$9.47 Billion is the total value of AJO, LP's 680 reported holdings in Q3 2020. The portfolio turnover from Q2 2020 to Q3 2020 was 41.3% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| VZ | Sell | Verizon Communications Inc | $200,601,000 | -15.3% | 3,372,015 | -21.5% | 2.12% | -2.1% |
| PFE | Sell | Pfizer Inc | $176,248,000 | -9.9% | 4,802,437 | -19.7% | 1.86% | +4.2% |
| MSFT | Sell | Microsoft Corp | $172,081,000 | -25.4% | 818,153 | -27.8% | 1.82% | -13.7% |
| AMZN | Sell | Amazon.com Inc | $155,761,000 | -26.4% | 49,468 | -35.5% | 1.65% | -14.8% |
| JNJ | Sell | Johnson & Johnson | $142,746,000 | +3.5% | 958,807 | -2.2% | 1.51% | +19.8% |
| PM | Sell | Philip Morris International In | $120,031,000 | -18.0% | 1,600,640 | -23.4% | 1.27% | -5.1% |
| ATVI | Sell | Activision Blizzard Inc | $114,012,000 | -23.6% | 1,408,445 | -28.4% | 1.20% | -11.7% |
| MRK | Sell | Merck & Co Inc | $113,936,000 | -19.2% | 1,373,567 | -24.7% | 1.20% | -6.5% |
| EA | Sell | Electronic Arts Inc | $108,959,000 | -23.7% | 835,515 | -22.7% | 1.15% | -11.7% |
| C | Sell | Citigroup Inc | $106,988,000 | -30.5% | 2,481,749 | -17.6% | 1.13% | -19.6% |
| ALL | Sell | Allstate Corp/The | $100,588,000 | -13.5% | 1,068,504 | -10.9% | 1.06% | +0.1% |
| EBAY | Sell | eBay Inc | $98,066,000 | -25.5% | 1,882,284 | -25.0% | 1.04% | -13.8% |
| MAS | Sell | Masco Corp | $93,769,000 | -20.6% | 1,700,891 | -27.7% | 0.99% | -8.2% |
| AES | Sell | AES Corp/The | $91,030,000 | +20.0% | 5,026,550 | -4.0% | 0.96% | +38.8% |
| MO | Sell | Altria Group Inc | $89,550,000 | -22.9% | 2,317,578 | -21.7% | 0.95% | -10.8% |
| KR | Sell | Kroger Co/The | $88,713,000 | -34.6% | 2,616,145 | -34.7% | 0.94% | -24.4% |
| BK | Sell | Bank of New York Mellon Corp/T | $85,376,000 | -31.4% | 2,486,235 | -22.8% | 0.90% | -20.7% |
| MCK | Sell | McKesson Corp | $83,320,000 | -30.1% | 559,464 | -28.0% | 0.88% | -19.2% |
| EXPD | Sell | Expeditors International of Wa | $81,299,000 | -33.5% | 898,144 | -44.1% | 0.86% | -23.0% |
| ALLY | Sell | Ally Financial Inc | $71,158,000 | -4.4% | 2,838,444 | -24.4% | 0.75% | +10.6% |
| ORCL | Sell | Oracle Corp | $68,925,000 | -44.4% | 1,154,532 | -48.5% | 0.73% | -35.6% |
| CTXS | Sell | Citrix Systems Inc | $67,708,000 | -46.2% | 491,673 | -42.2% | 0.72% | -37.8% |
| TTWO | Sell | Take-Two Interactive Software | $66,744,000 | -45.6% | 403,974 | -54.0% | 0.70% | -37.1% |
| BMY | Sell | Bristol-Myers Squibb Co | $61,701,000 | -61.7% | 1,023,418 | -62.7% | 0.65% | -55.7% |
| BABA | Sell | Alibaba Group Holding Ltd | $56,876,000 | -3.7% | 193,470 | -29.4% | 0.60% | +11.3% |
| NRG | Sell | NRG Energy Inc | $52,550,000 | -19.0% | 1,709,536 | -14.2% | 0.56% | -6.2% |
| CFG | Sell | Citizens Financial Group Inc | $48,417,000 | -25.5% | 1,915,305 | -25.6% | 0.51% | -13.7% |
| ARW | Sell | Arrow Electronics Inc | $48,029,000 | -13.9% | 610,612 | -24.8% | 0.51% | -0.6% |
| KMB | Sell | Kimberly-Clark Corp | $47,173,000 | -33.5% | 319,475 | -36.3% | 0.50% | -23.1% |
| ZNGA | Sell | Zynga Inc | $46,712,000 | -54.8% | 5,121,938 | -52.7% | 0.49% | -47.7% |
| GIS | Sell | General Mills Inc | $44,584,000 | -12.1% | 722,842 | -12.1% | 0.47% | +1.7% |
| PFG | Sell | Principal Financial Group Inc | $44,576,000 | -22.6% | 1,106,954 | -20.1% | 0.47% | -10.5% |
| DOX | Sell | Amdocs Ltd | $43,391,000 | -14.9% | 755,832 | -9.8% | 0.46% | -1.7% |
| EQH | Sell | Equitable Holdings Inc | $43,265,000 | -48.9% | 2,372,034 | -46.0% | 0.46% | -41.0% |
| TDS | Sell | Telephone and Data Systems Inc | $42,236,000 | -22.0% | 2,290,493 | -15.9% | 0.45% | -9.7% |
| RBC | Sell | Regal Beloit Corp | $40,061,000 | -8.4% | 426,783 | -14.8% | 0.42% | +6.0% |
| BHF | Sell | Brighthouse Financial Inc | $39,545,000 | -14.9% | 1,469,545 | -12.0% | 0.42% | -1.4% |
| OFC | Sell | Corporate Office Properties Tr | $38,676,000 | -15.9% | 1,630,585 | -10.1% | 0.41% | -2.6% |
| STX | Sell | Seagate Technology PLC | $36,005,000 | -25.6% | 730,782 | -26.9% | 0.38% | -14.0% |
| NAVI | Sell | Navient Corp | $35,341,000 | +6.7% | 4,182,532 | -11.3% | 0.37% | +23.1% |
| EXC | Sell | Exelon Corp | $35,067,000 | -21.8% | 980,628 | -20.6% | 0.37% | -9.5% |
| AOS | Sell | A O Smith Corp | $34,820,000 | -42.2% | 659,481 | -48.4% | 0.37% | -33.1% |
| FLO | Sell | Flowers Foods Inc | $34,039,000 | -18.7% | 1,399,114 | -25.3% | 0.36% | -6.0% |
| NFG | Sell | National Fuel Gas Co | $33,203,000 | -10.9% | 818,020 | -8.0% | 0.35% | +3.2% |
| CAH | Sell | Cardinal Health Inc | $32,894,000 | -71.2% | 700,625 | -68.0% | 0.35% | -66.7% |
| MS | Sell | Morgan Stanley | $32,363,000 | -74.1% | 669,380 | -74.2% | 0.34% | -70.1% |
| SLGN | Sell | Silgan Holdings Inc | $31,774,000 | -13.4% | 864,140 | -23.7% | 0.34% | +0.3% |
| ABC | Sell | AmerisourceBergen Corp | $31,176,000 | -50.1% | 321,678 | -48.1% | 0.33% | -42.4% |
| BIIB | Sell | Biogen Inc | $30,196,000 | -73.3% | 106,444 | -74.8% | 0.32% | -69.1% |
| MDLZ | Sell | Mondelez International Inc | $29,834,000 | -65.2% | 519,331 | -69.0% | 0.32% | -59.7% |
| GPK | Sell | Graphic Packaging Holding Co | $29,433,000 | -57.7% | 2,088,988 | -58.0% | 0.31% | -51.1% |
| SNPS | Sell | Synopsys Inc | $29,285,000 | -10.5% | 136,864 | -18.4% | 0.31% | +3.3% |
| VOYA | Sell | Voya Financial Inc | $29,091,000 | -32.7% | 606,967 | -34.5% | 0.31% | -22.3% |
| MET | Sell | MetLife Inc | $28,448,000 | -74.1% | 765,367 | -74.6% | 0.30% | -70.0% |
| WERN | Sell | Werner Enterprises Inc | $27,994,000 | -7.0% | 666,712 | -3.6% | 0.30% | +7.6% |
| STMP | Sell | Stamps.com Inc | $27,523,000 | -14.3% | 114,228 | -34.6% | 0.29% | -0.7% |
| JAZZ | Sell | Jazz Pharmaceuticals PLC | $27,424,000 | -22.6% | 192,335 | -40.1% | 0.29% | -10.5% |
| AN | Sell | AutoNation Inc | $26,701,000 | +15.1% | 504,482 | -18.3% | 0.28% | +33.0% |
| HIG | Sell | Hartford Financial Services Gr | $25,372,000 | -18.1% | 688,352 | -14.3% | 0.27% | -5.3% |
| JPM | Sell | JPMorgan Chase & Co | $25,151,000 | -64.6% | 261,265 | -65.4% | 0.27% | -59.0% |
| TGT | Sell | Target Corp | $24,872,000 | -5.6% | 158,003 | -28.1% | 0.26% | +9.1% |
| CBT | Sell | Cabot Corp | $24,838,000 | -4.5% | 689,393 | -1.8% | 0.26% | +10.1% |
| INTC | Sell | Intel Corp | $24,407,000 | -90.1% | 471,366 | -88.6% | 0.26% | -88.5% |
| VRSN | Sell | VeriSign Inc | $24,019,000 | -80.3% | 117,257 | -80.2% | 0.25% | -77.2% |
| CW | Sell | Curtiss-Wright Corp | $23,693,000 | -37.0% | 254,062 | -39.7% | 0.25% | -27.3% |
| MTG | Sell | MGIC Investment Corp | $23,619,000 | +3.0% | 2,665,926 | -4.8% | 0.25% | +19.6% |
| JNPR | Sell | Juniper Networks Inc | $23,200,000 | -47.9% | 1,079,103 | -44.6% | 0.24% | -39.8% |
| RDN | Sell | Radian Group Inc | $22,156,000 | -25.3% | 1,516,558 | -20.7% | 0.23% | -13.7% |
| EME | Sell | EMCOR Group Inc | $21,926,000 | -20.8% | 323,841 | -22.6% | 0.23% | -8.3% |
| IDA | Sell | IDACORP Inc | $21,304,000 | -27.2% | 266,647 | -20.4% | 0.22% | -15.7% |
| NFLX | Sell | Netflix Inc | $21,139,000 | +5.8% | 42,278 | -3.7% | 0.22% | +22.5% |
| COP | Sell | ConocoPhillips | $21,130,000 | -65.9% | 643,433 | -56.4% | 0.22% | -60.6% |
| FFIV | Sell | F5 Networks Inc | $19,477,000 | -41.7% | 158,652 | -33.7% | 0.21% | -32.5% |
| AMGN | Sell | Amgen Inc | $18,813,000 | -30.9% | 74,027 | -35.9% | 0.20% | -20.1% |
| THG | Sell | Hanover Insurance Group Inc/Th | $18,734,000 | -35.8% | 201,067 | -30.2% | 0.20% | -25.6% |
| DG | Sell | Dollar General Corp | $18,654,000 | -85.6% | 88,995 | -86.9% | 0.20% | -83.4% |
| WMT | Sell | Walmart Inc | $18,409,000 | -9.3% | 131,581 | -22.3% | 0.19% | +4.9% |
| CDNS | Sell | Cadence Design Systems Inc | $18,349,000 | -59.5% | 172,084 | -63.5% | 0.19% | -53.1% |
| ANSS | Sell | ANSYS Inc | $17,799,000 | +0.6% | 54,395 | -10.3% | 0.19% | +16.0% |
| CL | Sell | Colgate-Palmolive Co | $17,732,000 | -3.3% | 229,857 | -8.1% | 0.19% | +12.0% |
| HRL | Sell | Hormel Foods Corp | $17,526,000 | -8.8% | 358,500 | -9.9% | 0.18% | +5.7% |
| GILD | Sell | Gilead Sciences Inc | $16,925,000 | -23.1% | 267,863 | -6.3% | 0.18% | -10.9% |
| CSCO | Sell | Cisco Systems Inc | $16,859,000 | -69.1% | 428,013 | -63.4% | 0.18% | -64.3% |
| CMI | Sell | Cummins Inc | $16,186,000 | -29.6% | 76,658 | -42.3% | 0.17% | -18.6% |
| SFM | Sell | Sprouts Farmers Market Inc | $16,099,000 | -49.2% | 769,267 | -37.9% | 0.17% | -41.4% |
| GS | Sell | Goldman Sachs Group Inc/The | $15,036,000 | -13.9% | 74,819 | -15.3% | 0.16% | 0.0% |
| NVDA | Sell | NVIDIA Corp | $14,176,000 | +12.8% | 26,194 | -20.8% | 0.15% | +30.4% |
| INGR | Sell | Ingredion Inc | $13,724,000 | -74.5% | 181,354 | -72.0% | 0.14% | -70.5% |
| ACN | Sell | Accenture PLC | $13,746,000 | -11.7% | 60,831 | -16.1% | 0.14% | +2.1% |
| FTNT | Sell | Fortinet Inc | $13,008,000 | -35.9% | 110,427 | -25.3% | 0.14% | -25.9% |
| GHC | Sell | Graham Holdings Co | $12,570,000 | +2.7% | 31,108 | -12.9% | 0.13% | +18.8% |
| CLX | Sell | Clorox Co/The | $12,575,000 | -34.7% | 59,838 | -31.8% | 0.13% | -24.4% |
| NTES | Sell | NetEase Inc | $10,976,000 | -2.2% | 24,143 | -7.6% | 0.12% | +13.7% |
| UPS | Sell | United Parcel Service Inc | $9,661,000 | -50.7% | 57,986 | -67.1% | 0.10% | -43.0% |
| QLYS | Sell | Qualys Inc | $9,543,000 | -34.6% | 97,380 | -30.6% | 0.10% | -24.1% |
| WST | Sell | West Pharmaceutical Services I | $9,392,000 | -73.3% | 34,168 | -78.0% | 0.10% | -69.3% |
| SIG | Sell | Signet Jewelers Ltd | $8,481,000 | +35.8% | 453,575 | -25.4% | 0.09% | +57.9% |
| XRX | Sell | Xerox Holdings Corp | $8,032,000 | +2.6% | 427,958 | -16.4% | 0.08% | +19.7% |
| RSG | Sell | Republic Services Inc | $7,861,000 | -19.6% | 84,219 | -29.4% | 0.08% | -6.7% |
| DLTR | Sell | Dollar Tree Inc | $7,625,000 | -16.5% | 83,487 | -15.2% | 0.08% | -2.4% |
| AMKR | Sell | Amkor Technology Inc | $7,710,000 | -12.4% | 688,513 | -3.7% | 0.08% | +1.2% |
| NEU | Sell | NewMarket Corp | $7,567,000 | -38.6% | 22,110 | -28.2% | 0.08% | -29.2% |
| LPX | Sell | Louisiana-Pacific Corp | $7,496,000 | -49.7% | 254,051 | -56.2% | 0.08% | -41.9% |
| CHRW | Sell | CH Robinson Worldwide Inc | $7,250,000 | -11.1% | 70,957 | -31.2% | 0.08% | +4.1% |
| PANW | Sell | Palo Alto Networks Inc | $6,988,000 | -35.1% | 28,558 | -39.1% | 0.07% | -24.5% |
| CBRE | Sell | CBRE Group Inc | $6,921,000 | -89.8% | 147,379 | -90.2% | 0.07% | -88.3% |
| LOW | Sell | Lowe's Cos Inc | $6,829,000 | -83.6% | 41,184 | -86.6% | 0.07% | -81.1% |
| BCC | Sell | Boise Cascade Co | $6,849,000 | -2.6% | 171,592 | -8.2% | 0.07% | +12.5% |
| CHE | Sell | Chemed Corp | $6,782,000 | -35.1% | 14,122 | -39.0% | 0.07% | -24.2% |
| MMS | Sell | MAXIMUS Inc | $6,243,000 | -12.5% | 91,284 | -9.9% | 0.07% | +1.5% |
| K | Sell | Kellogg Co | $5,995,000 | -40.0% | 92,845 | -38.6% | 0.06% | -30.8% |
| BLK | Sell | BlackRock Inc | $5,919,000 | -31.8% | 10,506 | -34.1% | 0.06% | -20.3% |
| CPB | Sell | Campbell Soup Co | $5,941,000 | -65.0% | 122,837 | -64.1% | 0.06% | -59.4% |
| HCC | Sell | Warrior Met Coal Inc | $5,826,000 | +3.2% | 341,134 | -7.0% | 0.06% | +19.2% |
| MYL | Sell | Mylan NV | $5,823,000 | -46.4% | 392,703 | -41.9% | 0.06% | -37.4% |
| RCII | Sell | Rent-A-Center Inc/TX | $5,806,000 | +4.9% | 194,278 | -2.4% | 0.06% | +19.6% |
| HUBB | Sell | Hubbell Inc | $5,711,000 | -40.6% | 41,743 | -45.6% | 0.06% | -31.8% |
| F | Sell | Ford Motor Co | $5,486,000 | -10.7% | 823,844 | -18.5% | 0.06% | +3.6% |
| LUMN | Sell | CenturyLink Inc | $5,300,000 | -15.2% | 525,283 | -15.7% | 0.06% | -1.8% |
| OPI | Sell | Office Properties Income Trust | $5,254,000 | -29.9% | 253,599 | -12.1% | 0.06% | -17.6% |
| JOUT | Sell | Johnson Outdoors Inc | $5,119,000 | -12.2% | 62,520 | -2.4% | 0.05% | +1.9% |
| LSTR | Sell | Landstar System Inc | $5,085,000 | -62.7% | 40,532 | -66.6% | 0.05% | -56.5% |
| CNO | Sell | CNO Financial Group Inc | $5,014,000 | -31.5% | 312,619 | -33.5% | 0.05% | -20.9% |
| GT | Sell | Goodyear Tire & Rubber Co/The | $5,051,000 | -17.1% | 658,591 | -3.3% | 0.05% | -5.4% |
| ODP | Sell | ODP Corp/The | $4,940,000 | -19.7% | 254,001 | -90.3% | 0.05% | -7.1% |
| CVS | Sell | CVS Health Corp | $4,800,000 | -89.1% | 82,193 | -87.9% | 0.05% | -87.4% |
| BDN | Sell | Brandywine Realty Trust | $4,781,000 | -56.4% | 462,537 | -54.1% | 0.05% | -49.0% |
| DXC | Sell | DXC Technology Co | $4,714,000 | -7.2% | 264,119 | -14.2% | 0.05% | +8.7% |
| KSA | Sell | iShares MSCI Saudi Arabia ETF | $4,529,000 | -8.2% | 152,493 | -18.6% | 0.05% | +6.7% |
| OSK | Sell | Oshkosh Corp | $4,474,000 | -71.1% | 60,887 | -71.8% | 0.05% | -66.7% |
| PRDO | Sell | Perdoceo Education Corp | $4,468,000 | -34.2% | 365,113 | -14.3% | 0.05% | -24.2% |
| HPP | Sell | Hudson Pacific Properties Inc | $4,414,000 | -67.3% | 201,329 | -62.5% | 0.05% | -61.8% |
| SJM | Sell | J M Smucker Co/The | $4,307,000 | -0.4% | 37,294 | -8.8% | 0.05% | +15.0% |
| PRGS | Sell | Progress Software Corp | $4,296,000 | -8.1% | 117,142 | -2.9% | 0.04% | +4.7% |
| EGRX | Sell | Eagle Pharmaceuticals Inc/DE | $4,152,000 | -37.5% | 97,755 | -29.4% | 0.04% | -27.9% |
| EMN | Sell | Eastman Chemical Co | $4,095,000 | -12.4% | 52,431 | -21.9% | 0.04% | 0.0% |
| HAIN | Sell | Hain Celestial Group Inc/The | $4,052,000 | -43.1% | 118,154 | -47.7% | 0.04% | -33.8% |
| M | Sell | Macy's Inc | $4,114,000 | -32.5% | 721,917 | -18.5% | 0.04% | -23.2% |
| TDC | Sell | Teradata Corp | $3,990,000 | -40.8% | 175,795 | -45.7% | 0.04% | -32.3% |
| POR | Sell | Portland General Electric Co | $3,844,000 | -78.8% | 108,324 | -75.1% | 0.04% | -75.3% |
| MSTR | Sell | MicroStrategy Inc | $3,662,000 | -49.2% | 24,328 | -60.1% | 0.04% | -40.9% |
| TBBK | Sell | Bancorp Inc/The | $3,650,000 | -44.8% | 422,616 | -37.4% | 0.04% | -35.0% |
| WAT | Sell | Waters Corp | $3,624,000 | -63.1% | 18,525 | -66.0% | 0.04% | -57.8% |
| JBSS | Sell | John B Sanfilippo & Son Inc | $3,498,000 | -13.4% | 46,422 | -1.9% | 0.04% | 0.0% |
| MUR | Sell | Murphy Oil Corp | $3,375,000 | -64.0% | 378,396 | -44.2% | 0.04% | -58.1% |
| AGO | Sell | Assured Guaranty Ltd | $3,415,000 | -20.4% | 159,043 | -9.5% | 0.04% | -7.7% |
| MSGN | Sell | MSG Networks Inc | $3,320,000 | -22.5% | 346,937 | -19.5% | 0.04% | -10.3% |
| HA | Sell | Hawaiian Holdings Inc | $3,125,000 | -15.9% | 242,451 | -8.4% | 0.03% | -2.9% |
| PKG | Sell | Packaging Corp of America | $3,074,000 | -62.1% | 28,202 | -65.3% | 0.03% | -56.8% |
| IONS | Sell | Ionis Pharmaceuticals Inc | $2,830,000 | -87.0% | 59,663 | -83.8% | 0.03% | -84.9% |
| AKAM | Sell | Akamai Technologies Inc | $2,682,000 | -68.9% | 24,278 | -69.8% | 0.03% | -64.6% |
| HVT | Sell | Haverty Furniture Cos Inc | $2,681,000 | +22.4% | 128,067 | -6.5% | 0.03% | +40.0% |
| REXR | Sell | Rexford Industrial Realty Inc | $2,695,000 | -78.3% | 58,913 | -80.3% | 0.03% | -75.2% |
| CSGS | Sell | CSG Systems International Inc | $2,631,000 | -38.4% | 64,293 | -37.7% | 0.03% | -28.2% |
| RMAX | Sell | RE/MAX Holdings Inc | $2,429,000 | -30.0% | 74,236 | -32.8% | 0.03% | -18.8% |
| HRI | Sell | Herc Holdings Inc | $2,348,000 | +5.1% | 59,281 | -18.5% | 0.02% | +25.0% |
| ARCH | Sell | Arch Resources Inc | $2,233,000 | +10.2% | 52,583 | -26.3% | 0.02% | +26.3% |
| AA | Sell | Alcoa Corp | $2,317,000 | -56.2% | 199,262 | -57.7% | 0.02% | -50.0% |
| GM | Sell | General Motors Co | $2,220,000 | -90.2% | 75,032 | -91.6% | 0.02% | -88.9% |
| CABO | Sell | Cable One Inc | $2,172,000 | -66.0% | 1,152 | -68.0% | 0.02% | -60.3% |
| ALEX | Sell | Alexander & Baldwin Inc | $2,088,000 | -16.8% | 186,317 | -9.6% | 0.02% | -4.3% |
| TG | Sell | Tredegar Corp | $2,090,000 | -7.1% | 140,610 | -3.8% | 0.02% | +4.8% |
| UFS | Sell | Domtar Corp | $2,098,000 | -22.6% | 79,898 | -37.8% | 0.02% | -12.0% |
| CORT | Sell | Corcept Therapeutics Inc | $1,965,000 | -65.1% | 112,933 | -66.3% | 0.02% | -58.8% |
| UAL | Sell | United Airlines Holdings Inc | $2,006,000 | -18.2% | 57,731 | -18.5% | 0.02% | -4.5% |
| BIG | Sell | Big Lots Inc | $1,983,000 | -56.8% | 44,483 | -59.3% | 0.02% | -50.0% |
| AVYA | Sell | Avaya Holdings Corp | $1,989,000 | -65.7% | 130,903 | -72.1% | 0.02% | -60.4% |
| ACCO | Sell | ACCO Brands Corp | $1,902,000 | -24.0% | 328,126 | -6.9% | 0.02% | -13.0% |
| UNF | Sell | UniFirst Corp/MA | $1,812,000 | -13.3% | 9,572 | -18.1% | 0.02% | 0.0% |
| KBAL | Sell | Kimball International Inc | $1,787,000 | -45.4% | 169,643 | -40.2% | 0.02% | -36.7% |
| LPG | Sell | Dorian LPG Ltd | $1,835,000 | -11.3% | 229,106 | -14.3% | 0.02% | 0.0% |
| PSX | Sell | Phillips 66 | $1,706,000 | -98.0% | 32,918 | -97.2% | 0.02% | -97.7% |
| BSRR | Sell | Sierra Bancorp | $1,628,000 | -28.3% | 97,043 | -19.3% | 0.02% | -19.0% |
| MTDR | Sell | Matador Resources Co | $1,553,000 | -37.0% | 188,044 | -35.2% | 0.02% | -30.4% |
| NX | Sell | Quanex Building Products Corp | $1,504,000 | -55.1% | 81,617 | -66.2% | 0.02% | -48.4% |
| AMED | Sell | Amedisys Inc | $1,488,000 | -54.8% | 6,298 | -62.0% | 0.02% | -46.7% |
| FTDR | Sell | frontdoor Inc | $1,466,000 | -32.9% | 37,699 | -23.5% | 0.02% | -25.0% |
| CNBKA | Sell | Century Bancorp Inc/MA | $1,430,000 | -38.3% | 21,763 | -27.0% | 0.02% | -28.6% |
| ANIK | Sell | Anika Therapeutics Inc | $1,281,000 | -71.9% | 36,199 | -70.1% | 0.01% | -66.7% |
| RLGY | Sell | Realogy Holdings Corp | $1,298,000 | -68.3% | 137,557 | -75.1% | 0.01% | -62.2% |
| PTEN | Sell | Patterson-UTI Energy Inc | $1,295,000 | -40.8% | 454,429 | -27.9% | 0.01% | -30.0% |
| JBLU | Sell | JetBlue Airways Corp | $1,296,000 | -15.3% | 114,460 | -18.5% | 0.01% | 0.0% |
| QTS | Sell | QTS Realty Trust Inc | $1,366,000 | -73.2% | 21,686 | -72.7% | 0.01% | -69.6% |
| DHX | Sell | DHI Group Inc | $1,268,000 | +1.0% | 561,092 | -6.2% | 0.01% | +18.2% |
| ENTG | Sell | Entegris Inc | $1,259,000 | -71.1% | 16,949 | -77.0% | 0.01% | -67.5% |
| ETM | Sell | Entercom Communications Corp | $1,189,000 | -0.4% | 738,536 | -14.7% | 0.01% | +18.2% |
| SBH | Sell | Sally Beauty Holdings Inc | $1,259,000 | -42.0% | 145,029 | -16.3% | 0.01% | -35.0% |
| MEDP | Sell | Medpace Holdings Inc | $1,199,000 | +3.8% | 10,742 | -13.6% | 0.01% | +18.2% |
| GWW | Sell | WW Grainger Inc | $1,242,000 | -92.7% | 3,485 | -93.5% | 0.01% | -91.6% |
| CUBI | Sell | Customers Bancorp Inc | $1,259,000 | -65.2% | 112,423 | -62.7% | 0.01% | -60.6% |
| ECOM | Sell | ChannelAdvisor Corp | $1,123,000 | -62.0% | 77,663 | -58.4% | 0.01% | -55.6% |
| HNI | Sell | HNI Corp | $1,177,000 | -36.9% | 37,513 | -38.6% | 0.01% | -29.4% |
| OFG | Sell | OFG Bancorp | $1,155,000 | -74.7% | 92,776 | -72.9% | 0.01% | -71.4% |
| APOG | Sell | Apogee Enterprises Inc | $1,112,000 | -61.3% | 52,082 | -58.3% | 0.01% | -53.8% |
| THS | Sell | TreeHouse Foods Inc | $1,138,000 | -75.4% | 28,093 | -73.4% | 0.01% | -71.4% |
| OFIX | Sell | Orthofix Medical Inc | $1,138,000 | -3.6% | 36,561 | -0.9% | 0.01% | +9.1% |
| HOLX | Sell | Hologic Inc | $1,055,000 | -98.5% | 15,887 | -98.7% | 0.01% | -98.2% |
| DAL | Sell | Delta Air Lines Inc | $1,053,000 | -74.2% | 34,454 | -76.3% | 0.01% | -70.3% |
| NRIM | Sell | Northrim BanCorp Inc | $1,046,000 | -19.8% | 41,062 | -20.9% | 0.01% | -8.3% |
| KSS | Sell | Kohl's Corp | $831,000 | -27.3% | 44,867 | -18.5% | 0.01% | -10.0% |
| ATR | Sell | AptarGroup Inc | $836,000 | -59.4% | 7,398 | -59.8% | 0.01% | -52.6% |
| AXL | Sell | American Axle & Manufacturing | $786,000 | -38.1% | 136,295 | -18.5% | 0.01% | -33.3% |
| STRA | Sell | Strategic Education Inc | $714,000 | -48.0% | 7,810 | -12.7% | 0.01% | -38.5% |
| MDU | Sell | MDU Resources Group Inc | $730,000 | -93.2% | 32,455 | -93.3% | 0.01% | -91.9% |
| CMTL | Sell | Comtech Telecommunications Cor | $746,000 | -32.4% | 53,306 | -18.5% | 0.01% | -20.0% |
| HTLD | Sell | Heartland Express Inc | $725,000 | -81.7% | 39,034 | -79.5% | 0.01% | -77.8% |
| BTU | Sell | Peabody Energy Corp | $626,000 | -34.9% | 272,459 | -18.5% | 0.01% | -22.2% |
| UNM | Sell | Unum Group | $617,000 | -88.5% | 36,697 | -88.6% | 0.01% | -85.7% |
| EBF | Sell | Ennis Inc | $659,000 | -77.0% | 37,787 | -76.1% | 0.01% | -73.1% |
| SIGI | Sell | Selective Insurance Group Inc | $668,000 | -64.8% | 13,003 | -63.9% | 0.01% | -58.8% |
| AVT | Sell | Avnet Inc | $709,000 | -93.9% | 27,480 | -93.4% | 0.01% | -93.4% |
| ROCK | Sell | Gibraltar Industries Inc | $606,000 | -81.5% | 9,316 | -86.4% | 0.01% | -80.0% |
| HOPE | Sell | Hope Bancorp Inc | $561,000 | -79.4% | 73,974 | -74.9% | 0.01% | -76.0% |
| PNR | Sell | Pentair PLC | $580,000 | -95.8% | 12,703 | -96.5% | 0.01% | -95.2% |
| LDL | Sell | Lydall Inc | $548,000 | -0.5% | 33,135 | -18.5% | 0.01% | +20.0% |
| PBF | Sell | PBF Energy Inc | $607,000 | -58.3% | 106,783 | -24.8% | 0.01% | -53.8% |
| LOPE | Sell | Grand Canyon Education Inc | $586,000 | -74.8% | 7,352 | -71.4% | 0.01% | -71.4% |
| HIBB | Sell | Hibbett Sports Inc | $540,000 | -87.1% | 13,789 | -93.1% | 0.01% | -84.2% |
| FISI | Sell | Financial Institutions Inc | $607,000 | -84.4% | 39,449 | -81.1% | 0.01% | -82.9% |
| FLEX | Sell | Flex Ltd | $441,000 | +0.5% | 39,656 | -7.5% | 0.01% | +25.0% |
| DRNA | Sell | Dicerna Pharmaceuticals Inc | $509,000 | -78.5% | 28,307 | -69.7% | 0.01% | -77.3% |
| WIRE | Sell | Encore Wire Corp | $486,000 | -44.8% | 10,490 | -41.9% | 0.01% | -37.5% |
| BTG | Sell | B2Gold Corp | $503,000 | -22.6% | 77,300 | -32.2% | 0.01% | -16.7% |
| LDOS | Sell | Leidos Holdings Inc | $516,000 | -88.5% | 5,791 | -87.9% | 0.01% | -87.8% |
| YELP | Sell | Yelp Inc | $488,000 | -29.3% | 24,324 | -18.5% | 0.01% | -16.7% |
| APEI | Sell | American Public Education Inc | $383,000 | -30.1% | 13,606 | -26.6% | 0.00% | -20.0% |
| WING | Sell | Wingstop Inc | $403,000 | -69.0% | 2,952 | -68.4% | 0.00% | -66.7% |
| PINC | Sell | Premier Inc | $411,000 | -89.7% | 12,520 | -89.3% | 0.00% | -89.2% |
| MNKKQ | Sell | Mallinckrodt PLC | $404,000 | -70.4% | 415,648 | -18.5% | 0.00% | -66.7% |
| COWN | Sell | Cowen Inc | $295,000 | -33.0% | 18,139 | -33.3% | 0.00% | -25.0% |
| HUM | Sell | Humana Inc | $301,000 | -99.7% | 730 | -99.8% | 0.00% | -99.7% |
| CIO | Sell | City Office REIT Inc | $241,000 | -47.9% | 32,108 | -30.2% | 0.00% | -25.0% |
| VRTV | Sell | Veritiv Corp | $267,000 | -41.4% | 21,138 | -21.4% | 0.00% | -25.0% |
| EW | Sell | Edwards Lifesciences Corp | $272,000 | -82.4% | 3,427 | -84.7% | 0.00% | -78.6% |
| ASIX | Sell | AdvanSix Inc | $322,000 | -63.6% | 25,006 | -66.8% | 0.00% | -62.5% |
| TYL | Sell | Tyler Technologies Inc | $243,000 | -97.2% | 702 | -97.2% | 0.00% | -96.2% |
| SHEN | Sell | Shenandoah Telecommunications | $285,000 | -24.2% | 6,433 | -15.9% | 0.00% | 0.0% |
| PETS | Sell | PetMed Express Inc | $183,000 | -93.9% | 5,805 | -93.1% | 0.00% | -92.6% |
| QRVO | Sell | Qorvo Inc | $234,000 | -82.1% | 1,819 | -84.6% | 0.00% | -83.3% |
| RTRX | Sell | Retrophin Inc | $159,000 | -47.5% | 8,664 | -41.6% | 0.00% | -33.3% |
| SEE | Sell | Sealed Air Corp | $158,000 | -88.2% | 4,119 | -89.9% | 0.00% | -83.3% |
| VLO | Sell | Valero Energy Corp | $161,000 | -94.9% | 3,742 | -93.0% | 0.00% | -93.1% |
| HRB | Sell | H&R Block Inc | $199,000 | -98.6% | 12,240 | -98.8% | 0.00% | -98.5% |
| INT | Sell | World Fuel Services Corp | $189,000 | -73.7% | 8,957 | -68.0% | 0.00% | -71.4% |
| JCI | Sell | Johnson Controls International | $209,000 | -99.8% | 5,136 | -99.8% | 0.00% | -99.8% |
| ABT | Sell | Abbott Laboratories | $235,000 | -85.8% | 2,162 | -88.1% | 0.00% | -86.7% |
| VIVO | Sell | Meridian Bioscience Inc | $155,000 | -37.0% | 9,141 | -13.8% | 0.00% | 0.0% |
| PRI | Sell | Primerica Inc | $78,000 | -58.5% | 690 | -57.4% | 0.00% | -50.0% |
| DEI | Sell | Douglas Emmett Inc | $127,000 | -99.6% | 5,063 | -99.5% | 0.00% | -99.7% |
| POWL | Sell | Powell Industries Inc | $99,000 | -91.6% | 4,131 | -90.4% | 0.00% | -90.9% |
| PLAB | Sell | Photronics Inc | $77,000 | -37.4% | 7,790 | -30.1% | 0.00% | 0.0% |
| PVAC | Sell | Penn Virginia Corp | $104,000 | -89.9% | 10,575 | -90.2% | 0.00% | -88.9% |
| BKH | Sell | Black Hills Corp | $64,000 | -61.4% | 1,198 | -59.2% | 0.00% | -50.0% |
| CFFI | Sell | C&F Financial Corp | $102,000 | -36.2% | 3,465 | -28.2% | 0.00% | 0.0% |
| EVRG | Sell | Evergy Inc | $132,000 | -99.7% | 2,604 | -99.7% | 0.00% | -99.8% |
| KMDA | Sell | Kamada Ltd | $123,000 | -59.4% | 14,494 | -63.5% | 0.00% | -66.7% |
| EURN | Sell | Euronav NV | $61,000 | -81.1% | 6,913 | -82.5% | 0.00% | -66.7% |
| VNDA | Sell | Vanda Pharmaceuticals Inc | $61,000 | -80.5% | 6,411 | -76.6% | 0.00% | -66.7% |
| FWRD | Sell | Forward Air Corp | $79,000 | -92.8% | 1,393 | -93.7% | 0.00% | -90.0% |
| BXP | Sell | Boston Properties Inc | $72,000 | -99.9% | 909 | -99.9% | 0.00% | -99.8% |
| FMNB | Exit | Farmers National Banc Corp | $0 | – | -1,850 | -100.0% | 0.00% | – |
| SINA | Exit | SINA Corp/China | $0 | – | -1,184 | -100.0% | 0.00% | – |
| DHI | Sell | DR Horton Inc | $41,000 | -99.5% | 547 | -99.6% | 0.00% | -100.0% |
| DFS | Sell | Discover Financial Services | $10,000 | -33.3% | 178 | -43.1% | 0.00% | – |
| WMK | Sell | Weis Markets Inc | $27,000 | -97.7% | 566 | -97.6% | 0.00% | -100.0% |
| SNA | Sell | Snap-on Inc | $23,000 | -98.6% | 160 | -98.6% | 0.00% | -100.0% |
| SSTK | Sell | Shutterstock Inc | $4,000 | +33.3% | 78 | -31.6% | 0.00% | – |
| FITB | Sell | Fifth Third Bancorp | $30,000 | -99.8% | 1,421 | -99.8% | 0.00% | -100.0% |
| WDR | Sell | Waddell & Reed Financial Inc | $8,000 | -99.9% | 592 | -99.8% | 0.00% | -100.0% |
| KLIC | Sell | Kulicke & Soffa Industries Inc | $26,000 | -99.4% | 1,169 | -99.4% | 0.00% | -100.0% |
| NOC | Sell | Northrop Grumman Corp | $11,000 | -95.6% | 38 | -95.3% | 0.00% | -100.0% |
| LEN | Sell | Lennar Corp | $12,000 | -25.0% | 153 | -42.3% | 0.00% | – |
| SXI | Exit | Standex International Corp | $0 | – | -630 | -100.0% | 0.00% | – |
| TCBK | Exit | TriCo Bancshares | $0 | – | -1,219 | -100.0% | 0.00% | – |
| HSII | Exit | Heidrick & Struggles Internati | $0 | – | -1,558 | -100.0% | 0.00% | – |
| CZZ | Exit | Cosan Ltd | $0 | – | -2,261 | -100.0% | 0.00% | – |
| CTVA | Exit | Corteva Inc | $0 | – | -1,671 | -100.0% | 0.00% | – |
| MTRN | Exit | Materion Corp | $0 | – | -682 | -100.0% | 0.00% | – |
| WUBA | Exit | 58.com Inc | $0 | – | -1,838 | -100.0% | -0.00% | – |
| ATHM | Exit | Autohome Inc | $0 | – | -1,178 | -100.0% | -0.00% | – |
| VPG | Exit | Vishay Precision Group Inc | $0 | – | -4,663 | -100.0% | -0.00% | – |
| VLGEA | Exit | Village Super Market Inc | $0 | – | -4,523 | -100.0% | -0.00% | – |
| QUOT | Exit | Quotient Technology Inc | $0 | – | -11,852 | -100.0% | -0.00% | – |
| YY | Exit | JOYY Inc | $0 | – | -1,070 | -100.0% | -0.00% | – |
| EC | Exit | Ecopetrol SA | $0 | – | -10,699 | -100.0% | -0.00% | – |
| EGOV | Exit | NIC Inc | $0 | – | -6,236 | -100.0% | -0.00% | – |
| SCL | Exit | Stepan Co | $0 | – | -1,360 | -100.0% | -0.00% | – |
| OTEX | Exit | Open Text Corp | $0 | – | -1,300 | -100.0% | -0.00% | – |
| DGICA | Exit | Donegal Group Inc | $0 | – | -6,315 | -100.0% | -0.00% | – |
| AWI | Exit | Armstrong World Industries Inc | $0 | – | -1,852 | -100.0% | -0.00% | – |
| SPNS | Exit | Sapiens International Corp NV | $0 | – | -3,317 | -100.0% | -0.00% | – |
| AMSWA | Exit | American Software Inc/GA | $0 | – | -6,856 | -100.0% | -0.00% | – |
| XEC | Exit | Cimarex Energy Co | $0 | – | -2,416 | -100.0% | -0.00% | – |
| GDS | Exit | GDS Holdings Ltd | $0 | – | -1,411 | -100.0% | -0.00% | – |
| AVNT | Exit | Avient Corp | $0 | – | -3,426 | -100.0% | -0.00% | – |
| VCEL | Exit | Vericel Corp | $0 | – | -5,150 | -100.0% | -0.00% | – |
| ZLAB | Exit | Zai Lab Ltd | $0 | – | -893 | -100.0% | -0.00% | – |
| PDCO | Exit | Patterson Cos Inc | $0 | – | -4,453 | -100.0% | -0.00% | – |
| HTHT | Exit | Huazhu Group Ltd | $0 | – | -2,438 | -100.0% | -0.00% | – |
| VIV | Exit | Telefonica Brasil SA | $0 | – | -8,421 | -100.0% | -0.00% | – |
| CPRX | Exit | Catalyst Pharmaceuticals Inc | $0 | – | -31,991 | -100.0% | -0.00% | – |
| TME | Exit | Tencent Music Entertainment Gr | $0 | – | -6,271 | -100.0% | -0.00% | – |
| BWXT | Exit | BWX Technologies Inc | $0 | – | -2,311 | -100.0% | -0.00% | – |
| CSTR | Exit | Capstar Financial Holdings Inc | $0 | – | -8,609 | -100.0% | -0.00% | – |
| ENIA | Exit | Enel Americas SA | $0 | – | -13,978 | -100.0% | -0.00% | – |
| IQ | Exit | iQIYI Inc | $0 | – | -3,551 | -100.0% | -0.00% | – |
| BAP | Exit | Credicorp Ltd | $0 | – | -1,229 | -100.0% | -0.00% | – |
| MNR | Exit | Monmouth Real Estate Investmen | $0 | – | -5,768 | -100.0% | -0.00% | – |
| SMCI | Exit | Super Micro Computer Inc | $0 | – | -6,014 | -100.0% | -0.00% | – |
| MCFT | Exit | MasterCraft Boat Holdings Inc | $0 | – | -9,846 | -100.0% | -0.00% | – |
| TNP | Exit | Tsakos Energy Navigation Ltd | $0 | – | -94,838 | -100.0% | -0.00% | – |
| BSIG | Exit | Brightsphere Investment Group | $0 | – | -14,317 | -100.0% | -0.00% | – |
| ZTO | Exit | ZTO Express Cayman Inc | $0 | – | -6,908 | -100.0% | -0.00% | – |
| ICHR | Exit | Ichor Holdings Ltd | $0 | – | -10,076 | -100.0% | -0.00% | – |
| RXN | Exit | Rexnord Corp | $0 | – | -5,899 | -100.0% | -0.00% | – |
| BAC | Exit | Bank of America Corp | $0 | – | -9,586 | -100.0% | -0.00% | – |
| ENDP | Exit | Endo International PLC | $0 | – | -58,336 | -100.0% | -0.00% | – |
| ABEV | Exit | Ambev SA | $0 | – | -87,573 | -100.0% | -0.00% | – |
| BRKS | Exit | Brooks Automation Inc | $0 | – | -4,572 | -100.0% | -0.00% | – |
| SCSC | Exit | ScanSource Inc | $0 | – | -8,019 | -100.0% | -0.00% | – |
| CRDA | Exit | Crawford & Co | $0 | – | -27,479 | -100.0% | -0.00% | – |
| PARR | Exit | Par Pacific Holdings Inc | $0 | – | -26,539 | -100.0% | -0.00% | – |
| TCOM | Exit | Trip.com Group Ltd | $0 | – | -8,650 | -100.0% | -0.00% | – |
| EMR | Exit | Emerson Electric Co | $0 | – | -3,380 | -100.0% | -0.00% | – |
| TSM | Exit | TSMC | $0 | – | -3,795 | -100.0% | -0.00% | – |
| DCI | Exit | Donaldson Co Inc | $0 | – | -7,277 | -100.0% | -0.00% | – |
| FANG | Exit | Diamondback Energy Inc | $0 | – | -9,068 | -100.0% | -0.00% | – |
| MRO | Exit | Marathon Oil Corp | $0 | – | -54,915 | -100.0% | -0.00% | – |
| LNTH | Exit | Lantheus Holdings Inc | $0 | – | -25,752 | -100.0% | -0.00% | – |
| TZOO | Exit | Travelzoo | $0 | – | -66,220 | -100.0% | -0.00% | – |
| GTE | Exit | Gran Tierra Energy Inc | $0 | – | -1,053,624 | -100.0% | -0.00% | – |
| CLS | Exit | Celestica Inc | $0 | – | -46,200 | -100.0% | -0.00% | – |
| AR | Exit | Antero Resources Corp | $0 | – | -130,844 | -100.0% | -0.00% | – |
| HCKT | Exit | Hackett Group Inc/The | $0 | – | -23,453 | -100.0% | -0.00% | – |
| EDU | Exit | New Oriental Education & Techn | $0 | – | -2,716 | -100.0% | -0.00% | – |
| MCHX | Exit | Marchex Inc | $0 | – | -184,372 | -100.0% | -0.00% | – |
| YUMC | Exit | Yum China Holdings Inc | $0 | – | -6,682 | -100.0% | -0.00% | – |
| ED | Exit | Consolidated Edison Inc | $0 | – | -5,699 | -100.0% | -0.00% | – |
| ITUB | Exit | Itau Unibanco Holding SA | $0 | – | -88,394 | -100.0% | -0.00% | – |
| AMX | Exit | America Movil SAB de CV | $0 | – | -31,659 | -100.0% | -0.00% | – |
| BBD | Exit | Banco Bradesco SA | $0 | – | -106,679 | -100.0% | -0.00% | – |
| PDD | Exit | Pinduoduo Inc | $0 | – | -4,677 | -100.0% | -0.00% | – |
| MOH | Exit | Molina Healthcare Inc | $0 | – | -2,705 | -100.0% | -0.00% | – |
| TAL | Exit | TAL Education Group | $0 | – | -7,012 | -100.0% | -0.00% | – |
| PGR | Exit | Progressive Corp/The | $0 | – | -5,989 | -100.0% | -0.00% | – |
| NPK | Exit | National Presto Industries Inc | $0 | – | -4,447 | -100.0% | -0.00% | – |
| YPF | Exit | YPF SA | $0 | – | -83,225 | -100.0% | -0.00% | – |
| SLM | Exit | SLM Corp | $0 | – | -65,414 | -100.0% | -0.00% | – |
| EQIX | Exit | Equinix Inc | $0 | – | -638 | -100.0% | -0.00% | – |
| NPTN | Exit | NeoPhotonics Corp | $0 | – | -44,094 | -100.0% | -0.00% | – |
| PBR | Exit | Petroleo Brasileiro SA | $0 | – | -68,824 | -100.0% | -0.01% | – |
| AIG | Exit | American International Group I | $0 | – | -17,990 | -100.0% | -0.01% | – |
| SBAC | Exit | SBA Communications Corp | $0 | – | -1,978 | -100.0% | -0.01% | – |
| FTI | Exit | TechnipFMC PLC | $0 | – | -84,575 | -100.0% | -0.01% | – |
| IWD | Exit | iShares Russell 1000 Value ETF | $0 | – | -4,380 | -100.0% | -0.01% | – |
| TTEK | Exit | Tetra Tech Inc | $0 | – | -6,877 | -100.0% | -0.01% | – |
| FHB | Exit | First Hawaiian Inc | $0 | – | -30,741 | -100.0% | -0.01% | – |
| PLCE | Exit | Children's Place Inc/The | $0 | – | -17,092 | -100.0% | -0.01% | – |
| LNT | Exit | Alliant Energy Corp | $0 | – | -13,620 | -100.0% | -0.01% | – |
| ATCO | Exit | Atlas Corp | $0 | – | -91,374 | -100.0% | -0.01% | – |
| IBM | Exit | IBM | $0 | – | -5,504 | -100.0% | -0.01% | – |
| VALE | Exit | Vale SA | $0 | – | -60,892 | -100.0% | -0.01% | – |
| BIDU | Exit | Baidu Inc | $0 | – | -5,095 | -100.0% | -0.01% | – |
| BWB | Exit | Bridgewater Bancshares Inc | $0 | – | -76,286 | -100.0% | -0.01% | – |
| HMY | Exit | Harmony Gold Mining Co Ltd | $0 | – | -194,761 | -100.0% | -0.01% | – |
| SRCE | Exit | 1st Source Corp | $0 | – | -20,842 | -100.0% | -0.01% | – |
| DSSI | Exit | Diamond S Shipping Inc | $0 | – | -92,030 | -100.0% | -0.01% | – |
| MMI | Exit | Marcus & Millichap Inc | $0 | – | -29,109 | -100.0% | -0.01% | – |
| APTS | Exit | Preferred Apartment Communitie | $0 | – | -108,231 | -100.0% | -0.01% | – |
| TPIC | Exit | TPI Composites Inc | $0 | – | -38,199 | -100.0% | -0.01% | – |
| MNTA | Exit | Momenta Pharmaceuticals Inc | $0 | – | -28,502 | -100.0% | -0.01% | – |
| NATI | Exit | National Instruments Corp | $0 | – | -25,689 | -100.0% | -0.01% | – |
| CXP | Exit | Columbia Property Trust Inc | $0 | – | -73,452 | -100.0% | -0.01% | – |
| BPFH | Exit | Boston Private Financial Holdi | $0 | – | -141,866 | -100.0% | -0.01% | – |
| TW | Exit | Tradeweb Markets Inc | $0 | – | -17,722 | -100.0% | -0.01% | – |
| AZZ | Exit | AZZ Inc | $0 | – | -30,777 | -100.0% | -0.01% | – |
| CVGI | Exit | Commercial Vehicle Group Inc | $0 | – | -402,810 | -100.0% | -0.01% | – |
| BRY | Exit | Berry Corp | $0 | – | -239,381 | -100.0% | -0.01% | – |
| OVV | Exit | Ovintiv Inc | $0 | – | -131,759 | -100.0% | -0.01% | – |
| MTH | Exit | Meritage Homes Corp | $0 | – | -15,863 | -100.0% | -0.01% | – |
| NDAQ | Exit | Nasdaq Inc | $0 | – | -10,559 | -100.0% | -0.01% | – |
| CADE | Exit | Cadence BanCorp | $0 | – | -158,246 | -100.0% | -0.01% | – |
| CCL | Exit | Carnival Corp | $0 | – | -83,441 | -100.0% | -0.01% | – |
| SWCH | Exit | Switch Inc | $0 | – | -78,233 | -100.0% | -0.01% | – |
| AMC | Exit | AMC Entertainment Holdings Inc | $0 | – | -323,276 | -100.0% | -0.01% | – |
| INSW | Exit | International Seaways Inc | $0 | – | -92,775 | -100.0% | -0.01% | – |
| AMH | Exit | American Homes 4 Rent | $0 | – | -56,933 | -100.0% | -0.01% | – |
| VMI | Exit | Valmont Industries Inc | $0 | – | -13,087 | -100.0% | -0.01% | – |
| AIT | Exit | Applied Industrial Technologie | $0 | – | -24,800 | -100.0% | -0.01% | – |
| JWA | Exit | John Wiley & Sons Inc | $0 | – | -42,839 | -100.0% | -0.02% | – |
| AEL | Exit | American Equity Investment Lif | $0 | – | -67,152 | -100.0% | -0.02% | – |
| BDGE | Exit | Bridge Bancorp Inc | $0 | – | -72,195 | -100.0% | -0.02% | – |
| NWE | Exit | NorthWestern Corp | $0 | – | -29,975 | -100.0% | -0.02% | – |
| MYRG | Exit | MYR Group Inc | $0 | – | -51,753 | -100.0% | -0.02% | – |
| MORN | Exit | Morningstar Inc | $0 | – | -12,551 | -100.0% | -0.02% | – |
| SSD | Exit | Simpson Manufacturing Co Inc | $0 | – | -20,871 | -100.0% | -0.02% | – |
| TKR | Exit | Timken Co/The | $0 | – | -37,664 | -100.0% | -0.02% | – |
| FMC | Exit | FMC Corp | $0 | – | -17,840 | -100.0% | -0.02% | – |
| BJ | Exit | BJ's Wholesale Club Holdings I | $0 | – | -50,195 | -100.0% | -0.02% | – |
| CONE | Exit | CyrusOne Inc | $0 | – | -25,776 | -100.0% | -0.02% | – |
| TPC | Exit | Tutor Perini Corp | $0 | – | -173,477 | -100.0% | -0.02% | – |
| SPOT | Exit | Spotify Technology SA | $0 | – | -8,152 | -100.0% | -0.02% | – |
| SMTC | Exit | Semtech Corp | $0 | – | -42,928 | -100.0% | -0.02% | – |
| CACI | Exit | CACI International Inc | $0 | – | -10,534 | -100.0% | -0.02% | – |
| BBBY | Exit | Bed Bath & Beyond Inc | $0 | – | -215,009 | -100.0% | -0.02% | – |
| CUBE | Exit | CubeSmart | $0 | – | -90,616 | -100.0% | -0.02% | – |
| DLX | Exit | Deluxe Corp | $0 | – | -107,852 | -100.0% | -0.02% | – |
| COR | Exit | CoreSite Realty Corp | $0 | – | -21,103 | -100.0% | -0.02% | – |
| HDS | Exit | HD Supply Holdings Inc | $0 | – | -73,847 | -100.0% | -0.02% | – |
| SON | Exit | Sonoco Products Co | $0 | – | -49,380 | -100.0% | -0.02% | – |
| APAM | Exit | Artisan Partners Asset Managem | $0 | – | -80,458 | -100.0% | -0.02% | – |
| BMCH | Exit | BMC Stock Holdings Inc | $0 | – | -106,292 | -100.0% | -0.02% | – |
| TRU | Exit | TransUnion | $0 | – | -32,900 | -100.0% | -0.03% | – |
| ANTM | Exit | Anthem Inc | $0 | – | -11,557 | -100.0% | -0.03% | – |
| LNC | Exit | Lincoln National Corp | $0 | – | -82,185 | -100.0% | -0.03% | – |
| CWEN | Exit | Clearway Energy Inc | $0 | – | -139,959 | -100.0% | -0.03% | – |
| VIPS | Exit | Vipshop Holdings Ltd | $0 | – | -167,001 | -100.0% | -0.03% | – |
| MASI | Exit | Masimo Corp | $0 | – | -14,813 | -100.0% | -0.03% | – |
| GRBK | Exit | Green Brick Partners Inc | $0 | – | -299,917 | -100.0% | -0.03% | – |
| SPGI | Exit | S&P Global Inc | $0 | – | -12,031 | -100.0% | -0.04% | – |
| JHG | Exit | Janus Henderson Group PLC | $0 | – | -204,536 | -100.0% | -0.04% | – |
| KSU | Exit | Kansas City Southern | $0 | – | -29,416 | -100.0% | -0.04% | – |
| ALNY | Exit | Alnylam Pharmaceuticals Inc | $0 | – | -29,273 | -100.0% | -0.04% | – |
| EXPO | Exit | Exponent Inc | $0 | – | -55,516 | -100.0% | -0.04% | – |
| QCOM | Exit | QUALCOMM Inc | $0 | – | -55,235 | -100.0% | -0.05% | – |
| WBA | Exit | Walgreens Boots Alliance Inc | $0 | – | -119,864 | -100.0% | -0.05% | – |
| CHD | Exit | Church & Dwight Co Inc | $0 | – | -66,503 | -100.0% | -0.05% | – |
| CIEN | Exit | Ciena Corp | $0 | – | -102,455 | -100.0% | -0.05% | – |
| INDA | Exit | iShares MSCI India ETF | $0 | – | -213,920 | -100.0% | -0.06% | – |
| PPC | Exit | Pilgrim's Pride Corp | $0 | – | -391,384 | -100.0% | -0.06% | – |
| VST | Exit | Vistra Corp | $0 | – | -360,419 | -100.0% | -0.06% | – |
| MANH | Exit | Manhattan Associates Inc | $0 | – | -73,165 | -100.0% | -0.06% | – |
| NGHC | Exit | National General Holdings Corp | $0 | – | -340,404 | -100.0% | -0.07% | – |
| AAN | Exit | Aaron's Inc | $0 | – | -163,813 | -100.0% | -0.07% | – |
| RPAI | Exit | Retail Properties of America I | $0 | – | -1,027,191 | -100.0% | -0.07% | – |
| EQT | Exit | EQT Corp | $0 | – | -672,321 | -100.0% | -0.07% | – |
| ICE | Exit | Intercontinental Exchange Inc | $0 | – | -87,573 | -100.0% | -0.07% | – |
| SXT | Exit | Sensient Technologies Corp | $0 | – | -159,002 | -100.0% | -0.08% | – |
| CVX | Exit | Chevron Corp | $0 | – | -92,793 | -100.0% | -0.08% | – |
| AZO | Exit | AutoZone Inc | $0 | – | -7,658 | -100.0% | -0.08% | – |
| PRU | Exit | Prudential Financial Inc | $0 | – | -147,531 | -100.0% | -0.08% | – |
| ILMN | Exit | Illumina Inc | $0 | – | -25,790 | -100.0% | -0.09% | – |
| VEEV | Exit | Veeva Systems Inc | $0 | – | -41,797 | -100.0% | -0.09% | – |
| IP | Exit | International Paper Co | $0 | – | -291,873 | -100.0% | -0.09% | – |
| LMT | Exit | Lockheed Martin Corp | $0 | – | -30,029 | -100.0% | -0.10% | – |
| DVN | Exit | Devon Energy Corp | $0 | – | -1,023,613 | -100.0% | -0.11% | – |
| BKNG | Exit | Booking Holdings Inc | $0 | – | -7,829 | -100.0% | -0.11% | – |
| CERN | Exit | Cerner Corp | $0 | – | -184,109 | -100.0% | -0.12% | – |
| AMG | Exit | Affiliated Managers Group Inc | $0 | – | -170,458 | -100.0% | -0.12% | – |
| MXIM | Exit | Maxim Integrated Products Inc | $0 | – | -251,705 | -100.0% | -0.14% | – |
| HUN | Exit | Huntsman Corp | $0 | – | -983,201 | -100.0% | -0.16% | – |
| HP | Exit | Helmerich & Payne Inc | $0 | – | -917,878 | -100.0% | -0.16% | – |
| BAX | Exit | Baxter International Inc | $0 | – | -227,765 | -100.0% | -0.18% | – |
| MMM | Exit | 3M Co | $0 | – | -133,256 | -100.0% | -0.19% | – |
| RGA | Exit | Reinsurance Group of America I | $0 | – | -294,356 | -100.0% | -0.21% | – |
| HII | Exit | Huntington Ingalls Industries | $0 | – | -158,654 | -100.0% | -0.25% | – |
| HFC | Exit | HollyFrontier Corp | $0 | – | -968,827 | -100.0% | -0.26% | – |
| PG | Exit | Procter & Gamble Co/The | $0 | – | -242,903 | -100.0% | -0.26% | – |
| MUSA | Exit | Murphy USA Inc | $0 | – | -261,868 | -100.0% | -0.27% | – |
| PEG | Exit | Public Service Enterprise Grou | $0 | – | -905,287 | -100.0% | -0.41% | – |
Other managers
Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2020-11-10
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| China Yuchai Intl Ltd | 32 | Q1 2021 | 0.2% |
| Johnson & Johnson | 31 | Q4 2020 | 3.4% |
| JPMorgan Chase & Co | 31 | Q4 2020 | 3.5% |
| Verizon Communications Inc | 31 | Q4 2020 | 2.4% |
| Intel Corp | 31 | Q4 2020 | 2.2% |
| Merck & Co Inc | 31 | Q4 2020 | 2.0% |
| AES Corp/VA | 31 | Q4 2020 | 1.1% |
| PepsiCo Inc | 31 | Q4 2020 | 1.4% |
| McKesson Corp | 31 | Q4 2020 | 1.2% |
| Entergy Corp | 31 | Q4 2020 | 1.3% |
View AJO, LP's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| VISHAY INTERTECHNOLOGY INC | February 01, 2019 | 1,327,765 | 1.0% |
| DEAN FOODS CO | February 05, 2018 | 654,524 | 0.7% |
| Ensco plcSold out | February 05, 2018 | 0 | 0.0% |
| HAWAIIAN HOLDINGS INCSold out | February 05, 2018 | 0 | 0.0% |
| QUANTA SERVICES INC | February 05, 2018 | 3,688,646 | 2.4% |
| ROWAN COMPANIES PLCSold out | February 05, 2018 | 0 | 0.0% |
| SANDERSON FARMS INC | February 05, 2018 | 753,672 | 3.3% |
| CAL-MAINE FOODS INCSold out | February 10, 2017 | 0 | 0.0% |
| Noble Corp plc | February 10, 2017 | 124,550 | 0.1% |
| OIL STATES INTERNATIONAL, INCSold out | February 10, 2017 | 0 | 0.0% |
View AJO, LP's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2021-05-07 |
| 13F-HR | 2021-02-05 |
| 13F-HR | 2020-11-10 |
| 13F-HR | 2020-08-12 |
| 13F-HR | 2020-05-14 |
| 13F-HR | 2020-02-12 |
| 13F-HR | 2019-11-14 |
| 13F-HR | 2019-08-14 |
| 13F-HR/A | 2019-05-10 |
| 13F-HR | 2019-05-10 |
View AJO, LP's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.