$12.5 Billion is the total value of Grantham, Mayo, Van Otterloo & Co. LLC's 524 reported holdings in Q4 2018. The portfolio turnover from Q3 2018 to Q4 2018 was 38.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Buy | APPLE INC | $569,699,000 | -17.4% | 3,611,636 | +18.3% | 4.55% | -2.6% |
| MSFT | Sell | MICROSOFT CORP | $530,256,000 | -16.7% | 5,220,599 | -6.2% | 4.23% | -1.8% |
| ORCL | Sell | ORACLE CORP | $472,569,000 | -15.8% | 10,466,640 | -3.8% | 3.77% | -0.7% |
| GOOG | Buy | ALPHABET INCcap stk cl c | $455,679,000 | +11.9% | 440,010 | +29.0% | 3.64% | +31.9% |
| MMM | Buy | 3M CO | $355,284,000 | +54.9% | 1,864,616 | +71.3% | 2.84% | +82.6% |
| MDT | Buy | MEDTRONIC PLC | $329,930,000 | -3.6% | 3,627,196 | +4.2% | 2.64% | +13.6% |
| JNJ | Sell | JOHNSON & JOHNSON | $315,709,000 | -13.3% | 2,446,409 | -7.1% | 2.52% | +2.2% |
| COST | Buy | COSTCO WHSL CORP NEW | $297,055,000 | -9.4% | 1,458,223 | +4.5% | 2.37% | +6.8% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $294,069,000 | -29.6% | 1,180,431 | -24.8% | 2.35% | -17.1% |
| WFC | Buy | WELLS FARGO CO NEW | $282,773,000 | +7.7% | 6,136,570 | +22.9% | 2.26% | +26.9% |
| ACN | Sell | ACCENTURE PLC IRELAND | $273,996,000 | -21.2% | 1,943,097 | -4.9% | 2.19% | -7.1% |
| MRK | Sell | MERCK & CO INC | $271,221,000 | -3.8% | 3,549,542 | -10.7% | 2.17% | +13.4% |
| USB | Buy | US BANCORP DEL | $270,493,000 | +1.5% | 5,918,887 | +17.2% | 2.16% | +19.6% |
| AXP | Buy | AMERICAN EXPRESS CO | $262,372,000 | -7.3% | 2,752,541 | +3.6% | 2.10% | +9.3% |
| TXN | Buy | TEXAS INSTRS INC | $245,571,000 | +33.3% | 2,598,631 | +51.4% | 1.96% | +57.1% |
| ANTM | Sell | ANTHEM INC | $243,704,000 | -13.5% | 927,937 | -9.7% | 1.95% | +2.0% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $237,699,000 | -13.1% | 227,472 | +0.3% | 1.90% | +2.4% |
| UTX | Buy | UNITED TECHNOLOGIES CORP | $223,885,000 | -5.7% | 2,102,602 | +23.8% | 1.79% | +11.2% |
| TJX | Buy | TJX COS INC NEW | $218,540,000 | -24.6% | 4,884,656 | +88.7% | 1.74% | -11.2% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $211,733,000 | -14.6% | 3,335,433 | +3.8% | 1.69% | +0.7% |
| CSCO | Sell | CISCO SYS INC | $208,784,000 | -25.1% | 4,818,464 | -15.9% | 1.67% | -11.7% |
| FCAU | Sell | FIAT CHRYSLER AUTOMOBILES N | $181,768,000 | -22.6% | 12,569,607 | -6.3% | 1.45% | -8.9% |
| KO | Buy | COCA COLA CO | $176,470,000 | +5.6% | 3,726,927 | +3.1% | 1.41% | +24.5% |
| TSM | Buy | TAIWAN SEMICONDUCTOR MFG LTDsponsored adr | $155,577,000 | +4.5% | 4,215,027 | +25.0% | 1.24% | +23.1% |
| RY | Buy | ROYAL BK CDA MONTREAL QUE | $151,944,000 | -13.3% | 2,220,835 | +1.5% | 1.21% | +2.2% |
| ABT | Sell | ABBOTT LABS | $146,086,000 | -12.5% | 2,019,709 | -11.2% | 1.17% | +3.2% |
| BABA | Buy | ALIBABA GROUP HLDG LTDsponsored ads | $142,429,000 | -2.9% | 1,039,098 | +16.7% | 1.14% | +14.4% |
| BKNG | New | BOOKING HLDGS INC | $137,301,000 | – | 79,714 | +100.0% | 1.10% | – |
| SHPG | Buy | SHIRE PLCsponsored adr | $132,731,000 | +29.2% | 762,646 | +34.6% | 1.06% | +52.3% |
| FB | Buy | FACEBOOK INCcl a | $130,553,000 | -16.4% | 995,903 | +4.9% | 1.04% | -1.5% |
| AABA | Buy | ALTABA INC | $123,201,000 | +7.0% | 2,126,361 | +25.8% | 0.98% | +26.2% |
| HON | Sell | HONEYWELL INTL INC | $117,478,000 | -25.9% | 889,174 | -6.6% | 0.94% | -12.7% |
| LQD | ISHARES TRiboxx inv cp etf | $108,799,000 | -1.8% | 964,362 | 0.0% | 0.87% | +15.7% | |
| PM | Buy | PHILIP MORRIS INTL INC | $108,327,000 | -15.8% | 1,622,632 | +2.9% | 0.86% | -0.7% |
| BDX | Sell | BECTON DICKINSON & CO | $98,705,000 | -14.1% | 438,066 | -0.5% | 0.79% | +1.3% |
| GSK | Buy | GLAXOSMITHKLINE PLCsponsored adr | $95,652,000 | -2.1% | 2,503,332 | +2.9% | 0.76% | +15.4% |
| IEMG | New | ISHARES INCcore msci emkt | $91,835,000 | – | 1,947,723 | +100.0% | 0.73% | – |
| FXI | Buy | ISHARES TRchina lg-cap etf | $88,778,000 | +331.2% | 2,271,700 | +372.5% | 0.71% | +410.1% |
| MA | Sell | MASTERCARD INCORPORATEDcl a | $88,144,000 | -39.2% | 467,233 | -28.2% | 0.70% | -28.3% |
| TD | Buy | TORONTO DOMINION BK ONT | $85,689,000 | +5.4% | 1,724,518 | +28.8% | 0.68% | +24.1% |
| STM | Sell | STMICROELECTRONICS N Vny registry | $81,528,000 | -24.6% | 5,873,766 | -0.4% | 0.65% | -11.2% |
| RHT | New | RED HAT INC | $76,102,000 | – | 433,284 | +100.0% | 0.61% | – |
| V | Sell | VISA INC | $75,596,000 | -45.9% | 572,960 | -38.4% | 0.60% | -36.2% |
| QCOM | Sell | QUALCOMM INC | $75,340,000 | -70.9% | 1,323,851 | -63.2% | 0.60% | -65.7% |
| BMO | Buy | BANK MONTREAL QUE | $74,243,000 | +6.5% | 1,136,383 | +34.5% | 0.59% | +25.6% |
| SKM | Buy | SK TELECOM LTDsponsored adr | $72,828,000 | -2.2% | 2,717,451 | +1.8% | 0.58% | +15.5% |
| APH | Buy | AMPHENOL CORP NEWcl a | $64,798,000 | -10.6% | 799,775 | +3.7% | 0.52% | +5.3% |
| PEP | Sell | PEPSICO INC | $64,404,000 | -1.5% | 582,943 | -0.3% | 0.51% | +16.0% |
| CM | Buy | CDN IMPERIAL BK COMM TORONTO | $56,057,000 | +4.9% | 752,890 | +31.9% | 0.45% | +23.8% |
| INFY | Buy | INFOSYS LTDsponsored adr | $54,566,000 | -3.5% | 5,731,728 | +3.1% | 0.44% | +13.8% |
| W | Buy | WAYFAIR INCcl a | $54,048,000 | -20.1% | 600,000 | +31.0% | 0.43% | -5.7% |
| MGA | Sell | MAGNA INTL INC | $49,545,000 | -14.6% | 1,091,054 | -1.2% | 0.40% | +0.8% |
| TRCO | Buy | TRIBUNE MEDIA COcl a | $48,932,000 | +2344.2% | 1,078,280 | +1969.6% | 0.39% | +2692.9% |
| NVO | Buy | NOVO-NORDISK A Sadr | $46,115,000 | -0.6% | 1,000,980 | +1.7% | 0.37% | +17.2% |
| SLF | Buy | SUN LIFE FINL INC | $43,937,000 | -12.2% | 1,324,086 | +5.1% | 0.35% | +3.5% |
| FOXA | Buy | TWENTY FIRST CENTY FOX INCcl a | $42,324,000 | +3658.8% | 879,552 | +3519.6% | 0.34% | +4125.0% |
| FCX | Buy | FREEPORT-MCMORAN INCcl b | $41,685,000 | -3.1% | 4,043,205 | +30.8% | 0.33% | +14.0% |
| LSXMK | Buy | LIBERTY MEDIA CORP DELAWARE | $40,172,000 | +98.4% | 1,086,321 | +133.1% | 0.32% | +134.3% |
| BIDU | Sell | BAIDU INCspon adr rep a | $39,207,000 | -37.9% | 247,204 | -10.5% | 0.31% | -26.9% |
| CHL | Buy | CHINA MOBILE LIMITEDsponsored adr | $39,178,000 | +37.5% | 816,205 | +40.2% | 0.31% | +62.2% |
| NFX | New | NEWFIELD EXPL CO | $37,432,000 | – | 2,553,373 | +100.0% | 0.30% | – |
| MBT | Sell | MOBILE TELESYSTEMS PJSCsponsored adr | $36,445,000 | -40.2% | 5,206,414 | -27.2% | 0.29% | -29.5% |
| LLY | Sell | LILLY ELI & CO | $35,880,000 | -10.5% | 310,059 | -17.0% | 0.29% | +5.5% |
| ORBK | Sell | ORBOTECH LTDord | $35,705,000 | -23.8% | 631,499 | -19.9% | 0.28% | -10.4% |
| UTX | New | UNITED TECHNOLOGIES CORPput | $34,989,000 | – | 328,600 | +100.0% | 0.28% | – |
| ARRS | New | ARRIS INTL INC | $34,905,000 | – | 1,141,796 | +100.0% | 0.28% | – |
| INTC | Buy | INTEL CORP | $34,833,000 | +0.5% | 742,239 | +1.3% | 0.28% | +18.3% |
| BMS | Buy | BEMIS INC | $34,712,000 | +25.2% | 756,242 | +32.6% | 0.28% | +47.3% |
| PFE | Sell | PFIZER INC | $33,954,000 | -25.2% | 777,879 | -24.5% | 0.27% | -12.0% |
| ECA | New | ENCANA CORPput | $33,929,000 | – | 5,870,000 | +100.0% | 0.27% | – |
| FOX | Sell | TWENTY FIRST CENTY FOX INCcl b | $33,462,000 | -68.8% | 700,345 | -70.0% | 0.27% | -63.2% |
| GM | Sell | GENERAL MTRS CO | $30,774,000 | -24.4% | 920,000 | -23.9% | 0.25% | -10.9% |
| SQM | Buy | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $29,476,000 | +4.9% | 769,612 | +25.3% | 0.24% | +23.7% |
| FOXA | Sell | TWENTY FIRST CENTY FOX INCput | $29,425,000 | -67.6% | 611,500 | -68.8% | 0.24% | -61.7% |
| JD | Buy | JD COM INCspon adr cl a | $28,554,000 | +48.5% | 1,364,259 | +85.1% | 0.23% | +75.4% |
| AMGN | Buy | AMGEN INC | $27,760,000 | -5.6% | 142,600 | +0.6% | 0.22% | +11.6% |
| IBN | Buy | ICICI BK LTDadr | $27,544,000 | +27.2% | 2,676,816 | +4.9% | 0.22% | +49.7% |
| IBKR | INTERACTIVE BROKERS GROUP IN | $27,258,000 | -1.2% | 498,772 | 0.0% | 0.22% | +16.6% | |
| EB | Buy | EVENTBRITE INC | $24,612,000 | +32.3% | 885,000 | +80.6% | 0.20% | +56.3% |
| ICLR | Sell | ICON PLC | $24,471,000 | -21.5% | 189,390 | -6.6% | 0.20% | -7.6% |
| HPQ | Sell | HP INC | $24,397,000 | -28.5% | 1,192,440 | -9.9% | 0.20% | -15.6% |
| PGR | Buy | PROGRESSIVE CORP OHIO | $23,994,000 | +0.5% | 397,707 | +18.3% | 0.19% | +18.5% |
| SEDG | Buy | SOLAREDGE TECHNOLOGIES INC | $23,263,000 | +33.5% | 662,755 | +43.3% | 0.19% | +57.6% |
| CMPR | Sell | CIMPRESS N V | $23,063,000 | -24.6% | 223,000 | -0.4% | 0.18% | -11.1% |
| VZ | Buy | VERIZON COMMUNICATIONS INC | $22,921,000 | +68.8% | 407,700 | +60.3% | 0.18% | +98.9% |
| SNY | Sell | SANOFIsponsored adr | $22,905,000 | -3.5% | 527,642 | -0.8% | 0.18% | +13.7% |
| NLSN | Buy | NIELSEN HLDGS PLC | $22,916,000 | +211.9% | 982,272 | +269.8% | 0.18% | +266.0% |
| EEM | Sell | ISHARES TRmsci emg mkt etf | $22,683,000 | -95.1% | 580,710 | -94.6% | 0.18% | -94.2% |
| EWZ | Buy | ISHARES INCmsci brazil etf | $22,575,000 | +85.1% | 590,960 | +63.4% | 0.18% | +116.9% |
| PG | Buy | PROCTER AND GAMBLE CO | $22,246,000 | +101.7% | 242,017 | +82.6% | 0.18% | +137.3% |
| DHR | Sell | DANAHER CORP DEL | $21,394,000 | -13.5% | 207,465 | -8.9% | 0.17% | +1.8% |
| RDY | Buy | DR REDDYS LABS LTDadr | $20,283,000 | +52.4% | 538,008 | +39.8% | 0.16% | +80.0% |
| NOMD | Sell | NOMAD FOODS LTD | $20,242,000 | -25.6% | 1,210,643 | -9.8% | 0.16% | -12.0% |
| ADM | Buy | ARCHER DANIELS MIDLAND CO | $19,947,000 | +4.0% | 486,870 | +27.7% | 0.16% | +22.3% |
| DEO | Sell | DIAGEO P L Cspon adr new | $19,795,000 | -4.5% | 139,599 | -4.6% | 0.16% | +12.9% |
| ALLY | Buy | ALLY FINL INC | $19,692,000 | +4.9% | 869,000 | +22.4% | 0.16% | +23.6% |
| ETN | Buy | EATON CORP PLC | $19,149,000 | +65.3% | 278,900 | +108.8% | 0.15% | +93.7% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $18,682,000 | -7.7% | 91,500 | -3.2% | 0.15% | +8.8% |
| CPB | New | CAMPBELL SOUP CO | $18,712,000 | – | 567,209 | +100.0% | 0.15% | – |
| EL | Sell | LAUDER ESTEE COS INCcl a | $18,259,000 | -18.0% | 140,347 | -8.4% | 0.15% | -3.3% |
| LMT | Buy | LOCKHEED MARTIN CORP | $18,198,000 | +549.5% | 69,500 | +758.0% | 0.14% | +663.2% |
| CACC | CREDIT ACCEP CORP MICH | $17,752,000 | -12.9% | 46,500 | 0.0% | 0.14% | +2.9% | |
| PSX | Buy | PHILLIPS 66 | $17,713,000 | +0.9% | 205,604 | +32.0% | 0.14% | +18.5% |
| CYOU | Sell | CHANGYOU COM LTDads rep cl a | $17,286,000 | +25.8% | 945,637 | -9.2% | 0.14% | +48.4% |
| VALE | Buy | VALE S Aadr | $17,183,000 | +20.1% | 1,302,700 | +35.1% | 0.14% | +41.2% |
| HCA | New | HCA HEALTHCARE INC | $17,137,000 | – | 137,700 | +100.0% | 0.14% | – |
| INXN | Sell | INTERXION HOLDING N.V | $17,060,000 | -22.0% | 315,000 | -3.1% | 0.14% | -8.1% |
| AY | Sell | ATLANTICA YIELD PLC | $16,603,000 | -57.3% | 847,086 | -55.1% | 0.13% | -49.4% |
| RDFN | Buy | REDFIN CORP | $16,598,000 | +2.6% | 1,152,650 | +33.3% | 0.13% | +20.9% |
| LOGI | Buy | LOGITECH INTL S A | $16,391,000 | -26.7% | 522,657 | +5.0% | 0.13% | -13.8% |
| RSX | Buy | VANECK VECTORS ETF TRrussia etf | $15,999,000 | +230.6% | 853,300 | +280.1% | 0.13% | +287.9% |
| PBR | Buy | PETROLEO BRASILEIRO SA PETROsponsored adr | $15,641,000 | +15.4% | 1,202,200 | +7.0% | 0.12% | +35.9% |
| BAP | Buy | CREDICORP LTD | $15,561,000 | +41.2% | 70,200 | +42.1% | 0.12% | +65.3% |
| HSBC | Buy | HSBC HLDGS PLCspon adr new | $15,342,000 | +23.8% | 373,200 | +32.5% | 0.12% | +46.4% |
| ALB | Buy | ALBEMARLE CORP | $14,982,000 | -7.9% | 194,400 | +19.2% | 0.12% | +9.1% |
| AFL | Buy | AFLAC INC | $14,638,000 | +1.9% | 321,288 | +5.3% | 0.12% | +20.6% |
| FSLR | Buy | FIRST SOLAR INC | $14,634,000 | +69.6% | 344,700 | +93.4% | 0.12% | +101.7% |
| ALL | Buy | ALLSTATE CORP | $14,262,000 | -7.7% | 172,602 | +10.3% | 0.11% | +8.6% |
| BAX | Sell | BAXTER INTL INC | $14,258,000 | -51.5% | 216,617 | -43.2% | 0.11% | -42.7% |
| HDB | Buy | HDFC BANK LTD | $13,457,000 | +182.5% | 129,902 | +156.6% | 0.11% | +234.4% |
| QIWI | Buy | QIWI PLCspon adr rep b | $13,069,000 | +8.6% | 924,275 | +1.1% | 0.10% | +26.8% |
| VIAB | Buy | VIACOM INC NEWcl b | $13,053,000 | +175.8% | 507,910 | +262.3% | 0.10% | +225.0% |
| UPWK | New | UPWORK INC | $12,768,000 | – | 705,000 | +100.0% | 0.10% | – |
| CARS | Sell | CARS COM INC | $12,550,000 | -23.3% | 583,713 | -1.5% | 0.10% | -9.9% |
| Sell | BRP INC | $12,294,000 | -50.7% | 475,148 | -10.8% | 0.10% | -42.0% | |
| ADBE | Sell | ADOBE INC | $12,292,000 | -44.4% | 54,330 | -33.7% | 0.10% | -34.7% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE C | $12,031,000 | -7.5% | 910,714 | +14.3% | 0.10% | +9.1% |
| TMUS | New | T MOBILE US INC | $11,742,000 | – | 184,590 | +100.0% | 0.09% | – |
| IR | Buy | INGERSOLL-RAND PLC | $11,775,000 | +173.6% | 129,064 | +206.8% | 0.09% | +224.1% |
| ICL | Buy | ISRAEL CHEMICALS LTD | $11,592,000 | +4.2% | 2,043,195 | +12.1% | 0.09% | +24.0% |
| SNP | Buy | CHINA PETE & CHEM CORP | $11,476,000 | -13.9% | 162,555 | +22.5% | 0.09% | +2.2% |
| SHAK | SHAKE SHACK INCcl a | $11,582,000 | -27.9% | 255,000 | 0.0% | 0.09% | -15.6% | |
| NTAP | Buy | NETAPP INC | $11,283,000 | -10.1% | 189,095 | +29.3% | 0.09% | +5.9% |
| BG | New | BUNGE LIMITED | $11,079,000 | – | 207,317 | +100.0% | 0.09% | – |
| TAL | Buy | TAL ED GROUPsponsored ads | $11,041,000 | +9.9% | 413,821 | +5.9% | 0.09% | +29.4% |
| KSS | Sell | KOHLS CORP | $10,930,000 | -13.2% | 164,763 | -2.5% | 0.09% | +2.4% |
| WUBA | Buy | 58 COM INCspon adr rep a | $10,669,000 | +31.8% | 196,800 | +78.9% | 0.08% | +54.5% |
| COF | Buy | CAPITAL ONE FINL CORP | $10,666,000 | +57.2% | 141,100 | +97.3% | 0.08% | +84.8% |
| TV | Buy | GRUPO TELEVISA SAspon adr rep ord | $10,552,000 | +29.3% | 838,774 | +82.3% | 0.08% | +52.7% |
| INTU | Sell | INTUIT | $10,393,000 | -20.4% | 52,795 | -8.0% | 0.08% | -5.7% |
| SBS | Sell | COMPANHIA DE SANEAMENTO BASIsponsored adr | $10,219,000 | -23.8% | 1,266,239 | -44.3% | 0.08% | -9.9% |
| EMR | Sell | EMERSON ELEC CO | $10,063,000 | -25.7% | 168,414 | -4.7% | 0.08% | -13.0% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $9,860,000 | +2415.3% | 75,200 | +2792.3% | 0.08% | +2533.3% |
| CIB | New | BANCOLOMBIA S Aspon adr pref | $9,464,000 | – | 248,400 | +100.0% | 0.08% | – |
| CMI | Sell | CUMMINS INC | $9,217,000 | -26.3% | 68,966 | -19.4% | 0.07% | -12.9% |
| L100PS | New | ARCONIC INC | $9,162,000 | – | 543,400 | +100.0% | 0.07% | – |
| TEL | Sell | TE CONNECTIVITY LTD | $9,091,000 | -49.9% | 120,203 | -41.7% | 0.07% | -40.7% |
| EC | Sell | ECOPETROL S Asponsored ads | $8,841,000 | -76.4% | 556,738 | -59.9% | 0.07% | -72.0% |
| DELL | New | DELL TECHNOLOGIES INCcl c | $8,844,000 | – | 180,969 | +100.0% | 0.07% | – |
| CNI | New | CANADIAN NATL RY CO | $8,634,000 | – | 116,500 | +100.0% | 0.07% | – |
| RDSB | Buy | ROYAL DUTCH SHELL PLCspon adr b | $8,583,000 | -13.3% | 143,200 | +2.6% | 0.07% | +3.0% |
| BMY | Buy | BRISTOL MYERS SQUIBB CO | $8,592,000 | +1720.3% | 165,300 | +2075.0% | 0.07% | +2200.0% |
| CE | Buy | CELANESE CORP DEL | $8,556,000 | +18.9% | 95,100 | +50.7% | 0.07% | +38.8% |
| SNPS | SYNOPSYS INC | $8,215,000 | -14.6% | 97,519 | 0.0% | 0.07% | +1.5% | |
| ECA | New | ENCANA CORPcall | $8,098,000 | – | 1,401,000 | +100.0% | 0.06% | – |
| CHT | Sell | CHUNGHWA TELECOM CO LTDspon adr new11 | $7,851,000 | -6.7% | 219,349 | -6.4% | 0.06% | +10.5% |
| AMP | Sell | AMERIPRISE FINL INC | $7,913,000 | -33.8% | 75,814 | -6.3% | 0.06% | -22.2% |
| EFA | Buy | ISHARES TRmsci eafe etf | $7,875,000 | +1120.9% | 133,966 | +1311.8% | 0.06% | +1475.0% |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N | $7,649,000 | -17.4% | 91,979 | +1.8% | 0.06% | -3.2% |
| AGRO | Buy | ADECOAGRO S A | $7,508,000 | +10.1% | 1,078,753 | +16.3% | 0.06% | +30.4% |
| MSI | Buy | MOTOROLA SOLUTIONS INC | $7,133,000 | +37.0% | 62,007 | +55.0% | 0.06% | +62.9% |
| VFC | Sell | V F CORP | $7,021,000 | -27.7% | 98,413 | -5.3% | 0.06% | -15.2% |
| HUM | New | HUMANA INC | $7,047,000 | – | 24,600 | +100.0% | 0.06% | – |
| VEDL | Sell | VEDANTA LTDsponsored adr | $6,854,000 | -21.6% | 593,954 | -13.0% | 0.06% | -6.8% |
| QRTEA | Sell | QURATE RETAIL INC | $6,880,000 | -12.4% | 352,463 | -0.3% | 0.06% | +3.8% |
| KLAC | Sell | KLA-TENCOR CORP | $6,716,000 | -16.5% | 75,042 | -5.1% | 0.05% | 0.0% |
| M | Buy | MACYS INC | $6,698,000 | +23.1% | 224,903 | +43.5% | 0.05% | +43.2% |
| NXTM | Sell | NXSTAGE MEDICAL INC | $6,643,000 | -52.6% | 232,100 | -53.8% | 0.05% | -44.2% |
| CBRE | Sell | CBRE GROUP INCcl a | $6,304,000 | -25.7% | 157,449 | -18.1% | 0.05% | -12.3% |
| BWA | Buy | BORGWARNER INC | $6,199,000 | -11.5% | 178,445 | +9.0% | 0.05% | +4.3% |
| AMX | Buy | AMERICA MOVIL SAB DE CV | $5,882,000 | +44.4% | 412,800 | +62.7% | 0.05% | +67.9% |
| NTES | Buy | NETEASE INCsponsored adr | $5,884,000 | +27.6% | 25,000 | +23.8% | 0.05% | +51.6% |
| GRMN | Sell | GARMIN LTD | $5,806,000 | -10.8% | 91,687 | -1.3% | 0.05% | +4.5% |
| APTV | Buy | APTIV PLC | $5,800,000 | -26.4% | 94,200 | +0.3% | 0.05% | -13.2% |
| TGT | New | TARGET CORP | $5,604,000 | – | 84,800 | +100.0% | 0.04% | – |
| CFG | Sell | CITIZENS FINL GROUP INC | $5,656,000 | -25.7% | 190,254 | -3.6% | 0.04% | -13.5% |
| HST | Buy | HOST HOTELS & RESORTS INC | $5,647,000 | -20.3% | 338,781 | +0.8% | 0.04% | -6.2% |
| RF | Sell | REGIONS FINL CORP NEW | $5,465,000 | -28.3% | 408,467 | -1.7% | 0.04% | -15.4% |
| CX | Sell | CEMEX SAB DE CVspon adr new | $5,487,000 | -72.4% | 1,138,400 | -59.7% | 0.04% | -67.4% |
| ABEV | Sell | AMBEV SAsponsored adr | $5,492,000 | -84.1% | 1,401,058 | -81.4% | 0.04% | -81.2% |
| EBAY | Sell | EBAY INC | $5,427,000 | -44.3% | 193,355 | -34.5% | 0.04% | -34.8% |
| SCCO | Buy | SOUTHERN COPPER CORP | $5,372,000 | +41.8% | 174,600 | +98.9% | 0.04% | +65.4% |
| CTRP | Buy | CTRIP COM INTL LTD | $5,409,000 | +46.1% | 199,900 | +100.7% | 0.04% | +72.0% |
| MCK | Sell | MCKESSON CORP | $5,389,000 | -38.0% | 48,778 | -25.5% | 0.04% | -27.1% |
| IPG | Buy | INTERPUBLIC GROUP COS INC | $5,277,000 | +41.9% | 255,800 | +57.3% | 0.04% | +68.0% |
| CEO | Buy | CNOOC LTDsponsored adr | $5,307,000 | +15.3% | 34,811 | +49.4% | 0.04% | +35.5% |
| CTXS | Sell | CITRIX SYS INC | $5,318,000 | -21.2% | 51,905 | -14.5% | 0.04% | -8.7% |
| TMUS | New | T MOBILE US INCcall | $5,152,000 | – | 81,000 | +100.0% | 0.04% | – |
| CDW | Buy | CDW CORP | $4,968,000 | +25.8% | 61,300 | +38.1% | 0.04% | +48.1% |
| TDY | Sell | TELEDYNE TECHNOLOGIES INC | $5,057,000 | -29.4% | 24,423 | -15.8% | 0.04% | -18.4% |
| OMC | Sell | OMNICOM GROUP INC | $5,053,000 | -5.4% | 68,989 | -12.1% | 0.04% | +11.1% |
| CDNS | Sell | CADENCE DESIGN SYSTEM INC | $4,883,000 | -18.4% | 112,305 | -15.0% | 0.04% | -4.9% |
| REGI | Buy | RENEWABLE ENERGY GROUP INC | $4,919,000 | +11.3% | 191,400 | +24.7% | 0.04% | +30.0% |
| EMN | Sell | EASTMAN CHEM CO | $4,937,000 | -36.1% | 67,527 | -16.4% | 0.04% | -25.0% |
| TXT | Sell | TEXTRON INC | $4,925,000 | -36.1% | 107,091 | -0.7% | 0.04% | -25.0% |
| BPOP | Buy | POPULAR INC | $4,876,000 | +1.2% | 103,261 | +9.9% | 0.04% | +18.2% |
| MRO | Sell | MARATHON OIL CORP | $4,606,000 | -59.1% | 321,217 | -33.6% | 0.04% | -51.3% |
| FMX | Sell | FOMENTO ECONOMICO MEXICANO Sspon adr units | $4,621,000 | -82.4% | 53,700 | -79.8% | 0.04% | -79.2% |
| INDA | ISHARES TRmsci india etf | $4,671,000 | +2.7% | 140,100 | 0.0% | 0.04% | +19.4% | |
| NTR | Buy | NUTRIEN LTD | $4,520,000 | -18.1% | 96,233 | +0.6% | 0.04% | -2.7% |
| KEYS | Buy | KEYSIGHT TECHNOLOGIES INC | $4,488,000 | -5.0% | 72,300 | +1.4% | 0.04% | +12.5% |
| AVY | Sell | AVERY DENNISON CORP | $4,514,000 | -47.8% | 50,249 | -37.1% | 0.04% | -39.0% |
| BBY | Sell | BEST BUY INC | $4,403,000 | -35.6% | 83,140 | -3.5% | 0.04% | -23.9% |
| TTM | Buy | TATA MTRS LTDsponsored adr | $4,385,000 | +19.1% | 360,000 | +50.2% | 0.04% | +40.0% |
| PVH | Sell | PVH CORP | $4,328,000 | -58.7% | 46,566 | -35.8% | 0.04% | -50.7% |
| IAC | Sell | IAC INTERACTIVECORP | $4,145,000 | -15.9% | 22,644 | -0.4% | 0.03% | 0.0% |
| XLNX | New | XILINX INC | $4,071,000 | – | 47,800 | +100.0% | 0.03% | – |
| RS | RELIANCE STEEL & ALUMINUM CO | $4,195,000 | -16.6% | 58,940 | 0.0% | 0.03% | -2.9% | |
| TDS | Sell | TELEPHONE & DATA SYS INC | $4,158,000 | +0.8% | 127,771 | -5.8% | 0.03% | +17.9% |
| CP | New | CANADIAN PAC RY LTD | $4,174,000 | – | 23,500 | +100.0% | 0.03% | – |
| NUE | New | NUCOR CORP | $3,958,000 | – | 76,400 | +100.0% | 0.03% | – |
| DOX | Buy | AMDOCS LTD | $4,020,000 | +7.0% | 68,620 | +20.6% | 0.03% | +28.0% |
| ARW | Sell | ARROW ELECTRS INC | $3,829,000 | -12.6% | 55,533 | -6.6% | 0.03% | +3.3% |
| RDSA | Sell | ROYAL DUTCH SHELL PLCspons adr a | $3,782,000 | -21.8% | 64,900 | -8.6% | 0.03% | -9.1% |
| MOGA | Sell | MOOG INCcl a | $3,711,000 | -17.9% | 47,896 | -8.9% | 0.03% | -3.2% |
| ORI | Sell | OLD REP INTL CORP | $3,819,000 | -19.0% | 185,680 | -11.9% | 0.03% | -6.2% |
| JNPR | New | JUNIPER NETWORKS INC | $3,482,000 | – | 129,400 | +100.0% | 0.03% | – |
| TKR | Buy | TIMKEN CO | $3,545,000 | -4.9% | 94,979 | +27.0% | 0.03% | +12.0% |
| CSIQ | Buy | CANADIAN SOLAR INC | $3,536,000 | +47.3% | 246,563 | +48.9% | 0.03% | +75.0% |
| GHC | GRAHAM HLDGS CO | $3,490,000 | +10.6% | 5,448 | 0.0% | 0.03% | +33.3% | |
| BTI | Buy | BRITISH AMERN TOB PLCsponsored adr | $3,482,000 | -8.3% | 109,300 | +34.3% | 0.03% | +7.7% |
| COLM | Buy | COLUMBIA SPORTSWEAR CO | $3,431,000 | -8.5% | 40,796 | +1.2% | 0.03% | +8.0% |
| HUN | Sell | HUNTSMAN CORP | $3,204,000 | -60.5% | 166,092 | -44.2% | 0.03% | -52.7% |
| OIBRC | Sell | OI S Asponsored adr ne | $3,266,000 | -63.2% | 2,041,044 | -37.1% | 0.03% | -56.7% |
| HELE | Buy | HELEN OF TROY CORP LTD | $3,240,000 | +30.3% | 24,700 | +30.0% | 0.03% | +52.9% |
| BC | Sell | BRUNSWICK CORP | $3,221,000 | -33.2% | 69,354 | -3.6% | 0.03% | -21.2% |
| XHR | Buy | XENIA HOTELS & RESORTS INC | $3,243,000 | -26.5% | 188,560 | +1.3% | 0.03% | -13.3% |
| CYD | Sell | CHINA YUCHAI INTL LTD | $3,200,000 | -34.9% | 257,251 | -9.7% | 0.03% | -21.2% |
| OSK | Sell | OSHKOSH CORP | $3,110,000 | -28.1% | 50,731 | -16.5% | 0.02% | -13.8% |
| MUR | MURPHY OIL CORP | $3,018,000 | -29.8% | 129,027 | 0.0% | 0.02% | -17.2% | |
| JLL | Sell | JONES LANG LASALLE INC | $2,986,000 | -26.3% | 23,588 | -16.0% | 0.02% | -11.1% |
| RHI | Sell | ROBERT HALF INTL INC | $3,045,000 | -19.2% | 53,236 | -0.6% | 0.02% | -7.7% |
| TSCO | New | TRACTOR SUPPLY CO | $2,970,000 | – | 35,600 | +100.0% | 0.02% | – |
| EXC | Buy | EXELON CORP | $2,995,000 | +98.9% | 66,400 | +92.5% | 0.02% | +140.0% |
| LSTR | LANDSTAR SYS INC | $2,905,000 | -21.6% | 30,365 | 0.0% | 0.02% | -8.0% | |
| URBN | Buy | URBAN OUTFITTERS INC | $2,938,000 | +9.7% | 88,493 | +35.1% | 0.02% | +27.8% |
| LEA | Sell | LEAR CORP | $2,901,000 | -57.7% | 23,609 | -50.1% | 0.02% | -50.0% |
| MTB | New | M & T BK CORP | $2,863,000 | – | 20,000 | +100.0% | 0.02% | – |
| FCN | Sell | FTI CONSULTING INC | $2,709,000 | -13.8% | 40,646 | -5.4% | 0.02% | +4.8% |
| GPS | Sell | GAP INC DEL | $2,795,000 | -28.4% | 108,517 | -19.8% | 0.02% | -15.4% |
| ITT | Sell | ITT INC | $2,699,000 | -30.3% | 55,924 | -11.5% | 0.02% | -15.4% |
| BRC | Sell | BRADY CORPcl a | $2,804,000 | -1.1% | 64,509 | -0.5% | 0.02% | +15.8% |
| SCI | Sell | SERVICE CORP INTL | $2,743,000 | -39.8% | 68,130 | -33.9% | 0.02% | -29.0% |
| WWW | Sell | WOLVERINE WORLD WIDE INC | $2,791,000 | -20.2% | 87,519 | -2.2% | 0.02% | -8.3% |
| SABR | New | SABRE CORP | $2,735,000 | – | 126,400 | +100.0% | 0.02% | – |
| CAT | Sell | CATERPILLAR INC DEL | $2,580,000 | -87.4% | 20,300 | -84.8% | 0.02% | -84.8% |
| BRKR | Sell | BRUKER CORP | $2,602,000 | -18.0% | 87,397 | -7.9% | 0.02% | -4.5% |
| BAH | Buy | BOOZ ALLEN HAMILTON HLDG CORcl a | $2,569,000 | -5.6% | 57,000 | +4.0% | 0.02% | +16.7% |
| TGNA | Buy | TEGNA INC | $2,638,000 | +7.2% | 242,685 | +17.9% | 0.02% | +23.5% |
| VSH | Buy | VISHAY INTERTECHNOLOGY INC | $2,660,000 | +2.5% | 147,722 | +15.8% | 0.02% | +16.7% |
| USFD | Sell | US FOODS HLDG CORP | $2,581,000 | -33.0% | 81,580 | -34.8% | 0.02% | -19.2% |
| MLHR | MILLER HERMAN INC | $2,453,000 | -21.2% | 81,104 | 0.0% | 0.02% | -4.8% | |
| SFUN | New | FANG HLDGS LTDadr | $2,475,000 | – | 1,731,100 | +100.0% | 0.02% | – |
| DE | Sell | DEERE & CO | $2,476,000 | -66.0% | 16,600 | -65.8% | 0.02% | -59.2% |
| DRI | New | DARDEN RESTAURANTS INC | $2,516,000 | – | 25,200 | +100.0% | 0.02% | – |
| FNF | Sell | FIDELITY NATIONAL FINANCIAL | $2,437,000 | -20.2% | 77,498 | -0.1% | 0.02% | -9.5% |
| KEY | New | KEYCORP NEW | $2,384,000 | – | 161,300 | +100.0% | 0.02% | – |
| PK | New | PARK HOTELS RESORTS INC | $2,343,000 | – | 90,200 | +100.0% | 0.02% | – |
| AMCX | Buy | AMC NETWORKS INCcl a | $2,371,000 | -15.7% | 43,200 | +1.9% | 0.02% | 0.0% |
| FL | Sell | FOOT LOCKER INC | $2,409,000 | -14.2% | 45,281 | -17.8% | 0.02% | 0.0% |
| VST | Sell | VISTRA ENERGY CORP | $2,358,000 | -30.5% | 103,000 | -24.5% | 0.02% | -17.4% |
| SWN | Buy | SOUTHWESTERN ENERGY CO | $2,342,000 | +201.8% | 686,800 | +352.4% | 0.02% | +280.0% |
| AMZN | AMAZON COM INC | $2,403,000 | -25.0% | 1,600 | 0.0% | 0.02% | -13.6% | |
| MOMO | Buy | MOMO INCadr | $2,361,000 | +39.6% | 99,400 | +157.5% | 0.02% | +72.7% |
| CBT | Buy | CABOT CORP | $2,338,000 | -16.4% | 54,459 | +22.2% | 0.02% | 0.0% |
| AME | Buy | AMETEK INC NEW | $2,302,000 | +493.3% | 34,000 | +593.9% | 0.02% | +500.0% |
| AGCO | Buy | AGCO CORP | $2,271,000 | +3.8% | 40,800 | +13.3% | 0.02% | +20.0% |
| DECK | Buy | DECKERS OUTDOOR CORP | $2,316,000 | +30.2% | 18,100 | +20.7% | 0.02% | +50.0% |
| MEOH | New | METHANEX CORP | $2,109,000 | – | 43,800 | +100.0% | 0.02% | – |
| IPAR | INTER PARFUMS INC | $2,089,000 | +1.7% | 31,864 | 0.0% | 0.02% | +21.4% | |
| RBC | Buy | REGAL BELOIT CORP | $2,087,000 | +474.9% | 29,800 | +577.3% | 0.02% | +750.0% |
| GCI | Buy | GANNETT CO INC | $2,084,000 | +7.1% | 244,260 | +25.7% | 0.02% | +30.8% |
| LEXEA | Buy | LIBERTY EXPEDIA HOLDINGS | $2,131,000 | +171.1% | 54,500 | +226.3% | 0.02% | +240.0% |
| DNRCQ | Buy | DENBURY RES INC | $2,167,000 | -55.5% | 1,266,994 | +61.2% | 0.02% | -48.5% |
| MXIM | Sell | MAXIM INTEGRATED PRODS INC | $2,116,000 | -16.6% | 41,604 | -7.6% | 0.02% | 0.0% |
| FAF | Sell | FIRST AMERN FINL CORP | $2,089,000 | -17.7% | 46,804 | -4.9% | 0.02% | 0.0% |
| UVV | Buy | UNIVERSAL CORP VA | $1,949,000 | -13.3% | 36,000 | +4.0% | 0.02% | +6.7% |
| CXW | Buy | CORECIVIC INC | $2,008,000 | -25.8% | 112,593 | +1.2% | 0.02% | -11.1% |
| THC | TENET HEALTHCARE CORP | $2,033,000 | -39.8% | 118,599 | 0.0% | 0.02% | -30.4% | |
| NSP | Sell | INSPERITY INC | $1,959,000 | -44.4% | 20,980 | -29.8% | 0.02% | -33.3% |
| AEO | Sell | AMERICAN EAGLE OUTFITTERS NE | $1,952,000 | -41.6% | 100,993 | -25.0% | 0.02% | -30.4% |
| GYRO | GYRODYNE LLC | $1,946,000 | -16.0% | 113,088 | 0.0% | 0.02% | 0.0% | |
| NSIT | Buy | INSIGHT ENTERPRISES INC | $1,875,000 | -20.0% | 46,020 | +6.2% | 0.02% | -6.2% |
| ON | Sell | ON SEMICONDUCTOR CORP | $1,940,000 | -38.5% | 117,481 | -31.4% | 0.02% | -28.6% |
| LTRPA | Buy | LIBERTY TRIPADVISOR HLDGS IN | $1,831,000 | +104.6% | 115,200 | +91.0% | 0.02% | +150.0% |
| BP | Buy | BP PLCsponsored adr | $1,824,000 | +156.9% | 48,100 | +212.3% | 0.02% | +200.0% |
| AIT | Sell | APPLIED INDL TECHNOLOGIES IN | $1,835,000 | -43.1% | 34,020 | -17.5% | 0.02% | -31.8% |
| CACI | Buy | CACI INTL INCcl a | $1,858,000 | +13.4% | 12,900 | +44.9% | 0.02% | +36.4% |
| PFGC | PERFORMANCE FOOD GROUP CO | $1,862,000 | -3.1% | 57,700 | 0.0% | 0.02% | +15.4% | |
| ABG | Buy | ASBURY AUTOMOTIVE GROUP INC | $1,826,000 | +0.2% | 27,400 | +3.4% | 0.02% | +25.0% |
| LZB | Sell | LA Z BOY INC | $1,909,000 | -22.7% | 68,890 | -11.9% | 0.02% | -11.8% |
| ASB | Buy | ASSOCIATED BANC CORP | $1,876,000 | -13.2% | 94,800 | +14.1% | 0.02% | 0.0% |
| PCG | Buy | PG&E CORP | $1,841,000 | -26.2% | 77,500 | +43.0% | 0.02% | -11.8% |
| MOS | Buy | MOSAIC CO NEW | $1,916,000 | +5.9% | 65,600 | +17.8% | 0.02% | +25.0% |
| ASH | New | ASHLAND GLOBAL HLDGS INC | $1,838,000 | – | 25,900 | +100.0% | 0.02% | – |
| BSBR | Sell | BANCO SANTANDER BRASIL S Aads rep 1 unit | $1,766,000 | -25.4% | 158,700 | -40.9% | 0.01% | -12.5% |
| TSE | Sell | TRINSEO S A | $1,704,000 | -62.2% | 37,231 | -35.4% | 0.01% | -54.8% |
| CHK | Buy | CHESAPEAKE ENERGY CORP | $1,774,000 | +22.3% | 844,602 | +161.3% | 0.01% | +40.0% |
| EIX | New | EDISON INTL | $1,766,000 | – | 31,100 | +100.0% | 0.01% | – |
| DKS | Buy | DICKS SPORTING GOODS INC | $1,716,000 | +38.2% | 55,000 | +57.1% | 0.01% | +75.0% |
| BIIB | Buy | BIOGEN INC | $1,745,000 | -11.8% | 5,800 | +3.6% | 0.01% | +7.7% |
| NWSA | Sell | NEWS CORP NEWcl a | $1,799,000 | -54.1% | 158,471 | -46.6% | 0.01% | -48.1% |
| GNTX | Sell | GENTEX CORP | $1,702,000 | -24.5% | 84,200 | -19.8% | 0.01% | -6.7% |
| PDM | Sell | PIEDMONT OFFICE REALTY TR IN | $1,698,000 | -39.3% | 99,655 | -32.6% | 0.01% | -26.3% |
| LRN | Sell | K12 INC | $1,649,000 | +23.5% | 66,500 | -11.8% | 0.01% | +44.4% |
| ENS | Buy | ENERSYS | $1,622,000 | +56.4% | 20,900 | +75.6% | 0.01% | +85.7% |
| AVT | Sell | AVNET INC | $1,566,000 | -29.3% | 43,378 | -12.3% | 0.01% | -13.3% |
| SHO | Buy | SUNSTONE HOTEL INVS INC NEW | $1,620,000 | -6.4% | 124,500 | +17.7% | 0.01% | +8.3% |
| KFRC | Buy | KFORCE INC | $1,576,000 | -2.2% | 50,968 | +18.9% | 0.01% | +18.2% |
| BLMN | Buy | BLOOMIN BRANDS INC | $1,629,000 | +18.8% | 91,084 | +31.5% | 0.01% | +44.4% |
| FITB | Sell | FIFTH THIRD BANCORP | $1,665,000 | -47.1% | 70,773 | -37.2% | 0.01% | -38.1% |
| CSGS | Sell | CSG SYS INTL INC | $1,589,000 | -22.4% | 50,030 | -2.0% | 0.01% | -7.1% |
| ENVA | Buy | ENOVA INTL INC | $1,587,000 | -28.4% | 81,530 | +6.0% | 0.01% | -13.3% |
| ICFI | Buy | ICF INTL INC | $1,581,000 | +30.9% | 24,407 | +52.5% | 0.01% | +62.5% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $1,469,000 | -17.2% | 36,700 | -11.1% | 0.01% | 0.0% |
| GEO | Buy | GEO GROUP INC NEW | $1,554,000 | +2.4% | 78,900 | +30.8% | 0.01% | +20.0% |
| DIOD | Buy | DIODES INC | $1,471,000 | +80.3% | 45,600 | +86.1% | 0.01% | +100.0% |
| DHI | Sell | D R HORTON INC | $1,547,000 | -57.8% | 44,636 | -48.6% | 0.01% | -52.0% |
| LAUR | Buy | LAUREATE EDUCATION INCcl a | $1,477,000 | +97.2% | 96,900 | +99.8% | 0.01% | +140.0% |
| GOLF | Buy | ACUSHNET HOLDINGS CORP | $1,512,000 | -22.0% | 71,745 | +1.6% | 0.01% | -7.7% |
| MTOR | Sell | MERITOR INC | $1,453,000 | -30.9% | 85,940 | -20.9% | 0.01% | -14.3% |
| MOV | Sell | MOVADO GROUP INC | $1,507,000 | -25.7% | 47,671 | -1.4% | 0.01% | -14.3% |
| PCG | New | PG&E CORPcall | $1,456,000 | – | 61,300 | +100.0% | 0.01% | – |
| RPAI | Buy | RETAIL PPTYS AMER INCcl a | $1,521,000 | +461.3% | 140,200 | +531.5% | 0.01% | +500.0% |
| SCHL | SCHOLASTIC CORP | $1,429,000 | -13.8% | 35,482 | 0.0% | 0.01% | 0.0% | |
| MCS | Buy | MARCUS CORP | $1,371,000 | -4.9% | 34,700 | +1.2% | 0.01% | +10.0% |
| OC | Buy | OWENS CORNING NEW | $1,319,000 | +10.5% | 30,000 | +36.4% | 0.01% | +37.5% |
| SRI | Sell | STONERIDGE INC | $1,408,000 | -35.6% | 57,130 | -22.4% | 0.01% | -26.7% |
| UFPI | Sell | UNIVERSAL FST PRODS INC | $1,438,000 | -27.8% | 55,396 | -1.8% | 0.01% | -15.4% |
| CIG | Sell | COMPANHIA ENERGETICA DE MINAsp adr n-v pfd | $1,432,000 | +63.3% | 402,200 | -21.6% | 0.01% | +83.3% |
| LOPE | Sell | GRAND CANYON ED INC | $1,404,000 | -18.7% | 14,602 | -4.6% | 0.01% | -8.3% |
| IIVI | New | II VI INC | $1,424,000 | – | 43,875 | +100.0% | 0.01% | – |
| DAN | Sell | DANA INCORPORATED | $1,419,000 | -64.8% | 104,144 | -51.7% | 0.01% | -59.3% |
| GPI | Buy | GROUP 1 AUTOMOTIVE INC | $1,354,000 | -6.4% | 25,689 | +15.3% | 0.01% | +10.0% |
| T | Buy | AT&T INC | $1,404,000 | +410.5% | 49,200 | +500.0% | 0.01% | +450.0% |
| CAL | Buy | CALERES INC | $1,433,000 | +18.9% | 51,500 | +53.3% | 0.01% | +37.5% |
| MLI | New | MUELLER INDS INC | $1,378,000 | – | 59,000 | +100.0% | 0.01% | – |
| WTI | Buy | W & T OFFSHORE INC | $1,291,000 | -29.8% | 313,300 | +64.1% | 0.01% | -16.7% |
| PAC | Sell | GPO AEROPORTUARIO DEL PAC SAspon adr b | $1,231,000 | -74.9% | 15,100 | -66.4% | 0.01% | -69.7% |
| EVTC | New | EVERTEC INC | $1,254,000 | – | 43,700 | +100.0% | 0.01% | – |
| PRGS | Sell | PROGRESS SOFTWARE CORP | $1,283,000 | -37.1% | 36,148 | -37.5% | 0.01% | -28.6% |
| ELY | Sell | CALLAWAY GOLF CO | $1,271,000 | -40.5% | 83,099 | -5.6% | 0.01% | -28.6% |
| NKE | New | NIKE INCcl b | $1,171,000 | – | 15,800 | +100.0% | 0.01% | – |
| MSA | Sell | MSA SAFETY INC | $1,122,000 | -34.1% | 11,900 | -25.6% | 0.01% | -25.0% |
| RTEC | Sell | RUDOLPH TECHNOLOGIES INC | $1,089,000 | -18.5% | 53,200 | -2.7% | 0.01% | 0.0% |
| MOD | Buy | MODINE MFG CO | $1,066,000 | -24.2% | 98,621 | +4.4% | 0.01% | -10.0% |
| UGP | Sell | ULTRAPAR PARTICIPACOES S A | $1,175,000 | -70.3% | 86,800 | -79.7% | 0.01% | -66.7% |
| CCMP | Sell | CABOT MICROELECTRONICS CORP | $1,082,000 | -31.7% | 11,351 | -26.1% | 0.01% | -18.2% |
| VRS | Buy | VERSO CORPcl a | $1,116,000 | +113.8% | 49,800 | +221.3% | 0.01% | +125.0% |
| MU | Sell | MICRON TECHNOLOGY INC | $1,139,000 | -95.2% | 35,900 | -93.2% | 0.01% | -94.4% |
| PAG | Buy | PENSKE AUTOMOTIVE GRP INC | $1,109,000 | -7.5% | 27,500 | +8.7% | 0.01% | +12.5% |
| CBS | Buy | CBS CORP NEWcl b | $966,000 | +10.7% | 22,100 | +45.4% | 0.01% | +33.3% |
| SCS | New | STEELCASE INCcl a | $1,050,000 | – | 70,800 | +100.0% | 0.01% | – |
| CCEP | New | COCA COLA EUROPEAN PARTNERS | $954,000 | – | 20,800 | +100.0% | 0.01% | – |
| MOH | New | MOLINA HEALTHCARE INC | $953,000 | – | 8,200 | +100.0% | 0.01% | – |
| ATKR | New | ATKORE INTL GROUP INC | $1,054,000 | – | 53,100 | +100.0% | 0.01% | – |
| CECO | Buy | CAREER EDUCATION CORP | $950,000 | +40.7% | 83,200 | +84.1% | 0.01% | +60.0% |
| KLIC | Sell | KULICKE & SOFFA INDS INC | $959,000 | -54.9% | 47,300 | -46.9% | 0.01% | -42.9% |
| ATGE | Sell | ADTALEM GLOBAL ED INC | $1,009,000 | -58.9% | 21,326 | -58.1% | 0.01% | -52.9% |
| SIMO | New | SILICON MOTION TECHNOLOGY COsponsored adr | $1,059,000 | – | 30,696 | +100.0% | 0.01% | – |
| CR | Sell | CRANE CO | $974,000 | -29.8% | 13,500 | -4.3% | 0.01% | -11.1% |
| ECA | New | ENCANA CORP | $955,000 | – | 165,200 | +100.0% | 0.01% | – |
| SPXC | Sell | SPX CORP | $1,046,000 | -35.6% | 37,340 | -23.4% | 0.01% | -27.3% |
| USM | Sell | UNITED STATES CELLULAR CORP | $837,000 | +1.1% | 16,100 | -13.0% | 0.01% | +16.7% |
| HT | Buy | HERSHA HOSPITALITY TR | $884,000 | -5.2% | 50,400 | +22.6% | 0.01% | +16.7% |
| TILE | Buy | INTERFACE INC | $829,000 | +32.0% | 58,200 | +116.4% | 0.01% | +75.0% |
| TRMK | New | TRUSTMARK CORP | $833,000 | – | 29,300 | +100.0% | 0.01% | – |
| KNL | Buy | KNOLL INC | $850,000 | -26.0% | 51,604 | +5.3% | 0.01% | -12.5% |
| MTRN | Buy | MATERION CORP | $925,000 | -23.7% | 20,551 | +2.5% | 0.01% | -12.5% |
| CI | New | CIGNA CORP NEW | $891,000 | – | 4,690 | +100.0% | 0.01% | – |
| NFLX | Buy | NETFLIX INC | $830,000 | +23.3% | 3,100 | +72.2% | 0.01% | +40.0% |
| NVS | Sell | NOVARTIS A Gsponsored adr | $901,000 | -38.8% | 10,500 | -38.6% | 0.01% | -30.0% |
| AGM | FEDERAL AGRIC MTG CORPcl c | $820,000 | -16.2% | 13,561 | 0.0% | 0.01% | 0.0% | |
| ACCO | Sell | ACCO BRANDS CORP | $786,000 | -71.7% | 115,999 | -52.8% | 0.01% | -68.4% |
| ACIW | ACI WORLDWIDE INC | $747,000 | -1.7% | 27,000 | 0.0% | 0.01% | +20.0% | |
| A | AGILENT TECHNOLOGIES INC | $796,000 | -4.3% | 11,800 | 0.0% | 0.01% | 0.0% | |
| CRCM | Sell | CARE COM INC | $720,000 | -14.8% | 37,300 | -2.4% | 0.01% | 0.0% |
| CHSP | New | CHESAPEAKE LODGING TRsh ben int | $804,000 | – | 33,000 | +100.0% | 0.01% | – |
| C | Sell | CITIGROUP INC | $724,000 | -33.1% | 13,900 | -7.9% | 0.01% | -14.3% |
| EBS | Sell | EMERGENT BIOSOLUTIONS INC | $705,000 | -31.8% | 11,900 | -24.2% | 0.01% | -14.3% |
| FSS | Buy | FEDERAL SIGNAL CORP | $788,000 | -15.9% | 39,594 | +13.1% | 0.01% | 0.0% |
| KT | Sell | KT CORPsponsored adr | $711,000 | -38.7% | 50,000 | -36.0% | 0.01% | -25.0% |
| MERC | Buy | MERCER INTL INC | $757,000 | -7.2% | 72,500 | +49.2% | 0.01% | 0.0% |
| ONB | New | OLD NATL BANCORP IND | $728,000 | – | 47,300 | +100.0% | 0.01% | – |
| OXM | New | OXFORD INDS INC | $703,000 | – | 9,900 | +100.0% | 0.01% | – |
| POL | Buy | POLYONE CORP | $809,000 | -33.2% | 28,300 | +2.2% | 0.01% | -25.0% |
| RFP | Buy | RESOLUTE FST PRODS INC | $768,000 | +8.0% | 96,900 | +76.5% | 0.01% | +20.0% |
| SAH | Sell | SONIC AUTOMOTIVE INCcl a | $798,000 | -30.4% | 58,000 | -2.2% | 0.01% | -25.0% |
| SYKE | Buy | SYKES ENTERPRISES INC | $713,000 | -10.4% | 28,816 | +10.3% | 0.01% | +20.0% |
| TECD | Sell | TECH DATA CORP | $704,000 | +4.6% | 8,600 | -8.5% | 0.01% | +20.0% |
| TOWR | TOWER INTL INC | $690,000 | -21.3% | 28,983 | 0.0% | 0.01% | 0.0% | |
| HOLI | New | HOLLYSYS AUTOMATION TECHNOLO | $767,000 | – | 43,800 | +100.0% | 0.01% | – |
| RDC | ROWAN COMPANIES PLC | $727,000 | -55.4% | 86,600 | 0.0% | 0.01% | -45.5% | |
| HVT | HAVERTY FURNITURE INC | $646,000 | -15.0% | 34,400 | 0.0% | 0.01% | 0.0% | |
| OUT | Buy | OUTFRONT MEDIA INC | $632,000 | +39.5% | 34,900 | +53.7% | 0.01% | +66.7% |
| CPS | Sell | COOPER STD HLDGS INC | $621,000 | -79.7% | 10,000 | -60.7% | 0.01% | -76.2% |
| GLUU | New | GLU MOBILE INC | $631,000 | – | 78,200 | +100.0% | 0.01% | – |
| UTHR | UNITED THERAPEUTICS CORP DEL | $675,000 | -14.9% | 6,200 | 0.0% | 0.01% | 0.0% | |
| NWS | Sell | NEWS CORP NEWcl b | $672,000 | -53.3% | 58,150 | -45.1% | 0.01% | -50.0% |
| PKI | PERKINELMER INC | $652,000 | -19.2% | 8,300 | 0.0% | 0.01% | 0.0% | |
| NRG | Sell | NRG ENERGY INC | $582,000 | -27.6% | 14,700 | -31.6% | 0.01% | 0.0% |
| RGS | Buy | REGIS CORP MINN | $670,000 | +25.0% | 39,539 | +50.7% | 0.01% | +25.0% |
| REX | Buy | REX AMERICAN RESOURCES CORP | $647,000 | +151.8% | 9,500 | +179.4% | 0.01% | +150.0% |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $583,000 | – | 36,000 | +100.0% | 0.01% | – |
| MEDP | MEDPACE HLDGS INC | $662,000 | -11.6% | 12,500 | 0.0% | 0.01% | 0.0% | |
| JCI | Buy | JOHNSON CTLS INTL PLC | $635,000 | +118.2% | 21,400 | +157.8% | 0.01% | +150.0% |
| BGGSQ | Buy | BRIGGS & STRATTON CORP | $574,000 | +19.8% | 43,900 | +76.3% | 0.01% | +66.7% |
| LM | Sell | LEGG MASON INC | $597,000 | -69.2% | 23,400 | -62.3% | 0.01% | -61.5% |
| ESV | ENSCO PLC | $581,000 | -57.8% | 163,084 | 0.0% | 0.01% | -44.4% | |
| LNTH | LANTHEUS HLDGS INC | $671,000 | +4.7% | 42,900 | 0.0% | 0.01% | +25.0% | |
| LAMR | New | LAMAR ADVERTISING CO NEWcl a | $643,000 | – | 9,300 | +100.0% | 0.01% | – |
| BRX | New | BRIXMOR PPTY GROUP INC | $570,000 | – | 38,800 | +100.0% | 0.01% | – |
| TIER | Sell | TIER REIT INC | $664,000 | -22.4% | 32,200 | -9.3% | 0.01% | -16.7% |
| TIF | Buy | TIFFANY & CO NEW | $676,000 | +109.9% | 8,400 | +236.0% | 0.01% | +150.0% |
| DLPH | Buy | DELPHI TECHNOLOGIES PLC | $663,000 | +10.1% | 46,300 | +141.1% | 0.01% | +25.0% |
| JOUT | JOHNSON OUTDOORS INCcl a | $679,000 | -36.8% | 11,560 | 0.0% | 0.01% | -28.6% | |
| IVR | INVESCO MORTGAGE CAPITAL INC | $582,000 | -8.5% | 40,200 | 0.0% | 0.01% | +25.0% | |
| RNG | New | RINGCENTRAL INCcl a | $569,000 | – | 6,900 | +100.0% | 0.01% | – |
| ILMN | New | ILLUMINA INC | $600,000 | – | 2,000 | +100.0% | 0.01% | – |
| MYGN | MYRIAD GENETICS INC | $442,000 | -36.8% | 15,200 | 0.0% | 0.00% | -20.0% | |
| MCRI | MONARCH CASINO & RESORT INC | $458,000 | -16.0% | 12,000 | 0.0% | 0.00% | 0.0% | |
| TSLX | New | TPG SPECIALTY LENDING INC | $517,000 | – | 28,600 | +100.0% | 0.00% | – |
| MIXT | Sell | MIX TELEMATICS LTDsponsored adr | $554,000 | +4.9% | 35,379 | -3.3% | 0.00% | 0.0% |
| KB | New | KB FINANCIAL GROUP INCsponsored adr | $449,000 | – | 10,700 | +100.0% | 0.00% | – |
| CNA | CNA FINL CORP | $539,000 | -3.2% | 12,200 | 0.0% | 0.00% | 0.0% | |
| MDRIQ | New | MCDERMOTT INTL INC | $538,000 | – | 82,200 | +100.0% | 0.00% | – |
| CNXN | Buy | PC CONNECTION INC | $499,000 | +41.0% | 16,800 | +84.6% | 0.00% | +100.0% |
| CNX | New | CNX RESOURCES CORPORATION | $478,000 | – | 41,900 | +100.0% | 0.00% | – |
| MFC | Buy | MANULIFE FINL CORP | $443,000 | +29.2% | 31,200 | +62.5% | 0.00% | +100.0% |
| MDU | New | MDU RES GROUP INC | $522,000 | – | 21,900 | +100.0% | 0.00% | – |
| CJ | C&J ENERGY SVCS INC NEW | $548,000 | -35.1% | 40,600 | 0.0% | 0.00% | -33.3% | |
| GES | Sell | GUESS INC | $550,000 | -16.4% | 26,500 | -8.9% | 0.00% | 0.0% |
| IOSP | Buy | INNOSPEC INC | $457,000 | +80.6% | 7,400 | +124.2% | 0.00% | +100.0% |
| CURO | Buy | CURO GROUP HLDGS CORP | $469,000 | -35.7% | 49,400 | +105.0% | 0.00% | -20.0% |
| TNET | New | TRINET GROUP INC | $558,000 | – | 13,300 | +100.0% | 0.00% | – |
| RJF | Sell | RAYMOND JAMES FINANCIAL INC | $439,000 | -90.0% | 5,900 | -87.6% | 0.00% | -86.7% |
| ABC | New | AMERISOURCEBERGEN CORP | $454,000 | – | 6,100 | +100.0% | 0.00% | – |
| VRTX | New | VERTEX PHARMACEUTICALS INC | $530,000 | – | 3,200 | +100.0% | 0.00% | – |
| DAR | Sell | DARLING INGREDIENTS INC | $462,000 | -14.9% | 24,000 | -14.6% | 0.00% | 0.0% |
| EXTN | Buy | EXTERRAN CORP | $476,000 | -30.7% | 26,900 | +3.9% | 0.00% | -20.0% |
| ABR | New | ARBOR RLTY TR INC | $481,000 | – | 47,800 | +100.0% | 0.00% | – |
| FBC | FLAGSTAR BANCORP INC | $496,000 | -16.2% | 18,800 | 0.0% | 0.00% | 0.0% | |
| ODP | New | OFFICE DEPOT INC | $529,000 | – | 204,900 | +100.0% | 0.00% | – |
| PAHC | PHIBRO ANIMAL HEALTH CORP | $515,000 | -24.9% | 16,000 | 0.0% | 0.00% | -20.0% | |
| OEC | New | ORION ENGINEERED CARBONS S A | $521,000 | – | 20,600 | +100.0% | 0.00% | – |
| STLD | New | STEEL DYNAMICS INC | $532,000 | – | 17,700 | +100.0% | 0.00% | – |
| AROC | ARCHROCK INC | $452,000 | -38.6% | 60,300 | 0.0% | 0.00% | -20.0% | |
| CRL | Buy | CHARLES RIV LABS INTL INC | $509,000 | +35.0% | 4,500 | +60.7% | 0.00% | +33.3% |
| AAWW | Buy | ATLAS AIR WORLDWIDE HLDGS IN | $460,000 | +20.1% | 10,900 | +81.7% | 0.00% | +33.3% |
| CBPX | New | CONTINENTAL BLDG PRODS INC | $481,000 | – | 18,900 | +100.0% | 0.00% | – |
| BJ | New | BJS WHSL CLUB HLDGS INC | $479,000 | – | 21,600 | +100.0% | 0.00% | – |
| BIO | BIO RAD LABS INCcl a | $534,000 | -25.8% | 2,300 | 0.0% | 0.00% | -20.0% | |
| SANM | New | SANMINA CORPORATION | $549,000 | – | 22,800 | +100.0% | 0.00% | – |
| HY | HYSTER YALE MATLS HANDLING Icl a | $522,000 | +0.6% | 8,428 | 0.0% | 0.00% | 0.0% | |
| ITGR | New | INTEGER HLDGS CORP | $496,000 | – | 6,500 | +100.0% | 0.00% | – |
| CNMD | CONMED CORP | $353,000 | -19.0% | 5,500 | 0.0% | 0.00% | 0.0% | |
| QUAD | QUAD / GRAPHICS INC | $370,000 | -40.8% | 30,000 | 0.0% | 0.00% | -25.0% | |
| SITC | New | SITE CENTERS CORP | $339,000 | – | 30,600 | +100.0% | 0.00% | – |
| OSB | Sell | NORBORD INC | $332,000 | -54.6% | 12,500 | -43.4% | 0.00% | -40.0% |
| NAVG | New | NAVIGATORS GROUP INC | $347,000 | – | 5,000 | +100.0% | 0.00% | – |
| SYX | Buy | SYSTEMAX INC | $342,000 | -17.0% | 14,300 | +14.4% | 0.00% | 0.0% |
| NCS | New | NCI BUILDING SYS INC | $370,000 | – | 51,000 | +100.0% | 0.00% | – |
| MPC | MARATHON PETE CORP | $407,000 | -26.3% | 6,900 | 0.0% | 0.00% | -25.0% | |
| GTS | Sell | TRIPLE-S MGMT CORPcl b | $353,000 | -14.7% | 20,300 | -7.3% | 0.00% | 0.0% |
| TKC | Sell | TURKCELL ILETISIM HIZMETLERIspon adr new | $400,000 | +6.7% | 71,200 | -8.5% | 0.00% | 0.0% |
| UMC | UNITED MICROELECTRONICS CORPspon adr new | $400,000 | -30.6% | 223,200 | 0.0% | 0.00% | -25.0% | |
| BRSS | Buy | GLOBAL BRASS & COPPR HLDGS I | $412,000 | +12.9% | 16,400 | +65.7% | 0.00% | +50.0% |
| FF | Buy | FUTUREFUEL CORPORATION | $316,000 | +24.4% | 19,900 | +45.3% | 0.00% | +50.0% |
| EGL | New | ENGILITY HLDGS INC NEW | $344,000 | – | 12,100 | +100.0% | 0.00% | – |
| EIGI | Buy | ENDURANCE INTL GROUP HLDGS I | $430,000 | -15.7% | 64,600 | +11.6% | 0.00% | 0.0% |
| RRD | Buy | DONNELLEY R R & SONS CO | $362,000 | +34.6% | 91,500 | +83.7% | 0.00% | +50.0% |
| CMCSA | New | COMCAST CORP NEWcl a | $398,000 | – | 11,700 | +100.0% | 0.00% | – |
| CNP | Sell | CENTERPOINT ENERGY INC | $367,000 | -5.9% | 13,000 | -7.8% | 0.00% | 0.0% |
| CLS | New | CELESTICA INC | $410,000 | – | 46,800 | +100.0% | 0.00% | – |
| TAST | Buy | CARROLS RESTAURANT GROUP INC | $410,000 | +15.2% | 41,700 | +70.9% | 0.00% | +50.0% |
| EAT | Sell | BRINKER INTL INC | $317,000 | -8.4% | 7,200 | -2.7% | 0.00% | +50.0% |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $386,000 | – | 24,400 | +100.0% | 0.00% | – |
| NEBLQ | NOBLE CORP PLC | $328,000 | -62.8% | 125,300 | 0.0% | 0.00% | -50.0% | |
| CRMT | New | AMERICAS CAR MART INC | $348,000 | – | 4,800 | +100.0% | 0.00% | – |
| ANF | New | ABERCROMBIE & FITCH COcl a | $389,000 | – | 19,400 | +100.0% | 0.00% | – |
| RXN | Buy | REXNORD CORP NEW | $363,000 | +21.4% | 15,800 | +62.9% | 0.00% | +50.0% |
| RGP | RESOURCES CONNECTION INC | $234,000 | -14.6% | 16,500 | 0.0% | 0.00% | 0.0% | |
| TTEC | Sell | TTEC HLDGS INC | $286,000 | -6.5% | 10,000 | -15.3% | 0.00% | 0.0% |
| NXGN | Sell | NEXTGEN HEALTHCARE INC | $244,000 | -39.0% | 16,100 | -19.1% | 0.00% | -33.3% |
| TRK | SPEEDWAY MOTORSPORTS INC | $268,000 | -9.2% | 16,500 | 0.0% | 0.00% | 0.0% | |
| GHDX | New | GENOMIC HEALTH INC | $309,000 | – | 4,800 | +100.0% | 0.00% | – |
| APLE | Sell | APPLE HOSPITALITY REIT INC | $305,000 | -83.1% | 21,400 | -79.2% | 0.00% | -83.3% |
| AMKR | New | AMKOR TECHNOLOGY INC | $208,000 | – | 31,700 | +100.0% | 0.00% | – |
| OMF | New | ONEMAIN HLDGS INC | $277,000 | – | 11,400 | +100.0% | 0.00% | – |
| WSM | New | WILLIAMS SONOMA INC | $202,000 | – | 4,000 | +100.0% | 0.00% | – |
| CEIX | New | CONSOL ENERGY INC NEW | $289,000 | – | 9,100 | +100.0% | 0.00% | – |
| CIEN | New | CIENA CORP | $227,000 | – | 6,700 | +100.0% | 0.00% | – |
| HMSY | New | HMS HLDGS CORP | $293,000 | – | 10,400 | +100.0% | 0.00% | – |
| TTE | Sell | TOTAL S Asponsored adr | $297,000 | -71.9% | 5,700 | -65.2% | 0.00% | -71.4% |
| KELYA | KELLY SVCS INCcl a | $219,000 | -14.8% | 10,700 | 0.0% | 0.00% | 0.0% | |
| KRA | Sell | KRATON CORPORATION | $203,000 | -63.8% | 9,300 | -21.8% | 0.00% | -50.0% |
| CMA | Sell | COMERICA INC | $206,000 | -32.9% | 3,000 | -11.8% | 0.00% | 0.0% |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDsponsored adr | $231,000 | – | 15,000 | +100.0% | 0.00% | – |
| SKYW | SKYWEST INC | $222,000 | -24.7% | 5,000 | 0.0% | 0.00% | 0.0% | |
| New | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $194,000 | – | 32,800 | +100.0% | 0.00% | – | |
| HZNP | New | HORIZON PHARMA PLC | $219,000 | – | 11,200 | +100.0% | 0.00% | – |
| LNC | Sell | LINCOLN NATL CORP IND | $298,000 | -89.4% | 5,800 | -86.1% | 0.00% | -89.5% |
| BAK | Sell | BRASKEM S Asp adr pfd a | $247,000 | -67.0% | 10,100 | -61.0% | 0.00% | -60.0% |
| CPLG | New | COREPOINT LODGING INC | $246,000 | – | 20,100 | +100.0% | 0.00% | – |
| SHLOQ | Buy | SHILOH INDS INC | $282,000 | -14.5% | 48,400 | +61.3% | 0.00% | 0.0% |
| TRVG | TRIVAGO N V | $263,000 | -8.7% | 46,800 | 0.0% | 0.00% | 0.0% | |
| BCOR | BLUCORA INC | $210,000 | -34.0% | 7,900 | 0.0% | 0.00% | 0.0% | |
| HRB | New | BLOCK H & R INC | $287,000 | – | 11,300 | +100.0% | 0.00% | – |
| GPRE | New | GREEN PLAINS INC | $222,000 | – | 16,900 | +100.0% | 0.00% | – |
| PACB | New | PACIFIC BIOSCIENCES CALIF IN | $236,000 | – | 31,900 | +100.0% | 0.00% | – |
| BRY | New | BERRY PETE CORP | $193,000 | – | 22,000 | +100.0% | 0.00% | – |
| CENTA | Sell | CENTRAL GARDEN & PET COcl a non-vtg | $231,000 | -74.5% | 7,400 | -72.9% | 0.00% | -66.7% |
| NCMI | New | NATIONAL CINEMEDIA INC | $253,000 | – | 39,000 | +100.0% | 0.00% | – |
| AUOTY | Sell | AU OPTRONICS CORPsponsored adr | $102,000 | -10.5% | 25,900 | -4.4% | 0.00% | 0.0% |
| CMCM | New | CHEETAH MOBILE INCadr | $151,000 | – | 24,700 | +100.0% | 0.00% | – |
| WPG | WASHINGTON PRIME GROUP NEW | $102,000 | -33.3% | 20,900 | 0.0% | 0.00% | 0.0% | |
| JE | Sell | JUST ENERGY GROUP INC | $128,000 | +1.6% | 38,700 | -4.7% | 0.00% | 0.0% |
| ENDP | New | ENDO INTL PLC | $178,000 | – | 24,400 | +100.0% | 0.00% | – |
| TLRDQ | Sell | TAILORED BRANDS INC | $142,000 | -88.4% | 10,400 | -78.6% | 0.00% | -87.5% |
| GGB | GERDAU S Aspon adr rep pfd | $132,000 | -10.8% | 35,200 | 0.0% | 0.00% | 0.0% | |
| NEWM | Sell | NEW MEDIA INVT GROUP INC | $148,000 | -83.0% | 12,800 | -77.0% | 0.00% | -83.3% |
| GTX | New | GARRETT MOTION INC | $126,000 | – | 10,180 | +100.0% | 0.00% | – |
| RENN | Sell | RENREN INCspon adr a new | $26,000 | -80.5% | 16,700 | -82.3% | 0.00% | -100.0% |
| AVP | New | AVON PRODS INC | $38,000 | – | 25,000 | +100.0% | 0.00% | – |
| BTEGF | Exit | BAYTEX ENERGY CORP | $0 | – | -28,500 | -100.0% | -0.00% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -12,200 | -100.0% | -0.00% | – |
| BBD | Exit | BANCO BRADESCO S Asp adr pfd new | $0 | – | -27,880 | -100.0% | -0.00% | – |
| XCRA | Exit | XCERRA CORP | $0 | – | -10,300 | -100.0% | -0.00% | – |
| AVHOQ | Exit | AVIANCA HLDGS SAspon adr rep pfd | $0 | – | -23,208 | -100.0% | -0.00% | – |
| TRST | Exit | TRUSTCO BK CORP N Y | $0 | – | -15,100 | -100.0% | -0.00% | – |
| WIT | Exit | WIPRO LTDspon adr 1 sh | $0 | – | -34,900 | -100.0% | -0.00% | – |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -7,400 | -100.0% | -0.00% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -1,355 | -100.0% | -0.00% | – |
| DIS | Exit | DISNEY WALT CO | $0 | – | -900 | -100.0% | -0.00% | – |
| EVRI | Exit | EVERI HLDGS INC | $0 | – | -16,800 | -100.0% | -0.00% | – |
| VLRS | Exit | CONTROLADORA VUELA CIA DE AVspon adr rp 10 | $0 | – | -25,600 | -100.0% | -0.00% | – |
| JMEI | Exit | JUMEI INTL HLDG LTDsponsored adr | $0 | – | -90,236 | -100.0% | -0.00% | – |
| IAG | Exit | IAMGOLD CORP | $0 | – | -48,200 | -100.0% | -0.00% | – |
| UEPS | Exit | NET 1 UEPS TECHNOLOGIES INC | $0 | – | -14,900 | -100.0% | -0.00% | – |
| RGA | Exit | REINSURANCE GROUP AMER INC | $0 | – | -2,400 | -100.0% | -0.00% | – |
| MED | Exit | MEDIFAST INC | $0 | – | -1,300 | -100.0% | -0.00% | – |
| BSIG | Exit | BRIGHTSPHERE INVESTMNT GRP P | $0 | – | -25,800 | -100.0% | -0.00% | – |
| BHE | Exit | BENCHMARK ELECTRS INC | $0 | – | -15,700 | -100.0% | -0.00% | – |
| CMTL | Exit | COMTECH TELECOMMUNICATIONS C | $0 | – | -7,300 | -100.0% | -0.00% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -2,300 | -100.0% | -0.00% | – |
| APTS | Exit | PREFERRED APT CMNTYS INC | $0 | – | -13,000 | -100.0% | -0.00% | – |
| MEI | Exit | METHODE ELECTRS INC | $0 | – | -7,400 | -100.0% | -0.00% | – |
| JWA | Exit | WILEY JOHN & SONS INCcl a | $0 | – | -5,100 | -100.0% | -0.00% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -18,600 | -100.0% | -0.00% | – |
| BANF | Exit | BANCFIRST CORP | $0 | – | -3,800 | -100.0% | -0.00% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -4,675 | -100.0% | -0.00% | – |
| ATHM | Exit | AUTOHOME INCsp adr rp cl a | $0 | – | -3,000 | -100.0% | -0.00% | – |
| RCKY | Exit | ROCKY BRANDS INC | $0 | – | -9,200 | -100.0% | -0.00% | – |
| BR | Exit | BROADRIDGE FINL SOLUTIONS IN | $0 | – | -2,000 | -100.0% | -0.00% | – |
| SNECQ | Exit | SANCHEZ ENERGY CORP | $0 | – | -174,200 | -100.0% | -0.00% | – |
| TROW | Exit | PRICE T ROWE GROUP INC | $0 | – | -4,300 | -100.0% | -0.00% | – |
| AVYA | Exit | AVAYA HLDGS CORP | $0 | – | -22,600 | -100.0% | -0.00% | – |
| LMNX | Exit | LUMINEX CORP DEL | $0 | – | -12,800 | -100.0% | -0.00% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -5,000 | -100.0% | -0.00% | – |
| CSTM | Exit | CONSTELLIUM NVcl a | $0 | – | -33,500 | -100.0% | -0.00% | – |
| DDR | Exit | DDR CORP | $0 | – | -36,000 | -100.0% | -0.00% | – |
| CBD | Exit | COMPANHIA BRASILEIRA DE DISTspn adr pfd cl a | $0 | – | -21,900 | -100.0% | -0.00% | – |
| DOV | Exit | DOVER CORP | $0 | – | -5,100 | -100.0% | -0.00% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -2,794 | -100.0% | -0.00% | – |
| HD | Exit | HOME DEPOT INC | $0 | – | -2,500 | -100.0% | -0.00% | – |
| HSII | Exit | HEIDRICK & STRUGGLES INTL IN | $0 | – | -15,706 | -100.0% | -0.00% | – |
| XRX | Exit | XEROX CORP | $0 | – | -28,300 | -100.0% | -0.01% | – |
| BA | Exit | BOEING CO | $0 | – | -2,100 | -100.0% | -0.01% | – |
| CTLT | Exit | CATALENT INC | $0 | – | -17,400 | -100.0% | -0.01% | – |
| PVAC | Exit | PENN VA CORP NEW | $0 | – | -8,649 | -100.0% | -0.01% | – |
| LITE | Exit | LUMENTUM HLDGS INC | $0 | – | -12,265 | -100.0% | -0.01% | – |
| TSU | Exit | TIM PARTICIPACOES S Asponsored adr | $0 | – | -47,900 | -100.0% | -0.01% | – |
| CVG | Exit | CONVERGYS CORP | $0 | – | -29,800 | -100.0% | -0.01% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -3,300 | -100.0% | -0.01% | – |
| ELP | Exit | COMPANHIA PARANAENSE ENERG Cspon adr pfd | $0 | – | -158,400 | -100.0% | -0.01% | – |
| KFY | Exit | KORN FERRY INTL | $0 | – | -21,900 | -100.0% | -0.01% | – |
| VLO | Exit | VALERO ENERGY CORP NEW | $0 | – | -11,800 | -100.0% | -0.01% | – |
| RYN | Exit | RAYONIER INC | $0 | – | -40,900 | -100.0% | -0.01% | – |
| PCH | Exit | POTLATCHDELTIC CORPORATION | $0 | – | -36,193 | -100.0% | -0.01% | – |
| ITUB | Exit | ITAU UNIBANCO HLDG SAspon adr rep pfd | $0 | – | -134,700 | -100.0% | -0.01% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -68,668 | -100.0% | -0.01% | – |
| OMAB | Exit | GRUPO AEROPORTUARIO CTR NORTspon adr | $0 | – | -27,900 | -100.0% | -0.01% | – |
| SSL | Exit | SASOL LTDsponsored adr | $0 | – | -40,600 | -100.0% | -0.01% | – |
| SFLY | Exit | SHUTTERFLY INC | $0 | – | -27,553 | -100.0% | -0.01% | – |
| ABBV | Exit | ABBVIE INC | $0 | – | -19,253 | -100.0% | -0.01% | – |
| XOXO | Exit | XO GROUP INC | $0 | – | -53,800 | -100.0% | -0.01% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS IN | $0 | – | -106,370 | -100.0% | -0.01% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -61,348 | -100.0% | -0.02% | – |
| DLX | Exit | DELUXE CORP | $0 | – | -40,862 | -100.0% | -0.02% | – |
| YY | Exit | YY INC | $0 | – | -31,500 | -100.0% | -0.02% | – |
| TLK | Exit | P T TELEKOMUNIKASI INDONESIAsponsored adr | $0 | – | -102,272 | -100.0% | -0.02% | – |
| NVR | Exit | NVR INC | $0 | – | -1,057 | -100.0% | -0.02% | – |
| AGN | Exit | ALLERGAN PLC | $0 | – | -15,309 | -100.0% | -0.02% | – |
| WMB | Exit | WILLIAMS COS INC DEL | $0 | – | -114,549 | -100.0% | -0.02% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -68,991 | -100.0% | -0.02% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -19,359 | -100.0% | -0.02% | – |
| KLXE | Exit | KLX ENERGY SERVICS HOLDNGS I | $0 | – | -119,999 | -100.0% | -0.03% | – |
| ASR | Exit | GRUPO AEROPORTUARIO DEL SUREspon adr ser b | $0 | – | -21,400 | -100.0% | -0.03% | – |
| APC | Exit | ANADARKO PETE CORP | $0 | – | -76,000 | -100.0% | -0.04% | – |
| FANH | Exit | FANHUA INCsponsored adr | $0 | – | -204,400 | -100.0% | -0.04% | – |
| STT | Exit | STATE STR CORP | $0 | – | -68,384 | -100.0% | -0.04% | – |
| STX | Exit | SEAGATE TECHNOLOGY PLC | $0 | – | -122,183 | -100.0% | -0.04% | – |
| AMAT | Exit | APPLIED MATLS INC | $0 | – | -182,628 | -100.0% | -0.05% | – |
| MIC | Exit | MACQUARIE INFRASTRUCTURE COR | $0 | – | -176,000 | -100.0% | -0.06% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -87,693 | -100.0% | -0.07% | – |
| ATVI | Exit | ACTIVISION BLIZZARD INC | $0 | – | -126,000 | -100.0% | -0.07% | – |
| WMB | Exit | WILLIAMS COS INC DELput | $0 | – | -410,000 | -100.0% | -0.08% | – |
| AGN | Exit | ALLERGAN PLCput | $0 | – | -80,000 | -100.0% | -0.10% | – |
| CL | Exit | COLGATE PALMOLIVE COput | $0 | – | -250,000 | -100.0% | -0.11% | – |
| CL | Exit | COLGATE PALMOLIVE CO | $0 | – | -271,670 | -100.0% | -0.12% | – |
| EDU | Exit | NEW ORIENTAL ED & TECH GRP Ispon adr | $0 | – | -250,300 | -100.0% | -0.13% | – |
| KLXI | Exit | KLX INC | $0 | – | -300,000 | -100.0% | -0.13% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -396,968 | -100.0% | -0.14% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -577,400 | -100.0% | -0.15% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -308,600 | -100.0% | -0.20% | – |
| BNS | Exit | BANK N S HALIFAX | $0 | – | -613,851 | -100.0% | -0.25% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N V | $0 | – | -471,777 | -100.0% | -0.27% | – |
| NXPI | Exit | NXP SEMICONDUCTORS N Vput | $0 | – | -481,900 | -100.0% | -0.28% | – |
| CA | Exit | CA INC | $0 | – | -1,172,387 | -100.0% | -0.35% | – |
| SYK | Exit | STRYKER CORP | $0 | – | -316,641 | -100.0% | -0.38% | – |
| ANDV | Exit | ANDEAVOR | $0 | – | -370,300 | -100.0% | -0.38% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -408,400 | -100.0% | -0.39% | – |
| PF | Exit | PINNACLE FOODS INC DEL | $0 | – | -988,600 | -100.0% | -0.43% | – |
| DIS | Exit | DISNEY WALT COput | $0 | – | -586,000 | -100.0% | -0.46% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -495,100 | -100.0% | -0.68% | – |
| EWT | Exit | ISHARES INCmsci taiwan etf | $0 | – | -4,251,536 | -100.0% | -1.09% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-02-13
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 |
|---|---|
| 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 |
| SC 13G | 2024-02-13 |
| SC 13G | 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.