$17.1 Billion is the total value of Grantham, Mayo, Van Otterloo & Co. LLC's 557 reported holdings in Q3 2017. The portfolio turnover from Q2 2017 to Q3 2017 was 33.1% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | Sell | MICROSOFT CORP | $783,299,000 | -9.6% | 10,515,494 | -16.3% | 4.58% | -4.2% |
| ORCL | Sell | ORACLE CORP | $668,576,000 | -6.0% | 13,827,848 | -2.6% | 3.91% | -0.4% |
| AAPL | Sell | APPLE INC | $655,926,000 | -2.9% | 4,255,945 | -9.3% | 3.84% | +2.8% |
| JNJ | Sell | JOHNSON & JOHNSON | $593,475,000 | -11.2% | 4,564,838 | -9.6% | 3.47% | -5.9% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $562,128,000 | -15.5% | 2,870,197 | -20.0% | 3.29% | -10.5% |
| GOOG | Sell | ALPHABET INCcap stk cl c | $434,227,000 | -7.1% | 452,740 | -11.9% | 2.54% | -1.5% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $391,967,000 | +1.3% | 402,546 | -3.3% | 2.29% | +7.4% |
| AXP | Sell | AMERICAN EXPRESS CO | $357,232,000 | -14.8% | 3,949,056 | -20.7% | 2.09% | -9.7% |
| CSCO | Sell | CISCO SYS INC | $327,579,000 | -11.7% | 9,740,668 | -17.8% | 1.92% | -6.4% |
| ACN | Sell | ACCENTURE PLC IRELAND | $324,623,000 | -6.1% | 2,403,366 | -14.1% | 1.90% | -0.5% |
| MDT | Sell | MEDTRONIC PLC | $316,950,000 | -18.3% | 4,075,480 | -6.8% | 1.85% | -13.5% |
| MMM | Sell | 3M CO | $314,843,000 | -33.0% | 1,499,968 | -33.6% | 1.84% | -29.0% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $291,624,000 | -2.6% | 4,020,182 | -10.8% | 1.70% | +3.3% |
| QCOM | Sell | QUALCOMM INC | $283,793,000 | -12.9% | 5,474,411 | -7.2% | 1.66% | -7.7% |
| BABA | Sell | ALIBABA GROUP HLDG LTDsponsored ads | $282,673,000 | +10.4% | 1,636,692 | -10.0% | 1.65% | +17.0% |
| ABT | Sell | ABBOTT LABS | $258,986,000 | +1.4% | 4,853,567 | -7.6% | 1.51% | +7.5% |
| PM | Sell | PHILIP MORRIS INTL INC | $233,099,000 | -40.6% | 2,099,799 | -37.2% | 1.36% | -37.1% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $203,755,000 | -16.1% | 1,755,297 | -11.7% | 1.19% | -11.1% |
| ANTM | Sell | ANTHEM INC | $194,201,000 | -5.8% | 1,022,758 | -6.6% | 1.14% | -0.2% |
| EMR | Sell | EMERSON ELEC CO | $184,090,000 | -10.2% | 2,929,503 | -14.8% | 1.08% | -4.8% |
| KO | Sell | COCA COLA CO | $170,500,000 | -34.3% | 3,788,043 | -34.6% | 1.00% | -30.4% |
| INFY | Sell | INFOSYS LTDsponsored adr | $154,487,000 | -12.9% | 10,588,557 | -10.3% | 0.90% | -7.8% |
| SYK | Sell | STRYKER CORP | $152,767,000 | -5.7% | 1,075,670 | -7.9% | 0.89% | -0.1% |
| PFE | Sell | PFIZER INC | $147,826,000 | -8.0% | 4,140,797 | -13.4% | 0.86% | -2.6% |
| HON | Sell | HONEYWELL INTL INC | $145,728,000 | -3.7% | 1,028,135 | -9.4% | 0.85% | +2.0% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $141,205,000 | +9.5% | 1,000,034 | -5.8% | 0.83% | +16.2% |
| HUM | Sell | HUMANA INC | $129,532,000 | -5.4% | 531,675 | -6.6% | 0.76% | +0.1% |
| SLB | Sell | SCHLUMBERGER LTD | $118,582,000 | +3.4% | 1,699,857 | -2.4% | 0.69% | +9.5% |
| PEP | Sell | PEPSICO INC | $116,987,000 | -12.8% | 1,049,873 | -9.7% | 0.68% | -7.7% |
| GM | Sell | GENERAL MTRS CO | $114,409,000 | +12.5% | 2,833,300 | -2.7% | 0.67% | +19.3% |
| W | Sell | WAYFAIR INCcl a | $109,188,000 | -16.5% | 1,620,000 | -4.7% | 0.64% | -11.5% |
| BDX | Sell | BECTON DICKINSON & CO | $106,022,000 | -10.4% | 541,066 | -10.8% | 0.62% | -5.1% |
| CMPR | Sell | CIMPRESS N V | $92,777,000 | -15.4% | 950,000 | -18.1% | 0.54% | -10.4% |
| CVS | Sell | CVS HEALTH CORP | $86,607,000 | -5.0% | 1,065,011 | -6.0% | 0.51% | +0.6% |
| VFC | Sell | V F CORP | $81,309,000 | +8.2% | 1,279,041 | -2.0% | 0.48% | +14.5% |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $75,111,000 | -14.1% | 641,484 | -5.8% | 0.44% | -8.9% |
| STM | Sell | STMICROELECTRONICS N Vny registry | $71,994,000 | +27.2% | 3,707,200 | -5.8% | 0.42% | +34.9% |
| EWT | Sell | ISHARES INCmsci taiwan etf | $70,081,000 | -14.4% | 1,941,303 | -15.2% | 0.41% | -9.3% |
| LLY | Sell | LILLY ELI & CO | $68,607,000 | -3.9% | 802,049 | -7.5% | 0.40% | +1.8% |
| ROK | Sell | ROCKWELL AUTOMATION INC | $64,441,000 | +0.5% | 361,603 | -8.6% | 0.38% | +6.5% |
| APH | Sell | AMPHENOL CORP NEWcl a | $64,204,000 | +9.0% | 758,548 | -4.9% | 0.38% | +15.4% |
| HUN | Sell | HUNTSMAN CORP | $63,571,000 | -12.2% | 2,318,429 | -17.2% | 0.37% | -6.8% |
| JPM | Sell | JPMORGAN CHASE & CO | $63,358,000 | -19.2% | 663,360 | -22.6% | 0.37% | -14.4% |
| BCR | Sell | BARD C R INC | $62,882,000 | -46.2% | 196,200 | -47.0% | 0.37% | -42.9% |
| TRCO | Sell | TRIBUNE MEDIA COcl a | $62,647,000 | -31.2% | 1,533,200 | -31.3% | 0.37% | -27.1% |
| TDC | Sell | TERADATA CORP DEL | $60,212,000 | -11.9% | 1,781,938 | -23.1% | 0.35% | -6.6% |
| TJX | Sell | TJX COS INC NEW | $57,639,000 | -1.8% | 781,762 | -3.9% | 0.34% | +4.0% |
| ALLY | Sell | ALLY FINL INC | $52,159,000 | +6.2% | 2,150,000 | -8.5% | 0.30% | +12.5% |
| CX | Sell | CEMEX SAB DE CVspon adr new | $52,051,000 | -29.0% | 5,732,544 | -26.4% | 0.30% | -24.9% |
| LSXMK | Sell | LIBERTY MEDIA CORP DELAWARE | $50,895,000 | -46.5% | 1,215,540 | -46.8% | 0.30% | -43.2% |
| AY | Sell | ATLANTICA YIELD PLC | $50,759,000 | -13.4% | 2,576,608 | -6.1% | 0.30% | -8.0% |
| ADI | Sell | ANALOG DEVICES INC | $50,398,000 | -2.1% | 584,870 | -11.6% | 0.30% | +3.9% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $48,580,000 | +4.3% | 265,000 | -3.6% | 0.28% | +10.5% |
| NPO | Sell | ENPRO INDS INC | $43,174,000 | -5.5% | 536,117 | -16.2% | 0.25% | 0.0% |
| T | Sell | AT&T INCput | $43,165,000 | -0.7% | 1,102,000 | -4.3% | 0.25% | +5.0% |
| CACC | Sell | CREDIT ACCEP CORP MICH | $42,866,000 | -17.9% | 153,000 | -24.6% | 0.25% | -12.8% |
| LILAK | Sell | LIBERTY GLOBAL PLC | $39,028,000 | +5.7% | 1,675,000 | -2.9% | 0.23% | +11.8% |
| INXN | Sell | INTERXION HOLDING N.V | $38,198,000 | -4.1% | 750,000 | -13.8% | 0.22% | +1.4% |
| HTHT | Sell | CHINA LODGING GROUP LTDsponsored adr | $36,246,000 | +14.5% | 305,047 | -22.2% | 0.21% | +21.1% |
| CHL | Sell | CHINA MOBILE LIMITEDsponsored adr | $35,500,000 | -23.1% | 701,989 | -19.3% | 0.21% | -18.4% |
| MU | Sell | MICRON TECHNOLOGY INC | $35,185,000 | +15.6% | 894,600 | -12.2% | 0.21% | +22.6% |
| HDB | Sell | HDFC BANK LTD | $32,889,000 | -58.2% | 341,278 | -62.3% | 0.19% | -55.8% |
| WDC | Sell | WESTERN DIGITAL CORP | $31,925,000 | -15.9% | 369,500 | -13.8% | 0.19% | -11.0% |
| INTC | Sell | INTEL CORP | $32,053,000 | -44.3% | 841,738 | -50.6% | 0.19% | -41.0% |
| HD | Sell | HOME DEPOT INC | $31,072,000 | -55.8% | 189,975 | -58.6% | 0.18% | -53.1% |
| CVX | Sell | CHEVRON CORP NEW | $28,704,000 | +9.9% | 244,293 | -2.4% | 0.17% | +16.7% |
| CHUBK | Sell | COMMERCEHUB INC | $27,115,000 | +10.3% | 1,270,000 | -9.9% | 0.16% | +16.9% |
| SOHU | Sell | SOHU COM INC | $27,228,000 | -22.2% | 500,060 | -35.6% | 0.16% | -17.6% |
| CM | Sell | CDN IMPERIAL BK COMM TORONTO | $27,104,000 | -13.2% | 310,500 | -19.3% | 0.16% | -8.1% |
| WMT | Sell | WAL-MART STORES INC | $24,692,000 | -47.6% | 316,000 | -49.2% | 0.14% | -44.6% |
| CSX | Sell | CSX CORP | $22,154,000 | -12.1% | 408,300 | -11.6% | 0.13% | -6.5% |
| EDU | Sell | NEW ORIENTAL ED & TECH GRP Ispon adr | $21,235,000 | +8.9% | 240,600 | -13.0% | 0.12% | +14.8% |
| LILA | Sell | LIBERTY GLOBAL PLC | $20,790,000 | +3.2% | 875,000 | -5.4% | 0.12% | +9.9% |
| AFL | Sell | AFLAC INC | $19,336,000 | -27.2% | 237,574 | -30.5% | 0.11% | -23.1% |
| EBAY | Sell | EBAY INC | $18,137,000 | -3.4% | 471,578 | -12.3% | 0.11% | +1.9% |
| PRU | Sell | PRUDENTIAL FINL INC | $16,373,000 | -15.8% | 154,000 | -14.4% | 0.10% | -10.3% |
| BBY | Sell | BEST BUY INC | $16,439,000 | -27.4% | 288,600 | -26.9% | 0.10% | -23.2% |
| UN | Sell | UNILEVER N Vput | $16,013,000 | -42.9% | 320,000 | -44.8% | 0.09% | -39.4% |
| DE | Sell | DEERE & CO | $15,799,000 | -14.3% | 125,800 | -15.6% | 0.09% | -9.8% |
| CMI | Sell | CUMMINS INC | $15,297,000 | -8.7% | 91,040 | -11.8% | 0.09% | -3.3% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $15,079,000 | -83.0% | 101,912 | -83.6% | 0.09% | -82.0% |
| LEA | Sell | LEAR CORP | $14,847,000 | -28.4% | 85,780 | -41.2% | 0.09% | -23.7% |
| PFG | Sell | PRINCIPAL FINL GROUP INC | $14,414,000 | -15.2% | 224,025 | -15.6% | 0.08% | -10.6% |
| IBM | Sell | INTERNATIONAL BUSINESS MACHS | $13,983,000 | -74.6% | 96,384 | -73.0% | 0.08% | -72.9% |
| EC | Sell | ECOPETROL S Asponsored ads | $13,201,000 | -13.0% | 1,391,000 | -16.6% | 0.08% | -8.3% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $12,103,000 | -44.4% | 297,663 | -40.9% | 0.07% | -40.8% |
| CHUBA | Sell | COMMERCEHUB INC | $11,962,000 | +2.5% | 530,000 | -20.9% | 0.07% | +9.4% |
| FE | Sell | FIRSTENERGY CORP | $11,907,000 | -8.1% | 386,200 | -13.1% | 0.07% | -1.4% |
| LRCX | Sell | LAM RESEARCH CORP | $11,565,000 | +16.7% | 62,500 | -10.8% | 0.07% | +23.6% |
| MRO | Sell | MARATHON OIL CORP | $11,450,000 | -4.3% | 844,424 | -16.3% | 0.07% | +1.5% |
| LSCC | Sell | LATTICE SEMICONDUCTOR CORP | $11,485,000 | -46.7% | 2,204,400 | -31.9% | 0.07% | -43.7% |
| FISV | Sell | FISERV INC | $11,241,000 | -51.7% | 87,164 | -54.1% | 0.07% | -48.4% |
| BMO | Sell | BANK MONTREAL QUE | $11,342,000 | -34.3% | 150,200 | -36.2% | 0.07% | -30.5% |
| CNP | Sell | CENTERPOINT ENERGY INC | $10,819,000 | -8.9% | 370,400 | -14.6% | 0.06% | -4.5% |
| VLO | Sell | VALERO ENERGY CORP NEW | $10,646,000 | -80.8% | 138,386 | -83.2% | 0.06% | -79.8% |
| AVY | Sell | AVERY DENNISON CORP | $10,330,000 | -0.6% | 105,047 | -10.6% | 0.06% | +5.3% |
| IAG | Sell | IAMGOLD CORP | $10,172,000 | -5.2% | 1,667,300 | -19.9% | 0.06% | 0.0% |
| PVAC | Sell | PENN VA CORP NEW | $10,085,000 | -59.0% | 252,261 | -62.3% | 0.06% | -56.6% |
| FIZZ | Sell | NATIONAL BEVERAGE CORP | $9,924,000 | -18.4% | 80,000 | -38.5% | 0.06% | -13.4% |
| DOX | Sell | AMDOCS LTD | $9,896,000 | -21.7% | 153,855 | -21.5% | 0.06% | -17.1% |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $10,004,000 | +4.7% | 180,475 | -0.7% | 0.06% | +9.4% |
| SYY | Sell | SYSCO CORP | $9,592,000 | -19.3% | 177,800 | -24.7% | 0.06% | -15.2% |
| SQM | Sell | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $9,617,000 | -7.8% | 172,778 | -45.3% | 0.06% | -3.4% |
| HST | Sell | HOST HOTELS & RESORTS INC | $9,193,000 | -17.5% | 497,200 | -18.5% | 0.05% | -12.9% |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $9,204,000 | -14.1% | 142,673 | -23.4% | 0.05% | -8.5% |
| TROW | Sell | PRICE T ROWE GROUP INC | $8,621,000 | -45.1% | 95,105 | -55.1% | 0.05% | -42.5% |
| GLW | Sell | CORNING INC | $8,028,000 | -25.4% | 268,300 | -25.1% | 0.05% | -20.3% |
| LNC | Sell | LINCOLN NATL CORP IND | $7,987,000 | -9.0% | 108,703 | -16.3% | 0.05% | -2.1% |
| SEDG | Sell | SOLAREDGE TECHNOLOGIES INC | $8,098,000 | +25.0% | 283,655 | -12.4% | 0.05% | +30.6% |
| WMB | Sell | WILLIAMS COS INC DELput | $8,103,000 | -55.4% | 270,000 | -55.0% | 0.05% | -53.0% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N | $7,645,000 | -81.6% | 77,180 | -84.3% | 0.04% | -80.3% |
| CHT | Sell | CHUNGHWA TELECOM CO LTDspon adr new11 | $7,553,000 | -34.8% | 221,427 | -32.6% | 0.04% | -31.2% |
| PKG | Sell | PACKAGING CORP AMER | $6,640,000 | -11.6% | 57,900 | -14.1% | 0.04% | -4.9% |
| DPS | Sell | DR PEPPER SNAPPLE GROUP INC | $6,645,000 | -58.1% | 75,108 | -56.9% | 0.04% | -55.7% |
| CTXS | Sell | CITRIX SYS INC | $6,144,000 | -4.7% | 79,978 | -1.2% | 0.04% | 0.0% |
| DVMT | Sell | DELL TECHNOLOGIES INC | $6,193,000 | +5.1% | 80,216 | -16.8% | 0.04% | +9.1% |
| RE | Sell | EVEREST RE GROUP LTD | $6,236,000 | -58.2% | 27,304 | -53.4% | 0.04% | -56.1% |
| GD | Sell | GENERAL DYNAMICS CORP | $6,093,000 | -54.3% | 29,640 | -55.9% | 0.04% | -50.7% |
| TMUS | Sell | T MOBILE US INC | $6,030,000 | -53.4% | 97,794 | -54.2% | 0.04% | -50.7% |
| CXW | Sell | CORECIVIC INC | $5,975,000 | -14.2% | 223,200 | -11.6% | 0.04% | -7.9% |
| ENIA | Sell | ENEL AMERICAS S Asponsored adr | $5,856,000 | -40.7% | 573,040 | -45.2% | 0.03% | -37.0% |
| MRVL | Sell | MARVELL TECHNOLOGY GROUP LTDord | $5,748,000 | -37.2% | 321,095 | -42.0% | 0.03% | -32.0% |
| CA | Sell | CA INC | $5,606,000 | -30.1% | 167,954 | -27.8% | 0.03% | -25.0% |
| EFA | Sell | ISHARES TRmsci eafe etf | $5,546,000 | -35.1% | 80,988 | -38.2% | 0.03% | -31.9% |
| UNM | Sell | UNUM GROUP | $5,509,000 | -11.1% | 107,748 | -18.9% | 0.03% | -5.9% |
| DAN | Sell | DANA INCORPORATED | $5,466,000 | +15.1% | 195,500 | -8.0% | 0.03% | +23.1% |
| THO | Sell | THOR INDS INC | $5,223,000 | -54.9% | 41,485 | -62.6% | 0.03% | -51.6% |
| JLL | Sell | JONES LANG LASALLE INC | $5,353,000 | -12.5% | 43,343 | -11.4% | 0.03% | -8.8% |
| DTE | Sell | DTE ENERGY CO | $4,916,000 | -20.0% | 45,789 | -21.2% | 0.03% | -14.7% |
| PHM | Sell | PULTE GROUP INC | $4,884,000 | -12.3% | 178,700 | -21.3% | 0.03% | -6.5% |
| AGCO | Sell | AGCO CORP | $4,393,000 | -9.4% | 59,544 | -17.2% | 0.03% | -3.7% |
| MTOR | Sell | MERITOR INC | $4,403,000 | +35.4% | 169,300 | -13.5% | 0.03% | +44.4% |
| TECD | Sell | TECH DATA CORP | $4,321,000 | -22.3% | 48,638 | -11.6% | 0.02% | -19.4% |
| SANM | Sell | SANMINA CORPORATION | $4,268,000 | -36.7% | 114,893 | -35.1% | 0.02% | -32.4% |
| LDOS | Sell | LEIDOS HLDGS INC | $4,181,000 | -7.2% | 70,600 | -19.0% | 0.02% | -4.0% |
| RS | Sell | RELIANCE STEEL & ALUMINUM CO | $4,093,000 | -13.4% | 53,740 | -17.2% | 0.02% | -7.7% |
| MDR | Sell | MCDERMOTT INTL INC | $4,102,000 | -4.0% | 564,250 | -5.4% | 0.02% | 0.0% |
| THC | Sell | TENET HEALTHCARE CORP | $3,925,000 | -29.4% | 238,900 | -16.9% | 0.02% | -25.8% |
| BEN | Sell | FRANKLIN RES INC | $3,952,000 | -18.7% | 88,800 | -18.2% | 0.02% | -14.8% |
| ACCO | Sell | ACCO BRANDS CORP | $3,933,000 | -8.1% | 330,529 | -10.0% | 0.02% | -4.2% |
| APLE | Sell | APPLE HOSPITALITY REIT INC | $3,894,000 | -13.4% | 205,900 | -14.4% | 0.02% | -8.0% |
| DRI | Sell | DARDEN RESTAURANTS INC | $4,010,000 | -13.7% | 50,900 | -1.0% | 0.02% | -11.5% |
| DLX | Sell | DELUXE CORP | $3,940,000 | -30.7% | 53,998 | -34.2% | 0.02% | -25.8% |
| LOPE | Sell | GRAND CANYON ED INC | $3,878,000 | -4.0% | 42,700 | -17.1% | 0.02% | +4.5% |
| CHKP | Sell | CHECK POINT SOFTWARE TECH LTord | $3,899,000 | -89.1% | 34,200 | -89.6% | 0.02% | -88.3% |
| EME | Sell | EMCOR GROUP INC | $3,736,000 | -26.4% | 53,850 | -30.7% | 0.02% | -21.4% |
| C | Sell | CITIGROUP INC | $3,841,000 | +1.1% | 52,800 | -7.0% | 0.02% | +4.8% |
| HRG | Sell | HRG GROUP INC | $3,713,000 | -46.0% | 237,850 | -38.8% | 0.02% | -42.1% |
| LAMR | Sell | LAMAR ADVERTISING CO NEWcl a | $3,810,000 | -17.0% | 55,600 | -10.9% | 0.02% | -12.0% |
| WMB | Sell | WILLIAMS COS INC DEL | $3,834,000 | -30.3% | 127,742 | -29.7% | 0.02% | -26.7% |
| FITB | Sell | FIFTH THIRD BANCORP | $3,629,000 | -27.5% | 129,700 | -32.8% | 0.02% | -25.0% |
| CPS | Sell | COOPER STD HLDGS INC | $3,583,000 | +2.1% | 30,900 | -11.2% | 0.02% | +10.5% |
| AGO | Sell | ASSURED GUARANTY LTD | $3,555,000 | -52.1% | 94,176 | -47.1% | 0.02% | -48.8% |
| VC | Sell | VISTEON CORP | $3,602,000 | +17.6% | 29,100 | -3.0% | 0.02% | +23.5% |
| CHE | Sell | CHEMED CORP NEW | $3,396,000 | -35.7% | 16,807 | -34.9% | 0.02% | -31.0% |
| FAF | Sell | FIRST AMERN FINL CORP | $3,407,000 | -41.7% | 68,176 | -47.9% | 0.02% | -37.5% |
| GT | Sell | GOODYEAR TIRE & RUBR CO | $3,388,000 | -52.2% | 101,900 | -49.8% | 0.02% | -48.7% |
| CIG | Sell | COMPANHIA ENERGETICA DE MINAsp adr n-v pfd | $3,331,000 | -34.5% | 1,343,091 | -36.6% | 0.02% | -32.1% |
| SCG | Sell | SCANA CORP NEW | $3,254,000 | -42.2% | 67,100 | -20.1% | 0.02% | -38.7% |
| PLUS | Sell | EPLUS INC | $3,197,000 | +0.4% | 34,582 | -19.5% | 0.02% | +5.6% |
| AGRO | Sell | ADECOAGRO S A | $3,036,000 | -2.0% | 281,153 | -9.4% | 0.02% | +5.9% |
| DRH | Sell | DIAMONDROCK HOSPITALITY CO | $3,035,000 | -14.2% | 277,200 | -14.2% | 0.02% | -10.0% |
| CACI | Sell | CACI INTL INCcl a | $3,135,000 | -10.1% | 22,500 | -19.4% | 0.02% | -5.3% |
| WD | Sell | WALKER & DUNLOP INC | $2,838,000 | -5.2% | 54,241 | -11.6% | 0.02% | 0.0% |
| HELE | Sell | HELEN OF TROY CORP LTD | $2,904,000 | -13.5% | 29,973 | -16.0% | 0.02% | -10.5% |
| ICL | Sell | ISRAEL CHEMICALS LTD | $2,698,000 | -14.7% | 607,941 | -9.3% | 0.02% | -5.9% |
| NTRI | Sell | NUTRI SYS INC NEW | $2,454,000 | -6.3% | 43,900 | -12.7% | 0.01% | 0.0% |
| AIT | Sell | APPLIED INDL TECHNOLOGIES IN | $2,428,000 | -7.6% | 36,900 | -17.1% | 0.01% | 0.0% |
| TUP | Sell | TUPPERWARE BRANDS CORP | $2,338,000 | -31.0% | 37,827 | -21.6% | 0.01% | -26.3% |
| UEPS | Sell | NET 1 UEPS TECHNOLOGIES INC | $2,322,000 | -1.9% | 238,441 | -0.7% | 0.01% | +7.7% |
| STX | Sell | SEAGATE TECHNOLOGY PLC | $2,269,000 | -85.2% | 68,400 | -82.7% | 0.01% | -84.7% |
| INN | Sell | SUMMIT HOTEL PPTYS | $2,123,000 | -24.3% | 132,800 | -11.7% | 0.01% | -20.0% |
| PLCE | Sell | CHILDRENS PL INC | $2,068,000 | -17.7% | 17,500 | -28.9% | 0.01% | -14.3% |
| GEF | Sell | GREIF INCcl a | $1,949,000 | -27.2% | 33,300 | -30.6% | 0.01% | -26.7% |
| GIB | Sell | GROUPE CGI INCcl a sub vtg | $1,712,000 | -87.3% | 33,100 | -87.5% | 0.01% | -86.5% |
| MDC | Sell | M D C HLDGS INC | $1,707,000 | -31.9% | 51,400 | -27.6% | 0.01% | -28.6% |
| QCP | Sell | QUALITY CARE PPTYS INC | $1,770,000 | -24.0% | 114,200 | -10.2% | 0.01% | -23.1% |
| IBN | Sell | ICICI BK LTDadr | $1,467,000 | -77.7% | 171,396 | -76.6% | 0.01% | -75.0% |
| POT | Sell | POTASH CORP SASK INC | $1,602,000 | +4.8% | 83,329 | -11.2% | 0.01% | +12.5% |
| AET | Sell | AETNA INC NEW | $1,618,000 | -52.2% | 10,177 | -54.3% | 0.01% | -52.6% |
| ICFI | Sell | ICF INTL INC | $1,608,000 | +10.8% | 29,800 | -3.2% | 0.01% | +12.5% |
| SMP | Sell | STANDARD MTR PRODS INC | $1,192,000 | -11.5% | 24,700 | -4.3% | 0.01% | 0.0% |
| OEC | Sell | ORION ENGINEERED CARBONS S A | $1,172,000 | -36.4% | 52,200 | -43.5% | 0.01% | -30.0% |
| ANAT | Sell | AMERICAN NATL INS CO | $1,252,000 | -9.7% | 10,600 | -10.9% | 0.01% | -12.5% |
| ESV | Sell | ENSCO PLC | $1,144,000 | +1.2% | 191,600 | -12.5% | 0.01% | +16.7% |
| NCI | Sell | NAVIGANT CONSULTING INC | $1,149,000 | -53.6% | 67,912 | -45.8% | 0.01% | -50.0% |
| RDC | Sell | ROWAN COMPANIES PLC | $1,069,000 | +10.8% | 83,200 | -11.7% | 0.01% | +20.0% |
| CENT | Sell | CENTRAL GARDEN & PET CO | $1,045,000 | +15.7% | 26,900 | -5.3% | 0.01% | +20.0% |
| TOWR | Sell | TOWER INTL INC | $1,035,000 | -21.3% | 38,065 | -35.0% | 0.01% | -14.3% |
| MRC | Sell | MRC GLOBAL INC | $1,107,000 | -12.1% | 63,300 | -17.0% | 0.01% | -14.3% |
| INGR | Sell | INGREDION INC | $985,000 | -90.7% | 8,162 | -90.8% | 0.01% | -89.7% |
| MTZ | Sell | MASTEC INC | $789,000 | -37.8% | 17,000 | -39.5% | 0.01% | -28.6% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $886,000 | -82.6% | 17,900 | -84.3% | 0.01% | -82.1% |
| COF | Sell | CAPITAL ONE FINL CORP | $779,000 | -93.9% | 9,200 | -94.0% | 0.01% | -92.9% |
| CHK | Sell | CHESAPEAKE ENERGY CORP | $840,000 | -58.8% | 195,402 | -52.4% | 0.01% | -54.5% |
| MOS | Sell | MOSAIC CO NEW | $899,000 | -70.1% | 41,660 | -68.4% | 0.01% | -70.6% |
| OTEX | Sell | OPEN TEXT CORP | $814,000 | -86.2% | 25,300 | -86.5% | 0.01% | -84.8% |
| BTEGF | Sell | BAYTEX ENERGY CORP | $819,000 | -21.9% | 272,100 | -36.9% | 0.01% | -16.7% |
| ATW | Sell | ATWOOD OCEANICS INC | $796,000 | +0.4% | 84,740 | -12.9% | 0.01% | +25.0% |
| AGM | Sell | FEDERAL AGRIC MTG CORPcl c | $829,000 | -1.4% | 11,400 | -12.3% | 0.01% | 0.0% |
| ITUB | Sell | ITAU UNIBANCO HLDG SAspon adr rep pfd | $724,000 | -36.9% | 52,811 | -49.2% | 0.00% | -33.3% |
| NAVG | Sell | NAVIGATORS GROUP INC | $730,000 | -53.0% | 12,514 | -55.8% | 0.00% | -55.6% |
| THG | Sell | HANOVER INS GROUP INC | $746,000 | -86.2% | 7,700 | -87.4% | 0.00% | -86.7% |
| ENVA | Sell | ENOVA INTL INC | $689,000 | -45.5% | 51,200 | -39.9% | 0.00% | -42.9% |
| SPXC | Sell | SPX CORP | $647,000 | -59.8% | 22,036 | -65.6% | 0.00% | -55.6% |
| DOFSQ | Sell | DIAMOND OFFSHORE DRILLING IN | $712,000 | -3.1% | 49,100 | -27.7% | 0.00% | 0.0% |
| UNTCQ | Sell | UNIT CORP | $713,000 | -42.3% | 34,664 | -47.5% | 0.00% | -42.9% |
| UMC | Sell | UNITED MICROELECTRONICS CORPspon adr new | $607,000 | -70.9% | 242,600 | -71.7% | 0.00% | -66.7% |
| AGU | Sell | AGRIUM INC | $700,000 | +14.6% | 6,551 | -3.0% | 0.00% | +33.3% |
| BIIB | Sell | BIOGEN INC | $463,000 | -93.0% | 1,480 | -94.0% | 0.00% | -91.9% |
| CLS | Sell | CELESTICA INC | $489,000 | -63.0% | 39,600 | -59.3% | 0.00% | -57.1% |
| ESNT | Sell | ESSENT GROUP LTD | $579,000 | -85.8% | 14,300 | -86.9% | 0.00% | -86.4% |
| ETN | Sell | EATON CORP PLC | $468,000 | -10.2% | 6,100 | -9.0% | 0.00% | 0.0% |
| SPIL | Sell | SILICONWARE PRECISION INDS Lsponsd adr spl | $452,000 | -88.4% | 57,300 | -88.3% | 0.00% | -86.4% |
| SCL | Sell | STEPAN CO | $452,000 | -13.6% | 5,400 | -10.0% | 0.00% | 0.0% |
| WNC | Sell | WABASH NATL CORP | $509,000 | -85.3% | 22,300 | -85.9% | 0.00% | -84.2% |
| JKHY | Sell | HENRY JACK & ASSOC INC | $536,000 | -2.9% | 5,210 | -1.9% | 0.00% | 0.0% |
| RF | Sell | REGIONS FINL CORP NEW | $257,000 | -70.6% | 16,900 | -71.7% | 0.00% | -60.0% |
| TIER | Sell | TIER REIT INC | $264,000 | -11.4% | 13,700 | -14.9% | 0.00% | 0.0% |
| AAWW | Sell | ATLAS AIR WORLDWIDE HLDGS IN | $375,000 | +24.2% | 5,700 | -1.7% | 0.00% | 0.0% |
| ABG | Sell | ASBURY AUTOMOTIVE GROUP INC | $367,000 | -64.3% | 6,000 | -67.0% | 0.00% | -66.7% |
| IP | Sell | INTL PAPER CO | $307,000 | -98.1% | 5,400 | -98.1% | 0.00% | -97.7% |
| JBL | Sell | JABIL INC | $291,000 | -68.5% | 10,200 | -67.8% | 0.00% | -60.0% |
| JE | Sell | JUST ENERGY GROUP INC | $272,000 | +2.3% | 47,000 | -7.5% | 0.00% | +100.0% |
| CELG | Sell | CELGENE CORP | $394,000 | +1.0% | 2,700 | -10.0% | 0.00% | 0.0% |
| JBSS | Sell | SANFILIPPO JOHN B & SON INC | $333,000 | -12.8% | 4,950 | -18.2% | 0.00% | 0.0% |
| AUOTY | Sell | AU OPTRONICS CORPsponsored adr | $421,000 | -66.0% | 104,100 | -61.6% | 0.00% | -71.4% |
| PAYX | Sell | PAYCHEX INC | $282,000 | -98.1% | 4,700 | -98.2% | 0.00% | -97.5% |
| CNDT | Sell | CONDUENT INC | $299,000 | -2.6% | 19,080 | -0.9% | 0.00% | 0.0% |
| HCA | Sell | HCA HEALTHCARE INC | $271,000 | -97.8% | 3,400 | -97.6% | 0.00% | -97.1% |
| COH | Sell | COACH INC | $310,000 | -96.2% | 7,700 | -95.5% | 0.00% | -95.6% |
| OKE | Sell | ONEOK INC NEW | $414,000 | -29.0% | 7,475 | -33.1% | 0.00% | -33.3% |
| OME | Sell | OMEGA PROTEIN CORP | $291,000 | -22.2% | 17,500 | -16.3% | 0.00% | 0.0% |
| NVDA | Sell | NVIDIA CORP | $340,000 | -91.4% | 1,900 | -93.1% | 0.00% | -90.9% |
| QUAD | Sell | QUAD / GRAPHICS INC | $418,000 | -27.1% | 18,500 | -26.0% | 0.00% | -33.3% |
| JOBS | Sell | 51JOB INC | $382,000 | -86.4% | 6,300 | -90.0% | 0.00% | -86.7% |
| BKCC | Sell | BLACKROCK CAPITAL INVESTMENT | $415,000 | -8.0% | 55,388 | -8.0% | 0.00% | 0.0% |
| WYND | Sell | WYNDHAM WORLDWIDE CORP | $416,000 | -90.2% | 3,950 | -90.7% | 0.00% | -91.3% |
| XYL | Sell | XYLEM INC | $336,000 | -51.4% | 5,360 | -57.0% | 0.00% | -50.0% |
| DNRCQ | Sell | DENBURY RES INC | $322,000 | -23.5% | 240,108 | -12.8% | 0.00% | 0.0% |
| HIFR | Sell | INFRAREIT INC | $309,000 | +12.8% | 13,800 | -3.5% | 0.00% | 0.0% |
| ASR | Sell | GRUPO AEROPORTUARIO DEL SUREspon adr ser b | $210,000 | -92.4% | 1,100 | -91.6% | 0.00% | -93.3% |
| SON | Sell | SONOCO PRODS CO | $204,000 | -93.4% | 4,040 | -93.3% | 0.00% | -94.1% |
| S | Sell | SPRINT CORP | $159,000 | -54.6% | 20,485 | -51.9% | 0.00% | -50.0% |
| TTMI | Sell | TTM TECHNOLOGIES INC | $215,000 | -22.7% | 14,000 | -12.5% | 0.00% | -50.0% |
| CIM | Sell | CHIMERA INVT CORP | $231,000 | -0.9% | 12,200 | -2.4% | 0.00% | 0.0% |
| PNW | Sell | PINNACLE WEST CAP CORP | $254,000 | -75.3% | 3,000 | -75.2% | 0.00% | -83.3% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $240,000 | -99.3% | 1,010 | -99.3% | 0.00% | -99.4% |
| GTE | Sell | GRAN TIERRA ENERGY INC | $241,000 | -10.4% | 105,618 | -12.1% | 0.00% | 0.0% |
| VG | Sell | VONAGE HLDGS CORP | $160,000 | -79.3% | 19,600 | -83.4% | 0.00% | -75.0% |
| SNR | Sell | NEW SR INVT GROUP INC | $214,000 | -22.2% | 23,400 | -14.6% | 0.00% | -50.0% |
| BAC | Sell | BANK AMER CORP | $226,000 | -28.3% | 8,900 | -31.5% | 0.00% | -50.0% |
| BCE | Sell | BCE INC | $225,000 | -70.3% | 4,800 | -71.4% | 0.00% | -75.0% |
| AVP | Sell | AVON PRODS INC | $135,000 | -77.0% | 57,900 | -62.4% | 0.00% | -66.7% |
| CELJF | Sell | CELLCOM ISRAEL LTD | $184,000 | -58.7% | 19,774 | -57.3% | 0.00% | -50.0% |
| MANT | Sell | MANTECH INTL CORPcl a | $252,000 | -1.9% | 5,700 | -8.1% | 0.00% | 0.0% |
| ASX | Sell | ADVANCED SEMICONDUCTOR ENGRsponsored adr | $87,000 | -99.0% | 14,100 | -98.9% | 0.00% | -97.8% |
| NIHD | Exit | NII HLDGS INC | $0 | – | -12,200 | -100.0% | 0.00% | – |
| AMRC | Exit | AMERESCO INCcl a | $0 | – | -11,100 | -100.0% | 0.00% | – |
| PKD | Exit | PARKER DRILLING CO | $0 | – | -12,900 | -100.0% | 0.00% | – |
| T | Sell | AT&T INC | $46,000 | -17.9% | 1,181 | -20.3% | 0.00% | – |
| FTR | Exit | FRONTIER COMMUNICATIONS CORP | $0 | – | -11,200 | -100.0% | 0.00% | – |
| ENOC | Exit | ENERNOC INC | $0 | – | -11,400 | -100.0% | 0.00% | – |
| LUMN | Sell | CENTURYLINK INC | $47,000 | -86.1% | 2,500 | -82.4% | 0.00% | -100.0% |
| SID | Exit | COMPANHIA SIDERURGICA NACIONsponsored adr | $0 | – | -16,300 | -100.0% | 0.00% | – |
| MGRC | Exit | MCGRATH RENTCORP | $0 | – | -6,700 | -100.0% | -0.00% | – |
| SLRC | Exit | SOLAR CAP LTD | $0 | – | -10,100 | -100.0% | -0.00% | – |
| AMKR | Exit | AMKOR TECHNOLOGY INC | $0 | – | -20,300 | -100.0% | -0.00% | – |
| SPTN | Exit | SPARTANNASH CO | $0 | – | -9,100 | -100.0% | -0.00% | – |
| CADE | Exit | CADENCE BANCORPORATIONcl a | $0 | – | -11,500 | -100.0% | -0.00% | – |
| MASI | Exit | MASIMO CORP | $0 | – | -2,300 | -100.0% | -0.00% | – |
| PK | Exit | PARK HOTELS RESORTS INC | $0 | – | -8,600 | -100.0% | -0.00% | – |
| UIS | Exit | UNISYS CORP | $0 | – | -11,500 | -100.0% | -0.00% | – |
| TBI | Exit | TRUEBLUE INC | $0 | – | -8,680 | -100.0% | -0.00% | – |
| OGS | Exit | ONE GAS INC | $0 | – | -3,461 | -100.0% | -0.00% | – |
| TCPC | Exit | TCP CAP CORP | $0 | – | -13,000 | -100.0% | -0.00% | – |
| TSLX | Exit | TPG SPECIALTY LENDING INC | $0 | – | -11,200 | -100.0% | -0.00% | – |
| RMAX | Exit | RE MAX HLDGS INCcl a | $0 | – | -4,800 | -100.0% | -0.00% | – |
| HA | Exit | HAWAIIAN HOLDINGS INC | $0 | – | -4,900 | -100.0% | -0.00% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -3,200 | -100.0% | -0.00% | – |
| TLRDQ | Exit | TAILORED BRANDS INC | $0 | – | -16,000 | -100.0% | -0.00% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -7,800 | -100.0% | -0.00% | – |
| MFA | Exit | MFA FINL INC | $0 | – | -28,200 | -100.0% | -0.00% | – |
| NUTR | Exit | NUTRACEUTICAL INTL CORP | $0 | – | -5,600 | -100.0% | -0.00% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORPcl a | $0 | – | -10,900 | -100.0% | -0.00% | – |
| FET | Exit | FORUM ENERGY TECHNOLOGIES IN | $0 | – | -11,400 | -100.0% | -0.00% | – |
| MHLD | Exit | MAIDEN HOLDINGS LTD | $0 | – | -20,700 | -100.0% | -0.00% | – |
| MMI | Exit | MARCUS & MILLICHAP INC | $0 | – | -9,400 | -100.0% | -0.00% | – |
| RGC | Exit | REGAL ENTMT GROUPcl a | $0 | – | -12,200 | -100.0% | -0.00% | – |
| AHT | Exit | ASHFORD HOSPITALITY TR INC | $0 | – | -25,400 | -100.0% | -0.00% | – |
| CBM | Exit | CAMBREX CORP | $0 | – | -4,400 | -100.0% | -0.00% | – |
| CNX | Exit | CONSOL ENERGY INC | $0 | – | -14,600 | -100.0% | -0.00% | – |
| JKS | Exit | JINKOSOLAR HLDG CO LTDsponsored adr | $0 | – | -10,194 | -100.0% | -0.00% | – |
| CAKE | Exit | CHEESECAKE FACTORY INC | $0 | – | -4,430 | -100.0% | -0.00% | – |
| SVU | Exit | SUPERVALU INC | $0 | – | -74,400 | -100.0% | -0.00% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -12,600 | -100.0% | -0.00% | – |
| INCR | Exit | INC RESH HLDGS INCcl a | $0 | – | -5,000 | -100.0% | -0.00% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -4,374 | -100.0% | -0.00% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -18,200 | -100.0% | -0.00% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -13,290 | -100.0% | -0.00% | – |
| ADM | Exit | ARCHER DANIELS MIDLAND CO | $0 | – | -8,700 | -100.0% | -0.00% | – |
| VIA | Exit | VIACOM INC NEWcl a | $0 | – | -7,600 | -100.0% | -0.00% | – |
| JCOM | Exit | J2 GLOBAL INC | $0 | – | -4,400 | -100.0% | -0.00% | – |
| CLF | Exit | CLIFFS NAT RES INC | $0 | – | -59,500 | -100.0% | -0.00% | – |
| AA | Exit | ALCOA CORP | $0 | – | -8,800 | -100.0% | -0.00% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -10,500 | -100.0% | -0.00% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -4,500 | -100.0% | -0.00% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -11,316 | -100.0% | -0.00% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -35,663 | -100.0% | -0.00% | – |
| RLJ | Exit | RLJ LODGING TR | $0 | – | -14,600 | -100.0% | -0.00% | – |
| MEOH | Exit | METHANEX CORP | $0 | – | -14,400 | -100.0% | -0.00% | – |
| GILD | Exit | GILEAD SCIENCES INC | $0 | – | -6,800 | -100.0% | -0.00% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -28,358 | -100.0% | -0.00% | – |
| PRAA | Exit | PRA GROUP INC | $0 | – | -14,400 | -100.0% | -0.00% | – |
| DVN | Exit | DEVON ENERGY CORP NEW | $0 | – | -15,600 | -100.0% | -0.00% | – |
| JHG | Exit | JANUS HENDERSON GROUP PLC | $0 | – | -18,073 | -100.0% | -0.00% | – |
| PLOW | Exit | DOUGLAS DYNAMICS INC | $0 | – | -18,745 | -100.0% | -0.00% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -37,500 | -100.0% | -0.00% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -105,283 | -100.0% | -0.00% | – |
| CSL | Exit | CARLISLE COS INC | $0 | – | -8,200 | -100.0% | -0.00% | – |
| IMOS | Exit | CHIPMOS TECHNOLOGIES INCsponsored adr | $0 | – | -37,700 | -100.0% | -0.00% | – |
| SBRA | Exit | SABRA HEALTH CARE REIT INC | $0 | – | -35,400 | -100.0% | -0.01% | – |
| WIX | Exit | WIX COM LTD | $0 | – | -14,300 | -100.0% | -0.01% | – |
| UPS | Exit | UNITED PARCEL SERVICE INCcl b | $0 | – | -8,900 | -100.0% | -0.01% | – |
| GGB | Exit | GERDAU S Aspon adr rep pfd | $0 | – | -268,100 | -100.0% | -0.01% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD | $0 | – | -32,492 | -100.0% | -0.01% | – |
| SIMO | Exit | SILICON MOTION TECHNOLOGY COsponsored adr | $0 | – | -21,900 | -100.0% | -0.01% | – |
| SNA | Exit | SNAP ON INC | $0 | – | -9,800 | -100.0% | -0.01% | – |
| NTGR | Exit | NETGEAR INC | $0 | – | -36,400 | -100.0% | -0.01% | – |
| PDS | Exit | PRECISION DRILLING CORP | $0 | – | -453,200 | -100.0% | -0.01% | – |
| OASPQ | Exit | OASIS PETE INC NEW | $0 | – | -212,700 | -100.0% | -0.01% | – |
| DD | Exit | DU PONT E I DE NEMOURS & CO | $0 | – | -22,068 | -100.0% | -0.01% | – |
| EXPD | Exit | EXPEDITORS INTL WASH INC | $0 | – | -31,343 | -100.0% | -0.01% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -34,900 | -100.0% | -0.01% | – |
| SUPV | Exit | GRUPO SUPERVIELLE S Asponsored adr | $0 | – | -125,298 | -100.0% | -0.01% | – |
| LCII | Exit | LCI INDS | $0 | – | -23,721 | -100.0% | -0.01% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -28,009 | -100.0% | -0.01% | – |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -79,873 | -100.0% | -0.01% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -274,900 | -100.0% | -0.02% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -105,642 | -100.0% | -0.02% | – |
| VLRS | Exit | CONTROLADORA VUELA CIA DE AVspon adr rp 10 | $0 | – | -229,700 | -100.0% | -0.02% | – |
| PRGO | Exit | PERRIGO CO PLC | $0 | – | -45,199 | -100.0% | -0.02% | – |
| EOG | Exit | EOG RES INCput | $0 | – | -43,700 | -100.0% | -0.02% | – |
| NUE | Exit | NUCOR CORP | $0 | – | -68,900 | -100.0% | -0.02% | – |
| USCR | Exit | U S CONCRETE INCcall | $0 | – | -53,500 | -100.0% | -0.02% | – |
| TECK | Exit | TECK RESOURCES LTDcl b | $0 | – | -247,898 | -100.0% | -0.02% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -249,429 | -100.0% | -0.03% | – |
| WM | Exit | WASTE MGMT INC DEL | $0 | – | -69,700 | -100.0% | -0.03% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -45,983 | -100.0% | -0.03% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Ncl a | $0 | – | -14,940 | -100.0% | -0.03% | – |
| XOP | Exit | SPDR SERIES TRUSTput | $0 | – | -163,800 | -100.0% | -0.03% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -27,930 | -100.0% | -0.03% | – |
| WNS | Exit | WNS HOLDINGS LTDspon adr | $0 | – | -157,600 | -100.0% | -0.03% | – |
| M | Exit | MACYS INC | $0 | – | -276,700 | -100.0% | -0.04% | – |
| CTAS | Exit | CINTAS CORP | $0 | – | -49,608 | -100.0% | -0.04% | – |
| BHI | Exit | BAKER HUGHES INC | $0 | – | -131,104 | -100.0% | -0.04% | – |
| HAL | Exit | HALLIBURTON COput | $0 | – | -170,100 | -100.0% | -0.04% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -156,400 | -100.0% | -0.05% | – |
| VIAB | Exit | VIACOM INC NEWcl b | $0 | – | -314,700 | -100.0% | -0.06% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -213,095 | -100.0% | -0.06% | – |
| DAL | Exit | DELTA AIR LINES INC DEL | $0 | – | -203,071 | -100.0% | -0.06% | – |
| SLF | Exit | SUN LIFE FINL INC | $0 | – | -338,000 | -100.0% | -0.07% | – |
| CDK | Exit | CDK GLOBAL INC | $0 | – | -194,514 | -100.0% | -0.07% | – |
| FFIV | Exit | F5 NETWORKS INCput | $0 | – | -100,000 | -100.0% | -0.07% | – |
| CDK | Exit | CDK GLOBAL INCput | $0 | – | -280,000 | -100.0% | -0.10% | – |
| BHI | Exit | BAKER HUGHES INCput | $0 | – | -340,000 | -100.0% | -0.10% | – |
| DD | Exit | DU PONT E I DE NEMOURS & COput | $0 | – | -230,000 | -100.0% | -0.10% | – |
| SWFT | Exit | SWIFT TRANSN COcl a | $0 | – | -705,933 | -100.0% | -0.10% | – |
| PPG | Exit | PPG INDS INCput | $0 | – | -180,000 | -100.0% | -0.11% | – |
| TSO | Exit | TESORO CORP | $0 | – | -217,049 | -100.0% | -0.11% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC Nput | $0 | – | -60,000 | -100.0% | -0.11% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -183,822 | -100.0% | -0.13% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -182,879 | -100.0% | -0.13% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -129,700 | -100.0% | -0.13% | – |
| PF | Exit | PINNACLE FOODS INC DEL | $0 | – | -400,000 | -100.0% | -0.13% | – |
| WFM | Exit | WHOLE FOODS MKT INC | $0 | – | -625,600 | -100.0% | -0.14% | – |
| WGL | Exit | WGL HLDGS INC | $0 | – | -337,600 | -100.0% | -0.16% | – |
| PRGO | Exit | PERRIGO CO PLCput | $0 | – | -400,000 | -100.0% | -0.17% | – |
| PNRA | Exit | PANERA BREAD COcl a | $0 | – | -104,922 | -100.0% | -0.18% | – |
| DOW | Exit | DOW CHEM CO | $0 | – | -529,300 | -100.0% | -0.18% | – |
| GPC | Exit | GENUINE PARTS CO | $0 | – | -395,514 | -100.0% | -0.20% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -686,089 | -100.0% | -0.24% | – |
| RICE | Exit | RICE ENERGY INC | $0 | – | -2,769,555 | -100.0% | -0.41% | – |
| MBBYF | Exit | MOBILEYE N V AMSTELVEEN | $0 | – | -1,375,600 | -100.0% | -0.48% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -1,897,460 | -100.0% | -0.62% | – |
| EWY | Exit | ISHARESmsci sth kor etf | $0 | – | -2,517,100 | -100.0% | -0.94% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -3,119,322 | -100.0% | -1.12% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-11-14
Signatures
The EDGAR filing(s) were signed by:
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| MICROSOFT CORP | 42 | Q3 2023 | 5.1% |
| APPLE INC | 42 | Q3 2023 | 4.8% |
| ORACLE CORP | 42 | Q3 2023 | 5.0% |
| JOHNSON & JOHNSON | 42 | Q3 2023 | 5.2% |
| UNITEDHEALTH GROUP INC | 42 | Q3 2023 | 3.7% |
| COCA COLA CO | 42 | Q3 2023 | 4.4% |
| CISCO SYS INC | 42 | Q3 2023 | 3.5% |
| ACCENTURE PLC IRELAND | 42 | Q3 2023 | 2.7% |
| AMERICAN EXPRESS CO | 42 | Q3 2023 | 2.5% |
| ABBOTT LABS | 42 | Q3 2023 | 1.7% |
View Grantham, Mayo, Van Otterloo & Co. LLC's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| Changyou.com Ltd | February 13, 2020 | 119,900 | 0.7% |
| Eventbrite, Inc. | February 13, 2020 | 890,000 | 1.6% |
| DHX Media Ltd.Sold out | February 14, 2018 | 0 | 0.0% |
| MEDIA GENERAL INCSold out | February 14, 2018 | 0 | 0.0% |
| PENN VIRGINIA CORP | February 14, 2018 | 252,261 | 1.7% |
| PJT Partners Inc. | February 13, 2017 | 440,623 | 2.4% |
| PUMA BIOTECHNOLOGY, INC.Sold out | February 13, 2017 | 0 | 0.0% |
| TopBuild Corp | February 13, 2017 | 1,187,139 | 3.1% |
| Vectrus, Inc.Sold out | February 12, 2016 | 0 | 0.0% |
View Grantham, Mayo, Van Otterloo & Co. LLC's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 40-APP | 2024-05-23 |
| 13F-HR | 2024-05-14 |
| 13F-HR | 2024-02-13 |
| SC 13G/A | 2024-02-13 |
| SC 13G/A | 2024-02-13 |
| SC 13G/A | 2024-02-13 |
| SC 13G/A | 2024-02-13 |
| SC 13G/A | 2024-02-13 |
| SC 13G/A | 2024-02-13 |
| SC 13G/A | 2024-02-13 |
View Grantham, Mayo, Van Otterloo & Co. LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.