Grantham, Mayo, Van Otterloo & Co as of June 30, 2018
Portfolio Holdings for Grantham, Mayo, Van Otterloo & Co
Grantham, Mayo, Van Otterloo & Co holds 536 positions in its portfolio as reported in the June 2018 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Apple (AAPL) | 4.8 | $677M | 3.7M | 185.11 | |
| Microsoft Corporation (MSFT) | 4.0 | $571M | 5.8M | 98.61 | |
| Oracle Corporation (ORCL) | 4.0 | $562M | 13M | 44.06 | |
| UnitedHealth (UNH) | 3.4 | $482M | 2.0M | 245.34 | |
| Johnson & Johnson (JNJ) | 3.1 | $440M | 3.6M | 121.34 | |
| Alphabet Inc Class C cs (GOOG) | 2.9 | $412M | 369k | 1115.65 | |
| Accenture (ACN) | 2.5 | $354M | 2.2M | 163.59 | |
| Medtronic (MDT) | 2.2 | $306M | 3.6M | 85.61 | |
| Costco Wholesale Corporation (COST) | 2.1 | $298M | 1.4M | 208.98 | |
| iShares MSCI Emerging Markets Indx (EEM) | 2.1 | $296M | 6.8M | 43.33 | |
| TJX Companies (TJX) | 2.1 | $292M | 3.1M | 95.18 | |
| Wells Fargo & Company (WFC) | 2.0 | $287M | 5.2M | 55.44 | |
| Alphabet Inc Class A cs (GOOGL) | 2.0 | $287M | 254k | 1129.19 | |
| Qualcomm (QCOM) | 2.0 | $276M | 4.9M | 56.12 | |
| Cognizant Technology Solutions (CTSH) | 1.9 | $268M | 3.4M | 78.99 | |
| Cisco Systems (CSCO) | 1.9 | $264M | 6.1M | 43.03 | |
| Anthem (ELV) | 1.9 | $265M | 1.1M | 238.03 | |
| American Express Company (AXP) | 1.9 | $261M | 2.7M | 98.00 | |
| U.S. Bancorp (USB) | 1.8 | $257M | 5.1M | 50.02 | |
| Merck & Co (MRK) | 1.7 | $239M | 3.9M | 60.70 | |
| Texas Instruments Incorporated (TXN) | 1.5 | $216M | 2.0M | 110.25 | |
| United Technologies Corporation | 1.5 | $210M | 1.7M | 125.03 | |
| Fiat Chrysler Auto | 1.5 | $207M | 11M | 18.90 | |
| Ishares Inc etp (EWT) | 1.3 | $189M | 5.2M | 36.00 | |
| 3M Company (MMM) | 1.2 | $170M | 864k | 196.72 | |
| Coca-Cola Company (KO) | 1.2 | $163M | 3.7M | 43.86 | |
| Abbott Laboratories (ABT) | 1.1 | $156M | 2.6M | 60.99 | |
| Honeywell International (HON) | 1.0 | $142M | 987k | 144.05 | |
| MasterCard Incorporated (MA) | 1.0 | $141M | 716k | 196.52 | |
| Facebook Inc cl a (META) | 1.0 | $138M | 708k | 194.32 | |
| Becton, Dickinson and (BDX) | 0.9 | $129M | 540k | 239.56 | |
| Philip Morris International (PM) | 0.9 | $128M | 1.6M | 80.74 | |
| Visa (V) | 0.9 | $124M | 933k | 132.45 | |
| Alibaba Group Holding (BABA) | 0.9 | $124M | 667k | 185.53 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 0.9 | $122M | 1.1M | 114.57 | |
| Mobile TeleSystems OJSC | 0.8 | $119M | 14M | 8.83 | |
| Express Scripts Holding | 0.8 | $119M | 1.5M | 77.21 | |
| Rbc Cad (RY) | 0.8 | $113M | 1.5M | 75.25 | |
| Taiwan Semiconductor Mfg (TSM) | 0.8 | $110M | 3.0M | 36.56 | |
| Pfizer (PFE) | 0.8 | $108M | 3.0M | 36.28 | |
| STMicroelectronics (STM) | 0.8 | $106M | 4.8M | 22.12 | |
| Rockwell Collins | 0.7 | $102M | 757k | 134.68 | |
| Altaba | 0.7 | $96M | 1.3M | 73.21 | |
| Stryker Corporation (SYK) | 0.6 | $88M | 520k | 168.86 | |
| Nxp Semiconductors N V (NXPI) | 0.6 | $81M | 741k | 109.27 | |
| Aetna | 0.6 | $78M | 425k | 183.50 | |
| Shire | 0.5 | $77M | 453k | 168.80 | |
| Pepsi (PEP) | 0.5 | $73M | 666k | 108.87 | |
| Dell Technologies Inc Class V equity | 0.5 | $71M | 840k | 84.58 | |
| GlaxoSmithKline | 0.5 | $69M | 1.7M | 40.31 | |
| Amphenol Corporation (APH) | 0.5 | $67M | 771k | 87.15 | |
| Twenty-first Century Fox | 0.5 | $66M | 1.3M | 49.69 | |
| Wayfair (W) | 0.5 | $64M | 536k | 118.76 | |
| Colgate-Palmolive Company (CL) | 0.4 | $55M | 852k | 64.81 | |
| General Motors Company (GM) | 0.4 | $54M | 1.4M | 39.40 | |
| Teradata Corporation (TDC) | 0.4 | $53M | 1.3M | 40.15 | |
| Tribune Co New Cl A | 0.3 | $49M | 1.3M | 38.27 | |
| At&t (T) | 0.3 | $48M | 1.5M | 32.11 | |
| Hrg | 0.3 | $40M | 3.1M | 13.09 | |
| Atlantica Yield (AY) | 0.3 | $39M | 1.9M | 20.18 | |
| Eli Lilly & Co. (LLY) | 0.3 | $36M | 424k | 85.33 | |
| Cimpress N V Shs Euro | 0.2 | $35M | 240k | 144.96 | |
| Credicorp (BAP) | 0.2 | $34M | 149k | 225.12 | |
| SK Tele | 0.2 | $33M | 1.4M | 23.32 | |
| Interactive Brokers (IBKR) | 0.2 | $32M | 499k | 64.41 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.2 | $33M | 1.9M | 17.26 | |
| Hp (HPQ) | 0.2 | $33M | 1.5M | 22.69 | |
| Novo Nordisk A/S (NVO) | 0.2 | $31M | 682k | 46.12 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.2 | $31M | 455k | 67.71 | |
| Ambev Sa- (ABEV) | 0.2 | $31M | 6.7M | 4.63 | |
| V.F. Corporation (VFC) | 0.2 | $30M | 366k | 81.52 | |
| Magna Intl Inc cl a (MGA) | 0.2 | $29M | 504k | 58.13 | |
| Sun Life Financial (SLF) | 0.2 | $30M | 746k | 40.15 | |
| LaSalle Hotel Properties | 0.2 | $29M | 857k | 34.23 | |
| Cavium | 0.2 | $29M | 340k | 86.50 | |
| Mondelez Int (MDLZ) | 0.2 | $30M | 735k | 41.00 | |
| Sociedad Quimica y Minera (SQM) | 0.2 | $28M | 585k | 48.05 | |
| Baxter International (BAX) | 0.2 | $28M | 379k | 73.84 | |
| NxStage Medical | 0.2 | $28M | 1.0M | 27.90 | |
| Orbotech Ltd Com Stk | 0.2 | $28M | 454k | 61.80 | |
| Estee Lauder Companies (EL) | 0.2 | $27M | 186k | 142.69 | |
| Bank Of Montreal Cadcom (BMO) | 0.2 | $26M | 342k | 77.25 | |
| Abbvie (ABBV) | 0.2 | $26M | 283k | 92.65 | |
| Tor Dom Bk Cad (TD) | 0.2 | $25M | 428k | 57.84 | |
| Yandex Nv-a (YNDX) | 0.2 | $25M | 698k | 35.90 | |
| New Oriental Education & Tech | 0.2 | $23M | 246k | 94.66 | |
| Micron Technology (MU) | 0.2 | $24M | 464k | 52.44 | |
| Fomento Economico Mexicano SAB (FMX) | 0.2 | $23M | 264k | 87.79 | |
| Walt Disney Company (DIS) | 0.2 | $23M | 215k | 104.82 | |
| Danaher Corporation (DHR) | 0.2 | $23M | 228k | 98.68 | |
| LOGITECH INTERNATIONAL SA APP Com Stk (LOGI) | 0.2 | $23M | 521k | 43.98 | |
| VMware | 0.2 | $23M | 155k | 146.97 | |
| Te Connectivity Ltd for (TEL) | 0.2 | $22M | 249k | 90.06 | |
| 0.2 | $22M | 509k | 43.69 | ||
| Shake Shack Inc cl a (SHAK) | 0.2 | $23M | 340k | 66.18 | |
| Andeavor | 0.2 | $23M | 174k | 131.18 | |
| Berkshire Hathaway (BRK.B) | 0.1 | $22M | 117k | 186.65 | |
| Diageo (DEO) | 0.1 | $22M | 149k | 144.01 | |
| Icon (ICLR) | 0.1 | $21M | 157k | 132.53 | |
| Nomad Foods (NOMD) | 0.1 | $22M | 1.1M | 19.19 | |
| Huazhu Group (HTHT) | 0.1 | $21M | 504k | 41.99 | |
| Interxion Holding | 0.1 | $20M | 325k | 62.42 | |
| Metropcs Communications (TMUS) | 0.1 | $20M | 328k | 59.75 | |
| Progressive Corporation (PGR) | 0.1 | $18M | 302k | 59.15 | |
| Adobe Systems Incorporated (ADBE) | 0.1 | $18M | 73k | 243.81 | |
| Sanofi-Aventis SA (SNY) | 0.1 | $18M | 454k | 40.01 | |
| Unilever | 0.1 | $19M | 336k | 55.72 | |
| HDFC Bank (HDB) | 0.1 | $18M | 174k | 105.02 | |
| Baidu (BIDU) | 0.1 | $19M | 77k | 243.01 | |
| iShares MSCI Brazil Index (EWZ) | 0.1 | $18M | 555k | 32.05 | |
| Ecopetrol (EC) | 0.1 | $18M | 897k | 20.55 | |
| Ally Financial (ALLY) | 0.1 | $19M | 710k | 26.27 | |
| Ameriprise Financial (AMP) | 0.1 | $16M | 117k | 139.88 | |
| Automatic Data Processing (ADP) | 0.1 | $18M | 131k | 134.12 | |
| Applied Materials (AMAT) | 0.1 | $17M | 362k | 46.19 | |
| Credit Acceptance (CACC) | 0.1 | $16M | 47k | 353.40 | |
| Cibc Cad (CM) | 0.1 | $17M | 198k | 86.94 | |
| Changyou | 0.1 | $17M | 1.0M | 16.67 | |
| Phillips 66 (PSX) | 0.1 | $18M | 156k | 112.31 | |
| Solaredge Technologies (SEDG) | 0.1 | $16M | 340k | 47.85 | |
| Cars (CARS) | 0.1 | $17M | 588k | 28.39 | |
| JPMorgan Chase & Co. (JPM) | 0.1 | $15M | 145k | 104.20 | |
| Cemex SAB de CV (CX) | 0.1 | $15M | 2.3M | 6.56 | |
| eBay (EBAY) | 0.1 | $16M | 433k | 36.26 | |
| Williams Companies (WMB) | 0.1 | $15M | 562k | 27.11 | |
| Bk Nova Cad (BNS) | 0.1 | $15M | 265k | 56.59 | |
| Pvh Corporation (PVH) | 0.1 | $15M | 103k | 149.72 | |
| Infosys Technologies (INFY) | 0.1 | $14M | 707k | 19.43 | |
| State Street Corporation (STT) | 0.1 | $13M | 144k | 93.09 | |
| TAL Education (TAL) | 0.1 | $14M | 368k | 36.80 | |
| Qiwi (QIWI) | 0.1 | $14M | 912k | 15.75 | |
| Washington Prime (WB) | 0.1 | $14M | 162k | 88.76 | |
| America Movil Sab De Cv spon adr l | 0.1 | $13M | 757k | 16.66 | |
| Caterpillar (CAT) | 0.1 | $13M | 96k | 135.67 | |
| Kohl's Corporation (KSS) | 0.1 | $12M | 165k | 72.90 | |
| NetApp (NTAP) | 0.1 | $12M | 154k | 78.53 | |
| Emerson Electric (EMR) | 0.1 | $12M | 178k | 69.14 | |
| McKesson Corporation (MCK) | 0.1 | $13M | 95k | 133.40 | |
| Allstate Corporation (ALL) | 0.1 | $12M | 134k | 91.27 | |
| Albemarle Corporation (ALB) | 0.1 | $13M | 134k | 94.33 | |
| Cbre Group Inc Cl A (CBRE) | 0.1 | $13M | 266k | 47.74 | |
| Lear Corporation (LEA) | 0.1 | $11M | 59k | 185.81 | |
| Cummins (CMI) | 0.1 | $11M | 85k | 133.00 | |
| Deere & Company (DE) | 0.1 | $11M | 82k | 139.80 | |
| Companhia de Saneamento Basi (SBS) | 0.1 | $11M | 1.9M | 6.01 | |
| Intuit (INTU) | 0.1 | $11M | 55k | 204.30 | |
| HSBC Holdings (HSBC) | 0.1 | $11M | 223k | 47.14 | |
| Avery Dennison Corporation (AVY) | 0.1 | $9.8M | 96k | 102.10 | |
| Synopsys (SNPS) | 0.1 | $10M | 117k | 85.57 | |
| Procter & Gamble Company (PG) | 0.1 | $10M | 132k | 78.06 | |
| Illinois Tool Works (ITW) | 0.1 | $9.5M | 69k | 138.53 | |
| Marathon Oil Corporation (MRO) | 0.1 | $10M | 481k | 20.86 | |
| Huntsman Corporation (HUN) | 0.1 | $9.2M | 316k | 29.20 | |
| Industries N shs - a - (LYB) | 0.1 | $10M | 91k | 109.85 | |
| Hewlett Packard Enterprise (HPE) | 0.1 | $11M | 722k | 14.61 | |
| Liberty Interactive Corp (QRTEA) | 0.1 | $9.6M | 451k | 21.22 | |
| China Mobile | 0.1 | $9.0M | 203k | 44.39 | |
| Citrix Systems | 0.1 | $8.0M | 76k | 104.84 | |
| Western Digital (WDC) | 0.1 | $9.1M | 118k | 77.41 | |
| Eastman Chemical Company (EMN) | 0.1 | $8.6M | 86k | 99.96 | |
| Cadence Design Systems (CDNS) | 0.1 | $9.1M | 211k | 43.31 | |
| First Solar (FSLR) | 0.1 | $8.5M | 161k | 52.66 | |
| Lam Research Corporation (LRCX) | 0.1 | $9.1M | 53k | 172.85 | |
| KLA-Tencor Corporation (KLAC) | 0.1 | $8.1M | 79k | 102.53 | |
| Chunghwa Telecom Co Ltd - (CHT) | 0.1 | $8.4M | 235k | 35.92 | |
| Marathon Petroleum Corp (MPC) | 0.1 | $8.3M | 118k | 70.16 | |
| Israel Chemicals | 0.1 | $8.1M | 1.8M | 4.56 | |
| Citizens Financial (CFG) | 0.1 | $8.5M | 218k | 38.90 | |
| Delphi Automotive Inc international (APTV) | 0.1 | $8.6M | 94k | 91.63 | |
| China Petroleum & Chemical | 0.1 | $7.6M | 85k | 89.84 | |
| Host Hotels & Resorts (HST) | 0.1 | $7.0M | 335k | 21.07 | |
| Regions Financial Corporation (RF) | 0.1 | $7.4M | 416k | 17.78 | |
| Ca | 0.1 | $7.6M | 213k | 35.65 | |
| Jones Lang LaSalle Incorporated (JLL) | 0.1 | $7.1M | 43k | 165.99 | |
| Seagate Technology Com Stk | 0.1 | $6.5M | 115k | 56.47 | |
| Macquarie Infrastructure Company | 0.1 | $7.4M | 176k | 42.20 | |
| Raymond James Financial (RJF) | 0.1 | $6.6M | 74k | 89.35 | |
| BorgWarner (BWA) | 0.1 | $7.2M | 167k | 43.16 | |
| E TRADE Financial Corporation | 0.0 | $5.2M | 86k | 61.16 | |
| Grupo Televisa (TV) | 0.0 | $5.7M | 302k | 18.95 | |
| Broadridge Financial Solutions (BR) | 0.0 | $5.6M | 49k | 115.11 | |
| Lincoln National Corporation (LNC) | 0.0 | $5.9M | 94k | 62.25 | |
| IAC/InterActive | 0.0 | $5.4M | 36k | 152.49 | |
| Archer Daniels Midland Company (ADM) | 0.0 | $5.4M | 117k | 45.83 | |
| Stanley Black & Decker (SWK) | 0.0 | $5.8M | 43k | 132.82 | |
| AFLAC Incorporated (AFL) | 0.0 | $5.2M | 122k | 43.02 | |
| Intel Corporation (INTC) | 0.0 | $5.4M | 110k | 49.71 | |
| Valero Energy Corporation (VLO) | 0.0 | $6.1M | 55k | 110.83 | |
| Arrow Electronics (ARW) | 0.0 | $6.2M | 82k | 75.28 | |
| Parker-Hannifin Corporation (PH) | 0.0 | $5.6M | 36k | 155.85 | |
| Royal Dutch Shell | 0.0 | $5.8M | 80k | 72.66 | |
| Ultrapar Participacoes SA (UGP) | 0.0 | $5.0M | 426k | 11.84 | |
| Gap (GPS) | 0.0 | $5.6M | 173k | 32.39 | |
| D.R. Horton (DHI) | 0.0 | $5.3M | 129k | 41.00 | |
| Amdocs Ltd ord (DOX) | 0.0 | $5.2M | 79k | 66.19 | |
| Brunswick Corporation (BC) | 0.0 | $5.0M | 78k | 64.48 | |
| Reliance Steel & Aluminum (RS) | 0.0 | $5.1M | 58k | 87.54 | |
| Teledyne Technologies Incorporated (TDY) | 0.0 | $6.2M | 31k | 199.05 | |
| Denbury Resources | 0.0 | $5.0M | 1.0M | 4.81 | |
| Dana Holding Corporation (DAN) | 0.0 | $5.0M | 249k | 20.19 | |
| Garmin (GRMN) | 0.0 | $6.0M | 99k | 61.00 | |
| Adecoagro S A (AGRO) | 0.0 | $5.9M | 748k | 7.95 | |
| News (NWSA) | 0.0 | $5.3M | 345k | 15.50 | |
| Fortive (FTV) | 0.0 | $5.0M | 65k | 77.11 | |
| American Eagle Outfitters (AEO) | 0.0 | $4.0M | 170k | 23.25 | |
| Best Buy (BBY) | 0.0 | $4.7M | 63k | 74.58 | |
| Verizon Communications (VZ) | 0.0 | $4.1M | 81k | 50.31 | |
| Unum (UNM) | 0.0 | $3.7M | 101k | 36.99 | |
| Wolverine World Wide (WWW) | 0.0 | $3.8M | 109k | 34.77 | |
| Macy's (M) | 0.0 | $3.6M | 96k | 37.43 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.0 | $4.2M | 63k | 66.97 | |
| Grupo Aeroportuario del Pacifi (PAC) | 0.0 | $4.2M | 45k | 92.91 | |
| Manpower (MAN) | 0.0 | $4.3M | 50k | 86.06 | |
| National Beverage (FIZZ) | 0.0 | $4.3M | 40k | 106.90 | |
| Service Corporation International (SCI) | 0.0 | $3.9M | 109k | 35.79 | |
| Omni (OMC) | 0.0 | $4.6M | 60k | 76.28 | |
| Dover Corporation (DOV) | 0.0 | $4.2M | 57k | 73.21 | |
| Old Republic International Corporation (ORI) | 0.0 | $4.4M | 223k | 19.91 | |
| TCF Financial Corporation | 0.0 | $3.7M | 150k | 24.62 | |
| Sina Corporation | 0.0 | $3.6M | 42k | 84.68 | |
| ACCO Brands Corporation (ACCO) | 0.0 | $3.5M | 256k | 13.85 | |
| ON Semiconductor (ON) | 0.0 | $4.6M | 205k | 22.24 | |
| Oshkosh Corporation (OSK) | 0.0 | $4.6M | 66k | 70.32 | |
| Ingersoll-rand Co Ltd-cl A | 0.0 | $3.6M | 40k | 89.73 | |
| Moog (MOG.A) | 0.0 | $4.3M | 55k | 77.95 | |
| Textron (TXT) | 0.0 | $4.9M | 74k | 65.91 | |
| First American Financial (FAF) | 0.0 | $4.1M | 79k | 51.71 | |
| Motorola Solutions (MSI) | 0.0 | $4.2M | 36k | 116.38 | |
| Telephone And Data Systems (TDS) | 0.0 | $4.3M | 157k | 27.42 | |
| Popular (BPOP) | 0.0 | $3.7M | 81k | 45.21 | |
| Tenet Healthcare Corporation (THC) | 0.0 | $4.0M | 119k | 33.57 | |
| Ishares Inc msci india index (INDA) | 0.0 | $4.7M | 140k | 33.29 | |
| REPCOM cla | 0.0 | $4.6M | 45k | 100.46 | |
| Trinseo S A | 0.0 | $4.1M | 58k | 70.94 | |
| Xenia Hotels & Resorts (XHR) | 0.0 | $4.8M | 197k | 24.36 | |
| Itt (ITT) | 0.0 | $4.5M | 85k | 52.27 | |
| Us Foods Hldg Corp call (USFD) | 0.0 | $4.9M | 129k | 37.82 | |
| Dxc Technology (DXC) | 0.0 | $4.8M | 60k | 80.62 | |
| Nutrien (NTR) | 0.0 | $4.8M | 89k | 54.37 | |
| ICICI Bank (IBN) | 0.0 | $3.0M | 374k | 8.03 | |
| Reinsurance Group of America (RGA) | 0.0 | $2.9M | 21k | 133.50 | |
| Legg Mason | 0.0 | $3.1M | 88k | 34.73 | |
| SEI Investments Company (SEIC) | 0.0 | $2.5M | 41k | 62.52 | |
| CBS Corporation | 0.0 | $3.4M | 60k | 56.21 | |
| Pulte (PHM) | 0.0 | $2.1M | 74k | 28.75 | |
| Federated Investors (FHI) | 0.0 | $2.5M | 109k | 23.32 | |
| Timken Company (TKR) | 0.0 | $3.2M | 73k | 43.55 | |
| Cabot Corporation (CBT) | 0.0 | $2.2M | 36k | 61.76 | |
| CSG Systems International (CSGS) | 0.0 | $2.3M | 56k | 40.88 | |
| Vishay Intertechnology (VSH) | 0.0 | $2.7M | 117k | 23.20 | |
| La-Z-Boy Incorporated (LZB) | 0.0 | $2.3M | 75k | 30.60 | |
| Herman Miller (MLKN) | 0.0 | $2.7M | 81k | 33.89 | |
| Progress Software Corporation (PRGS) | 0.0 | $2.3M | 61k | 38.81 | |
| Avnet (AVT) | 0.0 | $2.4M | 57k | 42.89 | |
| Maxim Integrated Products | 0.0 | $3.1M | 52k | 58.66 | |
| PT Telekomunikasi Indonesia (TLK) | 0.0 | $2.7M | 102k | 26.01 | |
| Biogen Idec (BIIB) | 0.0 | $2.3M | 8.0k | 290.26 | |
| PG&E Corporation (PCG) | 0.0 | $2.1M | 50k | 42.57 | |
| Murphy Oil Corporation (MUR) | 0.0 | $3.4M | 102k | 33.77 | |
| Deluxe Corporation (DLX) | 0.0 | $3.2M | 48k | 66.20 | |
| Grand Canyon Education (LOPE) | 0.0 | $2.9M | 26k | 111.62 | |
| ConAgra Foods (CAG) | 0.0 | $3.1M | 87k | 35.73 | |
| Robert Half International (RHI) | 0.0 | $3.0M | 47k | 65.09 | |
| Landstar System (LSTR) | 0.0 | $3.3M | 30k | 109.20 | |
| Tenne | 0.0 | $2.1M | 49k | 43.97 | |
| Grupo Aeroportuario del Sureste (ASR) | 0.0 | $3.5M | 22k | 159.18 | |
| Insight Enterprises (NSIT) | 0.0 | $2.7M | 54k | 48.93 | |
| Kulicke and Soffa Industries (KLIC) | 0.0 | $2.4M | 99k | 23.82 | |
| Brady Corporation (BRC) | 0.0 | $2.7M | 70k | 38.56 | |
| Bruker Corporation (BRKR) | 0.0 | $3.0M | 102k | 29.04 | |
| Columbia Sportswear Company (COLM) | 0.0 | $2.8M | 31k | 91.47 | |
| British American Tobac (BTI) | 0.0 | $3.4M | 67k | 50.45 | |
| Urban Outfitters (URBN) | 0.0 | $2.9M | 65k | 44.55 | |
| Applied Industrial Technologies (AIT) | 0.0 | $2.9M | 42k | 70.16 | |
| Movado (MOV) | 0.0 | $2.3M | 48k | 48.31 | |
| Stoneridge (SRI) | 0.0 | $2.4M | 69k | 35.14 | |
| China Yuchai Intl (CYD) | 0.0 | $2.6M | 122k | 21.70 | |
| Piedmont Office Realty Trust (PDM) | 0.0 | $2.2M | 112k | 19.93 | |
| Cooper Standard Holdings (CPS) | 0.0 | $3.5M | 27k | 130.68 | |
| Meritor | 0.0 | $2.5M | 122k | 20.57 | |
| Insperity (NSP) | 0.0 | $3.5M | 37k | 95.25 | |
| Renewable Energy | 0.0 | $2.4M | 135k | 17.85 | |
| Ensco Plc Shs Class A | 0.0 | $3.0M | 420k | 7.26 | |
| Boise Cascade (BCC) | 0.0 | $2.7M | 61k | 44.70 | |
| Graham Hldgs (GHC) | 0.0 | $3.1M | 5.2k | 586.13 | |
| Fnf (FNF) | 0.0 | $3.0M | 81k | 37.62 | |
| Enova Intl (ENVA) | 0.0 | $2.8M | 77k | 36.55 | |
| Apple Hospitality Reit (APLE) | 0.0 | $2.2M | 121k | 17.88 | |
| Gyrodyne Llc Cmn (GYRO) | 0.0 | $2.3M | 113k | 20.37 | |
| Xerox | 0.0 | $2.7M | 114k | 24.00 | |
| Adtalem Global Ed (ATGE) | 0.0 | $3.4M | 70k | 48.10 | |
| Diamond Offshore Drilling | 0.0 | $1.5M | 70k | 20.85 | |
| Banco Santander (BSBR) | 0.0 | $1.6M | 218k | 7.50 | |
| NRG Energy (NRG) | 0.0 | $798k | 26k | 30.69 | |
| Owens Corning (OC) | 0.0 | $938k | 15k | 63.38 | |
| FTI Consulting (FCN) | 0.0 | $1.9M | 32k | 60.48 | |
| McDonald's Corporation (MCD) | 0.0 | $1.8M | 11k | 156.67 | |
| Teva Pharmaceutical Industries (TEVA) | 0.0 | $897k | 37k | 24.31 | |
| KB Home (KBH) | 0.0 | $1.3M | 46k | 27.24 | |
| Scholastic Corporation (SCHL) | 0.0 | $1.4M | 32k | 44.31 | |
| Career Education | 0.0 | $758k | 47k | 16.16 | |
| Carter's (CRI) | 0.0 | $1.9M | 18k | 108.38 | |
| Universal Corporation (UVV) | 0.0 | $1.1M | 17k | 66.02 | |
| Foot Locker (FL) | 0.0 | $1.9M | 35k | 52.64 | |
| AstraZeneca (AZN) | 0.0 | $1.0M | 29k | 35.12 | |
| Thermo Fisher Scientific (TMO) | 0.0 | $746k | 3.6k | 207.22 | |
| United States Cellular Corporation (USM) | 0.0 | $770k | 21k | 37.02 | |
| Novartis (NVS) | 0.0 | $1.5M | 20k | 75.54 | |
| Federal Signal Corporation (FSS) | 0.0 | $768k | 33k | 23.28 | |
| Callaway Golf Company (MODG) | 0.0 | $1.9M | 101k | 18.97 | |
| AGCO Corporation (AGCO) | 0.0 | $1.2M | 20k | 60.72 | |
| Convergys Corporation | 0.0 | $728k | 30k | 24.43 | |
| Amgen (AMGN) | 0.0 | $1.7M | 9.3k | 184.62 | |
| John Wiley & Sons (WLY) | 0.0 | $1.3M | 22k | 62.40 | |
| Agilent Technologies Inc C ommon (A) | 0.0 | $940k | 15k | 61.84 | |
| Exelon Corporation (EXC) | 0.0 | $1.4M | 33k | 42.61 | |
| Fifth Third Ban (FITB) | 0.0 | $1.9M | 66k | 28.70 | |
| Penn National Gaming (PENN) | 0.0 | $1.5M | 44k | 33.59 | |
| Chesapeake Energy Corporation | 0.0 | $1.5M | 278k | 5.24 | |
| NVR (NVR) | 0.0 | $1.3M | 437.00 | 2970.25 | |
| Sykes Enterprises, Incorporated | 0.0 | $970k | 34k | 28.77 | |
| Invesco (IVZ) | 0.0 | $715k | 27k | 26.56 | |
| Companhia Energetica Minas Gerais (CIG) | 0.0 | $802k | 436k | 1.84 | |
| American Axle & Manufact. Holdings (AXL) | 0.0 | $1.6M | 105k | 15.56 | |
| American Vanguard (AVD) | 0.0 | $778k | 34k | 22.95 | |
| BGC Partners | 0.0 | $728k | 64k | 11.32 | |
| Rudolph Technologies | 0.0 | $882k | 30k | 29.60 | |
| Sonic Automotive (SAH) | 0.0 | $779k | 38k | 20.61 | |
| Triple-S Management | 0.0 | $1.2M | 32k | 39.05 | |
| W&T Offshore (WTI) | 0.0 | $799k | 112k | 7.15 | |
| Haverty Furniture Companies (HVT) | 0.0 | $743k | 34k | 21.60 | |
| Medifast (MED) | 0.0 | $817k | 5.1k | 160.20 | |
| Universal Forest Products | 0.0 | $1.7M | 47k | 36.63 | |
| Bio-Rad Laboratories (BIO) | 0.0 | $750k | 2.6k | 288.46 | |
| Cabot Microelectronics Corporation | 0.0 | $1.4M | 14k | 107.58 | |
| Canadian Solar (CSIQ) | 0.0 | $1.4M | 118k | 12.24 | |
| Diodes Incorporated (DIOD) | 0.0 | $845k | 25k | 34.49 | |
| Emergent BioSolutions (EBS) | 0.0 | $1.9M | 38k | 50.48 | |
| Group 1 Automotive (GPI) | 0.0 | $1.5M | 25k | 63.01 | |
| Banco Itau Holding Financeira (ITUB) | 0.0 | $983k | 95k | 10.38 | |
| Koppers Holdings (KOP) | 0.0 | $1.4M | 36k | 38.36 | |
| Modine Manufacturing (MOD) | 0.0 | $2.0M | 108k | 18.25 | |
| Dr. Reddy's Laboratories (RDY) | 0.0 | $1.2M | 39k | 32.20 | |
| SPX Corporation | 0.0 | $2.0M | 56k | 35.06 | |
| Banco Bradesco SA (BBD) | 0.0 | $754k | 110k | 6.86 | |
| Centene Corporation (CNC) | 0.0 | $764k | 6.2k | 123.23 | |
| Capella Education Company | 0.0 | $819k | 8.3k | 98.67 | |
| Knoll | 0.0 | $989k | 48k | 20.82 | |
| Myriad Genetics (MYGN) | 0.0 | $714k | 19k | 37.38 | |
| ICF International (ICFI) | 0.0 | $1.3M | 18k | 71.08 | |
| Inter Parfums (IPAR) | 0.0 | $1.6M | 29k | 53.51 | |
| Kforce (KFRC) | 0.0 | $1.4M | 40k | 34.29 | |
| Luminex Corporation | 0.0 | $992k | 34k | 29.52 | |
| Marcus Corporation (MCS) | 0.0 | $725k | 22k | 32.51 | |
| SYNNEX Corporation (SNX) | 0.0 | $753k | 7.8k | 96.54 | |
| Sasol (SSL) | 0.0 | $1.5M | 41k | 36.55 | |
| Tech Data Corporation | 0.0 | $829k | 10k | 82.08 | |
| Federal Agricultural Mortgage (AGM) | 0.0 | $1.2M | 14k | 89.45 | |
| Potlatch Corporation (PCH) | 0.0 | $2.0M | 39k | 50.85 | |
| Braskem SA (BAK) | 0.0 | $749k | 29k | 26.01 | |
| Mercer International (MERC) | 0.0 | $856k | 49k | 17.51 | |
| Grupo Aeroportuario del Centro Nort (OMAB) | 0.0 | $1.2M | 28k | 41.65 | |
| K12 | 0.0 | $750k | 46k | 16.38 | |
| M.D.C. Holdings (MDC) | 0.0 | $804k | 26k | 30.75 | |
| Johnson Outdoors (JOUT) | 0.0 | $1.4M | 16k | 84.50 | |
| Manulife Finl Corp (MFC) | 0.0 | $728k | 41k | 17.98 | |
| CNO Financial (CNO) | 0.0 | $1.9M | 101k | 19.04 | |
| Shutterfly | 0.0 | $1.6M | 18k | 90.01 | |
| Web | 0.0 | $734k | 28k | 25.85 | |
| Chesapeake Lodging Trust sh ben int | 0.0 | $799k | 25k | 31.62 | |
| Tower International | 0.0 | $1.1M | 35k | 31.80 | |
| Visteon Corporation (VC) | 0.0 | $1.3M | 10k | 129.20 | |
| Materion Corporation (MTRN) | 0.0 | $885k | 16k | 54.13 | |
| Preferred Apartment Communitie | 0.0 | $778k | 46k | 16.99 | |
| Citigroup (C) | 0.0 | $1.3M | 19k | 66.94 | |
| Amc Networks Inc Cl A (AMCX) | 0.0 | $796k | 13k | 62.19 | |
| Sanchez Energy Corp C ommon stocks | 0.0 | $787k | 174k | 4.52 | |
| Rexnord | 0.0 | $1.1M | 38k | 29.06 | |
| Rowan Companies | 0.0 | $1.7M | 103k | 16.22 | |
| Bloomin Brands (BLMN) | 0.0 | $1.0M | 50k | 20.11 | |
| Eaton (ETN) | 0.0 | $1.5M | 20k | 74.75 | |
| News Corp Class B cos (NWS) | 0.0 | $1.9M | 119k | 15.85 | |
| Constellium Holdco B V cl a | 0.0 | $1.5M | 143k | 10.30 | |
| Noble Corp Plc equity | 0.0 | $2.0M | 310k | 6.33 | |
| Care | 0.0 | $871k | 42k | 20.89 | |
| Geo Group Inc/the reit (GEO) | 0.0 | $1.8M | 64k | 27.55 | |
| Phibro Animal Health Corporati*on Cmn Class A (PAHC) | 0.0 | $737k | 16k | 46.06 | |
| Michaels Cos Inc/the | 0.0 | $1.4M | 73k | 19.17 | |
| Catalent (CTLT) | 0.0 | $909k | 22k | 41.89 | |
| Liberty Tripadvisor Hldgs (LTRPA) | 0.0 | $980k | 61k | 16.09 | |
| Pra Health Sciences | 0.0 | $766k | 8.2k | 93.41 | |
| Sesa Sterlite Ltd sp | 0.0 | $1.1M | 78k | 13.60 | |
| Gannett | 0.0 | $1.9M | 176k | 10.70 | |
| Tegna (TGNA) | 0.0 | $1.9M | 179k | 10.85 | |
| Tier Reit | 0.0 | $1.0M | 43k | 23.78 | |
| Archrock (AROC) | 0.0 | $922k | 77k | 12.01 | |
| Performance Food (PFGC) | 0.0 | $774k | 21k | 36.68 | |
| Exterran | 0.0 | $944k | 38k | 25.04 | |
| Tailored Brands | 0.0 | $1.5M | 57k | 25.52 | |
| Medpace Hldgs (MEDP) | 0.0 | $830k | 19k | 43.01 | |
| Corecivic (CXW) | 0.0 | $2.0M | 86k | 23.88 | |
| Liberty Expedia Holdings ser a | 0.0 | $751k | 17k | 43.92 | |
| Acushnet Holdings Corp (GOLF) | 0.0 | $1.7M | 69k | 24.47 | |
| Penn Va | 0.0 | $1.1M | 13k | 84.86 | |
| Laureate Education Inc cl a (LAUR) | 0.0 | $714k | 50k | 14.34 | |
| Avaya Holdings Corp | 0.0 | $1.9M | 96k | 20.08 | |
| Ddr Rg | 0.0 | $800k | 45k | 17.90 | |
| BP (BP) | 0.0 | $406k | 8.9k | 45.62 | |
| AU Optronics | 0.0 | $123k | 29k | 4.24 | |
| Vale (VALE) | 0.0 | $635k | 50k | 12.83 | |
| Turkcell Iletisim Hizmetleri A.S. (TKC) | 0.0 | $509k | 78k | 6.54 | |
| Seacor Holdings | 0.0 | $487k | 8.5k | 57.29 | |
| Hartford Financial Services (HIG) | 0.0 | $219k | 4.3k | 51.23 | |
| Principal Financial (PFG) | 0.0 | $568k | 11k | 52.96 | |
| Coca-Cola FEMSA, S.A.B. de C.V. (KOF) | 0.0 | $491k | 8.7k | 56.44 | |
| Home Depot (HD) | 0.0 | $507k | 2.6k | 195.00 | |
| Bristol Myers Squibb (BMY) | 0.0 | $592k | 11k | 55.33 | |
| T. Rowe Price (TROW) | 0.0 | $638k | 5.5k | 116.00 | |
| Boeing Company (BA) | 0.0 | $671k | 2.0k | 335.50 | |
| Schnitzer Steel Industries (RDUS) | 0.0 | $256k | 7.6k | 33.68 | |
| Tiffany & Co. | 0.0 | $290k | 2.2k | 131.82 | |
| Briggs & Stratton Corporation | 0.0 | $637k | 36k | 17.60 | |
| Gold Fields (GFI) | 0.0 | $214k | 60k | 3.57 | |
| Entegris (ENTG) | 0.0 | $275k | 8.1k | 33.95 | |
| ACI Worldwide (ACIW) | 0.0 | $686k | 28k | 24.68 | |
| International Flavors & Fragrances (IFF) | 0.0 | $260k | 2.1k | 123.81 | |
| Helen Of Troy (HELE) | 0.0 | $315k | 3.2k | 98.44 | |
| Regis Corporation | 0.0 | $449k | 27k | 16.54 | |
| Mettler-Toledo International (MTD) | 0.0 | $694k | 1.2k | 578.33 | |
| Universal Health Services (UHS) | 0.0 | $401k | 3.6k | 111.39 | |
| Celestica (CLS) | 0.0 | $128k | 11k | 11.85 | |
| SkyWest (SKYW) | 0.0 | $654k | 13k | 51.90 | |
| Adtran | 0.0 | $385k | 26k | 14.86 | |
| Red Hat | 0.0 | $309k | 2.3k | 134.35 | |
| PerkinElmer (RVTY) | 0.0 | $644k | 8.8k | 73.18 | |
| Capital One Financial (COF) | 0.0 | $386k | 4.2k | 91.90 | |
| International Business Machines (IBM) | 0.0 | $261k | 1.9k | 139.87 | |
| Ford Motor Company (F) | 0.0 | $298k | 27k | 11.08 | |
| Gilead Sciences (GILD) | 0.0 | $680k | 9.6k | 70.83 | |
| Clorox Company (CLX) | 0.0 | $473k | 3.5k | 135.14 | |
| Prudential Financial (PRU) | 0.0 | $365k | 3.9k | 93.59 | |
| W.R. Berkley Corporation (WRB) | 0.0 | $660k | 9.1k | 72.42 | |
| Monarch Casino & Resort (MCRI) | 0.0 | $661k | 15k | 44.07 | |
| American National Insurance Company | 0.0 | $627k | 5.2k | 119.54 | |
| Penske Automotive (PAG) | 0.0 | $201k | 4.3k | 46.74 | |
| CNA Financial Corporation (CNA) | 0.0 | $379k | 8.3k | 45.66 | |
| Toro Company (TTC) | 0.0 | $217k | 3.6k | 60.28 | |
| Choice Hotels International (CHH) | 0.0 | $265k | 3.5k | 75.71 | |
| NetEase (NTES) | 0.0 | $505k | 2.0k | 252.50 | |
| Darling International (DAR) | 0.0 | $608k | 31k | 19.87 | |
| Louisiana-Pacific Corporation (LPX) | 0.0 | $416k | 15k | 27.19 | |
| NutriSystem | 0.0 | $450k | 12k | 38.46 | |
| Net 1 UEPS Technologies (LSAK) | 0.0 | $135k | 15k | 9.06 | |
| Companhia Paranaense de Energia | 0.0 | $701k | 126k | 5.58 | |
| Kelly Services (KELYA) | 0.0 | $563k | 25k | 22.43 | |
| Newpark Resources (NR) | 0.0 | $699k | 64k | 10.85 | |
| Owens-Illinois | 0.0 | $614k | 37k | 16.82 | |
| EnerSys (ENS) | 0.0 | $433k | 5.8k | 74.66 | |
| Innospec (IOSP) | 0.0 | $253k | 3.3k | 76.67 | |
| Methode Electronics (MEI) | 0.0 | $326k | 8.1k | 40.25 | |
| Atlas Air Worldwide Holdings | 0.0 | $308k | 4.3k | 71.63 | |
| Asbury Automotive (ABG) | 0.0 | $452k | 6.6k | 68.48 | |
| Benchmark Electronics (BHE) | 0.0 | $507k | 17k | 29.14 | |
| Comtech Telecomm (CMTL) | 0.0 | $214k | 6.7k | 31.94 | |
| CenterPoint Energy (CNP) | 0.0 | $532k | 19k | 27.71 | |
| Quest Diagnostics Incorporated (DGX) | 0.0 | $253k | 2.3k | 110.00 | |
| Exelixis (EXEL) | 0.0 | $667k | 31k | 21.52 | |
| Guess? (GES) | 0.0 | $623k | 29k | 21.41 | |
| Heidrick & Struggles International (HSII) | 0.0 | $487k | 14k | 35.02 | |
| Tata Motors | 0.0 | $280k | 14k | 19.58 | |
| American Public Education (APEI) | 0.0 | $506k | 12k | 42.08 | |
| United Microelectronics (UMC) | 0.0 | $629k | 223k | 2.82 | |
| United Therapeutics Corporation (UTHR) | 0.0 | $702k | 6.2k | 113.23 | |
| Aar (AIR) | 0.0 | $386k | 8.3k | 46.51 | |
| BancFirst Corporation (BANF) | 0.0 | $225k | 3.8k | 59.21 | |
| Esterline Technologies Corporation | 0.0 | $664k | 9.0k | 73.78 | |
| Quality Systems | 0.0 | $388k | 20k | 19.50 | |
| Rockwell Automation (ROK) | 0.0 | $464k | 2.8k | 166.07 | |
| Systemax | 0.0 | $429k | 13k | 34.32 | |
| Speedway Motorsports | 0.0 | $286k | 17k | 17.33 | |
| TrustCo Bank Corp NY | 0.0 | $373k | 42k | 8.90 | |
| Wipro (WIT) | 0.0 | $167k | 35k | 4.79 | |
| Sunstone Hotel Investors (SHO) | 0.0 | $354k | 21k | 16.62 | |
| Iamgold Corp (IAG) | 0.0 | $162k | 28k | 5.83 | |
| Precision Drilling Corporation | 0.0 | $58k | 17k | 3.33 | |
| Shiloh Industries | 0.0 | $256k | 29k | 8.71 | |
| Bridgepoint Education | 0.0 | $67k | 10k | 6.56 | |
| Seadrill | 0.0 | $3.9k | 14k | 0.28 | |
| Select Medical Holdings Corporation (SEM) | 0.0 | $472k | 26k | 18.15 | |
| Verint Systems (VRNT) | 0.0 | $683k | 15k | 44.35 | |
| Quad/Graphics (QUAD) | 0.0 | $702k | 34k | 20.83 | |
| Kraton Performance Polymers | 0.0 | $701k | 15k | 46.12 | |
| Embraer S A (ERJ) | 0.0 | $463k | 19k | 24.89 | |
| Chatham Lodging Trust (CLDT) | 0.0 | $244k | 12k | 21.22 | |
| Invesco Mortgage Capital | 0.0 | $639k | 40k | 15.90 | |
| Enerplus Corp (ERF) | 0.0 | $384k | 31k | 12.59 | |
| Sodastream International | 0.0 | $315k | 3.7k | 85.25 | |
| Baytex Energy Corp (BTE) | 0.0 | $292k | 88k | 3.33 | |
| Just Energy Group | 0.0 | $190k | 53k | 3.60 | |
| Xo Group | 0.0 | $256k | 8.0k | 32.00 | |
| Regional Management (RM) | 0.0 | $329k | 9.4k | 34.99 | |
| Retail Properties Of America | 0.0 | $196k | 15k | 12.81 | |
| Resolute Fst Prods In | 0.0 | $592k | 57k | 10.35 | |
| Blucora | 0.0 | $559k | 15k | 37.02 | |
| Turquoisehillres | 0.0 | $37k | 13k | 2.82 | |
| Flagstar Ban | 0.0 | $644k | 19k | 34.26 | |
| Hyster Yale Materials Handling (HY) | 0.0 | $541k | 8.4k | 64.19 | |
| Leidos Holdings (LDOS) | 0.0 | $248k | 4.2k | 59.05 | |
| Controladora Vuela Cia Spon Ad (VLRS) | 0.0 | $134k | 26k | 5.10 | |
| Autohome Inc- (ATHM) | 0.0 | $303k | 3.0k | 101.00 | |
| Avianca Holdings Sa | 0.0 | $339k | 53k | 6.46 | |
| Endurance Intl Group Hldgs I | 0.0 | $400k | 40k | 9.95 | |
| Tpg Specialty Lnding Inc equity | 0.0 | $596k | 33k | 17.95 | |
| Jumei Intl Hldg Ltd Sponsored | 0.0 | $233k | 90k | 2.58 | |
| Vectrus (VVX) | 0.0 | $220k | 7.1k | 30.83 | |
| Keysight Technologies (KEYS) | 0.0 | $643k | 11k | 58.99 | |
| New Senior Inv Grp | 0.0 | $177k | 23k | 7.56 | |
| Outfront Media (OUT) | 0.0 | $496k | 26k | 19.45 | |
| Infrareit | 0.0 | $293k | 13k | 22.20 | |
| Lantheus Holdings Inc Common Stock Usd 0.01 (LNTH) | 0.0 | $624k | 43k | 14.55 | |
| Houlihan Lokey Inc cl a (HLI) | 0.0 | $497k | 9.7k | 51.24 | |
| Everi Hldgs (EVRI) | 0.0 | $444k | 62k | 7.21 | |
| Four Corners Ppty Tr (FCPT) | 0.0 | $255k | 10k | 24.67 | |
| Cytomx Therapeutics (CTMX) | 0.0 | $341k | 15k | 22.89 | |
| Tivo Corp | 0.0 | $512k | 38k | 13.44 | |
| Donnelley R R & Sons Co when issued | 0.0 | $287k | 50k | 5.76 | |
| Centennial Resource Developmen cs | 0.0 | $560k | 31k | 18.06 | |
| Drive Shack (DSHK) | 0.0 | $122k | 16k | 7.72 | |
| Trivago N V spon ads a | 0.0 | $212k | 47k | 4.53 | |
| Vistra Energy (VST) | 0.0 | $499k | 21k | 23.65 | |
| Smart Global Holdings (SGH) | 0.0 | $443k | 14k | 31.87 | |
| Delphi Technologies | 0.0 | $614k | 14k | 45.48 | |
| Ttec Holdings (TTEC) | 0.0 | $408k | 12k | 34.58 | |
| Booking Holdings (BKNG) | 0.0 | $203k | 100.00 | 2030.00 | |
| Brightsphere Inv | 0.0 | $374k | 26k | 14.27 | |
| Perspecta | 0.0 | $318k | 16k | 20.55 |
