$31 Billion is the total value of Grantham, Mayo, Van Otterloo & Co. LLC's 444 reported holdings in Q2 2015. The portfolio turnover from Q1 2015 to Q2 2015 was 10.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | Buy | MICROSOFT CORP | $1,260,130,000 | +52.0% | 28,542,010 | +40.0% | 4.06% | +64.3% |
| JNJ | Sell | JOHNSON & JOHNSON | $1,257,936,000 | -5.8% | 12,907,199 | -2.7% | 4.06% | +1.8% |
| PG | Sell | PROCTER & GAMBLE CO | $1,137,141,000 | -12.2% | 14,534,013 | -8.0% | 3.67% | -5.1% |
| BABA | Buy | ALIBABA GROUP HLDG LTDsponsored ads | $1,117,044,000 | +0.3% | 13,577,785 | +1.5% | 3.60% | +8.4% |
| AMZN | Sell | AMAZON COM INC | $1,079,136,000 | -23.4% | 2,485,973 | -34.4% | 3.48% | -17.3% |
| ORCL | Sell | ORACLE CORP | $1,077,178,000 | -16.2% | 26,728,986 | -10.3% | 3.47% | -9.5% |
| PM | Sell | PHILIP MORRIS INTL INC | $1,070,716,000 | -6.1% | 13,355,568 | -11.8% | 3.45% | +1.5% |
| AAPL | Sell | APPLE INC | $993,530,000 | -13.7% | 7,921,306 | -14.4% | 3.20% | -6.8% |
| CSCO | Buy | CISCO SYS INC | $981,418,000 | +41.3% | 35,739,910 | +41.6% | 3.16% | +52.7% |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $947,611,000 | -48.1% | 10,654,494 | -49.4% | 3.06% | -44.0% |
| GOOGL | Sell | GOOGLE INCcl a | $896,546,000 | -28.2% | 1,660,147 | -26.2% | 2.89% | -22.4% |
| KO | Sell | COCA COLA CO | $785,514,000 | -35.5% | 20,023,300 | -33.4% | 2.53% | -30.4% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $766,868,000 | +39.0% | 6,285,803 | +34.8% | 2.47% | +50.2% |
| QCOM | Sell | QUALCOMM INC | $628,462,000 | -23.6% | 10,034,524 | -15.5% | 2.03% | -17.5% |
| WMT | Buy | WAL-MART STORES INC | $589,342,000 | +51.1% | 8,308,781 | +75.2% | 1.90% | +63.2% |
| MMM | Sell | 3M CO | $577,962,000 | -29.4% | 3,745,706 | -24.6% | 1.86% | -23.8% |
| MDT | Buy | MEDTRONIC PLC | $559,130,000 | -3.2% | 7,545,614 | +1.9% | 1.80% | +4.6% |
| ABT | Sell | ABBOTT LABS | $466,222,000 | -6.2% | 9,499,219 | -11.5% | 1.50% | +1.3% |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS | $439,901,000 | +123.2% | 2,704,421 | +120.2% | 1.42% | +141.3% |
| CL | Sell | COLGATE PALMOLIVE CO | $398,589,000 | -35.9% | 6,093,704 | -32.0% | 1.28% | -30.7% |
| CVX | Sell | CHEVRON CORP NEW | $398,113,000 | -16.8% | 4,126,806 | -9.4% | 1.28% | -10.1% |
| VRX | Buy | VALEANT PHARMACEUTICALS INTL | $379,597,000 | +65.3% | 1,708,746 | +47.8% | 1.22% | +78.7% |
| AXP | Buy | AMERICAN EXPRESS CO | $365,573,000 | +161.0% | 4,703,718 | +162.4% | 1.18% | +182.1% |
| DHR | Sell | DANAHER CORP DEL | $323,815,000 | -12.5% | 3,783,330 | -13.2% | 1.04% | -5.5% |
| ACN | Sell | ACCENTURE PLC IRELAND | $314,118,000 | -20.6% | 3,245,691 | -23.2% | 1.01% | -14.2% |
| EMC | Sell | E M C CORP MASS | $245,779,000 | -5.9% | 9,313,350 | -8.9% | 0.79% | +1.7% |
| PEP | Buy | PEPSICO INC | $243,240,000 | +74.5% | 2,605,962 | +78.8% | 0.78% | +88.5% |
| NKE | Sell | NIKE INCcl b | $236,142,000 | -42.9% | 2,186,094 | -46.9% | 0.76% | -38.3% |
| TRIP | New | TRIPADVISOR INC | $229,544,000 | – | 2,634,198 | +100.0% | 0.74% | – |
| CVS | Buy | CVS HEALTH CORP | $215,919,000 | +99.4% | 2,058,725 | +96.3% | 0.70% | +115.5% |
| MON | Sell | MONSANTO CO NEW | $214,807,000 | -41.5% | 2,015,261 | -38.3% | 0.69% | -36.8% |
| EMR | Sell | EMERSON ELEC CO | $210,738,000 | -8.3% | 3,801,877 | -6.3% | 0.68% | -0.9% |
| JPM | Sell | JPMORGAN CHASE & CO | $208,470,000 | -3.0% | 3,076,600 | -13.3% | 0.67% | +4.7% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $207,841,000 | -24.9% | 2,264,315 | -20.5% | 0.67% | -18.9% |
| SYK | Sell | STRYKER CORP | $203,369,000 | -7.3% | 2,127,956 | -10.5% | 0.66% | +0.2% |
| EBAY | Sell | EBAY INC | $201,608,000 | -17.2% | 3,346,751 | -20.8% | 0.65% | -10.6% |
| PFE | Buy | PFIZER INC | $200,891,000 | +17353.6% | 5,991,393 | +18003.6% | 0.65% | +21500.0% |
| MCD | Sell | MCDONALDS CORP | $198,903,000 | -11.2% | 2,092,171 | -9.0% | 0.64% | -4.2% |
| TDC | Sell | TERADATA CORP DEL | $190,207,000 | -18.4% | 5,140,718 | -2.7% | 0.61% | -11.9% |
| SU | Buy | SUNCOR ENERGY INC NEW | $183,615,000 | +25.1% | 6,663,800 | +32.7% | 0.59% | +35.2% |
| GOOG | Buy | GOOGLE INCcl c | $181,415,000 | -4.5% | 348,534 | +0.6% | 0.58% | +3.2% |
| HUM | Sell | HUMANA INC | $178,993,000 | +3.2% | 935,765 | -3.9% | 0.58% | +11.4% |
| COST | Sell | COSTCO WHSL CORP NEW | $175,074,000 | -42.0% | 1,296,268 | -35.0% | 0.56% | -37.3% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $168,734,000 | -26.0% | 2,762,048 | -24.4% | 0.54% | -20.0% |
| PBYI | New | PUMA BIOTECHNOLOGY INC | $166,572,000 | – | 1,426,738 | +100.0% | 0.54% | – |
| BDX | Sell | BECTON DICKINSON & CO | $155,435,000 | -13.6% | 1,097,314 | -12.4% | 0.50% | -6.7% |
| CHKP | Sell | CHECK POINT SOFTWARE TECH LTord | $155,057,000 | -34.3% | 1,949,176 | -32.3% | 0.50% | -29.0% |
| BHI | Buy | BAKER HUGHES INC | $150,795,000 | +23.2% | 2,444,000 | +27.0% | 0.49% | +33.2% |
| HON | Buy | HONEYWELL INTL INC | $150,045,000 | +5.3% | 1,471,464 | +7.7% | 0.48% | +13.9% |
| UTX | Buy | UNITED TECHNOLOGIES CORP | $150,136,000 | +402.3% | 1,353,428 | +430.7% | 0.48% | +443.8% |
| WBC | Buy | WABCO HLDGS INC | $146,631,000 | +294.4% | 1,185,188 | +291.8% | 0.47% | +326.1% |
| YHOO | New | YAHOO INC | $145,699,000 | – | 3,708,307 | +100.0% | 0.47% | – |
| XOM | Sell | EXXON MOBIL CORP | $145,281,000 | -45.7% | 1,746,163 | -44.5% | 0.47% | -41.4% |
| TSM | Buy | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $140,620,000 | +21.5% | 6,192,000 | +25.6% | 0.45% | +31.3% |
| PCP | Sell | PRECISION CASTPARTS CORP | $137,058,000 | -18.8% | 685,734 | -14.7% | 0.44% | -12.3% |
| BRCM | New | BROADCOM CORPcl a | $131,644,000 | – | 2,556,700 | +100.0% | 0.42% | – |
| VFC | Sell | V F CORP | $126,086,000 | -18.4% | 1,807,949 | -11.9% | 0.41% | -11.7% |
| LLY | Buy | LILLY ELI & CO | $122,165,000 | +476.5% | 1,463,224 | +401.7% | 0.39% | +525.4% |
| MA | Sell | MASTERCARD INCcl a | $117,465,000 | -47.8% | 1,256,581 | -51.7% | 0.38% | -43.5% |
| ODP | Buy | OFFICE DEPOT INC | $116,526,000 | +103.0% | 13,455,700 | +115.6% | 0.38% | +119.9% |
| CYN | Sell | CITY NATL CORP | $114,875,000 | -17.4% | 1,270,882 | -18.6% | 0.37% | -10.8% |
| INTU | Sell | INTUIT | $114,218,000 | -17.5% | 1,133,449 | -20.6% | 0.37% | -10.9% |
| HCBK | Buy | HUDSON CITY BANCORP | $108,235,000 | +8038.0% | 10,954,919 | +8532.7% | 0.35% | +8625.0% |
| ANTM | Buy | ANTHEM INC | $105,663,000 | +447.0% | 643,736 | +414.6% | 0.34% | +487.9% |
| ADI | Sell | ANALOG DEVICES INC | $105,739,000 | -9.0% | 1,647,404 | -10.6% | 0.34% | -1.7% |
| HSP | Buy | HOSPIRA INC | $101,529,000 | +75.8% | 1,144,500 | +74.1% | 0.33% | +90.1% |
| BIIB | Sell | BIOGEN INC | $101,407,000 | -64.1% | 251,045 | -62.5% | 0.33% | -61.2% |
| COP | Sell | CONOCOPHILLIPS | $100,593,000 | -4.5% | 1,638,048 | -3.2% | 0.32% | +3.2% |
| STJ | Sell | ST JUDE MED INC | $96,845,000 | -2.2% | 1,325,370 | -12.5% | 0.31% | +5.4% |
| AMGN | Buy | AMGEN INC | $96,558,000 | +20.8% | 628,960 | +25.8% | 0.31% | +30.7% |
| UBNT | Buy | UBIQUITI NETWORKS INC | $96,558,000 | +73.7% | 3,025,468 | +60.9% | 0.31% | +87.3% |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $94,708,000 | -17.1% | 867,053 | -10.9% | 0.30% | -10.6% |
| BBBY | Sell | BED BATH & BEYOND INC | $94,159,000 | -17.1% | 1,365,018 | -7.7% | 0.30% | -10.3% |
| VIV | Buy | TELEFONICA BRASIL SAsponsored adr | $92,072,000 | -6.4% | 6,609,594 | +2.7% | 0.30% | +1.0% |
| TJX | Sell | TJX COS INC NEW | $90,006,000 | -12.6% | 1,360,220 | -7.4% | 0.29% | -5.5% |
| ALTR | New | ALTERA CORP | $86,006,000 | – | 1,679,800 | +100.0% | 0.28% | – |
| HDB | Sell | HDFC BANK LTD | $83,882,000 | -5.3% | 1,385,798 | -7.9% | 0.27% | +2.3% |
| ROK | Sell | ROCKWELL AUTOMATION INC | $83,189,000 | -6.7% | 667,436 | -13.2% | 0.27% | +0.8% |
| RAI | Buy | REYNOLDS AMERICAN INC | $81,371,000 | +13.4% | 1,089,891 | +4.7% | 0.26% | +22.4% |
| GWW | Sell | GRAINGER W W INC | $75,066,000 | -12.5% | 317,201 | -12.8% | 0.24% | -5.5% |
| CTXS | Sell | CITRIX SYS INC | $72,433,000 | -1.9% | 1,032,394 | -10.7% | 0.23% | +6.4% |
| EWT | Buy | ISHARESmsci taiwan etf | $71,807,000 | +137.1% | 4,550,529 | +136.5% | 0.23% | +157.8% |
| GPC | Sell | GENUINE PARTS CO | $70,999,000 | -8.4% | 793,014 | -4.6% | 0.23% | -0.9% |
| PAYX | Sell | PAYCHEX INC | $70,130,000 | -15.8% | 1,495,951 | -10.9% | 0.23% | -9.2% |
| BIDU | Sell | BAIDU INCspon adr rep a | $67,862,000 | -25.7% | 340,876 | -22.3% | 0.22% | -19.8% |
| AIG | Buy | AMERICAN INTL GROUP INC | $65,603,000 | +73.5% | 1,061,200 | +53.8% | 0.21% | +87.6% |
| ISRG | Sell | INTUITIVE SURGICAL INC | $64,906,000 | -17.6% | 133,965 | -14.1% | 0.21% | -11.1% |
| OWW | Buy | ORBITZ WORLDWIDE INC | $64,507,000 | +94.5% | 5,648,600 | +98.6% | 0.21% | +110.1% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $63,196,000 | +4.8% | 812,598 | -1.6% | 0.20% | +13.3% |
| CIG | Buy | COMPANHIA ENERGETICA DE MINAsp adr n-v pfd | $62,364,000 | -6.1% | 16,368,537 | +0.8% | 0.20% | +1.5% |
| APH | Sell | AMPHENOL CORP NEWcl a | $61,771,000 | -14.5% | 1,065,570 | -13.0% | 0.20% | -7.9% |
| WFC | Sell | WELLS FARGO & CO NEW | $60,780,000 | -18.3% | 1,080,725 | -21.0% | 0.20% | -11.7% |
| CHD | Sell | CHURCH & DWIGHT INC | $58,131,000 | -17.0% | 716,520 | -12.6% | 0.19% | -10.5% |
| IBKR | INTERACTIVE BROKERS GROUP IN | $57,658,000 | +22.2% | 1,387,351 | 0.0% | 0.19% | +31.9% | |
| XLNX | Sell | XILINX INC | $57,187,000 | -8.6% | 1,295,006 | -12.5% | 0.18% | -1.6% |
| GM | Buy | GENERAL MTRS CO | $57,022,000 | -7.9% | 1,710,824 | +3.6% | 0.18% | -0.5% |
| ALLY | Buy | ALLY FINL INC | $56,391,000 | +21.4% | 2,514,100 | +13.5% | 0.18% | +30.9% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $55,900,000 | -23.0% | 410,700 | -18.4% | 0.18% | -17.1% |
| YUM | Sell | YUM BRANDS INC | $55,451,000 | +8.6% | 615,578 | -5.1% | 0.18% | +17.8% |
| TWC | Sell | TIME WARNER CABLE INC | $53,991,000 | -62.4% | 303,032 | -68.4% | 0.17% | -59.4% |
| EL | Sell | LAUDER ESTEE COS INCcl a | $52,647,000 | -6.3% | 607,512 | -10.1% | 0.17% | +1.2% |
| SBS | Buy | COMPANHIA DE SANEAMENTO BASIsponsored adr | $52,557,000 | +7.0% | 10,146,225 | +12.0% | 0.17% | +15.0% |
| MBT | Buy | MOBILE TELESYSTEMS OJSCsponsored adr | $52,397,000 | +6.5% | 5,357,552 | +9.9% | 0.17% | +15.0% |
| OCR | New | OMNICARE INC | $51,555,000 | – | 547,000 | +100.0% | 0.17% | – |
| DOV | Sell | DOVER CORP | $48,457,000 | +1.1% | 690,474 | -0.5% | 0.16% | +9.1% |
| TAL | Buy | TAL ED GROUP | $47,396,000 | +10.5% | 1,342,660 | +4.0% | 0.15% | +19.5% |
| EEM | Sell | ISHARES TRmsci emg mkt etf | $47,165,000 | -77.7% | 1,190,437 | -77.4% | 0.15% | -75.9% |
| HE | New | HAWAIIAN ELEC INDUSTRIES | $46,917,000 | – | 1,578,095 | +100.0% | 0.15% | – |
| CNQ | Buy | CANADIAN NAT RES LTD | $46,928,000 | +69.3% | 1,728,100 | +91.3% | 0.15% | +81.9% |
| SYY | Buy | SYSCO CORP | $45,941,000 | +80.2% | 1,272,604 | +88.3% | 0.15% | +94.7% |
| SKM | Sell | SK TELECOM LTDsponsored adr | $45,722,000 | -24.7% | 1,844,353 | -17.4% | 0.15% | -18.8% |
| TTM | Sell | TATA MTRS LTDsponsored adr | $44,592,000 | -37.2% | 1,293,656 | -17.9% | 0.14% | -32.1% |
| NPO | Buy | ENPRO INDS INC | $41,416,000 | +184.7% | 723,806 | +228.1% | 0.13% | +211.6% |
| BAC | Sell | BANK AMER CORP | $40,489,000 | -10.1% | 2,378,900 | -18.7% | 0.13% | -2.2% |
| INFY | Buy | INFOSYS LTDsponsored adr | $39,894,000 | +145.7% | 2,517,000 | +443.7% | 0.13% | +168.8% |
| IBN | Sell | ICICI BK LTDadr | $39,564,000 | +0.0% | 3,796,900 | -0.6% | 0.13% | +8.5% |
| C | Sell | CITIGROUP INC | $38,040,000 | -12.6% | 688,637 | -18.5% | 0.12% | -5.4% |
| TLK | Sell | P T TELEKOMUNIKASI INDONESIAsponsored adr | $36,560,000 | -8.2% | 842,600 | -7.8% | 0.12% | -0.8% |
| VIPS | Sell | VIPSHOP HLDGS LTDsponsored adr | $36,118,000 | -25.2% | 1,623,260 | -1.0% | 0.12% | -19.4% |
| BCR | Sell | BARD C R INC | $33,222,000 | -12.1% | 194,621 | -13.9% | 0.11% | -5.3% |
| HSIC | Sell | SCHEIN HENRY INC | $32,310,000 | -10.8% | 227,346 | -12.4% | 0.10% | -3.7% |
| CTRX | Sell | CATAMARAN CORP | $30,007,000 | -84.8% | 491,270 | -85.2% | 0.10% | -83.5% |
| JD | Buy | JD COM INCspon adr cl a | $29,790,000 | +131.8% | 873,600 | +99.7% | 0.10% | +152.6% |
| CVE | Buy | CENOVUS ENERGY INC | $27,662,000 | +175.5% | 1,729,300 | +190.4% | 0.09% | +196.7% |
| ROST | Buy | ROSS STORES INC | $26,038,000 | -38.6% | 535,658 | +33.2% | 0.08% | -33.3% |
| SIAL | Sell | SIGMA ALDRICH CORP | $25,360,000 | -77.3% | 181,987 | -77.5% | 0.08% | -75.4% |
| ELP | Buy | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $23,955,000 | +18.6% | 2,177,701 | +13.0% | 0.08% | +28.3% |
| MRO | Sell | MARATHON OIL CORP | $23,622,000 | +1.1% | 890,055 | -0.5% | 0.08% | +8.6% |
| LLTC | Sell | LINEAR TECHNOLOGY CORP | $23,242,000 | -14.1% | 525,471 | -9.2% | 0.08% | -7.4% |
| CERN | Sell | CERNER CORP | $23,049,000 | -7.4% | 333,759 | -1.8% | 0.07% | 0.0% |
| COH | Buy | COACH INC | $22,522,000 | +33.0% | 650,729 | +59.2% | 0.07% | +43.1% |
| TSU | Sell | TIM PARTICIPACOES S Asponsored adr | $21,980,000 | -24.1% | 1,343,500 | -23.1% | 0.07% | -17.4% |
| CBI | Sell | CHICAGO BRIDGE & IRON CO N V | $22,138,000 | -14.0% | 442,400 | -15.3% | 0.07% | -7.8% |
| EPI | Sell | WISDOMTREE TRindia erngs fd | $21,258,000 | -42.6% | 981,000 | -39.6% | 0.07% | -37.3% |
| APA | Buy | APACHE CORP | $21,269,000 | -4.1% | 369,067 | +0.4% | 0.07% | +4.5% |
| CA | Buy | CA INC | $20,956,000 | +43.4% | 715,474 | +59.7% | 0.07% | +54.5% |
| INXN | Buy | INTERXION HOLDING N.V | $20,559,000 | +283.7% | 743,544 | +291.3% | 0.07% | +312.5% |
| CX | Buy | CEMEX SAB DE CVspon adr new | $20,277,000 | +4.9% | 2,213,602 | +8.5% | 0.06% | +12.1% |
| CHL | Sell | CHINA MOBILE LIMITEDsponsored adr | $19,755,000 | -57.3% | 308,242 | -56.7% | 0.06% | -53.6% |
| GIL | GILDAN ACTIVEWEAR INC | $19,409,000 | +12.7% | 584,034 | 0.0% | 0.06% | +23.5% | |
| GS | Sell | GOLDMAN SACHS GROUP INC | $19,156,000 | -9.0% | 91,750 | -18.1% | 0.06% | -1.6% |
| MNST | New | MONSTER BEVERAGE CORP NEW | $19,127,000 | – | 142,721 | +100.0% | 0.06% | – |
| CZZ | Sell | COSAN LTD | $18,360,000 | -15.9% | 2,980,500 | -13.6% | 0.06% | -9.2% |
| EW | Sell | EDWARDS LIFESCIENCES CORP | $18,098,000 | -5.2% | 127,069 | -5.2% | 0.06% | +1.8% |
| EQIX | EQUINIX INC | $18,034,000 | +9.1% | 71,000 | 0.0% | 0.06% | +18.4% | |
| FXI | Sell | ISHARES TRchina lg-cap etf | $17,841,000 | -68.7% | 387,000 | -69.8% | 0.06% | -65.9% |
| CHRW | Sell | C H ROBINSON WORLDWIDE INC | $17,893,000 | -28.5% | 286,797 | -16.1% | 0.06% | -22.7% |
| EC | Buy | ECOPETROL S Asponsored ads | $17,743,000 | +12.6% | 1,338,100 | +29.2% | 0.06% | +21.3% |
| USB | Sell | US BANCORP DEL | $17,438,000 | -19.2% | 401,800 | -18.7% | 0.06% | -12.5% |
| WAT | Sell | WATERS CORP | $16,499,000 | -3.4% | 128,515 | -6.5% | 0.05% | +3.9% |
| FFIV | Sell | F5 NETWORKS INC | $16,515,000 | -27.8% | 137,221 | -31.0% | 0.05% | -22.1% |
| AME | Sell | AMETEK INC NEW | $16,317,000 | -9.7% | 297,862 | -13.4% | 0.05% | -1.9% |
| BUD | Buy | ANHEUSER BUSCH INBEV SA/NVsponsored adr | $16,073,000 | +2534.9% | 133,200 | +2564.0% | 0.05% | +2500.0% |
| PLL | Sell | PALL CORP | $15,571,000 | +20.0% | 125,122 | -3.2% | 0.05% | +28.2% |
| HSY | Sell | HERSHEY CO | $15,403,000 | -16.1% | 173,399 | -4.7% | 0.05% | -9.1% |
| VAR | Sell | VARIAN MED SYS INC | $15,612,000 | -26.5% | 185,124 | -18.0% | 0.05% | -20.6% |
| FSL | New | FREESCALE SEMICONDUCTOR LTD | $15,309,000 | – | 383,002 | +100.0% | 0.05% | – |
| MAT | Buy | MATTEL INC | $15,144,000 | +33.2% | 589,494 | +18.5% | 0.05% | +44.1% |
| KMB | Buy | KIMBERLY CLARK CORP | $14,921,000 | +0.4% | 140,804 | +1.4% | 0.05% | +9.1% |
| MKC | Sell | MCCORMICK & CO INC | $14,685,000 | -11.5% | 181,404 | -15.7% | 0.05% | -6.0% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $14,681,000 | -20.8% | 318,432 | -17.2% | 0.05% | -14.5% |
| MGA | MAGNA INTL INC | $14,610,000 | +5.0% | 260,200 | 0.0% | 0.05% | +11.9% | |
| MET | Sell | METLIFE INC | $14,154,000 | -11.4% | 252,800 | -20.0% | 0.05% | -4.2% |
| RL | Sell | RALPH LAUREN CORPcl a | $13,949,000 | -37.5% | 105,387 | -37.9% | 0.04% | -32.8% |
| HRS | New | HARRIS CORP DEL | $13,844,000 | – | 180,000 | +100.0% | 0.04% | – |
| MS | Sell | MORGAN STANLEY | $13,545,000 | -10.3% | 349,200 | -17.5% | 0.04% | -2.2% |
| BFB | Sell | BROWN FORMAN CORPcl b | $13,225,000 | +9.7% | 132,009 | -1.0% | 0.04% | +19.4% |
| AGU | AGRIUM INC | $13,412,000 | +1.7% | 126,500 | 0.0% | 0.04% | +10.3% | |
| ROP | Sell | ROPER TECHNOLOGIES INC | $13,198,000 | -0.3% | 76,528 | -0.5% | 0.04% | +10.3% |
| HRL | Sell | HORMEL FOODS CORP | $13,224,000 | -3.6% | 234,588 | -2.8% | 0.04% | +4.9% |
| FAST | Sell | FASTENAL CO | $13,316,000 | -1.0% | 315,700 | -2.7% | 0.04% | +7.5% |
| AKAM | Sell | AKAMAI TECHNOLOGIES INC | $12,881,000 | -3.4% | 184,482 | -1.7% | 0.04% | +5.0% |
| UL | UNILEVER PLCspon adr new | $12,975,000 | +3.0% | 302,016 | 0.0% | 0.04% | +10.5% | |
| BAX | Sell | BAXTER INTL INC | $12,951,000 | -55.3% | 185,204 | -56.2% | 0.04% | -51.7% |
| HYG | ISHARESiboxx hi yd etf | $12,734,000 | -2.0% | 143,400 | 0.0% | 0.04% | +5.1% | |
| DVN | Sell | DEVON ENERGY CORP NEW | $12,303,000 | -4.4% | 206,800 | -3.0% | 0.04% | +5.3% |
| SPG | Sell | SIMON PPTY GROUP INC NEW | $12,111,000 | -27.9% | 70,000 | -18.5% | 0.04% | -22.0% |
| AIGWS | Buy | AMERICAN INTL GROUP INC*w exp 01/19/202 | $12,227,000 | +42.8% | 441,238 | +12.8% | 0.04% | +50.0% |
| BEN | Buy | FRANKLIN RES INC | $12,243,000 | +120.7% | 249,700 | +131.0% | 0.04% | +129.4% |
| A309PS | Sell | DIRECTV | $11,833,000 | -94.8% | 127,521 | -95.3% | 0.04% | -94.5% |
| TSS | Sell | TOTAL SYS SVCS INC | $11,806,000 | +2.4% | 282,652 | -6.5% | 0.04% | +11.8% |
| RHT | Sell | RED HAT INC | $11,579,000 | -2.6% | 152,500 | -2.9% | 0.04% | +5.7% |
| COF | Sell | CAPITAL ONE FINL CORP | $11,204,000 | -9.1% | 127,365 | -18.5% | 0.04% | -2.7% |
| AMX | Sell | AMERICA MOVIL SAB DE CV | $11,147,000 | -63.2% | 523,100 | -64.7% | 0.04% | -60.0% |
| GGB | Sell | GERDAU S Aspon adr rep pfd | $11,287,000 | -39.6% | 4,683,408 | -19.8% | 0.04% | -35.7% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $11,258,000 | -17.0% | 117,700 | -19.1% | 0.04% | -10.0% |
| SWKS | Sell | SKYWORKS SOLUTIONS INC | $10,837,000 | +5.0% | 104,100 | -0.9% | 0.04% | +12.9% |
| BKS | BARNES & NOBLE INC | $10,929,000 | +9.3% | 421,000 | 0.0% | 0.04% | +16.7% | |
| BMO | BANK MONTREAL QUE | $10,896,000 | -1.1% | 183,800 | 0.0% | 0.04% | +6.1% | |
| MTD | Sell | METTLER TOLEDO INTERNATIONAL | $10,988,000 | +1.7% | 32,180 | -2.1% | 0.04% | +9.4% |
| TD | TORONTO DOMINION BK ONT | $10,991,000 | -0.7% | 258,708 | 0.0% | 0.04% | +6.1% | |
| PII | Sell | POLARIS INDS INC | $10,695,000 | +4.1% | 72,213 | -0.8% | 0.03% | +9.7% |
| BK | Sell | BANK NEW YORK MELLON CORP | $10,539,000 | -15.4% | 251,100 | -18.9% | 0.03% | -8.1% |
| VEC | VECTRUS INC | $10,213,000 | -2.4% | 410,667 | 0.0% | 0.03% | +6.5% | |
| NEWMONT MINING CORPnote 1.625% 7/1 | $10,138,000 | -1.2% | 10,000,000 | 0.0% | 0.03% | +6.5% | ||
| PNK | New | PINNACLE ENTMT INC | $10,066,000 | – | 270,000 | +100.0% | 0.03% | – |
| EFX | Sell | EQUIFAX INC | $10,030,000 | +3.7% | 103,302 | -0.7% | 0.03% | +10.3% |
| MX | Sell | MAGNACHIP SEMICONDUCTOR CORP | $9,947,000 | +40.9% | 1,288,497 | -0.1% | 0.03% | +52.4% |
| DRA | Sell | DIVERSIFIED REAL ASSET INC F | $9,867,000 | -19.5% | 562,531 | -16.9% | 0.03% | -13.5% |
| BLK | Sell | BLACKROCK INC | $9,930,000 | -22.9% | 28,700 | -18.5% | 0.03% | -15.8% |
| CPL | Buy | CPFL ENERGIA S Asponsored adr | $9,884,000 | -1.2% | 806,890 | +2.6% | 0.03% | +6.7% |
| ANSS | Sell | ANSYS INC | $9,601,000 | +2.2% | 105,226 | -1.2% | 0.03% | +10.7% |
| PCLN | Sell | PRICELINE GRP INC | $9,222,000 | -2.3% | 8,010 | -1.2% | 0.03% | +7.1% |
| IMO | Buy | IMPERIAL OIL LTD | $9,059,000 | +93.0% | 234,400 | +99.3% | 0.03% | +107.1% |
| AMT | Sell | AMERICAN TOWER CORP NEW | $8,881,000 | -18.3% | 95,200 | -17.6% | 0.03% | -9.4% |
| HAS | Sell | HASBRO INC | $9,069,000 | +17.6% | 121,253 | -0.6% | 0.03% | +26.1% |
| WAB | Sell | WABTEC CORP | $8,958,000 | -1.6% | 95,053 | -0.8% | 0.03% | +7.4% |
| PRU | Sell | PRUDENTIAL FINL INC | $9,015,000 | -11.7% | 103,000 | -19.0% | 0.03% | -3.3% |
| MWA | Buy | MUELLER WTR PRODS INC | $8,645,000 | +10.6% | 950,000 | +19.8% | 0.03% | +21.7% |
| SCHW | Sell | SCHWAB CHARLES CORP NEW | $8,492,000 | -12.3% | 260,100 | -18.3% | 0.03% | -6.9% |
| ABC | Sell | AMERISOURCEBERGEN CORP | $8,061,000 | -7.3% | 75,800 | -0.9% | 0.03% | 0.0% |
| LH | Buy | LABORATORY CORP AMER HLDGS | $8,095,000 | +61.8% | 66,780 | +68.3% | 0.03% | +73.3% |
| TROW | Buy | PRICE T ROWE GROUP INC | $7,882,000 | +36.3% | 101,400 | +42.0% | 0.02% | +47.1% |
| ACE | Sell | ACE LTD | $7,504,000 | -26.4% | 73,800 | -19.3% | 0.02% | -20.0% |
| MUR | Buy | MURPHY OIL CORP | $7,337,000 | -9.3% | 176,500 | +1.7% | 0.02% | 0.0% |
| ABY | Sell | ABENGOA YIELD PLC | $7,188,000 | -23.9% | 229,500 | -17.9% | 0.02% | -17.9% |
| Buy | AMERICAN RLTY CAP PPTYS INCnote 3.750%12/1 | $7,031,000 | +43.5% | 7,500,000 | +50.0% | 0.02% | +53.3% | |
| CMG | Sell | CHIPOTLE MEXICAN GRILL INC | $7,097,000 | -7.8% | 11,730 | -0.8% | 0.02% | 0.0% |
| STT | Sell | STATE STR CORP | $7,161,000 | -15.0% | 93,000 | -18.8% | 0.02% | -8.0% |
| TRV | Sell | TRAVELERS COMPANIES INC | $7,134,000 | -28.8% | 73,800 | -20.4% | 0.02% | -23.3% |
| MMC | Sell | MARSH & MCLENNAN COS INC | $6,889,000 | -17.7% | 121,500 | -18.6% | 0.02% | -12.0% |
| MFC | MANULIFE FINL CORP | $6,393,000 | +9.5% | 343,900 | 0.0% | 0.02% | +23.5% | |
| PDS | PRECISION DRILLING CORP | $6,498,000 | +6.0% | 965,800 | 0.0% | 0.02% | +16.7% | |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $6,651,000 | -5.2% | 82,900 | +1.2% | 0.02% | 0.0% |
| CME | Sell | CME GROUP INC | $6,654,000 | -19.1% | 71,500 | -17.7% | 0.02% | -16.0% |
| BBT | Sell | BB&T CORP | $6,550,000 | -15.5% | 162,500 | -18.3% | 0.02% | -8.7% |
| HES | Sell | HESS CORP | $6,470,000 | -7.0% | 96,743 | -5.6% | 0.02% | 0.0% |
| AFL | Sell | AFLAC INC | $6,170,000 | -22.5% | 99,200 | -20.3% | 0.02% | -16.7% |
| ALL | Sell | ALLSTATE CORP | $6,091,000 | -26.1% | 93,900 | -18.9% | 0.02% | -20.0% |
| GIS | Sell | GENERAL MLS INC | $6,270,000 | -54.4% | 112,519 | -53.7% | 0.02% | -51.2% |
| GMWSB | GENERAL MTRS CO*w exp 07/10/201 | $6,083,000 | -18.3% | 379,000 | 0.0% | 0.02% | -9.1% | |
| GOL | Buy | GOL LINHAS AEREAS INTLG S Asp adr rep pfd | $6,351,000 | +8.2% | 2,679,609 | +10.9% | 0.02% | +11.1% |
| MHFI | Sell | MCGRAW HILL FINL INC | $6,258,000 | -19.1% | 62,300 | -16.7% | 0.02% | -13.0% |
| RMD | Sell | RESMED INC | $6,195,000 | -22.0% | 109,903 | -0.7% | 0.02% | -16.7% |
| TIF | Sell | TIFFANY & CO NEW | $6,315,000 | +3.3% | 68,792 | -1.0% | 0.02% | +11.1% |
| AON | Sell | AON PLC | $6,350,000 | -16.6% | 63,700 | -19.6% | 0.02% | -13.0% |
| DFS | Sell | DISCOVER FINL SVCS | $5,820,000 | -17.4% | 101,000 | -19.2% | 0.02% | -9.5% |
| PSA | Sell | PUBLIC STORAGE | $6,047,000 | -23.3% | 32,800 | -18.0% | 0.02% | -20.8% |
| XL | Buy | XL GROUP PLC | $6,017,000 | +129.0% | 161,759 | +126.6% | 0.02% | +137.5% |
| NTAP | Buy | NETAPP INC | $5,902,000 | -10.8% | 187,011 | +0.2% | 0.02% | -5.0% |
| CCI | Sell | CROWN CASTLE INTL CORP NEW | $6,047,000 | -20.4% | 75,300 | -18.2% | 0.02% | -17.4% |
| EQR | Sell | EQUITY RESIDENTIALsh ben int | $5,754,000 | -25.9% | 82,000 | -17.8% | 0.02% | -17.4% |
| ENT | GLOBAL EAGLE ENTMT INC | $5,560,000 | -2.2% | 427,064 | 0.0% | 0.02% | +5.9% | |
| HUBB | Sell | HUBBELL INCcl b | $5,633,000 | -37.1% | 52,025 | -36.3% | 0.02% | -33.3% |
| ICE | Sell | INTERCONTINENTAL EXCHANGE IN | $5,646,000 | -22.0% | 25,250 | -18.7% | 0.02% | -18.2% |
| JKHY | Sell | HENRY JACK & ASSOC INC | $5,680,000 | -23.0% | 87,790 | -16.8% | 0.02% | -18.2% |
| ENIA | Sell | ENERSIS S Asponsored adr | $5,297,000 | -7.9% | 334,640 | -5.4% | 0.02% | 0.0% |
| BTI | Sell | BRITISH AMERN TOB PLCsponsored adr | $5,140,000 | -0.7% | 47,484 | -4.8% | 0.02% | +13.3% |
| HCN | Sell | HEALTH CARE REIT INC | $5,172,000 | -29.1% | 78,800 | -16.4% | 0.02% | -22.7% |
| SSL | Sell | SASOL LTDsponsored adr | $5,422,000 | +5.2% | 146,300 | -3.3% | 0.02% | +13.3% |
| AMP | Sell | AMERIPRISE FINL INC | $5,147,000 | -22.6% | 41,200 | -18.9% | 0.02% | -15.0% |
| STI | Sell | SUNTRUST BKS INC | $5,094,000 | -13.7% | 118,400 | -17.5% | 0.02% | -11.1% |
| CB | Sell | CHUBB CORP | $5,014,000 | -24.6% | 52,700 | -19.9% | 0.02% | -20.0% |
| SIRO | Sell | SIRONA DENTAL SYSTEMS INC | $4,911,000 | -15.8% | 48,900 | -24.5% | 0.02% | -5.9% |
| IFF | Sell | INTERNATIONAL FLAVORS&FRAGRA | $4,525,000 | -7.4% | 41,400 | -0.5% | 0.02% | 0.0% |
| VTR | Sell | VENTAS INC | $4,644,000 | -28.0% | 74,800 | -15.3% | 0.02% | -21.1% |
| AVGO | Sell | AVAGO TECHNOLOGIES LTD | $4,613,000 | +4.4% | 34,700 | -0.3% | 0.02% | +15.4% |
| AVB | Sell | AVALONBAY CMNTYS INC | $4,764,000 | -24.9% | 29,800 | -18.1% | 0.02% | -21.1% |
| GD | Buy | GENERAL DYNAMICS CORP | $4,587,000 | +44.6% | 32,370 | +38.5% | 0.02% | +66.7% |
| SNI | Sell | SCRIPPS NETWORKS INTERACT IN | $4,497,000 | -5.9% | 68,800 | -1.3% | 0.02% | +7.1% |
| LUK | Sell | LEUCADIA NATL CORP | $4,407,000 | +0.3% | 181,500 | -7.9% | 0.01% | +7.7% |
| PLD | Sell | PROLOGIS INC | $4,289,000 | -28.6% | 115,600 | -16.2% | 0.01% | -22.2% |
| HLF | Sell | HERBALIFE LTD | $4,363,000 | +27.9% | 79,200 | -0.8% | 0.01% | +40.0% |
| MCO | Sell | MOODYS CORP | $4,351,000 | -16.8% | 40,300 | -20.0% | 0.01% | -12.5% |
| ITUB | Sell | ITAU UNIBANCO HLDG SAspon adr rep pfd | $4,254,000 | -65.1% | 388,459 | -64.7% | 0.01% | -61.1% |
| TCAP | Buy | TRIANGLE CAP CORP | $4,489,000 | +29.4% | 191,519 | +25.9% | 0.01% | +40.0% |
| BXP | Sell | BOSTON PROPERTIES INC | $4,188,000 | -29.0% | 34,600 | -17.6% | 0.01% | -22.2% |
| SNA | Sell | SNAP ON INC | $4,411,000 | +7.9% | 27,700 | -0.4% | 0.01% | +16.7% |
| GNTX | Sell | GENTEX CORP | $4,431,000 | -31.3% | 269,852 | -23.5% | 0.01% | -26.3% |
| CTCM | Sell | CTC MEDIA INC | $3,973,000 | -46.2% | 1,750,156 | -6.2% | 0.01% | -40.9% |
| UAA | Buy | UNDER ARMOUR INCcl a | $3,913,000 | +3.5% | 46,900 | +0.2% | 0.01% | +18.2% |
| CYOU | Sell | CHANGYOU COM LTDads rep cl a | $3,923,000 | -55.3% | 131,501 | -61.2% | 0.01% | -50.0% |
| SHW | SHERWIN WILLIAMS CO | $4,166,000 | -3.3% | 15,147 | 0.0% | 0.01% | 0.0% | |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $3,949,000 | -20.4% | 95,000 | -20.0% | 0.01% | -13.3% |
| A | Sell | AGILENT TECHNOLOGIES INC | $4,062,000 | -7.8% | 105,300 | -0.7% | 0.01% | 0.0% |
| TKC | Buy | TURKCELL ILETISIM HIZMETLERIspon adr new | $4,122,000 | +83.0% | 358,706 | +107.6% | 0.01% | +85.7% |
| IVZ | Sell | INVESCO LTD | $3,637,000 | -22.7% | 97,000 | -18.1% | 0.01% | -14.3% |
| HCP | Sell | HCP INC | $3,797,000 | -30.5% | 104,100 | -17.7% | 0.01% | -25.0% |
| NTRS | Sell | NORTHERN TR CORP | $3,792,000 | -10.6% | 49,600 | -18.6% | 0.01% | -7.7% |
| GGP | Sell | GENERAL GROWTH PPTYS INC NEW | $3,639,000 | -28.6% | 141,800 | -17.8% | 0.01% | -20.0% |
| MTB | Sell | M & T BK CORP | $3,748,000 | -19.4% | 30,000 | -18.0% | 0.01% | -14.3% |
| FITB | Sell | FIFTH THIRD BANCORP | $3,829,000 | -10.6% | 183,900 | -19.1% | 0.01% | -7.7% |
| WY | Sell | WEYERHAEUSER CO | $3,726,000 | -21.7% | 118,300 | -17.6% | 0.01% | -14.3% |
| IDXX | Buy | IDEXX LABS INC | $3,771,000 | -17.0% | 58,800 | +100.0% | 0.01% | -14.3% |
| VNO | Sell | VORNADO RLTY TRsh ben int | $3,731,000 | -30.7% | 39,300 | -18.3% | 0.01% | -25.0% |
| DCI | Sell | DONALDSON INC | $3,672,000 | -22.8% | 102,572 | -18.7% | 0.01% | -14.3% |
| HST | Sell | HOST HOTELS & RESORTS INC | $3,385,000 | -19.6% | 170,700 | -18.2% | 0.01% | -15.4% |
| MD | Sell | MEDNAX INC | $3,483,000 | -27.3% | 47,000 | -28.9% | 0.01% | -21.4% |
| PAM | PAMPA ENERGIA S Aspons adr lvl i | $3,479,000 | -21.8% | 251,921 | 0.0% | 0.01% | -15.4% | |
| PGR | Sell | PROGRESSIVE CORP OHIO | $3,370,000 | -15.9% | 121,100 | -17.8% | 0.01% | -8.3% |
| LNC | Sell | LINCOLN NATL CORP IND | $3,435,000 | -16.7% | 58,000 | -19.2% | 0.01% | -8.3% |
| COL | Buy | ROCKWELL COLLINS INC | $3,453,000 | -1.7% | 37,388 | +2.7% | 0.01% | +10.0% |
| GBDC | Buy | GOLUB CAP BDC INC | $3,394,000 | +4.4% | 204,974 | +10.7% | 0.01% | +10.0% |
| SRCL | Sell | STERICYCLE INC | $3,535,000 | -6.1% | 26,400 | -1.5% | 0.01% | 0.0% |
| PFG | Sell | PRINCIPAL FINL GROUP INC | $3,175,000 | -17.8% | 61,900 | -17.7% | 0.01% | -16.7% |
| FLS | Sell | FLOWSERVE CORP | $3,223,000 | -8.0% | 61,196 | -1.3% | 0.01% | 0.0% |
| GRMN | Buy | GARMIN LTD | $3,093,000 | -5.0% | 70,400 | +2.8% | 0.01% | 0.0% |
| ATR | Sell | APTARGROUP INC | $3,196,000 | -21.9% | 50,122 | -22.2% | 0.01% | -16.7% |
| VALE | Sell | VALE S Aadr | $3,104,000 | -96.4% | 527,040 | -96.5% | 0.01% | -96.1% |
| QPAC | New | QUINPARIO ACQUISITION CORP 2 | $2,958,000 | – | 300,000 | +100.0% | 0.01% | – |
| ESS | Sell | ESSEX PPTY TR INC | $3,124,000 | -22.3% | 14,700 | -16.0% | 0.01% | -16.7% |
| FOSL | Sell | FOSSIL GROUP INC | $3,156,000 | -16.6% | 45,500 | -0.9% | 0.01% | -9.1% |
| JBHT | Sell | HUNT J B TRANS SVCS INC | $3,103,000 | -4.4% | 37,800 | -0.5% | 0.01% | 0.0% |
| RF | Sell | REGIONS FINL CORP NEW | $3,142,000 | -12.9% | 303,300 | -20.6% | 0.01% | -9.1% |
| LULU | Buy | LULULEMON ATHLETICA INC | $2,906,000 | +2.5% | 44,500 | +0.5% | 0.01% | +12.5% |
| KEYS | New | KEYSIGHT TECHNOLOGIES INC | $2,807,000 | – | 90,000 | +100.0% | 0.01% | – |
| TXRH | Sell | TEXAS ROADHOUSE INC | $2,743,000 | -20.7% | 73,286 | -22.8% | 0.01% | -10.0% |
| FDS | Sell | FACTSET RESH SYS INC | $2,828,000 | -44.7% | 17,400 | -45.8% | 0.01% | -40.0% |
| KEY | Sell | KEYCORP NEW | $2,893,000 | -14.9% | 192,600 | -19.8% | 0.01% | -10.0% |
| AMG | Sell | AFFILIATED MANAGERS GROUP | $2,711,000 | -17.5% | 12,400 | -19.0% | 0.01% | -10.0% |
| TGS | TRANSPORTADORA DE GAS SURspon adr b | $2,335,000 | -15.2% | 516,659 | 0.0% | 0.01% | 0.0% | |
| CBRE | Sell | CBRE GROUP INCcl a | $2,342,000 | -21.1% | 63,300 | -17.5% | 0.01% | -11.1% |
| L | Sell | LOEWS CORP | $2,607,000 | -22.2% | 67,700 | -17.5% | 0.01% | -20.0% |
| MAC | Sell | MACERICH CO | $2,372,000 | -24.6% | 31,800 | -14.7% | 0.01% | -11.1% |
| PDCO | Buy | PATTERSON COMPANIES INC | $2,627,000 | +2.7% | 54,000 | +3.1% | 0.01% | 0.0% |
| IT | Sell | GARTNER INC | $2,470,000 | -38.4% | 28,800 | -39.7% | 0.01% | -33.3% |
| SLG | New | SL GREEN RLTY CORP | $2,451,000 | – | 22,300 | +100.0% | 0.01% | – |
| SID | Sell | COMPANHIA SIDERURGICA NACIONsponsored adr | $2,410,000 | -72.2% | 1,460,800 | -71.7% | 0.01% | -69.2% |
| SIMO | New | SILICON MOTION TECHNOLOGY COsponsored adr | $2,028,000 | – | 58,600 | +100.0% | 0.01% | – |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $2,074,000 | -16.2% | 183,400 | -18.1% | 0.01% | 0.0% |
| UNM | Sell | UNUM GROUP | $2,034,000 | -13.0% | 56,900 | -17.9% | 0.01% | 0.0% |
| KIM | Sell | KIMCO RLTY CORP | $2,107,000 | -30.6% | 93,500 | -17.3% | 0.01% | -22.2% |
| CMA | Sell | COMERICA INC | $2,078,000 | -7.4% | 40,500 | -18.5% | 0.01% | 0.0% |
| O | New | REALTY INCOME CORP | $2,255,000 | – | 50,800 | +100.0% | 0.01% | – |
| TUP | Sell | TUPPERWARE BRANDS CORP | $1,994,000 | -47.1% | 30,900 | -43.4% | 0.01% | -45.5% |
| ETFC | Sell | E TRADE FINANCIAL CORP | $1,962,000 | -13.3% | 65,500 | -17.3% | 0.01% | -14.3% |
| TSCO | TRACTOR SUPPLY CO | $1,871,000 | +5.8% | 20,800 | 0.0% | 0.01% | +20.0% | |
| CLC | Sell | CLARCOR INC | $1,961,000 | -29.0% | 31,500 | -24.6% | 0.01% | -25.0% |
| TECH | Sell | BIO TECHNE CORP | $1,546,000 | -43.1% | 15,700 | -42.1% | 0.01% | -37.5% |
| PH | Buy | PARKER HANNIFIN CORP | $1,570,000 | +11.1% | 13,500 | +13.4% | 0.01% | +25.0% |
| NAVI | Sell | NAVIENT CORP | $1,663,000 | -27.4% | 91,300 | -19.0% | 0.01% | -28.6% |
| DLTR | Sell | DOLLAR TREE INC | $1,559,000 | -4.1% | 19,742 | -1.5% | 0.01% | 0.0% |
| ZION | Sell | ZIONS BANCORPORATION | $1,463,000 | -1.8% | 46,100 | -16.5% | 0.01% | +25.0% |
| LBF | DEUTSCHE GLOBAL HIGH INCOME | $1,684,000 | -2.5% | 206,900 | 0.0% | 0.01% | 0.0% | |
| TMK | Sell | TORCHMARK CORP | $1,683,000 | -12.9% | 28,900 | -17.9% | 0.01% | -16.7% |
| CINF | Sell | CINCINNATI FINL CORP | $1,681,000 | -21.5% | 33,500 | -16.7% | 0.01% | -16.7% |
| LSTR | Sell | LANDSTAR SYS INC | $1,564,000 | -45.9% | 23,395 | -46.3% | 0.01% | -44.4% |
| PKX | Buy | POSCOsponsored adr | $1,536,000 | +69.3% | 31,296 | +88.6% | 0.01% | +66.7% |
| PCL | Sell | PLUM CREEK TIMBER CO INC | $1,615,000 | -22.7% | 39,800 | -17.3% | 0.01% | -16.7% |
| ROL | Sell | ROLLINS INC | $1,173,000 | -10.5% | 41,125 | -22.4% | 0.00% | 0.0% |
| AIV | Sell | APARTMENT INVT & MGMT COcl a | $1,322,000 | -20.2% | 35,800 | -15.0% | 0.00% | -20.0% |
| PBCT | Sell | PEOPLES UNITED FINANCIAL INC | $1,153,000 | -8.9% | 71,100 | -14.6% | 0.00% | 0.0% |
| SHOO | MADDEN STEVEN LTD | $1,095,000 | +12.5% | 25,600 | 0.0% | 0.00% | +33.3% | |
| EDN | EMPRESA DIST Y COMERCIAL NORspon adr | $1,227,000 | -20.0% | 94,900 | 0.0% | 0.00% | -20.0% | |
| MSM | Sell | MSC INDL DIRECT INCcl a | $1,214,000 | -51.0% | 17,400 | -49.3% | 0.00% | -42.9% |
| OIBRQ | Sell | OI S.A.spn adr pfd new | $1,332,000 | +7.3% | 697,332 | -13.4% | 0.00% | 0.0% |
| HIMX | New | HIMAX TECHNOLOGIES INCsponsored adr | $1,344,000 | – | 167,400 | +100.0% | 0.00% | – |
| NDAQ | Sell | NASDAQ OMX GROUP INC | $1,318,000 | -19.4% | 27,000 | -15.9% | 0.00% | -20.0% |
| ASX | Buy | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $1,263,000 | +393.4% | 191,400 | +439.2% | 0.00% | +300.0% |
| INFA | Sell | INFORMATICA CORP | $1,323,000 | -53.7% | 27,300 | -58.1% | 0.00% | -55.6% |
| IRM | Sell | IRON MTN INC NEW | $1,324,000 | -30.2% | 42,700 | -17.9% | 0.00% | -33.3% |
| MASI | Sell | MASIMO CORP | $1,371,000 | -21.4% | 35,400 | -33.1% | 0.00% | -20.0% |
| LANC | Sell | LANCASTER COLONY CORP | $1,275,000 | -25.3% | 14,037 | -21.7% | 0.00% | -20.0% |
| LM | Sell | LEGG MASON INC | $1,165,000 | -22.9% | 22,600 | -17.5% | 0.00% | -20.0% |
| BBD | Sell | BANCO BRADESCO S Asp adr pfd new | $1,130,000 | -89.2% | 123,356 | -89.1% | 0.00% | -87.1% |
| CMI | Buy | CUMMINS INC | $1,286,000 | +17.4% | 9,800 | +24.1% | 0.00% | +33.3% |
| BTEGF | Buy | BAYTEX ENERGY CORP | $1,362,000 | +82.8% | 87,500 | +85.8% | 0.00% | +100.0% |
| COVS | COVISINT CORP | $1,360,000 | +61.1% | 415,911 | 0.0% | 0.00% | +33.3% | |
| VET | Buy | VERMILION ENERGY INC | $1,366,000 | +46.4% | 31,600 | +42.3% | 0.00% | +33.3% |
| CHT | Buy | CHUNGHWA TELECOM CO LTDspon adr new11 | $1,111,000 | +99.1% | 34,800 | +100.0% | 0.00% | +100.0% |
| TTC | Sell | TORO CO | $1,356,000 | -36.8% | 20,000 | -34.6% | 0.00% | -33.3% |
| FCX | Buy | FREEPORT-MCMORAN INCcl b | $1,374,000 | +110.1% | 73,800 | +113.9% | 0.00% | +100.0% |
| LKQ | Sell | LKQ CORP | $974,000 | +16.9% | 32,200 | -1.2% | 0.00% | +50.0% |
| LOPE | Sell | GRAND CANYON ED INC | $1,018,000 | -35.8% | 24,000 | -34.4% | 0.00% | -40.0% |
| SPIL | Buy | SILICONWARE PRECISION INDS Lsponsd adr spl | $1,040,000 | +474.6% | 139,600 | +531.7% | 0.00% | +200.0% |
| YPF | YPF SOCIEDAD ANONIMAspon adr cl d | $1,042,000 | -0.1% | 38,000 | 0.0% | 0.00% | 0.0% | |
| AIZ | Sell | ASSURANT INC | $1,059,000 | -9.7% | 15,800 | -17.3% | 0.00% | -25.0% |
| DNRCQ | Sell | DENBURY RES INC | $950,000 | -15.0% | 149,300 | -2.5% | 0.00% | 0.0% |
| LECO | Sell | LINCOLN ELEC HLDGS INC | $919,000 | -50.4% | 15,100 | -46.6% | 0.00% | -50.0% |
| GNW | Sell | GENWORTH FINL INC | $875,000 | -11.4% | 115,600 | -14.5% | 0.00% | 0.0% |
| CPB | Sell | CAMPBELL SOUP CO | $967,000 | +0.4% | 20,285 | -1.9% | 0.00% | 0.0% |
| ERF | Buy | ENERPLUS CORP | $912,000 | +18.9% | 103,900 | +37.3% | 0.00% | +50.0% |
| UNFI | Sell | UNITED NAT FOODS INC | $917,000 | -64.8% | 14,400 | -57.4% | 0.00% | -62.5% |
| CRESY | CRESUD S A C I F Y Asponsored adr | $965,000 | -5.4% | 74,127 | 0.0% | 0.00% | 0.0% | |
| PRGO | New | PERRIGO CO PLC | $536,000 | – | 2,900 | +100.0% | 0.00% | – |
| LPL | Buy | LG DISPLAY CO LTDspons adr rep | $770,000 | +76.6% | 66,400 | +117.7% | 0.00% | +100.0% |
| KNX | Sell | KNIGHT TRANSN INC | $604,000 | -65.1% | 22,600 | -57.8% | 0.00% | -60.0% |
| JGWEQ | J G WENTWORTH COcl a | $630,000 | -11.4% | 68,467 | 0.0% | 0.00% | 0.0% | |
| MIDD | Sell | MIDDLEBY CORP | $561,000 | -53.3% | 5,000 | -57.3% | 0.00% | -50.0% |
| NTCT | Sell | NETSCOUT SYS INC | $671,000 | -47.6% | 18,300 | -37.3% | 0.00% | -50.0% |
| HPQ | HEWLETT PACKARD CO | $516,000 | -3.7% | 17,195 | 0.0% | 0.00% | 0.0% | |
| PNRA | Sell | PANERA BREAD COcl a | $577,000 | -54.4% | 3,300 | -58.2% | 0.00% | -50.0% |
| PGHEF | Buy | PENGROWTH ENERGY CORP | $520,000 | +3.2% | 208,200 | +23.9% | 0.00% | 0.0% |
| PWE | Buy | PENN WEST PETE LTD NEW | $687,000 | +70.0% | 399,200 | +62.9% | 0.00% | +100.0% |
| FLR | FLUOR CORP NEW | $721,000 | -7.2% | 13,600 | 0.0% | 0.00% | 0.0% | |
| FLIR | FLIR SYS INC | $684,000 | -1.4% | 22,200 | 0.0% | 0.00% | 0.0% | |
| SWI | Sell | SOLARWINDS INC | $521,000 | -62.3% | 11,300 | -58.1% | 0.00% | -50.0% |
| SCCO | Sell | SOUTHERN COPPER CORP | $602,000 | -61.6% | 20,461 | -61.9% | 0.00% | -60.0% |
| STE | Sell | STERIS CORP | $509,000 | -61.5% | 7,900 | -58.0% | 0.00% | -50.0% |
| DIS | New | DISNEY WALT CO | $685,000 | – | 6,000 | +100.0% | 0.00% | – |
| TEO | TELECOM ARGENTINA S Aspon adr rep b | $468,000 | -20.7% | 26,000 | 0.0% | 0.00% | 0.0% | |
| UMC | Buy | UNITED MICROELECTRONICS CORPspon adr new | $476,000 | +165.9% | 232,100 | +216.6% | 0.00% | +100.0% |
| VMI | Sell | VALMONT INDS INC | $487,000 | -58.7% | 4,100 | -57.3% | 0.00% | -50.0% |
| BWLD | Sell | BUFFALO WILD WINGS INC | $501,000 | -64.6% | 3,200 | -59.0% | 0.00% | -50.0% |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $493,000 | -5.7% | 7,410 | -8.6% | 0.00% | 0.0% |
| WBA | New | WALGREENS BOOTS ALLIANCE INC | $481,000 | – | 5,700 | +100.0% | 0.00% | – |
| WFM | Sell | WHOLE FOODS MKT INC | $672,000 | -26.0% | 17,026 | -2.3% | 0.00% | -33.3% |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $746,000 | – | 41,991 | +100.0% | 0.00% | – |
| AUOTY | Buy | AU OPTRONICS CORPsponsored adr | $714,000 | +372.8% | 160,200 | +432.2% | 0.00% | – |
| SBUX | Buy | STARBUCKS CORP | $258,000 | +13.2% | 4,814 | +100.0% | 0.00% | 0.0% |
| GYRO | New | GYRODYNE CO AMER INC | $274,000 | – | 92,679 | +100.0% | 0.00% | – |
| JCOM | Sell | J2 GLOBAL INC | $353,000 | -56.6% | 5,200 | -58.1% | 0.00% | -50.0% |
| HAL | Sell | HALLIBURTON CO | $241,000 | -6.9% | 5,600 | -5.1% | 0.00% | 0.0% |
| LBTYK | LIBERTY GLOBAL PLC | $285,000 | +1.8% | 5,630 | 0.0% | 0.00% | 0.0% | |
| MNKKQ | Sell | MALLINCKRODT PUB LTD CO | $234,000 | -16.1% | 1,991 | -9.5% | 0.00% | 0.0% |
| HTLD | Sell | HEARTLAND EXPRESS INC | $401,000 | -64.0% | 19,800 | -57.8% | 0.00% | -66.7% |
| KORS | Buy | MICHAEL KORS HLDGS LTD | $220,000 | -18.5% | 5,217 | +27.2% | 0.00% | 0.0% |
| OII | OCEANEERING INTL INC | $391,000 | -13.7% | 8,400 | 0.0% | 0.00% | 0.0% | |
| NTL | NORTEL INVERSORA S Aspon adr pfd b | $203,000 | -19.1% | 11,115 | 0.0% | 0.00% | 0.0% | |
| AET | Sell | AETNA INC NEW | $231,000 | -28.5% | 1,815 | -40.1% | 0.00% | 0.0% |
| NOV | Buy | NATIONAL OILWELL VARCO INC | $276,000 | +13.6% | 5,724 | +17.7% | 0.00% | 0.0% |
| ITT | Sell | ITT CORP NEW | $246,000 | -6.8% | 5,883 | -11.1% | 0.00% | 0.0% |
| KS | Buy | KAPSTONE PAPER & PACKAGING C | $224,000 | -12.2% | 9,700 | +25.1% | 0.00% | 0.0% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N | $244,000 | -23.5% | 2,353 | -35.2% | 0.00% | 0.0% |
| TROX | Buy | TRONOX LTD | $214,000 | -5.3% | 14,605 | +31.4% | 0.00% | 0.0% |
| ASC | New | ARDMORE SHIPPING CORP | $243,000 | – | 20,095 | +100.0% | 0.00% | – |
| MEOH | Buy | METHANEX CORP | $245,000 | +5.6% | 4,409 | +1.8% | 0.00% | 0.0% |
| CPLP | Buy | CAPITAL PRODUCT PARTNERS L P | $232,000 | -11.1% | 29,648 | +7.8% | 0.00% | 0.0% |
| CI | Sell | CIGNA CORPORATION | $292,000 | +2.5% | 1,800 | -18.2% | 0.00% | 0.0% |
| CEO | Sell | CNOOC LTDsponsored adr | $454,000 | -86.9% | 3,200 | -86.9% | 0.00% | -90.0% |
| VALEP | Sell | VALE S Aadr repstg pfd | $329,000 | -92.9% | 65,200 | -93.2% | 0.00% | -92.9% |
| UAL | Buy | UNITED CONTL HLDGS INC | $239,000 | +7.7% | 4,507 | +36.6% | 0.00% | 0.0% |
| EBR | New | CENTRAIS ELETRICAS BRASILEIRsponsored adr | $385,000 | – | 204,900 | +100.0% | 0.00% | – |
| CBD | Buy | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $239,000 | +9.6% | 10,100 | +38.4% | 0.00% | 0.0% |
| MRK | Sell | MERCK & CO INC NEW | $370,000 | -27.9% | 6,500 | -27.1% | 0.00% | -50.0% |
| TECK | Buy | TECK RESOURCES LTDcl b | $461,000 | +84.4% | 46,500 | +155.5% | 0.00% | 0.0% |
| DAL | Buy | DELTA AIR LINES INC DEL | $236,000 | +11.8% | 5,753 | +22.4% | 0.00% | 0.0% |
| WDC | New | WESTERN DIGITAL CORP | $274,000 | – | 3,496 | +100.0% | 0.00% | – |
| SYNT | Sell | SYNTEL INC | $288,000 | -61.5% | 6,076 | -58.0% | 0.00% | -50.0% |
| WIT | WIPRO LTDspon adr 1 sh | $462,000 | -10.1% | 38,600 | 0.0% | 0.00% | -50.0% | |
| DLB | Sell | DOLBY LABORATORIES INC | $290,000 | -56.3% | 7,300 | -58.0% | 0.00% | -50.0% |
| UGP | ULTRAPAR PARTICIPACOES S A | $248,000 | +4.2% | 11,780 | 0.0% | 0.00% | 0.0% | |
| ECA | ENCANA CORP | $432,000 | -1.4% | 39,200 | 0.0% | 0.00% | 0.0% | |
| AIT | Sell | APPLIED INDL TECHNOLOGIES IN | $464,000 | -60.5% | 11,700 | -54.8% | 0.00% | -75.0% |
| GILD | Sell | GILEAD SCIENCES INC | $421,000 | -6.7% | 3,600 | -21.7% | 0.00% | 0.0% |
| AGN | New | ALLERGAN PLC | $312,000 | – | 1,029 | +100.0% | 0.00% | – |
| AAL | Buy | AMERICAN AIRLS GROUP INC | $229,000 | +0.9% | 5,740 | +33.5% | 0.00% | 0.0% |
| R114PS | New | CHIPMOS TECH BERMUDA LTD | $205,000 | – | 9,400 | +100.0% | 0.00% | – |
| ABEV | New | AMBEV SAsponsored adr | $240,000 | – | 39,400 | +100.0% | 0.00% | – |
| GMWSC | GENERAL MTRS CO*w exp 12/31/201 | $65,000 | -77.8% | 225,000 | 0.0% | 0.00% | -100.0% | |
| GFI | GOLD FIELDS LTD NEWsponsored adr | $48,000 | -18.6% | 14,800 | 0.0% | 0.00% | – | |
| CYHHZ | COMMUNITY HEALTH SYS INC NEWright 01/27/2016 | $1,000 | 0.0% | 51,900 | 0.0% | 0.00% | – | |
| TGA | TRANSGLOBE ENERGY CORP | $40,000 | +11.1% | 10,000 | 0.0% | 0.00% | – | |
| SBGL | New | SIBANYE GOLD LTDsponsored adr | $79,000 | – | 12,300 | +100.0% | 0.00% | – |
| BB | Exit | BLACKBERRY LTD | $0 | – | -39,000 | -100.0% | -0.00% | – |
| WDFC | Exit | WD-40 CO | $0 | – | -5,374 | -100.0% | -0.00% | – |
| SQM | Exit | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $0 | – | -12,200 | -100.0% | -0.00% | – |
| ICON | Exit | ICONIX BRAND GROUP INC | $0 | – | -6,860 | -100.0% | -0.00% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -2,400 | -100.0% | -0.00% | – |
| TLM | Exit | TALISMAN ENERGY INC | $0 | – | -74,698 | -100.0% | -0.00% | – |
| THD | Exit | ISHARESmsci thi cap etf | $0 | – | -8,562 | -100.0% | -0.00% | – |
| CHA | Exit | CHINA TELECOM CORP LTD | $0 | – | -43,818 | -100.0% | -0.01% | – |
| VIP | Exit | VIMPELCOM LTDsponsored adr | $0 | – | -856,300 | -100.0% | -0.01% | – |
| JLS | Exit | NUVEEN MTG OPPORTUNITY TERM | $0 | – | -213,539 | -100.0% | -0.02% | – |
| SUSQ | Exit | SUSQUEHANNA BANCSHARES INC P | $0 | – | -523,848 | -100.0% | -0.02% | – |
| QIWI | Exit | QIWI PLCspon adr rep b | $0 | – | -475,600 | -100.0% | -0.03% | – |
| KT | Exit | KT CORPsponsored adr | $0 | – | -1,079,470 | -100.0% | -0.04% | – |
| MNST | Exit | MONSTER BEVERAGE CORP | $0 | – | -145,821 | -100.0% | -0.06% | – |
| CPA | Exit | COPA HOLDINGS SAcl a | $0 | – | -274,386 | -100.0% | -0.08% | – |
| PPO | Exit | POLYPORE INTL INC | $0 | – | -906,984 | -100.0% | -0.16% | – |
| LO | Exit | LORILLARD INC | $0 | – | -1,053,496 | -100.0% | -0.20% | – |
| B108PS | Exit | ACTAVIS PLC | $0 | – | -263,619 | -100.0% | -0.23% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-08-13
Signatures
The EDGAR filing(s) were signed by:
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)
| 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 INCSold 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 |
|---|---|
| 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 |
| SC 13G | 2024-02-13 |
| SC 13G | 2024-02-13 |
View Grantham, Mayo, Van Otterloo & Co. LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
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