Grantham, Mayo, Van Otterloo & Co as of Sept. 30, 2018
Portfolio Holdings for Grantham, Mayo, Van Otterloo & Co
Grantham, Mayo, Van Otterloo & Co holds 518 positions in its portfolio as reported in the September 2018 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Apple (AAPL) | 4.7 | $689M | 3.1M | 225.74 | |
| Microsoft Corporation (MSFT) | 4.3 | $637M | 5.6M | 114.37 | |
| Oracle Corporation (ORCL) | 3.8 | $561M | 11M | 51.56 | |
| iShares MSCI Emerging Markets Indx (EEM) | 3.1 | $458M | 11M | 42.92 | |
| UnitedHealth (UNH) | 2.8 | $418M | 1.6M | 266.04 | |
| Alphabet Inc Class C cs (GOOG) | 2.8 | $407M | 341k | 1193.47 | |
| Johnson & Johnson (JNJ) | 2.5 | $364M | 2.6M | 138.17 | |
| Accenture (ACN) | 2.4 | $348M | 2.0M | 170.20 | |
| Medtronic (MDT) | 2.3 | $342M | 3.5M | 98.37 | |
| Costco Wholesale Corporation (COST) | 2.2 | $328M | 1.4M | 234.88 | |
| TJX Companies (TJX) | 2.0 | $290M | 2.6M | 112.02 | |
| American Express Company (AXP) | 1.9 | $283M | 2.7M | 106.49 | |
| Merck & Co (MRK) | 1.9 | $282M | 4.0M | 70.94 | |
| Anthem (ELV) | 1.9 | $282M | 1.0M | 274.05 | |
| Cisco Systems (CSCO) | 1.9 | $279M | 5.7M | 48.65 | |
| Alphabet Inc Class A cs (GOOGL) | 1.9 | $274M | 227k | 1207.08 | |
| U.S. Bancorp (USB) | 1.8 | $267M | 5.0M | 52.81 | |
| Wells Fargo & Company (WFC) | 1.8 | $263M | 5.0M | 52.56 | |
| Qualcomm (QCOM) | 1.8 | $259M | 3.6M | 72.03 | |
| Cognizant Technology Solutions (CTSH) | 1.7 | $248M | 3.2M | 77.15 | |
| United Technologies Corporation | 1.6 | $237M | 1.7M | 139.81 | |
| Fiat Chrysler Auto | 1.6 | $235M | 13M | 17.51 | |
| 3M Company (MMM) | 1.6 | $229M | 1.1M | 210.71 | |
| Texas Instruments Incorporated (TXN) | 1.2 | $184M | 1.7M | 107.29 | |
| Rbc Cad (RY) | 1.2 | $175M | 2.2M | 80.11 | |
| Coca-Cola Company (KO) | 1.1 | $167M | 3.6M | 46.19 | |
| Abbott Laboratories (ABT) | 1.1 | $167M | 2.3M | 73.36 | |
| Ishares Inc etp (EWT) | 1.1 | $160M | 4.3M | 37.70 | |
| Honeywell International (HON) | 1.1 | $159M | 952k | 166.40 | |
| Facebook Inc cl a (META) | 1.1 | $156M | 949k | 164.46 | |
| Taiwan Semiconductor Mfg (TSM) | 1.0 | $149M | 3.4M | 44.16 | |
| Alibaba Group Holding (BABA) | 1.0 | $147M | 890k | 164.76 | |
| MasterCard Incorporated (MA) | 1.0 | $145M | 651k | 222.61 | |
| Visa (V) | 0.9 | $140M | 931k | 150.09 | |
| Philip Morris International (PM) | 0.9 | $129M | 1.6M | 81.54 | |
| Becton, Dickinson and (BDX) | 0.8 | $115M | 440k | 261.00 | |
| Altaba | 0.8 | $115M | 1.7M | 68.12 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 0.8 | $111M | 964k | 114.93 | |
| STMicroelectronics (STM) | 0.7 | $108M | 5.9M | 18.34 | |
| Fox News | 0.7 | $107M | 2.3M | 45.82 | |
| Shire | 0.7 | $103M | 567k | 181.27 | |
| Aetna | 0.7 | $100M | 495k | 202.85 | |
| GlaxoSmithKline | 0.7 | $98M | 2.4M | 40.17 | |
| Twenty-first Century Fox | 0.6 | $92M | 2.0M | 46.34 | |
| Tor Dom Bk Cad (TD) | 0.6 | $81M | 1.3M | 60.72 | |
| Nxp Semiconductors N V (NXPI) | 0.6 | $82M | 954k | 85.50 | |
| SK Tele | 0.5 | $74M | 2.7M | 27.88 | |
| Amphenol Corporation (APH) | 0.5 | $73M | 771k | 94.02 | |
| Bank Of Montreal Cadcom (BMO) | 0.5 | $70M | 845k | 82.48 | |
| Walt Disney Company (DIS) | 0.5 | $69M | 587k | 116.67 | |
| Wayfair (W) | 0.5 | $68M | 458k | 147.67 | |
| Pepsi (PEP) | 0.4 | $65M | 585k | 111.80 | |
| Baidu (BIDU) | 0.4 | $63M | 276k | 228.68 | |
| Pinnacle Foods Inc De | 0.4 | $64M | 989k | 64.81 | |
| Mobile TeleSystems OJSC | 0.4 | $61M | 7.1M | 8.53 | |
| Rockwell Collins | 0.4 | $57M | 408k | 140.47 | |
| Magna Intl Inc cl a (MGA) | 0.4 | $58M | 1.1M | 52.51 | |
| Andeavor | 0.4 | $57M | 370k | 153.50 | |
| Infosys Technologies (INFY) | 0.4 | $57M | 5.6M | 10.17 | |
| Stryker Corporation (SYK) | 0.4 | $56M | 317k | 177.68 | |
| Cibc Cad (CM) | 0.4 | $53M | 571k | 93.65 | |
| Ca | 0.3 | $52M | 1.2M | 44.15 | |
| Sun Life Financial (SLF) | 0.3 | $50M | 1.3M | 39.75 | |
| Orbotech Ltd Com Stk | 0.3 | $47M | 789k | 59.44 | |
| Pfizer (PFE) | 0.3 | $45M | 1.0M | 44.07 | |
| Novo Nordisk A/S (NVO) | 0.3 | $46M | 984k | 47.14 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.3 | $43M | 3.1M | 13.92 | |
| General Motors Company (GM) | 0.3 | $41M | 1.2M | 33.67 | |
| Eli Lilly & Co. (LLY) | 0.3 | $40M | 374k | 107.31 | |
| Atlantica Yield | 0.3 | $39M | 1.9M | 20.58 | |
| Bk Nova Cad (BNS) | 0.2 | $37M | 614k | 59.58 | |
| Ecopetrol (EC) | 0.2 | $37M | 1.4M | 26.93 | |
| Colgate-Palmolive Company (CL) | 0.2 | $35M | 522k | 66.95 | |
| Intel Corporation (INTC) | 0.2 | $35M | 733k | 47.29 | |
| Ambev Sa- (ABEV) | 0.2 | $35M | 7.5M | 4.57 | |
| Hp (HPQ) | 0.2 | $34M | 1.3M | 25.77 | |
| Icon (ICLR) | 0.2 | $31M | 203k | 153.75 | |
| Cimpress N V Shs Euro | 0.2 | $31M | 224k | 136.61 | |
| Baxter International (BAX) | 0.2 | $29M | 381k | 77.09 | |
| Amgen (AMGN) | 0.2 | $29M | 142k | 207.29 | |
| Express Scripts Holding | 0.2 | $29M | 309k | 95.01 | |
| Sociedad Quimica y Minera (SQM) | 0.2 | $28M | 614k | 45.72 | |
| China Mobile | 0.2 | $29M | 582k | 48.93 | |
| Interactive Brokers (IBKR) | 0.2 | $28M | 499k | 55.31 | |
| Bemis Company | 0.2 | $28M | 571k | 48.60 | |
| Fomento Economico Mexicano SAB (FMX) | 0.2 | $26M | 266k | 98.97 | |
| Nomad Foods (NOMD) | 0.2 | $27M | 1.3M | 20.26 | |
| Danaher Corporation (DHR) | 0.2 | $25M | 228k | 108.66 | |
| Brp (DOOO) | 0.2 | $25M | 532k | 46.87 | |
| Progressive Corporation (PGR) | 0.2 | $24M | 336k | 71.04 | |
| Sanofi-Aventis SA (SNY) | 0.2 | $24M | 532k | 44.67 | |
| Micron Technology (MU) | 0.2 | $24M | 530k | 45.23 | |
| ICICI Bank (IBN) | 0.1 | $22M | 2.6M | 8.49 | |
| Teradata Corporation (TDC) | 0.1 | $22M | 577k | 37.71 | |
| Adobe Systems Incorporated (ADBE) | 0.1 | $22M | 82k | 269.95 | |
| Estee Lauder Companies (EL) | 0.1 | $22M | 153k | 145.32 | |
| LOGITECH INTERNATIONAL SA APP Com Stk (LOGI) | 0.1 | $22M | 498k | 44.90 | |
| Interxion Holding | 0.1 | $22M | 325k | 67.30 | |
| iShares FTSE/Xinhua China 25 Index (FXI) | 0.1 | $21M | 481k | 42.82 | |
| Berkshire Hathaway (BRK.B) | 0.1 | $20M | 95k | 214.11 | |
| Caterpillar (CAT) | 0.1 | $20M | 134k | 152.49 | |
| Avista Corporation (AVA) | 0.1 | $20M | 397k | 50.56 | |
| Diageo (DEO) | 0.1 | $21M | 146k | 141.67 | |
| Credit Acceptance (CACC) | 0.1 | $20M | 47k | 438.06 | |
| Liberty Media Corp Delaware Com C Siriusxm | 0.1 | $20M | 466k | 43.45 | |
| Archer Daniels Midland Company (ADM) | 0.1 | $19M | 381k | 50.27 | |
| Cemex SAB de CV (CX) | 0.1 | $20M | 2.8M | 7.04 | |
| New Oriental Education & Tech | 0.1 | $19M | 250k | 74.01 | |
| Ally Financial (ALLY) | 0.1 | $19M | 710k | 26.45 | |
| Jd (JD) | 0.1 | $19M | 737k | 26.09 | |
| Klx Inc Com $0.01 | 0.1 | $19M | 300k | 62.78 | |
| Eventbrite (EB) | 0.1 | $19M | 490k | 37.97 | |
| Te Connectivity Ltd for | 0.1 | $18M | 206k | 87.93 | |
| Phillips 66 (PSX) | 0.1 | $18M | 156k | 112.72 | |
| Solaredge Technologies (SEDG) | 0.1 | $17M | 463k | 37.65 | |
| Allergan | 0.1 | $18M | 95k | 190.48 | |
| Albemarle Corporation (ALB) | 0.1 | $16M | 163k | 99.78 | |
| Shake Shack Inc cl a (SHAK) | 0.1 | $16M | 255k | 63.01 | |
| Cars (CARS) | 0.1 | $16M | 592k | 27.61 | |
| Redfin Corp (RDFN) | 0.1 | $16M | 865k | 18.70 | |
| Vale (VALE) | 0.1 | $14M | 964k | 14.84 | |
| AFLAC Incorporated (AFL) | 0.1 | $14M | 305k | 47.07 | |
| Allstate Corporation (ALL) | 0.1 | $15M | 157k | 98.70 | |
| Williams Companies (WMB) | 0.1 | $14M | 525k | 27.19 | |
| China Petroleum & Chemical | 0.1 | $13M | 133k | 100.44 | |
| Petroleo Brasileiro SA (PBR) | 0.1 | $14M | 1.1M | 12.07 | |
| Kohl's Corporation (KSS) | 0.1 | $13M | 169k | 74.55 | |
| NetApp (NTAP) | 0.1 | $13M | 146k | 85.89 | |
| Verizon Communications (VZ) | 0.1 | $14M | 254k | 53.39 | |
| Emerson Electric (EMR) | 0.1 | $14M | 177k | 76.58 | |
| Companhia de Saneamento Basi (SBS) | 0.1 | $13M | 2.3M | 5.90 | |
| Intuit (INTU) | 0.1 | $13M | 57k | 227.41 | |
| Dr. Reddy's Laboratories (RDY) | 0.1 | $13M | 385k | 34.60 | |
| NxStage Medical | 0.1 | $14M | 502k | 27.89 | |
| Changyou | 0.1 | $14M | 1.0M | 13.20 | |
| Hewlett Packard Enterprise (HPE) | 0.1 | $13M | 797k | 16.31 | |
| HSBC Holdings (HSBC) | 0.1 | $12M | 282k | 43.99 | |
| Ameriprise Financial (AMP) | 0.1 | $12M | 81k | 147.66 | |
| Cummins (CMI) | 0.1 | $13M | 86k | 146.07 | |
| Marathon Oil Corporation (MRO) | 0.1 | $11M | 484k | 23.28 | |
| iShares MSCI Brazil Index (EWZ) | 0.1 | $12M | 362k | 33.73 | |
| Israel Chemicals | 0.1 | $11M | 1.8M | 6.11 | |
| Eaton (ETN) | 0.1 | $12M | 134k | 86.73 | |
| Qiwi (QIWI) | 0.1 | $12M | 914k | 13.17 | |
| JPMorgan Chase & Co. (JPM) | 0.1 | $9.9M | 88k | 112.84 | |
| V.F. Corporation (VFC) | 0.1 | $9.7M | 104k | 93.45 | |
| Synopsys (SNPS) | 0.1 | $9.6M | 98k | 98.61 | |
| eBay (EBAY) | 0.1 | $9.7M | 295k | 33.02 | |
| Procter & Gamble Company (PG) | 0.1 | $11M | 133k | 83.23 | |
| Royal Dutch Shell | 0.1 | $9.9M | 140k | 70.93 | |
| Activision Blizzard | 0.1 | $11M | 126k | 83.19 | |
| Credicorp (BAP) | 0.1 | $11M | 49k | 223.08 | |
| TAL Education (TAL) | 0.1 | $10M | 391k | 25.71 | |
| Pvh Corporation (PVH) | 0.1 | $11M | 73k | 144.41 | |
| Grupo Televisa (TV) | 0.1 | $8.2M | 460k | 17.74 | |
| Avery Dennison Corporation (AVY) | 0.1 | $8.7M | 80k | 108.35 | |
| McKesson Corporation (MCK) | 0.1 | $8.7M | 66k | 132.66 | |
| First Solar (FSLR) | 0.1 | $8.6M | 178k | 48.42 | |
| Macquarie Infrastructure Company | 0.1 | $8.1M | 176k | 46.13 | |
| Industries N shs - a - (LYB) | 0.1 | $9.3M | 90k | 102.51 | |
| Chunghwa Telecom Co Ltd - (CHT) | 0.1 | $8.4M | 234k | 35.91 | |
| Cbre Group Inc Cl A (CBRE) | 0.1 | $8.5M | 192k | 44.10 | |
| Sesa Sterlite Ltd sp | 0.1 | $8.7M | 683k | 12.80 | |
| Oi Sa - (OIBZQ) | 0.1 | $8.9M | 3.2M | 2.73 | |
| Lear Corporation (LEA) | 0.1 | $6.9M | 47k | 145.00 | |
| Citrix Systems | 0.1 | $6.7M | 61k | 111.16 | |
| Host Hotels & Resorts (HST) | 0.1 | $7.1M | 336k | 21.10 | |
| Best Buy (BBY) | 0.1 | $6.8M | 86k | 79.36 | |
| Regions Financial Corporation (RF) | 0.1 | $7.6M | 416k | 18.35 | |
| Eastman Chemical Company (EMN) | 0.1 | $7.7M | 81k | 95.72 | |
| Capital One Financial (COF) | 0.1 | $6.8M | 72k | 94.92 | |
| Deere & Company (DE) | 0.1 | $7.3M | 49k | 150.33 | |
| Applied Materials (AMAT) | 0.1 | $7.1M | 183k | 38.65 | |
| Celanese Corporation (CE) | 0.1 | $7.2M | 63k | 113.99 | |
| Huntsman Corporation (HUN) | 0.1 | $8.1M | 298k | 27.23 | |
| Teledyne Technologies Incorporated (TDY) | 0.1 | $7.2M | 29k | 246.67 | |
| Textron (TXT) | 0.1 | $7.7M | 108k | 71.47 | |
| BorgWarner (BWA) | 0.1 | $7.0M | 164k | 42.78 | |
| KLA-Tencor Corporation (KLAC) | 0.1 | $8.0M | 79k | 101.71 | |
| Adecoagro S A (AGRO) | 0.1 | $6.8M | 928k | 7.35 | |
| 58 Com Inc spon adr rep a | 0.1 | $8.1M | 110k | 73.60 | |
| Citizens Financial (CFG) | 0.1 | $7.6M | 198k | 38.57 | |
| Nielsen Hldgs Plc Shs Eur | 0.1 | $7.3M | 266k | 27.66 | |
| Delphi Automotive Inc international | 0.1 | $7.9M | 94k | 83.90 | |
| Liberty Interactive Corp | 0.1 | $7.9M | 354k | 22.21 | |
| State Street Corporation (STT) | 0.0 | $5.7M | 68k | 83.78 | |
| Cadence Design Systems (CDNS) | 0.0 | $6.0M | 132k | 45.32 | |
| Macy's (M) | 0.0 | $5.4M | 157k | 34.73 | |
| Omni (OMC) | 0.0 | $5.3M | 79k | 68.02 | |
| Seagate Technology Com Stk | 0.0 | $5.8M | 122k | 47.35 | |
| Garmin (GRMN) | 0.0 | $6.5M | 93k | 70.05 | |
| Motorola Solutions (MSI) | 0.0 | $5.2M | 40k | 130.15 | |
| Fanhua Inc -ads american depository receipt | 0.0 | $5.5M | 204k | 27.02 | |
| Nutrien (NTR) | 0.0 | $5.5M | 96k | 57.70 | |
| America Movil Sab De Cv spon adr l | 0.0 | $4.1M | 254k | 16.06 | |
| Cnooc | 0.0 | $4.6M | 23k | 197.54 | |
| IAC/InterActive | 0.0 | $4.9M | 23k | 216.72 | |
| Via | 0.0 | $4.7M | 140k | 33.76 | |
| Timken Company (TKR) | 0.0 | $3.7M | 75k | 49.85 | |
| Interpublic Group of Companies (IPG) | 0.0 | $3.7M | 163k | 22.87 | |
| Arrow Electronics (ARW) | 0.0 | $4.4M | 59k | 73.71 | |
| Anadarko Petroleum Corporation | 0.0 | $5.1M | 76k | 67.41 | |
| Royal Dutch Shell | 0.0 | $4.8M | 71k | 68.14 | |
| Ultrapar Participacoes SA (UGP) | 0.0 | $4.0M | 428k | 9.26 | |
| Gap (GAP) | 0.0 | $3.9M | 135k | 28.85 | |
| Grupo Aeroportuario del Pacifi (PAC) | 0.0 | $4.9M | 45k | 109.18 | |
| Murphy Oil Corporation (MUR) | 0.0 | $4.3M | 129k | 33.34 | |
| Service Corporation International (SCI) | 0.0 | $4.6M | 103k | 44.20 | |
| Old Republic International Corporation (ORI) | 0.0 | $4.7M | 211k | 22.38 | |
| HDFC Bank (HDB) | 0.0 | $4.8M | 51k | 94.09 | |
| Robert Half International (RHI) | 0.0 | $3.8M | 54k | 70.38 | |
| Landstar System (LSTR) | 0.0 | $3.7M | 30k | 122.02 | |
| Ctrip.com International | 0.0 | $3.7M | 100k | 37.17 | |
| NetEase (NTES) | 0.0 | $4.6M | 20k | 228.27 | |
| Amdocs Ltd ord (DOX) | 0.0 | $3.8M | 57k | 65.99 | |
| Grupo Aeroportuario del Sureste (ASR) | 0.0 | $4.4M | 21k | 205.14 | |
| Brunswick Corporation (BC) | 0.0 | $4.8M | 72k | 67.02 | |
| Jones Lang LaSalle Incorporated (JLL) | 0.0 | $4.1M | 28k | 144.33 | |
| Oshkosh Corporation (OSK) | 0.0 | $4.3M | 61k | 71.23 | |
| Reliance Steel & Aluminum (RS) | 0.0 | $5.0M | 59k | 85.29 | |
| Columbia Sportswear Company (COLM) | 0.0 | $3.7M | 40k | 93.06 | |
| Ingersoll-rand Co Ltd-cl A | 0.0 | $4.3M | 42k | 102.30 | |
| Moog (MOG.A) | 0.0 | $4.5M | 53k | 85.98 | |
| Raymond James Financial (RJF) | 0.0 | $4.4M | 48k | 92.06 | |
| British American Tobac (BTI) | 0.0 | $3.8M | 81k | 46.63 | |
| Denbury Resources | 0.0 | $4.9M | 786k | 6.20 | |
| Southern Copper Corporation (SCCO) | 0.0 | $3.8M | 88k | 43.14 | |
| Dana Holding Corporation (DAN) | 0.0 | $4.0M | 216k | 18.67 | |
| China Yuchai Intl (CYD) | 0.0 | $4.9M | 285k | 17.27 | |
| Telephone And Data Systems (TDS) | 0.0 | $4.1M | 136k | 30.43 | |
| Renewable Energy | 0.0 | $4.4M | 154k | 28.80 | |
| Popular (BPOP) | 0.0 | $4.8M | 94k | 51.26 | |
| Ishares Inc msci india index (INDA) | 0.0 | $4.5M | 140k | 32.47 | |
| News (NWSA) | 0.0 | $3.9M | 297k | 13.19 | |
| Cdw (CDW) | 0.0 | $3.9M | 44k | 88.92 | |
| Trinseo S A | 0.0 | $4.5M | 58k | 78.31 | |
| Keysight Technologies (KEYS) | 0.0 | $4.7M | 71k | 66.28 | |
| Xenia Hotels & Resorts (XHR) | 0.0 | $4.4M | 186k | 23.70 | |
| Vaneck Vectors Russia Index Et | 0.0 | $4.8M | 225k | 21.56 | |
| Itt (ITT) | 0.0 | $3.9M | 63k | 61.26 | |
| Us Foods Hldg Corp call (USFD) | 0.0 | $3.9M | 125k | 30.82 | |
| Klx Energy Servics Holdngs I | 0.0 | $3.8M | 120k | 32.01 | |
| E TRADE Financial Corporation | 0.0 | $3.6M | 69k | 52.38 | |
| Banco Santander (BSBR) | 0.0 | $2.4M | 269k | 8.81 | |
| FTI Consulting (FCN) | 0.0 | $3.1M | 43k | 73.18 | |
| Lincoln National Corporation (LNC) | 0.0 | $2.8M | 42k | 67.67 | |
| American Eagle Outfitters (AEO) | 0.0 | $3.3M | 135k | 24.83 | |
| Cabot Corporation (CBT) | 0.0 | $2.8M | 45k | 62.73 | |
| Helen Of Troy (HELE) | 0.0 | $2.5M | 19k | 130.89 | |
| Universal Corporation (UVV) | 0.0 | $2.2M | 35k | 65.00 | |
| Foot Locker | 0.0 | $2.8M | 55k | 50.98 | |
| Vishay Intertechnology (VSH) | 0.0 | $2.6M | 128k | 20.35 | |
| La-Z-Boy Incorporated (LZB) | 0.0 | $2.5M | 78k | 31.60 | |
| Herman Miller (MLKN) | 0.0 | $3.1M | 81k | 38.40 | |
| Avnet (AVT) | 0.0 | $2.2M | 50k | 44.77 | |
| Wolverine World Wide (WWW) | 0.0 | $3.5M | 90k | 39.05 | |
| Lockheed Martin Corporation (LMT) | 0.0 | $2.8M | 8.1k | 345.93 | |
| Maxim Integrated Products | 0.0 | $2.5M | 45k | 56.39 | |
| Parker-Hannifin Corporation (PH) | 0.0 | $3.6M | 19k | 183.95 | |
| PT Telekomunikasi Indonesia (TLK) | 0.0 | $2.5M | 102k | 24.48 | |
| PG&E Corporation (PCG) | 0.0 | $2.5M | 54k | 46.01 | |
| Fifth Third Ban (FITB) | 0.0 | $3.1M | 113k | 27.92 | |
| Deluxe Corporation (DLX) | 0.0 | $2.3M | 41k | 56.95 | |
| D.R. Horton (DHI) | 0.0 | $3.7M | 87k | 42.18 | |
| Amazon (AMZN) | 0.0 | $3.2M | 1.6k | 2003.12 | |
| NVR (NVR) | 0.0 | $2.6M | 1.1k | 2471.14 | |
| ACCO Brands Corporation (ACCO) | 0.0 | $2.8M | 246k | 11.30 | |
| ON Semiconductor (ON) | 0.0 | $3.2M | 171k | 18.43 | |
| Insight Enterprises (NSIT) | 0.0 | $2.3M | 43k | 54.09 | |
| Brady Corporation (BRC) | 0.0 | $2.8M | 65k | 43.74 | |
| Bruker Corporation (BRKR) | 0.0 | $3.2M | 95k | 33.45 | |
| Canadian Solar (CSIQ) | 0.0 | $2.4M | 166k | 14.50 | |
| Tata Motors | 0.0 | $3.7M | 240k | 15.36 | |
| Urban Outfitters (URBN) | 0.0 | $2.7M | 66k | 40.91 | |
| Applied Industrial Technologies (AIT) | 0.0 | $3.2M | 41k | 78.24 | |
| Gentex Corporation (GNTX) | 0.0 | $2.3M | 105k | 21.46 | |
| First American Financial (FAF) | 0.0 | $2.5M | 49k | 51.58 | |
| Booz Allen Hamilton Holding Corporation (BAH) | 0.0 | $2.7M | 55k | 49.64 | |
| Piedmont Office Realty Trust (PDM) | 0.0 | $2.8M | 148k | 18.93 | |
| Cooper Standard Holdings (CPS) | 0.0 | $3.1M | 26k | 119.99 | |
| Insperity (NSP) | 0.0 | $3.5M | 30k | 117.94 | |
| Amc Networks Inc Cl A (AMCX) | 0.0 | $2.8M | 42k | 66.34 | |
| Tenet Healthcare Corporation (THC) | 0.0 | $3.4M | 119k | 28.46 | |
| REPCOM cla | 0.0 | $2.4M | 32k | 74.92 | |
| Boise Cascade (BCC) | 0.0 | $2.3M | 61k | 36.81 | |
| Graham Hldgs (GHC) | 0.0 | $3.2M | 5.4k | 579.30 | |
| Fnf (FNF) | 0.0 | $3.1M | 78k | 39.34 | |
| Enova Intl (ENVA) | 0.0 | $2.2M | 77k | 28.81 | |
| Tegna (TGNA) | 0.0 | $2.5M | 206k | 11.96 | |
| Gyrodyne Llc Cmn (GYRO) | 0.0 | $2.3M | 113k | 20.50 | |
| Corecivic (CXW) | 0.0 | $2.7M | 111k | 24.33 | |
| Vistra Energy (VST) | 0.0 | $3.4M | 136k | 24.88 | |
| Adtalem Global Ed (ATGE) | 0.0 | $2.5M | 51k | 48.21 | |
| NRG Energy (NRG) | 0.0 | $804k | 22k | 37.40 | |
| Owens Corning (OC) | 0.0 | $1.2M | 22k | 54.27 | |
| Legg Mason | 0.0 | $1.9M | 62k | 31.23 | |
| Dick's Sporting Goods (DKS) | 0.0 | $1.2M | 35k | 35.49 | |
| CBS Corporation | 0.0 | $873k | 15k | 57.43 | |
| Scholastic Corporation (SCHL) | 0.0 | $1.7M | 36k | 46.70 | |
| Boeing Company (BA) | 0.0 | $781k | 2.1k | 371.90 | |
| CACI International (CACI) | 0.0 | $1.6M | 8.9k | 184.16 | |
| ACI Worldwide (ACIW) | 0.0 | $760k | 27k | 28.15 | |
| CSG Systems International (CSGS) | 0.0 | $2.0M | 51k | 40.13 | |
| Crane | 0.0 | $1.4M | 14k | 98.37 | |
| Valero Energy Corporation (VLO) | 0.0 | $1.3M | 12k | 113.73 | |
| Thermo Fisher Scientific (TMO) | 0.0 | $805k | 3.3k | 243.94 | |
| United States Cellular Corporation (AD) | 0.0 | $828k | 19k | 44.76 | |
| Novartis (NVS) | 0.0 | $1.5M | 17k | 86.14 | |
| PerkinElmer (RVTY) | 0.0 | $807k | 8.3k | 97.23 | |
| Progress Software Corporation (PRGS) | 0.0 | $2.0M | 58k | 35.28 | |
| Federal Signal Corporation (FSS) | 0.0 | $937k | 35k | 26.78 | |
| Callaway Golf Company (MODG) | 0.0 | $2.1M | 88k | 24.28 | |
| AGCO Corporation (AGCO) | 0.0 | $2.2M | 36k | 60.78 | |
| Agilent Technologies Inc C ommon (A) | 0.0 | $832k | 12k | 70.51 | |
| Biogen Idec (BIIB) | 0.0 | $2.0M | 5.6k | 353.39 | |
| Exelon Corporation (EXC) | 0.0 | $1.5M | 35k | 43.65 | |
| KT Corporation (KT) | 0.0 | $1.2M | 78k | 14.85 | |
| Total (TTE) | 0.0 | $1.1M | 16k | 64.39 | |
| Grand Canyon Education (LOPE) | 0.0 | $1.7M | 15k | 112.80 | |
| Chesapeake Energy Corporation | 0.0 | $1.5M | 323k | 4.49 | |
| TCF Financial Corporation | 0.0 | $1.6M | 69k | 23.81 | |
| Penske Automotive (PAG) | 0.0 | $1.2M | 25k | 47.39 | |
| Southwestern Energy Company | 0.0 | $776k | 152k | 5.11 | |
| Sykes Enterprises, Incorporated | 0.0 | $796k | 26k | 30.48 | |
| Companhia Energetica Minas Gerais (CIG) | 0.0 | $877k | 513k | 1.71 | |
| American Axle & Manufact. Holdings (AXL) | 0.0 | $1.9M | 106k | 17.44 | |
| Companhia Paranaense de Energia | 0.0 | $835k | 158k | 5.27 | |
| Kulicke and Soffa Industries (KLIC) | 0.0 | $2.1M | 89k | 23.84 | |
| Rudolph Technologies | 0.0 | $1.3M | 55k | 24.44 | |
| Sonic Automotive (SAH) | 0.0 | $1.1M | 59k | 19.34 | |
| W&T Offshore (WTI) | 0.0 | $1.8M | 191k | 9.64 | |
| EnerSys (ENS) | 0.0 | $1.0M | 12k | 87.14 | |
| Haverty Furniture Companies (HVT) | 0.0 | $760k | 34k | 22.09 | |
| Korn/Ferry International (KFY) | 0.0 | $1.1M | 22k | 49.22 | |
| PolyOne Corporation | 0.0 | $1.2M | 28k | 43.72 | |
| Universal Forest Products | 0.0 | $2.0M | 56k | 35.32 | |
| Asbury Automotive (ABG) | 0.0 | $1.8M | 27k | 68.75 | |
| Cabot Microelectronics Corporation | 0.0 | $1.6M | 15k | 103.19 | |
| Diodes Incorporated (DIOD) | 0.0 | $816k | 25k | 33.31 | |
| Emergent BioSolutions (EBS) | 0.0 | $1.0M | 16k | 65.86 | |
| Group 1 Automotive (GPI) | 0.0 | $1.4M | 22k | 64.92 | |
| Banco Itau Holding Financeira (ITUB) | 0.0 | $1.5M | 135k | 10.98 | |
| Modine Manufacturing (MOD) | 0.0 | $1.4M | 94k | 14.90 | |
| SPX Corporation | 0.0 | $1.6M | 49k | 33.32 | |
| Deckers Outdoor Corporation (DECK) | 0.0 | $1.8M | 15k | 118.60 | |
| Knoll | 0.0 | $1.1M | 49k | 23.45 | |
| United Therapeutics Corporation (UTHR) | 0.0 | $793k | 6.2k | 127.90 | |
| Associated Banc- (ASB) | 0.0 | $2.2M | 83k | 26.00 | |
| ICF International (ICFI) | 0.0 | $1.2M | 16k | 75.47 | |
| Inter Parfums (IPAR) | 0.0 | $2.1M | 32k | 64.46 | |
| Kforce (KFRC) | 0.0 | $1.6M | 43k | 37.60 | |
| Marcus Corporation (MCS) | 0.0 | $1.4M | 34k | 42.04 | |
| Movado (MOV) | 0.0 | $2.0M | 48k | 41.91 | |
| Stoneridge (SRI) | 0.0 | $2.2M | 74k | 29.72 | |
| Sasol (SSL) | 0.0 | $1.6M | 41k | 38.65 | |
| Federal Agricultural Mortgage (AGM) | 0.0 | $979k | 14k | 72.19 | |
| Potlatch Corporation (PCH) | 0.0 | $1.5M | 36k | 40.95 | |
| Sunstone Hotel Investors (SHO) | 0.0 | $1.7M | 106k | 16.36 | |
| Braskem SA (BAK) | 0.0 | $748k | 26k | 28.88 | |
| Mercer International (MERC) | 0.0 | $816k | 49k | 16.79 | |
| Grupo Aeroportuario del Centro Nort (OMAB) | 0.0 | $1.6M | 28k | 56.95 | |
| Central Garden & Pet (CENTA) | 0.0 | $905k | 27k | 33.15 | |
| K12 | 0.0 | $1.3M | 75k | 17.71 | |
| Rayonier (RYN) | 0.0 | $1.4M | 41k | 33.81 | |
| Johnson Outdoors (JOUT) | 0.0 | $1.1M | 12k | 92.99 | |
| Shutterfly | 0.0 | $1.8M | 28k | 65.87 | |
| Tower International | 0.0 | $877k | 29k | 30.26 | |
| Meritor | 0.0 | $2.1M | 109k | 19.36 | |
| Materion Corporation (MTRN) | 0.0 | $1.2M | 20k | 60.50 | |
| Citigroup (C) | 0.0 | $1.1M | 15k | 71.72 | |
| Mosaic (MOS) | 0.0 | $1.8M | 56k | 32.48 | |
| Xo Group | 0.0 | $1.9M | 54k | 34.48 | |
| Rowan Companies | 0.0 | $1.6M | 87k | 18.83 | |
| Ensco Plc Shs Class A | 0.0 | $1.4M | 163k | 8.44 | |
| Bloomin Brands (BLMN) | 0.0 | $1.4M | 69k | 19.79 | |
| Mondelez Int (MDLZ) | 0.0 | $1.8M | 41k | 42.95 | |
| Abbvie (ABBV) | 0.0 | $1.8M | 19k | 94.58 | |
| Tribune Co New Cl A | 0.0 | $2.0M | 52k | 38.43 | |
| News Corp Class B cos (NWS) | 0.0 | $1.4M | 106k | 13.60 | |
| Noble Corp Plc equity | 0.0 | $881k | 125k | 7.03 | |
| Msa Safety Inc equity (MSA) | 0.0 | $1.7M | 16k | 106.44 | |
| New Media Inv Grp | 0.0 | $872k | 56k | 15.68 | |
| Care | 0.0 | $845k | 38k | 22.12 | |
| Geo Group Inc/the reit (GEO) | 0.0 | $1.5M | 60k | 25.16 | |
| Catalent | 0.0 | $793k | 17k | 45.57 | |
| Liberty Tripadvisor Hldgs (LTRPA) | 0.0 | $895k | 60k | 14.84 | |
| Momo | 0.0 | $1.7M | 39k | 43.81 | |
| Gannett | 0.0 | $1.9M | 194k | 10.01 | |
| Caleres (CAL) | 0.0 | $1.2M | 34k | 35.86 | |
| Apple Hospitality Reit (APLE) | 0.0 | $1.8M | 103k | 17.49 | |
| Hersha Hospitality Tr Pr Shs Ben Int | 0.0 | $932k | 41k | 22.68 | |
| Tier Reit | 0.0 | $856k | 36k | 24.11 | |
| Performance Food (PFGC) | 0.0 | $1.9M | 58k | 33.29 | |
| Tailored Brands | 0.0 | $1.2M | 49k | 25.19 | |
| Medpace Hldgs (MEDP) | 0.0 | $749k | 13k | 59.92 | |
| Liberty Expedia Holdings ser a | 0.0 | $786k | 17k | 47.07 | |
| Acushnet Holdings Corp (GOLF) | 0.0 | $1.9M | 71k | 27.43 | |
| Laureate Education Inc cl a (LAUR) | 0.0 | $749k | 49k | 15.44 | |
| Candj Energy Svcs | 0.0 | $844k | 41k | 20.79 | |
| Xerox | 0.0 | $764k | 28k | 27.00 | |
| BP (BP) | 0.0 | $710k | 15k | 46.10 | |
| AU Optronics | 0.0 | $114k | 27k | 4.21 | |
| Gerdau SA (GGB) | 0.0 | $148k | 35k | 4.20 | |
| Turkcell Iletisim Hizmetleri A.S. (TKC) | 0.0 | $375k | 78k | 4.82 | |
| Broadridge Financial Solutions (BR) | 0.0 | $264k | 2.0k | 132.00 | |
| Hartford Financial Services (HIG) | 0.0 | $234k | 4.7k | 50.05 | |
| Reinsurance Group of America (RGA) | 0.0 | $347k | 2.4k | 144.58 | |
| Home Depot (HD) | 0.0 | $518k | 2.5k | 207.20 | |
| Career Education | 0.0 | $675k | 45k | 14.93 | |
| Bristol Myers Squibb (BMY) | 0.0 | $472k | 7.6k | 62.11 | |
| At&t (T) | 0.0 | $275k | 8.2k | 33.54 | |
| T. Rowe Price (TROW) | 0.0 | $469k | 4.3k | 109.07 | |
| Automatic Data Processing (ADP) | 0.0 | $392k | 2.6k | 150.77 | |
| Tiffany & Co. | 0.0 | $322k | 2.5k | 128.80 | |
| Briggs & Stratton Corporation | 0.0 | $479k | 25k | 19.24 | |
| Charles River Laboratories (CRL) | 0.0 | $377k | 2.8k | 134.64 | |
| Comerica Incorporated (CMA) | 0.0 | $307k | 3.4k | 90.29 | |
| Regis Corporation | 0.0 | $536k | 26k | 20.43 | |
| SkyWest (SKYW) | 0.0 | $295k | 5.0k | 59.00 | |
| Convergys Corporation | 0.0 | $707k | 30k | 23.72 | |
| International Business Machines (IBM) | 0.0 | $205k | 1.4k | 151.29 | |
| John Wiley & Sons (WLY) | 0.0 | $309k | 5.1k | 60.59 | |
| iShares MSCI EAFE Index Fund (EFA) | 0.0 | $645k | 9.5k | 67.97 | |
| Manpower (MAN) | 0.0 | $430k | 5.0k | 86.00 | |
| Monarch Casino & Resort (MCRI) | 0.0 | $545k | 12k | 45.42 | |
| Dover Corporation (DOV) | 0.0 | $452k | 5.1k | 88.63 | |
| Resources Connection (RGP) | 0.0 | $274k | 17k | 16.61 | |
| Netflix (NFLX) | 0.0 | $673k | 1.8k | 373.89 | |
| CNA Financial Corporation (CNA) | 0.0 | $557k | 12k | 45.66 | |
| Brinker International (EAT) | 0.0 | $346k | 7.4k | 46.76 | |
| Darling International (DAR) | 0.0 | $543k | 28k | 19.32 | |
| Net 1 UEPS Technologies (LSAK) | 0.0 | $119k | 15k | 7.99 | |
| Kelly Services (KELYA) | 0.0 | $257k | 11k | 24.02 | |
| Triple-S Management | 0.0 | $414k | 22k | 18.90 | |
| Innospec (IOSP) | 0.0 | $253k | 3.3k | 76.67 | |
| Medifast (MED) | 0.0 | $288k | 1.3k | 221.54 | |
| Methode Electronics (MEI) | 0.0 | $268k | 7.4k | 36.22 | |
| Regal-beloit Corporation (RRX) | 0.0 | $363k | 4.4k | 82.50 | |
| Atlas Air Worldwide Holdings | 0.0 | $383k | 6.0k | 63.83 | |
| Benchmark Electronics (BHE) | 0.0 | $367k | 16k | 23.38 | |
| Bio-Rad Laboratories (BIO) | 0.0 | $720k | 2.3k | 313.04 | |
| Companhia Brasileira de Distrib. | 0.0 | $470k | 22k | 21.46 | |
| Comtech Telecomm (CMTL) | 0.0 | $265k | 7.3k | 36.30 | |
| CenterPoint Energy (CNP) | 0.0 | $390k | 14k | 27.66 | |
| Quest Diagnostics Incorporated (DGX) | 0.0 | $248k | 2.3k | 107.83 | |
| Guess? (GES) | 0.0 | $658k | 29k | 22.61 | |
| Heidrick & Struggles International (HSII) | 0.0 | $532k | 16k | 33.87 | |
| Banco Bradesco SA (BBD) | 0.0 | $197k | 28k | 7.07 | |
| Myriad Genetics (MYGN) | 0.0 | $699k | 15k | 45.99 | |
| United Microelectronics (UMC) | 0.0 | $576k | 223k | 2.58 | |
| BancFirst Corporation (BANF) | 0.0 | $228k | 3.8k | 60.00 | |
| CONMED Corporation (CNMD) | 0.0 | $436k | 5.5k | 79.27 | |
| Luminex Corporation | 0.0 | $388k | 13k | 30.31 | |
| Rockwell Automation (ROK) | 0.0 | $524k | 2.8k | 187.54 | |
| Systemax | 0.0 | $412k | 13k | 32.96 | |
| Tech Data Corporation | 0.0 | $673k | 9.4k | 71.60 | |
| Speedway Motorsports | 0.0 | $295k | 17k | 17.88 | |
| TrustCo Bank Corp NY | 0.0 | $128k | 15k | 8.48 | |
| Wipro (WIT) | 0.0 | $182k | 35k | 5.21 | |
| Ametek (AME) | 0.0 | $388k | 4.9k | 79.18 | |
| PC Connection (CNXN) | 0.0 | $354k | 9.1k | 38.90 | |
| Builders FirstSource (BLDR) | 0.0 | $179k | 12k | 14.67 | |
| Rex American Resources (REX) | 0.0 | $257k | 3.4k | 75.59 | |
| Iamgold Corp (IAG) | 0.0 | $177k | 48k | 3.67 | |
| Shiloh Industries | 0.0 | $330k | 30k | 11.00 | |
| Manulife Finl Corp (MFC) | 0.0 | $343k | 19k | 17.86 | |
| Carrols Restaurant | 0.0 | $356k | 24k | 14.59 | |
| Quad/Graphics (QUAD) | 0.0 | $625k | 30k | 20.83 | |
| Kraton Performance Polymers | 0.0 | $561k | 12k | 47.14 | |
| Embraer S A (ERJ) | 0.0 | $364k | 19k | 19.57 | |
| Invesco Mortgage Capital | 0.0 | $636k | 40k | 15.82 | |
| Rocky Brands (RCKY) | 0.0 | $260k | 9.2k | 28.26 | |
| FutureFuel (FF) | 0.0 | $254k | 14k | 18.54 | |
| Baytex Energy Corp (BTE) | 0.0 | $83k | 29k | 2.91 | |
| Preferred Apartment Communitie | 0.0 | $229k | 13k | 17.62 | |
| Just Energy Group | 0.0 | $126k | 41k | 3.10 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $552k | 6.9k | 80.00 | |
| Tim Participacoes Sa- | 0.0 | $694k | 48k | 14.49 | |
| Sanchez Energy Corp C ommon stocks | 0.0 | $401k | 174k | 2.30 | |
| Norbord | 0.0 | $732k | 22k | 33.12 | |
| Rexnord | 0.0 | $299k | 9.7k | 30.82 | |
| Retail Properties Of America | 0.0 | $271k | 22k | 12.21 | |
| Resolute Fst Prods In | 0.0 | $711k | 55k | 12.95 | |
| Interface (TILE) | 0.0 | $628k | 27k | 23.35 | |
| Blucora | 0.0 | $318k | 7.9k | 40.25 | |
| Flagstar Ban | 0.0 | $592k | 19k | 31.49 | |
| Hyster Yale Materials Handling (HY) | 0.0 | $519k | 8.4k | 61.58 | |
| Constellium Holdco B V cl a | 0.0 | $414k | 34k | 12.36 | |
| Global Brass & Coppr Hldgs I | 0.0 | $365k | 9.9k | 36.87 | |
| Mix Telematics Ltd - | 0.0 | $528k | 37k | 14.43 | |
| Controladora Vuela Cia Spon Ad (VLRS) | 0.0 | $191k | 26k | 7.46 | |
| Autohome Inc- (ATHM) | 0.0 | $232k | 3.0k | 77.33 | |
| Avianca Holdings Sa | 0.0 | $130k | 23k | 5.60 | |
| Endurance Intl Group Hldgs I | 0.0 | $510k | 58k | 8.81 | |
| Xcerra | 0.0 | $147k | 10k | 14.27 | |
| Phibro Animal Health Corporati*on Cmn Class A (PAHC) | 0.0 | $686k | 16k | 42.88 | |
| Jumei Intl Hldg Ltd Sponsored | 0.0 | $192k | 90k | 2.13 | |
| Outfront Media | 0.0 | $453k | 23k | 19.96 | |
| Lantheus Holdings Inc Common Stock Usd 0.01 (LNTH) | 0.0 | $641k | 43k | 14.94 | |
| Lumentum Hldgs (LITE) | 0.0 | $735k | 12k | 59.93 | |
| Everi Hldgs (EVRI) | 0.0 | $154k | 17k | 9.17 | |
| Archrock (AROC) | 0.0 | $736k | 60k | 12.21 | |
| Exterran | 0.0 | $687k | 26k | 26.53 | |
| Johnson Controls International Plc equity (JCI) | 0.0 | $291k | 8.3k | 35.06 | |
| Washington Prime Group | 0.0 | $153k | 21k | 7.32 | |
| Donnelley R R & Sons Co when issued | 0.0 | $269k | 50k | 5.40 | |
| Verso Corp cl a | 0.0 | $522k | 16k | 33.68 | |
| Trivago N V spon ads a | 0.0 | $288k | 47k | 6.15 | |
| Penn Va | 0.0 | $697k | 8.6k | 80.59 | |
| Renren Inc- | 0.0 | $133k | 95k | 1.41 | |
| Bonanza Creek Energy I | 0.0 | $220k | 7.4k | 29.73 | |
| Delphi Technologies | 0.0 | $602k | 19k | 31.35 | |
| Curo Group Holdings Corp (CUROQ) | 0.0 | $729k | 24k | 30.25 | |
| Ttec Holdings (TTEC) | 0.0 | $306k | 12k | 25.93 | |
| Avaya Holdings Corp | 0.0 | $500k | 23k | 22.12 | |
| Brightsphere Inv | 0.0 | $320k | 26k | 12.40 | |
| Ddr Rg | 0.0 | $482k | 36k | 13.39 | |
| Nextgen Healthcare | 0.0 | $400k | 20k | 20.10 |