Grantham, Mayo, Van Otterloo & Co as of Sept. 30, 2017
Portfolio Holdings for Grantham, Mayo, Van Otterloo & Co
Grantham, Mayo, Van Otterloo & Co holds 537 positions in its portfolio as reported in the September 2017 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Microsoft Corporation (MSFT) | 4.6 | $783M | 11M | 74.49 | |
| Oracle Corporation (ORCL) | 3.9 | $669M | 14M | 48.35 | |
| Apple (AAPL) | 3.8 | $656M | 4.3M | 154.12 | |
| Johnson & Johnson (JNJ) | 3.5 | $594M | 4.6M | 130.01 | |
| UnitedHealth (UNH) | 3.3 | $562M | 2.9M | 195.85 | |
| iShares MSCI Emerging Markets Indx (EEM) | 2.9 | $492M | 11M | 44.81 | |
| Alphabet Inc Class C cs (GOOG) | 2.5 | $434M | 453k | 959.11 | |
| Alphabet Inc Class A cs (GOOGL) | 2.3 | $392M | 403k | 973.72 | |
| American Express Company (AXP) | 2.1 | $357M | 3.9M | 90.46 | |
| Altaba | 2.1 | $354M | 5.3M | 66.24 | |
| Cisco Systems (CSCO) | 1.9 | $328M | 9.7M | 33.63 | |
| Accenture (ACN) | 1.9 | $325M | 2.4M | 135.07 | |
| Medtronic (MDT) | 1.9 | $317M | 4.1M | 77.77 | |
| 3M Company (MMM) | 1.8 | $315M | 1.5M | 209.90 | |
| Alibaba Group Holding (BABA) | 1.8 | $312M | 1.8M | 172.71 | |
| Qualcomm (QCOM) | 1.8 | $302M | 5.8M | 51.84 | |
| Monsanto Company | 1.7 | $298M | 2.5M | 119.82 | |
| Cognizant Technology Solutions (CTSH) | 1.7 | $292M | 4.0M | 72.54 | |
| Abbott Laboratories (ABT) | 1.5 | $259M | 4.9M | 53.36 | |
| Wells Fargo & Company (WFC) | 1.4 | $246M | 4.5M | 55.15 | |
| Philip Morris International (PM) | 1.4 | $233M | 2.1M | 111.01 | |
| Costco Wholesale Corporation (COST) | 1.3 | $229M | 1.4M | 164.29 | |
| United Technologies Corporation | 1.3 | $225M | 1.9M | 116.08 | |
| Taiwan Semiconductor Mfg (TSM) | 1.2 | $198M | 5.3M | 37.55 | |
| Anthem (ELV) | 1.1 | $194M | 1.0M | 189.88 | |
| U.S. Bancorp (USB) | 1.1 | $184M | 3.4M | 53.59 | |
| Emerson Electric (EMR) | 1.1 | $184M | 2.9M | 62.84 | |
| Coca-Cola Company (KO) | 1.0 | $171M | 3.8M | 45.01 | |
| Time Warner | 0.9 | $156M | 1.5M | 102.45 | |
| Texas Instruments Incorporated (TXN) | 0.9 | $156M | 1.7M | 89.64 | |
| Infosys Technologies (INFY) | 0.9 | $155M | 11M | 14.59 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 0.9 | $154M | 1.3M | 121.23 | |
| Stryker Corporation (SYK) | 0.9 | $153M | 1.1M | 142.02 | |
| Pfizer (PFE) | 0.9 | $148M | 4.1M | 35.70 | |
| Level 3 Communications | 0.9 | $147M | 2.7M | 53.29 | |
| Honeywell International (HON) | 0.8 | $146M | 1.0M | 141.74 | |
| MasterCard Incorporated (MA) | 0.8 | $141M | 1.0M | 141.20 | |
| Mobile TeleSystems OJSC | 0.8 | $137M | 13M | 10.44 | |
| iShares MSCI Brazil Index (EWZ) | 0.8 | $134M | 3.2M | 41.69 | |
| Humana (HUM) | 0.8 | $130M | 532k | 243.63 | |
| Nxp Semiconductors N V (NXPI) | 0.8 | $128M | 1.1M | 113.09 | |
| Schlumberger (SLB) | 0.7 | $119M | 1.7M | 69.76 | |
| Pepsi (PEP) | 0.7 | $117M | 1.0M | 111.43 | |
| Fiat Chrysler Auto | 0.7 | $117M | 6.5M | 17.91 | |
| General Motors Company (GM) | 0.7 | $114M | 2.8M | 40.38 | |
| Wayfair (W) | 0.6 | $109M | 1.6M | 67.40 | |
| Becton, Dickinson and (BDX) | 0.6 | $106M | 541k | 195.95 | |
| Cimpress N V Shs Euro | 0.5 | $93M | 950k | 97.66 | |
| CVS Caremark Corporation (CVS) | 0.5 | $87M | 1.1M | 81.32 | |
| NetEase (NTES) | 0.5 | $86M | 324k | 263.81 | |
| V.F. Corporation (VFC) | 0.5 | $81M | 1.3M | 63.57 | |
| Rockwell Collins | 0.5 | $79M | 600k | 130.71 | |
| Zimmer Holdings (ZBH) | 0.4 | $75M | 642k | 117.09 | |
| CenturyLink | 0.4 | $74M | 3.9M | 18.80 | |
| Interactive Brokers (IBKR) | 0.4 | $72M | 1.6M | 45.04 | |
| STMicroelectronics (STM) | 0.4 | $72M | 3.7M | 19.42 | |
| Ishares Inc etp (EWT) | 0.4 | $70M | 1.9M | 36.10 | |
| Eli Lilly & Co. (LLY) | 0.4 | $69M | 802k | 85.54 | |
| Amphenol Corporation (APH) | 0.4 | $64M | 759k | 84.64 | |
| LOGITECH INTERNATIONAL SA APP Com Stk (LOGI) | 0.4 | $66M | 1.8M | 36.49 | |
| Rockwell Automation (ROK) | 0.4 | $64M | 362k | 178.21 | |
| JPMorgan Chase & Co. (JPM) | 0.4 | $63M | 663k | 95.51 | |
| C.R. Bard | 0.4 | $63M | 196k | 320.50 | |
| Huntsman Corporation (HUN) | 0.4 | $64M | 2.3M | 27.42 | |
| Tribune Co New Cl A | 0.4 | $63M | 1.5M | 40.86 | |
| Scripps Networks Interactive | 0.4 | $61M | 710k | 85.89 | |
| Teradata Corporation (TDC) | 0.3 | $60M | 1.8M | 33.79 | |
| TAL Education (TAL) | 0.3 | $60M | 1.8M | 33.71 | |
| TJX Companies (TJX) | 0.3 | $58M | 782k | 73.73 | |
| Automatic Data Processing (ADP) | 0.3 | $54M | 493k | 109.32 | |
| Cemex SAB de CV (CX) | 0.3 | $52M | 5.7M | 9.08 | |
| Credicorp (BAP) | 0.3 | $52M | 253k | 205.02 | |
| Ally Financial (ALLY) | 0.3 | $52M | 2.2M | 24.26 | |
| Liberty Media Corp Delaware Com C Siriusxm | 0.3 | $51M | 1.2M | 41.87 | |
| Atlantica Yield | 0.3 | $51M | 2.6M | 19.70 | |
| Cars (CARS) | 0.3 | $51M | 1.9M | 26.61 | |
| Analog Devices (ADI) | 0.3 | $50M | 585k | 86.17 | |
| Berkshire Hathaway (BRK.B) | 0.3 | $49M | 265k | 183.32 | |
| At&t (T) | 0.2 | $43M | 1.1M | 38.95 | |
| Credit Acceptance (CACC) | 0.2 | $43M | 153k | 280.17 | |
| EnPro Industries (NPO) | 0.2 | $43M | 536k | 80.53 | |
| Changyou | 0.2 | $42M | 1.1M | 39.61 | |
| Liberty Global | 0.2 | $39M | 1.7M | 23.30 | |
| Interxion Holding | 0.2 | $38M | 750k | 50.93 | |
| Hp (HPQ) | 0.2 | $38M | 1.9M | 19.96 | |
| China Mobile | 0.2 | $36M | 702k | 50.57 | |
| Micron Technology (MU) | 0.2 | $35M | 895k | 39.33 | |
| China Lodging | 0.2 | $36M | 305k | 118.82 | |
| GlaxoSmithKline | 0.2 | $34M | 828k | 40.60 | |
| Intel Corporation (INTC) | 0.2 | $32M | 842k | 38.08 | |
| Western Digital (WDC) | 0.2 | $32M | 370k | 86.40 | |
| HDFC Bank (HDB) | 0.2 | $33M | 341k | 96.37 | |
| Capit Bk Fin A | 0.2 | $33M | 795k | 41.05 | |
| Home Depot (HD) | 0.2 | $31M | 190k | 163.56 | |
| Chevron Corporation (CVX) | 0.2 | $29M | 244k | 117.50 | |
| DISH Network | 0.2 | $28M | 522k | 54.23 | |
| Applied Materials (AMAT) | 0.2 | $29M | 553k | 52.09 | |
| NxStage Medical | 0.2 | $29M | 1.0M | 27.60 | |
| Mondelez Int (MDLZ) | 0.2 | $29M | 708k | 40.66 | |
| Dowdupont | 0.2 | $29M | 414k | 69.23 | |
| Walt Disney Company (DIS) | 0.2 | $28M | 286k | 98.57 | |
| Anheuser-Busch InBev NV (BUD) | 0.2 | $27M | 223k | 119.30 | |
| Sears Holdings Corporation | 0.2 | $27M | 3.7M | 7.30 | |
| Sohu | 0.2 | $27M | 500k | 54.45 | |
| Cibc Cad (CM) | 0.2 | $27M | 311k | 87.29 | |
| Commercehub Inc Com Ser C | 0.2 | $27M | 1.3M | 21.35 | |
| Biogen Idec (BIIB) | 0.1 | $26M | 82k | 312.84 | |
| Marvell Technology Group | 0.1 | $25M | 1.4M | 17.90 | |
| Progressive Corporation (PGR) | 0.1 | $24M | 490k | 48.42 | |
| Wal-Mart Stores (WMT) | 0.1 | $25M | 316k | 78.14 | |
| Colgate-Palmolive Company (CL) | 0.1 | $24M | 328k | 72.86 | |
| CSX Corporation (CSX) | 0.1 | $22M | 408k | 54.26 | |
| McDonald's Corporation (MCD) | 0.1 | $22M | 138k | 156.68 | |
| Baxter International (BAX) | 0.1 | $22M | 351k | 62.75 | |
| Unilever | 0.1 | $21M | 363k | 59.04 | |
| Metropcs Communications (TMUS) | 0.1 | $23M | 368k | 61.66 | |
| Sina Corporation | 0.1 | $21M | 186k | 114.65 | |
| New Oriental Education & Tech | 0.1 | $21M | 241k | 88.26 | |
| Liberty Global | 0.1 | $21M | 875k | 23.76 | |
| AFLAC Incorporated (AFL) | 0.1 | $19M | 238k | 81.39 | |
| eBay (EBAY) | 0.1 | $18M | 472k | 38.46 | |
| Ameriprise Financial (AMP) | 0.1 | $17M | 114k | 148.51 | |
| Best Buy (BBY) | 0.1 | $16M | 289k | 56.96 | |
| Parker-Hannifin Corporation (PH) | 0.1 | $17M | 94k | 175.02 | |
| Prudential Financial (PRU) | 0.1 | $16M | 154k | 106.32 | |
| Rbc Cad (RY) | 0.1 | $17M | 221k | 77.19 | |
| Baker Hughes A Ge Company (BKR) | 0.1 | $17M | 457k | 36.62 | |
| SK Tele | 0.1 | $15M | 623k | 24.59 | |
| Lear Corporation (LEA) | 0.1 | $15M | 86k | 173.08 | |
| Cummins (CMI) | 0.1 | $15M | 91k | 168.03 | |
| Deere & Company (DE) | 0.1 | $16M | 126k | 125.59 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.1 | $15M | 1.1M | 14.04 | |
| Illinois Tool Works (ITW) | 0.1 | $15M | 102k | 147.96 | |
| Te Connectivity Ltd for | 0.1 | $15M | 184k | 83.06 | |
| Principal Financial (PFG) | 0.1 | $14M | 224k | 64.34 | |
| Synopsys (SNPS) | 0.1 | $14M | 179k | 80.53 | |
| Cadence Design Systems (CDNS) | 0.1 | $13M | 326k | 39.47 | |
| International Business Machines (IBM) | 0.1 | $14M | 96k | 145.08 | |
| Ecopetrol (EC) | 0.1 | $13M | 1.4M | 9.49 | |
| Marathon Petroleum Corp (MPC) | 0.1 | $14M | 244k | 56.08 | |
| Delphi Automotive | 0.1 | $14M | 143k | 98.40 | |
| Andeavor | 0.1 | $13M | 130k | 103.15 | |
| Vale (VALE) | 0.1 | $12M | 1.2M | 10.07 | |
| FirstEnergy (FE) | 0.1 | $12M | 386k | 30.83 | |
| Exelon Corporation (EXC) | 0.1 | $12M | 307k | 37.67 | |
| Williams Companies (WMB) | 0.1 | $12M | 398k | 30.01 | |
| Fiserv (FI) | 0.1 | $11M | 87k | 128.96 | |
| Public Service Enterprise (PEG) | 0.1 | $13M | 269k | 46.25 | |
| Marathon Oil Corporation (MRO) | 0.1 | $12M | 844k | 13.56 | |
| Lam Research Corporation | 0.1 | $12M | 63k | 185.04 | |
| Lattice Semiconductor (LSCC) | 0.1 | $12M | 2.2M | 5.21 | |
| Bank Of Montreal Cadcom (BMO) | 0.1 | $11M | 150k | 75.51 | |
| Washington Prime (WB) | 0.1 | $11M | 115k | 98.94 | |
| Commercehub Inc Com Ser A | 0.1 | $12M | 530k | 22.57 | |
| Hasbro (HAS) | 0.1 | $10M | 104k | 97.67 | |
| Sociedad Quimica y Minera (SQM) | 0.1 | $9.6M | 173k | 55.66 | |
| Hartford Financial Services (HIG) | 0.1 | $10M | 181k | 55.43 | |
| State Street Corporation (STT) | 0.1 | $11M | 113k | 95.54 | |
| SYSCO Corporation (SYY) | 0.1 | $9.6M | 178k | 53.95 | |
| Avery Dennison Corporation (AVY) | 0.1 | $10M | 105k | 98.34 | |
| Valero Energy Corporation (VLO) | 0.1 | $11M | 138k | 76.93 | |
| National Beverage (FIZZ) | 0.1 | $9.9M | 80k | 124.05 | |
| Amdocs Ltd ord (DOX) | 0.1 | $9.9M | 154k | 64.32 | |
| Juniper Networks (JNPR) | 0.1 | $9.5M | 343k | 27.83 | |
| Edison International (EIX) | 0.1 | $11M | 144k | 77.17 | |
| CenterPoint Energy (CNP) | 0.1 | $11M | 370k | 29.21 | |
| Intuit (INTU) | 0.1 | $10M | 73k | 142.14 | |
| Raymond James Financial (RJF) | 0.1 | $9.5M | 112k | 84.33 | |
| Bancolombia | 0.1 | $9.5M | 208k | 45.79 | |
| Iamgold Corp (IAG) | 0.1 | $10M | 1.7M | 6.10 | |
| Pvh Corporation (PVH) | 0.1 | $11M | 85k | 126.06 | |
| 0.1 | $11M | 646k | 16.87 | ||
| Penn Va | 0.1 | $10M | 252k | 39.98 | |
| Corning Incorporated (GLW) | 0.1 | $8.0M | 268k | 29.92 | |
| Lincoln National Corporation (LNC) | 0.1 | $8.0M | 109k | 73.48 | |
| Host Hotels & Resorts (HST) | 0.1 | $9.2M | 497k | 18.49 | |
| Royal Caribbean Cruises (RCL) | 0.1 | $8.6M | 72k | 118.53 | |
| T. Rowe Price (TROW) | 0.1 | $8.6M | 95k | 90.65 | |
| Dover Corporation (DOV) | 0.1 | $8.9M | 98k | 91.39 | |
| Activision Blizzard | 0.1 | $9.2M | 143k | 64.51 | |
| Manulife Finl Corp (MFC) | 0.1 | $8.3M | 412k | 20.28 | |
| Yandex Nv-a (NBIS) | 0.1 | $8.6M | 260k | 32.95 | |
| Solaredge Technologies (SEDG) | 0.1 | $8.1M | 284k | 28.55 | |
| Packaging Corporation of America (PKG) | 0.0 | $6.6M | 58k | 114.68 | |
| Citrix Systems | 0.0 | $6.1M | 80k | 76.82 | |
| Everest Re Group (EG) | 0.0 | $6.2M | 27k | 228.39 | |
| NiSource (NI) | 0.0 | $6.2M | 241k | 25.59 | |
| General Dynamics Corporation (GD) | 0.0 | $6.1M | 30k | 205.57 | |
| Discovery Communications | 0.0 | $6.3M | 292k | 21.67 | |
| Dr Pepper Snapple | 0.0 | $6.6M | 75k | 88.47 | |
| SPECTRUM BRANDS Hldgs | 0.0 | $7.3M | 69k | 105.92 | |
| Industries N shs - a - (LYB) | 0.0 | $7.6M | 77k | 99.05 | |
| Chunghwa Telecom Co Ltd - (CHT) | 0.0 | $7.6M | 221k | 34.11 | |
| Cbre Group Inc Cl A (CBRE) | 0.0 | $7.4M | 195k | 37.88 | |
| Ambac Finl (AMBC) | 0.0 | $6.6M | 385k | 17.26 | |
| Dell Technologies Inc Class V equity | 0.0 | $6.2M | 80k | 77.20 | |
| Dxc Technology (DXC) | 0.0 | $6.6M | 77k | 85.88 | |
| Pulte (PHM) | 0.0 | $4.9M | 179k | 27.33 | |
| Unum (UNM) | 0.0 | $5.5M | 108k | 51.13 | |
| Eastman Chemical Company (EMN) | 0.0 | $5.8M | 64k | 90.48 | |
| AGCO Corporation (AGCO) | 0.0 | $4.4M | 60k | 73.78 | |
| Merck & Co (MRK) | 0.0 | $4.8M | 75k | 64.02 | |
| Symantec Corporation | 0.0 | $4.9M | 150k | 32.81 | |
| Ca | 0.0 | $5.6M | 168k | 33.38 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.0 | $5.5M | 81k | 68.48 | |
| Clorox Company (CLX) | 0.0 | $4.6M | 35k | 131.91 | |
| Thor Industries (THO) | 0.0 | $5.2M | 42k | 125.90 | |
| Brunswick Corporation (BC) | 0.0 | $5.4M | 97k | 55.97 | |
| Jones Lang LaSalle Incorporated (JLL) | 0.0 | $5.4M | 43k | 123.50 | |
| DTE Energy Company (DTE) | 0.0 | $4.9M | 46k | 107.36 | |
| Ingersoll-rand Co Ltd-cl A | 0.0 | $5.7M | 64k | 89.18 | |
| KLA-Tencor Corporation (KLAC) | 0.0 | $5.1M | 48k | 106.00 | |
| Tech Data Corporation | 0.0 | $4.3M | 49k | 88.84 | |
| Wipro (WIT) | 0.0 | $5.7M | 1.0M | 5.68 | |
| Enersis | 0.0 | $5.9M | 573k | 10.22 | |
| Tor Dom Bk Cad (TD) | 0.0 | $4.7M | 84k | 56.17 | |
| Dana Holding Corporation (DAN) | 0.0 | $5.5M | 196k | 27.96 | |
| Vale | 0.0 | $4.9M | 527k | 9.35 | |
| Meritor | 0.0 | $4.4M | 169k | 26.01 | |
| Ishares Inc msci india index (INDA) | 0.0 | $4.6M | 140k | 32.85 | |
| Qiwi (QIWI) | 0.0 | $5.9M | 349k | 16.94 | |
| Corecivic (CXW) | 0.0 | $6.0M | 223k | 26.77 | |
| Owens Corning (OC) | 0.0 | $3.5M | 45k | 77.35 | |
| Emcor (EME) | 0.0 | $3.7M | 54k | 69.38 | |
| Canadian Natl Ry (CNI) | 0.0 | $3.7M | 44k | 82.65 | |
| Coca-Cola FEMSA, S.A.B. de C.V. (KOF) | 0.0 | $3.0M | 40k | 77.14 | |
| Franklin Resources (BEN) | 0.0 | $4.0M | 89k | 44.50 | |
| CACI International (CACI) | 0.0 | $3.1M | 23k | 139.33 | |
| Darden Restaurants (DRI) | 0.0 | $4.0M | 51k | 78.78 | |
| Helen Of Troy (HELE) | 0.0 | $2.9M | 30k | 96.89 | |
| Goodyear Tire & Rubber Company (GT) | 0.0 | $3.4M | 102k | 33.25 | |
| NCR Corporation (VYX) | 0.0 | $3.7M | 98k | 37.52 | |
| PT Telekomunikasi Indonesia (TLK) | 0.0 | $3.4M | 99k | 34.30 | |
| Murphy Oil Corporation (MUR) | 0.0 | $3.1M | 116k | 26.56 | |
| Manpower (MAN) | 0.0 | $3.3M | 28k | 117.81 | |
| Fifth Third Ban (FITB) | 0.0 | $3.6M | 130k | 27.98 | |
| Deluxe Corporation (DLX) | 0.0 | $3.9M | 54k | 72.97 | |
| Service Corporation International (SCI) | 0.0 | $4.2M | 122k | 34.50 | |
| Scientific Games (LNW) | 0.0 | $3.2M | 70k | 45.85 | |
| Grand Canyon Education (LOPE) | 0.0 | $3.9M | 43k | 90.82 | |
| Big Lots (BIGGQ) | 0.0 | $2.7M | 50k | 53.57 | |
| Landstar System (LSTR) | 0.0 | $3.2M | 33k | 99.66 | |
| ACCO Brands Corporation (ACCO) | 0.0 | $3.9M | 331k | 11.90 | |
| Tenne | 0.0 | $3.2M | 54k | 60.67 | |
| Companhia Energetica Minas Gerais (CIG) | 0.0 | $3.3M | 1.3M | 2.48 | |
| Owens-Illinois | 0.0 | $4.1M | 163k | 25.16 | |
| Oshkosh Corporation (OSK) | 0.0 | $3.6M | 43k | 82.53 | |
| Reliance Steel & Aluminum (RS) | 0.0 | $4.1M | 54k | 76.16 | |
| Assured Guaranty (AGO) | 0.0 | $3.6M | 94k | 37.75 | |
| Chemed Corp Com Stk (CHE) | 0.0 | $3.4M | 17k | 202.06 | |
| DiamondRock Hospitality Company (DRH) | 0.0 | $3.0M | 277k | 10.95 | |
| Moog (MOG.A) | 0.0 | $4.2M | 50k | 83.44 | |
| Oge Energy Corp (OGE) | 0.0 | $3.7M | 104k | 36.03 | |
| SCANA Corporation | 0.0 | $3.3M | 67k | 48.49 | |
| Teledyne Technologies Incorporated (TDY) | 0.0 | $3.3M | 21k | 159.17 | |
| UGI Corporation (UGI) | 0.0 | $4.2M | 90k | 46.86 | |
| British American Tobac (BTI) | 0.0 | $2.6M | 42k | 62.45 | |
| CHECK POINT SOFTWARE Technolog Com Stk (CHKP) | 0.0 | $3.9M | 34k | 114.01 | |
| Esterline Technologies Corporation | 0.0 | $3.2M | 36k | 90.14 | |
| McDermott International | 0.0 | $4.1M | 564k | 7.27 | |
| Sunstone Hotel Investors (SHO) | 0.0 | $2.7M | 170k | 16.07 | |
| ePlus (PLUS) | 0.0 | $3.2M | 35k | 92.45 | |
| First American Financial (FAF) | 0.0 | $3.4M | 68k | 49.97 | |
| Brandywine Realty Trust (BDN) | 0.0 | $2.8M | 158k | 17.49 | |
| CNO Financial (CNO) | 0.0 | $2.8M | 119k | 23.34 | |
| Vanguard Emerging Markets ETF (VWO) | 0.0 | $3.1M | 71k | 43.57 | |
| Walker & Dunlop (WD) | 0.0 | $2.8M | 54k | 52.32 | |
| Visteon Corporation (VC) | 0.0 | $3.6M | 29k | 123.78 | |
| Sodastream International | 0.0 | $3.0M | 45k | 66.45 | |
| Cooper Standard Holdings (CPS) | 0.0 | $3.6M | 31k | 115.95 | |
| Adecoagro S A (AGRO) | 0.0 | $3.0M | 281k | 10.80 | |
| Citigroup (C) | 0.0 | $3.8M | 53k | 72.75 | |
| Telephone And Data Systems (TDS) | 0.0 | $3.8M | 135k | 27.89 | |
| Popular (BPOP) | 0.0 | $4.0M | 111k | 35.94 | |
| Tenet Healthcare Corporation (THC) | 0.0 | $3.9M | 239k | 16.43 | |
| Israel Chemicals | 0.0 | $2.7M | 608k | 4.44 | |
| Sanmina (SANM) | 0.0 | $4.3M | 115k | 37.15 | |
| News (NWSA) | 0.0 | $3.1M | 231k | 13.26 | |
| Leidos Holdings (LDOS) | 0.0 | $4.2M | 71k | 59.22 | |
| Graham Hldgs (GHC) | 0.0 | $2.9M | 4.9k | 585.10 | |
| Geo Group Inc/the reit (GEO) | 0.0 | $3.4M | 127k | 26.90 | |
| Trinseo S A | 0.0 | $2.9M | 44k | 67.11 | |
| Lamar Advertising Co-a (LAMR) | 0.0 | $3.8M | 56k | 68.53 | |
| Xenia Hotels & Resorts (XHR) | 0.0 | $4.2M | 202k | 21.05 | |
| Hrg | 0.0 | $3.7M | 238k | 15.61 | |
| Apple Hospitality Reit (APLE) | 0.0 | $3.9M | 206k | 18.91 | |
| Vaneck Vectors Russia Index Et | 0.0 | $2.7M | 121k | 22.29 | |
| Xerox | 0.0 | $3.4M | 103k | 33.29 | |
| Adtalem Global Ed (ATGE) | 0.0 | $3.4M | 95k | 35.85 | |
| HSBC Holdings (HSBC) | 0.0 | $1.5M | 31k | 49.42 | |
| ICICI Bank (IBN) | 0.0 | $1.5M | 171k | 8.56 | |
| Scholastic Corporation (SCHL) | 0.0 | $1.6M | 42k | 37.20 | |
| Greif (GEF) | 0.0 | $1.9M | 33k | 58.53 | |
| Pitney Bowes (PBI) | 0.0 | $2.2M | 154k | 14.01 | |
| Briggs & Stratton Corporation | 0.0 | $1.7M | 73k | 23.50 | |
| Verizon Communications (VZ) | 0.0 | $886k | 18k | 49.50 | |
| CSG Systems International (CSGS) | 0.0 | $2.3M | 57k | 40.11 | |
| Universal Corporation (UVV) | 0.0 | $1.9M | 34k | 57.29 | |
| Crane | 0.0 | $2.2M | 27k | 80.00 | |
| Potash Corp. Of Saskatchewan I | 0.0 | $1.6M | 83k | 19.22 | |
| Aetna | 0.0 | $1.6M | 10k | 158.99 | |
| United States Cellular Corporation (AD) | 0.0 | $1.2M | 35k | 35.39 | |
| Progress Software Corporation (PRGS) | 0.0 | $1.9M | 49k | 38.16 | |
| Procter & Gamble Company (PG) | 0.0 | $1.0M | 11k | 90.99 | |
| Agilent Technologies Inc C ommon (A) | 0.0 | $1.7M | 26k | 64.21 | |
| Tupperware Brands Corporation | 0.0 | $2.3M | 38k | 61.81 | |
| Hospitality Properties Trust | 0.0 | $2.0M | 69k | 28.49 | |
| American National Insurance Company | 0.0 | $1.3M | 11k | 118.11 | |
| First Solar (FSLR) | 0.0 | $2.4M | 51k | 45.88 | |
| Meredith Corporation | 0.0 | $1.8M | 32k | 55.52 | |
| Whiting Petroleum Corporation | 0.0 | $1.5M | 282k | 5.46 | |
| New York Times Company (NYT) | 0.0 | $1.7M | 88k | 19.60 | |
| Choice Hotels International (CHH) | 0.0 | $2.1M | 32k | 63.91 | |
| Sykes Enterprises, Incorporated | 0.0 | $1.6M | 55k | 29.17 | |
| Central Garden & Pet (CENT) | 0.0 | $1.0M | 27k | 38.85 | |
| Invesco (IVZ) | 0.0 | $943k | 27k | 35.02 | |
| Estee Lauder Companies (EL) | 0.0 | $1.5M | 14k | 107.83 | |
| NutriSystem | 0.0 | $2.5M | 44k | 55.90 | |
| Net 1 UEPS Technologies (LSAK) | 0.0 | $2.3M | 238k | 9.74 | |
| Companhia de Saneamento Basi (SBS) | 0.0 | $1.8M | 171k | 10.46 | |
| Insight Enterprises (NSIT) | 0.0 | $2.1M | 46k | 45.92 | |
| Seagate Technology Com Stk | 0.0 | $2.3M | 68k | 33.17 | |
| Canadian Solar (CSIQ) | 0.0 | $2.3M | 136k | 16.84 | |
| Group Cgi Cad Cl A | 0.0 | $1.7M | 33k | 51.72 | |
| Koppers Holdings (KOP) | 0.0 | $1.6M | 35k | 46.16 | |
| Tata Motors | 0.0 | $1.1M | 37k | 31.27 | |
| Banco Bradesco SA (BBD) | 0.0 | $1.6M | 144k | 11.07 | |
| Children's Place Retail Stores (PLCE) | 0.0 | $2.1M | 18k | 118.17 | |
| Applied Industrial Technologies (AIT) | 0.0 | $2.4M | 37k | 65.80 | |
| ICF International (ICFI) | 0.0 | $1.6M | 30k | 53.96 | |
| Inter Parfums (IPAR) | 0.0 | $1.2M | 30k | 41.26 | |
| Navigant Consulting | 0.0 | $1.1M | 68k | 16.92 | |
| SYNNEX Corporation (SNX) | 0.0 | $1.8M | 14k | 126.47 | |
| Potlatch Corporation (PCH) | 0.0 | $1.9M | 38k | 51.01 | |
| Standard Motor Products (SMP) | 0.0 | $1.2M | 25k | 48.26 | |
| Central Garden & Pet (CENTA) | 0.0 | $2.2M | 60k | 37.19 | |
| M.D.C. Holdings | 0.0 | $1.7M | 51k | 33.21 | |
| Tower International | 0.0 | $1.0M | 38k | 27.19 | |
| Putnam High Income Securities Fund | 0.0 | $2.6M | 287k | 8.93 | |
| Summit Hotel Properties (INN) | 0.0 | $2.1M | 133k | 15.99 | |
| Mosaic (MOS) | 0.0 | $899k | 42k | 21.58 | |
| Bankrate | 0.0 | $1.3M | 96k | 13.95 | |
| Rowan Companies | 0.0 | $1.1M | 83k | 12.85 | |
| Ingredion Incorporated (INGR) | 0.0 | $985k | 8.2k | 120.68 | |
| Ensco Plc Shs Class A | 0.0 | $1.1M | 192k | 5.97 | |
| Blucora | 0.0 | $1.6M | 63k | 25.30 | |
| Lpl Financial Holdings (LPLA) | 0.0 | $1.9M | 37k | 51.56 | |
| Mrc Global Inc cmn (MRC) | 0.0 | $1.1M | 63k | 17.49 | |
| Abbvie (ABBV) | 0.0 | $1.3M | 15k | 88.86 | |
| Boise Cascade (BCC) | 0.0 | $1.7M | 48k | 34.90 | |
| News Corp Class B cos (NWS) | 0.0 | $1.6M | 115k | 13.65 | |
| Constellium Holdco B V cl a | 0.0 | $1.8M | 177k | 10.25 | |
| Luxoft Holding Inc cmn | 0.0 | $1.8M | 38k | 47.80 | |
| Noble Corp Plc equity | 0.0 | $1.1M | 236k | 4.60 | |
| Orion Engineered Carbons (OEC) | 0.0 | $1.2M | 52k | 22.45 | |
| Om Asset Management | 0.0 | $2.2M | 148k | 14.92 | |
| Momo | 0.0 | $2.0M | 65k | 31.34 | |
| Gyrodyne Llc Cmn (GYRO) | 0.0 | $2.4M | 113k | 21.53 | |
| Exterran | 0.0 | $1.7M | 54k | 31.62 | |
| Quality Care Properties | 0.0 | $1.8M | 114k | 15.50 | |
| Silverbow Resources (SBOW) | 0.0 | $1.6M | 63k | 24.56 | |
| Ryb Ed | 0.0 | $1.4M | 50k | 28.50 | |
| Diamond Offshore Drilling | 0.0 | $712k | 49k | 14.50 | |
| AU Optronics | 0.0 | $421k | 104k | 4.04 | |
| Compania de Minas Buenaventura SA (BVN) | 0.0 | $409k | 32k | 12.78 | |
| LG Display (LPL) | 0.0 | $326k | 24k | 13.42 | |
| NRG Energy (NRG) | 0.0 | $251k | 9.8k | 25.61 | |
| Goldman Sachs (GS) | 0.0 | $240k | 1.0k | 237.62 | |
| Western Union Company (WU) | 0.0 | $221k | 12k | 19.22 | |
| Two Harbors Investment | 0.0 | $245k | 24k | 10.08 | |
| Bank of America Corporation (BAC) | 0.0 | $226k | 8.9k | 25.39 | |
| MGIC Investment (MTG) | 0.0 | $316k | 25k | 12.54 | |
| Suntrust Banks Inc $1.00 Par Cmn | 0.0 | $723k | 12k | 59.75 | |
| KB Home (KBH) | 0.0 | $292k | 12k | 24.13 | |
| Avon Products | 0.0 | $135k | 58k | 2.33 | |
| Coach | 0.0 | $310k | 7.7k | 40.26 | |
| NVIDIA Corporation (NVDA) | 0.0 | $340k | 1.9k | 178.95 | |
| NetApp (NTAP) | 0.0 | $236k | 5.4k | 43.70 | |
| Paychex (PAYX) | 0.0 | $282k | 4.7k | 60.00 | |
| Sonoco Products Company (SON) | 0.0 | $204k | 4.0k | 50.50 | |
| Transocean (RIG) | 0.0 | $617k | 57k | 10.77 | |
| Boeing Company (BA) | 0.0 | $508k | 2.0k | 254.00 | |
| Charles River Laboratories (CRL) | 0.0 | $346k | 3.2k | 108.12 | |
| International Paper Company (IP) | 0.0 | $307k | 5.4k | 56.85 | |
| Regions Financial Corporation (RF) | 0.0 | $257k | 17k | 15.21 | |
| Vishay Intertechnology (VSH) | 0.0 | $267k | 14k | 18.80 | |
| Manitowoc Company | 0.0 | $123k | 14k | 8.98 | |
| Mettler-Toledo International (MTD) | 0.0 | $351k | 560.00 | 626.79 | |
| Celestica | 0.0 | $489k | 40k | 12.35 | |
| Barnes | 0.0 | $409k | 5.8k | 70.52 | |
| SkyWest (SKYW) | 0.0 | $378k | 8.6k | 43.95 | |
| Agrium | 0.0 | $700k | 6.6k | 106.85 | |
| AstraZeneca (AZN) | 0.0 | $637k | 19k | 33.88 | |
| WellCare Health Plans | 0.0 | $447k | 2.6k | 171.92 | |
| Thermo Fisher Scientific (TMO) | 0.0 | $322k | 1.7k | 189.41 | |
| Allstate Corporation (ALL) | 0.0 | $393k | 4.3k | 91.93 | |
| Amgen (AMGN) | 0.0 | $410k | 2.2k | 186.36 | |
| Capital One Financial (COF) | 0.0 | $779k | 9.2k | 84.67 | |
| Diageo (DEO) | 0.0 | $700k | 5.3k | 132.08 | |
| Hess (HES) | 0.0 | $596k | 13k | 46.93 | |
| Ford Motor Company (F) | 0.0 | $122k | 10k | 11.96 | |
| Visa (V) | 0.0 | $253k | 2.4k | 105.42 | |
| Strayer Education | 0.0 | $244k | 2.8k | 87.14 | |
| Bce (BCE) | 0.0 | $225k | 4.8k | 46.88 | |
| 51job | 0.0 | $382k | 6.3k | 60.63 | |
| Chesapeake Energy Corporation | 0.0 | $840k | 195k | 4.30 | |
| Penske Automotive (PAG) | 0.0 | $338k | 7.1k | 47.61 | |
| CNA Financial Corporation (CNA) | 0.0 | $332k | 6.6k | 50.30 | |
| Investment Technology | 0.0 | $828k | 37k | 22.14 | |
| Darling International (DAR) | 0.0 | $238k | 14k | 17.50 | |
| Louisiana-Pacific Corporation (LPX) | 0.0 | $368k | 14k | 27.06 | |
| Wyndham Worldwide Corporation | 0.0 | $416k | 4.0k | 105.32 | |
| Grupo Aeroportuario del Sureste (ASR) | 0.0 | $210k | 1.1k | 190.91 | |
| Cellcom Israel (CELJF) | 0.0 | $184k | 20k | 9.31 | |
| Companhia Paranaense de Energia | 0.0 | $228k | 26k | 8.87 | |
| Kadant (KAI) | 0.0 | $365k | 3.7k | 98.65 | |
| Kulicke and Soffa Industries (KLIC) | 0.0 | $647k | 30k | 21.57 | |
| Sanderson Farms | 0.0 | $404k | 2.5k | 161.60 | |
| Triple-S Management | 0.0 | $239k | 10k | 23.66 | |
| Wabash National Corporation (WNC) | 0.0 | $509k | 22k | 22.83 | |
| Community Health Systems (CYH) | 0.0 | $316k | 41k | 7.67 | |
| ManTech International Corporation | 0.0 | $252k | 5.7k | 44.21 | |
| Siliconware Precision Industries | 0.0 | $452k | 57k | 7.89 | |
| Universal Forest Products | 0.0 | $236k | 2.4k | 98.33 | |
| Atlas Air Worldwide Holdings | 0.0 | $375k | 5.7k | 65.79 | |
| Asbury Automotive (ABG) | 0.0 | $367k | 6.0k | 61.17 | |
| Atwood Oceanics | 0.0 | $796k | 85k | 9.39 | |
| Brady Corporation (BRC) | 0.0 | $596k | 16k | 37.96 | |
| Bruker Corporation (BRKR) | 0.0 | $315k | 11k | 29.72 | |
| Cabot Microelectronics Corporation | 0.0 | $256k | 3.2k | 80.00 | |
| Quest Diagnostics Incorporated (DGX) | 0.0 | $421k | 4.5k | 93.56 | |
| Innophos Holdings | 0.0 | $207k | 4.2k | 49.29 | |
| Banco Itau Holding Financeira (ITUB) | 0.0 | $724k | 53k | 13.71 | |
| Jabil Circuit (JBL) | 0.0 | $291k | 10k | 28.53 | |
| Modine Manufacturing (MOD) | 0.0 | $331k | 17k | 19.24 | |
| Navigators | 0.0 | $730k | 13k | 58.33 | |
| Dr. Reddy's Laboratories (RDY) | 0.0 | $257k | 7.2k | 35.69 | |
| Stepan Company (SCL) | 0.0 | $452k | 5.4k | 83.70 | |
| Selective Insurance (SIGI) | 0.0 | $238k | 4.4k | 53.94 | |
| SPX Corporation | 0.0 | $647k | 22k | 29.36 | |
| TTM Technologies (TTMI) | 0.0 | $215k | 14k | 15.36 | |
| Advanced Semiconductor Engineering | 0.0 | $87k | 14k | 6.17 | |
| BorgWarner (BWA) | 0.0 | $799k | 16k | 51.22 | |
| Celgene Corporation | 0.0 | $394k | 2.7k | 145.93 | |
| Capella Education Company | 0.0 | $428k | 6.1k | 70.16 | |
| Denbury Resources | 0.0 | $322k | 240k | 1.34 | |
| Marten Transport (MRTN) | 0.0 | $307k | 15k | 20.56 | |
| Hanover Insurance (THG) | 0.0 | $746k | 7.7k | 96.88 | |
| United Microelectronics (UMC) | 0.0 | $607k | 243k | 2.50 | |
| United Therapeutics Corporation (UTHR) | 0.0 | $281k | 2.4k | 117.08 | |
| Aar (AIR) | 0.0 | $340k | 9.0k | 37.78 | |
| BancFirst Corporation (BANF) | 0.0 | $306k | 5.4k | 56.67 | |
| Bk Nova Cad (BNS) | 0.0 | $224k | 3.5k | 64.00 | |
| Church & Dwight (CHD) | 0.0 | $683k | 14k | 48.44 | |
| Exactech | 0.0 | $291k | 8.8k | 32.99 | |
| Chart Industries (GTLS) | 0.0 | $251k | 6.4k | 39.22 | |
| Jack Henry & Associates (JKHY) | 0.0 | $536k | 5.2k | 102.88 | |
| Marcus Corporation (MCS) | 0.0 | $343k | 12k | 27.66 | |
| MasTec (MTZ) | 0.0 | $789k | 17k | 46.41 | |
| Open Text Corp (OTEX) | 0.0 | $814k | 25k | 32.17 | |
| Quality Systems | 0.0 | $363k | 23k | 15.71 | |
| SJW (HTO) | 0.0 | $272k | 4.8k | 56.67 | |
| Schweitzer-Mauduit International (MATV) | 0.0 | $315k | 7.6k | 41.45 | |
| Systemax | 0.0 | $225k | 8.5k | 26.47 | |
| TrustCo Bank Corp NY | 0.0 | $255k | 29k | 8.92 | |
| Federal Agricultural Mortgage (AGM) | 0.0 | $829k | 11k | 72.72 | |
| German American Ban (GABC) | 0.0 | $211k | 5.6k | 38.02 | |
| Omega Protein Corporation | 0.0 | $291k | 18k | 16.63 | |
| Mercer International (MERC) | 0.0 | $334k | 28k | 11.84 | |
| Flexsteel Industries (FLXS) | 0.0 | $218k | 4.3k | 50.76 | |
| Gran Tierra Energy | 0.0 | $241k | 106k | 2.28 | |
| Intrepid Potash | 0.0 | $65k | 15k | 4.36 | |
| Unit Corporation | 0.0 | $713k | 35k | 20.57 | |
| Bassett Furniture Industries (BSET) | 0.0 | $241k | 6.4k | 37.66 | |
| Blackrock Kelso Capital | 0.0 | $415k | 55k | 7.49 | |
| Cu (CULP) | 0.0 | $219k | 6.7k | 32.69 | |
| John B. Sanfilippo & Son (JBSS) | 0.0 | $333k | 5.0k | 67.27 | |
| China Yuchai Intl (CYD) | 0.0 | $495k | 22k | 22.25 | |
| Bridgepoint Education | 0.0 | $118k | 12k | 9.59 | |
| Oneok (OKE) | 0.0 | $414k | 7.5k | 55.38 | |
| Pilgrim's Pride Corporation (PPC) | 0.0 | $449k | 16k | 28.42 | |
| Pinnacle West Capital Corporation (PNW) | 0.0 | $254k | 3.0k | 84.67 | |
| Seadrill | 0.0 | $4.9k | 14k | 0.35 | |
| Vonage Holdings | 0.0 | $160k | 20k | 8.16 | |
| Web | 0.0 | $335k | 13k | 25.00 | |
| Spectrum Pharmaceuticals | 0.0 | $215k | 15k | 14.05 | |
| Quad/Graphics (QUAD) | 0.0 | $418k | 19k | 22.59 | |
| Kemet Corporation Cmn | 0.0 | $241k | 11k | 21.14 | |
| Motorola Solutions (MSI) | 0.0 | $229k | 2.7k | 84.81 | |
| Baytex Energy Corp (BTE) | 0.0 | $819k | 272k | 3.01 | |
| Hca Holdings (HCA) | 0.0 | $271k | 3.4k | 79.71 | |
| Preferred Apartment Communitie | 0.0 | $823k | 44k | 18.88 | |
| Just Energy Group | 0.0 | $272k | 47k | 5.79 | |
| Kosmos Energy | 0.0 | $144k | 18k | 7.96 | |
| Xylem (XYL) | 0.0 | $336k | 5.4k | 62.69 | |
| Sunpower (SPWRQ) | 0.0 | $93k | 13k | 7.27 | |
| Nationstar Mortgage | 0.0 | $310k | 17k | 18.56 | |
| Renewable Energy | 0.0 | $812k | 67k | 12.16 | |
| Rexnord | 0.0 | $569k | 22k | 25.40 | |
| Regional Management (RM) | 0.0 | $635k | 26k | 24.23 | |
| SELECT INCOME REIT COM SH BEN int | 0.0 | $211k | 9.0k | 23.44 | |
| Phillips 66 (PSX) | 0.0 | $293k | 3.2k | 91.56 | |
| Supernus Pharmaceuticals (SUPN) | 0.0 | $328k | 8.2k | 40.00 | |
| Turquoisehillres | 0.0 | $41k | 13k | 3.13 | |
| Hyster Yale Materials Handling (HY) | 0.0 | $383k | 5.0k | 76.51 | |
| Eaton (ETN) | 0.0 | $468k | 6.1k | 76.72 | |
| Realogy Hldgs (HOUS) | 0.0 | $369k | 11k | 32.95 | |
| West | 0.0 | $216k | 9.2k | 23.48 | |
| Sprint | 0.0 | $159k | 21k | 7.76 | |
| Ply Gem Holdings | 0.0 | $239k | 14k | 17.07 | |
| Pennymac Financial Service A | 0.0 | $530k | 30k | 17.82 | |
| Barracuda Networks | 0.0 | $313k | 13k | 24.26 | |
| Essent (ESNT) | 0.0 | $579k | 14k | 40.49 | |
| Endurance Intl Group Hldgs I | 0.0 | $214k | 26k | 8.20 | |
| Moelis & Co (MC) | 0.0 | $263k | 6.1k | 43.11 | |
| Jumei Intl Hldg Ltd Sponsored | 0.0 | $793k | 274k | 2.90 | |
| Catalent | 0.0 | $295k | 7.4k | 39.86 | |
| Liberty Tripadvisor Hldgs (LTRPA) | 0.0 | $361k | 29k | 12.36 | |
| Halyard Health | 0.0 | $293k | 6.5k | 45.08 | |
| Enova Intl (ENVA) | 0.0 | $689k | 51k | 13.46 | |
| New Senior Inv Grp | 0.0 | $214k | 23k | 9.15 | |
| Pra Health Sciences | 0.0 | $312k | 4.1k | 76.10 | |
| Infrareit | 0.0 | $309k | 14k | 22.39 | |
| Chimera Investment Corp etf | 0.0 | $231k | 12k | 18.93 | |
| Sesa Sterlite Ltd sp | 0.0 | $627k | 32k | 19.35 | |
| Gannett | 0.0 | $326k | 36k | 9.01 | |
| Nrg Yield Inc Cl A New cs | 0.0 | $328k | 17k | 18.96 | |
| Tier Reit | 0.0 | $264k | 14k | 19.27 | |
| Everi Hldgs (EVRI) | 0.0 | $846k | 112k | 7.59 | |
| Rmr Group Inc cl a (RMR) | 0.0 | $246k | 4.8k | 51.25 | |
| Innoviva (INVA) | 0.0 | $206k | 15k | 14.11 | |
| Pinnacle Entertainment | 0.0 | $541k | 25k | 21.30 | |
| Enersis Chile Sa (ENIC) | 0.0 | $142k | 24k | 6.02 | |
| Donnelley R R & Sons Co when issued | 0.0 | $309k | 30k | 10.30 | |
| Drive Shack (DSHK) | 0.0 | $67k | 19k | 3.63 | |
| Conduent Incorporate (CNDT) | 0.0 | $299k | 19k | 15.67 | |
| Laureate Education Inc cl a (LAUR) | 0.0 | $236k | 16k | 14.57 |
