Grantham, Mayo, Van Otterloo & Co. LLC

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$38.3 Billion is the total value of Grantham, Mayo, Van Otterloo & Co. LLC's 558 reported holdings in Q1 2014. The portfolio turnover from Q4 2013 to Q1 2014 was 36.6% .

All

			Value		Shares		↓ Weighting
MSFT	Sell	MICROSOFT CORP	$1,848,134,000	-0.6%	45,087,434	-9.3%	4.82%	+6.8%
ORCL	Sell	ORACLE CORP	$1,732,515,000	-5.5%	42,349,429	-11.6%	4.52%	+1.6%
JNJ	Sell	JOHNSON & JOHNSON	$1,726,299,000	-4.7%	17,574,048	-11.1%	4.50%	+2.5%
GOOGL	Sell	GOOGLE INCcl a	$1,638,237,000	-15.2%	1,469,917	-14.7%	4.27%	-8.9%
PG	Sell	PROCTER & GAMBLE CO	$1,461,160,000	-7.8%	18,128,536	-6.9%	3.81%	-0.9%
CVX	Sell	CHEVRON CORP NEW	$1,160,885,000	-31.6%	9,762,723	-28.1%	3.03%	-26.5%
KO	Sell	COCA COLA CO	$1,071,191,000	-32.5%	27,707,998	-27.9%	2.79%	-27.5%
ESRX	Sell	EXPRESS SCRIPTS HLDG CO	$943,106,000	-2.7%	12,559,677	-9.0%	2.46%	+4.5%
WMT	Sell	WAL-MART STORES INC	$781,900,000	-31.1%	10,230,272	-29.1%	2.04%	-26.0%
PEP	Sell	PEPSICO INC	$670,423,000	-33.9%	8,029,020	-34.4%	1.75%	-29.0%
MMM	Sell	3M CO	$667,934,000	-14.2%	4,923,590	-11.3%	1.74%	-7.8%
CL	Sell	COLGATE PALMOLIVE CO	$607,245,000	-9.6%	9,360,946	-9.2%	1.58%	-2.9%
UNH	Sell	UNITEDHEALTH GROUP INC	$602,471,000	+4.4%	7,348,107	-4.1%	1.57%	+12.1%
XOM	Sell	EXXON MOBIL CORP	$570,655,000	-26.0%	5,842,084	-23.4%	1.49%	-20.5%
MDT	Sell	MEDTRONIC INC	$433,885,000	-25.8%	7,050,459	-30.8%	1.13%	-20.2%
MCD	Sell	MCDONALDS CORP	$387,352,000	-31.9%	3,951,363	-32.6%	1.01%	-26.8%
NKE	Sell	NIKE INCcl b	$312,433,000	-7.8%	4,230,065	-1.9%	0.82%	-1.0%
UTX	Sell	UNITED TECHNOLOGIES CORP	$305,517,000	+2.7%	2,614,830	-0.0%	0.80%	+10.4%
LLY	Sell	LILLY ELI & CO	$300,817,000	-6.4%	5,110,724	-18.9%	0.78%	+0.6%
HPQ	Sell	HEWLETT PACKARD CO	$274,480,000	-34.0%	8,482,086	-42.9%	0.72%	-29.0%
PFE	Sell	PFIZER INC	$216,547,000	-73.6%	6,741,800	-74.8%	0.56%	-71.6%
BMY	Sell	BRISTOL MYERS SQUIBB CO	$215,303,000	-54.7%	4,144,419	-53.6%	0.56%	-51.3%
SYK	Sell	STRYKER CORP	$201,451,000	+1.7%	2,472,702	-6.2%	0.52%	+9.1%
BDX	Sell	BECTON DICKINSON & CO	$189,904,000	-0.8%	1,621,998	-6.4%	0.50%	+6.7%
CPA	Sell	COPA HOLDINGS SAcl a	$185,997,000	-16.7%	1,281,061	-8.1%	0.48%	-10.5%
SYY	Sell	SYSCO CORP	$171,820,000	-11.6%	4,755,591	-11.7%	0.45%	-5.1%
ZBH	Sell	ZIMMER HLDGS INC	$163,888,000	-23.1%	1,732,793	-24.3%	0.43%	-17.4%
GIS	Sell	GENERAL MLS INC	$149,784,000	-1.8%	2,890,462	-5.4%	0.39%	+5.7%
VALEP	Sell	VALE S Aadr repstg pfd	$145,740,000	-18.4%	11,706,003	-8.1%	0.38%	-12.2%
MRK	Sell	MERCK & CO INC NEW	$143,008,000	-70.4%	2,519,078	-73.9%	0.37%	-68.2%
INTU	Sell	INTUIT	$127,256,000	-2.4%	1,637,156	-4.2%	0.33%	+4.7%
KMB	Sell	KIMBERLY CLARK CORP	$125,444,000	-31.8%	1,137,817	-35.4%	0.33%	-26.7%
CVS	Sell	CVS CAREMARK CORPORATION	$123,450,000	-48.4%	1,649,081	-50.7%	0.32%	-44.6%
AMX	Sell	AMERICA MOVIL SAB DE CV	$120,091,000	-27.7%	6,040,780	-15.0%	0.31%	-22.3%
LO	Sell	LORILLARD INC	$100,236,000	-39.3%	1,853,478	-43.1%	0.26%	-34.9%
LH	Sell	LABORATORY CORP AMER HLDGS	$94,882,000	-6.9%	966,113	-13.4%	0.25%	0.0%
ITUB	Sell	ITAU UNIBANCO HLDG SAspon adr rep pfd	$88,111,000	-1.2%	5,929,439	-9.8%	0.23%	+6.5%
BIDU	Sell	BAIDU INCspon adr rep a	$84,448,000	-47.6%	554,195	-38.8%	0.22%	-43.7%
VALE	Sell	VALE S Aadr	$82,014,000	-38.4%	5,930,140	-32.1%	0.21%	-33.7%
MGA	Sell	MAGNA INTL INC	$75,619,000	-2.6%	785,327	-17.0%	0.20%	+4.8%
BVN	Sell	COMPANIA DE MINAS BUENAVENTUsponsored adr	$64,039,000	+2.3%	5,094,569	-8.7%	0.17%	+9.9%
OXY	Sell	OCCIDENTAL PETE CORP DEL	$59,460,000	-12.3%	623,986	-12.5%	0.16%	-6.1%
BAC	Sell	BANK OF AMERICA CORPORATION	$58,480,000	-24.9%	3,400,020	-32.0%	0.15%	-19.0%
ADP	Sell	AUTOMATIC DATA PROCESSING IN	$57,966,000	-13.5%	750,266	-9.5%	0.15%	-7.4%
TSM	Sell	TAIWAN SEMICONDUCTOR MFG LTDsponsored adr	$57,203,000	-15.5%	2,857,300	-26.4%	0.15%	-9.1%
CX	Sell	CEMEX SAB DE CVspon adr new	$56,601,000	-7.9%	4,481,472	-13.8%	0.15%	-0.7%
EDU	Sell	NEW ORIENTAL ED & TECH GRP Ispon adr	$55,426,000	-19.8%	1,888,441	-14.0%	0.14%	-13.7%
BB	Sell	BLACKBERRY LTD	$54,278,000	-15.4%	6,693,769	-22.4%	0.14%	-9.0%
C	Sell	CITIGROUP INC	$49,912,000	-44.3%	1,048,576	-39.0%	0.13%	-40.1%
BRKB	Sell	BERKSHIRE HATHAWAY INC DELcl b new	$49,088,000	-1.0%	392,800	-6.1%	0.13%	+6.7%
WAG	Sell	WALGREEN CO	$43,719,000	-78.6%	662,105	-81.4%	0.11%	-77.0%
TLK	Sell	P T TELEKOMUNIKASI INDONESIAsponsored adr	$41,626,000	+6.6%	1,057,300	-2.9%	0.11%	+14.7%
CNQ	Sell	CANADIAN NAT RES LTD	$40,495,000	-52.3%	1,054,900	-57.9%	0.11%	-48.5%
TGT	Sell	TARGET CORP	$38,889,000	-84.6%	642,692	-83.9%	0.10%	-83.5%
SCCO	Sell	SOUTHERN COPPER CORP	$37,500,000	-20.3%	1,288,227	-21.4%	0.10%	-14.0%
V	Sell	VISA INC	$37,535,000	-32.1%	173,885	-30.0%	0.10%	-26.9%
HLF	Sell	HERBALIFE LTD	$37,047,000	-39.8%	646,878	-17.3%	0.10%	-34.9%
CTCM	Sell	CTC MEDIA INC	$36,696,000	-38.9%	3,984,368	-7.8%	0.10%	-34.2%
GILD	Sell	GILEAD SCIENCES INC	$36,631,000	-85.6%	516,946	-84.7%	0.10%	-84.5%
AIG	Sell	AMERICAN INTL GROUP INC	$35,353,000	-37.9%	706,913	-36.6%	0.09%	-33.3%
GOL	Sell	GOL LINHAS AEREAS INTLG S Asp adr rep pfd	$29,729,000	-1.7%	6,117,101	-7.6%	0.08%	+6.8%
YUM	Sell	YUM BRANDS INC	$29,754,000	-35.2%	394,663	-35.0%	0.08%	-29.7%
OMC	Sell	OMNICOM GROUP INC	$26,869,000	-31.0%	370,096	-29.3%	0.07%	-25.5%
MET	Sell	METLIFE INC	$25,725,000	-38.7%	487,207	-37.4%	0.07%	-34.3%
GS	Sell	GOLDMAN SACHS GROUP INC	$22,614,000	-41.6%	138,015	-36.8%	0.06%	-37.2%
BMO	Sell	BANK MONTREAL QUE	$22,428,000	-9.8%	334,700	-10.3%	0.06%	-3.3%
IBN	Sell	ICICI BK LTDadr	$21,668,000	-15.2%	494,700	-28.1%	0.06%	-8.1%
MS	Sell	MORGAN STANLEY	$21,786,000	-32.5%	698,945	-32.1%	0.06%	-26.9%
INTC	Sell	INTEL CORP	$21,059,000	-53.5%	815,915	-53.2%	0.06%	-50.0%
TTM	Sell	TATA MTRS LTDsponsored adr	$20,796,000	+6.2%	587,290	-7.6%	0.05%	+12.5%
AXP	Sell	AMERICAN EXPRESS CO	$20,848,000	-31.7%	231,566	-31.2%	0.05%	-27.0%
VRX	Sell	VALEANT PHARMACEUTICALS INTL	$20,114,000	-30.9%	152,647	-38.5%	0.05%	-26.8%
GM	Sell	GENERAL MTRS CO	$19,954,000	-61.7%	579,726	-54.6%	0.05%	-59.1%
VIPS	Sell	VIPSHOP HLDGS LTDsponsored adr	$19,690,000	-16.7%	131,884	-53.3%	0.05%	-10.5%
PRU	Sell	PRUDENTIAL FINL INC	$18,786,000	-44.7%	221,920	-39.7%	0.05%	-40.2%
INFY	Sell	INFOSYS LTDsponsored adr	$18,173,000	-23.0%	335,420	-19.6%	0.05%	-17.5%
USB	Sell	US BANCORP DEL	$17,080,000	-2.3%	398,500	-7.9%	0.04%	+7.1%
AFL	Sell	AFLAC INC	$15,971,000	-46.5%	253,343	-43.3%	0.04%	-41.7%
PNC	Sell	PNC FINL SVCS GROUP INC	$15,201,000	-9.3%	174,723	-19.2%	0.04%	-2.4%
ABEV	Sell	AMBEV SAsponsored adr	$14,409,000	-9.0%	1,944,600	-9.7%	0.04%	0.0%
GNW	Sell	GENWORTH FINL INC	$14,129,000	+8.8%	796,880	-4.7%	0.04%	+15.6%
UL	Sell	UNILEVER PLCspon adr new	$12,872,000	-11.6%	300,883	-14.9%	0.03%	-2.9%
TAL	Sell	TAL ED GROUP	$12,839,000	-33.9%	570,112	-35.5%	0.03%	-29.8%
AET	Sell	AETNA INC NEW	$12,690,000	-50.3%	169,271	-54.5%	0.03%	-46.8%
LYB	Sell	LYONDELLBASELL INDUSTRIES N	$12,457,000	-49.6%	140,064	-54.5%	0.03%	-46.7%
BLK	Sell	BLACKROCK INC	$11,301,000	-44.8%	35,934	-44.5%	0.03%	-42.0%
SPG	Sell	SIMON PPTY GROUP INC NEW	$11,086,000	-6.8%	67,600	-13.6%	0.03%	0.0%
HIG	Sell	HARTFORD FINL SVCS GROUP INC	$10,561,000	-53.8%	299,439	-52.6%	0.03%	-50.0%
MEOH	Sell	METHANEX CORP	$10,903,000	-17.9%	170,307	-24.2%	0.03%	-12.5%
GD	Sell	GENERAL DYNAMICS CORP	$10,900,000	-54.9%	100,076	-60.4%	0.03%	-52.5%
COF	Sell	CAPITAL ONE FINL CORP	$9,784,000	-27.7%	126,800	-28.2%	0.03%	-21.2%
LNC	Sell	LINCOLN NATL CORP IND	$9,661,000	-47.5%	190,673	-46.6%	0.02%	-44.4%
TRV	Sell	TRAVELERS COMPANIES INC	$9,699,000	-40.7%	113,970	-37.0%	0.02%	-37.5%
NUS	Sell	NU SKIN ENTERPRISES INCcl a	$9,644,000	-84.4%	116,400	-74.0%	0.02%	-83.3%
STT	Sell	STATE STR CORP	$9,269,000	-51.4%	133,272	-48.7%	0.02%	-47.8%
UNM	Sell	UNUM GROUP	$9,047,000	-30.5%	256,218	-30.9%	0.02%	-25.0%
SCHW	Sell	SCHWAB CHARLES CORP NEW	$9,377,000	-24.0%	343,109	-27.7%	0.02%	-20.0%
T	Sell	AT&T INC	$9,001,000	-53.8%	256,658	-53.6%	0.02%	-51.1%
BK	Sell	BANK NEW YORK MELLON CORP	$8,823,000	-8.9%	250,000	-9.9%	0.02%	-4.2%
PSX	Sell	PHILLIPS 66	$8,429,000	-60.3%	109,384	-60.2%	0.02%	-56.9%
ALL	Sell	ALLSTATE CORP	$8,540,000	-44.9%	150,934	-46.9%	0.02%	-42.1%
ROST	Sell	ROSS STORES INC	$7,930,000	-50.9%	110,832	-48.6%	0.02%	-46.2%
HSY	Sell	HERSHEY CO	$7,496,000	-19.5%	71,800	-25.0%	0.02%	-13.0%
AIZ	Sell	ASSURANT INC	$7,505,000	-37.0%	115,530	-35.7%	0.02%	-31.0%
BEN	Sell	FRANKLIN RES INC	$7,709,000	-41.6%	142,277	-37.8%	0.02%	-37.5%
RTN	Sell	RAYTHEON CO	$7,192,000	-51.4%	72,800	-55.4%	0.02%	-47.2%
CSE	Sell	CAPITALSOURCE INC	$7,419,000	-71.7%	508,524	-72.1%	0.02%	-70.3%
ACE	Sell	ACE LTD	$7,291,000	-13.3%	73,600	-9.4%	0.02%	-5.0%
EL	Sell	LAUDER ESTEE COS INCcl a	$7,262,000	-35.0%	108,582	-26.8%	0.02%	-29.6%
AMT	Sell	AMERICAN TOWER CORP NEW	$7,008,000	-6.9%	85,600	-9.2%	0.02%	0.0%
WDC	Sell	WESTERN DIGITAL CORP	$6,990,000	-57.2%	76,124	-60.9%	0.02%	-55.0%
AMP	Sell	AMERIPRISE FINL INC	$7,060,000	-41.8%	64,140	-39.2%	0.02%	-37.9%
AZO	Sell	AUTOZONE INC	$6,874,000	-45.5%	12,799	-51.5%	0.02%	-41.9%
TECK	Sell	TECK RESOURCES LTDcl b	$6,418,000	-53.8%	296,900	-44.4%	0.02%	-50.0%
CI	Sell	CIGNA CORPORATION	$6,698,000	-50.4%	80,000	-48.2%	0.02%	-48.5%
CP	Sell	CANADIAN PAC RY LTD	$6,579,000	-65.2%	43,836	-65.0%	0.02%	-63.0%
DLTR	Sell	DOLLAR TREE INC	$6,522,000	-44.0%	124,988	-39.4%	0.02%	-39.3%
EXC	Sell	EXELON CORP	$6,599,000	-34.6%	196,640	-46.6%	0.02%	-29.2%
LSI	Sell	LSI CORPORATION	$6,500,000	-48.0%	587,200	-48.2%	0.02%	-43.3%
MNST	Sell	MONSTER BEVERAGE CORP	$6,646,000	-51.2%	95,697	-52.4%	0.02%	-48.5%
WU	Sell	WESTERN UN CO	$5,958,000	-14.5%	364,200	-9.8%	0.02%	-5.9%
MPC	Sell	MARATHON PETE CORP	$6,202,000	-72.8%	71,250	-71.3%	0.02%	-70.9%
MCO	Sell	MOODYS CORP	$6,133,000	-39.0%	77,316	-39.7%	0.02%	-33.3%
SSLT	Sell	SESA STERLITE LTDsponsored adr	$5,980,000	-26.1%	481,484	-21.7%	0.02%	-20.0%
SSL	Sell	SASOL LTDsponsored adr	$6,170,000	+11.6%	110,421	-1.3%	0.02%	+23.1%
BBT	Sell	BB&T CORP	$6,130,000	-2.5%	152,600	-9.4%	0.02%	+6.7%
UAL	Sell	UNITED CONTL HLDGS INC	$6,030,000	-38.9%	135,100	-48.2%	0.02%	-33.3%
LLL	Sell	L-3 COMMUNICATIONS HLDGS INC	$6,255,000	-51.5%	52,945	-56.1%	0.02%	-48.4%
RF	Sell	REGIONS FINL CORP NEW	$6,082,000	-18.5%	547,397	-27.4%	0.02%	-11.1%
DFS	Sell	DISCOVER FINL SVCS	$6,017,000	-16.2%	103,400	-19.4%	0.02%	-5.9%
MMC	Sell	MARSH & MCLENNAN COS INC	$5,857,000	-8.1%	118,800	-9.9%	0.02%	0.0%
AON	Sell	AON PLC	$5,537,000	-22.6%	65,700	-23.0%	0.01%	-17.6%
MO	Sell	ALTRIA GROUP INC	$5,528,000	-17.5%	147,684	-15.3%	0.01%	-12.5%
AAL	Sell	AMERICAN AIRLS GROUP INC	$5,351,000	-9.3%	146,200	-37.4%	0.01%	0.0%
MU	Sell	MICRON TECHNOLOGY INC	$5,336,000	-53.0%	225,547	-56.8%	0.01%	-50.0%
IVZ	Sell	INVESCO LTD	$5,388,000	-10.4%	145,615	-11.9%	0.01%	-6.7%
3106PS	Sell	DELPHI AUTOMOTIVE PLC	$5,268,000	-51.8%	77,626	-57.3%	0.01%	-48.1%
K	Sell	KELLOGG CO	$5,431,000	-37.7%	86,600	-39.4%	0.01%	-33.3%
PSA	Sell	PUBLIC STORAGE	$5,257,000	-15.2%	31,200	-24.3%	0.01%	-6.7%
KEY	Sell	KEYCORP NEW	$5,408,000	-32.8%	379,800	-36.7%	0.01%	-30.0%
NVDA	Sell	NVIDIA CORP	$5,215,000	-1.4%	291,200	-11.8%	0.01%	+7.7%
PFG	Sell	PRINCIPAL FINL GROUP INC	$5,206,000	-35.2%	113,200	-30.5%	0.01%	-26.3%
DGX	Sell	QUEST DIAGNOSTICS INC	$5,300,000	-73.7%	91,500	-75.7%	0.01%	-71.4%
GLW	Sell	CORNING INC	$5,261,000	-31.6%	252,700	-41.4%	0.01%	-26.3%
CME	Sell	CME GROUP INC	$5,041,000	-14.2%	68,110	-9.1%	0.01%	-7.1%
CB	Sell	CHUBB CORP	$4,938,000	-18.1%	55,300	-11.4%	0.01%	-13.3%
TXN	Sell	TEXAS INSTRS INC	$4,834,000	-55.4%	102,525	-58.5%	0.01%	-50.0%
ORLY	Sell	O REILLY AUTOMOTIVE INC NEW	$4,835,000	-24.1%	32,580	-34.2%	0.01%	-13.3%
ICE	Sell	INTERCONTINENTALEXCHANGE GRO	$4,905,000	-20.3%	24,794	-9.4%	0.01%	-13.3%
ICON	Sell	ICONIX BRAND GROUP INC	$5,054,000	-10.1%	128,700	-9.2%	0.01%	-7.1%
FMX	Sell	FOMENTO ECONOMICO MEXICANO Sspon adr units	$5,156,000	-7.6%	55,300	-3.0%	0.01%	-7.1%
COL	Sell	ROCKWELL COLLINS INC	$4,743,000	-40.1%	59,539	-44.4%	0.01%	-36.8%
PLD	Sell	PROLOGIS INC	$4,415,000	-43.9%	108,100	-49.2%	0.01%	-36.8%
CELG	Sell	CELGENE CORP	$4,760,000	-67.6%	34,100	-60.8%	0.01%	-66.7%
TROW	Sell	PRICE T ROWE GROUP INC	$4,636,000	-11.3%	56,300	-9.8%	0.01%	-7.7%
F	Sell	FORD MTR CO DEL	$4,499,000	-60.0%	288,400	-60.4%	0.01%	-55.6%
PEG	Sell	PUBLIC SVC ENTERPRISE GROUP	$4,497,000	-48.2%	117,900	-56.5%	0.01%	-42.9%
STI	Sell	SUNTRUST BKS INC	$4,596,000	-3.7%	115,500	-10.9%	0.01%	0.0%
MHFI	Sell	MCGRAW HILL FINL INC	$4,532,000	-13.8%	59,400	-11.6%	0.01%	-7.7%
FITB	Sell	FIFTH THIRD BANCORP	$4,361,000	-2.9%	190,000	-11.0%	0.01%	0.0%
EQR	Sell	EQUITY RESIDENTIALsh ben int	$4,187,000	-8.1%	72,200	-17.8%	0.01%	0.0%
SLM	Sell	SLM CORP	$4,223,000	-49.9%	172,500	-46.3%	0.01%	-45.0%
CLX	Sell	CLOROX CO DEL	$4,365,000	-42.5%	49,600	-39.4%	0.01%	-38.9%
MJN	Sell	MEAD JOHNSON NUTRITION CO	$4,024,000	-39.4%	48,400	-38.9%	0.01%	-37.5%
EW	Sell	EDWARDS LIFESCIENCES CORP	$3,964,000	-11.3%	53,446	-21.4%	0.01%	-9.1%
CNI	Sell	CANADIAN NATL RY CO	$3,736,000	-18.7%	66,400	-17.6%	0.01%	-9.1%
BXP	Sell	BOSTON PROPERTIES INC	$3,779,000	-5.8%	33,000	-17.4%	0.01%	0.0%
CAH	Sell	CARDINAL HEALTH INC	$3,919,000	-39.8%	56,000	-42.5%	0.01%	-37.5%
SRCL	Sell	STERICYCLE INC	$3,863,000	-38.2%	34,000	-36.8%	0.01%	-33.3%
WY	Sell	WEYERHAEUSER CO	$3,695,000	-16.3%	125,900	-9.9%	0.01%	-9.1%
HCP	Sell	HCP INC	$3,801,000	-13.6%	98,000	-19.1%	0.01%	-9.1%
KSS	Sell	KOHLS CORP	$3,765,000	-55.1%	66,293	-55.2%	0.01%	-50.0%
VTR	Sell	VENTAS INC	$3,852,000	-8.5%	63,600	-13.5%	0.01%	0.0%
DOX	Sell	AMDOCS LTD	$3,666,000	-20.2%	78,900	-29.1%	0.01%	-9.1%
HCN	Sell	HEALTH CARE REIT INC	$3,725,000	-3.4%	62,500	-13.2%	0.01%	+11.1%
VNO	Sell	VORNADO RLTY TRsh ben int	$3,706,000	-12.8%	37,600	-21.5%	0.01%	0.0%
ABBV	Sell	ABBVIE INC	$3,403,000	-77.3%	66,200	-76.7%	0.01%	-75.0%
AVB	Sell	AVALONBAY CMNTYS INC	$3,454,000	-6.5%	26,300	-15.9%	0.01%	0.0%
SHLDQ	Sell	SEARS HLDGS CORP	$3,429,000	-42.8%	71,800	-41.2%	0.01%	-40.0%
GME	Sell	GAMESTOP CORP NEWcl a	$3,272,000	-62.9%	79,609	-55.6%	0.01%	-57.1%
BRP	Sell	BROOKFIELD RESIDENTIAL PPTYS	$3,475,000	-43.9%	165,700	-35.2%	0.01%	-40.0%
SPLS	Sell	STAPLES INC	$3,632,000	-67.9%	320,300	-55.0%	0.01%	-66.7%
MTB	Sell	M & T BK CORP	$3,396,000	-5.3%	28,000	-9.1%	0.01%	0.0%
HST	Sell	HOST HOTELS & RESORTS INC	$3,283,000	-13.6%	162,200	-17.0%	0.01%	0.0%
SNDK	Sell	SANDISK CORP	$2,950,000	-45.5%	36,340	-52.6%	0.01%	-38.5%
CBRE	Sell	CBRE GROUP INCcl a	$3,003,000	-10.0%	109,489	-13.6%	0.01%	0.0%
IDXX	Sell	IDEXX LABS INC	$3,241,000	-18.6%	26,700	-28.7%	0.01%	-20.0%
L	Sell	LOEWS CORP	$2,894,000	-34.1%	65,700	-27.8%	0.01%	-27.3%
FISV	Sell	FISERV INC	$3,010,000	-43.4%	53,100	-41.1%	0.01%	-38.5%
ECL	Sell	ECOLAB INC	$2,970,000	-72.6%	27,499	-73.6%	0.01%	-69.2%
TMHC	Sell	TAYLOR MORRISON HOME CORPcl a	$3,128,000	-27.7%	133,100	-30.9%	0.01%	-27.3%
VRSK	Sell	VERISK ANALYTICS INCcl a	$3,208,000	-43.0%	53,500	-37.5%	0.01%	-42.9%
AN	Sell	AUTONATION INC	$2,890,000	-37.9%	54,300	-42.0%	0.01%	-27.3%
NTRS	Sell	NORTHERN TR CORP	$3,160,000	-4.4%	48,200	-9.7%	0.01%	0.0%
DAL	Sell	DELTA AIR LINES INC DEL	$2,962,000	-68.2%	85,485	-74.8%	0.01%	-65.2%
EOG	Sell	EOG RES INC	$2,585,000	-64.0%	13,175	-69.2%	0.01%	-58.8%
BA	Sell	BOEING CO	$2,586,000	-74.6%	20,609	-72.4%	0.01%	-72.0%
ABC	Sell	AMERISOURCEBERGEN CORP	$2,525,000	-53.3%	38,500	-49.9%	0.01%	-46.2%
TMK	Sell	TORCHMARK CORP	$2,656,000	-45.5%	33,750	-45.9%	0.01%	-41.7%
YHOO	Sell	YAHOO INC	$2,560,000	-95.8%	71,315	-95.3%	0.01%	-95.3%
WIT	Sell	WIPRO LTDspon adr 1 sh	$2,697,000	-62.4%	201,299	-64.6%	0.01%	-58.8%
HTZ	Sell	HERTZ GLOBAL HOLDINGS INC	$2,565,000	-54.4%	96,300	-51.0%	0.01%	-50.0%
SYMC	Sell	SYMANTEC CORP	$2,708,000	-57.5%	135,600	-49.9%	0.01%	-53.3%
LOW	Sell	LOWES COS INC	$2,685,000	-71.9%	54,913	-71.6%	0.01%	-69.6%
LMT	Sell	LOCKHEED MARTIN CORP	$2,667,000	-68.6%	16,340	-71.4%	0.01%	-66.7%
HD	Sell	HOME DEPOT INC	$2,538,000	-96.9%	32,068	-96.8%	0.01%	-96.5%
CPB	Sell	CAMPBELL SOUP CO	$2,756,000	-44.1%	61,400	-46.1%	0.01%	-41.7%
TWX	Sell	TIME WARNER INC	$2,531,000	-77.2%	38,743	-75.7%	0.01%	-74.1%
KR	Sell	KROGER CO	$2,712,000	-75.0%	62,141	-77.4%	0.01%	-73.1%
KRFT	Sell	KRAFT FOODS GROUP INC	$2,582,000	-25.8%	46,029	-28.6%	0.01%	-12.5%
PGR	Sell	PROGRESSIVE CORP OHIO	$2,860,000	-21.2%	118,100	-11.3%	0.01%	-22.2%
NOC	Sell	NORTHROP GRUMMAN CORP	$2,538,000	-67.3%	20,567	-69.7%	0.01%	-63.2%
UNP	Sell	UNION PAC CORP	$2,749,000	-53.8%	14,647	-58.7%	0.01%	-50.0%
IP	Sell	INTL PAPER CO	$2,165,000	-60.4%	47,195	-57.6%	0.01%	-53.8%
AAP	Sell	ADVANCE AUTO PARTS INC	$2,391,000	-36.6%	18,900	-44.5%	0.01%	-33.3%
HAL	Sell	HALLIBURTON CO	$2,172,000	-58.2%	36,878	-64.0%	0.01%	-53.8%
HCA	Sell	HCA HOLDINGS INC	$2,315,000	-58.0%	44,100	-61.8%	0.01%	-53.8%
GCI	Sell	GANNETT INC	$2,132,000	-71.2%	77,256	-69.1%	0.01%	-66.7%
FBHS	Sell	FORTUNE BRANDS HOME & SEC IN	$2,421,000	-48.5%	57,529	-44.1%	0.01%	-45.5%
MHK	Sell	MOHAWK INDS INC	$2,308,000	-44.8%	16,973	-39.5%	0.01%	-40.0%
EMN	Sell	EASTMAN CHEM CO	$2,271,000	-39.0%	26,342	-42.9%	0.01%	-33.3%
NBL	Sell	NOBLE ENERGY INC	$2,393,000	-34.2%	33,691	-36.9%	0.01%	-33.3%
VLO	Sell	VALERO ENERGY CORP NEW	$2,427,000	-86.4%	45,707	-87.1%	0.01%	-86.0%
PCLN	Sell	PRICELINE COM INC	$2,246,000	-61.2%	1,884	-62.2%	0.01%	-57.1%
CBS	Sell	CBS CORP NEWcl b	$2,277,000	-82.6%	36,852	-82.0%	0.01%	-81.2%
BBY	Sell	BEST BUY INC	$2,381,000	-82.0%	90,174	-72.8%	0.01%	-81.2%
SNPS	Sell	SYNOPSYS INC	$2,162,000	-8.4%	56,300	-3.3%	0.01%	0.0%
AGCO	Sell	AGCO CORP	$2,206,000	-40.2%	40,000	-35.9%	0.01%	-33.3%
TMO	Sell	THERMO FISHER SCIENTIFIC INC	$2,188,000	-54.9%	18,200	-58.2%	0.01%	-50.0%
LUK	Sell	LEUCADIA NATL CORP	$1,865,000	-10.6%	66,600	-9.5%	0.01%	0.0%
ETR	Sell	ENTERGY CORP NEW	$1,938,000	-66.4%	28,992	-68.2%	0.01%	-64.3%
FDO	Sell	FAMILY DLR STORES INC	$1,903,000	-48.3%	32,800	-42.1%	0.01%	-44.4%
MAN	Sell	MANPOWERGROUP INC	$1,742,000	-34.2%	22,100	-28.3%	0.01%	-16.7%
MAC	Sell	MACERICH CO	$1,857,000	-9.4%	29,800	-14.4%	0.01%	0.0%
GPS	Sell	GAP INC DEL	$1,814,000	-62.2%	45,282	-63.1%	0.01%	-58.3%
KIM	Sell	KIMCO RLTY CORP	$1,919,000	-9.9%	87,700	-18.7%	0.01%	0.0%
AMG	Sell	AFFILIATED MANAGERS GROUP	$1,895,000	-56.3%	9,473	-52.6%	0.01%	-54.5%
LVS	Sell	LAS VEGAS SANDS CORP	$1,977,000	-78.0%	24,475	-78.5%	0.01%	-77.3%
XL	Sell	XL GROUP PLC	$1,869,000	-17.8%	59,800	-16.2%	0.01%	-16.7%
STX	Sell	SEAGATE TECHNOLOGY PLC	$2,005,000	-61.0%	35,700	-61.0%	0.01%	-58.3%
CMA	Sell	COMERICA INC	$2,010,000	-5.0%	38,800	-12.8%	0.01%	0.0%
TEL	Sell	TE CONNECTIVITY LTD	$1,873,000	-70.8%	31,100	-73.2%	0.01%	-68.8%
PNRA	Sell	PANERA BREAD COcl a	$1,948,000	-4.3%	11,040	-4.1%	0.01%	0.0%
HBAN	Sell	HUNTINGTON BANCSHARES INC	$1,764,000	-8.6%	176,900	-11.5%	0.01%	0.0%
CLR	Sell	CONTINENTAL RESOURCES INC	$1,963,000	-27.0%	15,800	-33.9%	0.01%	-28.6%
BEAV	Sell	B/E AEROSPACE INC	$1,967,000	-49.9%	22,667	-49.8%	0.01%	-50.0%
SJM	Sell	SMUCKER J M CO	$1,993,000	-11.9%	20,500	-6.1%	0.01%	0.0%
VIAB	Sell	VIACOM INC NEWcl b	$2,014,000	-57.0%	23,700	-55.8%	0.01%	-54.5%
DPS	Sell	DR PEPPER SNAPPLE GROUP INC	$1,988,000	+5.9%	36,500	-5.3%	0.01%	0.0%
EQT	Sell	EQT CORP	$1,919,000	-25.8%	19,794	-31.3%	0.01%	-16.7%
CINF	Sell	CINCINNATI FINL CORP	$1,518,000	-18.8%	31,200	-12.6%	0.00%	-20.0%
FCX	Sell	FREEPORT-MCMORAN COPPER & GO	$1,448,000	-63.4%	43,800	-58.2%	0.00%	-60.0%
MCK	Sell	MCKESSON CORP	$1,695,000	-96.9%	9,600	-97.2%	0.00%	-97.0%
PCL	Sell	PLUM CREEK TIMBER CO INC	$1,568,000	-17.8%	37,300	-9.0%	0.00%	-20.0%
ETFC	Sell	E TRADE FINANCIAL CORP	$1,384,000	+3.6%	60,100	-11.6%	0.00%	+33.3%
PKX	Sell	POSCOsponsored adr	$1,626,000	-40.2%	23,422	-32.8%	0.00%	-42.9%
DE	Sell	DEERE & CO	$1,544,000	-53.8%	17,000	-53.6%	0.00%	-50.0%
9207PS	Sell	ROCK-TENN COcl a	$1,546,000	-40.2%	14,642	-40.5%	0.00%	-33.3%
ENB	Sell	ENBRIDGE INC	$1,624,000	-0.1%	35,700	-4.0%	0.00%	0.0%
PBCT	Sell	PEOPLES UNITED FINANCIAL INC	$975,000	-18.5%	65,600	-17.1%	0.00%	0.0%
AGNC	Sell	AMERICAN CAPITAL AGENCY CORP	$991,000	-86.2%	46,130	-87.6%	0.00%	-82.4%
ARW	Sell	ARROW ELECTRS INC	$1,205,000	-58.0%	20,300	-61.6%	0.00%	-57.1%
BR	Sell	BROADRIDGE FINL SOLUTIONS IN	$1,281,000	-9.0%	34,500	-3.1%	0.00%	0.0%
IM	Sell	INGRAM MICRO INCcl a	$1,041,000	-53.0%	35,200	-62.7%	0.00%	-40.0%
LM	Sell	LEGG MASON INC	$1,089,000	-35.8%	22,200	-43.1%	0.00%	-25.0%
MAS	Sell	MASCO CORP	$1,179,000	-76.6%	53,100	-76.0%	0.00%	-75.0%
THRX	Sell	THERAVANCE INC	$996,000	-61.6%	32,200	-55.7%	0.00%	-50.0%
TSN	Sell	TYSON FOODS INCcl a	$1,069,000	-67.6%	24,300	-75.4%	0.00%	-62.5%
ZION	Sell	ZIONS BANCORPORATION	$1,190,000	-11.1%	38,400	-14.1%	0.00%	0.0%
COG	Sell	CABOT OIL & GAS CORP	$708,000	-89.1%	20,900	-87.6%	0.00%	-87.5%
CMG	Sell	CHIPOTLE MEXICAN GRILL INC	$756,000	-77.2%	1,330	-78.7%	0.00%	-75.0%
PL	Sell	PROTECTIVE LIFE CORP	$757,000	-7.0%	14,400	-10.3%	0.00%	0.0%
AIGWS	Sell	AMERICAN INTL GROUP INC*w exp 01/19/202	$736,000	+0.5%	36,000	-0.4%	0.00%	0.0%
UNTCQ	Sell	UNIT CORP	$791,000	-16.7%	12,100	-34.2%	0.00%	0.0%
AVT	Sell	AVNET INC	$879,000	-3.5%	18,900	-8.5%	0.00%	0.0%
CQB	Sell	CHIQUITA BRANDS INTL INC	$781,000	-5.2%	62,700	-10.9%	0.00%	0.0%
SLF	Sell	SUN LIFE FINL INC	$933,000	-48.3%	26,900	-47.4%	0.00%	-50.0%
AIV	Sell	APARTMENT INVT & MGMT COcl a	$907,000	+0.3%	30,000	-14.0%	0.00%	0.0%
SPNV	Sell	SUPERIOR ENERGY SVCS INC	$578,000	-52.4%	18,800	-58.8%	0.00%	-33.3%
WHR	Sell	WHIRLPOOL CORP	$762,000	-84.1%	5,100	-83.3%	0.00%	-83.3%
SFG	Sell	STANCORP FINL GROUP INC	$621,000	-9.2%	9,300	-9.9%	0.00%	0.0%
FB	Sell	FACEBOOK INCcl a	$633,000	-89.4%	10,500	-90.4%	0.00%	-86.7%
YPF	Sell	YPF SOCIEDAD ANONIMAspon adr cl d	$903,000	-36.6%	28,994	-32.9%	0.00%	-33.3%
XLS	Sell	EXELIS INC	$705,000	-6.5%	37,100	-6.2%	0.00%	0.0%
BHI	Sell	BAKER HUGHES INC	$767,000	-37.7%	11,800	-47.1%	0.00%	-33.3%
AFG	Sell	AMERICAN FINL GROUP INC OHIO	$877,000	-62.9%	15,200	-62.9%	0.00%	-66.7%
NDAQ	Sell	NASDAQ OMX GROUP INC	$879,000	-24.9%	23,800	-19.0%	0.00%	-33.3%
ROL	Sell	ROLLINS INC	$937,000	-0.8%	31,000	-0.6%	0.00%	0.0%
B108PS	Sell	ACTAVIS PLC	$269,000	-91.2%	1,306	-92.9%	0.00%	-85.7%
THI	Sell	TIM HORTONS INC	$382,000	-10.3%	6,900	-5.5%	0.00%	0.0%
TGA	Sell	TRANSGLOBE ENERGY CORP	$307,000	-19.0%	40,200	-11.5%	0.00%	0.0%
URI	Sell	UNITED RENTALS INC	$484,000	-43.1%	5,100	-53.2%	0.00%	-50.0%
SHG	Sell	SHINHAN FINANCIAL GROUP CO Lspn adr restrd	$410,000	-30.7%	9,340	-27.9%	0.00%	0.0%
SHOS	Sell	SEARS HOMETOWN & OUTLET STOR	$348,000	-11.5%	14,700	-4.5%	0.00%	0.0%
PESXQ	Sell	PIONEER ENERGY SVCS CORP	$420,000	+13.5%	32,400	-29.9%	0.00%	0.0%
PKD	Sell	PARKER DRILLING CO	$502,000	-25.4%	70,800	-14.5%	0.00%	-50.0%
NFLX	Sell	NETFLIX INC	$538,000	-92.4%	1,528	-92.1%	0.00%	-94.1%
SYA	Sell	SYMETRA FINL CORP	$559,000	-5.3%	28,200	-9.3%	0.00%	0.0%
NRG	Sell	NRG ENERGY INC	$464,000	-29.5%	14,600	-36.2%	0.00%	-50.0%
MGM	Sell	MGM RESORTS INTERNATIONAL	$476,000	-87.4%	18,400	-88.6%	0.00%	-88.9%
LNKD	Sell	LINKEDIN CORP	$536,000	-91.3%	2,900	-89.8%	0.00%	-93.3%
JCI	Sell	JOHNSON CTLS INC	$237,000	-84.5%	5,000	-83.2%	0.00%	-75.0%
HP	Sell	HELMERICH & PAYNE INC	$355,000	-86.8%	3,300	-89.7%	0.00%	-85.7%
AMTD	Sell	TD AMERITRADE HLDG CORP	$370,000	-80.3%	10,900	-82.2%	0.00%	-80.0%
FLT	Sell	FLEETCOR TECHNOLOGIES INC	$219,000	-48.6%	1,900	-47.7%	0.00%	0.0%
CREE	Sell	CREE INC	$566,000	-78.5%	10,000	-76.3%	0.00%	-83.3%
CAG	Sell	CONAGRA FOODS INC	$270,000	-37.5%	8,700	-32.1%	0.00%	0.0%
EBR	Sell	CENTRAIS ELETRICAS BRASILEIRsponsored adr	$276,000	-33.2%	97,130	-39.1%	0.00%	0.0%
CLS	Sell	CELESTICA INC	$506,000	-3.8%	46,200	-8.7%	0.00%	0.0%
CJES	Sell	C&J ENERGY SVCS INC	$376,000	-45.6%	12,900	-56.9%	0.00%	-50.0%
AMAT	Sell	APPLIED MATLS INC	$268,000	-79.1%	13,100	-82.0%	0.00%	-66.7%
BALT	Sell	BALTIC TRADING LIMITED	$442,000	-74.6%	70,056	-74.0%	0.00%	-75.0%
FOX	Sell	TWENTY FIRST CENTY FOX INCcl b	$255,000	-36.4%	8,200	-29.3%	0.00%	0.0%
VG	Exit	VONAGE HLDGS CORP	$0	–	-59,672	-100.0%	0.00%	–
PSEC	Exit	PROSPECT CAPITAL CORPORATION	$0	–	-16,742	-100.0%	0.00%	–
DCT	Exit	DCT INDUSTRIAL TRUST INC	$0	–	-13,390	-100.0%	0.00%	–
MHLD	Exit	MAIDEN HOLDINGS LTD	$0	–	-17,202	-100.0%	0.00%	–
COCOQ	Exit	CORINTHIAN COLLEGES INC	$0	–	-19,500	-100.0%	0.00%	–
DHOXQ	Sell	DESARROLLADORA HOMEX S A DEsponsored adr	$28,000	-17.6%	19,900	-31.6%	0.00%	–
ONE	Exit	HIGHER ONE HLDGS INC	$0	–	-17,500	-100.0%	0.00%	–
CDVIQ	Exit	CAL DIVE INTL INC DEL	$0	–	-18,100	-100.0%	0.00%	–
SANM	Exit	SANMINA CORPORATION	$0	–	-11,823	-100.0%	0.00%	–
SRC	Exit	SPIRIT RLTY CAP INC NEW	$0	–	-13,398	-100.0%	0.00%	–
EXPR	Exit	EXPRESS INC	$0	–	-16,946	-100.0%	-0.00%	–
WIN	Exit	WINDSTREAM HLDGS INC	$0	–	-76,727	-100.0%	-0.00%	–
JCOM	Exit	J2 GLOBAL INC	$0	–	-8,514	-100.0%	-0.00%	–
ATW	Exit	ATWOOD OCEANICS INC	$0	–	-8,500	-100.0%	-0.00%	–
PMT	Exit	PENNYMAC MTG INVT TR	$0	–	-15,081	-100.0%	-0.00%	–
AYR	Exit	AIRCASTLE LTD	$0	–	-14,750	-100.0%	-0.00%	–
AINV	Exit	APOLLO INVT CORP	$0	–	-41,176	-100.0%	-0.00%	–
FSLR	Exit	FIRST SOLAR INC	$0	–	-8,392	-100.0%	-0.00%	–
AEL	Exit	AMERICAN EQTY INVT LIFE HLD	$0	–	-17,213	-100.0%	-0.00%	–
GHC	Exit	GRAHAM HLDGS CO	$0	–	-411	-100.0%	-0.00%	–
IMO	Exit	IMPERIAL OIL LTD	$0	–	-10,100	-100.0%	-0.00%	–
LYV	Exit	LIVE NATION ENTERTAINMENT IN	$0	–	-13,602	-100.0%	-0.00%	–
LUV	Exit	SOUTHWEST AIRLS CO	$0	–	-18,400	-100.0%	-0.00%	–
PTR	Exit	PETROCHINA CO LTDsponsored adr	$0	–	-5,100	-100.0%	-0.00%	–
WTI	Exit	W & T OFFSHORE INC	$0	–	-17,613	-100.0%	-0.00%	–
ARR	Exit	ARMOUR RESIDENTIAL REIT INC	$0	–	-131,244	-100.0%	-0.00%	–
OIS	Exit	OIL STS INTL INC	$0	–	-5,300	-100.0%	-0.00%	–
STRZA	Exit	STARZ	$0	–	-17,506	-100.0%	-0.00%	–
COLB	Exit	COLUMBIA BKG SYS INC	$0	–	-11,400	-100.0%	-0.00%	–
BIG	Exit	BIG LOTS INC	$0	–	-13,526	-100.0%	-0.00%	–
CST	Exit	CST BRANDS INC	$0	–	-16,183	-100.0%	-0.00%	–
XEC	Exit	CIMAREX ENERGY CO	$0	–	-5,600	-100.0%	-0.00%	–
HTS	Exit	HATTERAS FINL CORP	$0	–	-24,357	-100.0%	-0.00%	–
FOXA	Exit	TWENTY FIRST CENTY FOX INCcl a	$0	–	-15,339	-100.0%	-0.00%	–
CNP	Exit	CENTERPOINT ENERGY INC	$0	–	-21,900	-100.0%	-0.00%	–
SNX	Exit	SYNNEX CORP	$0	–	-8,272	-100.0%	-0.00%	–
LDOS	Exit	LEIDOS HLDGS INC	$0	–	-8,709	-100.0%	-0.00%	–
BKS	Exit	BARNES & NOBLE INC	$0	–	-16,749	-100.0%	-0.00%	–
NRF	Exit	NORTHSTAR RLTY FIN CORP	$0	–	-36,900	-100.0%	-0.00%	–
VCI	Exit	VALASSIS COMMUNICATIONS INC	$0	–	-11,169	-100.0%	-0.00%	–
WRLD	Exit	WORLD ACCEP CORP DEL	$0	–	-4,394	-100.0%	-0.00%	–
WDR	Exit	WADDELL & REED FINL INCcl a	$0	–	-7,449	-100.0%	-0.00%	–
CSH	Exit	CASH AMER INTL INC	$0	–	-9,647	-100.0%	-0.00%	–
SAVE	Exit	SPIRIT AIRLS INC	$0	–	-7,500	-100.0%	-0.00%	–
KALU	Exit	KAISER ALUMINUM CORP	$0	–	-3,900	-100.0%	-0.00%	–
WPX	Exit	WPX ENERGY INC	$0	–	-26,100	-100.0%	-0.00%	–
TECD	Exit	TECH DATA CORP	$0	–	-7,882	-100.0%	-0.00%	–
GIB	Exit	GROUPE CGI INCcl a sub vtg	$0	–	-15,900	-100.0%	-0.00%	–
STWD	Exit	STARWOOD PPTY TR INC	$0	–	-15,600	-100.0%	-0.00%	–
HFC	Exit	HOLLYFRONTIER CORP	$0	–	-7,377	-100.0%	-0.00%	–
MDP	Exit	MEREDITH CORP	$0	–	-6,876	-100.0%	-0.00%	–
WW	Exit	WEIGHT WATCHERS INTL INC NEW	$0	–	-7,551	-100.0%	-0.00%	–
FCN	Exit	FTI CONSULTING INC	$0	–	-8,682	-100.0%	-0.00%	–
CHK	Exit	CHESAPEAKE ENERGY CORP	$0	–	-22,700	-100.0%	-0.00%	–
PRI	Exit	PRIMERICA INC	$0	–	-12,084	-100.0%	-0.00%	–
BRCD	Exit	BROCADE COMMUNICATIONS SYS I	$0	–	-57,855	-100.0%	-0.00%	–
ARCC	Exit	ARES CAP CORP	$0	–	-26,900	-100.0%	-0.00%	–
MFC	Exit	MANULIFE FINL CORP	$0	–	-23,100	-100.0%	-0.00%	–
ORI	Exit	OLD REP INTL CORP	$0	–	-26,300	-100.0%	-0.00%	–
HELE	Exit	HELEN OF TROY CORP LTD	$0	–	-4,848	-100.0%	-0.00%	–
EGN	Exit	ENERGEN CORP	$0	–	-6,300	-100.0%	-0.00%	–
ROVI	Exit	ROVI CORP	$0	–	-20,666	-100.0%	-0.00%	–
LVNTA	Exit	LIBERTY INTERACTIVE CORP	$0	–	-3,625	-100.0%	-0.00%	–
DV	Exit	DEVRY ED GROUP INC	$0	–	-15,469	-100.0%	-0.00%	–
THC	Exit	TENET HEALTHCARE CORP	$0	–	-11,743	-100.0%	-0.00%	–
6107SC	Exit	URS CORP NEW	$0	–	-8,917	-100.0%	-0.00%	–
SVU	Exit	SUPERVALU INC	$0	–	-63,734	-100.0%	-0.00%	–
TLM	Exit	TALISMAN ENERGY INC	$0	–	-26,300	-100.0%	-0.00%	–
AMSG	Exit	AMSURG CORP	$0	–	-8,600	-100.0%	-0.00%	–
SWI	Exit	SOLARWINDS INC	$0	–	-7,934	-100.0%	-0.00%	–
UVV	Exit	UNIVERSAL CORP VA	$0	–	-7,142	-100.0%	-0.00%	–
NBR	Exit	NABORS INDUSTRIES LTD	$0	–	-19,840	-100.0%	-0.00%	–
MOGA	Exit	MOOG INCcl a	$0	–	-4,528	-100.0%	-0.00%	–
USTR	Exit	UNITED STATIONERS INC	$0	–	-10,176	-100.0%	-0.00%	–
BAS	Exit	BASIC ENERGY SVCS INC NEW	$0	–	-29,573	-100.0%	-0.00%	–
CIM	Exit	CHIMERA INVT CORP	$0	–	-178,113	-100.0%	-0.00%	–
TPX	Exit	TEMPUR SEALY INTL INC	$0	–	-7,880	-100.0%	-0.00%	–
PPC	Exit	PILGRIMS PRIDE CORP NEW	$0	–	-17,494	-100.0%	-0.00%	–
FXCM	Exit	FXCM INC	$0	–	-21,900	-100.0%	-0.00%	–
RFP	Exit	RESOLUTE FST PRODS INC	$0	–	-20,990	-100.0%	-0.00%	–
BAH	Exit	BOOZ ALLEN HAMILTON HLDG CORcl a	$0	–	-26,733	-100.0%	-0.00%	–
UIS	Exit	UNISYS CORP	$0	–	-10,964	-100.0%	-0.00%	–
LVLT	Exit	LEVEL 3 COMMUNICATIONS INC	$0	–	-11,300	-100.0%	-0.00%	–
QUAD	Exit	QUAD / GRAPHICS INC	$0	–	-9,421	-100.0%	-0.00%	–
CFN	Exit	CAREFUSION CORP	$0	–	-14,556	-100.0%	-0.00%	–
CACI	Exit	CACI INTL INCcl a	$0	–	-6,503	-100.0%	-0.00%	–
ALV	Exit	AUTOLIV INC	$0	–	-6,200	-100.0%	-0.00%	–
PDLI	Exit	PDL BIOPHARMA INC	$0	–	-42,543	-100.0%	-0.00%	–
IBKR	Exit	INTERACTIVE BROKERS GROUP IN	$0	–	-12,663	-100.0%	-0.00%	–
KEGXQ	Exit	KEY ENERGY SVCS INC	$0	–	-61,100	-100.0%	-0.00%	–
WLL	Exit	WHITING PETE CORP NEW	$0	–	-9,200	-100.0%	-0.00%	–
AMZN	Exit	AMAZON COM INC	$0	–	-623	-100.0%	-0.00%	–
VZ	Exit	VERIZON COMMUNICATIONS INC	$0	–	-5,019	-100.0%	-0.00%	–
GLFMQ	Exit	GULFMARK OFFSHORE INCcl a new	$0	–	-6,600	-100.0%	-0.00%	–
HBI	Exit	HANESBRANDS INC	$0	–	-6,153	-100.0%	-0.00%	–
RCII	Exit	RENT A CTR INC NEW	$0	–	-7,447	-100.0%	-0.00%	–
SM	Exit	SM ENERGY CO	$0	–	-4,400	-100.0%	-0.00%	–
SLRC	Exit	SOLAR CAP LTD	$0	–	-13,869	-100.0%	-0.00%	–
FLEX	Exit	FLEXTRONICS INTL LTDord	$0	–	-75,800	-100.0%	-0.00%	–
J	Exit	JACOBS ENGR GROUP INC DEL	$0	–	-9,800	-100.0%	-0.00%	–
QRTEA	Exit	LIBERTY INTERACTIVE CORP	$0	–	-20,400	-100.0%	-0.00%	–
WLK	Exit	WESTLAKE CHEM CORP	$0	–	-1,900	-100.0%	-0.00%	–
R108	Exit	ENERGIZER HLDGS INC	$0	–	-5,648	-100.0%	-0.00%	–
IDIX	Exit	IDENIX PHARMACEUTICALS INC	$0	–	-56,100	-100.0%	-0.00%	–
GBDC	Exit	GOLUB CAP BDC INC	$0	–	-13,600	-100.0%	-0.00%	–
PNNT	Exit	PENNANTPARK INVT CORP	$0	–	-24,100	-100.0%	-0.00%	–
DSX	Exit	DIANA SHIPPING INC	$0	–	-46,050	-100.0%	-0.00%	–
AGO	Exit	ASSURED GUARANTY LTD	$0	–	-19,666	-100.0%	-0.00%	–
VR	Exit	VALIDUS HOLDINGS LTD	$0	–	-14,110	-100.0%	-0.00%	–
PPG	Exit	PPG INDS INC	$0	–	-2,300	-100.0%	-0.00%	–
DLX	Exit	DELUXE CORP	$0	–	-11,188	-100.0%	-0.00%	–
ACM	Exit	AECOM TECHNOLOGY CORP DELAWA	$0	–	-13,378	-100.0%	-0.00%	–
DAN	Exit	DANA HLDG CORP	$0	–	-21,820	-100.0%	-0.00%	–
ANF	Exit	ABERCROMBIE & FITCH COcl a	$0	–	-7,531	-100.0%	-0.00%	–
MTG	Exit	MGIC INVT CORP WIS	$0	–	-46,600	-100.0%	-0.00%	–
FTR	Exit	FRONTIER COMMUNICATIONS CORP	$0	–	-126,033	-100.0%	-0.00%	–
BPOP	Exit	POPULAR INC	$0	–	-17,054	-100.0%	-0.00%	–
CYS	Exit	CYS INVTS INC	$0	–	-39,300	-100.0%	-0.00%	–
FSC	Exit	FIFTH STREET FINANCE CORP	$0	–	-30,554	-100.0%	-0.00%	–
TPC	Exit	TUTOR PERINI CORP	$0	–	-10,853	-100.0%	-0.00%	–
MFA	Exit	MFA FINL INC	$0	–	-35,543	-100.0%	-0.00%	–
HRS	Exit	HARRIS CORP DEL	$0	–	-9,989	-100.0%	-0.00%	–
AVP	Exit	AVON PRODS INC	$0	–	-36,809	-100.0%	-0.00%	–
TW	Exit	TOWERS WATSON & COcl a	$0	–	-6,904	-100.0%	-0.00%	–
WM	Exit	WASTE MGMT INC DEL	$0	–	-21,100	-100.0%	-0.00%	–
FHI	Exit	FEDERATED INVS INC PAcl b	$0	–	-28,008	-100.0%	-0.00%	–
FE	Exit	FIRSTENERGY CORP	$0	–	-24,500	-100.0%	-0.00%	–
ED	Exit	CONSOLIDATED EDISON INC	$0	–	-12,800	-100.0%	-0.00%	–
RCI	Exit	ROGERS COMMUNICATIONS INCcl b	$0	–	-22,600	-100.0%	-0.00%	–
BSX	Exit	BOSTON SCIENTIFIC CORP	$0	–	-78,020	-100.0%	-0.00%	–
VPRT	Exit	VISTAPRINT N V	$0	–	-12,695	-100.0%	-0.00%	–
MRVL	Exit	MARVELL TECHNOLOGY GROUP LTDord	$0	–	-59,303	-100.0%	-0.00%	–
JCPNQ	Exit	PENNEY J C INC	$0	–	-87,429	-100.0%	-0.00%	–
RAD	Exit	RITE AID CORP	$0	–	-140,092	-100.0%	-0.00%	–
WFT	Exit	WEATHERFORD INTERNATIONAL LT	$0	–	-46,700	-100.0%	-0.00%	–
TSO	Exit	TESORO CORP	$0	–	-17,263	-100.0%	-0.00%	–
ESV	Exit	ENSCO PLC	$0	–	-12,200	-100.0%	-0.00%	–
NEBLQ	Exit	NOBLE CORP PLC	$0	–	-24,700	-100.0%	-0.00%	–
IVR	Exit	INVESCO MORTGAGE CAPITAL INC	$0	–	-51,466	-100.0%	-0.00%	–
LEA	Exit	LEAR CORP	$0	–	-8,226	-100.0%	-0.00%	–
GES	Exit	GUESS INC	$0	–	-29,773	-100.0%	-0.00%	–
LXK	Exit	LEXMARK INTL NEWcl a	$0	–	-17,476	-100.0%	-0.00%	–
LPNT	Exit	LIFEPOINT HOSPITALS INC	$0	–	-13,446	-100.0%	-0.00%	–
HII	Exit	HUNTINGTON INGALLS INDS INC	$0	–	-7,714	-100.0%	-0.00%	–
JOY	Exit	JOY GLOBAL INC	$0	–	-15,861	-100.0%	-0.00%	–
JWA	Exit	WILEY JOHN & SONS INCcl a	$0	–	-13,733	-100.0%	-0.00%	–
NFX	Exit	NEWFIELD EXPL CO	$0	–	-28,800	-100.0%	-0.00%	–
RRD	Exit	DONNELLEY R R & SONS CO	$0	–	-36,467	-100.0%	-0.00%	–
MOS	Exit	MOSAIC CO NEW	$0	–	-17,000	-100.0%	-0.00%	–
ATK	Exit	ALLIANT TECHSYSTEMS INC	$0	–	-6,802	-100.0%	-0.00%	–
KOG	Exit	KODIAK OIL & GAS CORP	$0	–	-57,300	-100.0%	-0.00%	–
UHS	Exit	UNIVERSAL HLTH SVCS INCcl b	$0	–	-7,889	-100.0%	-0.00%	–
CHU	Exit	CHINA UNICOM (HONG KONG) LTDsponsored adr	$0	–	-92,700	-100.0%	-0.00%	–
XRAY	Exit	DENTSPLY INTL INC NEW	$0	–	-24,100	-100.0%	-0.00%	–
APD	Exit	AIR PRODS & CHEMS INC	$0	–	-10,700	-100.0%	-0.00%	–
DNB	Exit	DUN & BRADSTREET CORP DEL NE	$0	–	-9,471	-100.0%	-0.00%	–
LUMN	Exit	CENTURYLINK INC	$0	–	-45,303	-100.0%	-0.00%	–
NAV	Exit	NAVISTAR INTL CORP NEW	$0	–	-39,399	-100.0%	-0.00%	–
A309PS	Exit	DIRECTV	$0	–	-24,288	-100.0%	-0.00%	–
BKW	Exit	BURGER KING WORLDWIDE INC	$0	–	-68,054	-100.0%	-0.00%	–
ADM	Exit	ARCHER DANIELS MIDLAND CO	$0	–	-37,592	-100.0%	-0.00%	–
KB	Exit	KB FINANCIAL GROUP INCsponsored adr	$0	–	-49,739	-100.0%	-0.01%	–
GA	Exit	GIANT INTERACTIVE GROUP INCadr	$0	–	-188,774	-100.0%	-0.01%	–
BSL	Exit	BLACKSTONE GSO FLTING RTE FU	$0	–	-101,860	-100.0%	-0.01%	–
PBI	Exit	PITNEY BOWES INC	$0	–	-96,579	-100.0%	-0.01%	–
EWT	Exit	ISHARESmsci taiwan etf	$0	–	-157,855	-100.0%	-0.01%	–
MANT	Exit	MANTECH INTL CORPcl a	$0	–	-94,546	-100.0%	-0.01%	–
KSU	Exit	KANSAS CITY SOUTHERN	$0	–	-21,851	-100.0%	-0.01%	–
SWY	Exit	SAFEWAY INC	$0	–	-100,735	-100.0%	-0.01%	–
ENDP	Exit	ENDO HEALTH SOLUTIONS INC	$0	–	-53,382	-100.0%	-0.01%	–
TRW	Exit	TRW AUTOMOTIVE HLDGS CORP	$0	–	-47,153	-100.0%	-0.01%	–
XRX	Exit	XEROX CORP	$0	–	-348,940	-100.0%	-0.01%	–
VMC	Exit	VULCAN MATLS CO	$0	–	-70,000	-100.0%	-0.01%	–
UFS	Exit	DOMTAR CORP	$0	–	-55,125	-100.0%	-0.01%	–
GMCR	Exit	GREEN MTN COFFEE ROASTERS IN	$0	–	-77,813	-100.0%	-0.01%	–
LIFE	Exit	LIFE TECHNOLOGIES CORP	$0	–	-81,598	-100.0%	-0.02%	–
MLM	Exit	MARTIN MARIETTA MATLS INC	$0	–	-67,597	-100.0%	-0.02%	–
COLE	Exit	COLE REAL ESTATE INVTS INC	$0	–	-672,000	-100.0%	-0.02%	–
KFN	Exit	KKR FINL HLDGS LLC	$0	–	-909,810	-100.0%	-0.03%	–
CMCSK	Exit	COMCAST CORP NEWcl a spl	$0	–	-295,645	-100.0%	-0.04%	–
HMA	Exit	HEALTH MGMT ASSOC INC NEWcl a	$0	–	-1,302,300	-100.0%	-0.04%	–
BPO	Exit	BROOKFIELD OFFICE PPTYS INC	$0	–	-1,958,000	-100.0%	-0.09%	–

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2014-05-14

Signatures

The EDGAR filing(s) were signed by:

John B. McGinty, Jr. — Chief Compliance Officer, not in his individual capacity

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
MICROSOFT CORP	42	Q3 2023	5.1%
APPLE INC	42	Q3 2023	4.8%
ORACLE CORP	42	Q3 2023	5.0%
JOHNSON & JOHNSON	42	Q3 2023	5.2%
UNITEDHEALTH GROUP INC	42	Q3 2023	3.7%
COCA COLA CO	42	Q3 2023	4.4%
CISCO SYS INC	42	Q3 2023	3.5%
ACCENTURE PLC IRELAND	42	Q3 2023	2.7%
AMERICAN EXPRESS CO	42	Q3 2023	2.5%
ABBOTT LABS	42	Q3 2023	1.7%

View Grantham, Mayo, Van Otterloo & Co. LLC's complete holdings history.

Latest significant ownerships (13-D/G)

Grantham, Mayo, Van Otterloo & Co. LLC Q1 2014 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
Changyou.com Ltd	February 13, 2020	119,900	0.7%
Eventbrite, Inc.	February 13, 2020	890,000	1.6%
DHX Media Ltd.^{Sold out}	February 14, 2018	0	0.0%
MEDIA GENERAL INC^{Sold out}	February 14, 2018	0	0.0%
PENN VIRGINIA CORP	February 14, 2018	252,261	1.7%
PJT Partners Inc.	February 13, 2017	440,623	2.4%
PUMA BIOTECHNOLOGY, INC.^{Sold out}	February 13, 2017	0	0.0%
TopBuild Corp	February 13, 2017	1,187,139	3.1%
Vectrus, Inc.^{Sold out}	February 12, 2016	0	0.0%

View Grantham, Mayo, Van Otterloo & Co. LLC's complete significant-ownership history.

Latest filings

Type	Filed
40-APP	2024-05-23
13F-HR	2024-05-14
13F-HR	2024-02-13
SC 13G/A	2024-02-13
SC 13G/A	2024-02-13
SC 13G/A	2024-02-13
SC 13G/A	2024-02-13
SC 13G/A	2024-02-13
SC 13G/A	2024-02-13
SC 13G/A	2024-02-13

View Grantham, Mayo, Van Otterloo & Co. LLC's complete filings history.

All filings

View complete filings history.

Compare quarters

Export Grantham, Mayo, Van Otterloo & Co. LLC's holdings