOS) 0.0 $1.8M 68k 26.18
Yandex Nv-a (YNDX) 0.0 $1.8M 81k 21.85
Avg Technologies 0.0 $2.0M 108k 18.99
Icon (ICLR) 0.0 $1.8M 26k 70.00
Third Point Reinsurance 0.0 $1.6M 134k 11.72
Ambev Sa- (ABEV) 0.0 $1.9M 327k 5.91
qunar Cayman Is Ltd spns adr cl b 0.0 $3.5M 116k 29.79
Chimera Investment Corp etf (CIM) 0.0 $1.6M 101k 15.70
Quinpario Acquisition Corp 2 0.0 $3.0M 300k 9.89
Tegna (TGNA) 0.0 $1.3M 58k 23.17
Gyrodyne Llc Cmn (GYRO) 0.0 $2.4M 120k 20.02
Hp (HPQ) 0.0 $2.8M 221k 12.55
Hubbell (HUBB) 0.0 $2.3M 22k 105.48
Broad 0.0 $1.7M 11k 155.38
California Res Corp 0.0 $3.2M 264k 12.20
Altisource Portfolio Solns S reg (ASPS) 0.0 $370k 13k 27.82
Diamond Offshore Drilling 0.0 $805k 33k 24.32
Huntington Bancshares Incorporated (HBAN) 0.0 $113k 13k 8.98
SK Tele 0.0 $640k 31k 20.92
Companhia Siderurgica Nacional (SID) 0.0 $416k 170k 2.45
Fomento Economico Mexicano SAB (FMX) 0.0 $749k 8.1k 92.47
Compania de Minas Buenaventura SA (BVN) 0.0 $142k 12k 11.93
LG Display (LPL) 0.0 $271k 23k 11.58
CMS Energy Corporation (CMS) 0.0 $294k 6.4k 45.94
Ansys (ANSS) 0.0 $947k 10k 90.73
Joy Global 0.0 $939k 44k 21.15
Genworth Financial (GNW) 0.0 $656k 254k 2.58
PNC Financial Services (PNC) 0.0 $982k 12k 81.38
Total System Services 0.0 $679k 13k 53.09
Discover Financial Services (DFS) 0.0 $984k 18k 53.57
Devon Energy Corporation (DVN) 0.0 $522k 14k 36.25
Exxon Mobil Corporation (XOM) 0.0 $572k 6.1k 93.77
Via 0.0 $554k 13k 41.44
Walt Disney Company (DIS) 0.0 $386k 4.0k 97.72
Brookfield Asset Management 0.0 $355k 11k 32.87
Scholastic Corporation (SCHL) 0.0 $432k 11k 39.59
Bristol Myers Squibb (BMY) 0.0 $279k 3.8k 73.42
Apache Corporation 0.0 $520k 9.3k 55.72
Cummins (CMI) 0.0 $1.0M 9.0k 112.45
Kimberly-Clark Corporation (KMB) 0.0 $399k 2.9k 137.59
Lincoln Electric Holdings (LECO) 0.0 $674k 11k 59.06
Mattel (MAT) 0.0 $244k 7.8k 31.28
Sherwin-Williams Company (SHW) 0.0 $217k 740.00 293.24
Wells Fargo & Company (WFC) 0.0 $364k 7.7k 47.36
Brown-Forman Corporation (BF.B) 0.0 $224k 2.3k 99.56
Best Buy (BBY) 0.0 $1.2M 39k 30.61
Gold Fields (GFI) 0.0 $608k 124k 4.90
Darden Restaurants (DRI) 0.0 $1.0M 16k 63.35
Waddell & Reed Financial 0.0 $529k 31k 17.23
Cato Corporation (CATO) 0.0 $328k 8.7k 37.70
Tidewater 0.0 $127k 29k 4.39
Xilinx 0.0 $738k 16k 46.12
National-Oilwell Var 0.0 $1.1M 32k 33.65
Cadence Design Systems (CDNS) 0.0 $802k 33k 24.30
Raytheon Company 0.0 $462k 3.4k 135.88
Kroger (KR) 0.0 $1.1M 30k 36.78
Newfield Exploration 0.0 $645k 15k 44.18
United States Cellular Corporation (USM) 0.0 $1.0M 26k 39.25
American Financial (AFG) 0.0 $481k 6.5k 74.00
Lockheed Martin Corporation (LMT) 0.0 $318k 1.3k 248.44
Allstate Corporation (ALL) 0.0 $352k 5.0k 69.90
Amgen (AMGN) 0.0 $426k 2.8k 152.20
eBay (EBAY) 0.0 $1.2M 51k 23.42
General Mills (GIS) 0.0 $378k 5.3k 71.32
Marsh & McLennan Companies (MMC) 0.0 $234k 3.4k 68.46
PT Telekomunikasi Indonesia (TLK) 0.0 $393k 6.4k 61.41
Texas Instruments Incorporated (TXN) 0.0 $407k 6.5k 62.62
Apollo 0.0 $744k 82k 9.12
Shinhan Financial (SHG) 0.0 $792k 24k 32.73
Danaher Corporation (DHR) 0.0 $981k 9.7k 100.96
KT Corporation (KT) 0.0 $244k 17k 14.27
Staples 0.0 $151k 18k 8.64
Grupo Aeroportuario del Pacifi (PAC) 0.0 $421k 4.1k 102.68
Manpower (MAN) 0.0 $907k 14k 64.33
W.R. Berkley Corporation (WRB) 0.0 $502k 8.4k 59.96
Encore Capital (ECPG) 0.0 $257k 11k 23.57
Monarch Casino & Resort (MCRI) 0.0 $227k 10k 21.97
WESCO International (WCC) 0.0 $1.1M 21k 51.49
AutoZone (AZO) 0.0 $278k 350.00 794.29
Chesapeake Energy Corporation 0.0 $602k 141k 4.28
Southwestern Energy Company (SWN) 0.0 $187k 15k 12.55
Pos (PKX) 0.0 $507k 11k 44.47
NVR (NVR) 0.0 $1.2M 650.00 1780.00
Donaldson Company (DCI) 0.0 $553k 16k 34.34
Central Garden & Pet (CENT) 0.0 $452k 20k 22.83
Endurance Specialty Hldgs Lt 0.0 $882k 13k 67.15
Hawaiian Holdings (HA) 0.0 $891k 24k 37.94
Estee Lauder Companies (EL) 0.0 $284k 3.1k 91.03
Celanese Corporation (CE) 0.0 $530k 8.1k 65.43
Companhia de Saneamento Basi (SBS) 0.0 $99k 11k 9.00
DineEquity (DIN) 0.0 $407k 4.8k 84.79
FBL Financial 0.0 $431k 7.1k 60.70
Triple-S Management 0.0 $450k 18k 24.46
American Equity Investment Life Holding (AEL) 0.0 $1.2M 83k 14.25
Banco Santander-Chile (BSAC) 0.0 $234k 12k 19.34
Tsakos Energy Navigation 0.0 $373k 80k 4.69
Universal Forest Products 0.0 $871k 9.4k 92.66
Atwood Oceanics 0.0 $488k 39k 12.51
Chipotle Mexican Grill (CMG) 0.0 $1.0M 2.5k 402.77
Delek US Holdings 0.0 $182k 14k 13.19
MetLife (MET) 0.0 $655k 17k 39.82
Northern Oil & Gas 0.0 $205k 44k 4.63
Parker Drilling Company 0.0 $30k 13k 2.33
Banco Bradesco SA (BBD) 0.0 $760k 97k 7.82
Provident Financial Services (PFS) 0.0 $522k 27k 19.62
Berkshire Hills Ban (BHLB) 0.0 $248k 9.2k 26.96
Compania Cervecerias Unidas (CCU) 0.0 $236k 10k 23.37
Bancolombia (CIB) 0.0 $321k 9.2k 34.89
CSS Industries 0.0 $225k 8.4k 26.79
Exactech 0.0 $244k 9.1k 26.75
McCormick & Company, Incorporated (MKC) 0.0 $228k 2.1k 106.49
Movado (MOV) 0.0 $366k 17k 21.66
Navigant Consulting 0.0 $212k 13k 16.18
Quality Systems 0.0 $348k 29k 11.92
Sasol (SSL) 0.0 $776k 29k 27.13
Federal Agricultural Mortgage (AGM) 0.0 $209k 6.0k 34.83
Albemarle Corporation (ALB) 0.0 $278k 3.5k 79.29
NetGear (NTGR) 0.0 $461k 9.7k 47.53
Hooker Furniture Corporation (HOFT) 0.0 $546k 25k 21.50
Zix Corporation 0.0 $46k 12k 3.77
Central Garden & Pet (CENTA) 0.0 $1.0M 48k 21.71
TRC Companies 0.0 $99k 16k 6.29
Cosan Ltd shs a 0.0 $904k 139k 6.51
Nabors Industries 0.0 $485k 48k 10.04
B&G Foods (BGS) 0.0 $227k 4.7k 48.30
Cu (CULP) 0.0 $287k 10k 27.60
First Defiance Financial 0.0 $517k 13k 38.87
Arlington Asset Investment 0.0 $301k 23k 13.03
Bridgepoint Education 0.0 $178k 25k 7.24
CNO Financial (CNO) 0.0 $435k 25k 17.47
IDT Corporation (IDT) 0.0 $146k 10k 14.17
Vale 0.0 $376k 94k 4.01
iShares MSCI Taiwan Index 0.0 $718k 51k 14.05
Oasis Petroleum 0.0 $326k 35k 9.34
SouFun Holdings 0.0 $147k 29k 5.02
Argan (AGX) 0.0 $371k 8.9k 41.69
Gladstone Investment Corporation (GAIN) 0.0 $611k 85k 7.15
THL Credit 0.0 $277k 25k 11.12
Vera Bradley (VRA) 0.0 $319k 23k 14.18
Maiden Holdings (MHLD) 0.0 $877k 72k 12.23
ChipMOS Technology Bermuda 0.0 $608k 34k 18.10
Hca Holdings (HCA) 0.0 $300k 3.9k 76.92
Fairpoint Communications 0.0 $483k 33k 14.68
Kemper Corp Del (KMPR) 0.0 $432k 14k 31.01
Ubiquiti Networks 0.0 $287k 7.4k 38.62
Regional Management (RM) 0.0 $679k 46k 14.66
Rowan Companies 0.0 $659k 37k 17.67
Ensco Plc Shs Class A 0.0 $1.1M 111k 9.71
Ares Coml Real Estate (ACRE) 0.0 $644k 52k 12.29
Tronox 0.0 $49k 11k 4.45
Grupo Fin Santander adr b 0.0 $366k 40k 9.08
Pbf Energy Inc cl a (PBF) 0.0 $894k 38k 23.78
Cobalt Intl Energy Inc note 0.0 $760k 2.0M 0.38
West 0.0 $349k 18k 19.63
Hci (HCI) 0.0 $551k 20k 27.28
Pennymac Financial Service A 0.0 $444k 36k 12.49
Blackberry (BB) 0.0 $198k 30k 6.69
Covisint 0.0 $597k 274k 2.18
Noble Corp Plc equity 0.0 $906k 110k 8.24
Catchmark Timber Tr Inc cl a 0.0 $388k 32k 12.24
Santander Consumer Usa 0.0 $507k 49k 10.33
Community Health Sys Inc New right 01/27/2016 0.0 $0 52k 0.00
Ep Energy 0.0 $77k 15k 5.17
Xunlei Ltd- (XNET) 0.0 $563k 108k 5.24
Vectrus (VVX) 0.0 $388k 14k 28.49
Newcastle Investment Corporati 0.0 $85k 19k 4.60
Equinix (EQIX) 0.0 $317k 818.00 387.53
Dhx Media Ltd Com Stk 0.0 $1.0M 201k 5.10
International Game Technology (IGT) 0.0 $585k 31k 18.73
Civeo 0.0 $29k 16k 1.78
Nii Holdings 0.0 $514k 162k 3.18
Spx Flow 0.0 $1.2M 46k 26.08
Hewlett Packard Enterprise (HPE) 0.0 $236k 13k 18.30
Exterran 0.0 $723k 56k 12.85
Onemain Holdings (OMF) 0.0 $1.1M 50k 22.83
Chubb (CB) 0.0 $817k 6.3k 130.64
Enersis Chile Sa (ENIC) 0.0 $173k 30k 5.84