HoldingsChannel.com
All Stocks Held By Grantham Mayo Van Otterloo & Co. LLC
As of  06/30/2019
   EntityAmountChange
 03/31/2019 to 06/30/2019
Position Size
($ in 1000's)
MICROSOFT CORP 4,465,537 -387,411 $598,203
     MSFT4,465,537-387,411$598,203
APPLE INC 2,466,473 -871,088 $488,164
     AAPL2,466,473-871,088$488,164
ORACLE CORP 8,286,195 -1,253,423 $472,065
     ORCL8,286,195-1,253,423$472,065
UNITEDHEALTH GROUP INC 1,331,825 +282,967 $324,979
     UNH1,331,825+282,967$324,979
MEDTRONIC PLC 3,311,281 -292,488 $322,486
     MDT3,311,281-292,488$322,486
MERCK & CO INC 3,720,146 +639,128 $311,934
     MRK3,720,146+639,128$311,934
ACCENTURE PLC IRELAND 1,680,680 -122,817 $310,539
     ACN1,680,680-122,817$310,539
JOHNSON & JOHNSON 2,158,365 -108,590 $300,617
     JNJ2,158,365-108,590$300,617
AMERICAN EXPRESS CO 2,423,854 -138,058 $299,201
     AXP2,423,854-138,058$299,201
ALPHABET INC 274,622 -64,867 $296,842
     GOOG274,622-64,867$296,842
WELLS FARGO CO NEW 6,174,732 +308,522 $292,188
     WFC6,174,732+308,522$292,188
3M CO 1,651,935 -74,735 $286,346
     MMM1,651,935-74,735$286,346
US BANCORP DEL 5,335,996 -303,167 $279,606
     USB5,335,996-303,167$279,606
ANTHEM INC 950,997 +139,993 $268,381
     ANTM950,997+139,993$268,381
TEXAS INSTRS INC 2,158,580 -132,252 $247,719
     TXN2,158,580-132,252$247,719
CISCO SYS INC 4,381,086 -185,697 $239,777
     CSCO4,381,086-185,697$239,777
FACEBOOK INC 1,213,951 -13,209 $234,293
     FB1,213,951-13,209$234,293
COGNIZANT TECHNOLOGY SOLUTIO 3,681,221 +486,438 $233,353
     CTSH3,681,221+486,438$233,353
ALPHABET INC 199,653 -10,412 $216,184
     GOOGL199,653-10,412$216,184
TJX COS INC NEW 3,726,143 -262,016 $197,038
     TJX3,726,143-262,016$197,038
COSTCO WHSL CORP NEW 706,697 -629,104 $186,752
     COST706,697-629,104$186,752
ROYAL BK CDA MONTREAL QUE 2,335,235 -66,900 $185,948
     RY2,335,235-66,900$185,948
ISHARES INC (IEMG) 3,550,697 +4,786 $182,648
     IEMG3,550,697+4,786$182,648
ALIBABA GROUP HLDG LTD 1,062,898 -169,100 $180,108
     BABA1,062,898-169,100$180,108
LILLY ELI & CO 1,591,396 +1,563,537 $176,311
     LLY1,591,396+1,563,537$176,311
COCA COLA CO 3,290,658 -173,802 $167,560
     KO3,290,658-173,802$167,560
ABBOTT LABS 1,748,219 -89,609 $147,025
     ABT1,748,219-89,609$147,025
BOOKING HLDGS INC 73,036 -1,394 $136,921
     BKNG73,036-1,394$136,921
FIAT CHRYSLER AUTOMOBILES N 9,648,245 -1,613,145 $133,339
     FCAU9,648,245-1,613,145$133,339
HONEYWELL INTL INC 716,017 -47,805 $125,009
     HON716,017-47,805$125,009
UNITED TECHNOLOGIES CORP 878,034 +101,694 $114,320
     UTX878,034+101,694$114,320
PHILIP MORRIS INTL INC 1,411,822 -69,961 $110,870
     PM1,411,822-69,961$110,870
WORLDPAY INC 889,442 +512,480 $109,001
     WP889,442+512,480$109,001
TAIWAN SEMICONDUCTOR MFG LTD 2,726,722 -1,606,974 $106,806
     TSM2,726,722-1,606,974$106,806
ISHARES TR (LQD) 852,362 -112,000 $106,008
     LQD852,362-112,000$106,008
SUNTRUST BKS INC 1,666,761 +588,779 $104,756
     STI1,666,761+588,779$104,756
TORONTO DOMINION BK ONT 1,766,318 -653,800 $103,431
     TD1,766,318-653,800$103,431
MASTERCARD INC 370,370 -24,826 $97,974
     MA370,370-24,826$97,974
BECTON DICKINSON & CO 383,989 -20,398 $96,769
     BDX383,989-20,398$96,769
L3 TECHNOLOGIES INC 390,204 +94,765 $95,666
     LLL390,204+94,765$95,666
VISA INC 504,460 -27,700 $87,549
     V504,460-27,700$87,549
GLAXOSMITHKLINE PLC 2,103,432 -353,700 $84,179
     GSK2,103,432-353,700$84,179
FIRST DATA CORP NEW 3,074,700 +1,469,500 $83,232
     FDC3,074,700+1,469,500$83,232
STMICROELECTRONICS N V 4,616,366 -631,500 $81,340
     STM4,616,366-631,500$81,340
ALTABA INC 1,153,812 -113,088 $80,040
     AABA1,153,812-113,088$80,040
CARVANA CO 1,209,600 +95,600 $75,709
     CVNA1,209,600+95,600$75,709
PEPSICO INC 537,766 +97,648 $70,517
     PEP537,766+97,648$70,517
CELGENE CORP 757,400 +1,047,800 $70,014
     CELG757,400+751,800$70,014
WAYFAIR INC 467,800 -24,000 $68,299
     W467,800-24,000$68,299
SK TELECOM LTD 2,738,751 -27,400 $67,784
     SKM2,738,751-27,400$67,784
AMPHENOL CORP NEW 692,975 -44,800 $66,484
     APH692,975-44,800$66,484
CANADIAN NATL RY CO 712,400 +48,900 $65,885
     CNI712,400+48,900$65,885
ANTERO RES CORP 10,923,657 +10,923,657 $60,408
     AR10,923,657+10,923,657$60,408
CENTENE CORP DEL 1,102,170 +1,102,170 $57,798
     CNC1,102,170+1,102,170$57,798
VERSUM MATLS INC 1,095,300 +1,095,300 $56,496
     VSM1,095,300+1,095,300$56,496
ANADARKO PETE CORP 791,100 +791,100 $55,820
     APC791,100+791,100$55,820
FREEPORT MCMORAN INC 4,770,248 +813,043 $55,383
     FCX4,770,248+813,043$55,383
ALLERGAN PLC 316,840 +316,840 $53,049
     AGN316,840+316,840$53,049
INFOSYS LTD 4,604,028 -1,089,200 $49,263
     INFY4,604,028-1,089,200$49,263
TOTAL SYS SVCS INC 363,944 +363,944 $46,683
     TSS363,944+363,944$46,683
DAVITA INC      $44,932
     DVA519,242+519,242$29,213
     Call279,400+279,400$15,719
GENERAL MTRS CO 1,127,000 +15,000 $43,423
     GM1,127,000+15,000$43,423
WABCO HLDGS INC 323,600 +323,600 $42,909
     WBC323,600+323,600$42,909
DISCOVERY INC 1,500,000 +1,500,000 $42,675
     DISCK1,500,000+1,500,000$42,675
RED HAT INC 216,800 +67,900 $40,706
     RHT216,800+67,900$40,706
VIACOM INC NEW 1,271,220 +555,039 $37,971
     VIAB1,271,220+555,039$37,971
CIENA CORP 922,400 +77,600 $37,938
     CIEN922,400+77,600$37,938
NOVO NORDISK A S 733,180 -443,600 $37,422
     NVO733,180-443,600$37,422
SOLAREDGE TECHNOLOGIES INC 541,250 -71,105 $33,806
     SEDG541,250-71,105$33,806
ZAYO GROUP HLDGS INC 1,010,720 +1,010,720 $33,263
     ZAYO1,010,720+1,010,720$33,263
INTERACTIVE BROKERS GROUP IN 602,772 UNCH $32,670
     IBKR602,772UNCH$32,670
BANK MONTREAL QUE 422,030 -771,453 $31,846
     BMO422,030-771,453$31,846
ALBEMARLE CORP 449,600 +249,000 $31,656
     ALB449,600+249,000$31,656
INTEL CORP 651,639 +68,700 $31,194
     INTC651,639+68,700$31,194
MOOG INC      $31,003
     MOG.A331,196-26,200$31,003
TECH DATA CORP 292,547 +96,647 $30,600
     TECD292,547+96,647$30,600
DIAGEO P L C 174,499 +32,200 $30,070
     DEO174,499+32,200$30,070
MILLER HERMAN INC 665,797 -29,300 $29,761
     MLHR665,797-29,300$29,761
NIELSEN HLDGS PLC 1,305,227 +322,955 $29,498
     NLSN1,305,227+322,955$29,498
SOCIEDAD QUIMICA MINERA DE C 933,512 +178,200 $29,042
     SQM933,512+178,200$29,042
TIMKEN CO 559,579 -85,100 $28,729
     TKR559,579-85,100$28,729
COMCAST CORP NEW 676,695 +186,195 $28,611
     CMCSA676,695+186,195$28,611
BRITISH AMERN TOB PLC 816,400 +640,800 $28,468
     BTI816,400+640,800$28,468
ALLY FINL INC 909,854 -201,146 $28,196
     ALLY909,854-201,146$28,196
TEGNA INC 1,841,750 +162,100 $27,903
     TGNA1,841,750+162,100$27,903
LIBERTY GLOBAL PLC 1,048,885 +1,048,885 $27,827
     LBTYK1,048,885+1,048,885$27,827
CHINA MOBILE LIMITED 605,005 -142,000 $27,401
     CHL605,005-142,000$27,401
CYPRESS SEMICONDUCTOR CORP 1,227,089 +1,227,089 $27,290
     CY1,227,089+1,227,089$27,290
SUNSTONE HOTEL INVS INC NEW 1,981,700 +240,100 $27,169
     SHO1,981,700+240,100$27,169
SANOFI 612,642 +92,200 $26,509
     SNY612,642+92,200$26,509
POPULAR INC 485,023 -66,038 $26,308
     BPOP485,023-66,038$26,308
TELEPHONE & DATA SYS INC 815,371 -9,700 $24,787
     TDS815,371-9,700$24,787
XENIA HOTELS & RESORTS INC 1,178,752 +56,413 $24,577
     XHR1,178,752+56,413$24,577
BRADY CORP 497,423 +33,514 $24,533
     BRC497,423+33,514$24,533
AMGEN INC 132,000 -2,800 $24,325
     AMGN132,000-2,800$24,325
FULTON FINL CORP PA 1,483,500 +121,800 $24,285
     FULT1,483,500+121,800$24,285
JD COM INC 784,159 -227,900 $23,752
     JD784,159-227,900$23,752
TCF FINL CORP 1,136,500 +281,057 $23,628
     TCF1,136,500+281,057$23,628
NOMAD FOODS LTD 1,093,043 -18,400 $23,347
     NOMD1,093,043-18,400$23,347
REDFIN CORP 1,267,650 +30,000 $22,792
     RDFN1,267,650+30,000$22,792
INTERXION HOLDING N.V 296,000 -75,000 $22,523
     INXN296,000-75,000$22,523
SUN LIFE FINL INC 542,941 -614,645 $22,457
     SLF542,941-614,645$22,457
PFIZER INC 516,142 +5,295 $22,359
     PFE516,142+5,295$22,359
LOCKHEED MARTIN CORP 61,332 -6,768 $22,297
     LMT61,332-6,768$22,297
BERKSHIRE HATHAWAY INC DEL      $21,957
     BRK.B103,000-7,500$21,957
CREDIT ACCEP CORP MICH 45,200 -9,500 $21,869
     CACC45,200-9,500$21,869
DR REDDYS LABS LTD 575,008 +17,300 $21,546
     RDY575,008+17,300$21,546
LAUDER ESTEE COS INC 110,635 -5,712 $20,258
     EL110,635-5,712$20,258
SHAKE SHACK INC 278,000 -30,000 $20,072
     SHAK278,000-30,000$20,072
INTUIT 76,721 +28,226 $20,049
     INTU76,721+28,226$20,049
FLAGSTAR BANCORP INC 592,200 -36,500 $19,626
     FBC592,200-36,500$19,626
YUM CHINA HLDGS INC 415,500 +415,500 $19,196
     YUMC415,500+415,500$19,196
SANMINA CORPORATION 628,600 +231,800 $19,034
     SANM628,600+231,800$19,034
AMCOR PLC 1,648,982 +1,648,982 $18,947
     AMCR1,648,982+1,648,982$18,947
GEO GROUP INC NEW 891,000 -46,000 $18,720
     GEO891,000-46,000$18,720
FEDERATED INVS INC PA 570,300 +242,100 $18,535
     FII570,300+242,100$18,535
ISRAEL CHEMICALS LTD 3,521,491 +1,398,864 $18,454
     ICL3,521,491+1,398,864$18,454
MGIC INVT CORP WIS 1,404,000 +1,033,500 $18,449
     MTG1,404,000+1,033,500$18,449
AUTOMATIC DATA PROCESSING IN 110,472 -3,728 $18,264
     ADP110,472-3,728$18,264
QIWI PLC 924,175 +34,800 $18,086
     QIWI924,175+34,800$18,086
PROGRESSIVE CORP OHIO 224,807 -66,300 $17,969
     PGR224,807-66,300$17,969
HP INC 861,292 -237,848 $17,906
     HPQ861,292-237,848$17,906
MELLANOX TECHNOLOGIES LTD 161,791 +161,791 $17,905
     MLNX161,791+161,791$17,905
IDACORP INC 177,300 +26,100 $17,806
     IDA177,300+26,100$17,806
WORLD FUEL SVCS CORP 492,571 +233,071 $17,713
     INT492,571+233,071$17,713
AFLAC INC 321,988 -8,100 $17,648
     AFL321,988-8,100$17,648
VISHAY INTERTECHNOLOGY INC 1,063,300 -433,222 $17,566
     VSH1,063,300-433,222$17,566
PORTLAND GEN ELEC CO 323,600 -29,900 $17,529
     POR323,600-29,900$17,529
GILEAD SCIENCES INC 252,800 +6,900 $17,079
     GILD252,800+6,900$17,079
ICON PLC 108,690 -83,700 $16,735
     ICLR108,690-83,700$16,735
PIEDMONT OFFICE REALTY TR IN 833,800 -343,555 $16,618
     PDM833,800-343,555$16,618
EVENTBRITE INC 1,019,000 -50,000 $16,508
     EB1,019,000-50,000$16,508
NIKE INC 196,100 +4,400 $16,463
     NKE196,100+4,400$16,463
CORECIVIC INC 791,793 +8,200 $16,438
     CXW791,793+8,200$16,438
MOTOROLA SOLUTIONS INC 98,328 +25,021 $16,394
     MSI98,328+25,021$16,394
PNM RES INC 320,800 +128,200 $16,332
     PNM320,800+128,200$16,332
INSIGHT ENTERPRISES INC 277,820 +8,700 $16,169
     NSIT277,820+8,700$16,169
STRYKER CORP 77,698 +77,698 $15,973
     SYK77,698+77,698$15,973
GANNETT CO INC 1,934,105 +650,900 $15,782
     GCI1,934,105+650,900$15,782
LIBERTY MEDIA CORP DELAWARE 405,559 +405,559 $15,403
     LSXMK405,559+405,559$15,403
BLOOMIN BRANDS INC 797,484 +346,200 $15,080
     BLMN797,484+346,200$15,080
HELEN OF TROY CORP LTD 112,300 -108,200 $14,665
     HELE112,300-108,200$14,665
UNIVERSAL CORP VA 238,093 -6,900 $14,469
     UVV238,093-6,900$14,469
XILINX INC 120,473 -22,727 $14,206
     XLNX120,473-22,727$14,206
ABERCROMBIE & FITCH CO 852,885 +833,485 $13,680
     ANF852,885+833,485$13,680
VALE S A 995,900 -415,700 $13,385
     VALE995,900-415,700$13,385
NORTHWEST BANCSHARES INC MD (NWBI) 759,200 +111,600 $13,370
     NWBI759,200+111,600$13,370
ARBOR RLTY TR INC 1,100,800 -217,172 $13,342
     ABR1,100,800-217,172$13,342
COMPANHIA DE SANEAMENTO BASI 1,092,639 -92,200 $13,297
     SBS1,092,639-92,200$13,297
EBAY INC 332,679 +118,424 $13,141
     EBAY332,679+118,424$13,141
CARS COM INC 662,813 UNCH $13,071
     CARS662,813UNCH$13,071
BANNER CORP 240,300 +15,800 $13,012
     BANR240,300+15,800$13,012
STEELCASE INC 751,888 +7,400 $12,857
     SCS751,888+7,400$12,857
GROUP 1 AUTOMOTIVE INC 156,889 +62,300 $12,848
     GPI156,889+62,300$12,848
GRUPO TELEVISA SA 1,481,874 -146,800 $12,507
     TV1,481,874-146,800$12,507
PROCTER AND GAMBLE CO 113,517 -152,400 $12,447
     PG113,517-152,400$12,447
TARGET CORP 143,235 +41,935 $12,406
     TGT143,235+41,935$12,406
COCA COLA EUROPEAN PARTNERS 218,100 +218,100 $12,323
     CCEP218,100+218,100$12,323
ENOVA INTL INC 534,444 -32,700 $12,319
     ENVA534,444-32,700$12,319
FIRST SOLAR INC 187,000 -147,700 $12,282
     FSLR187,000-147,700$12,282
EATON CORP PLC 146,706 -107,494 $12,218
     ETN146,706-107,494$12,218
K12 INC 401,011 -19,700 $12,195
     LRN401,011-19,700$12,195
CNO FINL GROUP INC 729,300 -470,200 $12,165
     CNO729,300-470,200$12,165
ESSENT GROUP LTD 257,000 +139,700 $12,076
     ESNT257,000+139,700$12,076
BRP INC 335,187 -145,361 $12,004
     DOOO335,187-145,361$12,004
HERSHA HOSPITALITY TR 709,700 -148,700 $11,738
     HT709,700-148,700$11,738
LIBERTY EXPEDIA HLDGS INC 240,559 -110,225 $11,496
     LEXEA240,559-110,225$11,496
W & T OFFSHORE INC 2,313,500 +162,200 $11,475
     WTI2,313,500+162,200$11,475
SYNOPSYS INC 89,019 -4,900 $11,456
     SNPS89,019-4,900$11,456
CSG SYS INTL INC 230,253 +900 $11,243
     CSGS230,253+900$11,243
INNOSPEC INC 123,074 +26,800 $11,229
     IOSP123,074+26,800$11,229
SOUTHWESTERN ENERGY CO 3,551,476 +1,335,476 $11,223
     SWN3,551,476+1,335,476$11,223
DESIGNER BRANDS INC 582,300 +582,300 $11,163
     DBI582,300+582,300$11,163
CREDICORP LTD 48,500 -7,100 $11,102
     BAP48,500-7,100$11,102
INTER PARFUMS INC 166,880 +8,700 $11,096
     IPAR166,880+8,700$11,096
CORE MARK HOLDING CO INC 277,600 +134,500 $11,026
     CORE277,600+134,500$11,026
BRISTOL MYERS SQUIBB CO 241,800 +17,700 $10,966
     BMY241,800+17,700$10,966
INGERSOLL RAND PLC 85,948 -47,216 $10,887
     IR85,948-47,216$10,887
CUMMINS INC 63,036 -53,130 $10,801
     CMI63,036-53,130$10,801
PHILLIPS 66 115,472 -88,932 $10,801
     PSX115,472-88,932$10,801
PENNYMAC MTG INVT TR 489,800 +312,000 $10,692
     PMT489,800+312,000$10,692
FINISAR CORP 467,120 +467,120 $10,683
     FNSR467,120+467,120$10,683
INTERNATIONAL BANCSHARES COR (IBOC) 281,900 -8,100 $10,630
     IBOC281,900-8,100$10,630
BAIDU INC 89,310 -83,594 $10,481
     BIDU89,310-83,594$10,481
CARDLYTICS INC 400,000 +400,000 $10,392
     CDLX400,000+400,000$10,392
CADENCE DESIGN SYSTEM INC 146,534 +42,529 $10,376
     CDNS146,534+42,529$10,376
FEDERAL SIGNAL CORP 378,943 +41,200 $10,137
     FSS378,943+41,200$10,137
MATERION CORP 147,741 -1,600 $10,018
     MTRN147,741-1,600$10,018
NETEASE INC 38,500 -10,700 $9,847
     NTES38,500-10,700$9,847
HEWLETT PACKARD ENTERPRISE C 656,514 -17,600 $9,815
     HPE656,514-17,600$9,815
STEPAN CO 105,300 +23,700 $9,678
     SCL105,300+23,700$9,678
COLGATE PALMOLIVE CO 133,882 +133,882 $9,595
     CL133,882+133,882$9,595
AMERIPRISE FINL INC 65,814 -9,400 $9,554
     AMP65,814-9,400$9,554
TYSON FOODS INC 118,121 +118,121 $9,537
     TSN118,121+118,121$9,537
NEW ORIENTAL ED & TECH GRP I 98,500 +28,300 $9,513
     EDU98,500+28,300$9,513
BIOGEN INC 40,500 +12,200 $9,472
     BIIB40,500+12,200$9,472
ZUMIEZ INC 358,900 -56,600 $9,367
     ZUMZ358,900-56,600$9,367
ROYAL DUTCH SHELL PLC      $9,364
     RDS.B127,600-13,200$8,388
     RDS.A15,000-400$976
ATLANTICA YIELD PLC 403,832 -194,154 $9,155
     AY403,832-194,154$9,155
58 COM INC 144,800 -31,500 $9,002
     WUBA144,800-31,500$9,002
TAL EDUCATION GROUP 235,921 -121,900 $8,989
     TAL235,921-121,900$8,989
ICF INTL INC 121,507 -1,700 $8,846
     ICFI121,507-1,700$8,846
CHINA PETE & CHEM CORP 129,230 -27,625 $8,813
     SNP129,230-27,625$8,813
INVESCO MORTGAGE CAPITAL INC 545,400 +320,300 $8,792
     IVR545,400+320,300$8,792
ADECOAGRO S A 1,230,553 +163,500 $8,786
     AGRO1,230,553+163,500$8,786
PETROLEO BRASILEIRO SA PETRO 564,000 -160,000 $8,781
     PBR564,000-160,000$8,781
MARCUS CORP 265,107 +42,700 $8,738
     MCS265,107+42,700$8,738
ICICI BK LTD 691,216 -825,400 $8,702
     IBN691,216-825,400$8,702
CTRIP COM INTL LTD 234,900 +66,500 $8,670
     CTRP234,900+66,500$8,670
CITIGROUP INC 122,815 +111,415 $8,601
     C122,815+111,415$8,601
KIMBERLY CLARK CORP 63,878 +63,878 $8,514
     KMB63,878+63,878$8,514
SHOE CARNIVAL INC 305,700 +52,300 $8,437
     SCVL305,700+52,300$8,437
GARMIN LTD 104,987 +15,900 $8,378
     GRMN104,987+15,900$8,378
HSBC HLDGS PLC 200,100 -80,400 $8,352
     HSBC200,100-80,400$8,352
OFG BANCORP 349,100 +159,200 $8,298
     OFG349,100+159,200$8,298
LAUREATE EDUCATION INC 524,200 +211,100 $8,235
     LAUR524,200+211,100$8,235
PENNYMAC FINL SVCS INC 364,800 -3,900 $8,091
     PFSI364,800-3,900$8,091
EMERSON ELEC CO 120,114 -37,200 $8,014
     EMR120,114-37,200$8,014
HYSTER YALE MATLS HANDLING I 144,354 -10,774 $7,977
     HY144,354-10,774$7,977
T MOBILE US INC 107,300 -30,500 $7,955
     TMUS107,300-30,500$7,955
VERSO CORP 410,200 +22,200 $7,814
     VRS410,200+22,200$7,814
MONDELEZ INTL INC 144,665 +144,665 $7,797
     MDLZ144,665+144,665$7,797
UNISYS CORP 787,400 +322,200 $7,654
     UIS787,400+322,200$7,654
MERITOR INC 315,340 +270,400 $7,647
     MTOR315,340+270,400$7,647
ALLSTATE CORP 73,102 +500 $7,434
     ALL73,102+500$7,434
MOVADO GROUP INC 272,419 +10,100 $7,355
     MOV272,419+10,100$7,355
LYONDELLBASELL INDUSTRIES N 84,379 -24,700 $7,268
     LYB84,379-24,700$7,268
YANDEX N V 190,300 +72,000 $7,231
     YNDX190,300+72,000$7,231
KNOLL INC 314,104 +110,000 $7,218
     KNL314,104+110,000$7,218
AUTOZONE INC 6,537 +2,837 $7,187
     AZO6,537+2,837$7,187
FTI CONSULTING INC 85,156 -64,759 $7,139
     FCN85,156-64,759$7,139
CAPITAL ONE FINL CORP 77,203 -99,997 $7,005
     COF77,203-99,997$7,005
NATIONAL GEN HLDGS CORP 300,000 +51,300 $6,882
     NGHC300,000+51,300$6,882
COMTECH TELECOMMUNICATIONS C 242,000 -6,400 $6,803
     CMTL242,000-6,400$6,803
OFFICE DEPOT INC 3,298,200 +479,500 $6,794
     ODP3,298,200+479,500$6,794
OI S A      $6,747
     OIBR.C3,356,941-592,600$6,747
CANADIAN SOLAR INC 306,363 +37,900 $6,688
     CSIQ306,363+37,900$6,688
HCA HEALTHCARE INC 49,200 -85,300 $6,650
     HCA49,200-85,300$6,650
MAGNA INTL INC 133,251 -850,503 $6,633
     MGA133,251-850,503$6,633
INVESTORS BANCORP INC NEW 592,500 +592,500 $6,606
     ISBC592,500+592,500$6,606
JUNIPER NETWORKS INC 247,900 +80,600 $6,602
     JNPR247,900+80,600$6,602
ARCHROCK INC 617,400 +223,900 $6,544
     AROC617,400+223,900$6,544
CRH PLC 199,500 +199,500 $6,534
     CRH199,500+199,500$6,534
KLA TENCOR CORP 54,937 -7,900 $6,494
     KLAC54,937-7,900$6,494
RADIAN GROUP INC 280,600 +145,400 $6,412
     RDN280,600+145,400$6,412
PACIFIC BIOSCIENCES CALIF IN 1,046,643 +1,046,643 $6,332
     PACB1,046,643+1,046,643$6,332
UNIVERSAL FST PRODS INC 165,396 +71,900 $6,295
     UFPI165,396+71,900$6,295
ISHARES TR (FXI) 147,100 +147,100 $6,291
     FXI147,100+147,100$6,291
KOHLS CORP 130,763 -2,700 $6,218
     KSS130,763-2,700$6,218
GENERAL MLS INC 118,200 +118,200 $6,208
     GIS118,200+118,200$6,208
CDW CORP 55,400 -5,600 $6,149
     CDW55,400-5,600$6,149
ARCHER DANIELS MIDLAND CO 150,546 -249,724 $6,142
     ADM150,546-249,724$6,142
MALLINCKRODT PUB LTD CO 658,500 +287,400 $6,045
     MNK658,500+287,400$6,045
OLD NATL BANCORP IND 364,300 -542,900 $6,044
     ONB364,300-542,900$6,044
ACCO BRANDS CORP 765,499 -32,500 $6,024
     ACCO765,499-32,500$6,024
WATTS WATER TECHNOLOGIES INC 64,400 -9,200 $6,001
     WTS64,400-9,200$6,001
TRICO BANCSHARES (TCBK) 158,200 -1,600 $5,980
     TCBK158,200-1,600$5,980
VEDANTA LTD 582,554 UNCH $5,925
     VEDL582,554UNCH$5,925
AGILENT TECHNOLOGIES INC 79,100 -51,000 $5,906
     A79,100-51,000$5,906
SPOTIFY TECHNOLOGY S A 40,000 +40,000 $5,849
     SPOT40,000+40,000$5,849
OUTFRONT MEDIA INC 226,000 -13,000 $5,829
     OUT226,000-13,000$5,829
LIBERTY TRIPADVISOR HLDGS IN 469,300 +154,400 $5,819
     LTRPA469,300+154,400$5,819
SPOK HLDGS INC 386,000 +3,800 $5,805
     SPOK386,000+3,800$5,805
TOWER INTL INC 295,883 UNCH $5,770
     TOWR295,883UNCH$5,770
ISHARES TR (EFA) 87,622 +79,019 $5,759
     EFA87,622+79,019$5,759
BENCHMARK ELECTRS INC 228,600 +204,400 $5,742
     BHE228,600+204,400$5,742
ALAMO GROUP INC 57,400 +2,000 $5,736
     ALG57,400+2,000$5,736
V F CORP 65,513 -24,300 $5,723
     VFC65,513-24,300$5,723
AMERICAS CAR MART INC 66,400 +5,200 $5,716
     CRMT66,400+5,200$5,716
CAMDEN NATL CORP 124,300 UNCH $5,702
     CAC124,300UNCH$5,702
AGCO CORP 72,700 +17,600 $5,639
     AGCO72,700+17,600$5,639
DYNEX CAP INC 335,964 -683,136 $5,627
     DX335,964-683,136$5,627
OMNICOM GROUP INC 68,367 +78 $5,603
     OMC68,367+78$5,603
HOST HOTELS & RESORTS INC 307,481 -9,300 $5,602
     HST307,481-9,300$5,602
CNOOC LTD 32,650 -3,661 $5,562
     CEO32,650-3,661$5,562
GLOBAL BRASS & COPPR HLDGS I 126,909 -2,600 $5,550
     BRSS126,909-2,600$5,550
CITIZENS FINL GROUP INC 152,254 -10,300 $5,384
     CFG152,254-10,300$5,384
AVX CORP NEW 319,900 +67,800 $5,310
     AVX319,900+67,800$5,310
LANTHEUS HLDGS INC 186,800 +113,500 $5,286
     LNTH186,800+113,500$5,286
PDL BIOPHARMA INC 1,678,900 -4,900 $5,272
     PDLI1,678,900-4,900$5,272
CIRRUS LOGIC INC 120,300 +120,300 $5,257
     CRUS120,300+120,300$5,257
FIRST DEFIANCE FINL CORP 184,000 -300 $5,257
     FDEF184,000-300$5,257
INDEPENDENT BANK CORP MICH 240,929 -2,100 $5,250
     IBCP240,929-2,100$5,250
WASTE MGMT INC DEL 45,100 -1,000 $5,203
     WM45,100-1,000$5,203
AG MTG INVT TR INC 325,000 +82,600 $5,167
     MITT325,000+82,600$5,167
GRAHAM HLDGS CO 7,474 -4,200 $5,157
     GHC7,474-4,200$5,157
TELEDYNE TECHNOLOGIES INC 18,750 -4,573 $5,135
     TDY18,750-4,573$5,135
INTERPUBLIC GROUP COS INC 226,900 -26,400 $5,126
     IPG226,900-26,400$5,126
DOVER CORP 51,046 +51,046 $5,115
     DOV51,046+51,046$5,115
ATKORE INTL GROUP INC 196,700 +81,200 $5,089
     ATKR196,700+81,200$5,089
NORTHWESTERN CORP 70,200 +70,200 $5,065
     NWE70,200+70,200$5,065
ACUSHNET HOLDINGS CORP 191,845 +25,800 $5,038
     GOLF191,845+25,800$5,038
ENNIS INC 242,000 -3,100 $4,966
     EBF242,000-3,100$4,966
ISHARES TR (INDA) 140,100 UNCH $4,946
     INDA140,100UNCH$4,946
CENTRAL GARDEN & PET CO 182,500 -43,800 $4,918
     CENT182,500-43,800$4,918
CENTENNIAL RESOURCE DEV INC 640,588 +640,588 $4,862
     CDEV640,588+640,588$4,862
PARSLEY ENERGY INC 254,581 +254,581 $4,840
     PE254,581+254,581$4,840
CONTINENTAL RESOURCES INC 113,955 +113,955 $4,796
     CLR113,955+113,955$4,796
PDC ENERGY INC 132,456 +132,456 $4,776
     PDCE132,456+132,456$4,776
CIMAREX ENERGY CO 80,320 +80,320 $4,765
     XEC80,320+80,320$4,765
TRACTOR SUPPLY CO 43,700 -12,200 $4,755
     TSCO43,700-12,200$4,755
LA Z BOY INC 154,990 +77,600 $4,752
     LZB154,990+77,600$4,752
TEXTRON INC 89,491 +600 $4,747
     TXT89,491+600$4,747
DEVON ENERGY CORP NEW 166,233 +123,633 $4,741
     DVN166,233+123,633$4,741
EOG RES INC 50,408 +50,408 $4,696
     EOG50,408+50,408$4,696
SPX CORP 141,804 +122,500 $4,682
     SPXC141,804+122,500$4,682
WPX ENERGY INC 406,531 +406,531 $4,679
     WPX406,531+406,531$4,679
DIAMONDBACK ENERGY INC 42,898 +42,898 $4,675
     FANG42,898+42,898$4,675
MAGNOLIA OIL & GAS CORP 402,778 +402,778 $4,664
     MGY402,778+402,778$4,664
EQT CORP 294,416 +294,416 $4,655
     EQT294,416+294,416$4,655
ECOPETROL S A 253,575 -121,163 $4,638
     EC253,575-121,163$4,638
PIONEER NAT RES CO 30,105 +30,105 $4,632
     PXD30,105+30,105$4,632
SYKES ENTERPRISES INC 167,316 +93,100 $4,594
     SYKE167,316+93,100$4,594
CEMEX SAB DE CV 1,083,100 -126,800 $4,592
     CX1,083,100-126,800$4,592
PROVIDENT FINL SVCS INC 188,700 +112,000 $4,576
     PFS188,700+112,000$4,576
SOUTHERN COPPER CORP 117,600 -53,800 $4,569
     SCCO117,600-53,800$4,569
CONCHO RES INC 43,568 +43,568 $4,495
     CXO43,568+43,568$4,495
MONOTYPE IMAGING HOLDINGS IN 262,900 +164,700 $4,427
     TYPE262,900+164,700$4,427
AMBEV SA 946,258 -244,700 $4,419
     ABEV946,258-244,700$4,419
AMERICA MOVIL SAB DE CV 301,300 -109,200 $4,387
     AMX301,300-109,200$4,387
BORGWARNER INC 104,400 -51,145 $4,383
     BWA104,400-51,145$4,383
EXELON CORP 91,100 -230,900 $4,367
     EXC91,100-230,900$4,367
MOSAIC CO NEW 174,200 +29,100 $4,360
     MOS174,200+29,100$4,360
STONERIDGE INC 138,030 -94,600 $4,355
     SRI138,030-94,600$4,355
COREPOINT LODGING INC 349,700 +173,500 $4,333
     CPLG349,700+173,500$4,333
AMETEK INC NEW 47,100 +3,000 $4,279
     AME47,100+3,000$4,279
CABOT OIL & GAS CORP 185,743 +185,743 $4,265
     COG185,743+185,743$4,265
JOHNSON OUTDOORS INC 57,200 -6,900 $4,265
     JOUT57,200-6,900$4,265
LOGITECH INTL S A 105,508 -416,032 $4,221
     LOGI105,508-416,032$4,221
CELANESE CORP DEL 38,500 -18,100 $4,150
     CE38,500-18,100$4,150
GRIFFON CORP 244,942 +45,600 $4,144
     GFF244,942+45,600$4,144
CACI INTL INC 20,200 -4,500 $4,133
     CACI20,200-4,500$4,133
DARDEN RESTAURANTS INC 33,761 +461 $4,110
     DRI33,761+461$4,110
VARIAN MED SYS INC 30,108 +30,108 $4,099
     VAR30,108+30,108$4,099
SOUTHWEST GAS HOLDINGS INC 44,800 -46,000 $4,015
     SWX44,800-46,000$4,015
PC CONNECTION INC 112,700 -18,000 $3,942
     CNXN112,700-18,000$3,942
ADTRAN INC 258,100 +80,400 $3,936
     ADTN258,100+80,400$3,936
ETHAN ALLEN INTERIORS INC 185,500 +139,100 $3,907
     ETH185,500+139,100$3,907
VANECK VECTORS ETF TR (RSX) 164,200 -16,400 $3,880
     RSX164,200-16,400$3,880
ASSOCIATED BANC CORP 182,200 +102,900 $3,852
     ASB182,200+102,900$3,852
CHINA YUCHAI INTL LTD 249,051 -5,500 $3,733
     CYD249,051-5,500$3,733
OPPENHEIMER HLDGS INC 136,626 -200 $3,719
     OPY136,626-200$3,719
MUELLER INDS INC 126,300 +70,200 $3,697
     MLI126,300+70,200$3,697
BEST BUY INC 52,840 -27,400 $3,685
     BBY52,840-27,400$3,685
HERSHEY CO 27,476 +876 $3,683
     HSY27,476+876$3,683
BOOZ ALLEN HAMILTON HLDG COR 55,300 -3,100 $3,661
     BAH55,300-3,100$3,661
RENEWABLE ENERGY GROUP INC 229,200 +48,400 $3,635
     REGI229,200+48,400$3,635
CITRIX SYS INC 37,005 -2,500 $3,632
     CTXS37,005-2,500$3,632
RETAIL PPTYS AMER INC 304,700 -30,100 $3,583
     RPAI304,700-30,100$3,583
NUCOR CORP 64,400 +300 $3,548
     NUE64,400+300$3,548
MCKESSON CORP 26,343 -19,035 $3,540
     MCK26,343-19,035$3,540
SILGAN HOLDINGS INC 115,400 +115,400 $3,531
     SLGN115,400+115,400$3,531
ENEL AMERICAS S A 395,900 +395,900 $3,512
     ENIA395,900+395,900$3,512
AVERY DENNISON CORP 30,249 +200 $3,499
     AVY30,249+200$3,499
RUDOLPH TECHNOLOGIES INC 126,600 -33,600 $3,498
     RTEC126,600-33,600$3,498
CARROLS RESTAURANT GROUP INC 387,300 -60,000 $3,497
     TAST387,300-60,000$3,497
REGENERON PHARMACEUTICALS 11,100 +10,600 $3,474
     REGN11,100+10,600$3,474
HAVERTY FURNITURE INC 203,926 -13,400 $3,473
     HVT203,926-13,400$3,473
AMDOCS LTD 55,620 -10,300 $3,453
     DOX55,620-10,300$3,453
CBRE GROUP INC 66,949 -8,900 $3,434
     CBRE66,949-8,900$3,434
LEGACY TEX FINL GROUP INC 84,338 +84,338 $3,433
     LTXB84,338+84,338$3,433
VECTRUS INC 83,266 UNCH $3,377
     VEC83,266UNCH$3,377
RAMBUS INC DEL 278,300 +278,300 $3,351
     RMBS278,300+278,300$3,351
ISTAR INC 266,100 -123,400 $3,305
     STAR266,100-123,400$3,305
ISHARES TR (CNYA) 115,300 +115,300 $3,285
     CNYA115,300+115,300$3,285
AMAZON COM INC 1,732 -68 $3,280
     AMZN1,732-68$3,280
FLWS 1 800 FLOWERS 172,000 +147,000 $3,247
     FLWS172,000+147,000$3,247
REGIONS FINL CORP NEW 213,771 -135,096 $3,194
     RF213,771-135,096$3,194
QURATE RETAIL INC 256,063 -82,600 $3,173
     QRTEA256,063-82,600$3,173
CENTRAL GARDEN & PET CO 128,400 -156,900 $3,164
     CENTA128,400-156,900$3,164
VISHAY PRECISION GROUP INC 77,779 -800 $3,160
     VPG77,779-800$3,160
INTL FCSTONE INC 79,536 +19,400 $3,149
     INTL79,536+19,400$3,149
MARATHON OIL CORP 218,198 -62,119 $3,101
     MRO218,198-62,119$3,101
XPERI CORP 150,400 +150,400 $3,097
     XPER150,400+150,400$3,097
SONIC AUTOMOTIVE INC 131,900 +44,500 $3,080
     SAH131,900+44,500$3,080
COLUMBIA SPORTSWEAR CO 30,496 -22,400 $3,054
     COLM30,496-22,400$3,054
NORWEGIAN CRUISE LINE HLDG L 56,936 +56,936 $3,053
     NCLH56,936+56,936$3,053
WEIS MKTS INC 83,800 +46,600 $3,051
     WMK83,800+46,600$3,051
HOLLYSYS AUTOMATION TECHNOLO 157,800 +10,400 $2,998
     HOLI157,800+10,400$2,998
OSHKOSH CORP 35,731 -13,800 $2,983
     OSK35,731-13,800$2,983
DANAHER CORPORATION 20,800 -20,565 $2,973
     DHR20,800-20,565$2,973
HDFC BANK LTD 22,802 +200 $2,965
     HDB22,802+200$2,965
OLD REP INTL CORP 132,080 -42,900 $2,956
     ORI132,080-42,900$2,956
BRAEMAR HOTELS & RESORTS INC 297,506 -3,200 $2,945
     BHR297,506-3,200$2,945
TERADYNE INC 61,389 +61,389 $2,941
     TER61,389+61,389$2,941
BRUKER CORP 58,827 -17,370 $2,938
     BRKR58,827-17,370$2,938
VERA BRADLEY INC 244,616 +36,900 $2,935
     VRA244,616+36,900$2,935
CARPENTER TECHNOLOGY CORP 60,300 +44,600 $2,893
     CRS60,300+44,600$2,893
KB FINANCIAL GROUP INC 73,200 +67,000 $2,890
     KB73,200+67,000$2,890
AMERICAN PUBLIC EDUCATION IN 97,387 -6,300 $2,881
     APEI97,387-6,300$2,881
KT CORP 229,500 +148,400 $2,839
     KT229,500+148,400$2,839
KEYSIGHT TECHNOLOGIES INC 31,000 -38,700 $2,784
     KEYS31,000-38,700$2,784
SIERRA BANCORP 102,600 UNCH $2,783
     BSRR102,600UNCH$2,783
ARES COML REAL ESTATE CORP 186,000 +26,000 $2,764
     ACRE186,000+26,000$2,764
ROYAL CARIBBEAN CRUISES LTD 22,800 +22,800 $2,764
     RCL22,800+22,800$2,764
BRIGGS & STRATTON CORP 268,700 -161,200 $2,751
     BGG268,700-161,200$2,751
EMPLOYERS HOLDINGS INC 65,000 -16,500 $2,748
     EIG65,000-16,500$2,748
PRESTIGE CONSMR HEALTHCARE I 86,700 +48,500 $2,747
     PBH86,700+48,500$2,747
ARAMARK 76,069 +76,069 $2,743
     ARMK76,069+76,069$2,743
RELIANCE STEEL & ALUMINUM CO 28,940 -13,700 $2,738
     RS28,940-13,700$2,738
WARRIOR MET COAL INC 103,200 +103,200 $2,696
     HCC103,200+103,200$2,696
BANCFIRST CORP 48,400 -23,100 $2,694
     BANF48,400-23,100$2,694
SCHWEITZER MAUDUIT INTL INC 81,100 +81,100 $2,691
     SWM81,100+81,100$2,691
EL PASO ELEC CO 40,700 +40,700 $2,662
     EE40,700+40,700$2,662
ITT INC 40,624 -10,300 $2,660
     ITT40,624-10,300$2,660
RUSH ENTERPRISES INC 72,800 +66,300 $2,659
     RUSHA72,800+66,300$2,659
UNITED STATES CELLULAR CORP 58,900 -105,500 $2,631
     USM58,900-105,500$2,631
ENERSYS 38,400 +17,500 $2,630
     ENS38,400+17,500$2,630
MATRIX SVC CO 128,425 +26,500 $2,602
     MTRX128,425+26,500$2,602
POLYONE CORP 82,900 +12,900 $2,602
     POL82,900+12,900$2,602
OWENS ILL INC 148,900 +148,900 $2,572
     OI148,900+148,900$2,572
SYNNEX CORP 26,000 +26,000 $2,558
     SNX26,000+26,000$2,558
DANA INCORPORATED 125,900 +27,500 $2,510
     DAN125,900+27,500$2,510
ROCKWELL AUTOMATION INC 15,300 -500 $2,507
     ROK15,300-500$2,507
MURPHY OIL CORP 101,627 -23,300 $2,505
     MUR101,627-23,300$2,505
CHESAPEAKE ENERGY CORP 1,278,802 +434,200 $2,494
     CHK1,278,802+434,200$2,494
REX AMERICAN RESOURCES CORP 33,400 +20,700 $2,435
     REX33,400+20,700$2,435
TRINSEO S A 56,000 -185,331 $2,371
     TSE56,000-185,331$2,371
NICE LTD 17,200 +17,200 $2,356
     NICE17,200+17,200$2,356
M & T BK CORP 13,620 -15,180 $2,316
     MTB13,620-15,180$2,316
LPL FINL HLDGS INC 28,300 +1,000 $2,308
     LPLA28,300+1,000$2,308
ASPEN TECHNOLOGY INC 18,530 +18,530 $2,303
     AZPN18,530+18,530$2,303
MODINE MFG CO 159,921 +16,300 $2,288
     MOD159,921+16,300$2,288
WASHINGTON FED INC 64,300 +64,300 $2,246
     WAFD64,300+64,300$2,246
ZEBRA TECHNOLOGIES CORP 10,700 UNCH $2,242
     ZBRA10,700UNCH$2,242
WALKER & DUNLOP INC 42,100 +42,100 $2,240
     WD42,100+42,100$2,240
FIRST CMNTY BANKSHARES INC V (FCBC) 66,052 -200 $2,230
     FCBC66,052-200$2,230
NETAPP INC 35,700 -125,795 $2,203
     NTAP35,700-125,795$2,203
CARETRUST REIT INC 92,300 +92,300 $2,195
     CTRE92,300+92,300$2,195
FIRST AMERN FINL CORP 40,604 -1,700 $2,180
     FAF40,604-1,700$2,180
ACI WORLDWIDE INC 63,000 +34,900 $2,163
     ACIW63,000+34,900$2,163
DUCOMMUN INC DEL 47,800 +14,100 $2,154
     DCO47,800+14,100$2,154
NEWS CORP NEW 158,271 +4,500 $2,135
     NWSA158,271+4,500$2,135
GYRODYNE LLC 113,088 UNCH $2,086
     GYRO113,088UNCH$2,086
GENUINE PARTS CO 20,100 -10,700 $2,082
     GPC20,100-10,700$2,082
DECKERS OUTDOOR CORP 11,800 -5,200 $2,076
     DECK11,800-5,200$2,076
FUTUREFUEL CORPORATION 177,100 +27,500 $2,070
     FF177,100+27,500$2,070
MOLSON COORS BREWING CO 36,720 +36,720 $2,056
     TAP36,720+36,720$2,056
SPIRIT RLTY CAP INC NEW 47,700 +47,700 $2,035
     SRC47,700+47,700$2,035
EDISON INTL 29,800 -1,300 $2,009
     EIX29,800-1,300$2,009
JOHNSON CTLS INTL PLC 48,500 +4,600 $2,004
     JCI48,500+4,600$2,004
TREDEGAR CORP 120,461 +3,200 $2,002
     TG120,461+3,200$2,002
G III APPAREL GROUP LTD 66,400 +58,600 $1,953
     GIII66,400+58,600$1,953
DELPHI TECHNOLOGIES PLC 96,600 +25,900 $1,932
     DLPH96,600+25,900$1,932
CURTISS WRIGHT CORP 15,176 +15,176 $1,929
     CW15,176+15,176$1,929
OWENS CORNING NEW 32,800 +2,800 $1,909
     OC32,800+2,800$1,909
GREIF INC 58,400 +41,900 $1,901
     GEF58,400+41,900$1,901
GORMAN RUPP CO 57,900 +12,400 $1,901
     GRC57,900+12,400$1,901
FIRST FINL CORP IND 47,100 +8,200 $1,892
     THFF47,100+8,200$1,892
ENPRO INDS INC 28,400 +22,000 $1,813
     NPO28,400+22,000$1,813
TERRITORIAL BANCORP INC 58,084 UNCH $1,795
     TBNK58,084UNCH$1,795
JONES LANG LASALLE INC 12,688 -6,800 $1,785
     JLL12,688-6,800$1,785
COMMUNITY TR BANCORP INC 41,900 -100 $1,772
     CTBI41,900-100$1,772
PCM INC 50,100 +37,200 $1,756
     PCMI50,100+37,200$1,756
DIME CMNTY BANCSHARES (DCOM) 92,400 +79,200 $1,755
     DCOM92,400+79,200$1,755
RESOURCES CONNECTION INC 109,500 +76,200 $1,753
     RECN109,500+76,200$1,753
INGLES MKTS INC 56,262 +8,900 $1,751
     IMKTA56,262+8,900$1,751
FINANCIAL INSTNS INC 59,586 -200 $1,737
     FISI59,586-200$1,737
CHATHAM LODGING TR 91,900 +31,500 $1,734
     CLDT91,900+31,500$1,734
BANCO SANTANDER BRASIL S A 145,600 UNCH $1,728
     BSBR145,600UNCH$1,728
WATERSTONE FINL INC MD 101,061 UNCH $1,724
     WSBF101,061UNCH$1,724
EVERTEC INC 52,600 -113,200 $1,720
     EVTC52,600-113,200$1,720
AVAYA HLDGS CORP 144,200 +105,300 $1,717
     AVYA144,200+105,300$1,717
AAR CORP 45,900 +45,900 $1,689
     AIR45,900+45,900$1,689
HANESBRANDS INC 97,244 +97,244 $1,675
     HBI97,244+97,244$1,675
CENTURY BANCORP INC MASS 19,037 UNCH $1,673
     CNBKA19,037UNCH$1,673
BERRY GLOBAL GROUP INC 31,776 +31,776 $1,671
     BERY31,776+31,776$1,671
FIDELITY NATIONAL FINANCIAL 41,098 -3,000 $1,656
     FNF41,098-3,000$1,656
GREAT SOUTHN BANCORP INC 27,400 +5,900 $1,640
     GSBC27,400+5,900$1,640
DIODES INC 45,000 -217,500 $1,637
     DIOD45,000-217,500$1,637
PITNEY BOWES INC 377,100 +377,100 $1,614
     PBI377,100+377,100$1,614
INSPERITY INC 13,080 -4,700 $1,598
     NSP13,080-4,700$1,598
SUMMIT HOTEL PPTYS INC 138,900 +138,900 $1,593
     INN138,900+138,900$1,593
ARROW ELECTRS INC 22,133 -9,900 $1,577
     ARW22,133-9,900$1,577
ADOBE INC 5,300 -900 $1,562
     ADBE5,300-900$1,562
SUNCOKE ENERGY INC 175,600 +21,700 $1,559
     SXC175,600+21,700$1,559
PENN VA CORP NEW 50,000 +50,000 $1,534
     PVAC50,000+50,000$1,534
COMPANHIA ENERGETICA DE MINA 402,200 UNCH $1,532
     CIG402,200UNCH$1,532
VERIZON COMMUNICATIONS INC 26,700 UNCH $1,525
     VZ26,700UNCH$1,525
VERITIV CORP 78,500 +9,500 $1,524
     VRTV78,500+9,500$1,524
ASHLAND GLOBAL HLDGS INC 19,000 -6,100 $1,519
     ASH19,000-6,100$1,519
DICKS SPORTING GOODS INC 43,800 -11,300 $1,517
     DKS43,800-11,300$1,517
LANDSTAR SYS INC 14,017 -7,848 $1,514
     LSTR14,017-7,848$1,514
GAP INC 82,017 -6,700 $1,474
     GPS82,017-6,700$1,474
PARK HOTELS RESORTS INC 52,300 -31,100 $1,441
     PK52,300-31,100$1,441
KIMBALL INTL INC 82,400 +21,800 $1,436
     KBAL82,400+21,800$1,436
PERFORMANCE FOOD GROUP CO 35,800 -8,300 $1,433
     PFGC35,800-8,300$1,433
SERVICE CORP INTL 30,330 -13,800 $1,419
     SCI30,330-13,800$1,419
CLARUS CORP NEW 97,796 UNCH $1,412
     CLAR97,796UNCH$1,412
M I HOMES INC 49,100 -800 $1,401
     MHO49,100-800$1,401
CONNECTICUT WTR SVC INC 19,952 +19,952 $1,391
     CTWS19,952+19,952$1,391
LAMAR ADVERTISING CO NEW 17,100 +10,900 $1,380
     LAMR17,100+10,900$1,380
QUANEX BUILDING PRODUCTS COR 72,200 +55,800 $1,364
     NX72,200+55,800$1,364
FEDNAT HLDG CO 95,300 UNCH $1,360
     FNHC95,300UNCH$1,360
GENTEX CORP 54,748 +54,748 $1,347
     GNTX54,748+54,748$1,347
ABBVIE INC 18,253 +18,253 $1,327
     ABBV18,253+18,253$1,327
NIC INC 81,600 +81,600 $1,309
     EGOV81,600+81,600$1,309
ASBURY AUTOMOTIVE GROUP INC 15,500 -100 $1,307
     ABG15,500-100$1,307
CRA INTL INC 33,848 +8,400 $1,297
     CRAI33,848+8,400$1,297
EMCOR GROUP INC 14,600 -2,200 $1,286
     EME14,600-2,200$1,286
ARGO GROUP INTL HLDGS LTD 17,200 +17,200 $1,274
     ARGO17,200+17,200$1,274
WEYCO GROUP INC 47,000 UNCH $1,255
     WEYS47,000UNCH$1,255
KIMBALL ELECTRONICS INC 75,200 +15,500 $1,221
     KE75,200+15,500$1,221
DIGI INTL INC 95,300 +35,900 $1,208
     DGII95,300+35,900$1,208
REPUBLIC BANCORP KY 24,289 UNCH $1,208
     RBCAA24,289UNCH$1,208
SENECA FOODS CORP NEW 43,092 UNCH $1,199
     SENEA43,092UNCH$1,199
KENNAMETAL INC 32,300 +32,300 $1,195
     KMT32,300+32,300$1,195
MILLER INDS INC TENN 38,850 +7,200 $1,195
     MLR38,850+7,200$1,195
TRIBUNE PUBG CO NEW 148,300 +31,100 $1,182
     TPCO148,300+31,100$1,182
ROBERT HALF INTL INC 20,653 -26,183 $1,177
     RHI20,653-26,183$1,177
OLYMPIC STEEL INC 83,400 +4,000 $1,138
     ZEUS83,400+4,000$1,138
CALIX INC 168,800 -43,800 $1,107
     CALX168,800-43,800$1,107
RIBBON COMMUNICATIONS INC 222,700 -4,900 $1,089
     RBBN222,700-4,900$1,089
PENSKE AUTOMOTIVE GRP INC 22,900 -5,400 $1,083
     PAG22,900-5,400$1,083
NATURAL GROCERS BY VITAMIN C 106,500 -31,900 $1,070
     NGVC106,500-31,900$1,070
GULFPORT ENERGY CORP 216,900 +136,700 $1,065
     GPOR216,900+136,700$1,065
BRIGHTSPHERE INVESTMNT GRP P 91,300 +91,300 $1,042
     BSIG91,300+91,300$1,042
AMERESCO INC 69,540 +3,600 $1,024
     AMRC69,540+3,600$1,024
MICROSTRATEGY INC 7,000 +7,000 $1,003
     MSTR7,000+7,000$1,003
BANKFINANCIAL CORP 71,600 -500 $1,002
     BFIN71,600-500$1,002
DOMTAR CORP 22,500 +22,500 $1,002
     UFS22,500+22,500$1,002
PVH CORP 10,514 +2,414 $995
     PVH10,514+2,414$995
DONNELLEY FINL SOLUTIONS INC 74,300 +62,500 $991
     DFIN74,300+62,500$991
FARMERS NATL BANC CORP 66,800 -900 $991
     FMNB66,800-900$991
CIVISTA BANCSHARES INC (CIVB) 43,700 UNCH $981
     CIVB43,700UNCH$981
AVID TECHNOLOGY INC 104,300 +4,300 $951
     AVID104,300+4,300$951
CABOT CORP 19,759 -115,600 $943
     CBT19,759-115,600$943
RADIANT LOGISTICS INC 152,100 +28,700 $934
     RLGT152,100+28,700$934
VILLAGE SUPER MKT INC 35,031 +7,000 $929
     VLGEA35,031+7,000$929
EXANTAS CAP CORP 81,400 -35,800 $921
     XAN81,400-35,800$921
GENIE ENERGY LTD 85,800 +29,600 $914
     GNE85,800+29,600$914
TE CONNECTIVITY LTD 9,500 -4,500 $910
     TEL9,500-4,500$910
UNITED CMNTY FINL CORP OHIO 94,400 -5,900 $903
     UCFC94,400-5,900$903
NATIONAL CINEMEDIA INC 137,500 -32,300 $902
     NCMI137,500-32,300$902
FEDERAL AGRIC MTG CORP 12,361 -700 $898
     AGM12,361-700$898
CONMED CORP 10,500 +10,500 $898
     CNMD10,500+10,500$898
SMITH & NEPHEW PLC 20,500 +20,500 $893
     SNN20,500+20,500$893
MERIDIAN BANCORP INC MD 49,800 +35,200 $891
     EBSB49,800+35,200$891
MACATAWA BK CORP 86,800 -500 $891
     MCBC86,800-500$891
DIAMONDROCK HOSPITALITY CO 85,500 +85,500 $884
     DRH85,500+85,500$884
MONARCH CASINO & RESORT INC 19,973 -11,900 $854
     MCRI19,973-11,900$854
MUTUALFIRST FINL INC 24,833 -300 $845
     MFSF24,833-300$845
BLACKROCK TCP CAP CORP 58,600 +29,500 $835
     TCPC58,600+29,500$835
CAREER EDUCATION CORP 43,500 -17,800 $830
     CECO43,500-17,800$830
ISHARES TR (EEM) 19,292 -52,324 $828
     EEM19,292-52,324$828
REGAL BELOIT CORP 10,100 -13,700 $825
     RBC10,100-13,700$825
HARMONIC INC 148,400 -20,300 $824
     HLIT148,400-20,300$824
AMERICAN VANGUARD CORP (AVD) 53,000 +19,000 $817
     AVD53,000+19,000$817
NEWS CORP NEW 58,150 UNCH $812
     NWS58,150UNCH$812
DENBURY RES INC 648,208 -1,101,700 $804
     DNR648,208-1,101,700$804
COMPUTER PROGRAMS & SYS INC 28,600 +28,600 $795
     CPSI28,600+28,600$795
CBS CORP NEW 15,800 -10,500 $788
     CBS15,800-10,500$788
CNB FINL CORP PA 27,544 UNCH $778
     CCNE27,544UNCH$778
ROCKY BRANDS INC 28,035 +1,500 $765
     RCKY28,035+1,500$765
CHESAPEAKE LODGING TR 26,800 -1,800 $762
     CHSP26,800-1,800$762
BRINKER INTL INC 19,300 +19,300 $759
     EAT19,300+19,300$759
SCANSOURCE INC 23,300 +23,300 $759
     SCSC23,300+23,300$759
PROTECTIVE INS CORP 43,600 UNCH $757
     PTVCB43,600UNCH$757
CALLAWAY GOLF CO 43,899 -1,100 $753
     ELY43,899-1,100$753
PEOPLES BANCORP INC 23,000 +8,300 $742
     PEBO23,000+8,300$742
BASSETT FURNITURE INDS INC 48,000 UNCH $732
     BSET48,000UNCH$732
HOMETRUST BANCSHARES INC (HTBI) 28,900 +2,000 $727
     HTBI28,900+2,000$727
FLUSHING FINL CORP 32,600 +10,500 $724
     FFIC32,600+10,500$724
SCHOLASTIC CORP 21,782 -16,900 $724
     SCHL21,782-16,900$724
CBIZ INC 36,700 +36,700 $719
     CBZ36,700+36,700$719
SPARTANNASH CO 61,300 +61,300 $715
     SPTN61,300+61,300$715
PROGRESS SOFTWARE CORP 16,348 -12,300 $713
     PRGS16,348-12,300$713
SP PLUS CORP 22,200 +22,200 $709
     SP22,200+22,200$709
KFORCE INC 19,968 -13,800 $701
     KFRC19,968-13,800$701
ARMSTRONG FLOORING INC 70,800 +38,800 $697
     AFI70,800+38,800$697
AXCELIS TECHNOLOGIES INC 46,200 +46,200 $695
     ACLS46,200+46,200$695
KELLY SVCS INC 26,200 +15,500 $686
     KELYA26,200+15,500$686
NORTHRIM BANCORP INC 19,244 UNCH $686
     NRIM19,244UNCH$686
OTTER TAIL CORP 12,900 +12,900 $681
     OTTR12,900+12,900$681
TRUSTMARK CORP 20,300 -130,900 $675
     TRMK20,300-130,900$675
LCNB CORP 35,243 UNCH $670
     LCNB35,243UNCH$670
TECK RESOURCES LTD 28,700 -12,400 $663
     TECK28,700-12,400$663
CEDAR REALTY TRUST INC 249,200 +67,500 $660
     CDR249,200+67,500$660
MINERALS TECHNOLOGIES INC 11,900 +11,900 $637
     MTX11,900+11,900$637
ALPHA & OMEGA SEMICONDUCTOR 67,900 +26,900 $634
     AOSL67,900+26,900$634
STANDARD MTR PRODS INC 13,900 -10,600 $630
     SMP13,900-10,600$630
APPLIED INDL TECHNOLOGIES IN 10,220 -17,500 $629
     AIT10,220-17,500$629
CATERPILLAR INC DEL 4,600 -200 $627
     CAT4,600-200$627
AGILYSYS INC 28,400 +18,600 $610
     AGYS28,400+18,600$610
UNIVEST FINANCIAL CORPORATIO 22,400 +4,400 $588
     UVSP22,400+4,400$588
EVOLUTION PETROLEUM CORP 81,600 UNCH $583
     EPM81,600UNCH$583
ZIX CORP 63,500 +24,900 $577
     ZIXI63,500+24,900$577
SPEEDWAY MOTORSPORTS INC 30,902 -20,700 $573
     TRK30,902-20,700$573
VIPSHOP HLDGS LTD 64,900 +64,900 $560
     VIPS64,900+64,900$560
RTI SURGICAL HOLDINGS INC 130,642 +53,000 $555
     RTIX130,642+53,000$555
REXNORD CORP NEW 18,000 -39,100 $544
     RXN18,000-39,100$544
WEST BANCORPORATION INC 25,200 UNCH $535
     WTBA25,200UNCH$535
DARLING INGREDIENTS INC 26,800 +2,800 $533
     DAR26,800+2,800$533
MIX TELEMATICS LTD 35,379 UNCH $532
     MIXT35,379UNCH$532
TELENAV INC 66,400 +21,400 $531
     TNAV66,400+21,400$531
SYSTEMAX INC 23,900 +1,400 $530
     SYX23,900+1,400$530
STATE AUTO FINL CORP 14,900 +14,900 $522
     STFC14,900+14,900$522
OXFORD INDS INC 6,800 -100 $515
     OXM6,800-100$515
HUNTSMAN CORP 24,800 -26,400 $507
     HUN24,800-26,400$507
AMC NETWORKS INC 9,200 -2,900 $501
     AMCX9,200-2,900$501
TATA MTRS LTD 42,900 -246,300 $501
     TTM42,900-246,300$501
UNITED MICROELECTRONICS CORP 223,200 UNCH $493
     UMC223,200UNCH$493
ANSYS INC 2,400 +2,400 $492
     ANSS2,400+2,400$492
TRUSTCO BK CORP N Y 62,100 +62,100 $492
     TRST62,100+62,100$492
PREMIER FINL BANCORP INC 31,651 UNCH $475
     PFBI31,651UNCH$475
REGIS CORP MINN 28,239 -24,800 $469
     RGS28,239-24,800$469
TRIPLE S MGMT CORP 19,500 -40,900 $465
     GTS19,500-40,900$465
ALLIED MOTION TECHNOLOGIES I 12,200 +5,700 $462
     AMOT12,200+5,700$462
INFORMATION SERVICES GROUP I 143,700 UNCH $454
     III143,700UNCH$454
RESOLUTE FST PRODS INC 63,100 -123,500 $454
     RFP63,100-123,500$454
NICOLET BANKSHARES INC (NCBS) 7,300 +3,100 $453
     NCBS7,300+3,100$453
UMB FINL CORP 6,800 +6,800 $448
     UMBF6,800+6,800$448
STAR GROUP L P 43,400 UNCH $434
     SGU43,400UNCH$434
BEL FUSE INC 25,171 UNCH $432
     BELFB25,171UNCH$432
UNITIL CORP 7,200 +7,200 $431
     UTL7,200+7,200$431
CONSOLIDATED WATER CO INC 29,997 UNCH $428
     CWCO29,997UNCH$428
DAKTRONICS INC 69,300 +1,700 $428
     DAKT69,300+1,700$428
HURCO COMPANIES INC 12,000 +5,000 $427
     HURC12,000+5,000$427
FASTLY INC 20,900 +20,900 $424
     FSLY20,900+20,900$424
SILVERBOW RES INC 29,800 UNCH $413
     SBOW29,800UNCH$413
NOVARTIS A G 4,500 -1,600 $411
     NVS4,500-1,600$411
FONAR CORP 18,900 UNCH $407
     FONR18,900UNCH$407
TURKCELL ILETISIM HIZMETLERI 71,200 UNCH $390
     TKC71,200UNCH$390
ONE LIBERTY PPTYS INC 13,300 -2,200 $385
     OLP13,300-2,200$385
PARK OHIO HLDGS CORP 11,800 +11,800 $385
     PKOH11,800+11,800$385
OLD SECOND BANCORP INC ILL 30,000 +12,100 $383
     OSBC30,000+12,100$383
RIVERVIEW BANCORP INC 44,853 UNCH $383
     RVSB44,853UNCH$383
NRG ENERGY INC 10,700 -4,300 $376
     NRG10,700-4,300$376
FIRST LONG IS CORP 18,400 +18,400 $369
     FLIC18,400+18,400$369
CELESTICA INC 53,700 -6,500 $367
     CLS53,700-6,500$367
HILLTOP HOLDINGS INC 17,100 +17,100 $364
     HTH17,100+17,100$364
MERCER INTL INC 23,300 -47,300 $360
     MERC23,300-47,300$360
BP PLC 8,500 -13,900 $354
     BP8,500-13,900$354
HEIDRICK & STRUGGLES INTL IN 11,800 +11,800 $354
     HSII11,800+11,800$354
SHILOH INDS INC 72,482 -1,590 $353
     SHLO72,482-1,590$353
ESSA BANCORP INC 23,000 UNCH $351
     ESSA23,000UNCH$351
POSCO 6,600 +6,600 $350
     PKX6,600+6,600$350
DEERE & CO 2,100 UNCH $348
     DE2,100UNCH$348
ZYNGA INC 56,188 +56,188 $344
     ZNGA56,188+56,188$344
WESTERN ASSET MTG CAP CORP 34,000 +11,400 $339
     WMC34,000+11,400$339
LTC PPTYS INC 7,400 +7,400 $338
     LTC7,400+7,400$338
MARLIN BUSINESS SVCS CORP 13,549 UNCH $338
     MRLN13,549UNCH$338
SABRE CORP 15,201 -142,599 $337
     SABR15,201-142,599$337
BLOCK H & R INC 11,400 -2,000 $334
     HRB11,400-2,000$334
SANDY SPRING BANCORP INC 9,400 +9,400 $328
     SASR9,400+9,400$328
HOLOGIC INC 6,760 +6,760 $325
     HOLX6,760+6,760$325
WESTWOOD HLDGS GROUP INC 9,100 +9,100 $320
     WHG9,100+9,100$320
APPLE HOSPITALITY REIT INC 20,000 -2,000 $317
     APLE20,000-2,000$317
CITI TRENDS INC 21,700 -3,100 $317
     CTRN21,700-3,100$317
LEAF GROUP LTD 41,800 UNCH $310
     LEAF41,800UNCH$310
LINCOLN NATL CORP IND 4,800 +4,800 $309
     LNC4,800+4,800$309
HUB GROUP INC 7,300 -7,400 $306
     HUBG7,300-7,400$306
PREFORMED LINE PRODS CO 5,200 UNCH $289
     PLPC5,200UNCH$289
NEWMARK GROUP INC 31,800 +31,800 $286
     NMRK31,800+31,800$286
AMKOR TECHNOLOGY INC 37,600 -220,300 $280
     AMKR37,600-220,300$280
TIMBERLAND BANCORP INC 9,300 UNCH $278
     TSBK9,300UNCH$278
WESTERN UN CO 13,700 +13,700 $272
     WU13,700+13,700$272
TPI COMPOSITES INC 10,600 -400 $262
     TPIC10,600-400$262
KULICKE & SOFFA INDS INC 11,300 -33,400 $255
     KLIC11,300-33,400$255
KAISER ALUMINUM CORP 2,600 -5,800 $254
     KALU2,600-5,800$254
AMERICAN NATL BANKSHARES INC (AMNB) 6,516 -151 $252
     AMNB6,516-151$252
MEET GROUP INC 71,200 +6,200 $248
     MEET71,200+6,200$248
PIPER JAFFRAY COS 3,300 +3,300 $245
     PJC3,300+3,300$245
CTS CORP 8,800 -1,000 $243
     CTS8,800-1,000$243
RALPH LAUREN CORP 2,100 -15,600 $239
     RL2,100-15,600$239
FIRST FINANCIAL NORTHWEST IN 16,676 UNCH $236
     FFNW16,676UNCH$236
GENERAC HLDGS INC 3,400 +3,400 $236
     GNRC3,400+3,400$236
CANADIAN PAC RY LTD 1,000 -114,500 $235
     CP1,000-114,500$235
AES CORP 13,500 -11,700 $226
     AES13,500-11,700$226
ESCALADE INC 19,418 UNCH $223
     ESCA19,418UNCH$223
CHEETAH MOBILE INC 61,900 +12,300 $220
     CMCM61,900+12,300$220
SHINHAN FINANCIAL GROUP CO L 5,600 UNCH $218
     SHG5,600UNCH$218
INTERFACE INC 14,200 -33,500 $218
     TILE14,200-33,500$218
BANCOLOMBIA S A 4,200 -124,100 $214
     CIB4,200-124,100$214
FIRST COMWLTH FINL CORP PA 15,800 +15,800 $213
     FCF15,800+15,800$213
JUMEI INTL HLDG LTD 85,800 +67,400 $211
     JMEI85,800+67,400$211
CHANNELADVISOR CORP 23,700 +23,700 $208
     ECOM23,700+23,700$208
UNITED SECURITY BANCSHARES C (UBFO) 16,669 UNCH $190
     UBFO16,669UNCH$190
DONNELLEY R R & SONS CO 94,200 -185,700 $186
     RRD94,200-185,700$186
TWIN DISC INC 12,300 UNCH $186
     TWIN12,300UNCH$186
GREEN PLAINS INC 16,400 -500 $177
     GPRE16,400-500$177
AGROFRESH SOLUTIONS 116,000 -13,400 $175
     AGFS116,000-13,400$175
SOUTHERN NATL BANCORP OF VA 11,300 -600 $173
     SONA11,300-600$173
JUST ENERGY GROUP INC 38,700 UNCH $167
     JE38,700UNCH$167
NAUTILUS INC 75,600 -103,400 $167
     NLS75,600-103,400$167
DONEGAL GROUP INC 10,854 UNCH $166
     DGICA10,854UNCH$166
PFENEX INC 20,600 +20,600 $139
     PFNX20,600+20,600$139
GERDAU S A 35,200 UNCH $137
     GGB35,200UNCH$137
DHI GROUP INC 37,100 +37,100 $132
     DHX37,100+37,100$132
C&J ENERGY SVCS INC NEW 10,428 +10,428 $123
     CJ10,428+10,428$123
VALHI INC NEW 30,600 -36,200 $91
     VHI30,600-36,200$91
AU OPTRONICS CORP 25,900 UNCH $77
     AUO25,900UNCH$77
ON DECK CAP INC 16,100 -51,500 $67
     ONDK16,100-51,500$67
CASTLIGHT HEALTH INC 10,700 +10,700 $35
     CSLT10,700+10,700$35
WESTPORT FUEL SYSTEMS INC 13,000 UNCH $35
     WPRT13,000UNCH$35
RENREN INC 16,700 UNCH $16
     RENN16,700UNCH$16
OCCIDENTAL PETE CORP +0 $-11,685
     Put232,400+232,400$11,685
ATLAS AIR WORLDWIDE HLDGS IN $0 (exited)
     AAWW0-12,500$0
AMERICAN EQTY INVT LIFE HLD $0 (exited)
     AEL0-9,500$0
AMERICAN EAGLE OUTFITTERS IN $0 (exited)
     AEO0-82,393$0
AEROJET ROCKETDYNE HLDGS INC $0 (exited)
     AJRD0-22,600$0
ATN INTL INC $0 (exited)
     ATNI0-5,300$0
AVON PRODS INC $0 (exited)
     AVP0-25,000$0
AVNET INC $0 (exited)
     AVT0-35,678$0
BRASKEM S A $0 (exited)
     BAK0-10,100$0
BAXTER INTL INC $0 (exited)
     BAX0-10,300$0
BRUNSWICK CORP $0 (exited)
     BC0-45,354$0
BUNGE LIMITED $0 (exited)
     BG0-304,976$0
BLUE HILLS BANCORP INC $0 (exited)
     BHBK0-26,500$0
BIO RAD LABS INC $0 (exited)
     BIO0-2,200$0
BEMIS CO INC $0 (exited)
     BMS0-731,850$0
BOSTON PRIVATE FINL HLDGS IN $0 (exited)
     BPFH0-85,100$0
BRIXMOR PPTY GROUP INC $0 (exited)
     BRX0-250,100$0
BERRY PETE CORP $0 (exited)
     BRY0-119,800$0
CATO CORP NEW $0 (exited)
     CATO0-28,000$0
CATHAY GEN BANCORP $0 (exited)
     CATY0-42,800$0
COCA COLA EUROPEAN PARTNERS $0 (exited)
     CCE0-510,600$0
CHURCH & DWIGHT INC $0 (exited)
     CHD0-49,400$0
CORELOGIC INC $0 (exited)
     CLGX0-14,100$0
CDN IMPERIAL BK COMM TORONTO $0 (exited)
     CM0-294,625$0
COLUMBUS MCKINNON CORP N Y $0 (exited)
     CMCO0-7,300$0
CIMPRESS N V $0 (exited)
     CMPR0-209,000$0
CLEMENTIA PHARMACEUTICALS IN $0 (exited)
     CMTA0-259,067$0
CNA FINL CORP $0 (exited)
     CNA0-12,200$0
CENTERPOINT ENERGY INC $0 (exited)
     CNP0-10,200$0
COOPER STD HLDGS INC $0 (exited)
     CPS0-63,200$0
CRANE CO $0 (exited)
     CR0-14,600$0
CARE COM INC $0 (exited)
     CRCM0-36,500$0
CHARLES RIV LABS INTL INC $0 (exited)
     CRL0-4,800$0
CARRIZO OIL & GAS INC $0 (exited)
     CRZO0-58,900$0
CAPITAL SOUTHWEST CORP $0 (exited)
     CSWC0-51,200$0
CURO GROUP HLDGS CORP $0 (exited)
     CURO0-53,500$0
CHANGYOU COM LTD $0 (exited)
     CYOU0-644,237$0
DSW INC $0 (exited)
     DSW0-585,800$0
EMERGENT BIOSOLUTIONS INC $0 (exited)
     EBS0-11,900$0
ISHARES INC $0 (exited)
     ECH0-137,600$0
ENDURANCE INTL GROUP HLDGS I $0 (exited)
     EIGI0-64,600$0
EASTMAN CHEMICAL CO $0 (exited)
     EMN0-51,027$0
ENDO INTL PLC $0 (exited)
     ENDP0-204,400$0
EXTERRAN CORP $0 (exited)
     EXTN0-35,400$0
FIDUS INVT CORP $0 (exited)
     FDUS0-10,600$0
FIVE9 INC $0 (exited)
     FIVN0-5,000$0
FOOT LOCKER INC $0 (exited)
     FL0-30,981$0
FOX CORP $0 (exited)
     FOXAV0-8,099$0
GUESS INC $0 (exited)
     GES0-107,900$0
GENOMIC HEALTH INC $0 (exited)
     GHDX0-4,800$0
CGI INC $0 (exited)
     GIB0-15,100$0
GLU MOBILE INC $0 (exited)
     GLUU0-76,200$0
INFRAREIT INC $0 (exited)
     HIFR0-160,400$0
HELIX ENERGY SOLUTIONS GRP I $0 (exited)
     HLX0-40,500$0
HMS HLDGS CORP $0 (exited)
     HMSY0-81,900$0
HEALTHSTREAM INC $0 (exited)
     HSTM0-10,200$0
HUMANA INC $0 (exited)
     HUM0-27,700$0
MARINEMAX INC $0 (exited)
     HZO0-32,800$0
IAC INTERACTIVECORP $0 (exited)
     IAC0-14,544$0
IBERIABANK CORP $0 (exited)
     IBKC0-50,900$0
ILLUMINA INC $0 (exited)
     ILMN0-2,100$0
INTEGER HLDGS CORP $0 (exited)
     ITGR0-7,400$0
KEYCORP NEW $0 (exited)
     KEY0-200,400$0
KNOWLES CORP $0 (exited)
     KN0-55,400$0
KRATON CORPORATION $0 (exited)
     KRA0-9,300$0
ISHARES TR $0 (exited)
     KSA0-1,239,800$0
LAKELAND FINL CORP $0 (exited)
     LKFN0-8,800$0
LEGG MASON INC $0 (exited)
     LM0-20,100$0
EL POLLO LOCO HLDGS INC $0 (exited)
     LOCO0-78,300$0
MACYS INC $0 (exited)
     M0-130,503$0
MATSON INC $0 (exited)
     MATX0-17,400$0
MOBILE TELESYSTEMS PJSC $0 (exited)
     MBT0-1,209,515$0
MCDERMOTT INTL INC $0 (exited)
     MDR0-82,200$0
MDU RES GROUP INC $0 (exited)
     MDU0-21,900$0
METHANEX CORP $0 (exited)
     MEOH0-62,600$0
MANULIFE FINL CORP $0 (exited)
     MFC0-72,100$0
MICHAELS COS INC $0 (exited)
     MIK0-25,200$0
MAKEMYTRIP LIMITED MAURITIUS $0 (exited)
     MMYT0-11,200$0
MOLINA HEALTHCARE INC $0 (exited)
     MOH0-28,800$0
MOMO INC $0 (exited)
     MOMO0-7,400$0
MARATHON PETE CORP $0 (exited)
     MPC0-53,400$0
NCI BUILDING SYS INC $0 (exited)
     NCS0-67,200$0
NOBLE CORP PLC $0 (exited)
     NE0-125,300$0
NETFLIX INC $0 (exited)
     NFLX0-2,000$0
NEW MTN FIN CORP $0 (exited)
     NMFC0-236,600$0
NORTHERN OIL & GAS INC NEV $0 (exited)
     NOG0-78,100$0
GRUPO AEROPORTUARIO CTR NORT $0 (exited)
     OMAB0-4,700$0
ONEMAIN HLDGS INC $0 (exited)
     OMF0-12,500$0
ON SEMICONDUCTOR CORP $0 (exited)
     ON0-24,400$0
O REILLY AUTOMOTIVE INC NEW $0 (exited)
     ORLY0-12,600$0
PHIBRO ANIMAL HEALTH CORP $0 (exited)
     PAHC0-11,900$0
PHOTRONICS INC $0 (exited)
     PLAB0-31,200$0
PENNANTPARK INVT CORP $0 (exited)
     PNNT0-148,300$0
PENTAIR PLC $0 (exited)
     PNR0-45,300$0
QEP RES INC $0 (exited)
     QEP0-43,400$0
QUAD GRAPHICS INC $0 (exited)
     QUAD0-30,000$0
RENT A CTR INC NEW $0 (exited)
     RCII0-80,500$0
RINGCENTRAL INC $0 (exited)
     RNG0-6,700$0
SPRINT CORPORATION $0 (exited)
     S0-22,800$0
SMART & FINAL STORES INC $0 (exited)
     SFS0-46,500$0
SI FINL GROUP INC MD $0 (exited)
     SIFI0-37,200$0
SILICON MOTION TECHNOLOGY CO $0 (exited)
     SIMO0-21,796$0
SITE CENTERS CORP $0 (exited)
     SITC0-30,600$0
SKYWEST INC $0 (exited)
     SKYW0-82,300$0
SCRIPPS E W CO OHIO $0 (exited)
     SSP0-51,600$0
STEEL DYNAMICS INC $0 (exited)
     STLD0-13,900$0
THL CREDIT INC $0 (exited)
     TCRD0-38,500$0
TIER REIT INC $0 (exited)
     TIER0-34,800$0
TRINET GROUP INC $0 (exited)
     TNET0-13,200$0
TRIBUNE MEDIA CO $0 (exited)
     TRCO0-776,900$0
TRIVAGO N V $0 (exited)
     TRVG0-25,200$0
TPG SPECIALTY LENDING INC $0 (exited)
     TSLX0-14,700$0
TILE SHOP HLDGS INC $0 (exited)
     TTS0-20,200$0
TRAVELPORT WORLDWIDE LTD $0 (exited)
     TVPT0-14,200$0
UPWORK INC $0 (exited)
     UPWK0-245,738$0
URBAN OUTFITTERS INC $0 (exited)
     URBN0-133,193$0
UNITED THERAPEUTICS CORP DEL $0 (exited)
     UTHR0-5,700$0
21VIANET GROUP INC $0 (exited)
     VNET0-30,200$0
VERTEX PHARMACEUTICALS INC $0 (exited)
     VRTX0-3,200$0
VISTA OUTDOOR INC $0 (exited)
     VSTO0-35,300$0
WHITEHORSE FIN INC $0 (exited)
     WHF0-19,800$0
WASHINGTON PRIME GROUP NEW $0 (exited)
     WPG0-146,300$0
WESBANCO INC $0 (exited)
     WSBC0-9,400$0
WILLIAMS SONOMA INC $0 (exited)
     WSM0-4,000$0
WOLVERINE WORLD WIDE INC 0 -26,719 $0 (exited)
     WWW0-26,719$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
AR +10,923,657+$60,408
CNC +1,102,170+$57,798
VSM +1,095,300+$56,496
APC +791,100+$55,820
AGN +316,840+$53,049
TSS +363,944+$46,683
DVA +798,642+$44,932
WBC +323,600+$42,909
DISCK +1,500,000+$42,675
ZAYO +1,010,720+$33,263
EntityShares/Amount
Change
Position Value
Change
KSA -1,239,800-$41,285
BMS -731,850-$40,603
TRCO -776,900-$35,846
CCE -510,600-$26,418
CM -294,625-$23,289
CMPR -209,000-$16,747
BG -304,976-$16,185
DSW -585,800-$13,016
CYOU -644,237-$11,016
MBT -1,209,515-$9,144
EntityShares/Amount
Change
Position Value
Change
LLY +1,563,537+$172,696
FDC +1,469,500+$41,063
ICL +1,398,864+$7,412
SWN +1,335,476+$830
CELG +1,047,800+$97,411
MTG +1,033,500+$13,562
ANF +833,485+$13,148
FCX +813,043+$4,375
GCI +650,900+$2,257
BTI +640,800+$21,142
EntityShares/Amount
Change
Position Value
Change
FCAU -1,613,145-$33,898
TSM -1,606,974-$70,702
ORCL -1,253,423-$40,308
DNR -1,101,700-$2,783
INFY -1,089,200-$12,964
AAPL -871,088-$145,806
MGA -850,503-$41,275
IBN -825,400-$8,678
BMO -771,453-$57,461
Size ($ in 1000's)
At 06/30/2019: $14,208,392
At 03/31/2019: $13,904,967

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.