Grantham, Mayo, Van Otterloo & Co

Grantham, Mayo, Van Otterloo & Co as of Dec. 31, 2019

Portfolio Holdings for Grantham, Mayo, Van Otterloo & Co

Grantham, Mayo, Van Otterloo & Co holds 670 positions in its portfolio as reported in the December 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Microsoft Corporation (MSFT) 4.2 $629M 4.0M 157.70
Apple (AAPL) 3.5 $522M 1.8M 293.65
UnitedHealth (UNH) 3.0 $456M 1.6M 293.98
Oracle Corporation (ORCL) 3.0 $449M 8.5M 52.98
Alibaba Group Holding (BABA) 2.6 $388M 1.8M 212.10
Johnson & Johnson (JNJ) 2.6 $386M 2.6M 145.87
Medtronic (MDT) 2.5 $374M 3.3M 113.45
Merck & Co (MRK) 2.3 $349M 3.8M 90.95
Wells Fargo & Company (WFC) 2.3 $341M 6.3M 53.80
Alphabet Inc Class C cs (GOOG) 2.2 $336M 252k 1337.02
Accenture (ACN) 2.2 $329M 1.6M 210.57
U.S. Bancorp (USB) 2.2 $325M 5.5M 59.29
American Express Company (AXP) 2.0 $305M 2.4M 124.49
3M Company (MMM) 2.0 $299M 1.7M 176.42
Anthem (ELV) 2.0 $295M 977k 302.03
Alphabet Inc Class A cs (GOOGL) 1.9 $281M 210k 1339.39
Texas Instruments Incorporated (TXN) 1.9 $277M 2.2M 128.29
Facebook Inc cl a (META) 1.7 $253M 1.2M 205.25
Eli Lilly & Co. (LLY) 1.6 $234M 1.8M 131.43
TJX Companies (TJX) 1.5 $224M 3.7M 61.06
Philip Morris International (PM) 1.4 $209M 2.5M 85.09
Coca-Cola Company (KO) 1.3 $201M 3.6M 55.35
Cognizant Technology Solutions (CTSH) 1.3 $200M 3.2M 62.02
Cisco Systems (CSCO) 1.3 $200M 4.2M 47.96
Abbott Laboratories (ABT) 1.1 $157M 1.8M 86.86
Rbc Cad (RY) 1.0 $152M 1.9M 79.24
MasterCard Incorporated (MA) 1.0 $151M 504k 298.59
Visa (V) 1.0 $144M 765k 187.90
Humana (HUM) 0.9 $132M 361k 366.52
Honeywell International (HON) 0.9 $131M 738k 177.00
United Technologies Corporation 0.9 $129M 861k 149.76
Becton, Dickinson and (BDX) 0.7 $108M 396k 271.97
STMicroelectronics (STM) 0.7 $108M 4.0M 26.91
Costco Wholesale Corporation (COST) 0.7 $100M 339k 293.92
British American Tobac (BTI) 0.7 $99M 2.3M 42.46
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.7 $97M 759k 127.96
Booking Holdings (BKNG) 0.7 $97M 47k 2053.72
WellCare Health Plans 0.6 $90M 272k 330.21
Lyft (LYFT) 0.6 $89M 2.1M 43.02
WABCO Holdings 0.6 $84M 617k 135.50
Ishares Inc core msci emkt (IEMG) 0.5 $81M 1.5M 53.76
Carvana Co cl a (CVNA) 0.5 $79M 858k 92.05
Cypress Semiconductor Corporation 0.5 $79M 3.4M 23.33
Zayo Group Hldgs 0.5 $71M 2.0M 34.65
Taiwan Semiconductor Mfg (TSM) 0.5 $70M 1.2M 58.10
Advanced Disposal Services I 0.4 $66M 2.0M 32.87
Discovery Communications 0.4 $63M 2.1M 30.49
Interxion Holding 0.4 $63M 752k 83.81
Dupont De Nemours (DD) 0.4 $63M 985k 64.20
Wayfair (W) 0.4 $61M 673k 90.37
Stars Group 0.4 $61M 2.3M 26.09
Freeport-McMoRan Copper & Gold (FCX) 0.4 $57M 4.3M 13.12
Tor Dom Bk Cad (TD) 0.4 $57M 1.0M 56.16
iShares iBoxx $ High Yid Corp Bond (HYG) 0.4 $55M 629k 87.94
Allergan 0.4 $55M 287k 191.17
Wright Medical Group Nv 0.4 $56M 1.8M 30.48
Tiffany & Co. 0.3 $52M 392k 133.65
Vaneck Vectors Russia Index Et 0.3 $51M 2.1M 24.97
Sun Life Financial (SLF) 0.3 $46M 1.0M 45.63
Renewable Energy 0.3 $47M 1.7M 26.95
Caesars Entertainment 0.3 $43M 3.2M 13.60
SK Tele 0.3 $42M 1.8M 23.11
Fiat Chrysler Auto 0.3 $41M 2.8M 14.74
Liberty Global Inc C 0.3 $39M 1.8M 21.80
CRH 0.2 $37M 920k 40.33
World Fuel Services Corporation (WKC) 0.2 $36M 821k 43.42
Tegna (TGNA) 0.2 $36M 2.1M 16.69
Charles Schwab Corporation (SCHW) 0.2 $34M 711k 47.56
Diageo (DEO) 0.2 $34M 203k 168.42
General Motors Company (GM) 0.2 $34M 926k 36.60
Sanmina (SANM) 0.2 $34M 999k 34.24
Pattern Energy 0.2 $34M 1.3M 26.75
Solaredge Technologies (SEDG) 0.2 $35M 363k 95.09
Insight Enterprises (NSIT) 0.2 $33M 470k 70.29
Group 1 Automotive (GPI) 0.2 $33M 328k 100.00
Cardlytics (CDLX) 0.2 $33M 517k 62.86
PPG Industries (PPG) 0.2 $31M 234k 133.49
Brady Corporation (BRC) 0.2 $32M 555k 57.26
Albemarle Corporation (ALB) 0.2 $32M 437k 73.04
Sunstone Hotel Investors (SHO) 0.2 $31M 2.2M 13.92
Mosaic (MOS) 0.2 $32M 1.5M 21.64
Antero Res (AR) 0.2 $31M 11M 2.85
Sociedad Quimica y Minera (SQM) 0.2 $30M 1.1M 26.69
PennyMac Mortgage Investment Trust (PMT) 0.2 $30M 1.4M 22.29
Herman Miller (MLKN) 0.2 $30M 716k 41.65
NetEase (NTES) 0.2 $30M 98k 306.64
Moog (MOG.A) 0.2 $30M 355k 85.33
Flagstar Ban 0.2 $30M 790k 38.25
Nielsen Hldgs Plc Shs Eur 0.2 $30M 1.5M 20.30
Innospec (IOSP) 0.2 $28M 271k 103.44
Meritor 0.2 $29M 1.1M 26.19
Ishares Trust Msci China msci china idx (MCHI) 0.2 $28M 443k 64.09
Sanofi-Aventis SA (SNY) 0.2 $26M 526k 50.20
IBERIABANK Corporation 0.2 $26M 351k 74.83
Tech Data Corporation 0.2 $27M 186k 143.60
Viacomcbs (PARA) 0.2 $27M 634k 41.97
Metropcs Communications (TMUS) 0.2 $25M 321k 78.42
Essent (ESNT) 0.2 $26M 495k 51.99
Axalta Coating Sys (AXTA) 0.2 $25M 835k 30.40
Xenia Hotels & Resorts (XHR) 0.2 $26M 1.2M 21.61
Pennymac Financial Services (PFSI) 0.2 $26M 759k 34.04
Digital Realty Trust (DLR) 0.2 $24M 198k 119.74
Federal Signal Corporation (FSS) 0.2 $24M 738k 32.25
Smith & Nephew (SNN) 0.2 $24M 491k 48.07
Builders FirstSource (BLDR) 0.2 $25M 963k 25.41
Hp (HPQ) 0.2 $23M 1.1M 20.55
Newmark Group (NMRK) 0.2 $24M 1.8M 13.45
Fulton Financial (FULT) 0.1 $23M 1.3M 17.43
Dr. Reddy's Laboratories (RDY) 0.1 $22M 536k 40.58
PNM Resources (TXNM) 0.1 $23M 449k 50.71
Corecivic (CXW) 0.1 $22M 1.3M 17.38
Range Resources (RRC) 0.1 $21M 4.4M 4.85
Intel Corporation (INTC) 0.1 $20M 340k 59.85
Universal Corporation (UVV) 0.1 $21M 368k 57.06
Telephone And Data Systems (TDS) 0.1 $21M 826k 25.43
Ally Financial (ALLY) 0.1 $21M 687k 30.56
Enova Intl (ENVA) 0.1 $21M 875k 24.06
Redfin Corp (RDFN) 0.1 $22M 1.0M 21.14
Berkshire Hathaway (BRK.B) 0.1 $20M 88k 226.50
iShares S&P 500 Index (IVV) 0.1 $20M 62k 323.24
Popular (BPOP) 0.1 $20M 344k 58.75
Ofg Ban (OFG) 0.1 $20M 845k 23.61
Portland General Electric Company (POR) 0.1 $19M 333k 55.79
Interactive Brokers (IBKR) 0.1 $18M 395k 46.62
Timken Company (TKR) 0.1 $18M 318k 56.31
Royal Dutch Shell 0.1 $17M 289k 59.97
Credit Acceptance (CACC) 0.1 $18M 41k 442.33
HDFC Bank (HDB) 0.1 $18M 275k 63.37
Sonic Automotive (SAH) 0.1 $18M 581k 31.00
Universal Forest Products 0.1 $17M 364k 47.70
Enersis 0.1 $18M 1.6M 10.98
Mellanox Technologies 0.1 $18M 157k 117.18
Acacia Communications 0.1 $18M 269k 67.81
Eventbrite (EB) 0.1 $18M 890k 20.17
Comcast Corporation (CMCSA) 0.1 $17M 375k 44.97
Occidental Petroleum Corporation (OXY) 0.1 $16M 382k 41.21
ACCO Brands Corporation (ACCO) 0.1 $16M 1.7M 9.36
Radian (RDN) 0.1 $17M 667k 25.16
Benchmark Electronics (BHE) 0.1 $16M 475k 34.36
Northwest Bancshares (NWBI) 0.1 $16M 983k 16.63
Dana Holding Corporation (DAN) 0.1 $17M 905k 18.20
Invesco Mortgage Capital 0.1 $17M 1.0M 16.65
Materion Corporation (MTRN) 0.1 $16M 276k 59.45
Acushnet Holdings Corp (GOLF) 0.1 $17M 513k 32.50
Pfizer (PFE) 0.1 $15M 374k 39.18
Amgen (AMGN) 0.1 $15M 63k 241.07
Pepsi (PEP) 0.1 $14M 104k 136.67
Comtech Telecomm (CMTL) 0.1 $15M 407k 35.49
Inter Parfums (IPAR) 0.1 $15M 208k 72.71
HEICO Corporation (HEI.A) 0.1 $15M 165k 89.53
Walker & Dunlop (WD) 0.1 $14M 222k 64.68
Israel Chemicals 0.1 $15M 3.1M 4.70
Infosys Technologies (INFY) 0.1 $14M 1.4M 10.32
Chevron Corporation (CVX) 0.1 $13M 106k 120.51
ConocoPhillips (COP) 0.1 $14M 212k 65.03
International Bancshares Corporation 0.1 $13M 309k 43.07
Stepan Company (SCL) 0.1 $13M 128k 102.44
SPX Corporation 0.1 $14M 278k 50.88
Schweitzer-Mauduit International (MATV) 0.1 $13M 306k 41.99
Adecoagro S A (AGRO) 0.1 $13M 1.6M 8.37
Qiwi (QIWI) 0.1 $13M 670k 19.36
Yum China Holdings (YUMC) 0.1 $13M 279k 48.01
Cgi Inc Cl A Sub Vtg (GIB) 0.1 $13M 159k 83.80
Ethan Allen Interiors (ETD) 0.1 $12M 645k 19.06
Shoe Carnival (SCVL) 0.1 $11M 305k 37.28
Target Corporation (TGT) 0.1 $12M 93k 128.21
Prestige Brands Holdings (PBH) 0.1 $13M 309k 40.50
Hilltop Holdings (HTH) 0.1 $12M 486k 24.93
Estee Lauder Companies (EL) 0.1 $12M 58k 206.54
Banco Macro SA (BMA) 0.1 $12M 323k 36.25
Zumiez (ZUMZ) 0.1 $13M 364k 34.54
Suncor Energy (SU) 0.1 $12M 375k 32.80
Summit Hotel Properties (INN) 0.1 $12M 941k 12.34
Laredo Petroleum Holdings 0.1 $11M 3.9M 2.87
Bloomin Brands (BLMN) 0.1 $12M 563k 22.07
Brp (DOOO) 0.1 $12M 256k 45.62
Warrior Met Coal (HCC) 0.1 $12M 543k 21.13
China Mobile 0.1 $11M 254k 42.27
Federated Investors (FHI) 0.1 $10M 318k 32.59
Verizon Communications (VZ) 0.1 $11M 178k 61.40
CSG Systems International (CSGS) 0.1 $11M 203k 51.78
Gilead Sciences (GILD) 0.1 $11M 172k 64.98
Southwestern Energy Company 0.1 $10M 4.2M 2.42
Sykes Enterprises, Incorporated 0.1 $9.9M 267k 36.99
Companhia de Saneamento Basi (SBS) 0.1 $11M 706k 15.05
Johnson Outdoors (JOUT) 0.1 $11M 137k 76.70
Vectrus (VVX) 0.1 $11M 213k 51.26
Ishares Tr msci china a (CNYA) 0.1 $11M 352k 30.44
At Home Group 0.1 $10M 1.9M 5.50
Laureate Education Inc cl a (LAUR) 0.1 $11M 605k 17.61
Corepoint Lodging Inc. Reit 0.1 $11M 1.0M 10.68
Bausch Health Companies (BHC) 0.1 $9.9M 330k 29.98
Magnolia Oil & Gas Corp magnolia oil & gas corp (MGY) 0.1 $9.8M 782k 12.58
Livent Corp 0.1 $10M 1.2M 8.55
Petroleo Brasileiro SA (PBR) 0.1 $9.0M 562k 15.94
Canadian Natl Ry (CNI) 0.1 $8.6M 95k 90.45
Kimberly-Clark Corporation (KMB) 0.1 $9.4M 69k 137.55
AVX Corporation 0.1 $8.9M 433k 20.47
Progress Software Corporation (PRGS) 0.1 $8.3M 201k 41.55
AGCO Corporation (AGCO) 0.1 $9.5M 123k 77.25
Lockheed Martin Corporation (LMT) 0.1 $8.4M 22k 389.38
GlaxoSmithKline 0.1 $9.2M 197k 46.99
Biogen Idec (BIIB) 0.1 $8.9M 30k 296.73
Applied Materials (AMAT) 0.1 $8.4M 138k 61.04
Griffon Corporation (GFF) 0.1 $9.5M 469k 20.33
Haverty Furniture Companies (HVT) 0.1 $8.3M 412k 20.16
Core-Mark Holding Company 0.1 $8.4M 308k 27.19
Concho Resources 0.1 $8.4M 96k 87.57
Intuit (INTU) 0.1 $9.7M 37k 261.93
Washington Federal (WAFD) 0.1 $8.4M 229k 36.65
Stoneridge (SRI) 0.1 $8.2M 281k 29.32
Carpenter Technology Corporation (CRS) 0.1 $8.5M 171k 49.78
Intl Fcstone 0.1 $8.4M 173k 48.83
Wpx Energy 0.1 $9.1M 664k 13.74
Hyster Yale Materials Handling (HY) 0.1 $8.5M 145k 58.96
Walgreen Boots Alliance 0.1 $9.1M 154k 58.96
Centennial Resource Developmen cs 0.1 $8.4M 1.8M 4.62
Avaya Holdings Corp 0.1 $8.3M 612k 13.50
Designer Brands (DBI) 0.1 $8.9M 564k 15.74
Devon Energy Corporation (DVN) 0.1 $7.8M 299k 25.97
Continental Resources 0.1 $7.8M 228k 34.30
Best Buy (BBY) 0.1 $7.2M 81k 87.80
La-Z-Boy Incorporated (LZB) 0.1 $6.8M 217k 31.48
Synopsys (SNPS) 0.1 $7.9M 57k 139.20
eBay (EBAY) 0.1 $7.3M 203k 36.11
Nike (NKE) 0.1 $7.8M 77k 101.31
EOG Resources (EOG) 0.1 $7.4M 88k 83.76
First Solar (FSLR) 0.1 $7.4M 132k 55.96
Pioneer Natural Resources 0.1 $8.1M 54k 151.37
W&T Offshore (WTI) 0.1 $7.2M 1.3M 5.56
PolyOne Corporation 0.1 $7.4M 202k 36.79
Canadian Solar (CSIQ) 0.1 $8.2M 370k 22.10
Cimarex Energy 0.1 $8.0M 153k 52.49
Credicorp (BAP) 0.1 $7.6M 36k 213.13
TriCo Bancshares (TCBK) 0.1 $7.7M 188k 40.81
PC Connection (CNXN) 0.1 $7.4M 148k 49.66
EQT Corporation (EQT) 0.1 $7.1M 656k 10.90
Hollysys Automation Technolo (HOLI) 0.1 $7.2M 442k 16.41
First Defiance Financial 0.1 $6.9M 220k 31.49
Motorola Solutions (MSI) 0.1 $7.1M 44k 161.15
Pdc Energy 0.1 $8.2M 312k 26.17
Eaton (ETN) 0.1 $7.8M 82k 94.72
Diamondback Energy (FANG) 0.1 $7.1M 77k 92.85
National Gen Hldgs 0.1 $7.5M 341k 22.10
Investors Ban 0.1 $8.2M 685k 11.92
Parsley Energy Inc-class A 0.1 $8.0M 422k 18.91
Fastly Inc cl a (FSLY) 0.1 $7.4M 370k 20.07
iStar Financial 0.0 $5.8M 397k 14.51
Progressive Corporation (PGR) 0.0 $5.6M 78k 72.38
Ameriprise Financial (AMP) 0.0 $6.3M 38k 166.59
Cabot Oil & Gas Corporation (CTRA) 0.0 $6.2M 356k 17.41
Baxter International (BAX) 0.0 $5.6M 67k 83.61
Bristol Myers Squibb (BMY) 0.0 $6.4M 100k 64.19
Greif (GEF) 0.0 $6.1M 137k 44.20
Office Depot 0.0 $6.0M 2.2M 2.74
Cadence Design Systems (CDNS) 0.0 $6.6M 95k 69.36
Mueller Industries (MLI) 0.0 $5.6M 177k 31.75
Pampa Energia (PAM) 0.0 $6.1M 369k 16.43
Kimball International 0.0 $5.7M 276k 20.67
New Oriental Education & Tech 0.0 $5.9M 49k 121.26
Dime Community Bancshares 0.0 $6.1M 293k 20.89
Tredegar Corporation (TG) 0.0 $5.9M 263k 22.35
BorgWarner (BWA) 0.0 $5.6M 128k 43.38
Knoll 0.0 $5.6M 223k 25.26
Ingles Markets, Incorporated (IMKTA) 0.0 $5.6M 118k 47.51
Ducommun Incorporated (DCO) 0.0 $5.3M 104k 50.53
K12 0.0 $5.5M 273k 20.35
Vera Bradley (VRA) 0.0 $5.9M 501k 11.80
Banner Corp (BANR) 0.0 $6.0M 106k 56.59
Mondelez Int (MDLZ) 0.0 $6.5M 119k 55.08
Usa Compression Partners (USAC) 0.0 $5.4M 300k 18.14
Jd (JD) 0.0 $6.5M 184k 35.23
Spok Holdings (SPOK) 0.0 $5.6M 460k 12.23
Hewlett Packard Enterprise (HPE) 0.0 $6.5M 411k 15.86
Ishares Msci Russia Capped E ishrmscirub 0.0 $6.7M 157k 42.66
Delphi Automotive Inc international 0.0 $5.6M 59k 94.97
Spotify Technology Sa (SPOT) 0.0 $5.7M 38k 149.55
Ellington Financial Inc ellington financ (EFC) 0.0 $6.5M 357k 18.33
Xp Inc cl a (XP) 0.0 $5.4M 140k 38.52
Owens Corning (OC) 0.0 $4.8M 74k 65.12
Genworth Financial (GNW) 0.0 $4.5M 1.0M 4.40
Electronic Arts (EA) 0.0 $5.0M 46k 107.51
Tyson Foods (TSN) 0.0 $5.1M 56k 91.03
Adtran 0.0 $4.9M 494k 9.89
Allstate Corporation (ALL) 0.0 $4.3M 39k 112.46
Capital One Financial (COF) 0.0 $4.0M 39k 102.90
Colgate-Palmolive Company (CL) 0.0 $4.6M 67k 68.85
General Mills (GIS) 0.0 $4.7M 88k 53.55
Deluxe Corporation (DLX) 0.0 $4.5M 90k 49.92
Hershey Company (HSY) 0.0 $4.1M 28k 146.99
Micron Technology (MU) 0.0 $3.9M 73k 53.79
Brinker International (EAT) 0.0 $4.1M 98k 42.00
ON Semiconductor (ON) 0.0 $4.6M 190k 24.38
Juniper Networks (JNPR) 0.0 $4.0M 161k 24.63
Baidu (BIDU) 0.0 $4.5M 36k 126.39
Lam Research Corporation 0.0 $4.6M 16k 292.41
Camden National Corporation (CAC) 0.0 $4.5M 98k 46.06
Digi International (DGII) 0.0 $3.8M 212k 17.72
Computer Programs & Systems (TBRG) 0.0 $4.1M 157k 26.40
Ennis (EBF) 0.0 $4.9M 225k 21.65
Marcus Corporation (MCS) 0.0 $4.5M 140k 31.77
Rambus (RMBS) 0.0 $5.2M 374k 13.77
Standard Motor Products (SMP) 0.0 $3.8M 72k 53.21
M.D.C. Holdings 0.0 $4.1M 107k 38.16
Oppenheimer Holdings (OPY) 0.0 $4.8M 174k 27.48
Unisys Corporation (UIS) 0.0 $5.2M 441k 11.86
Garmin (GRMN) 0.0 $4.1M 42k 97.55
TAL Education (TAL) 0.0 $4.1M 85k 48.20
Independent Bank Corporation (IBCP) 0.0 $4.6M 203k 22.65
Te Connectivity Ltd for 0.0 $4.3M 45k 95.84
Phillips 66 (PSX) 0.0 $4.7M 42k 111.40
Realogy Hldgs (HOUS) 0.0 $4.0M 417k 9.68
Waterstone Financial (WSBF) 0.0 $3.9M 204k 19.03
Liberty Tripadvisor Hldgs (LTRPA) 0.0 $4.3M 591k 7.35
Sesa Sterlite Ltd sp 0.0 $4.5M 522k 8.63
Nii Holdings 0.0 $4.9M 2.3M 2.17
Varex Imaging (VREX) 0.0 $4.3M 146k 29.81
Bonanza Creek Energy I 0.0 $4.9M 212k 23.34
Perspecta 0.0 $4.7M 179k 26.44
Trip Com Intl Ltd Sponsored Ad (TCOM) 0.0 $4.6M 137k 33.54
China Petroleum & Chemical 0.0 $3.4M 57k 60.14
Scholastic Corporation (SCHL) 0.0 $2.3M 60k 38.45
Cummins (CMI) 0.0 $3.2M 18k 178.94
Hologic (HOLX) 0.0 $2.3M 44k 52.21
Host Hotels & Resorts (HST) 0.0 $2.7M 148k 18.55
Northrop Grumman Corporation (NOC) 0.0 $3.2M 9.4k 344.01
Steelcase (SCS) 0.0 $3.7M 181k 20.46
Avista Corporation (AVA) 0.0 $2.5M 52k 48.10
Interpublic Group of Companies (IPG) 0.0 $2.4M 106k 23.10
McKesson Corporation (MCK) 0.0 $2.6M 19k 138.32
Callaway Golf Company (MODG) 0.0 $2.7M 125k 21.20
Exelon Corporation (EXC) 0.0 $2.6M 56k 45.59
Fifth Third Ban (FITB) 0.0 $2.3M 75k 30.74
Omni (OMC) 0.0 $3.6M 45k 81.02
PDL BioPharma 0.0 $3.7M 1.1M 3.24
Paccar (PCAR) 0.0 $3.2M 41k 79.10
Amazon (AMZN) 0.0 $2.2M 1.2k 1847.99
Employers Holdings (EIG) 0.0 $3.6M 87k 41.75
Amdocs Ltd ord (DOX) 0.0 $2.4M 34k 72.20
Central Garden & Pet (CENT) 0.0 $2.5M 80k 31.07
Silgan Holdings (SLGN) 0.0 $2.8M 90k 31.08
Kelly Services (KELYA) 0.0 $3.5M 153k 22.58
Great Southern Ban (GSBC) 0.0 $3.0M 47k 63.33
El Paso Electric Company 0.0 $2.3M 34k 67.88
Gorman-Rupp Company (GRC) 0.0 $3.4M 91k 37.50
Koppers Holdings (KOP) 0.0 $3.1M 80k 38.22
Teledyne Technologies Incorporated (TDY) 0.0 $3.4M 9.8k 346.56
Textron (TXT) 0.0 $2.5M 57k 44.60
Denbury Resources 0.0 $3.7M 2.7M 1.41
DSP 0.0 $3.7M 237k 15.74
Matrix Service Company (MTRX) 0.0 $3.6M 156k 22.88
Weis Markets (WMK) 0.0 $3.0M 75k 40.49
Sandy Spring Ban (SASR) 0.0 $3.5M 93k 37.88
Rex American Resources (REX) 0.0 $3.6M 44k 81.97
Transportadora de Gas del Sur SA (TGS) 0.0 $2.6M 370k 7.17
Westwood Holdings (WHG) 0.0 $2.8M 96k 29.62
Yamana Gold 0.0 $3.2M 817k 3.96
Alpha & Omega Semiconductor (AOSL) 0.0 $2.4M 179k 13.62
Industries N shs - a - (LYB) 0.0 $3.4M 37k 94.47
Sierra Ban (BSRR) 0.0 $2.9M 101k 29.12
Genie Energy Ltd-b cl b (GNE) 0.0 $2.3M 297k 7.73
Artisan Partners (APAM) 0.0 $3.2M 99k 32.32
Cdw (CDW) 0.0 $3.7M 26k 142.86
Citizens Financial (CFG) 0.0 $2.3M 56k 40.60
Archrock (AROC) 0.0 $2.7M 273k 10.04
Johnson Controls International Plc equity (JCI) 0.0 $2.3M 57k 40.70
Donnelley Finl Solutions (DFIN) 0.0 $3.2M 304k 10.47
Xperi 0.0 $3.4M 183k 18.50
Curo Group Holdings Corp (CUROQ) 0.0 $3.6M 293k 12.18
Huazhu Group (HTHT) 0.0 $2.6M 66k 40.08
Talos Energy (TALO) 0.0 $3.1M 102k 30.15
Tronc 0.0 $2.8M 215k 13.16
Office Pptys Income Tr Com Shs Ben Int reit (OPI) 0.0 $2.4M 76k 32.14
L3harris Technologies (LHX) 0.0 $2.7M 14k 197.89
Bbva Argentina Sa- (BBAR) 0.0 $3.6M 652k 5.57
Rts/bristol-myers Squibb Compa 0.0 $2.3M 751k 3.01
Hasbro (HAS) 0.0 $1.2M 11k 105.61
Cnooc 0.0 $933k 5.6k 166.61
HSBC Holdings (HSBC) 0.0 $1.0M 26k 39.11
Hartford Financial Services (HIG) 0.0 $1.9M 32k 60.77
Principal Financial (PFG) 0.0 $2.1M 39k 55.00
FTI Consulting (FCN) 0.0 $928k 8.4k 110.65
Lincoln National Corporation (LNC) 0.0 $1.3M 22k 59.00
Legg Mason 0.0 $2.2M 61k 35.91
SEI Investments Company (SEIC) 0.0 $1.6M 24k 65.50
AutoNation (AN) 0.0 $851k 18k 48.61
Dick's Sporting Goods (DKS) 0.0 $1.1M 22k 49.49
Pulte (PHM) 0.0 $1.8M 45k 38.80
Citrix Systems 0.0 $1.5M 13k 110.87
Curtiss-Wright (CW) 0.0 $1.6M 11k 140.91
H&R Block (HRB) 0.0 $1.0M 44k 23.47
Royal Caribbean Cruises (RCL) 0.0 $1.5M 12k 133.53
CACI International (CACI) 0.0 $1.5M 6.0k 250.00
Regions Financial Corporation (RF) 0.0 $1.6M 94k 17.16
Hanesbrands (HBI) 0.0 $1.6M 107k 14.85
Entegris (ENTG) 0.0 $1.0M 20k 50.09
Whirlpool Corporation (WHR) 0.0 $2.0M 14k 147.55
Helen Of Troy (HELE) 0.0 $1.3M 7.0k 179.86
Regis Corporation 0.0 $2.1M 118k 17.87
AmerisourceBergen (COR) 0.0 $2.0M 24k 85.02
Vishay Intertechnology (VSH) 0.0 $977k 46k 21.29
Arrow Electronics (ARW) 0.0 $1.6M 19k 84.74
Avnet (AVT) 0.0 $931k 22k 42.44
Williams-Sonoma (WSM) 0.0 $765k 10k 73.42
Maxim Integrated Products 0.0 $2.1M 35k 61.50
Encore Capital (ECPG) 0.0 $1.8M 52k 35.35
Old Republic International Corporation (ORI) 0.0 $1.4M 60k 22.37
Magna Intl Inc cl a (MGA) 0.0 $2.1M 37k 54.84
Roper Industries (ROP) 0.0 $1.9M 5.3k 354.19
Resources Connection (RGP) 0.0 $2.0M 123k 16.33
NVR (NVR) 0.0 $1.5M 396.00 3808.08
Financial Institutions (FISI) 0.0 $2.2M 68k 32.10
Amkor Technology (AMKR) 0.0 $1.4M 108k 13.00
American Vanguard (AVD) 0.0 $1.5M 76k 19.47
CTS Corporation (CTS) 0.0 $1.5M 50k 30.00
Edison International (EIX) 0.0 $1.3M 18k 75.39
Jones Lang LaSalle Incorporated (JLL) 0.0 $1.2M 7.0k 174.16
Key (KEY) 0.0 $1.7M 85k 20.24
Seagate Technology Com Stk 0.0 $2.2M 37k 59.50
Banco Santander-Chile (BSAC) 0.0 $1.8M 76k 23.07
Brookline Ban 0.0 $823k 50k 16.46
Flextronics International Ltd Com Stk (FLEX) 0.0 $765k 61k 12.62
Huntsman Corporation (HUN) 0.0 $1.3M 53k 24.16
MKS Instruments (MKSI) 0.0 $852k 7.7k 109.98
Oshkosh Corporation (OSK) 0.0 $1.8M 19k 94.63
Reliance Steel & Aluminum (RS) 0.0 $1.4M 11k 119.76
Asbury Automotive (ABG) 0.0 $917k 8.2k 111.83
Bruker Corporation (BRKR) 0.0 $1.3M 25k 50.96
Columbia Sportswear Company (COLM) 0.0 $1.5M 15k 100.22
Dril-Quip (DRQ) 0.0 $1.3M 28k 46.90
DTE Energy Company (DTE) 0.0 $1.2M 9.5k 129.89
First Community Bancshares (FCBC) 0.0 $2.2M 69k 31.02
Flushing Financial Corporation (FFIC) 0.0 $1.4M 64k 21.61
G-III Apparel (GIII) 0.0 $2.0M 59k 33.50
Gulfport Energy Corporation 0.0 $1.2M 411k 3.04
Lithia Motors (LAD) 0.0 $938k 6.4k 146.95
M/I Homes (MHO) 0.0 $1.8M 45k 39.35
Modine Manufacturing (MOD) 0.0 $1.4M 181k 7.70
MTS Systems Corporation 0.0 $1.7M 35k 48.03
Raymond James Financial (RJF) 0.0 $1.4M 16k 89.44
Skechers USA 0.0 $1.1M 26k 43.20
Unitil Corporation (UTL) 0.0 $1.9M 30k 61.82
West Pharmaceutical Services (WST) 0.0 $1.2M 8.2k 150.38
Ciena Corporation (CIEN) 0.0 $1.6M 38k 42.69
Deckers Outdoor Corporation (DECK) 0.0 $1.1M 6.7k 168.81
Pan American Silver Corp Can (PAAS) 0.0 $1.1M 45k 23.69
Provident Financial Services (PFS) 0.0 $912k 37k 24.65
Skyworks Solutions (SWKS) 0.0 $1.6M 13k 120.87
First Financial Corporation (THFF) 0.0 $1.5M 32k 45.71
Trustmark Corporation (TRMK) 0.0 $1.3M 37k 34.51
Associated Banc- (ASB) 0.0 $2.2M 100k 22.04
BancFirst Corporation (BANF) 0.0 $2.1M 33k 62.43
BankFinancial Corporation (BFIN) 0.0 $875k 67k 13.08
Compania Cervecerias Unidas (CCU) 0.0 $1.1M 57k 18.96
CRA International (CRAI) 0.0 $2.0M 36k 54.47
Community Trust Ban (CTBI) 0.0 $1.8M 39k 46.64
Nic 0.0 $2.2M 100k 22.35
Gentex Corporation (GNTX) 0.0 $2.2M 75k 28.98
Movado (MOV) 0.0 $829k 38k 21.73
Otter Tail Corporation (OTTR) 0.0 $933k 18k 51.26
Peoples Ban (PEBO) 0.0 $1.1M 33k 34.66
Republic Bancorp, Inc. KY (RBCAA) 0.0 $1.1M 24k 46.80
SYNNEX Corporation (SNX) 0.0 $1.2M 9.0k 128.79
Systemax 0.0 $1.2M 50k 25.15
TrustCo Bank Corp NY 0.0 $1.2M 136k 8.67
UMB Financial Corporation (UMBF) 0.0 $1.2M 17k 68.65
Village Super Market (VLGEA) 0.0 $964k 42k 23.21
Olympic Steel (ZEUS) 0.0 $1.3M 70k 17.92
Federal Agricultural Mortgage (AGM) 0.0 $2.0M 24k 83.50
Hackett (HCKT) 0.0 $1.2M 75k 16.15
Wey (WEYS) 0.0 $1.2M 46k 26.44
Macatawa Bank Corporation (MCBC) 0.0 $953k 86k 11.13
Teradyne (TER) 0.0 $2.0M 29k 68.19
Grupo Aeroportuario del Centro Nort (OMAB) 0.0 $1.3M 23k 59.96
National Instruments 0.0 $836k 20k 42.33
United Community Financial 0.0 $1.1M 91k 11.66
CNB Financial Corporation (CCNE) 0.0 $890k 27k 32.67
First American Financial (FAF) 0.0 $1.7M 29k 58.33
Miller Industries (MLR) 0.0 $1.5M 41k 37.14
SM Energy (SM) 0.0 $1.9M 166k 11.24
Seneca Foods Corporation (SENEA) 0.0 $1.9M 46k 40.79
Bassett Furniture Industries (BSET) 0.0 $799k 48k 16.68
Northrim Ban (NRIM) 0.0 $848k 22k 38.29
China Yuchai Intl (CYD) 0.0 $2.1M 159k 13.33
Territorial Ban (TBNK) 0.0 $1.8M 57k 30.93
Changyou 0.0 $1.2M 120k 9.79
CNO Financial (CNO) 0.0 $2.2M 122k 18.13
IDT Corporation (IDT) 0.0 $993k 138k 7.21
Masimo Corporation (MASI) 0.0 $1.4M 8.6k 158.10
National CineMedia 0.0 $1.8M 252k 7.29
Genpact (G) 0.0 $1.2M 29k 42.19
Evolution Petroleum Corporation (EPM) 0.0 $939k 172k 5.47
Mag Silver Corp 0.0 $1.2M 104k 11.84
HealthStream (HSTM) 0.0 $1.6M 59k 27.20
Kraton Performance Polymers 0.0 $1.4M 56k 25.32
Fonar Corporation (FONR) 0.0 $920k 47k 19.70
Vishay Precision (VPG) 0.0 $1.9M 56k 33.99
Booz Allen Hamilton Holding Corporation (BAH) 0.0 $2.0M 28k 71.12
Century Ban 0.0 $1.8M 20k 89.98
Rocky Brands (RCKY) 0.0 $2.0M 68k 29.42
MutualFirst Financial 0.0 $949k 24k 39.65
FutureFuel (FF) 0.0 $1.6M 130k 12.39
Farmers Natl Banc Corp (FMNB) 0.0 $1.1M 66k 16.31
Fortuna Silver Mines 0.0 $1.9M 455k 4.08
Cbre Group Inc Cl A (CBRE) 0.0 $2.2M 35k 61.28
Ag Mtg Invt Tr 0.0 $1.8M 115k 15.42
Expedia (EXPE) 0.0 $1.4M 13k 108.11
J Global (ZD) 0.0 $1.0M 11k 93.69
Rexnord 0.0 $1.4M 44k 32.61
Retail Properties Of America 0.0 $2.0M 148k 13.40
Lpl Financial Holdings (LPLA) 0.0 $1.4M 15k 92.24
Hometrust Bancshares (HTB) 0.0 $1.1M 40k 26.82
Tenet Healthcare Corporation (THC) 0.0 $1.3M 34k 38.02
Graham Hldgs (GHC) 0.0 $1.1M 1.8k 638.89
Sp Plus 0.0 $976k 23k 42.43
Nicolet Bankshares (NIC) 0.0 $1.1M 15k 73.84
Navient Corporation equity (NAVI) 0.0 $1.7M 124k 13.68
Geo Group Inc/the reit (GEO) 0.0 $2.1M 128k 16.61
Trinseo S A 0.0 $826k 22k 37.21
Veritiv Corp - When Issued 0.0 $1.4M 72k 19.67
Meridian Ban 0.0 $2.0M 100k 20.09
Kimball Electronics (KE) 0.0 $2.0M 116k 17.55
Outfront Media 0.0 $1.2M 45k 26.81
Dhi (DHX) 0.0 $2.0M 680k 3.01
Civista Bancshares Inc equity (CIVB) 0.0 $1.2M 50k 24.01
Hersha Hospitality Tr Pr Shs Ben Int 0.0 $2.0M 136k 14.55
Gyrodyne Llc Cmn (GYRO) 0.0 $2.1M 113k 18.85
Onemain Holdings (OMF) 0.0 $1.2M 28k 42.16
Itt (ITT) 0.0 $1.4M 19k 73.92
California Res Corp 0.0 $1.9M 211k 9.03
Integer Hldgs (ITGR) 0.0 $1.1M 14k 80.43
Axcelis Technologies (ACLS) 0.0 $961k 40k 24.09
Sandridge Energy (SD) 0.0 $1.7M 394k 4.24
Penn Va 0.0 $1.9M 64k 30.35
Src Energy 0.0 $942k 229k 4.12
Solaris Oilfield Infrstr (SEI) 0.0 $920k 66k 14.00
Clarus Corp (CLAR) 0.0 $1.3M 97k 13.56
Cnx Resources Corporation (CNX) 0.0 $1.1M 127k 8.85
Delphi Technologies 0.0 $1.5M 121k 12.83
Braemar Hotels And Resorts (BHR) 0.0 $981k 110k 8.93
Fednat Holding 0.0 $1.7M 101k 16.63
Cushman Wakefield (CWK) 0.0 $2.2M 108k 20.44
Apollo Investment Corp. (MFIC) 0.0 $1.0M 59k 17.45
Corteva (CTVA) 0.0 $973k 33k 29.57
Xerox Corp (XRX) 0.0 $2.0M 53k 36.87
Onto Innovation (ONTO) 0.0 $1.9M 53k 36.55
Gannett (GCI) 0.0 $2.0M 311k 6.38
Banco Santander (BSBR) 0.0 $405k 33k 12.13
ICICI Bank (IBN) 0.0 $504k 33k 15.09
iShares MSCI Emerging Markets Indx (EEM) 0.0 $382k 8.5k 44.84
Emcor (EME) 0.0 $635k 7.4k 86.29
Waste Management (WM) 0.0 $382k 3.4k 113.86
KB Home (KBH) 0.0 $546k 16k 34.27
Career Education 0.0 $703k 38k 18.40
Kohl's Corporation (KSS) 0.0 $732k 14k 50.96
NetApp (NTAP) 0.0 $565k 9.1k 62.29
Pitney Bowes (PBI) 0.0 $333k 83k 4.03
V.F. Corporation (VFC) 0.0 $229k 2.3k 99.57
Adobe Systems Incorporated (ADBE) 0.0 $462k 1.4k 330.00
AFLAC Incorporated (AFL) 0.0 $291k 5.5k 52.91
Automatic Data Processing (ADP) 0.0 $339k 2.0k 170.69
Avery Dennison Corporation (AVY) 0.0 $293k 2.2k 130.80
Itron (ITRI) 0.0 $277k 3.3k 83.94
Air Products & Chemicals (APD) 0.0 $399k 1.7k 234.71
Universal Electronics (UEIC) 0.0 $439k 8.4k 52.26
NCR Corporation (VYX) 0.0 $711k 20k 35.14
Stryker Corporation (SYK) 0.0 $273k 1.3k 210.00
KB Financial (KB) 0.0 $352k 8.5k 41.41
Ban (TBBK) 0.0 $323k 25k 12.97
Monarch Casino & Resort (MCRI) 0.0 $712k 15k 48.52
Mercantile Bank (MBWM) 0.0 $609k 17k 36.47
Darling International (DAR) 0.0 $272k 9.7k 28.04
Wyndham Worldwide Corporation 0.0 $745k 14k 51.68
Advanced Energy Industries (AEIS) 0.0 $570k 8.0k 71.25
Brooks Automation (AZTA) 0.0 $390k 9.3k 41.94
Companhia Paranaense de Energia 0.0 $173k 10k 16.96
Cohu (COHU) 0.0 $265k 12k 22.84
EnerSys (ENS) 0.0 $561k 7.5k 74.80
Methode Electronics (MEI) 0.0 $704k 18k 39.33
Cedar Shopping Centers 0.0 $697k 236k 2.95
Donegal (DGICA) 0.0 $150k 10k 14.77
Grupo Financiero Galicia (GGAL) 0.0 $190k 12k 16.24
HNI Corporation (HNI) 0.0 $467k 13k 37.46
Heidrick & Struggles International (HSII) 0.0 $510k 16k 32.48
Innophos Holdings 0.0 $521k 16k 31.96
Ingersoll-rand Co Ltd-cl A 0.0 $625k 4.7k 132.98
EnPro Industries (NPO) 0.0 $555k 8.3k 66.87
Piper Jaffray Companies (PIPR) 0.0 $496k 6.2k 80.00
Preformed Line Products Company (PLPC) 0.0 $465k 7.7k 60.39
Plexus (PLXS) 0.0 $746k 9.7k 76.91
Rush Enterprises (RUSHA) 0.0 $553k 12k 46.47
Cbiz (CBZ) 0.0 $682k 25k 26.97
ESSA Ban (ESSA) 0.0 $385k 23k 16.96
Harmony Gold Mining (HMY) 0.0 $55k 15k 3.64
KLA-Tencor Corporation (KLAC) 0.0 $467k 2.6k 178.24
United Microelectronics (UMC) 0.0 $213k 79k 2.68
Valmont Industries (VMI) 0.0 $210k 1.4k 150.00
Hallmark Financial Services 0.0 $334k 19k 17.57
Old Second Ban (OSBC) 0.0 $385k 29k 13.46
Star Gas Partners (SGU) 0.0 $390k 41k 9.47
State Auto Financial 0.0 $639k 21k 31.02
West Bancorporation (WTBA) 0.0 $615k 24k 25.62
Citi Trends (CTRN) 0.0 $744k 32k 23.11
Hurco Companies (HURC) 0.0 $633k 17k 38.36
Park-Ohio Holdings (PKOH) 0.0 $686k 20k 33.63
Hooker Furniture Corporation (HOFT) 0.0 $424k 17k 25.70
RTI Biologics 0.0 $576k 210k 2.74
CONSOLIDATED WATER CO Inc Com Stk (CWCO) 0.0 $544k 33k 16.29
MDC PARTNERS INC CL A SUB Vtg 0.0 $66k 24k 2.80
Marlin Business Services 0.0 $289k 13k 21.98
Bel Fuse (BELFB) 0.0 $487k 24k 20.50
Carriage Services (CSV) 0.0 $410k 16k 25.62
Marchex (MCHX) 0.0 $704k 186k 3.78
ePlus (PLUS) 0.0 $236k 2.8k 84.29
Quanex Building Products Corporation (NX) 0.0 $449k 26k 17.07
Timberland Ban (TSBK) 0.0 $277k 9.3k 29.78
Shiloh Industries 0.0 $73k 21k 3.55
Westport Innovations 0.0 $31k 13k 2.38
First Financial Northwest (FFNW) 0.0 $246k 17k 14.93
Information Services (III) 0.0 $340k 134k 2.53
Achillion Pharmaceuticals 0.0 $526k 87k 6.03
Douglas Dynamics (PLOW) 0.0 $264k 4.8k 55.09
Riverview Ban (RVSB) 0.0 $348k 42k 8.22
American National BankShares 0.0 $210k 5.3k 39.48
First Ban (FBNC) 0.0 $263k 6.6k 39.85
Univest Corp. of PA (UVSP) 0.0 $503k 19k 26.76
Premier Financial Ban 0.0 $574k 32k 18.14
Zagg 0.0 $356k 44k 8.11
LCNB (LCNB) 0.0 $672k 35k 19.31
Visteon Corporation (VC) 0.0 $364k 4.2k 86.67
Escalade (ESCA) 0.0 $188k 19k 9.83
United Security Bancshares (UBFO) 0.0 $167k 16k 10.73
B2gold Corp (BTG) 0.0 $51k 13k 4.05
Citigroup (C) 0.0 $439k 5.5k 79.82
Pvh Corporation (PVH) 0.0 $226k 2.2k 104.92
Zynga 0.0 $158k 26k 6.13
Interface (TILE) 0.0 $260k 16k 16.56
Ares Coml Real Estate (ACRE) 0.0 $203k 13k 15.86
Natural Grocers By Vitamin C (NGVC) 0.0 $226k 23k 9.87
Geospace Technologies (GEOS) 0.0 $387k 23k 16.75
Boise Cascade (BCC) 0.0 $235k 6.4k 36.54
Tri Pointe Homes (TPH) 0.0 $446k 29k 15.59
News (NWSA) 0.0 $681k 48k 14.13
Channeladvisor 0.0 $95k 11k 9.05
Murphy Usa (MUSA) 0.0 $667k 5.7k 117.06
Mix Telematics Ltd - 0.0 $224k 17k 12.96
Aramark Hldgs (ARMK) 0.0 $206k 4.8k 43.35
Spartannash 0.0 $543k 38k 14.25
Fnf (FNF) 0.0 $599k 13k 45.38
Jumei Intl Hldg Ltd Sponsored 0.0 $518k 253k 2.05
Cheetah Mobile 0.0 $311k 86k 3.63
Michaels Cos Inc/the 0.0 $151k 19k 8.07
Ryerson Tull (RYI) 0.0 $550k 47k 11.83
Lamar Advertising Co-a (LAMR) 0.0 $697k 7.8k 89.29
Agrofresh Solutions 0.0 $266k 103k 2.58
Atkore Intl (ATKR) 0.0 $582k 14k 40.43
Protagonist Therapeutics (PTGX) 0.0 $141k 20k 7.05
Leaf 0.0 $159k 40k 3.99
Fanhua Inc -ads american depository receipt 0.0 $738k 28k 25.99
Silverbow Resources (SBOW) 0.0 $280k 28k 9.89
Wideopenwest (WOW) 0.0 $319k 43k 7.42
Ribbon Communication (RBBN) 0.0 $35k 11k 3.10
Sogou 0.0 $360k 79k 4.55
Liberty Interactive Corp 0.0 $175k 21k 8.41
Fts International 0.0 $77k 74k 1.04
Protective Insurance 0.0 $656k 41k 16.08
Amalgamated Bk New York N Y class a 0.0 $360k 19k 19.46
Dynex Cap (DX) 0.0 $697k 41k 16.93
Brightsphere Investment Group (AAMI) 0.0 $655k 64k 10.22
Cimpress Plc Com Eur0.01 (CMPR) 0.0 $678k 5.4k 125.79