Grantham, Mayo, Van Otterloo & Co as of Dec. 31, 2016
Portfolio Holdings for Grantham, Mayo, Van Otterloo & Co
Grantham, Mayo, Van Otterloo & Co holds 479 positions in its portfolio as reported in the December 2016 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Microsoft Corporation (MSFT) | 4.7 | $877M | 14M | 62.14 | |
| UnitedHealth (UNH) | 3.4 | $625M | 3.9M | 160.04 | |
| Apple (AAPL) | 3.3 | $612M | 5.3M | 115.82 | |
| Oracle Corporation (ORCL) | 3.3 | $607M | 16M | 38.45 | |
| Johnson & Johnson (JNJ) | 3.3 | $606M | 5.3M | 115.21 | |
| Cisco Systems (CSCO) | 2.8 | $527M | 17M | 30.22 | |
| American Express Company (AXP) | 2.5 | $461M | 6.2M | 74.08 | |
| 3M Company (MMM) | 2.4 | $448M | 2.5M | 178.57 | |
| Qualcomm (QCOM) | 2.4 | $444M | 6.8M | 65.20 | |
| Alphabet Inc Class A cs (GOOGL) | 2.4 | $442M | 558k | 792.45 | |
| Alphabet Inc Class C cs (GOOG) | 2.3 | $425M | 551k | 771.82 | |
| Philip Morris International (PM) | 1.8 | $339M | 3.7M | 91.49 | |
| Accenture (ACN) | 1.8 | $328M | 2.8M | 117.13 | |
| Monsanto Company | 1.7 | $308M | 2.9M | 105.21 | |
| Medtronic (MDT) | 1.6 | $307M | 4.3M | 71.23 | |
| Coca-Cola Company (KO) | 1.4 | $265M | 6.4M | 41.46 | |
| Cognizant Technology Solutions (CTSH) | 1.2 | $224M | 4.0M | 56.03 | |
| United Technologies Corporation | 1.2 | $218M | 2.0M | 109.62 | |
| Emerson Electric (EMR) | 1.2 | $218M | 3.9M | 55.75 | |
| Taiwan Semiconductor Mfg (TSM) | 1.1 | $207M | 7.2M | 28.75 | |
| iShares MSCI Emerging Markets Indx (EEM) | 1.1 | $200M | 5.7M | 35.01 | |
| Costco Wholesale Corporation (COST) | 1.0 | $190M | 1.2M | 160.11 | |
| Humana (HUM) | 1.0 | $185M | 906k | 204.03 | |
| Mobile TeleSystems OJSC | 1.0 | $184M | 20M | 9.11 | |
| Illinois Tool Works (ITW) | 1.0 | $181M | 1.5M | 122.46 | |
| Pfizer (PFE) | 0.9 | $177M | 5.5M | 32.48 | |
| Stryker Corporation (SYK) | 0.9 | $176M | 1.5M | 119.81 | |
| Abbott Laboratories (ABT) | 0.9 | $172M | 4.5M | 38.41 | |
| McDonald's Corporation (MCD) | 0.9 | $166M | 1.4M | 121.72 | |
| Schlumberger (SLB) | 0.9 | $161M | 1.9M | 83.95 | |
| Media Gen | 0.8 | $145M | 7.7M | 18.83 | |
| Honeywell International (HON) | 0.8 | $140M | 1.2M | 115.85 | |
| CHECK POINT SOFTWARE Technolog Com Stk (CHKP) | 0.7 | $137M | 1.6M | 84.46 | |
| Nxp Semiconductors N V (NXPI) | 0.7 | $133M | 1.4M | 98.01 | |
| Becton, Dickinson and (BDX) | 0.7 | $127M | 765k | 165.55 | |
| Cimpress N V Shs Euro | 0.7 | $120M | 1.3M | 91.61 | |
| Ishares Inc etp (EWT) | 0.6 | $113M | 3.8M | 29.37 | |
| BE Aerospace | 0.6 | $111M | 1.8M | 60.19 | |
| Texas Instruments Incorporated (TXN) | 0.6 | $111M | 1.5M | 72.97 | |
| MasterCard Incorporated (MA) | 0.6 | $110M | 1.1M | 103.25 | |
| Infosys Technologies (INFY) | 0.6 | $104M | 7.0M | 14.83 | |
| JPMorgan Chase & Co. (JPM) | 0.6 | $105M | 1.2M | 86.29 | |
| Via | 0.6 | $105M | 3.0M | 35.10 | |
| Deere & Company (DE) | 0.6 | $104M | 1.0M | 103.00 | |
| Level 3 Communications | 0.5 | $100M | 1.8M | 56.36 | |
| Anthem (ELV) | 0.5 | $101M | 702k | 143.77 | |
| Reynolds American | 0.5 | $99M | 1.8M | 56.04 | |
| Nike (NKE) | 0.5 | $98M | 1.9M | 50.83 | |
| Syngenta | 0.5 | $96M | 1.2M | 79.05 | |
| American International (AIG) | 0.5 | $95M | 1.5M | 65.31 | |
| Alibaba Group Holding (BABA) | 0.5 | $93M | 1.1M | 87.81 | |
| CVS Caremark Corporation (CVS) | 0.5 | $90M | 1.1M | 78.91 | |
| Home Depot (HD) | 0.5 | $89M | 661k | 134.08 | |
| iShares FTSE/Xinhua China 25 Index (FXI) | 0.5 | $88M | 2.5M | 34.71 | |
| Berkshire Hathaway (BRK.B) | 0.5 | $86M | 530k | 162.98 | |
| Verizon Communications (VZ) | 0.5 | $88M | 1.6M | 53.38 | |
| Linear Technology Corporation | 0.5 | $87M | 1.4M | 62.35 | |
| Cemex SAB de CV (CX) | 0.5 | $85M | 11M | 8.03 | |
| Pepsi (PEP) | 0.5 | $85M | 816k | 104.63 | |
| Intel Corporation (INTC) | 0.5 | $84M | 2.3M | 36.27 | |
| Eli Lilly & Co. (LLY) | 0.4 | $80M | 1.1M | 73.55 | |
| InterOil Corporation | 0.4 | $80M | 1.7M | 47.58 | |
| Liberty Media Corp Delaware Com C Siriusxm | 0.4 | $79M | 2.3M | 33.92 | |
| Analog Devices (ADI) | 0.4 | $77M | 1.1M | 72.62 | |
| Valero Energy Corporation (VLO) | 0.4 | $78M | 1.1M | 68.32 | |
| International Business Machines (IBM) | 0.4 | $76M | 456k | 165.99 | |
| Harman International Industries | 0.4 | $76M | 684k | 111.16 | |
| Travelers Companies (TRV) | 0.4 | $72M | 588k | 122.42 | |
| Intuit (INTU) | 0.4 | $72M | 629k | 114.61 | |
| GlaxoSmithKline | 0.4 | $70M | 1.8M | 38.51 | |
| Zimmer Holdings (ZBH) | 0.4 | $70M | 682k | 103.20 | |
| V.F. Corporation (VFC) | 0.4 | $68M | 1.3M | 53.35 | |
| Colgate-Palmolive Company (CL) | 0.4 | $68M | 1.0M | 65.44 | |
| Rockwell Automation (ROK) | 0.4 | $67M | 496k | 134.40 | |
| Whitewave Foods | 0.4 | $68M | 1.2M | 55.60 | |
| Atlantica Yield | 0.4 | $67M | 3.5M | 19.35 | |
| Teradata Corporation (TDC) | 0.3 | $63M | 2.3M | 27.17 | |
| Gilead Sciences (GILD) | 0.3 | $63M | 875k | 71.61 | |
| Dr Pepper Snapple | 0.3 | $64M | 704k | 90.67 | |
| Industries N shs - a - (LYB) | 0.3 | $63M | 732k | 85.78 | |
| TAL Education (TAL) | 0.3 | $63M | 902k | 70.15 | |
| Cerner Corporation | 0.3 | $61M | 1.3M | 47.37 | |
| TJX Companies (TJX) | 0.3 | $62M | 819k | 75.13 | |
| Wayfair (W) | 0.3 | $61M | 1.7M | 35.05 | |
| Western Refining | 0.3 | $59M | 1.6M | 37.85 | |
| St. Jude Medical | 0.3 | $59M | 731k | 80.19 | |
| Interactive Brokers (IBKR) | 0.3 | $58M | 1.6M | 36.51 | |
| Omni (OMC) | 0.3 | $56M | 654k | 85.11 | |
| Westar Energy | 0.3 | $56M | 988k | 56.35 | |
| General Motors Company (GM) | 0.3 | $56M | 1.6M | 34.84 | |
| Aercap Holdings Nv Ord Cmn (AER) | 0.3 | $54M | 1.3M | 41.61 | |
| Amphenol Corporation (APH) | 0.3 | $53M | 787k | 67.20 | |
| Ally Financial (ALLY) | 0.3 | $50M | 2.6M | 19.02 | |
| Group Cgi Cad Cl A | 0.3 | $48M | 991k | 48.05 | |
| Paychex (PAYX) | 0.2 | $46M | 749k | 60.88 | |
| W.W. Grainger (GWW) | 0.2 | $46M | 197k | 232.25 | |
| Genuine Parts Company (GPC) | 0.2 | $45M | 465k | 95.54 | |
| Capital One Financial (COF) | 0.2 | $44M | 508k | 87.24 | |
| Sun Life Financial (SLF) | 0.2 | $45M | 1.2M | 38.44 | |
| F5 Networks (FFIV) | 0.2 | $44M | 306k | 144.72 | |
| EnPro Industries (NPO) | 0.2 | $43M | 640k | 67.36 | |
| Topbuild (BLD) | 0.2 | $42M | 1.2M | 35.60 | |
| AFLAC Incorporated (AFL) | 0.2 | $41M | 587k | 69.60 | |
| Bce (BCE) | 0.2 | $40M | 934k | 43.27 | |
| Ingredion Incorporated (INGR) | 0.2 | $41M | 331k | 124.96 | |
| China Mobile | 0.2 | $39M | 737k | 52.43 | |
| Arrow Electronics (ARW) | 0.2 | $39M | 540k | 71.30 | |
| Fiserv (FI) | 0.2 | $40M | 375k | 106.28 | |
| HDFC Bank (HDB) | 0.2 | $40M | 653k | 60.68 | |
| Tesoro Corporation | 0.2 | $39M | 447k | 87.45 | |
| Lear Corporation (LEA) | 0.2 | $37M | 278k | 132.37 | |
| Chevron Corporation (CVX) | 0.2 | $37M | 312k | 117.70 | |
| Liberty Global | 0.2 | $38M | 1.8M | 21.17 | |
| Foot Locker | 0.2 | $36M | 510k | 70.89 | |
| Marathon Oil Corporation (MRO) | 0.2 | $35M | 2.0M | 17.31 | |
| Intuitive Surgical (ISRG) | 0.2 | $34M | 53k | 634.17 | |
| Interxion Holding | 0.2 | $34M | 970k | 35.07 | |
| T. Rowe Price (TROW) | 0.2 | $31M | 409k | 75.26 | |
| Automatic Data Processing (ADP) | 0.2 | $32M | 310k | 102.78 | |
| Credit Acceptance (CACC) | 0.2 | $31M | 143k | 217.51 | |
| Amdocs Ltd ord (DOX) | 0.2 | $31M | 532k | 58.25 | |
| Wal-Mart Stores (WMT) | 0.2 | $30M | 427k | 69.12 | |
| Cintas Corporation (CTAS) | 0.2 | $29M | 249k | 115.56 | |
| Sears Holdings Corporation | 0.2 | $29M | 3.1M | 9.29 | |
| Sohu | 0.2 | $31M | 899k | 33.89 | |
| Delta Air Lines (DAL) | 0.2 | $30M | 617k | 49.19 | |
| Time Warner | 0.1 | $28M | 289k | 96.53 | |
| Assured Guaranty (AGO) | 0.1 | $29M | 759k | 37.77 | |
| Avery Dennison Corporation (AVY) | 0.1 | $25M | 362k | 70.22 | |
| Avnet (AVT) | 0.1 | $26M | 555k | 47.61 | |
| Bed Bath & Beyond | 0.1 | $24M | 592k | 40.64 | |
| Hp (HPQ) | 0.1 | $25M | 1.7M | 14.84 | |
| Nasdaq Omx (NDAQ) | 0.1 | $23M | 336k | 67.12 | |
| C.R. Bard | 0.1 | $22M | 96k | 224.65 | |
| Roper Industries (ROP) | 0.1 | $23M | 125k | 183.08 | |
| Thor Industries (THO) | 0.1 | $23M | 227k | 100.05 | |
| Cibc Cad (CM) | 0.1 | $22M | 264k | 81.70 | |
| Iamgold Corp (IAG) | 0.1 | $21M | 5.5M | 3.87 | |
| Liberty Global | 0.1 | $21M | 975k | 21.96 | |
| ICICI Bank (IBN) | 0.1 | $21M | 2.8M | 7.49 | |
| United Parcel Service (UPS) | 0.1 | $21M | 179k | 114.64 | |
| Everest Re Group (EG) | 0.1 | $20M | 94k | 216.40 | |
| Endurance Specialty Hldgs Lt | 0.1 | $20M | 212k | 92.40 | |
| Marvell Technology Group | 0.1 | $20M | 1.4M | 13.87 | |
| Trupanion (TRUP) | 0.1 | $20M | 1.3M | 15.52 | |
| Commercehub Inc Com Ser C | 0.1 | $21M | 1.4M | 15.03 | |
| DISH Network | 0.1 | $19M | 327k | 57.93 | |
| Alere | 0.1 | $19M | 477k | 38.97 | |
| Tata Motors | 0.1 | $19M | 538k | 34.39 | |
| Brocade Communications Systems | 0.1 | $19M | 1.5M | 12.49 | |
| China Lodging | 0.1 | $20M | 376k | 51.84 | |
| Metropcs Communications (TMUS) | 0.1 | $18M | 315k | 57.51 | |
| Washington Prime (WB) | 0.1 | $19M | 464k | 40.60 | |
| Rite Aid Corporation | 0.1 | $17M | 2.0M | 8.24 | |
| Tor Dom Bk Cad (TD) | 0.1 | $16M | 330k | 49.38 | |
| Bank Of Montreal Cadcom (BMO) | 0.1 | $16M | 222k | 72.01 | |
| Changyou | 0.1 | $16M | 743k | 21.22 | |
| Cdk Global Inc equities | 0.1 | $17M | 292k | 59.69 | |
| Penn Va | 0.1 | $18M | 358k | 49.00 | |
| Discover Financial Services | 0.1 | $14M | 197k | 72.09 | |
| Vertex Pharmaceuticals Incorporated (VRTX) | 0.1 | $15M | 200k | 73.67 | |
| British American Tobac (BTI) | 0.1 | $14M | 126k | 112.67 | |
| Enersis | 0.1 | $15M | 1.8M | 8.21 | |
| Prospect Capital Corporation (PSEC) | 0.1 | $14M | 1.7M | 8.35 | |
| Imperva | 0.1 | $15M | 398k | 38.40 | |
| Lifelock | 0.1 | $15M | 620k | 23.92 | |
| Vimpel | 0.1 | $13M | 3.3M | 3.85 | |
| Helen Of Troy (HELE) | 0.1 | $14M | 161k | 84.45 | |
| Williams Companies (WMB) | 0.1 | $12M | 394k | 31.14 | |
| Deluxe Corporation (DLX) | 0.1 | $13M | 177k | 71.61 | |
| DepoMed | 0.1 | $14M | 757k | 18.02 | |
| LOGITECH INTERNATIONAL SA APP Com Stk (LOGI) | 0.1 | $13M | 510k | 24.99 | |
| Citigroup (C) | 0.1 | $12M | 203k | 59.43 | |
| Pandora Media | 0.1 | $13M | 1.0M | 13.04 | |
| 0.1 | $13M | 822k | 16.30 | ||
| Pjt Partners (PJT) | 0.1 | $14M | 441k | 30.88 | |
| Arconic | 0.1 | $13M | 710k | 18.54 | |
| Norfolk Southern (NSC) | 0.1 | $11M | 105k | 108.03 | |
| Best Buy (BBY) | 0.1 | $11M | 258k | 42.67 | |
| Activision Blizzard | 0.1 | $11M | 301k | 36.11 | |
| Hormel Foods Corporation (HRL) | 0.1 | $12M | 334k | 34.81 | |
| Tech Data Corporation | 0.1 | $12M | 141k | 84.68 | |
| Suncor Energy (SU) | 0.1 | $11M | 338k | 32.73 | |
| Murphy Usa (MUSA) | 0.1 | $10M | 170k | 61.47 | |
| Sociedad Quimica y Minera (SQM) | 0.1 | $8.6M | 301k | 28.65 | |
| Snap-on Incorporated (SNA) | 0.1 | $9.9M | 58k | 171.26 | |
| International Paper Company (IP) | 0.1 | $9.2M | 173k | 53.06 | |
| Agrium | 0.1 | $9.1M | 91k | 100.64 | |
| Aetna | 0.1 | $8.9M | 72k | 124.02 | |
| Convergys Corporation | 0.1 | $9.4M | 384k | 24.56 | |
| Macy's (M) | 0.1 | $8.7M | 243k | 35.81 | |
| Freeport-McMoRan Copper & Gold (FCX) | 0.1 | $9.1M | 689k | 13.19 | |
| Drew Industries | 0.1 | $9.3M | 86k | 107.75 | |
| Banco Macro SA (BMA) | 0.1 | $9.2M | 143k | 64.35 | |
| CenterPoint Energy (CNP) | 0.1 | $9.1M | 368k | 24.64 | |
| Gildan Activewear Inc Com Cad (GIL) | 0.1 | $10M | 393k | 25.42 | |
| Open Text Corp (OTEX) | 0.1 | $8.5M | 137k | 61.83 | |
| First American Financial (FAF) | 0.1 | $8.5M | 231k | 36.63 | |
| Manulife Finl Corp (MFC) | 0.1 | $9.5M | 533k | 17.83 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 0.1 | $9.7M | 83k | 117.18 | |
| Chunghwa Telecom Co Ltd - (CHT) | 0.1 | $9.3M | 294k | 31.55 | |
| Dhx Media Ltd Com Stk | 0.1 | $8.9M | 1.7M | 5.26 | |
| Armour Residential Reit Inc Re | 0.1 | $8.9M | 409k | 21.69 | |
| Commercehub Inc Com Ser A | 0.1 | $10M | 670k | 15.01 | |
| Canadian Natl Ry (CNI) | 0.0 | $6.7M | 100k | 67.38 | |
| Coach | 0.0 | $7.3M | 208k | 35.02 | |
| Cummins (CMI) | 0.0 | $7.4M | 55k | 136.68 | |
| JetBlue Airways Corporation (JBLU) | 0.0 | $6.9M | 308k | 22.42 | |
| AstraZeneca (AZN) | 0.0 | $6.6M | 241k | 27.32 | |
| Potash Corp. Of Saskatchewan I | 0.0 | $8.2M | 451k | 18.11 | |
| Ca | 0.0 | $7.9M | 250k | 31.77 | |
| Korn/Ferry International (KFY) | 0.0 | $6.7M | 228k | 29.43 | |
| Chemed Corp Com Stk (CHE) | 0.0 | $8.1M | 51k | 160.42 | |
| Werner Enterprises (WERN) | 0.0 | $8.3M | 309k | 26.95 | |
| Hanover Insurance (THG) | 0.0 | $7.8M | 85k | 91.01 | |
| Precision Drilling Corporation | 0.0 | $7.5M | 1.4M | 5.46 | |
| Sanmina (SANM) | 0.0 | $7.8M | 214k | 36.65 | |
| L Brands | 0.0 | $7.6M | 115k | 65.84 | |
| Qiwi (QIWI) | 0.0 | $7.2M | 560k | 12.77 | |
| Essent (ESNT) | 0.0 | $7.7M | 239k | 32.37 | |
| Windstream Holdings | 0.0 | $6.6M | 900k | 7.33 | |
| Celestica | 0.0 | $6.5M | 544k | 11.86 | |
| Goodyear Tire & Rubber Company (GT) | 0.0 | $5.3M | 171k | 30.87 | |
| AGCO Corporation (AGCO) | 0.0 | $6.5M | 112k | 57.86 | |
| Halliburton Company (HAL) | 0.0 | $5.8M | 108k | 54.09 | |
| Mbia (MBI) | 0.0 | $6.4M | 596k | 10.70 | |
| Jones Lang LaSalle Incorporated (JLL) | 0.0 | $5.5M | 54k | 101.03 | |
| Banco Itau Holding Financeira (ITUB) | 0.0 | $4.9M | 476k | 10.28 | |
| Navigators | 0.0 | $4.6M | 39k | 117.76 | |
| Alliance Resource Partners (ARLP) | 0.0 | $4.7M | 211k | 22.45 | |
| Advanced Semiconductor Engineering | 0.0 | $6.5M | 1.3M | 5.04 | |
| Rbc Cad (RY) | 0.0 | $5.7M | 85k | 67.76 | |
| Pra (PRAA) | 0.0 | $6.1M | 157k | 39.10 | |
| Ryanair Holdings (RYAAY) | 0.0 | $5.0M | 60k | 83.27 | |
| Grupo Supervielle S A (SUPV) | 0.0 | $5.0M | 383k | 13.14 | |
| Firstcash | 0.0 | $6.0M | 127k | 47.00 | |
| Comcast Corporation (CMCSA) | 0.0 | $4.1M | 60k | 69.05 | |
| HSBC Holdings (HSBC) | 0.0 | $4.6M | 115k | 40.18 | |
| Emcor (EME) | 0.0 | $4.1M | 58k | 70.76 | |
| Expeditors International of Washington (EXPD) | 0.0 | $3.4M | 65k | 52.96 | |
| Franklin Resources (BEN) | 0.0 | $4.3M | 109k | 39.58 | |
| Sonoco Products Company (SON) | 0.0 | $3.2M | 60k | 52.70 | |
| Whirlpool Corporation (WHR) | 0.0 | $3.3M | 18k | 181.77 | |
| SkyWest (SKYW) | 0.0 | $2.9M | 79k | 36.45 | |
| Anadarko Petroleum Corporation | 0.0 | $4.2M | 60k | 69.73 | |
| Parker-Hannifin Corporation (PH) | 0.0 | $3.3M | 23k | 140.00 | |
| Procter & Gamble Company (PG) | 0.0 | $3.1M | 37k | 84.08 | |
| Murphy Oil Corporation (MUR) | 0.0 | $4.2M | 135k | 31.13 | |
| EOG Resources (EOG) | 0.0 | $4.2M | 42k | 101.10 | |
| Tupperware Brands Corporation | 0.0 | $3.3M | 63k | 52.62 | |
| Pioneer Natural Resources | 0.0 | $3.1M | 17k | 180.06 | |
| Carlisle Companies (CSL) | 0.0 | $2.8M | 26k | 110.27 | |
| ACCO Brands Corporation (ACCO) | 0.0 | $4.5M | 348k | 13.05 | |
| NetEase (NTES) | 0.0 | $3.5M | 16k | 215.37 | |
| Companhia Energetica Minas Gerais (CIG) | 0.0 | $4.5M | 2.0M | 2.28 | |
| Alaska Air (ALK) | 0.0 | $3.4M | 39k | 88.73 | |
| Reliance Steel & Aluminum (RS) | 0.0 | $3.2M | 40k | 79.55 | |
| Siliconware Precision Industries | 0.0 | $3.5M | 486k | 7.30 | |
| Guess? (GES) | 0.0 | $2.9M | 243k | 12.10 | |
| SCANA Corporation | 0.0 | $3.0M | 41k | 73.28 | |
| Denbury Resources | 0.0 | $3.7M | 993k | 3.68 | |
| Gentex Corporation (GNTX) | 0.0 | $4.6M | 234k | 19.69 | |
| Silicon Motion Technology (SIMO) | 0.0 | $3.3M | 77k | 42.48 | |
| Teck Resources Ltd cl b (TECK) | 0.0 | $4.5M | 226k | 20.04 | |
| Scripps Networks Interactive | 0.0 | $3.5M | 49k | 71.36 | |
| Oasis Petroleum | 0.0 | $2.8M | 184k | 15.15 | |
| Walker & Dunlop (WD) | 0.0 | $3.0M | 97k | 31.20 | |
| Cooper Standard Holdings (CPS) | 0.0 | $3.9M | 37k | 103.37 | |
| Hca Holdings (HCA) | 0.0 | $3.5M | 47k | 74.03 | |
| Adecoagro S A (AGRO) | 0.0 | $3.1M | 295k | 10.38 | |
| Michael Kors Holdings | 0.0 | $3.5M | 81k | 42.98 | |
| Solaredge Technologies (SEDG) | 0.0 | $3.6M | 289k | 12.40 | |
| Chimera Investment Corp etf | 0.0 | $4.1M | 242k | 17.02 | |
| Quinpario Acquisition Corp 2 | 0.0 | $3.0M | 300k | 9.95 | |
| Envision Healthcare | 0.0 | $3.9M | 61k | 63.29 | |
| Diamond Offshore Drilling | 0.0 | $1.1M | 63k | 17.71 | |
| Hasbro (HAS) | 0.0 | $2.3M | 30k | 77.79 | |
| AU Optronics | 0.0 | $1.2M | 341k | 3.54 | |
| Himax Technologies (HIMX) | 0.0 | $2.2M | 367k | 6.04 | |
| Turkcell Iletisim Hizmetleri A.S. (TKC) | 0.0 | $2.0M | 290k | 6.90 | |
| Joy Global | 0.0 | $1.2M | 44k | 28.00 | |
| Broadridge Financial Solutions (BR) | 0.0 | $2.1M | 31k | 66.30 | |
| Lincoln National Corporation (LNC) | 0.0 | $1.7M | 25k | 66.27 | |
| Equifax (EFX) | 0.0 | $1.3M | 11k | 118.26 | |
| Devon Energy Corporation (DVN) | 0.0 | $2.0M | 44k | 45.66 | |
| Ameren Corporation (AEE) | 0.0 | $1.0M | 19k | 52.47 | |
| At&t (T) | 0.0 | $2.0M | 48k | 42.52 | |
| Citrix Systems | 0.0 | $2.6M | 30k | 89.30 | |
| Continental Resources | 0.0 | $2.4M | 46k | 51.54 | |
| Northrop Grumman Corporation (NOC) | 0.0 | $1.7M | 7.2k | 232.64 | |
| Dow Chemical Company | 0.0 | $1.7M | 31k | 57.21 | |
| CACI International (CACI) | 0.0 | $2.3M | 19k | 124.29 | |
| Avista Corporation (AVA) | 0.0 | $1.3M | 32k | 39.98 | |
| CSG Systems International (CSGS) | 0.0 | $1.4M | 29k | 48.41 | |
| Universal Corporation (UVV) | 0.0 | $1.1M | 17k | 63.74 | |
| National-Oilwell Var | 0.0 | $1.3M | 33k | 37.43 | |
| Coherent | 0.0 | $1.4M | 10k | 137.35 | |
| Interpublic Group of Companies (IPG) | 0.0 | $969k | 41k | 23.42 | |
| Altria (MO) | 0.0 | $1.7M | 25k | 67.63 | |
| Cenovus Energy (CVE) | 0.0 | $2.0M | 130k | 15.14 | |
| Target Corporation (TGT) | 0.0 | $1.5M | 21k | 72.22 | |
| Unilever | 0.0 | $1.6M | 38k | 41.07 | |
| Xerox Corporation | 0.0 | $2.0M | 227k | 8.73 | |
| Total (TTE) | 0.0 | $1.1M | 22k | 50.96 | |
| Henry Schein (HSIC) | 0.0 | $1.1M | 7.4k | 151.66 | |
| General Dynamics Corporation (GD) | 0.0 | $1.6M | 9.1k | 172.62 | |
| Lowe's Companies (LOW) | 0.0 | $2.2M | 31k | 71.12 | |
| National Beverage (FIZZ) | 0.0 | $1.5M | 30k | 51.07 | |
| Fifth Third Ban (FITB) | 0.0 | $1.0M | 37k | 26.98 | |
| WESCO International (WCC) | 0.0 | $2.5M | 38k | 66.54 | |
| TrueBlue (TBI) | 0.0 | $2.0M | 83k | 24.65 | |
| PDL BioPharma | 0.0 | $2.3M | 1.1M | 2.12 | |
| Magna Intl Inc cl a (MGA) | 0.0 | $943k | 22k | 43.46 | |
| American National Insurance Company | 0.0 | $1.5M | 12k | 124.61 | |
| Aptar (ATR) | 0.0 | $1.2M | 16k | 73.44 | |
| Chesapeake Energy Corporation | 0.0 | $2.3M | 333k | 7.02 | |
| First Solar (FSLR) | 0.0 | $1.0M | 32k | 32.08 | |
| Meredith Corporation | 0.0 | $2.0M | 34k | 59.16 | |
| Sykes Enterprises, Incorporated | 0.0 | $2.2M | 75k | 28.86 | |
| Central Garden & Pet (CENT) | 0.0 | $1.2M | 36k | 33.08 | |
| Wyndham Worldwide Corporation | 0.0 | $2.3M | 31k | 76.39 | |
| Net 1 UEPS Technologies (LSAK) | 0.0 | $1.7M | 146k | 11.48 | |
| Insight Enterprises (NSIT) | 0.0 | $1.3M | 31k | 40.43 | |
| Wabash National Corporation (WNC) | 0.0 | $2.6M | 163k | 15.82 | |
| Atlas Air Worldwide Holdings | 0.0 | $1.8M | 35k | 52.16 | |
| Atmos Energy Corporation (ATO) | 0.0 | $1.3M | 17k | 74.15 | |
| Atwood Oceanics | 0.0 | $1.5M | 113k | 13.13 | |
| DTE Energy Company (DTE) | 0.0 | $1.3M | 13k | 98.49 | |
| GameStop (GME) | 0.0 | $952k | 38k | 25.25 | |
| Jabil Circuit (JBL) | 0.0 | $2.5M | 108k | 23.67 | |
| Dr. Reddy's Laboratories (RDY) | 0.0 | $1.6M | 35k | 45.29 | |
| Superior Industries International (SSUP) | 0.0 | $947k | 36k | 26.35 | |
| Ida (IDA) | 0.0 | $2.3M | 28k | 80.55 | |
| Texas Roadhouse (TXRH) | 0.0 | $1.2M | 25k | 48.22 | |
| United Microelectronics (UMC) | 0.0 | $1.8M | 1.0M | 1.75 | |
| Chemical Financial Corporation | 0.0 | $1.3M | 24k | 54.18 | |
| Navigant Consulting | 0.0 | $2.1M | 80k | 26.18 | |
| Wipro (WIT) | 0.0 | $1.1M | 112k | 9.68 | |
| Cynosure | 0.0 | $2.3M | 50k | 45.60 | |
| NetGear (NTGR) | 0.0 | $2.0M | 37k | 54.36 | |
| Smith & Wesson Holding Corporation | 0.0 | $1.2M | 57k | 21.07 | |
| Apollo Commercial Real Est. Finance (ARI) | 0.0 | $1.1M | 63k | 16.63 | |
| ePlus (PLUS) | 0.0 | $2.7M | 23k | 115.20 | |
| Unit Corporation | 0.0 | $2.4M | 90k | 26.87 | |
| Cosan Ltd shs a | 0.0 | $1.8M | 234k | 7.51 | |
| Blackrock Kelso Capital | 0.0 | $1.6M | 228k | 6.96 | |
| John B. Sanfilippo & Son (JBSS) | 0.0 | $1.9M | 26k | 70.39 | |
| Pinnacle West Capital Corporation (PNW) | 0.0 | $2.4M | 31k | 78.02 | |
| KAR Auction Services (KAR) | 0.0 | $1.3M | 30k | 42.61 | |
| SPDR S&P Oil & Gas Explore & Prod. | 0.0 | $2.7M | 65k | 41.42 | |
| Douglas Dynamics (PLOW) | 0.0 | $937k | 28k | 33.65 | |
| Booz Allen Hamilton Holding Corporation (BAH) | 0.0 | $1.2M | 33k | 36.06 | |
| Tower International | 0.0 | $2.6M | 92k | 28.35 | |
| Mosaic (MOS) | 0.0 | $2.7M | 91k | 29.33 | |
| Xylem (XYL) | 0.0 | $1.6M | 33k | 49.51 | |
| Rowan Companies | 0.0 | $1.4M | 75k | 18.89 | |
| Ensco Plc Shs Class A | 0.0 | $2.1M | 216k | 9.72 | |
| Israel Chemicals | 0.0 | $2.2M | 526k | 4.11 | |
| Sibanye Gold | 0.0 | $1.5M | 213k | 7.06 | |
| News (NWSA) | 0.0 | $1.0M | 91k | 11.46 | |
| Noble Corp Plc equity | 0.0 | $1.3M | 218k | 5.92 | |
| Ubs Group (UBS) | 0.0 | $989k | 63k | 15.69 | |
| Gyrodyne Llc Cmn (GYRO) | 0.0 | $2.2M | 120k | 18.30 | |
| Exterran | 0.0 | $957k | 40k | 23.89 | |
| Altisource Portfolio Solns S reg | 0.0 | $389k | 15k | 26.59 | |
| Packaging Corporation of America (PKG) | 0.0 | $433k | 5.1k | 84.90 | |
| Companhia Siderurgica Nacional (SID) | 0.0 | $53k | 16k | 3.25 | |
| CMS Energy Corporation (CMS) | 0.0 | $237k | 5.7k | 41.58 | |
| Genworth Financial (GNW) | 0.0 | $53k | 14k | 3.82 | |
| Hartford Financial Services (HIG) | 0.0 | $254k | 5.3k | 47.70 | |
| Progressive Corporation (PGR) | 0.0 | $917k | 26k | 35.50 | |
| PNC Financial Services (PNC) | 0.0 | $252k | 2.2k | 116.94 | |
| Principal Financial (PFG) | 0.0 | $281k | 4.9k | 57.94 | |
| Exxon Mobil Corporation (XOM) | 0.0 | $496k | 5.5k | 90.18 | |
| Teva Pharmaceutical Industries (TEVA) | 0.0 | $542k | 15k | 36.25 | |
| Consolidated Edison (ED) | 0.0 | $726k | 9.9k | 73.65 | |
| Pulte (PHM) | 0.0 | $193k | 11k | 18.38 | |
| Bristol Myers Squibb (BMY) | 0.0 | $205k | 3.5k | 58.57 | |
| American Eagle Outfitters (AEO) | 0.0 | $429k | 28k | 15.16 | |
| Apache Corporation | 0.0 | $592k | 9.3k | 63.44 | |
| NVIDIA Corporation (NVDA) | 0.0 | $459k | 4.3k | 106.74 | |
| Stanley Black & Decker (SWK) | 0.0 | $229k | 2.0k | 114.50 | |
| Transocean (RIG) | 0.0 | $663k | 45k | 14.73 | |
| Ross Stores (ROST) | 0.0 | $358k | 5.5k | 65.69 | |
| Briggs & Stratton Corporation | 0.0 | $637k | 29k | 22.27 | |
| Gold Fields (GFI) | 0.0 | $45k | 15k | 3.04 | |
| Rent-A-Center (UPBD) | 0.0 | $158k | 14k | 11.28 | |
| Tidewater | 0.0 | $101k | 30k | 3.40 | |
| Crane | 0.0 | $245k | 3.4k | 72.06 | |
| Raytheon Company | 0.0 | $426k | 3.0k | 142.00 | |
| CenturyLink | 0.0 | $219k | 9.2k | 23.80 | |
| United States Cellular Corporation (AD) | 0.0 | $733k | 17k | 43.70 | |
| Allstate Corporation (ALL) | 0.0 | $356k | 4.8k | 74.17 | |
| Amgen (AMGN) | 0.0 | $365k | 2.5k | 146.06 | |
| ConocoPhillips (COP) | 0.0 | $281k | 5.6k | 50.10 | |
| eBay (EBAY) | 0.0 | $225k | 7.6k | 29.69 | |
| Fluor Corporation (FLR) | 0.0 | $389k | 7.4k | 52.57 | |
| Marsh & McLennan Companies (MMC) | 0.0 | $504k | 7.5k | 67.65 | |
| Merck & Co (MRK) | 0.0 | $807k | 14k | 58.91 | |
| Danaher Corporation (DHR) | 0.0 | $251k | 3.2k | 77.81 | |
| Dillard's (DDS) | 0.0 | $321k | 5.1k | 62.60 | |
| W.R. Berkley Corporation (WRB) | 0.0 | $224k | 3.4k | 66.63 | |
| Dover Corporation (DOV) | 0.0 | $479k | 6.4k | 74.88 | |
| Old Republic International Corporation (ORI) | 0.0 | $393k | 21k | 18.99 | |
| Public Service Enterprise (PEG) | 0.0 | $347k | 7.9k | 43.92 | |
| Southwestern Energy Company | 0.0 | $166k | 15k | 10.85 | |
| Whiting Petroleum Corporation | 0.0 | $222k | 19k | 12.00 | |
| Hawaiian Holdings | 0.0 | $279k | 4.9k | 57.03 | |
| Micron Technology (MU) | 0.0 | $217k | 9.9k | 21.92 | |
| Grupo Aeroportuario del Sureste (ASR) | 0.0 | $288k | 2.0k | 144.00 | |
| Companhia de Saneamento Basi (SBS) | 0.0 | $114k | 13k | 8.70 | |
| Triple-S Management | 0.0 | $224k | 11k | 20.70 | |
| American Equity Investment Life Holding | 0.0 | $427k | 19k | 22.57 | |
| Ares Capital Corporation (ARCC) | 0.0 | $333k | 20k | 16.50 | |
| Tsakos Energy Navigation | 0.0 | $522k | 111k | 4.69 | |
| Cheesecake Factory Incorporated (CAKE) | 0.0 | $858k | 14k | 59.87 | |
| Columbia Sportswear Company (COLM) | 0.0 | $245k | 4.2k | 58.35 | |
| Cooper Tire & Rubber Company | 0.0 | $649k | 17k | 38.87 | |
| Deutsche Bank Ag-registered (DB) | 0.0 | $370k | 20k | 18.20 | |
| MetLife (MET) | 0.0 | $692k | 13k | 53.93 | |
| Northern Oil & Gas | 0.0 | $125k | 46k | 2.75 | |
| Northwest Bancshares (NWBI) | 0.0 | $679k | 38k | 18.02 | |
| Parker Drilling Company | 0.0 | $34k | 13k | 2.64 | |
| Selective Insurance (SIGI) | 0.0 | $463k | 11k | 43.05 | |
| Credicorp (BAP) | 0.0 | $379k | 2.4k | 157.92 | |
| Banco Bradesco SA (BBD) | 0.0 | $475k | 55k | 8.70 | |
| Neustar | 0.0 | $628k | 19k | 33.40 | |
| Trustmark Corporation (TRMK) | 0.0 | $265k | 7.4k | 35.65 | |
| Church & Dwight (CHD) | 0.0 | $519k | 12k | 44.19 | |
| Exactech | 0.0 | $241k | 8.8k | 27.32 | |
| ICF International (ICFI) | 0.0 | $845k | 15k | 55.23 | |
| Jack Henry & Associates (JKHY) | 0.0 | $432k | 4.9k | 88.74 | |
| McDermott International | 0.0 | $143k | 19k | 7.37 | |
| Federal Agricultural Mortgage (AGM) | 0.0 | $332k | 5.8k | 57.24 | |
| Omega Protein Corporation | 0.0 | $926k | 37k | 25.05 | |
| Standard Motor Products (SMP) | 0.0 | $910k | 17k | 53.22 | |
| Central Garden & Pet (CENTA) | 0.0 | $535k | 17k | 30.88 | |
| Flexsteel Industries (FLXS) | 0.0 | $265k | 4.3k | 61.70 | |
| SM Energy (SM) | 0.0 | $874k | 25k | 34.47 | |
| TRC Companies | 0.0 | $165k | 16k | 10.62 | |
| Nabors Industries | 0.0 | $784k | 48k | 16.40 | |
| Cu (CULP) | 0.0 | $282k | 7.6k | 37.10 | |
| Bridgepoint Education | 0.0 | $152k | 15k | 10.11 | |
| Seadrill | 0.0 | $267k | 77k | 3.47 | |
| Vonage Holdings | 0.0 | $162k | 24k | 6.86 | |
| Dollar General (DG) | 0.0 | $541k | 7.3k | 74.06 | |
| Express | 0.0 | $417k | 39k | 10.77 | |
| Gladstone Investment Corporation (GAIN) | 0.0 | $131k | 16k | 8.43 | |
| Costamare (CMRE) | 0.0 | $713k | 127k | 5.60 | |
| Baytex Energy Corp (BTE) | 0.0 | $71k | 15k | 4.86 | |
| Yandex Nv-a (NBIS) | 0.0 | $675k | 34k | 20.13 | |
| Marathon Petroleum Corp (MPC) | 0.0 | $357k | 7.1k | 50.28 | |
| Student Transn | 0.0 | $82k | 15k | 5.58 | |
| Marriott Vacations Wrldwde Cp (VAC) | 0.0 | $314k | 3.7k | 84.80 | |
| Regional Management (RM) | 0.0 | $809k | 31k | 26.29 | |
| Phillips 66 (PSX) | 0.0 | $683k | 7.9k | 86.46 | |
| Matson (MATX) | 0.0 | $220k | 6.2k | 35.38 | |
| Ares Coml Real Estate (ACRE) | 0.0 | $159k | 12k | 13.69 | |
| Turquoisehillres | 0.0 | $42k | 13k | 3.21 | |
| Grupo Fin Santander adr b | 0.0 | $303k | 42k | 7.18 | |
| Icon (ICLR) | 0.0 | $235k | 3.1k | 75.10 | |
| Pennymac Financial Service A | 0.0 | $512k | 31k | 16.64 | |
| Catchmark Timber Tr Inc cl a | 0.0 | $244k | 22k | 11.26 | |
| Santander Consumer Usa | 0.0 | $383k | 28k | 13.49 | |
| Community Health Sys Inc New right 01/27/2016 | 0.0 | $0 | 52k | 0.00 | |
| Synchrony Financial (SYF) | 0.0 | $250k | 6.9k | 36.23 | |
| Fiat Chrysler Auto | 0.0 | $767k | 84k | 9.14 | |
| Gannett | 0.0 | $650k | 67k | 9.71 | |
| Tegna (TGNA) | 0.0 | $218k | 10k | 21.38 | |
| Civeo | 0.0 | $36k | 16k | 2.21 | |
| Nii Holdings | 0.0 | $139k | 65k | 2.16 | |
| Hewlett Packard Enterprise (HPE) | 0.0 | $215k | 9.3k | 23.12 | |
| Chubb (CB) | 0.0 | $430k | 3.3k | 132.27 | |
| California Res Corp | 0.0 | $537k | 25k | 21.30 | |
| Enersis Chile Sa (ENIC) | 0.0 | $113k | 25k | 4.56 | |
| Advansix (ASIX) | 0.0 | $234k | 11k | 22.11 | |
| Donnelley R R & Sons Co when issued | 0.0 | $801k | 49k | 16.31 | |
| Chipmos Technologies | 0.0 | $504k | 36k | 14.10 | |
| Drive Shack (DSHK) | 0.0 | $69k | 19k | 3.73 |
