13F-HR filed by Grantham, Mayo, Van Otterloo & Co. LLC
Grantham, Mayo, Van Otterloo & Co. LLC filed this 13F-HR for the quarter ended 2016-06-30, filed 2016-08-12, with 563 holding rows worth $24,372,480,000.
- Accession
- 0001072613-16-000878
- Filer
- CIK 1352662
- Filed
- 2016-08-12
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2016
A holdings report, 563 entries on the cover page, a total value of $24,372,480,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $24,372,480,000 with VALUE read as thousands by filing date, 13F file number 028-11599. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| Johnson & Johnson | 478160104 | COM | 9,741,420 | $1,181,634,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 28,126,795 | $806,958,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 5,311,524 | $749,987,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 14,602,194 | $747,194,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 17,348,414 | $710,071,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 7,160,268 | $684,522,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 7,542,399 | $638,615,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 6,183,936 | $629,030,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 3,561,839 | $623,749,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 12,451,260 | $564,416,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 9,142,660 | $489,772,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 12,281,814 | $432,443,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 593,148 | $417,297,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 6,574,099 | $399,442,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 4,444,824 | $385,677,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 6,426,023 | $358,829,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 3,152,490 | $357,146,000 | thousands by filing date | |
| E M C CORP MASS | 268648102 | COM | 12,794,029 | $347,614,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 473,980 | $328,042,000 | thousands by filing date | |
| MONSANTO CO NEW | 61166W101 | COM | 2,928,142 | $302,799,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 2,228,704 | $284,583,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 2,332,477 | $277,658,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 4,912,944 | $250,560,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 7,503,295 | $246,108,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 1,946,224 | $206,183,000 | thousands by filing date | |
| EMERSON ELEC CO COM | 291011104 | Stock | 3,929,254 | $204,950,000 | thousands by filing date | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 2,760,642 | $202,079,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 3,208,835 | $199,397,000 | thousands by filing date | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 7,369,567 | $193,304,000 | thousands by filing date | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 1,841,783 | $191,840,000 | thousands by filing date | |
| DR PEPPER SNAPPLE GROUP INC | 26138E109 | COM | 1,969,215 | $190,285,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 3,099,539 | $177,418,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 1,452,731 | $174,822,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 1,825,963 | $174,818,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 4,345,234 | $170,811,000 | thousands by filing date | |
| Stryker Corporation | 863667101 | COM | 1,321,268 | $158,328,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 1,478,909 | $155,034,000 | thousands by filing date | |
| Elevance Health, Inc. | 036752103 | COM | 1,130,477 | $148,477,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 2,674,864 | $147,652,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 958,444 | $145,473,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 2,745,504 | $145,210,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 1,788,886 | $141,465,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 870,875 | $136,762,000 | thousands by filing date | |
| PAYCHEX INC | 704326107 | COM | 2,207,390 | $131,340,000 | thousands by filing date | |
| MOBILE TELESYSTEMS PJSC | 607409109 | SPONSORED ADR | 15,554,979 | $128,795,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887109 | COM | 709,700 | $120,358,000 | thousands by filing date | |
| ITC HLDGS CORP | 465685105 | COM | 2,548,900 | $119,339,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 655,782 | $117,962,000 | thousands by filing date | |
| CHECK POINT SOFTWARE TECH LTD ORD | M22465104 | Stock | 1,441,000 | $114,819,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 1,508,280 | $112,246,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 1,467,105 | $109,916,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 2,576,215 | $109,206,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 745,000 | $107,869,000 | thousands by filing date | |
| ST JUDE MED INC | 790849103 | COM | 1,372,968 | $107,092,000 | thousands by filing date | |
| Deere & Company | 244199105 | COM | 1,321,000 | $107,054,000 | thousands by filing date | put |
| CIMPRESS N V | N20146101 | SHS EURO | 1,150,000 | $106,352,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 911,777 | $106,058,000 | thousands by filing date | |
| AETNA INC NEW | 00817Y108 | COM | 850,567 | $103,880,000 | thousands by filing date | |
| INFOSYS LTD SPONSORED ADR | 456788108 | ADR | 5,788,472 | $103,324,000 | thousands by filing date | |
| FOOT LOCKER INC | 344849104 | COM | 1,854,595 | $101,743,000 | thousands by filing date | |
| TOPBUILD COR COM | 89055F103 | Stock | 2,779,362 | $100,613,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 2,866,481 | $98,492,000 | thousands by filing date | |
| FISERV INC | 337738108 | COM | 856,534 | $93,131,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 2,534,285 | $92,324,000 | thousands by filing date | |
| INGREDION INC COM | 457187102 | Stock | 698,707 | $90,420,000 | thousands by filing date | |
| BED BATH & BEYOND INC | 075896100 | COM | 2,039,042 | $88,127,000 | thousands by filing date | |
| BCE INC COM NEW | 05534B760 | Stock | 1,842,200 | $86,750,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 1,127,881 | $85,493,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 813,448 | $83,419,000 | thousands by filing date | |
| SUN LIFE FINANCIAL INC. COM | 866796105 | Stock | 2,516,500 | $82,236,000 | thousands by filing date | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 1,287,314 | $81,757,000 | thousands by filing date | |
| STARWOOD HOTELS&RESORTS WRLD | 85590A401 | COM | 1,090,000 | $80,606,000 | thousands by filing date | |
| SNAP ON INC COM | 833034101 | Stock | 504,463 | $79,614,000 | thousands by filing date | |
| CHINA MOBILE LIMITED | 16941M109 | SPONSORED ADR | 1,367,470 | $79,177,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 984,510 | $77,530,000 | thousands by filing date | |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 12,548,588 | $77,425,000 | thousands by filing date | |
| Media General Ord Shs | 58441K100 | COM | 4,431,968 | $76,186,000 | thousands by filing date | |
| Intuit Inc. | 461202103 | COM | 676,815 | $75,539,000 | thousands by filing date | |
| V F CORP COM | 918204108 | Stock | 1,204,445 | $74,061,000 | thousands by filing date | |
| TYCO INTL PLC | G91442106 | SHS | 1,718,200 | $73,195,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 707,060 | $71,950,000 | thousands by filing date | |
| INGRAM MICRO INC | 457153104 | CL A | 2,006,399 | $69,783,000 | thousands by filing date | |
| AVERY DENNISON CORP COM | 053611109 | Stock | 912,647 | $68,220,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 918,630 | $67,078,000 | thousands by filing date | |
| ROCKWELL AUTOMATION INC COM | 773903109 | Stock | 567,623 | $65,174,000 | thousands by filing date | |
| ZIMMER BIOMET HOLDINGS INC COM | 98956P102 | Stock | 536,631 | $64,600,000 | thousands by filing date | |
| ARROW ELECTRS INC | 042735100 | COM | 1,028,451 | $63,661,000 | thousands by filing date | |
| ISHARES TR | 46429B408 | CMN | 1,622,200 | $63,542,000 | thousands by filing date | |
| ALERE INC | 01449J105 | COM | 1,520,100 | $63,358,000 | thousands by filing date | |
| AVNET INC COM | 053807103 | Stock | 1,538,273 | $62,315,000 | thousands by filing date | |
| TERADATA CORP DEL | 88076W103 | COM | 2,444,813 | $61,291,000 | thousands by filing date | |
| Intuitive Surgical,Inc. | 46120E602 | COM | 91,193 | $60,316,000 | thousands by filing date | |
| Analog Devices,Inc. | 032654105 | COM | 1,058,135 | $59,933,000 | thousands by filing date | |
| CINTAS CORP COM | 172908105 | Stock | 603,537 | $59,225,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229607 | COM C SIRIUSXM | 1,889,700 | $58,335,000 | thousands by filing date | |
| AMDOCS LTD | G02602103 | SHS | 1,010,497 | $58,326,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 752,797 | $58,139,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 658,098 | $57,952,000 | thousands by filing date | |
| ATLANTICA YIELD PLC | G0751N103 | SHS | 3,112,419 | $57,829,000 | thousands by filing date | |
| HDFC BANK LTD SPONSORED ADS | 40415F101 | ADR | 869,087 | $57,664,000 | thousands by filing date | |
| INTERACTIVE BROKERS GROUP INC COM CL A | 45841N107 | Stock | 1,597,544 | $56,553,000 | thousands by filing date | |
| OMNICOM GROUP INC COM | 681919106 | Stock | 693,942 | $56,549,000 | thousands by filing date | |
| TAL ED GROUP SPONSORED ADS | 874080104 | ADR | 858,760 | $53,295,000 | thousands by filing date | |
| NASDAQ INC COM | 631103108 | Stock | 791,899 | $51,212,000 | thousands by filing date | |
| LINKEDIN CORP | 53578A108 | COM | 265,900 | $50,322,000 | thousands by filing date | |
| HELEN OF TROY CORP LTD | G4388N106 | COM | 474,988 | $48,848,000 | thousands by filing date | |
| CHURCH & DWIGHT CO INC COM | 171340102 | Stock | 466,971 | $48,047,000 | thousands by filing date | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 436,500 | $47,020,000 | thousands by filing date | |
| PRICE T ROWE GROUP INC COM | 74144T108 | Stock | 642,536 | $46,886,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 585,107 | $46,534,000 | thousands by filing date | |
| ALLY FINL INC COM | 02005N100 | Stock | 2,632,900 | $44,944,000 | thousands by filing date | |
| BANK MONTREAL MEDIUM COM | 063671101 | Stock | 704,700 | $44,468,000 | thousands by filing date | |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 237,954 | $43,467,000 | thousands by filing date | |
| UNDER ARMOUR INC | 904311206 | CL C | 1,183,944 | $43,096,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 1,482,282 | $43,075,000 | thousands by filing date | |
| AFLAC INC COM | 001055102 | Stock | 592,151 | $42,730,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 1,508,400 | $42,688,000 | thousands by filing date | |
| ALASKA AIR GROUP INC COM | 011659109 | Stock | 727,078 | $42,381,000 | thousands by filing date | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 1,061,773 | $42,078,000 | thousands by filing date | |
| WW GRAINGER INC COM | 384802104 | Stock | 184,521 | $41,932,000 | thousands by filing date | |
| ENPRO INC | 29355X107 | COM | 944,118 | $41,909,000 | thousands by filing date | |
| GENUINE PARTS CO COM | 372460105 | Stock | 408,321 | $41,343,000 | thousands by filing date | |
| AMPHENOL CORP NEW | 032095101 | COM | 699,402 | $40,097,000 | thousands by filing date | |
| ASSURED GUARANTY LTD COM | G0585R106 | Stock | 1,552,721 | $39,393,000 | thousands by filing date | |
| VMWARE, INC. | 928563402 | CL A COM | 688,000 | $39,367,000 | thousands by filing date | put |
| JETBLUE AWYS CORP | 477143101 | COM | 2,252,446 | $37,301,000 | thousands by filing date | |
| WESTAR ENERGY INC | 95709T100 | COMMON STOCK | 646,118 | $36,241,000 | thousands by filing date | |
| ANHEUSER BUSCH INBEV SA NV SPONSORED ADR | 03524A108 | ADR | 273,917 | $36,069,000 | thousands by filing date | |
| SYNGENTA AG ADR | 87160A100 | SPONS ADR | 467,100 | $35,869,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 423,100 | $35,295,000 | thousands by filing date | |
| MARATHON OIL CORP | 565849106 | COM | 2,316,124 | $34,765,000 | thousands by filing date | |
| INTERXION HOLDING N.V | N47279109 | SHS | 940,000 | $34,667,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 419,385 | $33,589,000 | thousands by filing date | |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 620,992 | $33,490,000 | thousands by filing date | |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 1,166,350 | $32,188,000 | thousands by filing date | |
| AGCO CORP | 001084102 | COM | 682,844 | $32,182,000 | thousands by filing date | |
| CANADIAN IMPERIAL BANK OF COMM COM | 136069101 | Stock | 427,700 | $31,958,000 | thousands by filing date | |
| PJT PARTNERS INC | 69343T107 | COM CL A | 1,354,136 | $31,145,000 | thousands by filing date | |
| HORMEL FOODS CORP COM | 440452100 | Stock | 845,267 | $30,937,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U153 | COM | 930,983 | $30,248,000 | thousands by filing date | |
| AMEREN CORP COM | 023608102 | Stock | 562,665 | $30,148,000 | thousands by filing date | |
| TATA MTRS LTD | 876568502 | SPONSORED ADR | 854,544 | $29,627,000 | thousands by filing date | |
| TORONTO DOMINION BK ONT COM NEW | 891160509 | Stock | 689,608 | $29,460,000 | thousands by filing date | |
| EXPEDITORS INTL WASH INC COM | 302130109 | Stock | 583,537 | $28,617,000 | thousands by filing date | |
| HEICO CORP NEW | 422806208 | CL A | 510,000 | $27,362,000 | thousands by filing date | |
| CIA ENERGETICA DE MINAS GERA | 204409601 | SP ADR N-V PFD | 12,007,940 | $26,538,000 | thousands by filing date | |
| TALEN ENERGY CORP | 87422J105 | COM | 1,901,415 | $25,764,000 | thousands by filing date | |
| Progressive Corporation | 743315103 | COM | 762,758 | $25,552,000 | thousands by filing date | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 642,381 | $24,905,000 | thousands by filing date | |
| OPENLANE INC | 48238T109 | COM | 591,317 | $24,682,000 | thousands by filing date | |
| WERNER ENTERPRISES INC | 950755108 | COM | 1,063,258 | $24,423,000 | thousands by filing date | |
| PUBLIC SVC ENTERPRISE GROUP COM | 744573106 | Stock | 519,381 | $24,208,000 | thousands by filing date | |
| ROYAL BK CDA COM | 780087102 | Stock | 401,300 | $23,589,000 | thousands by filing date | |
| SMITH & WESSON BRANDS, INC. | 831756101 | COM | 865,363 | $23,521,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 125,900 | $22,647,000 | thousands by filing date | put |
| LIBERTY LATIN AMERICA CL A ORD | G5480U138 | COM | 691,341 | $22,303,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 159,500 | $22,209,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 340,575 | $22,202,000 | thousands by filing date | |
| FIRST AMERN FINL CORP | 31847R102 | COM | 550,301 | $22,133,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 497,515 | $22,080,000 | thousands by filing date | |
| EQUIFAX INC COM | 294429105 | Stock | 170,287 | $21,865,000 | thousands by filing date | |
| HASBRO INC COM | 418056107 | Stock | 260,208 | $21,855,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 30,000 | $21,469,000 | thousands by filing date | |
| OFFICE DEPOT INC | 676220106 | COM | 6,421,744 | $21,256,000 | thousands by filing date | |
| ARMOUR RESIDENTIAL REIT INC | 042315507 | COM NEW | 1,061,249 | $21,225,000 | thousands by filing date | |
| CONVERGYS CORP | 212485106 | COM | 830,749 | $20,769,000 | thousands by filing date | |
| CONSOLIDATED EDISON INC | 209115104 | COM | 253,852 | $20,420,000 | thousands by filing date | |
| CASH AMER INTL INC | 14754D100 | COM | 476,437 | $20,306,000 | thousands by filing date | |
| DTE ENERGY CO COM | 233331107 | Stock | 204,834 | $20,303,000 | thousands by filing date | |
| DELUXE CORP MEDIUM TERM NTS COM | 248019101 | Stock | 299,111 | $19,852,000 | thousands by filing date | |
| BOOZ ALLEN HAMILTON HLDG CORP CL A | 099502106 | Stock | 666,107 | $19,743,000 | thousands by filing date | |
| GRUPO TELEVISA S A B | 40049J206 | SPON ADR REP ORD | 734,000 | $19,113,000 | thousands by filing date | |
| VIMPELCOM LTD | 92719A106 | SPONSORED ADR | 4,885,400 | $18,955,000 | thousands by filing date | |
| F5 INC COM | 315616102 | Stock | 165,408 | $18,830,000 | thousands by filing date | |
| CHUNGHWA TELECOM CO LTD SPON ADR NEW11 | 17133Q502 | ADR | 513,162 | $18,628,000 | thousands by filing date | |
| WIPRO LTD SPON ADR 1 SH | 97651M109 | ADR | 1,504,824 | $18,600,000 | thousands by filing date | |
| RITEAID CORP | 767754104 | COM | 2,382,600 | $17,846,000 | thousands by filing date | |
| ASTRAZENECA PLC SPONSORED ADR | 046353108 | ADR | 587,200 | $17,728,000 | thousands by filing date | |
| COACH INC | 189754104 | COM | 432,432 | $17,617,000 | thousands by filing date | |
| GILDAN ACTIVEWEAR INC COM | 375916103 | Stock | 598,334 | $17,434,000 | thousands by filing date | |
| ESTERLINE TECHNOLOGIES CORP | 297425100 | COM | 276,421 | $17,149,000 | thousands by filing date | |
| PINNACLE ENTMT INC NEW | 72348Y105 | COM | 1,538,976 | $17,052,000 | thousands by filing date | |
| SCANA CORP NEW | 80589M102 | COM | 222,300 | $16,819,000 | thousands by filing date | |
| MACYS INC COM | 55616P104 | Stock | 493,970 | $16,602,000 | thousands by filing date | |
| JONES LANG LASALLE INC COM | 48020Q107 | Stock | 170,343 | $16,600,000 | thousands by filing date | |
| NORTHSTAR ASSET | 66705Y104 | Common Stock | 1,600,100 | $16,337,000 | thousands by filing date | |
| SOHU.COM INC | 83408W103 | COMMON STOCK | 429,026 | $16,243,000 | thousands by filing date | |
| IDACORP INC | 451107106 | COM | 198,634 | $16,159,000 | thousands by filing date | |
| TECH DATA CORP | 878237106 | COM | 221,918 | $15,945,000 | thousands by filing date | |
| CHEMED CORP NEW | 16359R103 | COM | 114,877 | $15,659,000 | thousands by filing date | |
| THOR INDS INC | 885160101 | COM | 234,207 | $15,163,000 | thousands by filing date | |
| MURPHY USA INC COM | 626755102 | Stock | 203,344 | $15,080,000 | thousands by filing date | |
| CA INC COM | 12673P105 | COM | 457,503 | $15,020,000 | thousands by filing date | |
| ATMOS ENERGY CORP COM | 049560105 | Stock | 184,248 | $14,983,000 | thousands by filing date | |
| JABIL INC COM | 466313103 | Stock | 807,641 | $14,917,000 | thousands by filing date | |
| ICICI BANK LIMITED ADR | 45104G104 | ADR | 2,056,024 | $14,762,000 | thousands by filing date | |
| BROADRIDGE FINL SOLUTIONS INC COM | 11133T103 | Stock | 224,306 | $14,625,000 | thousands by filing date | |
| KORN FERRY COM NEW | 500643200 | Stock | 703,061 | $14,553,000 | thousands by filing date | |
| CANADIAN NAT RES LTD MED TERM COM | 136385101 | Stock | 468,800 | $14,453,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 287,300 | $14,431,000 | thousands by filing date | |
| ENEL AMERICAS S.A. (ADR) | 29274F104 | SPONSORED ADR | 1,675,940 | $14,380,000 | thousands by filing date | |
| SEARS HOLDINGS CORP XXX | 812350106 | COM | 1,054,600 | $14,353,000 | thousands by filing date | put |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 64,290 | $14,290,000 | thousands by filing date | |
| DOVER CORP COM | 260003108 | Stock | 206,078 | $14,285,000 | thousands by filing date | |
| FRANKLIN RESOURCES INC COM | 354613101 | Stock | 421,919 | $14,079,000 | thousands by filing date | |
| GROUPE CGI INC | 39945C109 | CL A SUB VTG | 328,400 | $13,956,000 | thousands by filing date | |
| PINNACLE WEST CAP CORP | 723484101 | COM | 168,260 | $13,639,000 | thousands by filing date | |
| HANOVER INS GROUP INC COM | 410867105 | Stock | 159,811 | $13,523,000 | thousands by filing date | |
| APTARGROUP INC COM | 038336103 | Stock | 170,053 | $13,456,000 | thousands by filing date | |
| GUESS INC COM | 401617105 | Stock | 887,802 | $13,361,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 190,620 | $13,309,000 | thousands by filing date | |
| AMETEK INC COM | 031100100 | Stock | 286,609 | $13,250,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION | 74348T102 | COM | 1,684,000 | $13,169,000 | thousands by filing date | put |
| TEXAS ROADHOUSE INC COM | 882681109 | Stock | 286,897 | $13,083,000 | thousands by filing date | |
| TRUPANION INC | 898202106 | COM | 970,000 | $12,853,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 160,029 | $12,669,000 | thousands by filing date | |
| SCHEIN HENRY INC | 806407102 | COM | 69,783 | $12,338,000 | thousands by filing date | |
| AGRIUM INC | 008916108 | COM | 135,851 | $12,227,000 | thousands by filing date | |
| ITAU UNIBANCO HLDG S A SPON ADR REP PFD | 465562106 | ADR | 1,261,647 | $11,910,000 | thousands by filing date | |
| TUPPERWARE BRANDS CORP | 899896104 | COM | 210,527 | $11,848,000 | thousands by filing date | |
| INTERPUBLIC GROUP COS | 460690100 | COM | 511,500 | $11,816,000 | thousands by filing date | |
| UNILEVER N V | 904784709 | N Y SHS NEW | 250,000 | $11,735,000 | thousands by filing date | |
| DREW INDS INC | 26168L205 | COM NEW | 136,721 | $11,599,000 | thousands by filing date | |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 157,400 | $11,032,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 249,435 | $10,875,000 | thousands by filing date | |
| CPFL ENERGIA SA SPONS ADR | 126153105 | SPONS ADR | 845,066 | $10,868,000 | thousands by filing date | |
| UNIVERSAL CORP VA MTNS BK ENT COM | 913456109 | Stock | 182,400 | $10,532,000 | thousands by filing date | |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 185,781 | $10,368,000 | thousands by filing date | |
| DOUBLE EAGLE ACQUISITION COR | G28195108 | UNIT 99/99/9999 | 999,897 | $9,929,000 | thousands by filing date | |
| STARZ | 85571Q102 | COM SER A | 331,337 | $9,914,000 | thousands by filing date | |
| SKYWEST INC COM | 830879102 | Stock | 371,266 | $9,824,000 | thousands by filing date | |
| Dow Chemical Company | 260543103 | COM | 194,500 | $9,669,000 | thousands by filing date | |
| SANMINA CORP COM | 801056102 | Stock | 356,893 | $9,568,000 | thousands by filing date | |
| AERCAP HOLDINGS NV SHS | N00985106 | Stock | 278,200 | $9,345,000 | thousands by filing date | |
| CANADIANNATLRYCOF | 136375102 | STOK | 158,100 | $9,287,000 | thousands by filing date | |
| XEROX CORP | 984121103 | COM | 975,500 | $9,257,000 | thousands by filing date | |
| SIX FLAGS ENTERTAINMENT CORP | 83001A102 | COM | 158,466 | $9,183,000 | thousands by filing date | |
| CHEMICAL FINANCIAL CORP | 163731102 | COM | 245,148 | $9,142,000 | thousands by filing date | |
| PDL BIOPHARMA INC | 69329Y104 | COM | 2,853,102 | $8,959,000 | thousands by filing date | |
| GANNETT SPINCO INC | 36473H104 | COM | 643,598 | $8,888,000 | thousands by filing date | |
| EXPRESS INC | 30219E103 | COMMON STOCK | 595,421 | $8,640,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 41,081 | $8,608,000 | thousands by filing date | |
| ESSENT GROUP LTD COM | G3198U102 | Stock | 387,961 | $8,461,000 | thousands by filing date | |
| CHEMOURS CO COM | 163851108 | Stock | 1,023,544 | $8,434,000 | thousands by filing date | |
| GOODYEAR TIRE & RUBBER CO | 382550101 | COM | 325,700 | $8,357,000 | thousands by filing date | |
| WINDSTREAM HLDGS INC | 97382A200 | COM NEW | 900,000 | $8,343,000 | thousands by filing date | put |
| AMERICAN INTL GROUP INC | 026874156 | *W EXP 01/19/202 | 441,238 | $8,247,000 | thousands by filing date | |
| TOTALENERGIES SE | 89151E109 | SPONSORED ADS | 170,579 | $8,205,000 | thousands by filing date | |
| POTASH CORP OF SASKATCHEWAN | 73755L107 | COMMON STOCK-FO | 504,100 | $8,151,000 | thousands by filing date | |
| QIWI PLC | 74735M108 | SPON ADR REP B | 617,400 | $8,088,000 | thousands by filing date | |
| NEWS CORP NEW CL A | 65249B109 | Stock | 701,849 | $7,966,000 | thousands by filing date | |
| AUTONATION INC COM | 05329W102 | Stock | 167,656 | $7,876,000 | thousands by filing date | |
| LEUCADIA NATL CORP | 527288104 | COM | 450,000 | $7,799,000 | thousands by filing date | |
| BRITISH AMERN TOB PLC SPONSORED ADR | 110448107 | ADR | 59,584 | $7,715,000 | thousands by filing date | |
| NEW ORIENTAL EDUCATION & TECHN | 647581107 | SPON ADR | 180,600 | $7,564,000 | thousands by filing date | |
| CHEESECAKE FACTORY INC | 163072101 | COM | 156,534 | $7,536,000 | thousands by filing date | |
| NETEASE COM INC SPONSORED ADS | 64110W102 | ADR | 38,900 | $7,516,000 | thousands by filing date | |
| SOCIEDAD QUIMICA Y MINERA DE C | 833635105 | SPON ADR SER B | 303,578 | $7,504,000 | thousands by filing date | |
| ATLAS AIR WORLDWIDE HOLDINGS I | 049164205 | COM NEW | 181,092 | $7,501,000 | thousands by filing date | |
| ADVANCED SEMICONDUCTOR ENGR | 00756M404 | SPONSORED ADR | 1,327,100 | $7,405,000 | thousands by filing date | |
| MANULIFE FINL CORP | 56501R106 | COM | 531,500 | $7,232,000 | thousands by filing date | |
| COMMUNITY HEALTH SYSTEMS INC | 203668108 | COMMON STOCK | 600,000 | $7,230,000 | thousands by filing date | |
| PRA Group Inc | 69354N106 | COM | 299,214 | $7,223,000 | thousands by filing date | |
| MBIA INC | 55262C100 | COMMON STOCK | 1,054,666 | $7,203,000 | thousands by filing date | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 31,389 | $7,177,000 | thousands by filing date | |
| NORTHWEST BANCSHARES INC COM | 667340103 | Stock | 473,171 | $7,017,000 | thousands by filing date | |
| WALKER&DUNLOPINC | 93148P102 | STOK | 307,819 | $7,012,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 173,800 | $6,832,000 | thousands by filing date | put |
| ARES CAPITAL CORP | 04010L103 | COM | 479,538 | $6,809,000 | thousands by filing date | |
| GLAXOSMITHKLINE PLC-ADR | 37733W105 | SPONSORED ADR | 154,880 | $6,712,000 | thousands by filing date | |
| CELESTICA INC | 15101Q108 | COMMON STOCK-FO | 703,100 | $6,507,000 | thousands by filing date | |
| TRUEBLUE INC | 89785X101 | COM | 341,038 | $6,452,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 575,344 | $6,409,000 | thousands by filing date | |
| GAMING & LEISURE P COM | 36467J108 | REIT | 185,207 | $6,386,000 | thousands by filing date | |
| HENRY JACK & ASSOC INC | 426281101 | COM | 72,541 | $6,331,000 | thousands by filing date | |
| GENTEX CORP COM | 371901109 | Stock | 403,072 | $6,227,000 | thousands by filing date | |
| BROCADE COMMUNICATIONS SYS I | 111621306 | COM NEW | 668,866 | $6,140,000 | thousands by filing date | |
| DENBURY RES INC | 247916208 | COM NEW | 1,698,941 | $6,099,000 | thousands by filing date | |
| PRECISION DRILLING CORP | 74022D308 | COM 2010 | 1,139,500 | $6,010,000 | thousands by filing date | |
| ISHARES MSCI EAFE SMALL-CAP ETF | 464288273 | ETF | 124,100 | $5,989,000 | thousands by filing date | |
| WEIBO CORP SPONSORED ADR | 948596101 | ADR | 202,300 | $5,747,000 | thousands by filing date | |
| WYNDHAM DESTINATIONS INC | 98310W108 | COM | 78,500 | $5,592,000 | thousands by filing date | |
| SILICON MOTION TECHNOLOGY CORP SPONSORED ADR | 82706C108 | ADR | 115,000 | $5,497,000 | thousands by filing date | |
| ROSS STORES INC COM | 778296103 | Stock | 93,772 | $5,316,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 56,250 | $5,288,000 | thousands by filing date | |
| GRUPO AEROPORTUARIO DEL SURE | 40051E202 | SPON ADR SER B | 33,100 | $5,281,000 | thousands by filing date | |
| GRUPO SUPERVIELLE S.A. | 40054A108 | CMN | 408,798 | $5,229,000 | thousands by filing date | |
| ACCO BRANDS CORP COM | 00081T108 | Stock | 505,763 | $5,225,000 | thousands by filing date | |
| SHIRE PLC | 82481R106 | COMMON STOCK-FO | 28,297 | $5,209,000 | thousands by filing date | |
| WPX ENERGY INC | 98212B103 | COM | 559,100 | $5,205,000 | thousands by filing date | |
| WESTERN REFNG INC | 959319104 | COM | 244,680 | $5,048,000 | thousands by filing date | |
| NAVIGATORS GROUP INC | 638904102 | COM | 54,529 | $5,015,000 | thousands by filing date | |
| BGC PARTNERS INC | 05541T101 | CL A | 566,002 | $4,930,000 | thousands by filing date | |
| STERIS PLC | G84720104 | SHS USD | 71,418 | $4,910,000 | thousands by filing date | |
| PHILLIPS 66 COM | 718546104 | Stock | 60,000 | $4,760,000 | thousands by filing date | |
| WATSCO INC COM | 942622200 | Stock | 33,834 | $4,760,000 | thousands by filing date | |
| NOVO-NORDISK A S ADR | 670100205 | ADR | 87,600 | $4,711,000 | thousands by filing date | |
| NEWELL BRANDS INC COM | 651229106 | Stock | 95,654 | $4,646,000 | thousands by filing date | |
| OMEGA PROTEIN CORP | 68210P107 | COM | 228,500 | $4,568,000 | thousands by filing date | |
| MAGNA INTL INC COM | 559222401 | Stock | 130,700 | $4,564,000 | thousands by filing date | |
| TECK RESOURCES LTD CL B | 878742204 | Stock | 347,298 | $4,549,000 | thousands by filing date | |
| MARRIOTT VACATIONS WORLDWIDE C COM | 57164Y107 | Stock | 66,136 | $4,530,000 | thousands by filing date | |
| TOWER INTL INC | 891826109 | COM | 219,865 | $4,525,000 | thousands by filing date | |
| SILICONWARE PRECISION INDS L | 827084864 | SPONSD ADR SPL | 580,500 | $4,447,000 | thousands by filing date | |
| CACI INTL INC CL A | 127190304 | Stock | 49,100 | $4,439,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 100,829 | $4,357,000 | thousands by filing date | |
| COLUMBIA SPORTSWEAR CO | 198516106 | COM | 75,175 | $4,326,000 | thousands by filing date | |
| MEREDITH CORP | 589433101 | COM | 82,085 | $4,261,000 | thousands by filing date | |
| SELECTIVE INS GROUP INC | 816300107 | COM | 111,312 | $4,253,000 | thousands by filing date | |
| MATSON INC COM | 57686G105 | Stock | 131,575 | $4,249,000 | thousands by filing date | |
| AUTOHOME INC SP ADS RP CL A | 05278C107 | ADR | 211,100 | $4,245,000 | thousands by filing date | |
| DR REDDYS LABS LTD ADR | 256135203 | ADR | 80,200 | $4,109,000 | thousands by filing date | |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 146,858 | $3,965,000 | thousands by filing date | |
| LIBERTY | 531229888 | COMMON STOCK | 268,562 | $3,937,000 | thousands by filing date | |
| SIBANYE GOLD LTD | 825724206 | SPONSORED ADR | 286,893 | $3,907,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 55,700 | $3,841,000 | thousands by filing date | |
| AVISTA CORP COM | 05379B107 | Stock | 85,200 | $3,817,000 | thousands by filing date | |
| COOPER TIRE & RUBR CO | 216831107 | COM | 127,233 | $3,794,000 | thousands by filing date | |
| SCRIPPS NETWORKS INTERACT IN | 811065101 | CL A COM | 60,875 | $3,791,000 | thousands by filing date | |
| JANUS CAPITAL GROUP INC | 47102X105 | COMMON STOCK | 267,546 | $3,724,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 97,500 | $3,701,000 | thousands by filing date | |
| EPLUS INC | 294268107 | COM | 44,841 | $3,668,000 | thousands by filing date | |
| STANLEY BLACK & DECKER INC COM | 854502101 | Stock | 32,900 | $3,659,000 | thousands by filing date | |
| CHANGYOU COM LTD | 15911M107 | ADS REP CL A | 180,500 | $3,617,000 | thousands by filing date | |
| CSG SYSTEMS | 126349109 | COM | 88,351 | $3,561,000 | thousands by filing date | |
| HIMAX TECHNOLOGIES INC SPONSORED ADR | 43289P106 | ADR | 430,200 | $3,553,000 | thousands by filing date | |
| QUNAR CAYMAN IS LTD SPNS ADR CL B | 74906P104 | ADR | 115,876 | $3,452,000 | thousands by filing date | |
| UNITED MICROELECTRONICS CORP SPON ADR NEW | 910873405 | ADR | 1,692,400 | $3,368,000 | thousands by filing date | |
| CALIFORNIA RES CORP | 13057Q206 | COM NEW | 263,608 | $3,216,000 | thousands by filing date | |
| GROUP 1 AUTOMOTIVE INC COM | 398905109 | Stock | 64,629 | $3,190,000 | thousands by filing date | |
| SYKES ENTERPRISES INC COM | 871237103 | Stock | 109,722 | $3,178,000 | thousands by filing date | |
| WABASH NATIONAL CORP | 929566107 | COMMON STOCK | 250,059 | $3,176,000 | thousands by filing date | |
| OLD REP INTL CORP COM | 680223104 | Stock | 159,400 | $3,075,000 | thousands by filing date | |
| CREDICORP LTD | G2519Y108 | COM | 19,500 | $3,009,000 | thousands by filing date | |
| APOLLO COML REAL ESTATE FIN | 03762U105 | COM | 185,665 | $2,984,000 | thousands by filing date | |
| QUINPARIO ACQUISITION CORP 2 | 74874U101 | COM | 300,000 | $2,967,000 | thousands by filing date | |
| TURKCELL ILETISIM SPON ADR NEW | 900111204 | ADR | 314,700 | $2,880,000 | thousands by filing date | |
| MURPHY OIL CORP COM | 626717102 | Stock | 89,500 | $2,842,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 220,639 | $2,769,000 | thousands by filing date | |
| CENOVUS ENERGY INC | 15135U109 | COM | 201,200 | $2,768,000 | thousands by filing date | |
| BLACKROCK CAP INVT CORP | 092533108 | COM | 353,288 | $2,749,000 | thousands by filing date | |
| ADECOAGRO S A | L00849106 | COM | 245,800 | $2,696,000 | thousands by filing date | |
| DILLARDS INC CL A | 254067101 | Stock | 44,206 | $2,679,000 | thousands by filing date | |
| ASPEN INSURANCE HOLDINGS LTD | G05384105 | SHS | 57,490 | $2,666,000 | thousands by filing date | |
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 30,600 | $2,586,000 | thousands by filing date | |
| STATOIL ASA | 85771P102 | SPONSORED ADR | 146,600 | $2,538,000 | thousands by filing date | |
| LESAKA TECHNOLOGIES INC | 64107N206 | CMN | 252,741 | $2,525,000 | thousands by filing date | |
| WESTERN DIGITAL CORP | 958102105 | COM | 53,272 | $2,518,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 114,743 | $2,435,000 | thousands by filing date | |
| GYRODYNE LLC | 403829104 | COM | 119,888 | $2,400,000 | thousands by filing date | |
| IAMGOLD CORP COM | 450913108 | Stock | 581,200 | $2,394,000 | thousands by filing date | |
| NEW JERSEY RES CORP | 646025106 | COM | 61,604 | $2,375,000 | thousands by filing date | |
| DOUGLAS DYNAMICS INC | 25960R105 | COM | 91,847 | $2,363,000 | thousands by filing date | |
| HUBBELL INC COM | 443510607 | Stock | 22,099 | $2,331,000 | thousands by filing date | |
| SUPERIOR INDS INTL INC | 868168105 | COM | 84,484 | $2,262,000 | thousands by filing date | |
| SANFILIPPO JOHN B & SON INC | 800422107 | COM | 52,600 | $2,242,000 | thousands by filing date | |
| AMER STATES WTR CO COM | 029899101 | Stock | 49,187 | $2,155,000 | thousands by filing date | |
| KNIGHT TRANSN INC | 499064103 | COM | 79,758 | $2,120,000 | thousands by filing date | |
| NATIONAL GRID PLC | 636274300 | SPONSORED ADR NE | 28,200 | $2,096,000 | thousands by filing date | |
| AVG TECHNOLOGIES | N07831105 | SHS | 107,900 | $2,049,000 | thousands by filing date | |
| AU OPTRONICS CORP | 002255107 | SPONSORED ADR | 584,900 | $2,041,000 | thousands by filing date | |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 51,000 | $2,000,000 | thousands by filing date | |
| EURONET WORLDWIDE INC COM | 298736109 | Stock | 28,500 | $1,972,000 | thousands by filing date | |
| KOREA ELEC PWR CORP SPONSORED ADR | 500631106 | ADR | 74,900 | $1,942,000 | thousands by filing date | |
| AMBEV SA SPONSORED ADR | 02319V103 | ADR | 327,200 | $1,934,000 | thousands by filing date | |
| HSBC HLDGS PLC SPON ADR NEW | 404280406 | ADR | 61,500 | $1,926,000 | thousands by filing date | |
| BRIGGS & STRATTON CORP | 109043109 | COM | 88,110 | $1,866,000 | thousands by filing date | |
| ICON PUB LTD CO SHS | G4705A100 | Stock | 26,300 | $1,841,000 | thousands by filing date | |
| AMERICAN CAPITAL LTD | 02503Y103 | COM | 115,900 | $1,835,000 | thousands by filing date | |
| WHITING PETE CORP NEW | 966387102 | COM | 197,900 | $1,833,000 | thousands by filing date | |
| AMERICA MOVIL SA DE CV-ADR | 02364W105 | SPON ADR L SHS | 145,100 | $1,779,000 | thousands by filing date | |
| MOSAIC CO COM | 61945C103 | Stock | 67,904 | $1,778,000 | thousands by filing date | |
| NEBIUS GROUP N.V. | N97284108 | SHS CLASS A | 80,724 | $1,764,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 158,000 | $1,760,000 | thousands by filing date | put |
| UNIVERSAL HLTH SVCS INC CL B | 913903100 | Stock | 13,000 | $1,743,000 | thousands by filing date | |
| ASSURANT INC COM | 04621X108 | Stock | 20,111 | $1,736,000 | thousands by filing date | |
| TUTOR PERINI CORP | 901109108 | COM | 73,519 | $1,731,000 | thousands by filing date | |
| RR DONNELLEY + SONS CO | 257867101 | COM | 101,719 | $1,721,000 | thousands by filing date | |
| ENNIS INC COM | 293389102 | Stock | 89,365 | $1,714,000 | thousands by filing date | |
| ECOPETROL S A SPONSORED ADS | 279158109 | ADR | 179,300 | $1,714,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 67,447 | $1,707,000 | thousands by filing date | |
| BROADCOM LTD | Y09827109 | SHS | 10,883 | $1,691,000 | thousands by filing date | |
| PPL CORP COM | 69351T106 | Stock | 44,500 | $1,680,000 | thousands by filing date | |
| UNIT CORP | 909218109 | COM | 107,000 | $1,665,000 | thousands by filing date | |
| SINA CORP | G81477104 | ORD | 31,900 | $1,655,000 | thousands by filing date | |
| UPBOUND GROUP INC COM | 76009N100 | Stock | 134,507 | $1,652,000 | thousands by filing date | |
| BAXTER INTL INC | 071813109 | COM | 36,465 | $1,649,000 | thousands by filing date | |
| AMERICAN NATL INS | 028591105 | COMMON STOCK | 14,484 | $1,639,000 | thousands by filing date | |
| MAXIMUS INC | 577933104 | COM | 29,572 | $1,637,000 | thousands by filing date | |
| INSIGHT ENTERPRISES INC | 45765U103 | COM | 62,602 | $1,628,000 | thousands by filing date | |
| COOPER STANDARD HOLDING | 21676P103 | COMMON STOCK | 20,400 | $1,611,000 | thousands by filing date | |
| CHIMERA INVESTMENT CORP | 16934Q208 | COM NEW | 100,800 | $1,583,000 | thousands by filing date | |
| THIRD PT REINS LTD | G8827U100 | COM | 134,243 | $1,573,000 | thousands by filing date | |
| Anglogold Ashanti Plc | 035128206 | Common | 80,600 | $1,456,000 | thousands by filing date | |
| C H ROBINSON WORLDWIDE IN COM NEW | 12541W209 | Stock | 19,328 | $1,435,000 | thousands by filing date | |
| HSN INC | 404303109 | COM | 28,533 | $1,396,000 | thousands by filing date | |
| VONAGE HLDGS CORP | 92886T201 | COM | 221,075 | $1,349,000 | thousands by filing date | |
| TEGNA INC COM | 87901J105 | Stock | 57,500 | $1,332,000 | thousands by filing date | |
| FABRINET SHS | G3323L100 | Stock | 35,695 | $1,325,000 | thousands by filing date | |
| WABCO HLDGS INC | 92927K102 | COM | 13,796 | $1,263,000 | thousands by filing date | |
| WESTERN UN CO COM | 959802109 | Stock | 65,100 | $1,249,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 39,400 | $1,206,000 | thousands by filing date | |
| SPX FLOW INC COM | 78469X107 | Stock | 45,787 | $1,194,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 50,561 | $1,184,000 | thousands by filing date | |
| AMERICAN EQUITY INVT LIFE | 025676206 | COMMON STOCK | 83,092 | $1,184,000 | thousands by filing date | |
| NVR INC COM | 62944T105 | Stock | 650 | $1,157,000 | thousands by filing date | |
| ONEMAIN HLDGS INC COM | 68268W103 | Stock | 49,673 | $1,134,000 | thousands by filing date | |
| KROGER CO COM | 501044101 | Stock | 30,100 | $1,107,000 | thousands by filing date | |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 32,300 | $1,087,000 | thousands by filing date | |
| ENSCO PLC | G3157S106 | SHS CLASS A | 111,400 | $1,082,000 | thousands by filing date | |
| WESCO INTL INC COM | 95082P105 | Stock | 20,800 | $1,071,000 | thousands by filing date | |
| CENTRAL GARDEN & PET CO | 153527205 | CL A NON-VTG | 47,900 | $1,040,000 | thousands by filing date | |
| DHX MEDIA LTD | 252406608 | SHS VAR VTG | 200,900 | $1,024,000 | thousands by filing date | |
| CHIPOTLEMEXICANGRILLI | 169656105 | STOK | 2,530 | $1,019,000 | thousands by filing date | |
| ARRAY DIGITAL INFRASTRUCTURE | 911684108 | COM | 25,755 | $1,011,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 8,973 | $1,009,000 | thousands by filing date | |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 15,800 | $1,001,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 18,368 | $984,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 12,067 | $982,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 9,717 | $981,000 | thousands by filing date | |
| ANSYS INC COM | 03662Q105 | COM | 10,438 | $947,000 | thousands by filing date | |
| JOY GLOBAL INC | 481165108 | COM | 44,400 | $939,000 | thousands by filing date | |
| MANPOWERGROUP INC WIS COM | 56418H100 | Stock | 14,100 | $907,000 | thousands by filing date | |
| NOBLE CORP PLC | G65431101 | SHS USD | 110,000 | $906,000 | thousands by filing date | |
| COSAN LTD | G25343107 | SHS A | 138,920 | $904,000 | thousands by filing date | |
| PBF ENERGY INC | 69318G106 | CL A | 37,600 | $894,000 | thousands by filing date | |
| HAWAIIAN HOLDINGS INC | 419879101 | COM | 23,484 | $891,000 | thousands by filing date | |
| ENDURANCE SPECIALTY HLDGS LT | G30397106 | SHS | 13,135 | $882,000 | thousands by filing date | |
| MAIDEN HOLDINGS LTD | G5753U112 | SHS | 71,690 | $877,000 | thousands by filing date | |
| UNIVERSAL FST PRODS INC | 913543104 | COM | 9,400 | $871,000 | thousands by filing date | |
| Chubb Limited | H1467J104 | COM | 6,254 | $817,000 | thousands by filing date | |
| DIAMOND OFFSHORE DRILLING IN | 25271C102 | COM | 33,100 | $805,000 | thousands by filing date | |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 33,000 | $802,000 | thousands by filing date | |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD | 824596100 | ADR | 24,200 | $792,000 | thousands by filing date | |
| SASOL LTD | 803866300 | SPONSORED ADR | 28,600 | $776,000 | thousands by filing date | |
| BANCO BRADESCO S A | 059460303 | SP ADR PFD NEW | 97,120 | $759,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 2,000,000 | $750,000 | thousands by filing date | principal |
| FOMENTO ECONOMICO MEXICANO S A SPON ADR UNITS | 344419106 | ADR | 8,100 | $749,000 | thousands by filing date | |
| APOLLO GROUP INC | 037604105 | CL A | 81,612 | $744,000 | thousands by filing date | |
| XILINX INC | 983919101 | COM | 16,000 | $738,000 | thousands by filing date | |
| EXTERRAN CORP | 30227H106 | COM | 56,278 | $723,000 | thousands by filing date | |
| ISHARES | 464286731 | MSCI TAIWAN ETF | 51,093 | $718,000 | thousands by filing date | |
| TOTAL SYS SVCS INC | 891906109 | COM | 12,790 | $679,000 | thousands by filing date | |
| REGIONAL MANAGEMENT CORP | 75902K106 | COMMON STOCK | 46,312 | $679,000 | thousands by filing date | |
| LINCOLN ELEC HLDGS INC | 533900106 | COM | 11,412 | $674,000 | thousands by filing date | |
| ROWAN COMPANIES PLC | G7665A101 | SHS CL A | 37,300 | $659,000 | thousands by filing date | |
| GENWORTH FINL INC | 37247D106 | COM SHS | 254,334 | $656,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 16,450 | $655,000 | thousands by filing date | |
| NEWFIELD EXPL CO | 651290108 | COM | 14,600 | $645,000 | thousands by filing date | |
| ARES COML REAL ESTATE CORP | 04013V108 | COM | 52,421 | $644,000 | thousands by filing date | |
| SK TELECOM LTD | 78440P108 | SPONSORED ADR | 30,600 | $640,000 | thousands by filing date | |
| GLADSTONE INVESTMENT CORP | 376546107 | COM | 85,400 | $611,000 | thousands by filing date | |
| GOLD FIELDS LTD SPONSORED ADR | 38059T106 | ADR | 124,100 | $608,000 | thousands by filing date | |
| CHIPMOS TECH BERMUDA LTD | G2110R114 | SHS | 33,600 | $608,000 | thousands by filing date | |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 140,547 | $602,000 | thousands by filing date | |
| COVISINT CORP | 22357R103 | COM | 273,987 | $597,000 | thousands by filing date | |
| INTERNATIONAL GAME TECHNOLOG | G4863A108 | SHS USD | 31,228 | $585,000 | thousands by filing date | |
| EXXON MOBIL CORP | 30231G102 | COM | 6,100 | $572,000 | thousands by filing date | |
| Xunlei Ltd-Adr | 98419E108 | COM | 107,500 | $563,000 | thousands by filing date | |
| VIACOM INC | 92553P201 | CL B | 13,368 | $554,000 | thousands by filing date | |
| DONALDSON INC COM | 257651109 | Stock | 16,104 | $553,000 | thousands by filing date | |
| HCI GROUP INC | 40416E103 | COM | 20,200 | $551,000 | thousands by filing date | |
| HOOKER FURNISHINGS CORPORATI | 439038100 | COM | 25,400 | $546,000 | thousands by filing date | |
| CELANESE CORP DEL COM | 150870103 | Stock | 8,100 | $530,000 | thousands by filing date | |
| WADDELL & REED FINL INC | 930059100 | CL A | 30,700 | $529,000 | thousands by filing date | |
| PROVIDENT FINL SVCS INC COM | 74386T105 | Stock | 26,600 | $522,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 14,400 | $522,000 | thousands by filing date | |
| APACHE CORP | 037411105 | COM | 9,332 | $520,000 | thousands by filing date | |
| FIRST DEFIANCE FINL CORP | 32006W106 | COMMON STOCK | 13,300 | $517,000 | thousands by filing date | |
| NII HLDGS INC COM PAR $0.001 | 62913F508 | CS | 161,700 | $514,000 | thousands by filing date | |
| POSCO HOLDINGS INC SPONSORED ADR | 693483109 | ADR | 11,400 | $507,000 | thousands by filing date | |
| SANTANDER CONSUMER USA HOLDINGS | 80283M101 | COMMON STOCK | 49,100 | $507,000 | thousands by filing date | |
| BERKLEY W R CORP COM | 084423102 | Stock | 8,372 | $502,000 | thousands by filing date | |
| ATWOOD OCEANICS INC | 050095108 | COM | 39,000 | $488,000 | thousands by filing date | |
| NABORS INDUSTRIES LTD | G6359F103 | SHS | 48,300 | $485,000 | thousands by filing date | |
| FAIRPOINT COMMUNICATIONS INC | 305560302 | COM NEW | 32,900 | $483,000 | thousands by filing date | |
| AMERICAN FINANCIAL GROUP INC COM | 025932104 | Stock | 6,500 | $481,000 | thousands by filing date | |
| RAYTHEON CO | 755111507 | COM NEW | 3,400 | $462,000 | thousands by filing date | |
| NETGEAR INC | 64111Q104 | COM | 9,700 | $461,000 | thousands by filing date | |
| CENTRAL GARDEN PET CO | 153527106 | COMMON STOCK | 19,800 | $452,000 | thousands by filing date | |
| TRIPLE-S MGMT CORP | 896749108 | CL B | 18,400 | $450,000 | thousands by filing date | |
| PENNYMAC FINANCIAL SERVICE-A | 70932B101 | CL A | 35,550 | $444,000 | thousands by filing date | |
| CNO FINL GROUP INC | 12621E103 | COM | 24,900 | $435,000 | thousands by filing date | |
| SCHOLASTIC CORP COM | 807066105 | Stock | 10,912 | $432,000 | thousands by filing date | |
| KEMPER CORP COM | 488401100 | Stock | 13,933 | $432,000 | thousands by filing date | |
| FBL FINL GROUP INC | 30239F106 | CL A | 7,100 | $431,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 2,799 | $426,000 | thousands by filing date | |
| GRUPO AEROPORTUNARIO DEL PAC | 400506101 | SPON ADS B | 4,100 | $421,000 | thousands by filing date | |
| COMPANHIA SIDERURGICA NACION | 20440W105 | SPONSORED ADR | 169,800 | $416,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 6,500 | $407,000 | thousands by filing date | |
| DINE BRANDS GLOBAL INC | 254423106 | COM | 4,800 | $407,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 2,900 | $399,000 | thousands by filing date | |
| TELEKOMUNIKASI IND SPONSORED ADR | 715684106 | ADR | 6,400 | $393,000 | thousands by filing date | |
| V2X INC | 92242T101 | COM | 13,619 | $388,000 | thousands by filing date | |
| CATCHMARK TIMBER TR INC CL A | 14912Y202 | REIT | 31,712 | $388,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 3,950 | $386,000 | thousands by filing date | |
| GENERAL MILLS INC COM | 370334104 | Stock | 5,300 | $378,000 | thousands by filing date | |
| Vale Sa | 91912E204 | COM | 93,800 | $376,000 | thousands by filing date | |
| TSAKOS ENERGY NAVIGATION LTD | G9108L108 | SHS | 79,500 | $373,000 | thousands by filing date | |
| ARGAN INC | 04010E109 | COM | 8,900 | $371,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001072613-16-000878 | this filing | 2016-08-12 | acceptance time not in the bulk data set |