HoldingsChannel.com
All Stocks Held By Grantham Mayo Van Otterloo & Co. LLC
As of  03/31/2019
   EntityAmountChange
 12/31/2018 to 03/31/2019
Position Size
($ in 1000's)
APPLE INC 3,337,561 -274,075 $633,970
     AAPL3,337,561-274,075$633,970
MICROSOFT CORP 4,852,948 -367,651 $572,357
     MSFT4,852,948-367,651$572,357
ORACLE CORP 9,539,618 -927,022 $512,373
     ORCL9,539,618-927,022$512,373
ALPHABET INC 339,489 -100,521 $398,326
     GOOG339,489-100,521$398,326
3M CO 1,726,670 -137,946 $358,767
     MMM1,726,670-137,946$358,767
MEDTRONIC PLC 3,603,769 -23,427 $328,231
     MDT3,603,769-23,427$328,231
COSTCO WHSL CORP NEW 1,335,801 -122,422 $323,451
     COST1,335,801-122,422$323,451
ACCENTURE PLC IRELAND 1,803,497 -139,600 $317,452
     ACN1,803,497-139,600$317,452
JOHNSON & JOHNSON 2,266,955 -179,454 $316,898
     JNJ2,266,955-179,454$316,898
WELLS FARGO CO NEW 5,866,210 -270,360 $283,455
     WFC5,866,210-270,360$283,455
AMERICAN EXPRESS CO 2,561,912 -190,629 $280,017
     AXP2,561,912-190,629$280,017
US BANCORP DEL 5,639,163 -279,724 $271,751
     USB5,639,163-279,724$271,751
UNITEDHEALTH GROUP INC 1,048,858 -131,573 $259,341
     UNH1,048,858-131,573$259,341
MERCK & CO INC 3,081,018 -468,524 $256,248
     MRK3,081,018-468,524$256,248
ALPHABET INC 210,065 -17,407 $247,223
     GOOGL210,065-17,407$247,223
CISCO SYS INC 4,566,783 -251,681 $246,561
     CSCO4,566,783-251,681$246,561
TEXAS INSTRS INC 2,290,832 -307,799 $242,989
     TXN2,290,832-307,799$242,989
ANTHEM INC 811,004 -116,933 $232,742
     ANTM811,004-116,933$232,742
COGNIZANT TECHNOLOGY SOLUTIO 3,194,783 -140,650 $231,462
     CTSH3,194,783-140,650$231,462
ALIBABA GROUP HLDG LTD 1,231,998 +192,900 $224,778
     BABA1,231,998+192,900$224,778
TJX COS INC NEW 3,988,159 -896,497 $212,210
     TJX3,988,159-896,497$212,210
FACEBOOK INC 1,227,160 +231,257 $204,555
     FB1,227,160+231,257$204,555
ISHARES INC (IEMG) 3,545,911 +1,598,188 $183,359
     IEMG3,545,911+1,598,188$183,359
ROYAL BK CDA MONTREAL QUE 2,402,135 +181,300 $181,294
     RY2,402,135+181,300$181,294
TAIWAN SEMICONDUCTOR MFG LTD 4,333,696 +118,669 $177,508
     TSM4,333,696+118,669$177,508
FIAT CHRYSLER AUTOMOBILES N 11,261,390 -1,308,217 $167,237
     FCAU11,261,390-1,308,217$167,237
COCA COLA CO 3,464,460 -262,467 $162,345
     KO3,464,460-262,467$162,345
ABBOTT LABS 1,837,828 -181,881 $146,916
     ABT1,837,828-181,881$146,916
TORONTO DOMINION BK ONT 2,420,118 +695,600 $131,381
     TD2,420,118+695,600$131,381
PHILIP MORRIS INTL INC 1,481,783 -140,849 $130,975
     PM1,481,783-140,849$130,975
BOOKING HLDGS INC 74,430 -5,284 $129,874
     BKNG74,430-5,284$129,874
HONEYWELL INTL INC 763,822 -125,352 $121,387
     HON763,822-125,352$121,387
ISHARES TR (LQD) 964,362 UNCH $114,817
     LQD964,362UNCH$114,817
GLAXOSMITHKLINE PLC 2,457,132 -46,200 $102,684
     GSK2,457,132-46,200$102,684
BECTON DICKINSON & CO 404,387 -33,679 $100,988
     BDX404,387-33,679$100,988
UNITED TECHNOLOGIES CORP 776,340 -997,662 $100,062
     UTX776,340-1,326,262$100,062
ALTABA INC 1,266,900 -859,461 $93,903
     AABA1,266,900-859,461$93,903
MASTERCARD INC 395,196 -72,037 $93,049
     MA395,196-72,037$93,049
BANK MONTREAL QUE 1,193,483 +57,100 $89,307
     BMO1,193,483+57,100$89,307
VISA INC 532,160 -40,800 $83,118
     V532,160-40,800$83,118
STMICROELECTRONICS N V 5,247,866 -625,900 $77,931
     STM5,247,866-625,900$77,931
WAYFAIR INC 491,800 -108,200 $73,008
     W491,800-108,200$73,008
AMPHENOL CORP NEW 737,775 -62,000 $69,675
     APH737,775-62,000$69,675
SK TELECOM LTD 2,766,151 +48,700 $67,743
     SKM2,766,151+48,700$67,743
CARVANA CO 1,114,000 +1,114,000 $64,679
     CVNA1,114,000+1,114,000$64,679
SUNTRUST BKS INC 1,077,982 +1,077,982 $63,870
     STI1,077,982+1,077,982$63,870
INFOSYS LTD 5,693,228 -38,500 $62,227
     INFY5,693,228-38,500$62,227
NOVO NORDISK A S 1,176,780 +175,800 $61,557
     NVO1,176,780+175,800$61,557
L3 TECHNOLOGIES INC 295,439 +295,439 $60,970
     LLL295,439+295,439$60,970
CANADIAN NATL RY CO 663,500 +547,000 $59,370
     CNI663,500+547,000$59,370
PEPSICO INC 440,118 -142,825 $53,936
     PEP440,118-142,825$53,936
FREEPORT MCMORAN INC 3,957,205 -86,000 $51,008
     FCX3,957,205-86,000$51,008
MAGNA INTL INC 983,754 -107,300 $47,908
     MGA983,754-107,300$47,908
SUN LIFE FINL INC 1,157,586 -166,500 $44,469
     SLF1,157,586-166,500$44,469
WORLDPAY INC 376,962 +376,962 $42,785
     WP376,962+376,962$42,785
FIRST DATA CORP NEW 1,605,200 +1,605,200 $42,169
     FDC1,605,200+1,605,200$42,169
ISHARES TR (KSA) 1,239,800 +1,239,800 $41,285
     KSA1,239,800+1,239,800$41,285
GENERAL MTRS CO 1,112,000 +192,000 $41,255
     GM1,112,000+192,000$41,255
BEMIS CO INC 731,850 -24,392 $40,603
     BMS731,850-24,392$40,603
CHINA MOBILE LIMITED 747,005 -69,200 $38,090
     CHL747,005-69,200$38,090
TRIBUNE MEDIA CO 776,900 -301,380 $35,846
     TRCO776,900-301,380$35,846
CIENA CORP 844,800 +838,100 $31,545
     CIEN844,800+838,100$31,545
INTEL CORP 582,939 -159,300 $31,304
     INTC582,939-159,300$31,304
INTERACTIVE BROKERS GROUP IN 602,772 +104,000 $31,272
     IBKR602,772+104,000$31,272
MOOG INC      $31,076
     MOG.A357,396+309,500$31,076
ALLY FINL INC 1,111,000 +242,000 $30,541
     ALLY1,111,000+242,000$30,541
JD COM INC 1,012,059 -352,200 $30,514
     JD1,012,059-352,200$30,514
SOCIEDAD QUIMICA MINERA DE C 755,312 -14,300 $29,034
     SQM755,312-14,300$29,034
POPULAR INC 551,061 +447,800 $28,727
     BPOP551,061+447,800$28,727
BAIDU INC 172,904 -74,300 $28,503
     BIDU172,904-74,300$28,503
TIMKEN CO 644,679 +549,700 $28,121
     TKR644,679+549,700$28,121
PROCTER AND GAMBLE CO 265,917 +23,900 $27,669
     PG265,917+23,900$27,669
VISHAY INTERTECHNOLOGY INC 1,496,522 +1,348,800 $27,641
     VSH1,496,522+1,348,800$27,641
RED HAT INC 148,900 -284,384 $27,204
     RHT148,900-284,384$27,204
COCA COLA EUROPEAN PARTNERS 510,600 +489,800 $26,418
     CCE510,600+489,800$26,418
ICON PLC 192,390 +3,000 $26,277
     ICLR192,390+3,000$26,277
AMGEN INC 134,800 -7,800 $25,609
     AMGN134,800-7,800$25,609
HELEN OF TROY CORP LTD 220,500 +195,800 $25,569
     HELE220,500+195,800$25,569
TELEPHONE & DATA SYS INC 825,071 +697,300 $25,354
     TDS825,071+697,300$25,354
REDFIN CORP 1,237,650 +85,000 $25,087
     RDFN1,237,650+85,000$25,087
SUNSTONE HOTEL INVS INC NEW 1,741,600 +1,617,100 $25,079
     SHO1,741,600+1,617,100$25,079
INTERXION HOLDING N.V 371,000 +56,000 $24,757
     INXN371,000+56,000$24,757
CREDIT ACCEP CORP MICH 54,700 +8,200 $24,721
     CACC54,700+8,200$24,721
XENIA HOTELS & RESORTS INC 1,122,339 +933,779 $24,590
     XHR1,122,339+933,779$24,590
PIEDMONT OFFICE REALTY TR IN 1,177,355 +1,077,700 $24,548
     PDM1,177,355+1,077,700$24,548
MILLER HERMAN INC 695,097 +613,993 $24,454
     MLHR695,097+613,993$24,454
CANADIAN PAC RY LTD 115,500 +92,000 $23,796
     CP115,500+92,000$23,796
TEGNA INC 1,679,650 +1,436,965 $23,683
     TGNA1,679,650+1,436,965$23,683
CDN IMPERIAL BK COMM TORONTO 294,625 -458,265 $23,289
     CM294,625-458,265$23,289
DIAGEO P L C 142,299 +2,700 $23,282
     DEO142,299+2,700$23,282
NIELSEN HLDGS PLC 982,272 UNCH $23,250
     NLSN982,272UNCH$23,250
SOLAREDGE TECHNOLOGIES INC 612,355 -50,400 $23,074
     SEDG612,355-50,400$23,074
SANOFI 520,442 -7,200 $23,045
     SNY520,442-7,200$23,045
NOMAD FOODS LTD 1,111,443 -99,200 $22,729
     NOMD1,111,443-99,200$22,729
DR REDDYS LABS LTD 557,708 +19,700 $22,587
     RDY557,708+19,700$22,587
BERKSHIRE HATHAWAY INC DEL      $22,198
     BRK.B110,500+19,000$22,198
PFIZER INC 510,847 -267,032 $21,696
     PFE510,847-267,032$21,696
BRADY CORP 463,909 +399,400 $21,530
     BRC463,909+399,400$21,530
HP INC 1,099,140 -93,300 $21,356
     HPQ1,099,140-93,300$21,356
FULTON FINL CORP PA 1,361,700 +1,361,700 $21,079
     FULT1,361,700+1,361,700$21,079
PROGRESSIVE CORP OHIO 291,107 -106,600 $20,986
     PGR291,107-106,600$20,986
FLAGSTAR BANCORP INC 628,700 +609,900 $20,697
     FBC628,700+609,900$20,697
EVENTBRITE INC 1,069,000 +184,000 $20,493
     EB1,069,000+184,000$20,493
EATON CORP PLC 254,200 -24,700 $20,478
     ETN254,200-24,700$20,478
LOGITECH INTL S A 521,540 -1,117 $20,443
     LOGI521,540-1,117$20,443
LOCKHEED MARTIN CORP 68,100 -1,400 $20,441
     LMT68,100-1,400$20,441
VIACOM INC NEW 716,181 +208,271 $20,103
     VIAB716,181+208,271$20,103
TECH DATA CORP 195,900 +187,300 $20,062
     TECD195,900+187,300$20,062
COMCAST CORP NEW 490,500 +478,800 $19,610
     CMCSA490,500+478,800$19,610
PHILLIPS 66 204,404 -1,200 $19,453
     PSX204,404-1,200$19,453
CNO FINL GROUP INC 1,199,500 +1,199,500 $19,408
     CNO1,199,500+1,199,500$19,408
LAUDER ESTEE COS INC 116,347 -24,000 $19,261
     EL116,347-24,000$19,261
VALE S A 1,411,600 +108,900 $18,435
     VALE1,411,600+108,900$18,435
CUMMINS INC 116,166 +47,200 $18,339
     CMI116,166+47,200$18,339
PORTLAND GEN ELEC CO 353,500 +353,500 $18,325
     POR353,500+353,500$18,325
AUTOMATIC DATA PROCESSING IN 114,200 +39,000 $18,242
     ADP114,200+39,000$18,242
SHAKE SHACK INC 308,000 +53,000 $18,218
     SHAK308,000+53,000$18,218
XILINX INC 143,200 +95,400 $18,156
     XLNX143,200+95,400$18,156
GRUPO TELEVISA SA 1,628,674 +789,900 $18,013
     TV1,628,674+789,900$18,013
GEO GROUP INC NEW 937,000 +858,100 $17,990
     GEO937,000+858,100$17,990
TCF FINL CORP 855,443 +855,443 $17,699
     TCF855,443+855,443$17,699
FIRST SOLAR INC 334,700 -10,000 $17,686
     FSLR334,700-10,000$17,686
HCA HEALTHCARE INC 134,500 -3,200 $17,536
     HCA134,500-3,200$17,536
ICICI BK LTD 1,516,616 -1,160,200 $17,380
     IBN1,516,616-1,160,200$17,380
ARCHER DANIELS MIDLAND CO 400,270 -86,600 $17,264
     ADM400,270-86,600$17,264
ARBOR RLTY TR INC 1,317,972 +1,270,172 $17,094
     ABR1,317,972+1,270,172$17,094
CIMPRESS N V 209,000 -14,000 $16,747
     CMPR209,000-14,000$16,747
AFLAC INC 330,088 +8,800 $16,504
     AFL330,088+8,800$16,504
ALBEMARLE CORP 200,600 +6,200 $16,445
     ALB200,600+6,200$16,445
BUNGE LIMITED 304,976 +97,659 $16,185
     BG304,976+97,659$16,185
NIKE INC 191,700 +175,900 $16,143
     NKE191,700+175,900$16,143
EXELON CORP 322,000 +255,600 $16,142
     EXC322,000+255,600$16,142
GILEAD SCIENCES INC 245,900 +245,900 $15,986
     GILD245,900+245,900$15,986
CORECIVIC INC 783,593 +671,000 $15,241
     CXW783,593+671,000$15,241
CARS COM INC 662,813 +79,100 $15,112
     CARS662,813+79,100$15,112
IDACORP INC 151,200 +151,200 $15,050
     IDA151,200+151,200$15,050
LIBERTY EXPEDIA HLDGS INC 350,784 +296,284 $15,014
     LEXEA350,784+296,284$15,014
OLD NATL BANCORP IND 907,200 +859,900 $14,878
     ONB907,200+859,900$14,878
W & T OFFSHORE INC 2,151,300 +1,838,000 $14,844
     WTI2,151,300+1,838,000$14,844
INSIGHT ENTERPRISES INC 269,120 +223,100 $14,818
     NSIT269,120+223,100$14,818
HERSHA HOSPITALITY TR 858,400 +808,000 $14,713
     HT858,400+808,000$14,713
CAPITAL ONE FINL CORP 177,200 +36,100 $14,475
     COF177,200+36,100$14,475
INGERSOLL RAND PLC 133,164 +4,100 $14,375
     IR133,164+4,100$14,375
K12 INC 420,711 +354,211 $14,359
     LRN420,711+354,211$14,359
UNIVERSAL CORP VA 244,993 +208,993 $14,119
     UVV244,993+208,993$14,119
GANNETT CO INC 1,283,205 +1,038,945 $13,525
     GCI1,283,205+1,038,945$13,525
CREDICORP LTD 55,600 -14,600 $13,341
     BAP55,600-14,600$13,341
BRP INC 480,548 +5,400 $13,338
     DOOO480,548+5,400$13,338
DSW INC 585,800 +585,800 $13,016
     DSW585,800+585,800$13,016
ENOVA INTL INC 567,144 +485,614 $12,942
     ENVA567,144+485,614$12,942
TAL EDUCATION GROUP 357,821 -56,000 $12,910
     TAL357,821-56,000$12,910
QIWI PLC 889,375 -34,900 $12,798
     QIWI889,375-34,900$12,798
INTUIT 48,495 -4,300 $12,677
     INTU48,495-4,300$12,677
COMPANHIA DE SANEAMENTO BASI 1,184,839 -81,400 $12,536
     SBS1,184,839-81,400$12,536
CHINA PETE & CHEM CORP 156,855 -5,700 $12,470
     SNP156,855-5,700$12,470
BANNER CORP 224,500 +224,500 $12,161
     BANR224,500+224,500$12,161
INTER PARFUMS INC 158,180 +126,316 $12,001
     IPAR158,180+126,316$12,001
NETEASE INC 49,200 +24,200 $11,879
     NTES49,200+24,200$11,879
ATLANTICA YIELD PLC 597,986 -249,100 $11,637
     AY597,986-249,100$11,637
58 COM INC 176,300 -20,500 $11,579
     WUBA176,300-20,500$11,579
PETROLEO BRASILEIRO SA PETRO 724,000 -478,200 $11,526
     PBR724,000-478,200$11,526
FTI CONSULTING INC 149,915 +109,269 $11,516
     FCN149,915+109,269$11,516
SANMINA CORPORATION 396,800 +374,000 $11,448
     SANM396,800+374,000$11,448
HSBC HLDGS PLC 280,500 -92,700 $11,383
     HSBC280,500-92,700$11,383
NETAPP INC 161,495 -27,600 $11,198
     NTAP161,495-27,600$11,198
ISRAEL CHEMICALS LTD 2,122,627 +79,432 $11,042
     ICL2,122,627+79,432$11,042
INTERNATIONAL BANCSHARES COR (IBOC) 290,000 +290,000 $11,029
     IBOC290,000+290,000$11,029
CHANGYOU COM LTD 644,237 -301,400 $11,016
     CYOU644,237-301,400$11,016
NORTHWEST BANCSHARES INC MD (NWBI) 647,600 +647,600 $10,990
     NWBI647,600+647,600$10,990
TRINSEO S A 241,331 +204,100 $10,932
     TSE241,331+204,100$10,932
STEELCASE INC 744,488 +673,688 $10,832
     SCS744,488+673,688$10,832
SYNOPSYS INC 93,919 -3,600 $10,815
     SNPS93,919-3,600$10,815
EMERSON ELEC CO 157,314 -11,100 $10,771
     EMR157,314-11,100$10,771
BRISTOL MYERS SQUIBB CO 224,100 +58,800 $10,692
     BMY224,100+58,800$10,692
AGILENT TECHNOLOGIES INC 130,100 +118,300 $10,457
     A130,100+118,300$10,457
HEWLETT PACKARD ENTERPRISE C 674,114 -236,600 $10,402
     HPE674,114-236,600$10,402
SOUTHWESTERN ENERGY CO 2,216,000 +1,529,200 $10,393
     SWN2,216,000+1,529,200$10,393
ZUMIEZ INC 415,500 +415,500 $10,342
     ZUMZ415,500+415,500$10,342
MOTOROLA SOLUTIONS INC 73,307 +11,300 $10,294
     MSI73,307+11,300$10,294
OFFICE DEPOT INC 2,818,700 +2,613,800 $10,232
     ODP2,818,700+2,613,800$10,232
ROYAL DUTCH SHELL PLC      $9,968
     RDS.B140,800-2,400$9,004
     RDS.A15,400-49,500$964
CSG SYS INTL INC 229,353 +179,323 $9,702
     CSGS229,353+179,323$9,702
HYSTER YALE MATLS HANDLING I 155,128 +146,700 $9,674
     HY155,128+146,700$9,674
AMERIPRISE FINL INC 75,214 -600 $9,635
     AMP75,214-600$9,635
FEDERATED INVS INC PA 328,200 +328,200 $9,620
     FII328,200+328,200$9,620
MOVADO GROUP INC 262,319 +214,648 $9,543
     MOV262,319+214,648$9,543
T MOBILE US INC 137,800 -127,790 $9,522
     TMUS137,800-46,790$9,522
ICF INTL INC 123,207 +98,800 $9,374
     ICFI123,207+98,800$9,374
BLOOMIN BRANDS INC 451,284 +360,200 $9,229
     BLMN451,284+360,200$9,229
KOHLS CORP 133,463 -31,300 $9,178
     KSS133,463-31,300$9,178
LYONDELLBASELL INDUSTRIES N 109,079 +17,100 $9,171
     LYB109,079+17,100$9,171
MOBILE TELESYSTEMS PJSC 1,209,515 -3,996,899 $9,144
     MBT1,209,515-3,996,899$9,144
PNM RES INC 192,600 +192,600 $9,118
     PNM192,600+192,600$9,118
DIODES INC 262,500 +216,900 $9,109
     DIOD262,500+216,900$9,109
MARCUS CORP 222,407 +187,707 $8,907
     MCS222,407+187,707$8,907
FEDERAL SIGNAL CORP 337,743 +298,149 $8,778
     FSS337,743+298,149$8,778
SHOE CARNIVAL INC 253,400 +253,400 $8,623
     SCVL253,400+253,400$8,623
MATERION CORP 149,341 +128,790 $8,521
     MTRN149,341+128,790$8,521
VERSO CORP 388,000 +338,200 $8,311
     VRS388,000+338,200$8,311
PENNYMAC FINL SVCS INC 368,700 +368,700 $8,200
     PFSI368,700+368,700$8,200
TARGET CORP 101,300 +16,500 $8,130
     TGT101,300+16,500$8,130
MALLINCKRODT PUB LTD CO 371,100 +346,700 $8,068
     MNK371,100+346,700$8,068
ECOPETROL S A 374,738 -182,000 $8,034
     EC374,738-182,000$8,034
INNOSPEC INC 96,274 +88,874 $8,024
     IOSP96,274+88,874$8,024
GRAHAM HLDGS CO 11,674 +6,226 $7,975
     GHC11,674+6,226$7,975
EBAY INC 214,255 +20,900 $7,957
     EBAY214,255+20,900$7,957
V F CORP 89,813 -8,600 $7,806
     VFC89,813-8,600$7,806
GARMIN LTD 89,087 -2,600 $7,693
     GRMN89,087-2,600$7,693
UNITED STATES CELLULAR CORP 164,400 +148,300 $7,548
     USM164,400+148,300$7,548
KLA TENCOR CORP 62,837 -12,205 $7,503
     KLAC62,837-12,205$7,503
WORLD FUEL SVCS CORP 259,500 +259,500 $7,497
     INT259,500+259,500$7,497
SOUTHWEST GAS HOLDINGS INC 90,800 +90,800 $7,469
     SWX90,800+90,800$7,469
OI S A      $7,425
     OIBR.C3,949,541+1,908,497$7,425
HUMANA INC 27,700 +3,100 $7,368
     HUM27,700+3,100$7,368
CTRIP COM INTL LTD 168,400 -31,500 $7,357
     CTRP168,400-31,500$7,357
ADECOAGRO S A 1,067,053 -11,700 $7,352
     AGRO1,067,053-11,700$7,352
BRITISH AMERN TOB PLC 175,600 +66,300 $7,326
     BTI175,600+66,300$7,326
STEPAN CO 81,600 +81,600 $7,142
     SCL81,600+81,600$7,142
ALLSTATE CORP 72,602 -100,000 $6,838
     ALL72,602-100,000$6,838
ACCO BRANDS CORP 797,999 +682,000 $6,831
     ACCO797,999+682,000$6,831
SOUTHERN COPPER CORP 171,400 -3,200 $6,801
     SCCO171,400-3,200$6,801
CLEMENTIA PHARMACEUTICALS IN 259,067 +259,067 $6,762
     CMTA259,067+259,067$6,762
CNOOC LTD 36,311 +1,500 $6,745
     CEO36,311+1,500$6,745
STONERIDGE INC 232,630 +175,500 $6,714
     SRI232,630+175,500$6,714
BIOGEN INC 28,300 +22,500 $6,690
     BIIB28,300+22,500$6,690
CENTRAL GARDEN & PET CO 285,300 +277,900 $6,633
     CENTA285,300+277,900$6,633
CADENCE DESIGN SYSTEM INC 104,005 -8,300 $6,605
     CDNS104,005-8,300$6,605
BANCOLOMBIA S A 128,300 -120,100 $6,551
     CIB128,300-120,100$6,551
NEW ORIENTAL ED & TECH GRP I 70,200 +70,200 $6,324
     EDU70,200+70,200$6,324
TRICO BANCSHARES (TCBK) 159,800 +159,800 $6,279
     TCBK159,800+159,800$6,279
PDL BIOPHARMA INC 1,683,800 +1,683,800 $6,264
     PDLI1,683,800+1,683,800$6,264
TOWER INTL INC 295,883 +266,900 $6,222
     TOWR295,883+266,900$6,222
DYNEX CAP INC 1,019,100 +1,019,100 $6,206
     DX1,019,100+1,019,100$6,206
VEDANTA LTD 582,554 -11,400 $6,152
     VEDL582,554-11,400$6,152
GROUP 1 AUTOMOTIVE INC 94,589 +68,900 $6,120
     GPI94,589+68,900$6,120
KEYSIGHT TECHNOLOGIES INC 69,700 -2,600 $6,078
     KEYS69,700-2,600$6,078
HOST HOTELS & RESORTS INC 316,781 -22,000 $5,987
     HST316,781-22,000$5,987
BORGWARNER INC 155,545 -22,900 $5,974
     BWA155,545-22,900$5,974
WATTS WATER TECHNOLOGIES INC 73,600 +73,600 $5,948
     WTS73,600+73,600$5,948
ISHARES INC (ECH) 137,600 +137,600 $5,942
     ECH137,600+137,600$5,942
NATIONAL GEN HLDGS CORP 248,700 +248,700 $5,902
     NGHC248,700+248,700$5,902
CDW CORP 61,000 -300 $5,879
     CDW61,000-300$5,879
AMERICA MOVIL SAB DE CV 410,500 -2,300 $5,862
     AMX410,500-2,300$5,862
CENTRAL GARDEN & PET CO 226,300 +226,300 $5,784
     CENT226,300+226,300$5,784
COMTECH TELECOMMUNICATIONS C 248,400 +248,400 $5,768
     CMTL248,400+248,400$5,768
BEST BUY INC 80,240 -2,900 $5,702
     BBY80,240-2,900$5,702
CABOT CORP 135,359 +80,900 $5,635
     CBT135,359+80,900$5,635
CEMEX SAB DE CV 1,209,900 +71,500 $5,614
     CX1,209,900+71,500$5,614
OUTFRONT MEDIA INC 239,000 +204,100 $5,593
     OUT239,000+204,100$5,593
AMERICAS CAR MART INC 61,200 +56,400 $5,590
     CRMT61,200+56,400$5,590
CELANESE CORP DEL 56,600 -38,500 $5,581
     CE56,600-38,500$5,581
ALAMO GROUP INC 55,400 +55,400 $5,537
     ALG55,400+55,400$5,537
TELEDYNE TECHNOLOGIES INC 23,323 -1,100 $5,528
     TDY23,323-1,100$5,528
COLUMBIA SPORTSWEAR CO 52,896 +12,100 $5,511
     COLM52,896+12,100$5,511
TRACTOR SUPPLY CO 55,900 +20,300 $5,465
     TSCO55,900+20,300$5,465
DANAHER CORPORATION 41,365 -166,100 $5,461
     DHR41,365-166,100$5,461
UNISYS CORP 465,200 +465,200 $5,429
     UIS465,200+465,200$5,429
QURATE RETAIL INC 338,663 -13,800 $5,412
     QRTEA338,663-13,800$5,412
INTERPUBLIC GROUP COS INC 253,300 -2,500 $5,322
     IPG253,300-2,500$5,322
CORE MARK HOLDING CO INC 143,100 +143,100 $5,313
     CORE143,100+143,100$5,313
MCKESSON CORP 45,378 -3,400 $5,312
     MCK45,378-3,400$5,312
FIRST DEFIANCE FINL CORP 184,300 +184,300 $5,297
     FDEF184,300+184,300$5,297
CITIZENS FINL GROUP INC 162,554 -27,700 $5,283
     CFG162,554-27,700$5,283
INDEPENDENT BANK CORP MICH 243,029 +243,029 $5,225
     IBCP243,029+243,029$5,225
SPOK HLDGS INC 382,200 +382,200 $5,206
     SPOK382,200+382,200$5,206
CAMDEN NATL CORP 124,300 +124,300 $5,186
     CAC124,300+124,300$5,186
AMBEV SA 1,190,958 -210,100 $5,121
     ABEV1,190,958-210,100$5,121
ESSENT GROUP LTD 117,300 +117,300 $5,097
     ESNT117,300+117,300$5,097
ENNIS INC 245,100 +245,100 $5,088
     EBF245,100+245,100$5,088
BRIGGS & STRATTON CORP 429,900 +386,000 $5,086
     BGG429,900+386,000$5,086
TRUSTMARK CORP 151,200 +121,900 $5,085
     TRMK151,200+121,900$5,085
CANADIAN SOLAR INC 268,463 +21,900 $5,001
     CSIQ268,463+21,900$5,001
OMNICOM GROUP INC 68,289 -700 $4,984
     OMC68,289-700$4,984
ISHARES TR (INDA) 140,100 UNCH $4,939
     INDA140,100UNCH$4,939
REGIONS FINL CORP NEW 348,867 -59,600 $4,936
     RF348,867-59,600$4,936
O REILLY AUTOMOTIVE INC NEW 12,600 +12,600 $4,893
     ORLY12,600+12,600$4,893
MGIC INVT CORP WIS 370,500 +370,500 $4,887
     MTG370,500+370,500$4,887
PC CONNECTION INC 130,700 +113,900 $4,793
     CNXN130,700+113,900$4,793
WASTE MGMT INC DEL 46,100 +46,100 $4,790
     WM46,100+46,100$4,790
HAVERTY FURNITURE INC 217,326 +182,926 $4,755
     HVT217,326+182,926$4,755
UPWORK INC 245,738 -459,262 $4,703
     UPWK245,738-459,262$4,703
LAUREATE EDUCATION INC 313,100 +216,200 $4,687
     LAUR313,100+216,200$4,687
MARATHON OIL CORP 280,317 -40,900 $4,684
     MRO280,317-40,900$4,684
EVERTEC INC 165,800 +122,100 $4,611
     EVTC165,800+122,100$4,611
BRIXMOR PPTY GROUP INC 250,100 +211,300 $4,594
     BRX250,100+211,300$4,594
JOHNSON OUTDOORS INC 64,100 +52,540 $4,574
     JOUT64,100+52,540$4,574
M & T BK CORP 28,800 +8,800 $4,522
     MTB28,800+8,800$4,522
TEXTRON INC 88,891 -18,200 $4,503
     TXT88,891-18,200$4,503
CACI INTL INC 24,700 +11,800 $4,496
     CACI24,700+11,800$4,496
LIBERTY TRIPADVISOR HLDGS IN 314,900 +199,700 $4,468
     LTRPA314,900+199,700$4,468
SKYWEST INC 82,300 +77,300 $4,468
     SKYW82,300+77,300$4,468
GLOBAL BRASS & COPPR HLDGS I 129,509 +113,109 $4,460
     BRSS129,509+113,109$4,460
CARROLS RESTAURANT GROUP INC 447,300 +405,600 $4,460
     TAST447,300+405,600$4,460
JUNIPER NETWORKS INC 167,300 +37,900 $4,428
     JNPR167,300+37,900$4,428
AVX CORP NEW 252,100 +252,100 $4,371
     AVX252,100+252,100$4,371
MOLINA HEALTHCARE INC 28,800 +20,600 $4,088
     MOH28,800+20,600$4,088
AG MTG INVT TR INC 242,400 +242,400 $4,082
     MITT242,400+242,400$4,082
RETAIL PPTYS AMER INC 334,800 +194,600 $4,081
     RPAI334,800+194,600$4,081
YANDEX N V 118,300 +118,300 $4,062
     YNDX118,300+118,300$4,062
DARDEN RESTAURANTS INC 33,300 +8,100 $4,045
     DRI33,300+8,100$4,045
CHINA YUCHAI INTL LTD 254,551 -2,700 $4,035
     CYD254,551-2,700$4,035
RENEWABLE ENERGY GROUP INC 180,800 -10,600 $3,970
     REGI180,800-10,600$3,970
MOSAIC CO NEW 145,100 +79,500 $3,963
     MOS145,100+79,500$3,963
URBAN OUTFITTERS INC 133,193 +44,700 $3,948
     URBN133,193+44,700$3,948
CITRIX SYS INC 39,505 -12,400 $3,937
     CTXS39,505-12,400$3,937
EASTMAN CHEMICAL CO 51,027 -16,500 $3,872
     EMN51,027-16,500$3,872
KNOLL INC 204,104 +152,500 $3,860
     KNL204,104+152,500$3,860
RELIANCE STEEL & ALUMINUM CO 42,640 -16,300 $3,849
     RS42,640-16,300$3,849
ARCHROCK INC 393,500 +333,200 $3,848
     AROC393,500+333,200$3,848
ACUSHNET HOLDINGS CORP 166,045 +94,300 $3,842
     GOLF166,045+94,300$3,842
AGCO CORP 55,100 +14,300 $3,832
     AGCO55,100+14,300$3,832
AUTOZONE INC 3,700 +3,700 $3,789
     AZO3,700+3,700$3,789
OFG BANCORP 189,900 +189,900 $3,758
     OFG189,900+189,900$3,758
CBRE GROUP INC 75,849 -81,600 $3,751
     CBRE75,849-81,600$3,751
NUCOR CORP 64,100 -12,300 $3,740
     NUE64,100-12,300$3,740
BANCFIRST CORP 71,500 +71,500 $3,729
     BANF71,500+71,500$3,729
OSHKOSH CORP 49,531 -1,200 $3,721
     OSK49,531-1,200$3,721
VANECK VECTORS ETF TR (RSX) 180,600 -672,700 $3,720
     RSX180,600-672,700$3,720
GRIFFON CORP 199,342 +199,342 $3,684
     GFF199,342+199,342$3,684
PENNYMAC MTG INVT TR 177,800 +177,800 $3,682
     PMT177,800+177,800$3,682
BRAEMAR HOTELS & RESORTS INC 300,706 +300,706 $3,672
     BHR300,706+300,706$3,672
OLD REP INTL CORP 174,980 -10,700 $3,661
     ORI174,980-10,700$3,661
MURPHY OIL CORP 124,927 -4,100 $3,660
     MUR124,927-4,100$3,660
AMETEK INC NEW 44,100 +10,100 $3,659
     AME44,100+10,100$3,659
RUDOLPH TECHNOLOGIES INC 160,200 +107,000 $3,653
     RTEC160,200+107,000$3,653
IBERIABANK CORP 50,900 +50,900 $3,650
     IBKC50,900+50,900$3,650
TATA MTRS LTD 289,200 -70,800 $3,632
     TTM289,200-70,800$3,632
LILLY ELI & CO 27,859 -282,200 $3,615
     LLY27,859-282,200$3,615
DENBURY RES INC 1,749,908 +482,914 $3,587
     DNR1,749,908+482,914$3,587
AMDOCS LTD 65,920 -2,700 $3,567
     DOX65,920-2,700$3,567
OPPENHEIMER HLDGS INC 136,826 +136,826 $3,560
     OPY136,826+136,826$3,560
INVESCO MORTGAGE CAPITAL INC 225,100 +184,900 $3,557
     IVR225,100+184,900$3,557
METHANEX CORP 62,600 +18,800 $3,557
     MEOH62,600+18,800$3,557
CHURCH & DWIGHT INC 49,400 +49,400 $3,519
     CHD49,400+49,400$3,519
GENUINE PARTS CO 30,800 +30,800 $3,451
     GPC30,800+30,800$3,451
AVERY DENNISON CORP 30,049 -20,200 $3,396
     AVY30,049-20,200$3,396
BOOZ ALLEN HAMILTON HLDG COR 58,400 +1,400 $3,395
     BAH58,400+1,400$3,395
SABRE CORP 157,800 +31,400 $3,375
     SABR157,800+31,400$3,375
INFRAREIT INC 160,400 +160,400 $3,364
     HIFR160,400+160,400$3,364
ISTAR INC 389,500 +389,500 $3,280
     STAR389,500+389,500$3,280
EMPLOYERS HOLDINGS INC 81,500 +81,500 $3,269
     EIG81,500+81,500$3,269
NEW MTN FIN CORP 236,600 +236,600 $3,211
     NMFC236,600+236,600$3,211
AMAZON COM INC 1,800 +200 $3,205
     AMZN1,800+200$3,205
MARATHON PETE CORP 53,400 +46,500 $3,196
     MPC53,400+46,500$3,196
KEYCORP NEW 200,400 +39,100 $3,156
     KEY200,400+39,100$3,156
MACYS INC 130,503 -94,400 $3,136
     M130,503-94,400$3,136
AMERICAN PUBLIC EDUCATION IN 103,687 +103,687 $3,123
     APEI103,687+103,687$3,123
HOLLYSYS AUTOMATION TECHNOLO 147,400 +103,600 $3,087
     HOLI147,400+103,600$3,087
ISHARES TR (EEM) 71,616 -509,094 $3,074
     EEM71,616-509,094$3,074
IAC INTERACTIVECORP 14,544 -8,100 $3,056
     IAC14,544-8,100$3,056
HERSHEY CO 26,600 +26,600 $3,054
     HSY26,600+26,600$3,054
ROBERT HALF INTL INC 46,836 -6,400 $3,052
     RHI46,836-6,400$3,052
JONES LANG LASALLE INC 19,488 -4,100 $3,005
     JLL19,488-4,100$3,005
COOPER STD HLDGS INC 63,200 +53,200 $2,968
     CPS63,200+53,200$2,968
ITT INC 50,924 -5,000 $2,954
     ITT50,924-5,000$2,954
BRUKER CORP 76,197 -11,200 $2,929
     BRKR76,197-11,200$2,929
RADIAN GROUP INC 135,200 +135,200 $2,804
     RDN135,200+135,200$2,804
UNIVERSAL FST PRODS INC 93,496 +38,100 $2,795
     UFPI93,496+38,100$2,795
ROCKWELL AUTOMATION INC 15,800 +15,800 $2,772
     ROK15,800+15,800$2,772
VERA BRADLEY INC 207,716 +207,716 $2,752
     VRA207,716+207,716$2,752
VISHAY PRECISION GROUP INC 78,579 +78,579 $2,688
     VPG78,579+78,579$2,688
HDFC BANK LTD 22,602 -107,300 $2,620
     HDB22,602-107,300$2,620
CHESAPEAKE ENERGY CORP 844,602 UNCH $2,618
     CHK844,602UNCH$2,618
PARK HOTELS RESORTS INC 83,400 -6,800 $2,592
     PK83,400-6,800$2,592
LA Z BOY INC 77,390 +8,500 $2,553
     LZB77,390+8,500$2,553
DECKERS OUTDOOR CORP 17,000 -1,100 $2,499
     DECK17,000-1,100$2,499
SIERRA BANCORP 102,600 +102,600 $2,493
     BSRR102,600+102,600$2,493
ATKORE INTL GROUP INC 115,500 +62,400 $2,487
     ATKR115,500+62,400$2,487
ARROW ELECTRS INC 32,033 -23,500 $2,468
     ARW32,033-23,500$2,468
ADTRAN INC 177,700 +177,700 $2,434
     ADTN177,700+177,700$2,434
ARES COML REAL ESTATE CORP 160,000 +160,000 $2,430
     ACRE160,000+160,000$2,430
HMS HLDGS CORP 81,900 +71,500 $2,425
     HMSY81,900+71,500$2,425
LANDSTAR SYS INC 21,865 -8,500 $2,392
     LSTR21,865-8,500$2,392
INTL FCSTONE INC 60,136 +60,136 $2,331
     INTL60,136+60,136$2,331
GAP INC 88,717 -19,800 $2,323
     GPS88,717-19,800$2,323
RALPH LAUREN CORP 17,700 +17,700 $2,295
     RL17,700+17,700$2,295
BRUNSWICK CORP 45,354 -24,000 $2,283
     BC45,354-24,000$2,283
ZEBRA TECHNOLOGIES CORP 10,700 +10,700 $2,242
     ZBRA10,700+10,700$2,242
VECTRUS INC 83,266 +83,266 $2,214
     VEC83,266+83,266$2,214
AMKOR TECHNOLOGY INC 257,900 +226,200 $2,202
     AMKR257,900+226,200$2,202
INSPERITY INC 17,780 -3,200 $2,199
     NSP17,780-3,200$2,199
FIRST CMNTY BANKSHARES INC V (FCBC) 66,252 +66,252 $2,196
     FCBC66,252+66,252$2,196
FIRST AMERN FINL CORP 42,304 -4,500 $2,179
     FAF42,304-4,500$2,179
GUESS INC 107,900 +81,400 $2,115
     GES107,900+81,400$2,115
SYKES ENTERPRISES INC 74,216 +45,400 $2,099
     SYKE74,216+45,400$2,099
POLYONE CORP 70,000 +41,700 $2,052
     POL70,000+41,700$2,052
GYRODYNE LLC 113,088 UNCH $2,037
     GYRO113,088UNCH$2,037
DICKS SPORTING GOODS INC 55,100 +100 $2,028
     DKS55,100+100$2,028
PENTAIR PLC 45,300 +45,300 $2,016
     PNR45,300+45,300$2,016
FUTUREFUEL CORPORATION 149,600 +129,700 $2,005
     FF149,600+129,700$2,005
MATRIX SVC CO 101,925 +101,925 $1,996
     MTRX101,925+101,925$1,996
MODINE MFG CO 143,621 +45,000 $1,992
     MOD143,621+45,000$1,992
PROVIDENT FINL SVCS INC 76,700 +76,700 $1,986
     PFS76,700+76,700$1,986
COREPOINT LODGING INC 176,200 +156,100 $1,968
     CPLG176,200+156,100$1,968
ASHLAND GLOBAL HLDGS INC 25,100 -800 $1,961
     ASH25,100-800$1,961
MONOTYPE IMAGING HOLDINGS IN 98,200 +98,200 $1,953
     TYPE98,200+98,200$1,953
REGAL BELOIT CORP 23,800 -6,000 $1,949
     RBC23,800-6,000$1,949
EDISON INTL 31,100 UNCH $1,926
     EIX31,100UNCH$1,926
NEWS CORP NEW 153,771 -4,700 $1,913
     NWSA153,771-4,700$1,913
LPL FINL HLDGS INC 27,300 +27,300 $1,901
     LPLA27,300+27,300$1,901
TREDEGAR CORP 117,261 +117,261 $1,893
     TG117,261+117,261$1,893
FOOT LOCKER INC 30,981 -14,300 $1,877
     FL30,981-14,300$1,877
AMERICAN EAGLE OUTFITTERS IN 82,393 -18,600 $1,827
     AEO82,393-18,600$1,827
VERITIV CORP 69,000 +69,000 $1,816
     VRTV69,000+69,000$1,816
LANTHEUS HLDGS INC 73,300 +30,400 $1,794
     LNTH73,300+30,400$1,794
SERVICE CORP INTL 44,130 -24,000 $1,772
     SCI44,130-24,000$1,772
MUELLER INDS INC 56,100 -2,900 $1,758
     MLI56,100-2,900$1,758
PERFORMANCE FOOD GROUP CO 44,100 -13,600 $1,748
     PFGC44,100-13,600$1,748
DANA INCORPORATED 98,400 -5,744 $1,746
     DAN98,400-5,744$1,746
COMMUNITY TR BANCORP INC 42,000 +42,000 $1,725
     CTBI42,000+42,000$1,725
ASSOCIATED BANC CORP 79,300 -15,500 $1,693
     ASB79,300-15,500$1,693
RENT A CTR INC NEW 80,500 +80,500 $1,680
     RCII80,500+80,500$1,680
WATERSTONE FINL INC MD 101,061 +101,061 $1,663
     WSBF101,061+101,061$1,663
NATURAL GROCERS BY VITAMIN C 138,400 +138,400 $1,654
     NGVC138,400+138,400$1,654
ADOBE INC 6,200 -48,130 $1,652
     ADBE6,200-48,130$1,652
APPLIED INDL TECHNOLOGIES IN 27,720 -6,300 $1,649
     AIT27,720-6,300$1,649
ENDO INTL PLC 204,400 +180,000 $1,641
     ENDP204,400+180,000$1,641
CALIX INC 212,600 +212,600 $1,637
     CALX212,600+212,600$1,637
BANCO SANTANDER BRASIL S A 145,600 -13,100 $1,635
     BSBR145,600-13,100$1,635
FIRST FINL CORP IND 38,900 +38,900 $1,634
     THFF38,900+38,900$1,634
FINANCIAL INSTNS INC 59,786 +59,786 $1,625
     FISI59,786+59,786$1,625
JOHNSON CTLS INTL PLC 43,900 +22,500 $1,622
     JCI43,900+22,500$1,622
FIDELITY NATIONAL FINANCIAL 44,098 -33,400 $1,612
     FNF44,098-33,400$1,612
VERIZON COMMUNICATIONS INC 26,700 -381,000 $1,579
     VZ26,700-381,000$1,579
TERRITORIAL BANCORP INC 58,084 +58,084 $1,563
     TBNK58,084+58,084$1,563
AVNET INC 35,678 -7,700 $1,547
     AVT35,678-7,700$1,547
GORMAN RUPP CO 45,500 +45,500 $1,544
     GRC45,500+45,500$1,544
SCHOLASTIC CORP 38,682 +3,200 $1,538
     SCHL38,682+3,200$1,538
FEDNAT HLDG CO 95,300 +95,300 $1,529
     FNHC95,300+95,300$1,529
WEIS MKTS INC 37,200 +37,200 $1,518
     WMK37,200+37,200$1,518
RESOLUTE FST PRODS INC 186,600 +89,700 $1,474
     RFP186,600+89,700$1,474
DUCOMMUN INC DEL 33,700 +33,700 $1,467
     DCO33,700+33,700$1,467
WEYCO GROUP INC 47,000 +47,000 $1,455
     WEYS47,000+47,000$1,455
CATHAY GEN BANCORP 42,800 +42,800 $1,451
     CATY42,800+42,800$1,451
COMPANHIA ENERGETICA DE MINA 402,200 UNCH $1,436
     CIG402,200UNCH$1,436
REXNORD CORP NEW 57,100 +41,300 $1,435
     RXN57,100+41,300$1,435
OWENS CORNING NEW 30,000 UNCH $1,414
     OC30,000UNCH$1,414
MONARCH CASINO & RESORT INC 31,873 +19,873 $1,400
     MCRI31,873+19,873$1,400
CENTURY BANCORP INC MASS 19,037 +19,037 $1,390
     CNBKA19,037+19,037$1,390
BERRY PETE CORP 119,800 +97,800 $1,382
     BRY119,800+97,800$1,382
TRIBUNE PUBG CO NEW 117,200 +117,200 $1,382
     TPCO117,200+117,200$1,382
TRIPLE S MGMT CORP 60,400 +40,100 $1,378
     GTS60,400+40,100$1,378
DELPHI TECHNOLOGIES PLC 70,700 +24,400 $1,362
     DLPH70,700+24,400$1,362
ENERSYS 20,900 UNCH $1,362
     ENS20,900UNCH$1,362
DEVON ENERGY CORP NEW 42,600 +42,600 $1,344
     DVN42,600+42,600$1,344
M I HOMES INC 49,900 +49,900 $1,328
     MHO49,900+49,900$1,328
DONNELLEY R R & SONS CO 279,900 +188,400 $1,321
     RRD279,900+188,400$1,321
INGLES MKTS INC 47,362 +47,362 $1,308
     IMKTA47,362+47,362$1,308
SUNCOKE ENERGY INC 153,900 +153,900 $1,307
     SXC153,900+153,900$1,307
SONIC AUTOMOTIVE INC 87,400 +29,400 $1,294
     SAH87,400+29,400$1,294
CRA INTL INC 25,448 +25,448 $1,286
     CRAI25,448+25,448$1,286
PROGRESS SOFTWARE CORP 28,648 -7,500 $1,271
     PRGS28,648-7,500$1,271
PENSKE AUTOMOTIVE GRP INC 28,300 +800 $1,264
     PAG28,300+800$1,264
OLYMPIC STEEL INC 79,400 +79,400 $1,260
     ZEUS79,400+79,400$1,260
CLARUS CORP NEW 97,796 +97,796 $1,253
     CLAR97,796+97,796$1,253
CBS CORP NEW 26,300 +4,200 $1,250
     CBS26,300+4,200$1,250
EXANTAS CAP CORP 117,200 +117,200 $1,246
     XAN117,200+117,200$1,246
CRANE CO 14,600 +1,100 $1,235
     CR14,600+1,100$1,235
EMCOR GROUP INC 16,800 +16,800 $1,228
     EME16,800+16,800$1,228
MANULIFE FINL CORP 72,100 +40,900 $1,219
     MFC72,100+40,900$1,219
STANDARD MTR PRODS INC 24,500 +24,500 $1,203
     SMP24,500+24,500$1,203
NATIONAL CINEMEDIA INC 169,800 +130,800 $1,197
     NCMI169,800+130,800$1,197
KFORCE INC 33,768 -17,200 $1,186
     KFRC33,768-17,200$1,186
RIBBON COMMUNICATIONS INC 227,600 +227,600 $1,172
     RBBN227,600+227,600$1,172
CHATHAM LODGING TR 60,400 +60,400 $1,162
     CLDT60,400+60,400$1,162
HUNTSMAN CORP 51,200 -114,892 $1,151
     HUN51,200-114,892$1,151
PRESTIGE CONSMR HEALTHCARE I 38,200 +38,200 $1,143
     PBH38,200+38,200$1,143
TE CONNECTIVITY LTD 14,000 -106,203 $1,131
     TEL14,000-106,203$1,131
GREAT SOUTHN BANCORP INC 21,500 +21,500 $1,116
     GSBC21,500+21,500$1,116
REPUBLIC BANCORP KY 24,289 +24,289 $1,086
     RBCAA24,289+24,289$1,086
SCRIPPS E W CO OHIO 51,600 +51,600 $1,084
     SSP51,600+51,600$1,084
ASBURY AUTOMOTIVE GROUP INC 15,600 -11,800 $1,082
     ABG15,600-11,800$1,082
CAPITAL SOUTHWEST CORP 51,200 +51,200 $1,077
     CSWC51,200+51,200$1,077
BANKFINANCIAL CORP 72,100 +72,100 $1,072
     BFIN72,100+72,100$1,072
AMERESCO INC 65,940 +65,940 $1,067
     AMRC65,940+65,940$1,067
SENECA FOODS CORP NEW 43,092 +43,092 $1,060
     SENEA43,092+43,092$1,060
REGIS CORP MINN 53,039 +13,500 $1,043
     RGS53,039+13,500$1,043
CGI INC 15,100 +15,100 $1,038
     GIB15,100+15,100$1,038
PENNANTPARK INVT CORP 148,300 +148,300 $1,025
     PNNT148,300+148,300$1,025
REX AMERICAN RESOURCES CORP 12,700 +3,200 $1,024
     REX12,700+3,200$1,024
EL POLLO LOCO HLDGS INC 78,300 +78,300 $1,019
     LOCO78,300+78,300$1,019
CAREER EDUCATION CORP 61,300 -21,900 $1,013
     CECO61,300-21,900$1,013
KT CORP 81,100 +31,100 $1,009
     KT81,100+31,100$1,009
TIER REIT INC 34,800 +2,600 $997
     TIER34,800+2,600$997
NAUTILUS INC 179,000 +179,000 $995
     NLS179,000+179,000$995
KULICKE & SOFFA INDS INC 44,700 -2,600 $988
     KLIC44,700-2,600$988
PVH CORP 8,100 -38,466 $988
     PVH8,100-38,466$988
BP PLC 22,400 -25,700 $979
     BP22,400-25,700$979
KNOWLES CORP 55,400 +55,400 $977
     KN55,400+55,400$977
MILLER INDS INC TENN 31,650 +31,650 $976
     MLR31,650+31,650$976
WOLVERINE WORLD WIDE INC 26,719 -60,800 $955
     WWW26,719-60,800$955
CIVISTA BANCSHARES INC (CIVB) 43,700 +43,700 $954
     CIVB43,700+43,700$954
MERCER INTL INC 70,600 -1,900 $954
     MERC70,600-1,900$954
TECK RESOURCES LTD 41,100 +41,100 $952
     TECK41,100+41,100$952
FEDERAL AGRIC MTG CORP 13,061 -500 $946
     AGM13,061-500$946
UNITED CMNTY FINL CORP OHIO 100,300 +100,300 $938
     UCFC100,300+100,300$938
FARMERS NATL BANC CORP 67,700 +67,700 $934
     FMNB67,700+67,700$934
BOSTON PRIVATE FINL HLDGS IN 85,100 +85,100 $933
     BPFH85,100+85,100$933
KIMBALL ELECTRONICS INC 59,700 +59,700 $925
     KE59,700+59,700$925
ACI WORLDWIDE INC 28,100 +1,100 $924
     ACIW28,100+1,100$924
MERITOR INC 44,940 -41,000 $915
     MTOR44,940-41,000$915
HARMONIC INC 168,700 +168,700 $914
     HLIT168,700+168,700$914
ETHAN ALLEN INTERIORS INC 46,400 +46,400 $888
     ETH46,400+46,400$888
KAISER ALUMINUM CORP 8,400 +8,400 $880
     KALU8,400+8,400$880
MACATAWA BK CORP 87,300 +87,300 $868
     MCBC87,300+87,300$868
SILICON MOTION TECHNOLOGY CO 21,796 -8,900 $864
     SIMO21,796-8,900$864
KIMBALL INTL INC 60,600 +60,600 $857
     KBAL60,600+60,600$857
BAXTER INTL INC 10,300 -206,317 $837
     BAX10,300-206,317$837
GLU MOBILE INC 76,200 -2,000 $834
     GLUU76,200-2,000$834
WASHINGTON PRIME GROUP NEW 146,300 +125,400 $827
     WPG146,300+125,400$827
PROTECTIVE INS CORP 43,600 +43,600 $807
     PTVCB43,600+43,600$807
AEROJET ROCKETDYNE HLDGS INC 22,600 +22,600 $803
     AJRD22,600+22,600$803
CHESAPEAKE LODGING TR 28,600 -4,400 $795
     CHSP28,600-4,400$795
TRINET GROUP INC 13,200 -100 $789
     TNET13,200-100$789
BASSETT FURNITURE INDS INC 48,000 +48,000 $788
     BSET48,000+48,000$788
RADIANT LOGISTICS INC 123,400 +123,400 $777
     RLGT123,400+123,400$777
VILLAGE SUPER MKT INC 28,031 +28,031 $766
     VLGEA28,031+28,031$766
DIGI INTL INC 59,400 +59,400 $753
     DGII59,400+59,400$753
MUTUALFIRST FINL INC 25,133 +25,133 $753
     MFSF25,133+25,133$753
SPEEDWAY MOTORSPORTS INC 51,602 +35,102 $747
     TRK51,602+35,102$747
AVID TECHNOLOGY INC 100,000 +100,000 $745
     AVID100,000+100,000$745
CARRIZO OIL & GAS INC 58,900 +58,900 $734
     CRZO58,900+58,900$734
INTERFACE INC 47,700 -10,500 $731
     TILE47,700-10,500$731
NEWS CORP NEW 58,150 UNCH $726
     NWS58,150UNCH$726
RINGCENTRAL INC 6,700 -200 $722
     RNG6,700-200$722
CARE COM INC 36,500 -800 $721
     CRCM36,500-800$721
CARPENTER TECHNOLOGY CORP 15,700 +15,700 $720
     CRS15,700+15,700$720
CALLAWAY GOLF CO 44,999 -38,100 $717
     ELY44,999-38,100$717
NETFLIX INC 2,000 -1,100 $713
     NFLX2,000-1,100$713
CITIGROUP INC 11,400 -2,500 $709
     C11,400-2,500$709
CHARLES RIV LABS INTL INC 4,800 +300 $697
     CRL4,800+300$697
CNB FINL CORP PA 27,544 +27,544 $696
     CCNE27,544+27,544$696
AMC NETWORKS INC 12,100 -31,100 $687
     AMCX12,100-31,100$687
SILVERBOW RES INC 29,800 +29,800 $685
     SBOW29,800+29,800$685
GREIF INC 16,500 +16,500 $681
     GEF16,500+16,500$681
HOMETRUST BANCSHARES INC (HTBI) 26,900 +26,900 $678
     HTBI26,900+26,900$678
BIO RAD LABS INC 2,200 -100 $672
     BIO2,200-100$672
SPX CORP 19,304 -18,036 $672
     SPXC19,304-18,036$672
UNITED THERAPEUTICS CORP DEL 5,700 -500 $669
     UTHR5,700-500$669
NORTHRIM BANCORP INC 19,244 +19,244 $662
     NRIM19,244+19,244$662
AVAYA HLDGS CORP 38,900 +38,900 $655
     AVYA38,900+38,900$655
ILLUMINA INC 2,100 +100 $652
     ILMN2,100+100$652
CATERPILLAR INC DEL 4,800 -15,500 $650
     CAT4,800-15,500$650
GULFPORT ENERGY CORP 80,200 +80,200 $643
     GPOR80,200+80,200$643
NRG ENERGY INC 15,000 +300 $637
     NRG15,000+300$637
BEL FUSE INC 25,171 +25,171 $636
     BELFB25,171+25,171$636
ROCKY BRANDS INC 26,535 +26,535 $636
     RCKY26,535+26,535$636
BENCHMARK ELECTRS INC 24,200 +24,200 $635
     BHE24,200+24,200$635
BLUE HILLS BANCORP INC 26,500 +26,500 $633
     BHBK26,500+26,500$633
ATLAS AIR WORLDWIDE HLDGS IN 12,500 +1,600 $632
     AAWW12,500+1,600$632
MARINEMAX INC 32,800 +32,800 $628
     HZO32,800+32,800$628
MATSON INC 17,400 +17,400 $628
     MATX17,400+17,400$628
CEDAR REALTY TRUST INC 181,700 +181,700 $618
     CDR181,700+181,700$618
MCDERMOTT INTL INC 82,200 UNCH $612
     MDR82,200UNCH$612
LCNB CORP 35,243 +35,243 $604
     LCNB35,243+35,243$604
EMERGENT BIOSOLUTIONS INC 11,900 UNCH $601
     EBS11,900UNCH$601
HUB GROUP INC 14,700 +14,700 $600
     HUBG14,700+14,700$600
EXTERRAN CORP 35,400 +8,500 $596
     EXTN35,400+8,500$596
MIX TELEMATICS LTD 35,379 UNCH $590
     MIXT35,379UNCH$590
VERTEX PHARMACEUTICALS INC 3,200 UNCH $589
     VRTX3,200UNCH$589
NOVARTIS A G 6,100 -4,400 $586
     NVS6,100-4,400$586
AMERICAN VANGUARD CORP (AVD) 34,000 +34,000 $585
     AVD34,000+34,000$585
MDU RES GROUP INC 21,900 UNCH $566
     MDU21,900UNCH$566
ISHARES TR (EFA) 8,603 -125,363 $558
     EFA8,603-125,363$558
INTEGER HLDGS CORP 7,400 +900 $558
     ITGR7,400+900$558
EVOLUTION PETROLEUM CORP 81,600 +81,600 $551
     EPM81,600+81,600$551
RESOURCES CONNECTION INC 33,300 +16,800 $551
     RECN33,300+16,800$551
LEGG MASON INC 20,100 -3,300 $550
     LM20,100-3,300$550
CURO GROUP HLDGS CORP 53,500 +4,100 $537
     CURO53,500+4,100$537
INFORMATION SERVICES GROUP I 143,700 +143,700 $536
     III143,700+143,700$536
ABERCROMBIE & FITCH CO 19,400 UNCH $532
     ANF19,400UNCH$532
CNA FINL CORP 12,200 UNCH $529
     CNA12,200UNCH$529
CORELOGIC INC 14,100 +14,100 $525
     CLGX14,100+14,100$525
WEST BANCORPORATION INC 25,200 +25,200 $521
     WTBA25,200+25,200$521
DARLING INGREDIENTS INC 24,000 UNCH $520
     DAR24,000UNCH$520
OXFORD INDS INC 6,900 -3,000 $519
     OXM6,900-3,000$519
CELESTICA INC 60,200 +13,400 $509
     CLS60,200+13,400$509
SYSTEMAX INC 22,500 +8,200 $509
     SYX22,500+8,200$509
DAKTRONICS INC 67,600 +67,600 $504
     DAKT67,600+67,600$504
ON SEMICONDUCTOR CORP 24,400 -93,081 $502
     ON24,400-93,081$502
PREMIER FINL BANCORP INC 31,651 +31,651 $497
     PFBI31,651+31,651$497
LAMAR ADVERTISING CO NEW 6,200 -3,100 $491
     LAMR6,200-3,100$491
STEEL DYNAMICS INC 13,900 -3,800 $490
     STLD13,900-3,800$490
FLUSHING FINL CORP 22,100 +22,100 $485
     FFIC22,100+22,100$485
SI FINL GROUP INC MD 37,200 +37,200 $480
     SIFI37,200+37,200$480
CITI TRENDS INC 24,800 +24,800 $479
     CTRN24,800+24,800$479
GENIE ENERGY LTD 56,200 +56,200 $478
     GNE56,200+56,200$478
PCM INC 12,900 +12,900 $473
     PCMI12,900+12,900$473
ALPHA & OMEGA SEMICONDUCTOR 41,000 +41,000 $472
     AOSL41,000+41,000$472
ENDURANCE INTL GROUP HLDGS I 64,600 UNCH $468
     EIGI64,600UNCH$468
RTI SURGICAL HOLDINGS INC 77,642 +77,642 $467
     RTIX77,642+77,642$467
AES CORP 25,200 +25,200 $456
     AES25,200+25,200$456
FLWS 1 800 FLOWERS 25,000 +25,000 $456
     FLWS25,000+25,000$456
PEOPLES BANCORP INC 14,700 +14,700 $455
     PEBO14,700+14,700$455
ONE LIBERTY PPTYS INC 15,500 +15,500 $450
     OLP15,500+15,500$450
UNIVEST FINANCIAL CORPORATIO 18,000 +18,000 $440
     UVSP18,000+18,000$440
ARMSTRONG FLOORING INC 32,000 +32,000 $435
     AFI32,000+32,000$435
AGROFRESH SOLUTIONS 129,400 +129,400 $432
     AGFS129,400+129,400$432
UNITED MICROELECTRONICS CORP 223,200 UNCH $420
     UMC223,200UNCH$420
CATO CORP NEW 28,000 +28,000 $419
     CATO28,000+28,000$419
STAR GROUP L P 43,400 +43,400 $417
     SGU43,400+43,400$417
SITE CENTERS CORP 30,600 UNCH $417
     SITC30,600UNCH$417
NCI BUILDING SYS INC 67,200 +16,200 $414
     NCS67,200+16,200$414
BLACKROCK TCP CAP CORP 29,100 +29,100 $413
     TCPC29,100+29,100$413
ENPRO INDS INC 6,400 +6,400 $412
     NPO6,400+6,400$412
SHILOH INDS INC 74,072 +25,672 $407
     SHLO74,072+25,672$407
LAKELAND FINL CORP 8,800 +8,800 $398
     LKFN8,800+8,800$398
ONEMAIN HLDGS INC 12,500 +1,100 $397
     OMF12,500+1,100$397
PHIBRO ANIMAL HEALTH CORP 11,900 -4,100 $393
     PAHC11,900-4,100$393
FONAR CORP 18,900 +18,900 $387
     FONR18,900+18,900$387
CONSOLIDATED WATER CO INC 29,997 +29,997 $386
     CWCO29,997+29,997$386
TURKCELL ILETISIM HIZMETLERI 71,200 UNCH $382
     TKC71,200UNCH$382
WESBANCO INC 9,400 +9,400 $374
     WSBC9,400+9,400$374
ON DECK CAP INC 67,600 +67,600 $366
     ONDK67,600+67,600$366
NOBLE CORP PLC 125,300 UNCH $360
     NE125,300UNCH$360
APPLE HOSPITALITY REIT INC 22,000 +600 $359
     APLE22,000+600$359
QUAD GRAPHICS INC 30,000 UNCH $357
     QUAD30,000UNCH$357
ESSA BANCORP INC 23,000 +23,000 $354
     ESSA23,000+23,000$354
QEP RES INC 43,400 +43,400 $338
     QEP43,400+43,400$338
DEERE & CO 2,100 -14,500 $336
     DE2,100-14,500$336
GENOMIC HEALTH INC 4,800 UNCH $336
     GHDX4,800UNCH$336
LEAF GROUP LTD 41,800 +41,800 $335
     LEAF41,800+41,800$335
RIVERVIEW BANCORP INC 44,853 +44,853 $328
     RVSB44,853+44,853$328
MEET GROUP INC 65,000 +65,000 $327
     MEET65,000+65,000$327
BLOCK H & R INC 13,400 +2,100 $321
     HRB13,400+2,100$321
HELIX ENERGY SOLUTIONS GRP I 40,500 +40,500 $320
     HLX40,500+40,500$320
CHEETAH MOBILE INC 49,600 +24,900 $318
     CMCM49,600+24,900$318
TPI COMPOSITES INC 11,000 +11,000 $315
     TPIC11,000+11,000$315
CENTERPOINT ENERGY INC 10,200 -2,800 $313
     CNP10,200-2,800$313
G III APPAREL GROUP LTD 7,800 +7,800 $312
     GIII7,800+7,800$312
MAKEMYTRIP LIMITED MAURITIUS 11,200 +11,200 $309
     MMYT11,200+11,200$309
ATN INTL INC 5,300 +5,300 $299
     ATNI5,300+5,300$299
KRATON CORPORATION 9,300 UNCH $299
     KRA9,300UNCH$299
FOX CORP 8,099 +8,099 $297
     FOXAV8,099+8,099$297
PHOTRONICS INC 31,200 +31,200 $295
     PLAB31,200+31,200$295
TPG SPECIALTY LENDING INC 14,700 -13,900 $294
     TSLX14,700-13,900$294
MARLIN BUSINESS SVCS CORP 13,549 +13,549 $291
     MRLN13,549+13,549$291
CTS CORP 9,800 +9,800 $288
     CTS9,800+9,800$288
MICHAELS COS INC 25,200 +25,200 $288
     MIK25,200+25,200$288
HEALTHSTREAM INC 10,200 +10,200 $286
     HSTM10,200+10,200$286
MOMO INC 7,400 -92,000 $283
     MOMO7,400-92,000$283
VISTA OUTDOOR INC 35,300 +35,300 $283
     VSTO35,300+35,300$283
GREEN PLAINS INC 16,900 UNCH $282
     GPRE16,900UNCH$282
HURCO COMPANIES INC 7,000 +7,000 $282
     HURC7,000+7,000$282
WHITEHORSE FIN INC 19,800 +19,800 $281
     WHF19,800+19,800$281
PREFORMED LINE PRODS CO 5,200 +5,200 $276
     PLPC5,200+5,200$276
TELENAV INC 45,000 +45,000 $273
     TNAV45,000+45,000$273
RUSH ENTERPRISES INC 6,500 +6,500 $272
     RUSHA6,500+6,500$272
ZIX CORP 38,600 +38,600 $266
     ZIXI38,600+38,600$266
FIVE9 INC 5,000 +5,000 $264
     FIVN5,000+5,000$264
FIRST FINANCIAL NORTHWEST IN 16,676 +16,676 $263
     FFNW16,676+16,676$263
BRASKEM S A 10,100 UNCH $261
     BAK10,100UNCH$261
QUANEX BUILDING PRODUCTS COR 16,400 +16,400 $261
     NX16,400+16,400$261
TIMBERLAND BANCORP INC 9,300 +9,300 $260
     TSBK9,300+9,300$260
AMERICAN EQTY INVT LIFE HLD 9,500 +9,500 $257
     AEL9,500+9,500$257
THL CREDIT INC 38,500 +38,500 $253
     TCRD38,500+38,500$253
COLUMBUS MCKINNON CORP N Y 7,300 +7,300 $251
     CMCO7,300+7,300$251
NICOLET BANKSHARES INC (NCBS) 4,200 +4,200 $250
     NCBS4,200+4,200$250
DIME CMNTY BANCSHARES (DCOM) 13,200 +13,200 $247
     DCOM13,200+13,200$247
21VIANET GROUP INC 30,200 +30,200 $240
     VNET30,200+30,200$240
KELLY SVCS INC 10,700 UNCH $236
     KELYA10,700UNCH$236
AMERICAN NATL BANKSHARES INC (AMNB) 6,667 +6,667 $233
     AMNB6,667+6,667$233
WESTERN ASSET MTG CAP CORP 22,600 +22,600 $231
     WMC22,600+22,600$231
KB FINANCIAL GROUP INC 6,200 -4,500 $230
     KB6,200-4,500$230
SMART & FINAL STORES INC 46,500 +46,500 $230
     SFS46,500+46,500$230
MERIDIAN BANCORP INC MD 14,600 +14,600 $229
     EBSB14,600+14,600$229
OLD SECOND BANCORP INC ILL 17,900 +17,900 $225
     OSBC17,900+17,900$225
WILLIAMS SONOMA INC 4,000 UNCH $225
     WSM4,000UNCH$225
ALLIED MOTION TECHNOLOGIES I 6,500 +6,500 $223
     AMOT6,500+6,500$223
TRAVELPORT WORLDWIDE LTD 14,200 +14,200 $223
     TVPT14,200+14,200$223
ESCALADE INC 19,418 +19,418 $217
     ESCA19,418+19,418$217
NORTHERN OIL & GAS INC NEV 78,100 +78,100 $214
     NOG78,100+78,100$214
GRUPO AEROPORTUARIO CTR NORT 4,700 +4,700 $212
     OMAB4,700+4,700$212
SHINHAN FINANCIAL GROUP CO L 5,600 +5,600 $208
     SHG5,600+5,600$208
AGILYSYS INC 9,800 +9,800 $207
     AGYS9,800+9,800$207
REGENERON PHARMACEUTICALS 500 +500 $205
     REGN500+500$205
TWIN DISC INC 12,300 +12,300 $205
     TWIN12,300+12,300$205
UNITED SECURITY BANCSHARES C (UBFO) 16,669 +16,669 $177
     UBFO16,669+16,669$177
DONNELLEY FINL SOLUTIONS INC 11,800 +11,800 $176
     DFIN11,800+11,800$176
SOUTHERN NATL BANCORP OF VA 11,900 +11,900 $174
     SONA11,900+11,900$174
FIDUS INVT CORP 10,600 +10,600 $162
     FDUS10,600+10,600$162
VALHI INC NEW 66,800 +66,800 $154
     VHI66,800+66,800$154
DONEGAL GROUP INC 10,854 +10,854 $146
     DGICA10,854+10,854$146
GERDAU S A 35,200 UNCH $137
     GGB35,200UNCH$137
JUST ENERGY GROUP INC 38,700 UNCH $131
     JE38,700UNCH$131
SPRINT CORPORATION 22,800 +22,800 $129
     S22,800+22,800$129
TILE SHOP HLDGS INC 20,200 +20,200 $114
     TTS20,200+20,200$114
TRIVAGO N V 25,200 -21,600 $109
     TRVG25,200-21,600$109
AU OPTRONICS CORP 25,900 UNCH $94
     AUO25,900UNCH$94
AVON PRODS INC 25,000 UNCH $74
     AVP25,000UNCH$74
JUMEI INTL HLDG LTD 18,400 +18,400 $43
     JMEI18,400+18,400$43
RENREN INC 16,700 UNCH $26
     RENN16,700UNCH$26
WESTPORT FUEL SYSTEMS INC 13,000 +13,000 $20
     WPRT13,000+13,000$20
CELGENE CORP 5,600 +5,600 $-27,397
     Put296,000+296,000$27,925
     CELG5,600+5,600$528
AMERISOURCEBERGEN CORP $0 (exited)
     ABC0-6,100$0
APTIV PLC $0 (exited)
     APTV0-94,200$0
ARCONIC INC $0 (exited)
     ARNC0-543,400$0
ARRIS INTL INC $0 (exited)
     ARRS0-1,141,796$0
ADTALEM GLOBAL ED INC $0 (exited)
     ATGE0-21,326$0
GRUPO AVAL ACCIONES Y VALORE $0 (exited)
     AVAL0-32,800$0
BLUCORA INC $0 (exited)
     BCOR0-7,900$0
BJS WHSL CLUB HLDGS INC $0 (exited)
     BJ0-21,600$0
CALERES INC $0 (exited)
     CAL0-51,500$0
CONTINENTAL BLDG PRODS INC $0 (exited)
     CBPX0-18,900$0
CABOT MICROELECTRONICS CORP $0 (exited)
     CCMP0-11,351$0
CONSOL ENERGY INC NEW $0 (exited)
     CEIX0-9,100$0
CHUNGHWA TELECOM CO LTD $0 (exited)
     CHT0-219,349$0
CIGNA CORP NEW $0 (exited)
     CI0-4,690$0
C&J ENERGY SVCS INC NEW $0 (exited)
     CJ0-40,600$0
COMERICA INC $0 (exited)
     CMA0-3,000$0
CONMED CORP $0 (exited)
     CNMD0-5,500$0
CNX RESOURCES CORPORATION $0 (exited)
     CNX0-41,900$0
CAMPBELL SOUP CO $0 (exited)
     CPB0-567,209$0
DELL TECHNOLOGIES INC $0 (exited)
     DELL0-180,969$0
D R HORTON INC $0 (exited)
     DHI0-44,636$0
BRINKER INTL INC $0 (exited)
     EAT0-7,200$0
ENCANA CORP $0 (exited)
     Put0-5,870,000$0
     Call0-1,401,000$0
     ECA0-165,200$0
ENGILITY HLDGS INC NEW $0 (exited)
     EGL0-12,100$0
ENSCO PLC $0 (exited)
     ESV0-163,084$0
ISHARES INC $0 (exited)
     EWZ0-590,960$0
FIFTH THIRD BANCORP $0 (exited)
     FITB0-70,773$0
FOMENTO ECONOMICO MEXICANO S $0 (exited)
     FMX0-53,700$0
TWENTY FIRST CENTY FOX INC $0 (exited)
     FOX0-700,345$0
TWENTY FIRST CENTY FOX INC $0 (exited)
     FOXA0-879,552$0
     Put0-611,500$0
ISHARES TR $0 (exited)
     FXI0-2,271,700$0
GENTEX CORP $0 (exited)
     GNTX0-84,200$0
GARRETT MOTION INC $0 (exited)
     GTX0-10,180$0
HORIZON PHARMA PLC $0 (exited)
     HZNP0-11,200$0
II VI INC $0 (exited)
     IIVI0-43,875$0
LEAR CORP $0 (exited)
     LEA0-23,609$0
LINCOLN NATL CORP IND $0 (exited)
     LNC0-5,800$0
GRAND CANYON ED INC $0 (exited)
     LOPE0-14,602$0
LIBERTY MEDIA CORP DELAWARE $0 (exited)
     LSXMK0-1,086,321$0
MONDELEZ INTL INC $0 (exited)
     MDLZ0-36,700$0
MEDPACE HLDGS INC $0 (exited)
     MEDP0-12,500$0
MARVELL TECHNOLOGY GROUP LTD $0 (exited)
     MRVL0-36,000$0
MSA SAFETY INC $0 (exited)
     MSA0-11,900$0
MICRON TECHNOLOGY INC $0 (exited)
     MU0-35,900$0
MAXIM INTEGRATED PRODS INC $0 (exited)
     MXIM0-41,604$0
MYRIAD GENETICS INC $0 (exited)
     MYGN0-15,200$0
NAVIGATORS GROUP INC $0 (exited)
     NAVG0-5,000$0
NEW MEDIA INVT GROUP INC $0 (exited)
     NEWM0-12,800$0
NEWFIELD EXPL CO $0 (exited)
     NFX0-2,553,373$0
NUTRIEN LTD $0 (exited)
     NTR0-96,233$0
NEXTGEN HEALTHCARE INC $0 (exited)
     NXGN0-16,100$0
NXSTAGE MEDICAL INC $0 (exited)
     NXTM0-232,100$0
ORION ENGINEERED CARBONS S A $0 (exited)
     OEC0-20,600$0
ORBOTECH LTD $0 (exited)
     ORBK0-631,499$0
NORBORD INC $0 (exited)
     OSB0-12,500$0
GPO AEROPORTUARIO DEL PAC SA $0 (exited)
     PAC0-15,100$0
PACIFIC BIOSCIENCES CALIF IN $0 (exited)
     PACB0-31,900$0
PG&E CORP $0 (exited)
     PCG0-77,500$0
     Call0-61,300$0
PERKINELMER INC $0 (exited)
     PKI0-8,300$0
QUALCOMM INC $0 (exited)
     QCOM0-1,323,851$0
ROWAN COMPANIES PLC $0 (exited)
     RDC0-86,600$0
RAYMOND JAMES FINANCIAL INC $0 (exited)
     RJF0-5,900$0
FANG HLDGS LTD $0 (exited)
     SFUN0-1,731,100$0
SHIRE PLC $0 (exited)
     SHPG0-762,646$0
AT&T INC $0 (exited)
     T0-49,200$0
TEVA PHARMACEUTICAL INDS LTD $0 (exited)
     TEVA0-15,000$0
TENET HEALTHCARE CORP $0 (exited)
     THC0-118,599$0
TIFFANY & CO NEW $0 (exited)
     TIF0-8,400$0
TAILORED BRANDS INC $0 (exited)
     TLRD0-10,400$0
TOTAL S A $0 (exited)
     TOT0-5,700$0
TTEC HLDGS INC $0 (exited)
     TTEC0-10,000$0
ULTRAPAR PARTICIPACOES S A $0 (exited)
     UGP0-86,800$0
US FOODS HLDG CORP $0 (exited)
     USFD0-81,580$0
VISTRA ENERGY CORP 0 -103,000 $0 (exited)
     VST0-103,000$0

See Summary: Grantham Mayo Van Otterloo & Co. LLC Top Holdings
See Details: Top 10 Stocks Held By Grantham Mayo Van Otterloo & Co. LLC

EntityShares/Amount
Change
Position Value
Change
CVNA +1,114,000+$64,679
STI +1,077,982+$63,870
LLL +295,439+$60,970
WP +376,962+$42,785
FDC +1,605,200+$42,169
KSA +1,239,800+$41,285
FULT +1,361,700+$21,079
CNO +1,199,500+$19,408
POR +353,500+$18,325
TCF +855,443+$17,699
EntityShares/Amount
Change
Position Value
Change
SHPG -762,646-$132,731
FXI -2,271,700-$88,778
QCOM -1,323,851-$75,340
LSXMK -1,086,321-$40,172
NFX -2,553,373-$37,432
ORBK -631,499-$35,705
ARRS -1,141,796-$34,905
FOX -700,345-$33,462
EWZ -590,960-$22,575
CPB -567,209-$18,712
EntityShares/Amount
Change
Position Value
Change
ODP +2,613,800+$9,703
OIBR +1,908,497+$4,159
WTI +1,838,000+$13,553
SHO +1,617,100+$23,459
IEMG +1,598,188+$91,524
SWN +1,529,200+$8,051
TGNA +1,436,965+$21,045
VSH +1,348,800+$24,981
ABR +1,270,172+$16,613
PDM +1,077,700+$22,850
EntityShares/Amount
Change
Position Value
Change
MBT -3,996,899-$27,301
FCAU -1,308,217-$14,531
IBN -1,160,200-$10,164
UTX -997,662-$88,834
ORCL -927,022+$39,804
TJX -896,497-$6,330
AABA -859,461-$29,298
RSX -672,700-$12,279
STM -625,900-$3,597
Size ($ in 1000's)
At 03/31/2019: $13,904,967
At 12/31/2018: $12,523,354

Grantham Mayo Van Otterloo & Co. LLC holdings changes, total fund size, and other information presented on HoldingsChannel.com was derived from Grantham Mayo Van Otterloo & Co. LLC 13F filings. Link to 13F filings: SEC filings

All Stocks Held By Grantham Mayo Van Otterloo & Co. LLC | www.HoldingsChannel.com

Copyright © 2013 - 2019, All Rights Reserved Nothing in Holdings Channel is intended to be investment advice, nor does it represent the opinion of, counsel from, or recommendations by BNK Invest Inc. or any of its affiliates, subsidiaries or partners. None of the information contained herein constitutes a recommendation that any particular security, portfolio, transaction, or investment strategy is suitable for any specific person. All viewers agree that under no circumstances will BNK Invest, Inc,. its subsidiaries, partners, officers, employees, affiliates, or agents be held liable for any loss or damage caused by your reliance on information obtained. By visiting, using or viewing this site, you agree to the following Full Disclaimer & Terms of Use and Privacy Policy. Video widget and videos powered by Market News Video. Quote data delayed at least 20 minutes; data powered by Ticker Technologies, and Mergent. Contact Holdings Channel; Meet Our Editorial Staff.