$13.9 Billion is the total value of Grantham, Mayo, Van Otterloo & Co. LLC's 696 reported holdings in Q1 2019. The portfolio turnover from Q4 2018 to Q1 2019 was 63.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AAPL | Sell | APPLE INC | $633,970,000 | +11.3% | 3,337,561 | -7.6% | 4.56% | +0.2% |
| MSFT | Sell | MICROSOFT CORP | $572,357,000 | +7.9% | 4,852,948 | -7.0% | 4.12% | -2.8% |
| ORCL | Sell | ORACLE CORP | $512,373,000 | +8.4% | 9,539,618 | -8.9% | 3.68% | -2.4% |
| GOOG | Sell | ALPHABET INCcap stk cl c | $398,326,000 | -12.6% | 339,489 | -22.8% | 2.86% | -21.3% |
| MMM | Sell | 3M CO | $358,767,000 | +1.0% | 1,726,670 | -7.4% | 2.58% | -9.1% |
| MDT | Sell | MEDTRONIC PLC | $328,231,000 | -0.5% | 3,603,769 | -0.6% | 2.36% | -10.4% |
| COST | Sell | COSTCO WHSL CORP NEW | $323,451,000 | +8.9% | 1,335,801 | -8.4% | 2.33% | -1.9% |
| ACN | Sell | ACCENTURE PLC IRELAND | $317,452,000 | +15.9% | 1,803,497 | -7.2% | 2.28% | +4.3% |
| JNJ | Sell | JOHNSON & JOHNSON | $316,898,000 | +0.4% | 2,266,955 | -7.3% | 2.28% | -9.6% |
| WFC | Sell | WELLS FARGO CO NEW | $283,455,000 | +0.2% | 5,866,210 | -4.4% | 2.04% | -9.7% |
| AXP | Sell | AMERICAN EXPRESS CO | $280,017,000 | +6.7% | 2,561,912 | -6.9% | 2.01% | -3.9% |
| USB | Sell | US BANCORP DEL | $271,751,000 | +0.5% | 5,639,163 | -4.7% | 1.95% | -9.5% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $259,341,000 | -11.8% | 1,048,858 | -11.1% | 1.86% | -20.6% |
| MRK | Sell | MERCK & CO INC | $256,248,000 | -5.5% | 3,081,018 | -13.2% | 1.84% | -14.9% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $247,223,000 | +4.0% | 210,065 | -7.7% | 1.78% | -6.3% |
| CSCO | Sell | CISCO SYS INC | $246,561,000 | +18.1% | 4,566,783 | -5.2% | 1.77% | +6.4% |
| TXN | Sell | TEXAS INSTRS INC | $242,989,000 | -1.1% | 2,290,832 | -11.8% | 1.75% | -10.9% |
| ANTM | Sell | ANTHEM INC | $232,742,000 | -4.5% | 811,004 | -12.6% | 1.67% | -14.0% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $231,462,000 | +9.3% | 3,194,783 | -4.2% | 1.66% | -1.5% |
| BABA | Buy | ALIBABA GROUP HLDG LTDsponsored ads | $224,778,000 | +57.8% | 1,231,998 | +18.6% | 1.62% | +42.2% |
| TJX | Sell | TJX COS INC NEW | $212,210,000 | -2.9% | 3,988,159 | -18.4% | 1.53% | -12.6% |
| FB | Buy | FACEBOOK INCcl a | $204,555,000 | +56.7% | 1,227,160 | +23.2% | 1.47% | +41.2% |
| IEMG | Buy | ISHARES INCcore msci emkt | $183,359,000 | +99.7% | 3,545,911 | +82.1% | 1.32% | +79.9% |
| RY | Buy | ROYAL BK CDA MONTREAL QUE | $181,294,000 | +19.3% | 2,402,135 | +8.2% | 1.30% | +7.5% |
| TSM | Buy | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $177,508,000 | +14.1% | 4,333,696 | +2.8% | 1.28% | +2.8% |
| FCAU | Sell | FIAT CHRYSLER AUTOMOBILES N | $167,237,000 | -8.0% | 11,261,390 | -10.4% | 1.20% | -17.1% |
| KO | Sell | COCA COLA CO | $162,345,000 | -8.0% | 3,464,460 | -7.0% | 1.17% | -17.1% |
| ABT | Sell | ABBOTT LABS | $146,916,000 | +0.6% | 1,837,828 | -9.0% | 1.06% | -9.4% |
| TD | Buy | TORONTO DOMINION BK ONT | $131,381,000 | +53.3% | 2,420,118 | +40.3% | 0.94% | +38.2% |
| PM | Sell | PHILIP MORRIS INTL INC | $130,975,000 | +20.9% | 1,481,783 | -8.7% | 0.94% | +8.9% |
| BKNG | Sell | BOOKING HLDGS INC | $129,874,000 | -5.4% | 74,430 | -6.6% | 0.93% | -14.8% |
| HON | Sell | HONEYWELL INTL INC | $121,387,000 | +3.3% | 763,822 | -14.1% | 0.87% | -6.9% |
| LQD | ISHARES TRiboxx inv cp etf | $114,817,000 | +5.5% | 964,362 | 0.0% | 0.83% | -4.9% | |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $102,684,000 | +7.4% | 2,457,132 | -1.8% | 0.74% | -3.4% |
| BDX | Sell | BECTON DICKINSON & CO | $100,988,000 | +2.3% | 404,387 | -7.7% | 0.73% | -7.9% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $100,062,000 | -55.3% | 776,340 | -63.1% | 0.72% | -59.7% |
| AABA | Sell | ALTABA INC | $93,903,000 | -23.8% | 1,266,900 | -40.4% | 0.68% | -31.4% |
| MA | Sell | MASTERCARD INCcl a | $93,049,000 | +5.6% | 395,196 | -15.4% | 0.67% | -5.0% |
| BMO | Buy | BANK MONTREAL QUE | $89,307,000 | +20.3% | 1,193,483 | +5.0% | 0.64% | +8.3% |
| V | Sell | VISA INC | $83,118,000 | +10.0% | 532,160 | -7.1% | 0.60% | -1.0% |
| STM | Sell | STMICROELECTRONICS N Vny registry | $77,931,000 | -4.4% | 5,247,866 | -10.7% | 0.56% | -14.0% |
| W | Sell | WAYFAIR INCcl a | $73,008,000 | +35.1% | 491,800 | -18.0% | 0.52% | +21.5% |
| APH | Sell | AMPHENOL CORP NEWcl a | $69,675,000 | +7.5% | 737,775 | -7.8% | 0.50% | -3.1% |
| SKM | Buy | SK TELECOM LTDsponsored adr | $67,743,000 | -7.0% | 2,766,151 | +1.8% | 0.49% | -16.3% |
| CVNA | New | CARVANA COcl a | $64,679,000 | – | 1,114,000 | +100.0% | 0.46% | – |
| STI | New | SUNTRUST BKS INC | $63,870,000 | – | 1,077,982 | +100.0% | 0.46% | – |
| INFY | Sell | INFOSYS LTDsponsored adr | $62,227,000 | +14.0% | 5,693,228 | -0.7% | 0.45% | +2.8% |
| NVO | Buy | NOVO-NORDISK A Sadr | $61,557,000 | +33.5% | 1,176,780 | +17.6% | 0.44% | +20.4% |
| LLL | New | L3 TECHNOLOGIES INC | $60,970,000 | – | 295,439 | +100.0% | 0.44% | – |
| CNI | Buy | CANADIAN NATL RY CO | $59,370,000 | +587.6% | 663,500 | +469.5% | 0.43% | +518.8% |
| PEP | Sell | PEPSICO INC | $53,936,000 | -16.3% | 440,118 | -24.5% | 0.39% | -24.5% |
| FCX | Sell | FREEPORT-MCMORAN INCcl b | $51,008,000 | +22.4% | 3,957,205 | -2.1% | 0.37% | +10.2% |
| MGA | Sell | MAGNA INTL INC | $47,908,000 | -3.3% | 983,754 | -9.8% | 0.34% | -12.9% |
| SLF | Sell | SUN LIFE FINL INC | $44,469,000 | +1.2% | 1,157,586 | -12.6% | 0.32% | -8.8% |
| WP | New | WORLDPAY INCcl a | $42,785,000 | – | 376,962 | +100.0% | 0.31% | – |
| FDC | New | FIRST DATA CORP NEW | $42,169,000 | – | 1,605,200 | +100.0% | 0.30% | – |
| GM | Buy | GENERAL MTRS CO | $41,255,000 | +34.1% | 1,112,000 | +20.9% | 0.30% | +20.7% |
| KSA | New | ISHARES TRmsci saudi arbia | $41,285,000 | – | 1,239,800 | +100.0% | 0.30% | – |
| BMS | Sell | BEMIS CO INC | $40,603,000 | +17.0% | 731,850 | -3.2% | 0.29% | +5.4% |
| CHL | Sell | CHINA MOBILE LIMITEDsponsored adr | $38,090,000 | -2.8% | 747,005 | -8.5% | 0.27% | -12.5% |
| TRCO | Sell | TRIBUNE MEDIA COcl a | $35,846,000 | -26.7% | 776,900 | -28.0% | 0.26% | -34.0% |
| CIEN | Buy | CIENA CORP | $31,545,000 | +13796.5% | 844,800 | +12509.0% | 0.23% | +11250.0% |
| IBKR | Buy | INTERACTIVE BROKERS GROUP IN | $31,272,000 | +14.7% | 602,772 | +20.9% | 0.22% | +3.2% |
| INTC | Sell | INTEL CORP | $31,304,000 | -10.1% | 582,939 | -21.5% | 0.22% | -19.1% |
| MOGA | Buy | MOOG INCcl a | $31,076,000 | +737.4% | 357,396 | +646.2% | 0.22% | +643.3% |
| ALLY | Buy | ALLY FINL INC | $30,541,000 | +55.1% | 1,111,000 | +27.8% | 0.22% | +40.1% |
| JD | Sell | JD COM INCspon adr cl a | $30,514,000 | +6.9% | 1,012,059 | -25.8% | 0.22% | -3.9% |
| SQM | Sell | SOCIEDAD QUIMICA MINERA DE Cspon adr ser b | $29,034,000 | -1.5% | 755,312 | -1.9% | 0.21% | -11.1% |
| BPOP | Buy | POPULAR INC | $28,727,000 | +489.2% | 551,061 | +433.7% | 0.21% | +430.8% |
| BIDU | Sell | BAIDU INCspon adr rep a | $28,503,000 | -27.3% | 172,904 | -30.1% | 0.20% | -34.5% |
| TKR | Buy | TIMKEN CO | $28,121,000 | +693.3% | 644,679 | +578.8% | 0.20% | +621.4% |
| CELG | New | CELGENE CORPput | $27,925,000 | – | 296,000 | +100.0% | 0.20% | – |
| VSH | Buy | VISHAY INTERTECHNOLOGY INC | $27,641,000 | +939.1% | 1,496,522 | +913.1% | 0.20% | +847.6% |
| PG | Buy | PROCTER AND GAMBLE CO | $27,669,000 | +24.4% | 265,917 | +9.9% | 0.20% | +11.8% |
| RHT | Sell | RED HAT INC | $27,204,000 | -64.3% | 148,900 | -65.6% | 0.20% | -67.8% |
| CCEP | Buy | COCA COLA EUROPEAN PARTNERS | $26,418,000 | +2669.2% | 510,600 | +2354.8% | 0.19% | +2275.0% |
| ICLR | Buy | ICON PLC | $26,277,000 | +7.4% | 192,390 | +1.6% | 0.19% | -3.1% |
| AMGN | Sell | AMGEN INC | $25,609,000 | -7.7% | 134,800 | -5.5% | 0.18% | -17.1% |
| HELE | Buy | HELEN OF TROY CORP LTD | $25,569,000 | +689.2% | 220,500 | +792.7% | 0.18% | +607.7% |
| TDS | Buy | TELEPHONE & DATA SYS INC | $25,354,000 | +509.8% | 825,071 | +545.7% | 0.18% | +451.5% |
| RDFN | Buy | REDFIN CORP | $25,087,000 | +51.1% | 1,237,650 | +7.4% | 0.18% | +35.3% |
| SHO | Buy | SUNSTONE HOTEL INVS INC NEW | $25,079,000 | +1448.1% | 1,741,600 | +1298.9% | 0.18% | +1284.6% |
| CACC | Buy | CREDIT ACCEP CORP MICH | $24,721,000 | +39.3% | 54,700 | +17.6% | 0.18% | +25.4% |
| INXN | Buy | INTERXION HOLDING N.V | $24,757,000 | +45.1% | 371,000 | +17.8% | 0.18% | +30.9% |
| XHR | Buy | XENIA HOTELS & RESORTS INC | $24,590,000 | +658.2% | 1,122,339 | +495.2% | 0.18% | +580.8% |
| PDM | Buy | PIEDMONT OFFICE REALTY TR IN | $24,548,000 | +1345.7% | 1,177,355 | +1081.4% | 0.18% | +1164.3% |
| MLHR | Buy | MILLER HERMAN INC | $24,454,000 | +896.9% | 695,097 | +757.0% | 0.18% | +780.0% |
| CP | Buy | CANADIAN PAC RY LTD | $23,796,000 | +470.1% | 115,500 | +391.5% | 0.17% | +418.2% |
| TGNA | Buy | TEGNA INC | $23,683,000 | +797.8% | 1,679,650 | +592.1% | 0.17% | +709.5% |
| CM | Sell | CDN IMPERIAL BK COMM TORONTO | $23,289,000 | -58.5% | 294,625 | -60.9% | 0.17% | -62.7% |
| DEO | Buy | DIAGEO P L Cspon adr new | $23,282,000 | +17.6% | 142,299 | +1.9% | 0.17% | +5.7% |
| NLSN | NIELSEN HLDGS PLC | $23,250,000 | +1.5% | 982,272 | 0.0% | 0.17% | -8.7% | |
| SNY | Sell | SANOFIsponsored adr | $23,045,000 | +0.6% | 520,442 | -1.4% | 0.17% | -9.3% |
| SEDG | Sell | SOLAREDGE TECHNOLOGIES INC | $23,074,000 | -0.8% | 612,355 | -7.6% | 0.17% | -10.8% |
| NOMD | Sell | NOMAD FOODS LTD | $22,729,000 | +12.3% | 1,111,443 | -8.2% | 0.16% | +0.6% |
| RDY | Buy | DR REDDYS LABS LTDadr | $22,587,000 | +11.4% | 557,708 | +3.7% | 0.16% | 0.0% |
| BRKB | Buy | BERKSHIRE HATHAWAY INC DELcl b new | $22,198,000 | +18.8% | 110,500 | +20.8% | 0.16% | +7.4% |
| PFE | Sell | PFIZER INC | $21,696,000 | -36.1% | 510,847 | -34.3% | 0.16% | -42.4% |
| BRC | Buy | BRADY CORPcl a | $21,530,000 | +667.8% | 463,909 | +619.1% | 0.16% | +604.5% |
| HPQ | Sell | HP INC | $21,356,000 | -12.5% | 1,099,140 | -7.8% | 0.15% | -21.0% |
| FULT | New | FULTON FINL CORP PA | $21,079,000 | – | 1,361,700 | +100.0% | 0.15% | – |
| PGR | Sell | PROGRESSIVE CORP OHIO | $20,986,000 | -12.5% | 291,107 | -26.8% | 0.15% | -21.4% |
| FBC | Buy | FLAGSTAR BANCORP INC | $20,697,000 | +4072.8% | 628,700 | +3244.1% | 0.15% | +3625.0% |
| LMT | Sell | LOCKHEED MARTIN CORP | $20,441,000 | +12.3% | 68,100 | -2.0% | 0.15% | +1.4% |
| LOGI | Sell | LOGITECH INTL S A | $20,443,000 | +24.7% | 521,540 | -0.2% | 0.15% | +12.2% |
| ETN | Sell | EATON CORP PLC | $20,478,000 | +6.9% | 254,200 | -8.9% | 0.15% | -3.9% |
| EB | Buy | EVENTBRITE INC | $20,493,000 | -16.7% | 1,069,000 | +20.8% | 0.15% | -25.4% |
| VIAB | Buy | VIACOM INC NEWcl b | $20,103,000 | +54.0% | 716,181 | +41.0% | 0.14% | +39.4% |
| TECD | Buy | TECH DATA CORP | $20,062,000 | +2749.7% | 195,900 | +2177.9% | 0.14% | +2300.0% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $19,610,000 | +4827.1% | 490,500 | +4092.3% | 0.14% | +4600.0% |
| CNO | New | CNO FINL GROUP INC | $19,408,000 | – | 1,199,500 | +100.0% | 0.14% | – |
| PSX | Sell | PHILLIPS 66 | $19,453,000 | +9.8% | 204,404 | -0.6% | 0.14% | -0.7% |
| EL | Sell | LAUDER ESTEE COS INCcl a | $19,261,000 | +5.5% | 116,347 | -17.1% | 0.14% | -4.8% |
| VALE | Buy | VALE S Asponsored ads | $18,435,000 | +7.3% | 1,411,600 | +8.4% | 0.13% | -2.9% |
| POR | New | PORTLAND GEN ELEC CO | $18,325,000 | – | 353,500 | +100.0% | 0.13% | – |
| CMI | Buy | CUMMINS INC | $18,339,000 | +99.0% | 116,166 | +68.4% | 0.13% | +78.4% |
| SHAK | Buy | SHAKE SHACK INCcl a | $18,218,000 | +57.3% | 308,000 | +20.8% | 0.13% | +42.4% |
| ADP | Buy | AUTOMATIC DATA PROCESSING IN | $18,242,000 | +85.0% | 114,200 | +51.9% | 0.13% | +65.8% |
| XLNX | Buy | XILINX INC | $18,156,000 | +346.0% | 143,200 | +199.6% | 0.13% | +297.0% |
| TV | Buy | GRUPO TELEVISA SAspon adr rep ord | $18,013,000 | +70.7% | 1,628,674 | +94.2% | 0.13% | +54.8% |
| GEO | Buy | GEO GROUP INC NEW | $17,990,000 | +1057.7% | 937,000 | +1087.6% | 0.13% | +975.0% |
| FSLR | Sell | FIRST SOLAR INC | $17,686,000 | +20.9% | 334,700 | -2.9% | 0.13% | +8.5% |
| TCF | New | TCF FINL CORP | $17,699,000 | – | 855,443 | +100.0% | 0.13% | – |
| HCA | Sell | HCA HEALTHCARE INC | $17,536,000 | +2.3% | 134,500 | -2.3% | 0.13% | -8.0% |
| IBN | Sell | ICICI BK LTDadr | $17,380,000 | -36.9% | 1,516,616 | -43.3% | 0.12% | -43.2% |
| ADM | Sell | ARCHER DANIELS MIDLAND CO | $17,264,000 | -13.5% | 400,270 | -17.8% | 0.12% | -22.0% |
| ABR | Buy | ARBOR RLTY TR INC | $17,094,000 | +3453.8% | 1,317,972 | +2657.3% | 0.12% | +2975.0% |
| CMPR | Sell | CIMPRESS N V | $16,747,000 | -27.4% | 209,000 | -6.3% | 0.12% | -34.8% |
| AFL | Buy | AFLAC INC | $16,504,000 | +12.7% | 330,088 | +2.7% | 0.12% | +1.7% |
| ALB | Buy | ALBEMARLE CORP | $16,445,000 | +9.8% | 200,600 | +3.2% | 0.12% | -1.7% |
| EXC | Buy | EXELON CORP | $16,142,000 | +439.0% | 322,000 | +384.9% | 0.12% | +383.3% |
| BG | Buy | BUNGE LIMITED | $16,185,000 | +46.1% | 304,976 | +47.1% | 0.12% | +31.8% |
| NKE | Buy | NIKE INCcl b | $16,143,000 | +1278.6% | 191,700 | +1113.3% | 0.12% | +1188.9% |
| GILD | New | GILEAD SCIENCES INC | $15,986,000 | – | 245,900 | +100.0% | 0.12% | – |
| CXW | Buy | CORECIVIC INC | $15,241,000 | +659.0% | 783,593 | +596.0% | 0.11% | +587.5% |
| CARS | Buy | CARS COM INC | $15,112,000 | +20.4% | 662,813 | +13.6% | 0.11% | +9.0% |
| LEXEA | Buy | LIBERTY EXPEDIA HLDGS INC | $15,014,000 | +604.6% | 350,784 | +543.6% | 0.11% | +535.3% |
| IDA | New | IDACORP INC | $15,050,000 | – | 151,200 | +100.0% | 0.11% | – |
| ONB | Buy | OLD NATL BANCORP IND | $14,878,000 | +1943.7% | 907,200 | +1818.0% | 0.11% | +1683.3% |
| NSIT | Buy | INSIGHT ENTERPRISES INC | $14,818,000 | +690.3% | 269,120 | +484.8% | 0.11% | +613.3% |
| WTI | Buy | W & T OFFSHORE INC | $14,844,000 | +1049.8% | 2,151,300 | +586.7% | 0.11% | +970.0% |
| HT | Buy | HERSHA HOSPITALITY TR | $14,713,000 | +1564.4% | 858,400 | +1603.2% | 0.11% | +1414.3% |
| COF | Buy | CAPITAL ONE FINL CORP | $14,475,000 | +35.7% | 177,200 | +25.6% | 0.10% | +22.4% |
| IR | Buy | INGERSOLL-RAND PLC | $14,375,000 | +22.1% | 133,164 | +3.2% | 0.10% | +9.6% |
| LRN | Buy | K12 INC | $14,359,000 | +770.8% | 420,711 | +532.6% | 0.10% | +692.3% |
| UVV | Buy | UNIVERSAL CORP VA | $14,119,000 | +624.4% | 244,993 | +580.5% | 0.10% | +537.5% |
| GCI | Buy | GANNETT CO INC | $13,525,000 | +549.0% | 1,283,205 | +425.3% | 0.10% | +470.6% |
| Buy | BRP INC | $13,338,000 | +8.5% | 480,548 | +1.1% | 0.10% | -2.0% | |
| BAP | Sell | CREDICORP LTD | $13,341,000 | -14.3% | 55,600 | -20.8% | 0.10% | -22.6% |
| DSW | New | DSW INCcl a | $13,016,000 | – | 585,800 | +100.0% | 0.09% | – |
| ENVA | Buy | ENOVA INTL INC | $12,942,000 | +715.5% | 567,144 | +595.6% | 0.09% | +615.4% |
| TAL | Sell | TAL EDUCATION GROUPsponsored ads | $12,910,000 | +16.9% | 357,821 | -13.5% | 0.09% | +5.7% |
| QIWI | Sell | QIWI PLCspon adr rep b | $12,798,000 | -2.1% | 889,375 | -3.8% | 0.09% | -11.5% |
| INTU | Sell | INTUIT | $12,677,000 | +22.0% | 48,495 | -8.1% | 0.09% | +9.6% |
| SBS | Sell | COMPANHIA DE SANEAMENTO BASIsponsored adr | $12,536,000 | +22.7% | 1,184,839 | -6.4% | 0.09% | +9.8% |
| SNP | Sell | CHINA PETE & CHEM CORP | $12,470,000 | +8.7% | 156,855 | -3.5% | 0.09% | -2.2% |
| BANR | New | BANNER CORP | $12,161,000 | – | 224,500 | +100.0% | 0.09% | – |
| IPAR | Buy | INTER PARFUMS INC | $12,001,000 | +474.5% | 158,180 | +396.4% | 0.09% | +405.9% |
| NTES | Buy | NETEASE INCsponsored adr | $11,879,000 | +101.9% | 49,200 | +96.8% | 0.08% | +80.9% |
| AY | Sell | ATLANTICA YIELD PLC | $11,637,000 | -29.9% | 597,986 | -29.4% | 0.08% | -36.8% |
| WUBA | Sell | 58 COM INCspon adr rep a | $11,579,000 | +8.5% | 176,300 | -10.4% | 0.08% | -2.4% |
| PBR | Sell | PETROLEO BRASILEIRO SA PETROsponsored adr | $11,526,000 | -26.3% | 724,000 | -39.8% | 0.08% | -33.6% |
| FCN | Buy | FTI CONSULTING INC | $11,516,000 | +325.1% | 149,915 | +268.8% | 0.08% | +277.3% |
| SANM | Buy | SANMINA CORPORATION | $11,448,000 | +1985.2% | 396,800 | +1640.4% | 0.08% | +1950.0% |
| HSBC | Sell | HSBC HLDGS PLCspon adr new | $11,383,000 | -25.8% | 280,500 | -24.8% | 0.08% | -33.3% |
| NTAP | Sell | NETAPP INC | $11,198,000 | -0.8% | 161,495 | -14.6% | 0.08% | -10.0% |
| TSE | Buy | TRINSEO S A | $10,932,000 | +541.5% | 241,331 | +548.2% | 0.08% | +464.3% |
| IBOC | New | INTERNATIONAL BANCSHARES COR | $11,029,000 | – | 290,000 | +100.0% | 0.08% | – |
| ICL | Buy | ISRAEL CHEMICALS LTD | $11,042,000 | -4.7% | 2,122,627 | +3.9% | 0.08% | -15.1% |
| NWBI | New | NORTHWEST BANCSHARES INC MD | $10,990,000 | – | 647,600 | +100.0% | 0.08% | – |
| CYOU | Sell | CHANGYOU COM LTDads rep cl a | $11,016,000 | -36.3% | 644,237 | -31.9% | 0.08% | -42.8% |
| SCS | Buy | STEELCASE INCcl a | $10,832,000 | +931.6% | 744,488 | +951.5% | 0.08% | +875.0% |
| SNPS | Sell | SYNOPSYS INC | $10,815,000 | +31.6% | 93,919 | -3.7% | 0.08% | +18.2% |
| EMR | Sell | EMERSON ELEC CO | $10,771,000 | +7.0% | 157,314 | -6.6% | 0.08% | -3.8% |
| BMY | Buy | BRISTOL MYERS SQUIBB CO | $10,692,000 | +24.4% | 224,100 | +35.6% | 0.08% | +11.6% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE C | $10,402,000 | -13.5% | 674,114 | -26.0% | 0.08% | -21.9% |
| A | Buy | AGILENT TECHNOLOGIES INC | $10,457,000 | +1213.7% | 130,100 | +1002.5% | 0.08% | +1150.0% |
| SWN | Buy | SOUTHWESTERN ENERGY CO | $10,393,000 | +343.8% | 2,216,000 | +222.7% | 0.08% | +294.7% |
| ZUMZ | New | ZUMIEZ INC | $10,342,000 | – | 415,500 | +100.0% | 0.07% | – |
| MSI | Buy | MOTOROLA SOLUTIONS INC | $10,294,000 | +44.3% | 73,307 | +18.2% | 0.07% | +29.8% |
| ODP | Buy | OFFICE DEPOT INC | $10,232,000 | +1834.2% | 2,818,700 | +1275.6% | 0.07% | +1750.0% |
| HY | Buy | HYSTER YALE MATLS HANDLING Icl a | $9,674,000 | +1753.3% | 155,128 | +1740.6% | 0.07% | +1650.0% |
| CSGS | Buy | CSG SYS INTL INC | $9,702,000 | +510.6% | 229,353 | +358.4% | 0.07% | +438.5% |
| AMP | Sell | AMERIPRISE FINL INC | $9,635,000 | +21.8% | 75,214 | -0.8% | 0.07% | +9.5% |
| FHI | New | FEDERATED INVS INC PAcl b | $9,620,000 | – | 328,200 | +100.0% | 0.07% | – |
| MOV | Buy | MOVADO GROUP INC | $9,543,000 | +533.2% | 262,319 | +450.3% | 0.07% | +475.0% |
| TMUS | Sell | T MOBILE US INC | $9,522,000 | -18.9% | 137,800 | -25.3% | 0.07% | -27.7% |
| ICFI | Buy | ICF INTL INC | $9,374,000 | +492.9% | 123,207 | +404.8% | 0.07% | +415.4% |
| PNM | New | PNM RES INC | $9,118,000 | – | 192,600 | +100.0% | 0.07% | – |
| DIOD | Buy | DIODES INC | $9,109,000 | +519.2% | 262,500 | +475.7% | 0.07% | +450.0% |
| LYB | Buy | LYONDELLBASELL INDUSTRIES N | $9,171,000 | +19.9% | 109,079 | +18.6% | 0.07% | +8.2% |
| MBT | Sell | MOBILE TELESYSTEMS PJSCsponsored adr | $9,144,000 | -74.9% | 1,209,515 | -76.8% | 0.07% | -77.3% |
| KSS | Sell | KOHLS CORP | $9,178,000 | -16.0% | 133,463 | -19.0% | 0.07% | -24.1% |
| BLMN | Buy | BLOOMIN BRANDS INC | $9,229,000 | +466.5% | 451,284 | +395.5% | 0.07% | +407.7% |
| RDSB | Sell | ROYAL DUTCH SHELL PLCspon adr b | $9,004,000 | +4.9% | 140,800 | -1.7% | 0.06% | -5.8% |
| MCS | Buy | MARCUS CORP | $8,907,000 | +549.7% | 222,407 | +540.9% | 0.06% | +481.8% |
| FSS | Buy | FEDERAL SIGNAL CORP | $8,778,000 | +1014.0% | 337,743 | +753.0% | 0.06% | +950.0% |
| SCVL | New | SHOE CARNIVAL INC | $8,623,000 | – | 253,400 | +100.0% | 0.06% | – |
| MTRN | Buy | MATERION CORP | $8,521,000 | +821.2% | 149,341 | +626.7% | 0.06% | +771.4% |
| VRS | Buy | VERSO CORPcl a | $8,311,000 | +644.7% | 388,000 | +679.1% | 0.06% | +566.7% |
| PFSI | New | PENNYMAC FINL SVCS INC | $8,200,000 | – | 368,700 | +100.0% | 0.06% | – |
| EC | Sell | ECOPETROL S Asponsored ads | $8,034,000 | -9.1% | 374,738 | -32.7% | 0.06% | -18.3% |
| TGT | Buy | TARGET CORP | $8,130,000 | +45.1% | 101,300 | +19.5% | 0.06% | +28.9% |
| MNKKQ | Buy | MALLINCKRODT PUB LTD CO | $8,068,000 | +1990.2% | 371,100 | +1420.9% | 0.06% | +1833.3% |
| IOSP | Buy | INNOSPEC INC | $8,024,000 | +1655.8% | 96,274 | +1201.0% | 0.06% | +1350.0% |
| GHC | Buy | GRAHAM HLDGS CO | $7,975,000 | +128.5% | 11,674 | +114.3% | 0.06% | +103.6% |
| EBAY | Buy | EBAY INC | $7,957,000 | +46.6% | 214,255 | +10.8% | 0.06% | +32.6% |
| VFC | Sell | V F CORP | $7,806,000 | +11.2% | 89,813 | -8.7% | 0.06% | 0.0% |
| GRMN | Sell | GARMIN LTD | $7,693,000 | +32.5% | 89,087 | -2.8% | 0.06% | +19.6% |
| KLAC | Sell | KLA-TENCOR CORP | $7,503,000 | +11.7% | 62,837 | -16.3% | 0.05% | 0.0% |
| SWX | New | SOUTHWEST GAS HOLDINGS INC | $7,469,000 | – | 90,800 | +100.0% | 0.05% | – |
| USM | Buy | UNITED STATES CELLULAR CORP | $7,548,000 | +801.8% | 164,400 | +921.1% | 0.05% | +671.4% |
| INT | New | WORLD FUEL SVCS CORP | $7,497,000 | – | 259,500 | +100.0% | 0.05% | – |
| BTI | Buy | BRITISH AMERN TOB PLCsponsored adr | $7,326,000 | +110.4% | 175,600 | +60.7% | 0.05% | +89.3% |
| CTRP | Sell | CTRIP COM INTL LTDsponsored ads | $7,357,000 | +36.0% | 168,400 | -15.8% | 0.05% | +23.3% |
| HUM | Buy | HUMANA INC | $7,368,000 | +4.6% | 27,700 | +12.6% | 0.05% | -5.4% |
| AGRO | Sell | ADECOAGRO S A | $7,352,000 | -2.1% | 1,067,053 | -1.1% | 0.05% | -11.7% |
| OIBRC | Buy | OI S Asponsored adr ne | $7,425,000 | +127.3% | 3,949,541 | +93.5% | 0.05% | +103.8% |
| SCL | New | STEPAN CO | $7,142,000 | – | 81,600 | +100.0% | 0.05% | – |
| ALL | Sell | ALLSTATE CORP | $6,838,000 | -52.1% | 72,602 | -57.9% | 0.05% | -57.0% |
| ACCO | Buy | ACCO BRANDS CORP | $6,831,000 | +769.1% | 797,999 | +587.9% | 0.05% | +716.7% |
| CEO | Buy | CNOOC LTDsponsored adr | $6,745,000 | +27.1% | 36,311 | +4.3% | 0.05% | +16.7% |
| CMTA | New | CLEMENTIA PHARMACEUTICALS IN | $6,762,000 | – | 259,067 | +100.0% | 0.05% | – |
| SCCO | Sell | SOUTHERN COPPER CORP | $6,801,000 | +26.6% | 171,400 | -1.8% | 0.05% | +14.0% |
| SRI | Buy | STONERIDGE INC | $6,714,000 | +376.8% | 232,630 | +307.2% | 0.05% | +336.4% |
| CENTA | Buy | CENTRAL GARDEN & PET COcl a non-vtg | $6,633,000 | +2771.4% | 285,300 | +3755.4% | 0.05% | +2300.0% |
| CDNS | Sell | CADENCE DESIGN SYSTEM INC | $6,605,000 | +35.3% | 104,005 | -7.4% | 0.05% | +23.1% |
| BIIB | Buy | BIOGEN INC | $6,690,000 | +283.4% | 28,300 | +387.9% | 0.05% | +242.9% |
| CIB | Sell | BANCOLOMBIA S Aspon adr pref | $6,551,000 | -30.8% | 128,300 | -48.3% | 0.05% | -38.2% |
| TCBK | New | TRICO BANCSHARES | $6,279,000 | – | 159,800 | +100.0% | 0.04% | – |
| DX | New | DYNEX CAP INC | $6,206,000 | – | 1,019,100 | +100.0% | 0.04% | – |
| TOWR | Buy | TOWER INTL INC | $6,222,000 | +801.7% | 295,883 | +920.9% | 0.04% | +650.0% |
| PDLI | New | PDL BIOPHARMA INC | $6,264,000 | – | 1,683,800 | +100.0% | 0.04% | – |
| EDU | New | NEW ORIENTAL ED & TECH GRP Ispon adr | $6,324,000 | – | 70,200 | +100.0% | 0.04% | – |
| VEDL | Sell | VEDANTA LTDsponsored adr | $6,152,000 | -10.2% | 582,554 | -1.9% | 0.04% | -20.0% |
| KEYS | Sell | KEYSIGHT TECHNOLOGIES INC | $6,078,000 | +35.4% | 69,700 | -3.6% | 0.04% | +22.2% |
| GPI | Buy | GROUP 1 AUTOMOTIVE INC | $6,120,000 | +352.0% | 94,589 | +268.2% | 0.04% | +300.0% |
| HST | Sell | HOST HOTELS & RESORTS INC | $5,987,000 | +6.0% | 316,781 | -6.5% | 0.04% | -4.4% |
| BWA | Sell | BORGWARNER INC | $5,974,000 | -3.6% | 155,545 | -12.8% | 0.04% | -12.2% |
| ECH | New | ISHARES INCmsci chile etf | $5,942,000 | – | 137,600 | +100.0% | 0.04% | – |
| WTS | New | WATTS WATER TECHNOLOGIES INCcl a | $5,948,000 | – | 73,600 | +100.0% | 0.04% | – |
| NGHC | New | NATIONAL GEN HLDGS CORP | $5,902,000 | – | 248,700 | +100.0% | 0.04% | – |
| AMX | Sell | AMERICA MOVIL SAB DE CV | $5,862,000 | -0.3% | 410,500 | -0.6% | 0.04% | -10.6% |
| CENT | New | CENTRAL GARDEN & PET CO | $5,784,000 | – | 226,300 | +100.0% | 0.04% | – |
| CDW | Sell | CDW CORP | $5,879,000 | +18.3% | 61,000 | -0.5% | 0.04% | +5.0% |
| BBY | Sell | BEST BUY INC | $5,702,000 | +29.5% | 80,240 | -3.5% | 0.04% | +17.1% |
| CMTL | New | COMTECH TELECOMMUNICATIONS C | $5,768,000 | – | 248,400 | +100.0% | 0.04% | – |
| CBT | Buy | CABOT CORP | $5,635,000 | +141.0% | 135,359 | +148.6% | 0.04% | +115.8% |
| CRMT | Buy | AMERICAS CAR MART INC | $5,590,000 | +1506.3% | 61,200 | +1175.0% | 0.04% | +1233.3% |
| ALG | New | ALAMO GROUP INC | $5,537,000 | – | 55,400 | +100.0% | 0.04% | – |
| CE | Sell | CELANESE CORP DEL | $5,581,000 | -34.8% | 56,600 | -40.5% | 0.04% | -41.2% |
| CX | Buy | CEMEX SAB DE CVspon adr new | $5,614,000 | +2.3% | 1,209,900 | +6.3% | 0.04% | -9.1% |
| COLM | Buy | COLUMBIA SPORTSWEAR CO | $5,511,000 | +60.6% | 52,896 | +29.7% | 0.04% | +48.1% |
| OUT | Buy | OUTFRONT MEDIA INC | $5,593,000 | +785.0% | 239,000 | +584.8% | 0.04% | +700.0% |
| TDY | Sell | TELEDYNE TECHNOLOGIES INC | $5,528,000 | +9.3% | 23,323 | -4.5% | 0.04% | 0.0% |
| UIS | New | UNISYS CORP | $5,429,000 | – | 465,200 | +100.0% | 0.04% | – |
| TSCO | Buy | TRACTOR SUPPLY CO | $5,465,000 | +84.0% | 55,900 | +57.0% | 0.04% | +62.5% |
| QRTEA | Sell | QURATE RETAIL INC | $5,412,000 | -21.3% | 338,663 | -3.9% | 0.04% | -29.1% |
| DHR | Sell | DANAHER CORPORATION | $5,461,000 | -74.5% | 41,365 | -80.1% | 0.04% | -77.2% |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $5,322,000 | +0.9% | 253,300 | -1.0% | 0.04% | -9.5% |
| IBCP | New | INDEPENDENT BANK CORP MICH | $5,225,000 | – | 243,029 | +100.0% | 0.04% | – |
| CFG | Sell | CITIZENS FINL GROUP INC | $5,283,000 | -6.6% | 162,554 | -14.6% | 0.04% | -15.6% |
| CORE | New | CORE MARK HOLDING CO INC | $5,313,000 | – | 143,100 | +100.0% | 0.04% | – |
| MCK | Sell | MCKESSON CORP | $5,312,000 | -1.4% | 45,378 | -7.0% | 0.04% | -11.6% |
| FDEF | New | FIRST DEFIANCE FINL CORP | $5,297,000 | – | 184,300 | +100.0% | 0.04% | – |
| ESNT | New | ESSENT GROUP LTD | $5,097,000 | – | 117,300 | +100.0% | 0.04% | – |
| EBF | New | ENNIS INC | $5,088,000 | – | 245,100 | +100.0% | 0.04% | – |
| ABEV | Sell | AMBEV SAsponsored adr | $5,121,000 | -6.8% | 1,190,958 | -15.0% | 0.04% | -15.9% |
| SPOK | New | SPOK HLDGS INC | $5,206,000 | – | 382,200 | +100.0% | 0.04% | – |
| CAC | New | CAMDEN NATL CORP | $5,186,000 | – | 124,300 | +100.0% | 0.04% | – |
| BGGSQ | Buy | BRIGGS & STRATTON CORP | $5,086,000 | +786.1% | 429,900 | +879.3% | 0.04% | +640.0% |
| TRMK | Buy | TRUSTMARK CORP | $5,085,000 | +510.4% | 151,200 | +416.0% | 0.04% | +428.6% |
| INDA | ISHARES TRmsci india etf | $4,939,000 | +5.7% | 140,100 | 0.0% | 0.04% | -2.7% | |
| CSIQ | Buy | CANADIAN SOLAR INC | $5,001,000 | +41.4% | 268,463 | +8.9% | 0.04% | +28.6% |
| OMC | Sell | OMNICOM GROUP INC | $4,984,000 | -1.4% | 68,289 | -1.0% | 0.04% | -10.0% |
| MTG | New | MGIC INVT CORP WIS | $4,887,000 | – | 370,500 | +100.0% | 0.04% | – |
| ORLY | New | O REILLY AUTOMOTIVE INC NEW | $4,893,000 | – | 12,600 | +100.0% | 0.04% | – |
| RF | Sell | REGIONS FINL CORP NEW | $4,936,000 | -9.7% | 348,867 | -14.6% | 0.04% | -20.5% |
| WM | New | WASTE MGMT INC DEL | $4,790,000 | – | 46,100 | +100.0% | 0.03% | – |
| UPWK | Sell | UPWORK INC | $4,703,000 | -63.2% | 245,738 | -65.1% | 0.03% | -66.7% |
| HVT | Buy | HAVERTY FURNITURE INC | $4,755,000 | +636.1% | 217,326 | +531.8% | 0.03% | +580.0% |
| LAUR | Buy | LAUREATE EDUCATION INCcl a | $4,687,000 | +217.3% | 313,100 | +223.1% | 0.03% | +183.3% |
| MRO | Sell | MARATHON OIL CORP | $4,684,000 | +1.7% | 280,317 | -12.7% | 0.03% | -8.1% |
| CNXN | Buy | PC CONNECTION INC | $4,793,000 | +860.5% | 130,700 | +678.0% | 0.03% | +750.0% |
| JOUT | Buy | JOHNSON OUTDOORS INCcl a | $4,574,000 | +573.6% | 64,100 | +454.5% | 0.03% | +560.0% |
| BRX | Buy | BRIXMOR PPTY GROUP INC | $4,594,000 | +706.0% | 250,100 | +544.6% | 0.03% | +560.0% |
| MTB | Buy | M & T BK CORP | $4,522,000 | +57.9% | 28,800 | +44.0% | 0.03% | +43.5% |
| EVTC | Buy | EVERTEC INC | $4,611,000 | +267.7% | 165,800 | +279.4% | 0.03% | +230.0% |
| CACI | Buy | CACI INTL INCcl a | $4,496,000 | +142.0% | 24,700 | +91.5% | 0.03% | +113.3% |
| BRSS | Buy | GLOBAL BRASS & COPPR HLDGS I | $4,460,000 | +982.5% | 129,509 | +689.7% | 0.03% | +966.7% |
| SKYW | Buy | SKYWEST INC | $4,468,000 | +1912.6% | 82,300 | +1546.0% | 0.03% | +1500.0% |
| LTRPA | Buy | LIBERTY TRIPADVISOR HLDGS IN | $4,468,000 | +144.0% | 314,900 | +173.4% | 0.03% | +113.3% |
| JNPR | Buy | JUNIPER NETWORKS INC | $4,428,000 | +27.2% | 167,300 | +29.3% | 0.03% | +14.3% |
| TAST | Buy | CARROLS RESTAURANT GROUP INC | $4,460,000 | +987.8% | 447,300 | +972.7% | 0.03% | +966.7% |
| TXT | Sell | TEXTRON INC | $4,503,000 | -8.6% | 88,891 | -17.0% | 0.03% | -17.9% |
| AVX | New | AVX CORP NEW | $4,371,000 | – | 252,100 | +100.0% | 0.03% | – |
| MOS | Buy | MOSAIC CO NEW | $3,963,000 | +106.8% | 145,100 | +121.2% | 0.03% | +93.3% |
| CYD | Sell | CHINA YUCHAI INTL LTD | $4,035,000 | +26.1% | 254,551 | -1.0% | 0.03% | +11.5% |
| MITT | New | AG MTG INVT TR INC | $4,082,000 | – | 242,400 | +100.0% | 0.03% | – |
| REGI | Sell | RENEWABLE ENERGY GROUP INC | $3,970,000 | -19.3% | 180,800 | -5.5% | 0.03% | -25.6% |
| RPAI | Buy | RETAIL PPTYS AMER INCcl a | $4,081,000 | +168.3% | 334,800 | +138.8% | 0.03% | +141.7% |
| DRI | Buy | DARDEN RESTAURANTS INC | $4,045,000 | +60.8% | 33,300 | +32.1% | 0.03% | +45.0% |
| YNDX | New | YANDEX N V | $4,062,000 | – | 118,300 | +100.0% | 0.03% | – |
| MOH | Buy | MOLINA HEALTHCARE INC | $4,088,000 | +329.0% | 28,800 | +251.2% | 0.03% | +262.5% |
| EMN | Sell | EASTMAN CHEMICAL CO | $3,872,000 | -21.6% | 51,027 | -24.4% | 0.03% | -28.2% |
| CTXS | Sell | CITRIX SYS INC | $3,937,000 | -26.0% | 39,505 | -23.9% | 0.03% | -33.3% |
| AGCO | Buy | AGCO CORP | $3,832,000 | +68.7% | 55,100 | +35.0% | 0.03% | +55.6% |
| GOLF | Buy | ACUSHNET HOLDINGS CORP | $3,842,000 | +154.1% | 166,045 | +131.4% | 0.03% | +133.3% |
| KNL | Buy | KNOLL INC | $3,860,000 | +354.1% | 204,104 | +295.5% | 0.03% | +300.0% |
| URBN | Buy | URBAN OUTFITTERS INC | $3,948,000 | +34.4% | 133,193 | +50.5% | 0.03% | +21.7% |
| AROC | Buy | ARCHROCK INC | $3,848,000 | +751.3% | 393,500 | +552.6% | 0.03% | +600.0% |
| RS | Sell | RELIANCE STEEL & ALUMINUM CO | $3,849,000 | -8.2% | 42,640 | -27.7% | 0.03% | -15.2% |
| OFG | New | OFG BANCORP | $3,758,000 | – | 189,900 | +100.0% | 0.03% | – |
| AZO | New | AUTOZONE INC | $3,789,000 | – | 3,700 | +100.0% | 0.03% | – |
| NUE | Sell | NUCOR CORP | $3,740,000 | -5.5% | 64,100 | -16.1% | 0.03% | -15.6% |
| BANF | New | BANCFIRST CORP | $3,729,000 | – | 71,500 | +100.0% | 0.03% | – |
| RSX | Sell | VANECK VECTORS ETF TRrussia etf | $3,720,000 | -76.7% | 180,600 | -78.8% | 0.03% | -78.9% |
| CBRE | Sell | CBRE GROUP INCcl a | $3,751,000 | -40.5% | 75,849 | -51.8% | 0.03% | -46.0% |
| OSK | Sell | OSHKOSH CORP | $3,721,000 | +19.6% | 49,531 | -2.4% | 0.03% | +8.0% |
| PMT | New | PENNYMAC MTG INVT TR | $3,682,000 | – | 177,800 | +100.0% | 0.03% | – |
| ORI | Sell | OLD REP INTL CORP | $3,661,000 | -4.1% | 174,980 | -5.8% | 0.03% | -13.3% |
| DNRCQ | Buy | DENBURY RES INC | $3,587,000 | +65.5% | 1,749,908 | +38.1% | 0.03% | +52.9% |
| DOX | Sell | AMDOCS LTD | $3,567,000 | -11.3% | 65,920 | -3.9% | 0.03% | -18.8% |
| LLY | Sell | LILLY ELI & CO | $3,615,000 | -89.9% | 27,859 | -91.0% | 0.03% | -90.9% |
| IBKC | New | IBERIABANK CORP | $3,650,000 | – | 50,900 | +100.0% | 0.03% | – |
| IVR | Buy | INVESCO MORTGAGE CAPITAL INC | $3,557,000 | +511.2% | 225,100 | +460.0% | 0.03% | +420.0% |
| RTEC | Buy | RUDOLPH TECHNOLOGIES INC | $3,653,000 | +235.4% | 160,200 | +201.1% | 0.03% | +188.9% |
| AME | Buy | AMETEK INC NEW | $3,659,000 | +58.9% | 44,100 | +29.7% | 0.03% | +44.4% |
| MUR | Sell | MURPHY OIL CORP | $3,660,000 | +21.3% | 124,927 | -3.2% | 0.03% | +8.3% |
| TTM | Sell | TATA MTRS LTDsponsored adr | $3,632,000 | -17.2% | 289,200 | -19.7% | 0.03% | -25.7% |
| GFF | New | GRIFFON CORP | $3,684,000 | – | 199,342 | +100.0% | 0.03% | – |
| OPY | New | OPPENHEIMER HLDGS INCcl a non vtg | $3,560,000 | – | 136,826 | +100.0% | 0.03% | – |
| BHR | New | BRAEMAR HOTELS & RESORTS INC | $3,672,000 | – | 300,706 | +100.0% | 0.03% | – |
| MEOH | Buy | METHANEX CORP | $3,557,000 | +68.7% | 62,600 | +42.9% | 0.03% | +52.9% |
| CHD | New | CHURCH & DWIGHT INC | $3,519,000 | – | 49,400 | +100.0% | 0.02% | – |
| GPC | New | GENUINE PARTS CO | $3,451,000 | – | 30,800 | +100.0% | 0.02% | – |
| BAH | Buy | BOOZ ALLEN HAMILTON HLDG CORcl a | $3,395,000 | +32.2% | 58,400 | +2.5% | 0.02% | +14.3% |
| SABR | Buy | SABRE CORP | $3,375,000 | +23.4% | 157,800 | +24.8% | 0.02% | +9.1% |
| STAR | New | ISTAR INC | $3,280,000 | – | 389,500 | +100.0% | 0.02% | – |
| HIFR | New | INFRAREIT INC | $3,364,000 | – | 160,400 | +100.0% | 0.02% | – |
| EIG | New | EMPLOYERS HOLDINGS INC | $3,269,000 | – | 81,500 | +100.0% | 0.02% | – |
| AVY | Sell | AVERY DENNISON CORP | $3,396,000 | -24.8% | 30,049 | -40.2% | 0.02% | -33.3% |
| NMFC | New | NEW MTN FIN CORP | $3,211,000 | – | 236,600 | +100.0% | 0.02% | – |
| M | Sell | MACYS INC | $3,136,000 | -53.2% | 130,503 | -42.0% | 0.02% | -56.6% |
| MPC | Buy | MARATHON PETE CORP | $3,196,000 | +685.3% | 53,400 | +673.9% | 0.02% | +666.7% |
| AMZN | Buy | AMAZON COM INC | $3,205,000 | +33.4% | 1,800 | +12.5% | 0.02% | +21.1% |
| KEY | Buy | KEYCORP NEW | $3,156,000 | +32.4% | 200,400 | +24.2% | 0.02% | +21.1% |
| JLL | Sell | JONES LANG LASALLE INC | $3,005,000 | +0.6% | 19,488 | -17.4% | 0.02% | -8.3% |
| EEM | Sell | ISHARES TRmsci emg mkt etf | $3,074,000 | -86.4% | 71,616 | -87.7% | 0.02% | -87.8% |
| APEI | New | AMERICAN PUBLIC EDUCATION IN | $3,123,000 | – | 103,687 | +100.0% | 0.02% | – |
| RHI | Sell | ROBERT HALF INTL INC | $3,052,000 | +0.2% | 46,836 | -12.0% | 0.02% | -8.3% |
| HSY | New | HERSHEY CO | $3,054,000 | – | 26,600 | +100.0% | 0.02% | – |
| HOLI | Buy | HOLLYSYS AUTOMATION TECHNOLO | $3,087,000 | +302.5% | 147,400 | +236.5% | 0.02% | +266.7% |
| IAC | Sell | IAC INTERACTIVECORP | $3,056,000 | -26.3% | 14,544 | -35.8% | 0.02% | -33.3% |
| ITT | Sell | ITT INC | $2,954,000 | +9.4% | 50,924 | -8.9% | 0.02% | -4.5% |
| CPS | Buy | COOPER STD HLDGS INC | $2,968,000 | +377.9% | 63,200 | +532.0% | 0.02% | +320.0% |
| BRKR | Sell | BRUKER CORP | $2,929,000 | +12.6% | 76,197 | -12.8% | 0.02% | 0.0% |
| VRA | New | VERA BRADLEY INC | $2,752,000 | – | 207,716 | +100.0% | 0.02% | – |
| RDN | New | RADIAN GROUP INC | $2,804,000 | – | 135,200 | +100.0% | 0.02% | – |
| ROK | New | ROCKWELL AUTOMATION INC | $2,772,000 | – | 15,800 | +100.0% | 0.02% | – |
| UFPI | Buy | UNIVERSAL FST PRODS INC | $2,795,000 | +94.4% | 93,496 | +68.8% | 0.02% | +81.8% |
| CHK | CHESAPEAKE ENERGY CORP | $2,618,000 | +47.6% | 844,602 | 0.0% | 0.02% | +35.7% | |
| PK | Sell | PARK HOTELS RESORTS INC | $2,592,000 | +10.6% | 83,400 | -7.5% | 0.02% | 0.0% |
| HDB | Sell | HDFC BANK LTDsponsored ads | $2,620,000 | -80.5% | 22,602 | -82.6% | 0.02% | -82.2% |
| VPG | New | VISHAY PRECISION GROUP INC | $2,688,000 | – | 78,579 | +100.0% | 0.02% | – |
| ARW | Sell | ARROW ELECTRS INC | $2,468,000 | -35.5% | 32,033 | -42.3% | 0.02% | -41.9% |
| DECK | Sell | DECKERS OUTDOOR CORP | $2,499,000 | +7.9% | 17,000 | -6.1% | 0.02% | 0.0% |
| ATKR | Buy | ATKORE INTL GROUP INC | $2,487,000 | +136.0% | 115,500 | +117.5% | 0.02% | +125.0% |
| LZB | Buy | LA Z BOY INC | $2,553,000 | +33.7% | 77,390 | +12.3% | 0.02% | +20.0% |
| ADTN | New | ADTRAN INC | $2,434,000 | – | 177,700 | +100.0% | 0.02% | – |
| BSRR | New | SIERRA BANCORP | $2,493,000 | – | 102,600 | +100.0% | 0.02% | – |
| ACRE | New | ARES COML REAL ESTATE CORP | $2,430,000 | – | 160,000 | +100.0% | 0.02% | – |
| LSTR | Sell | LANDSTAR SYS INC | $2,392,000 | -17.7% | 21,865 | -28.0% | 0.02% | -26.1% |
| HMSY | Buy | HMS HLDGS CORP | $2,425,000 | +727.6% | 81,900 | +687.5% | 0.02% | +750.0% |
| INTL | New | INTL FCSTONE INC | $2,331,000 | – | 60,136 | +100.0% | 0.02% | – |
| GPS | Sell | GAP INC | $2,323,000 | -16.9% | 88,717 | -18.2% | 0.02% | -22.7% |
| RL | New | RALPH LAUREN CORPcl a | $2,295,000 | – | 17,700 | +100.0% | 0.02% | – |
| FAF | Sell | FIRST AMERN FINL CORP | $2,179,000 | +4.3% | 42,304 | -9.6% | 0.02% | -5.9% |
| FCBC | New | FIRST CMNTY BANKSHARES INC V | $2,196,000 | – | 66,252 | +100.0% | 0.02% | – |
| VEC | New | VECTRUS INC | $2,214,000 | – | 83,266 | +100.0% | 0.02% | – |
| BC | Sell | BRUNSWICK CORP | $2,283,000 | -29.1% | 45,354 | -34.6% | 0.02% | -38.5% |
| ZBRA | New | ZEBRA TECHNOLOGIES CORPcl a | $2,242,000 | – | 10,700 | +100.0% | 0.02% | – |
| NSP | Sell | INSPERITY INC | $2,199,000 | +12.3% | 17,780 | -15.3% | 0.02% | 0.0% |
| AMKR | Buy | AMKOR TECHNOLOGY INC | $2,202,000 | +958.7% | 257,900 | +713.6% | 0.02% | +700.0% |
| POL | Buy | POLYONE CORP | $2,052,000 | +153.6% | 70,000 | +147.3% | 0.02% | +150.0% |
| DKS | Buy | DICKS SPORTING GOODS INC | $2,028,000 | +18.2% | 55,100 | +0.2% | 0.02% | +7.1% |
| SYKE | Buy | SYKES ENTERPRISES INC | $2,099,000 | +194.4% | 74,216 | +157.6% | 0.02% | +150.0% |
| GES | Buy | GUESS INC | $2,115,000 | +284.5% | 107,900 | +307.2% | 0.02% | +275.0% |
| GYRO | GYRODYNE LLC | $2,037,000 | +4.7% | 113,088 | 0.0% | 0.02% | -6.2% | |
| LPLA | New | LPL FINL HLDGS INC | $1,901,000 | – | 27,300 | +100.0% | 0.01% | – |
| NWSA | Sell | NEWS CORP NEWcl a | $1,913,000 | +6.3% | 153,771 | -3.0% | 0.01% | 0.0% |
| EIX | EDISON INTL | $1,926,000 | +9.1% | 31,100 | 0.0% | 0.01% | 0.0% | |
| MOD | Buy | MODINE MFG CO | $1,992,000 | +86.9% | 143,621 | +45.6% | 0.01% | +55.6% |
| PNR | New | PENTAIR PLC | $2,016,000 | – | 45,300 | +100.0% | 0.01% | – |
| TYPE | New | MONOTYPE IMAGING HOLDINGS IN | $1,953,000 | – | 98,200 | +100.0% | 0.01% | – |
| RBC | Sell | REGAL BELOIT CORP | $1,949,000 | -6.6% | 23,800 | -20.1% | 0.01% | -17.6% |
| FF | Buy | FUTUREFUEL CORPORATION | $2,005,000 | +534.5% | 149,600 | +651.8% | 0.01% | +366.7% |
| MTRX | New | MATRIX SVC CO | $1,996,000 | – | 101,925 | +100.0% | 0.01% | – |
| CPLG | Buy | COREPOINT LODGING INC | $1,968,000 | +700.0% | 176,200 | +776.6% | 0.01% | +600.0% |
| ASH | Sell | ASHLAND GLOBAL HLDGS INC | $1,961,000 | +6.7% | 25,100 | -3.1% | 0.01% | -6.7% |
| PFS | New | PROVIDENT FINL SVCS INC | $1,986,000 | – | 76,700 | +100.0% | 0.01% | – |
| TG | New | TREDEGAR CORP | $1,893,000 | – | 117,261 | +100.0% | 0.01% | – |
| AEO | Sell | AMERICAN EAGLE OUTFITTERS IN | $1,827,000 | -6.4% | 82,393 | -18.4% | 0.01% | -18.8% |
| PFGC | Sell | PERFORMANCE FOOD GROUP CO | $1,748,000 | -6.1% | 44,100 | -23.6% | 0.01% | -13.3% |
| LNTH | Buy | LANTHEUS HLDGS INC | $1,794,000 | +167.4% | 73,300 | +70.9% | 0.01% | +160.0% |
| FL | Sell | FOOT LOCKER INC | $1,877,000 | -22.1% | 30,981 | -31.6% | 0.01% | -31.6% |
| DAN | Sell | DANA INCORPORATED | $1,746,000 | +23.0% | 98,400 | -5.5% | 0.01% | +18.2% |
| MLI | Sell | MUELLER INDS INC | $1,758,000 | +27.6% | 56,100 | -4.9% | 0.01% | +18.2% |
| VRTV | New | VERITIV CORP | $1,816,000 | – | 69,000 | +100.0% | 0.01% | – |
| SCI | Sell | SERVICE CORP INTL | $1,772,000 | -35.4% | 44,130 | -35.2% | 0.01% | -40.9% |
| THFF | New | FIRST FINL CORP IND | $1,634,000 | – | 38,900 | +100.0% | 0.01% | – |
| BSBR | Sell | BANCO SANTANDER BRASIL S Aads rep 1 unit | $1,635,000 | -7.4% | 145,600 | -8.3% | 0.01% | -14.3% |
| WSBF | New | WATERSTONE FINL INC MD | $1,663,000 | – | 101,061 | +100.0% | 0.01% | – |
| RCII | New | RENT A CTR INC NEW | $1,680,000 | – | 80,500 | +100.0% | 0.01% | – |
| ENDP | Buy | ENDO INTL PLC | $1,641,000 | +821.9% | 204,400 | +737.7% | 0.01% | +1100.0% |
| AIT | Sell | APPLIED INDL TECHNOLOGIES IN | $1,649,000 | -10.1% | 27,720 | -18.5% | 0.01% | -20.0% |
| ASB | Sell | ASSOCIATED BANC CORP | $1,693,000 | -9.8% | 79,300 | -16.4% | 0.01% | -20.0% |
| FNF | Sell | FIDELITY NATIONAL FINANCIAL | $1,612,000 | -33.9% | 44,098 | -43.1% | 0.01% | -36.8% |
| NGVC | New | NATURAL GROCERS BY VITAMIN C | $1,654,000 | – | 138,400 | +100.0% | 0.01% | – |
| CALX | New | CALIX INC | $1,637,000 | – | 212,600 | +100.0% | 0.01% | – |
| JCI | Buy | JOHNSON CTLS INTL PLC | $1,622,000 | +155.4% | 43,900 | +105.1% | 0.01% | +140.0% |
| ADBE | Sell | ADOBE INC | $1,652,000 | -86.6% | 6,200 | -88.6% | 0.01% | -87.8% |
| FISI | New | FINANCIAL INSTNS INC | $1,625,000 | – | 59,786 | +100.0% | 0.01% | – |
| CTBI | New | COMMUNITY TR BANCORP INC | $1,725,000 | – | 42,000 | +100.0% | 0.01% | – |
| AVT | Sell | AVNET INC | $1,547,000 | -1.2% | 35,678 | -17.8% | 0.01% | -15.4% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $1,579,000 | -93.1% | 26,700 | -93.5% | 0.01% | -94.0% |
| WMK | New | WEIS MKTS INC | $1,518,000 | – | 37,200 | +100.0% | 0.01% | – |
| GRC | New | GORMAN RUPP CO | $1,544,000 | – | 45,500 | +100.0% | 0.01% | – |
| RFP | Buy | RESOLUTE FST PRODS INC | $1,474,000 | +91.9% | 186,600 | +92.6% | 0.01% | +83.3% |
| SCHL | Buy | SCHOLASTIC CORP | $1,538,000 | +7.6% | 38,682 | +9.0% | 0.01% | 0.0% |
| TBNK | New | TERRITORIAL BANCORP INC | $1,563,000 | – | 58,084 | +100.0% | 0.01% | – |
| FNHC | New | FEDNAT HLDG CO | $1,529,000 | – | 95,300 | +100.0% | 0.01% | – |
| DCO | New | DUCOMMUN INC DEL | $1,467,000 | – | 33,700 | +100.0% | 0.01% | – |
| CNBKA | New | CENTURY BANCORP INC MASScl a non vtg | $1,390,000 | – | 19,037 | +100.0% | 0.01% | – |
| TPCO | New | TRIBUNE PUBG CO NEW | $1,382,000 | – | 117,200 | +100.0% | 0.01% | – |
| DLPH | Buy | DELPHI TECHNOLOGIES PLC | $1,362,000 | +105.4% | 70,700 | +52.7% | 0.01% | +100.0% |
| OC | OWENS CORNING NEW | $1,414,000 | +7.2% | 30,000 | 0.0% | 0.01% | -9.1% | |
| CATY | New | CATHAY GEN BANCORP | $1,451,000 | – | 42,800 | +100.0% | 0.01% | – |
| DVN | New | DEVON ENERGY CORP NEW | $1,344,000 | – | 42,600 | +100.0% | 0.01% | – |
| MCRI | Buy | MONARCH CASINO & RESORT INC | $1,400,000 | +205.7% | 31,873 | +165.6% | 0.01% | +150.0% |
| RRD | Buy | DONNELLEY R R & SONS CO | $1,321,000 | +264.9% | 279,900 | +205.9% | 0.01% | +233.3% |
| ENS | ENERSYS | $1,362,000 | -16.0% | 20,900 | 0.0% | 0.01% | -23.1% | |
| WEYS | New | WEYCO GROUP INC | $1,455,000 | – | 47,000 | +100.0% | 0.01% | – |
| GTS | Buy | TRIPLE-S MGMT CORPcl b | $1,378,000 | +290.4% | 60,400 | +197.5% | 0.01% | +233.3% |
| RXN | Buy | REXNORD CORP NEW | $1,435,000 | +295.3% | 57,100 | +261.4% | 0.01% | +233.3% |
| BRY | Buy | BERRY PETE CORP | $1,382,000 | +616.1% | 119,800 | +444.5% | 0.01% | +400.0% |
| MHO | New | M/I HOMES INC | $1,328,000 | – | 49,900 | +100.0% | 0.01% | – |
| CIG | COMPANHIA ENERGETICA DE MINAsp adr n-v pfd | $1,436,000 | +0.3% | 402,200 | 0.0% | 0.01% | -9.1% | |
| IMKTA | New | INGLES MKTS INCcl a | $1,308,000 | – | 47,362 | +100.0% | 0.01% | – |
| PAG | Buy | PENSKE AUTOMOTIVE GRP INC | $1,264,000 | +14.0% | 28,300 | +2.9% | 0.01% | 0.0% |
| MFC | Buy | MANULIFE FINL CORP | $1,219,000 | +175.2% | 72,100 | +131.1% | 0.01% | +125.0% |
| CLAR | New | CLARUS CORP NEW | $1,253,000 | – | 97,796 | +100.0% | 0.01% | – |
| SXC | New | SUNCOKE ENERGY INC | $1,307,000 | – | 153,900 | +100.0% | 0.01% | – |
| CRAI | New | CRA INTL INC | $1,286,000 | – | 25,448 | +100.0% | 0.01% | – |
| CBS | Buy | CBS CORP NEWcl b | $1,250,000 | +29.4% | 26,300 | +19.0% | 0.01% | +12.5% |
| NCMI | Buy | NATIONAL CINEMEDIA INC | $1,197,000 | +373.1% | 169,800 | +335.4% | 0.01% | +350.0% |
| CR | Buy | CRANE CO | $1,235,000 | +26.8% | 14,600 | +8.1% | 0.01% | +12.5% |
| SMP | New | STANDARD MTR PRODS INC | $1,203,000 | – | 24,500 | +100.0% | 0.01% | – |
| PRGS | Sell | PROGRESS SOFTWARE CORP | $1,271,000 | -0.9% | 28,648 | -20.7% | 0.01% | -10.0% |
| KFRC | Sell | KFORCE INC | $1,186,000 | -24.7% | 33,768 | -33.7% | 0.01% | -30.8% |
| ZEUS | New | OLYMPIC STEEL INC | $1,260,000 | – | 79,400 | +100.0% | 0.01% | – |
| SAH | Buy | SONIC AUTOMOTIVE INCcl a | $1,294,000 | +62.2% | 87,400 | +50.7% | 0.01% | +50.0% |
| EME | New | EMCOR GROUP INC | $1,228,000 | – | 16,800 | +100.0% | 0.01% | – |
| XAN | New | EXANTAS CAP CORP | $1,246,000 | – | 117,200 | +100.0% | 0.01% | – |
| RBBN | New | RIBBON COMMUNICATIONS INC | $1,172,000 | – | 227,600 | +100.0% | 0.01% | – |
| RGS | Buy | REGIS CORP MINN | $1,043,000 | +55.7% | 53,039 | +34.1% | 0.01% | +60.0% |
| CSWC | New | CAPITAL SOUTHWEST CORP | $1,077,000 | – | 51,200 | +100.0% | 0.01% | – |
| BFIN | New | BANKFINANCIAL CORP | $1,072,000 | – | 72,100 | +100.0% | 0.01% | – |
| ABG | Sell | ASBURY AUTOMOTIVE GROUP INC | $1,082,000 | -40.7% | 15,600 | -43.1% | 0.01% | -46.7% |
| SENEA | New | SENECA FOODS CORP NEWcl a | $1,060,000 | – | 43,092 | +100.0% | 0.01% | – |
| TEL | Sell | TE CONNECTIVITY LTD | $1,131,000 | -87.6% | 14,000 | -88.4% | 0.01% | -89.0% |
| SSP | New | SCRIPPS E W CO OHIOcl a new | $1,084,000 | – | 51,600 | +100.0% | 0.01% | – |
| AMRC | New | AMERESCO INCcl a | $1,067,000 | – | 65,940 | +100.0% | 0.01% | – |
| PBH | New | PRESTIGE CONSMR HEALTHCARE I | $1,143,000 | – | 38,200 | +100.0% | 0.01% | – |
| HUN | Sell | HUNTSMAN CORP | $1,151,000 | -64.1% | 51,200 | -69.2% | 0.01% | -69.2% |
| GSBC | New | GREAT SOUTHN BANCORP INC | $1,116,000 | – | 21,500 | +100.0% | 0.01% | – |
| RBCAA | New | REPUBLIC BANCORP KYcl a | $1,086,000 | – | 24,289 | +100.0% | 0.01% | – |
| CLDT | New | CHATHAM LODGING TR | $1,162,000 | – | 60,400 | +100.0% | 0.01% | – |
| TIER | Buy | TIER REIT INC | $997,000 | +50.2% | 34,800 | +8.1% | 0.01% | +40.0% |
| LOCO | New | EL POLLO LOCO HLDGS INC | $1,019,000 | – | 78,300 | +100.0% | 0.01% | – |
| KT | Buy | KT CORPsponsored adr | $1,009,000 | +41.9% | 81,100 | +62.2% | 0.01% | +16.7% |
| RDSA | Sell | ROYAL DUTCH SHELL PLCspons adr a | $964,000 | -74.5% | 15,400 | -76.3% | 0.01% | -76.7% |
| BP | Sell | BP PLCsponsored adr | $979,000 | -46.3% | 22,400 | -53.4% | 0.01% | -53.3% |
| KE | New | KIMBALL ELECTRONICS INC | $925,000 | – | 59,700 | +100.0% | 0.01% | – |
| ACIW | Buy | ACI WORLDWIDE INC | $924,000 | +23.7% | 28,100 | +4.1% | 0.01% | +16.7% |
| KN | New | KNOWLES CORP | $977,000 | – | 55,400 | +100.0% | 0.01% | – |
| KLIC | Sell | KULICKE & SOFFA INDS INC | $988,000 | +3.0% | 44,700 | -5.5% | 0.01% | -12.5% |
| CECO | Sell | CAREER EDUCATION CORP | $1,013,000 | +6.6% | 61,300 | -26.3% | 0.01% | -12.5% |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $933,000 | – | 85,100 | +100.0% | 0.01% | – |
| WWW | Sell | WOLVERINE WORLD WIDE INC | $955,000 | -65.8% | 26,719 | -69.5% | 0.01% | -68.2% |
| TECK | New | TECK RESOURCES LTDcl b | $952,000 | – | 41,100 | +100.0% | 0.01% | – |
| REX | Buy | REX AMERICAN RESOURCES CORP | $1,024,000 | +58.3% | 12,700 | +33.7% | 0.01% | +40.0% |
| UCFC | New | UNITED CMNTY FINL CORP OHIO | $938,000 | – | 100,300 | +100.0% | 0.01% | – |
| NLS | New | NAUTILUS INC | $995,000 | – | 179,000 | +100.0% | 0.01% | – |
| MERC | Sell | MERCER INTL INC | $954,000 | +26.0% | 70,600 | -2.6% | 0.01% | +16.7% |
| AGM | Sell | FEDERAL AGRIC MTG CORPcl c | $946,000 | +15.4% | 13,061 | -3.7% | 0.01% | 0.0% |
| PNNT | New | PENNANTPARK INVT CORP | $1,025,000 | – | 148,300 | +100.0% | 0.01% | – |
| GIB | New | CGI INCcl a sub vtg | $1,038,000 | – | 15,100 | +100.0% | 0.01% | – |
| MLR | New | MILLER INDS INC TENN | $976,000 | – | 31,650 | +100.0% | 0.01% | – |
| FMNB | New | FARMERS NATL BANC CORP | $934,000 | – | 67,700 | +100.0% | 0.01% | – |
| MTOR | Sell | MERITOR INC | $915,000 | -37.0% | 44,940 | -47.7% | 0.01% | -41.7% |
| CIVB | New | CIVISTA BANCSHARES INC | $954,000 | – | 43,700 | +100.0% | 0.01% | – |
| HLIT | New | HARMONIC INC | $914,000 | – | 168,700 | +100.0% | 0.01% | – |
| PVH | Sell | PVH CORP | $988,000 | -77.2% | 8,100 | -82.6% | 0.01% | -80.0% |
| PTVCB | New | PROTECTIVE INS CORPcl b | $807,000 | – | 43,600 | +100.0% | 0.01% | – |
| AJRD | New | AEROJET ROCKETDYNE HLDGS INC | $803,000 | – | 22,600 | +100.0% | 0.01% | – |
| BSET | New | BASSETT FURNITURE INDS INC | $788,000 | – | 48,000 | +100.0% | 0.01% | – |
| BAX | Sell | BAXTER INTL INC | $837,000 | -94.1% | 10,300 | -95.2% | 0.01% | -94.7% |
| CHSP | Sell | CHESAPEAKE LODGING TRsh ben int | $795,000 | -1.1% | 28,600 | -13.3% | 0.01% | 0.0% |
| ETH | New | ETHAN ALLEN INTERIORS INC | $888,000 | – | 46,400 | +100.0% | 0.01% | – |
| GLUU | Sell | GLU MOBILE INC | $834,000 | +32.2% | 76,200 | -2.6% | 0.01% | +20.0% |
| KALU | New | KAISER ALUMINUM CORP | $880,000 | – | 8,400 | +100.0% | 0.01% | – |
| KBAL | New | KIMBALL INTL INCcl b | $857,000 | – | 60,600 | +100.0% | 0.01% | – |
| MCBC | New | MACATAWA BK CORP | $868,000 | – | 87,300 | +100.0% | 0.01% | – |
| RLGT | New | RADIANT LOGISTICS INC | $777,000 | – | 123,400 | +100.0% | 0.01% | – |
| SIMO | Sell | SILICON MOTION TECHNOLOGY COsponsored adr | $864,000 | -18.4% | 21,796 | -29.0% | 0.01% | -25.0% |
| TNET | Sell | TRINET GROUP INC | $789,000 | +41.4% | 13,200 | -0.8% | 0.01% | +50.0% |
| VLGEA | New | VILLAGE SUPER MKT INCcl a new | $766,000 | – | 28,031 | +100.0% | 0.01% | – |
| WPG | Buy | WASHINGTON PRIME GROUP NEW | $827,000 | +710.8% | 146,300 | +600.0% | 0.01% | +500.0% |
| NFLX | Sell | NETFLIX INC | $713,000 | -14.1% | 2,000 | -35.5% | 0.01% | -28.6% |
| BIO | Sell | BIO RAD LABS INCcl a | $672,000 | +25.8% | 2,200 | -4.3% | 0.01% | +25.0% |
| C | Sell | CITIGROUP INC | $709,000 | -2.1% | 11,400 | -18.0% | 0.01% | -16.7% |
| CAT | Sell | CATERPILLAR INC DEL | $650,000 | -74.8% | 4,800 | -76.4% | 0.01% | -76.2% |
| CRZO | New | CARRIZO OIL & GAS INC | $734,000 | – | 58,900 | +100.0% | 0.01% | – |
| CRS | New | CARPENTER TECHNOLOGY CORP | $720,000 | – | 15,700 | +100.0% | 0.01% | – |
| CRCM | Sell | CARE COM INC | $721,000 | +0.1% | 36,500 | -2.1% | 0.01% | -16.7% |
| ELY | Sell | CALLAWAY GOLF CO | $717,000 | -43.6% | 44,999 | -45.8% | 0.01% | -50.0% |
| HTBI | New | HOMETRUST BANCSHARES INC | $678,000 | – | 26,900 | +100.0% | 0.01% | – |
| DGII | New | DIGI INTL INC | $753,000 | – | 59,400 | +100.0% | 0.01% | – |
| CCNE | New | CNB FINL CORP PA | $696,000 | – | 27,544 | +100.0% | 0.01% | – |
| AAWW | Buy | ATLAS AIR WORLDWIDE HLDGS IN | $632,000 | +37.4% | 12,500 | +14.7% | 0.01% | +25.0% |
| GEF | New | GREIF INCcl a | $681,000 | – | 16,500 | +100.0% | 0.01% | – |
| TILE | Sell | INTERFACE INC | $731,000 | -11.8% | 47,700 | -18.0% | 0.01% | -28.6% |
| NWS | NEWS CORP NEWcl b | $726,000 | +8.0% | 58,150 | 0.0% | 0.01% | 0.0% | |
| MATX | New | MATSON INC | $628,000 | – | 17,400 | +100.0% | 0.01% | – |
| BHBK | New | BLUE HILLS BANCORP INC | $633,000 | – | 26,500 | +100.0% | 0.01% | – |
| RCKY | New | ROCKY BRANDS INC | $636,000 | – | 26,535 | +100.0% | 0.01% | – |
| MFSF | New | MUTUALFIRST FINL INC | $753,000 | – | 25,133 | +100.0% | 0.01% | – |
| HZO | New | MARINEMAX INC | $628,000 | – | 32,800 | +100.0% | 0.01% | – |
| BELFB | New | BEL FUSE INCcl b | $636,000 | – | 25,171 | +100.0% | 0.01% | – |
| AVYA | New | AVAYA HLDGS CORP | $655,000 | – | 38,900 | +100.0% | 0.01% | – |
| ILMN | Buy | ILLUMINA INC | $652,000 | +8.7% | 2,100 | +5.0% | 0.01% | 0.0% |
| BHE | New | BENCHMARK ELECTRS INC | $635,000 | – | 24,200 | +100.0% | 0.01% | – |
| UTHR | Sell | UNITED THERAPEUTICS CORP DEL | $669,000 | -0.9% | 5,700 | -8.1% | 0.01% | 0.0% |
| NRIM | New | NORTHRIM BANCORP INC | $662,000 | – | 19,244 | +100.0% | 0.01% | – |
| RNG | Sell | RINGCENTRAL INCcl a | $722,000 | +26.9% | 6,700 | -2.9% | 0.01% | 0.0% |
| SBOW | New | SILVERBOW RES INC | $685,000 | – | 29,800 | +100.0% | 0.01% | – |
| TRK | Buy | SPEEDWAY MOTORSPORTS INC | $747,000 | +178.7% | 51,602 | +212.7% | 0.01% | +150.0% |
| CRL | Buy | CHARLES RIV LABS INTL INC | $697,000 | +36.9% | 4,800 | +6.7% | 0.01% | +25.0% |
| SPXC | Sell | SPX CORP | $672,000 | -35.8% | 19,304 | -48.3% | 0.01% | -37.5% |
| GPORQ | New | GULFPORT ENERGY CORP | $643,000 | – | 80,200 | +100.0% | 0.01% | – |
| NRG | Buy | NRG ENERGY INC | $637,000 | +9.5% | 15,000 | +2.0% | 0.01% | 0.0% |
| AMCX | Sell | AMC NETWORKS INCcl a | $687,000 | -71.0% | 12,100 | -72.0% | 0.01% | -73.7% |
| AVID | New | AVID TECHNOLOGY INC | $745,000 | – | 100,000 | +100.0% | 0.01% | – |
| AVD | New | AMERICAN VANGUARD CORP | $585,000 | – | 34,000 | +100.0% | 0.00% | – |
| EXTN | Buy | EXTERRAN CORP | $596,000 | +25.2% | 35,400 | +31.6% | 0.00% | 0.0% |
| ITGR | Buy | INTEGER HLDGS CORP | $558,000 | +12.5% | 7,400 | +13.8% | 0.00% | 0.0% |
| III | New | INFORMATION SERVICES GROUP I | $536,000 | – | 143,700 | +100.0% | 0.00% | – |
| HUBG | New | HUB GROUP INCcl a | $600,000 | – | 14,700 | +100.0% | 0.00% | – |
| EBS | EMERGENT BIOSOLUTIONS INC | $601,000 | -14.8% | 11,900 | 0.0% | 0.00% | -33.3% | |
| ON | Sell | ON SEMICONDUCTOR CORP | $502,000 | -74.1% | 24,400 | -79.2% | 0.00% | -73.3% |
| WTBA | New | WEST BANCORPORATION INCcap stk | $521,000 | – | 25,200 | +100.0% | 0.00% | – |
| CNA | CNA FINL CORP | $529,000 | -1.9% | 12,200 | 0.0% | 0.00% | 0.0% | |
| RGP | Buy | RESOURCES CONNECTION INC | $551,000 | +135.5% | 33,300 | +101.8% | 0.00% | +100.0% |
| VRTX | VERTEX PHARMACEUTICALS INC | $589,000 | +11.1% | 3,200 | 0.0% | 0.00% | 0.0% | |
| NVS | Sell | NOVARTIS A Gsponsored adr | $586,000 | -35.0% | 6,100 | -41.9% | 0.00% | -42.9% |
| MIXT | MIX TELEMATICS LTDsponsored adr | $590,000 | +6.5% | 35,379 | 0.0% | 0.00% | 0.0% | |
| CELG | New | CELGENE CORP | $528,000 | – | 5,600 | +100.0% | 0.00% | – |
| CLS | Buy | CELESTICA INC | $509,000 | +24.1% | 60,200 | +28.6% | 0.00% | +33.3% |
| CDR | New | CEDAR REALTY TRUST INC | $618,000 | – | 181,700 | +100.0% | 0.00% | – |
| PFBI | New | PREMIER FINL BANCORP INC | $497,000 | – | 31,651 | +100.0% | 0.00% | – |
| EPM | New | EVOLUTION PETROLEUM CORP | $551,000 | – | 81,600 | +100.0% | 0.00% | – |
| STLD | Sell | STEEL DYNAMICS INC | $490,000 | -7.9% | 13,900 | -21.5% | 0.00% | 0.0% |
| SYX | Buy | SYSTEMAX INC | $509,000 | +48.8% | 22,500 | +57.3% | 0.00% | +33.3% |
| MDRIQ | MCDERMOTT INTL INC | $612,000 | +13.8% | 82,200 | 0.0% | 0.00% | 0.0% | |
| OXM | Sell | OXFORD INDS INC | $519,000 | -26.2% | 6,900 | -30.3% | 0.00% | -33.3% |
| MDU | MDU RES GROUP INC | $566,000 | +8.4% | 21,900 | 0.0% | 0.00% | 0.0% | |
| LM | Sell | LEGG MASON INC | $550,000 | -7.9% | 20,100 | -14.1% | 0.00% | -20.0% |
| DAR | DARLING INGREDIENTS INC | $520,000 | +12.6% | 24,000 | 0.0% | 0.00% | 0.0% | |
| LAMR | Sell | LAMAR ADVERTISING CO NEWcl a | $491,000 | -23.6% | 6,200 | -33.3% | 0.00% | -20.0% |
| DAKT | New | DAKTRONICS INC | $504,000 | – | 67,600 | +100.0% | 0.00% | – |
| LCNB | New | LCNB CORP | $604,000 | – | 35,243 | +100.0% | 0.00% | – |
| CURO | Buy | CURO GROUP HLDGS CORP | $537,000 | +14.5% | 53,500 | +8.3% | 0.00% | 0.0% |
| ANF | ABERCROMBIE & FITCH COcl a | $532,000 | +36.8% | 19,400 | 0.0% | 0.00% | +33.3% | |
| CLGX | New | CORELOGIC INC | $525,000 | – | 14,100 | +100.0% | 0.00% | – |
| EFA | Sell | ISHARES TRmsci eafe etf | $558,000 | -92.9% | 8,603 | -93.6% | 0.00% | -93.7% |
| UMC | UNITED MICROELECTRONICS CORPspon adr new | $420,000 | +5.0% | 223,200 | 0.0% | 0.00% | 0.0% | |
| ESSA | New | ESSA BANCORP INC | $354,000 | – | 23,000 | +100.0% | 0.00% | – |
| NPO | New | ENPRO INDS INC | $412,000 | – | 6,400 | +100.0% | 0.00% | – |
| EIGI | ENDURANCE INTL GROUP HLDGS I | $468,000 | +8.8% | 64,600 | 0.0% | 0.00% | 0.0% | |
| TCPC | New | BLACKROCK TCP CAP CORP | $413,000 | – | 29,100 | +100.0% | 0.00% | – |
| SGU | New | STAR GROUP L Punit ltd partnr | $417,000 | – | 43,400 | +100.0% | 0.00% | – |
| CTRN | New | CITI TRENDS INC | $479,000 | – | 24,800 | +100.0% | 0.00% | – |
| WSBC | New | WESBANCO INC | $374,000 | – | 9,400 | +100.0% | 0.00% | – |
| NCS | Buy | NCI BUILDING SYS INC | $414,000 | +11.9% | 67,200 | +31.8% | 0.00% | 0.0% |
| SIFI | New | SI FINL GROUP INC MD | $480,000 | – | 37,200 | +100.0% | 0.00% | – |
| RTIX | New | RTI SURGICAL HOLDINGS INC | $467,000 | – | 77,642 | +100.0% | 0.00% | – |
| CATO | New | CATO CORP NEWcl a | $419,000 | – | 28,000 | +100.0% | 0.00% | – |
| CWCO | New | CONSOLIDATED WATER CO INCord | $386,000 | – | 29,997 | +100.0% | 0.00% | – |
| PAHC | Sell | PHIBRO ANIMAL HEALTH CORP | $393,000 | -23.7% | 11,900 | -25.6% | 0.00% | -25.0% |
| PEBO | New | PEOPLES BANCORP INC | $455,000 | – | 14,700 | +100.0% | 0.00% | – |
| PCMI | New | PCM INC | $473,000 | – | 12,900 | +100.0% | 0.00% | – |
| SHLOQ | Buy | SHILOH INDS INC | $407,000 | +44.3% | 74,072 | +53.0% | 0.00% | +50.0% |
| OMF | Buy | ONEMAIN HLDGS INC | $397,000 | +43.3% | 12,500 | +9.6% | 0.00% | +50.0% |
| LKFN | New | LAKELAND FINL CORP | $398,000 | – | 8,800 | +100.0% | 0.00% | – |
| SITC | SITE CENTERS CORP | $417,000 | +23.0% | 30,600 | 0.0% | 0.00% | 0.0% | |
| AGFS | New | AGROFRESH SOLUTIONS | $432,000 | – | 129,400 | +100.0% | 0.00% | – |
| APLE | Buy | APPLE HOSPITALITY REIT INC | $359,000 | +17.7% | 22,000 | +2.8% | 0.00% | +50.0% |
| FLWS | New | FLWS/1-800 FLOWERScl a | $456,000 | – | 25,000 | +100.0% | 0.00% | – |
| OLP | New | ONE LIBERTY PPTYS INC | $450,000 | – | 15,500 | +100.0% | 0.00% | – |
| AFI | New | ARMSTRONG FLOORING INC | $435,000 | – | 32,000 | +100.0% | 0.00% | – |
| NEBLQ | NOBLE CORP PLC | $360,000 | +9.8% | 125,300 | 0.0% | 0.00% | 0.0% | |
| ONDK | New | ON DECK CAP INC | $366,000 | – | 67,600 | +100.0% | 0.00% | – |
| TKC | TURKCELL ILETISIM HIZMETLERIspon adr new | $382,000 | -4.5% | 71,200 | 0.0% | 0.00% | 0.0% | |
| AES | New | AES CORP | $456,000 | – | 25,200 | +100.0% | 0.00% | – |
| AOSL | New | ALPHA & OMEGA SEMICONDUCTOR | $472,000 | – | 41,000 | +100.0% | 0.00% | – |
| GNE | New | GENIE ENERGY LTDcl b | $478,000 | – | 56,200 | +100.0% | 0.00% | – |
| FONR | New | FONAR CORP | $387,000 | – | 18,900 | +100.0% | 0.00% | – |
| UVSP | New | UNIVEST FINANCIAL CORPORATIO | $440,000 | – | 18,000 | +100.0% | 0.00% | – |
| FFIC | New | FLUSHING FINL CORP | $485,000 | – | 22,100 | +100.0% | 0.00% | – |
| QUAD | QUAD / GRAPHICS INC | $357,000 | -3.5% | 30,000 | 0.0% | 0.00% | 0.0% | |
| KB | Sell | KB FINANCIAL GROUP INCsponsored adr | $230,000 | -48.8% | 6,200 | -42.1% | 0.00% | -50.0% |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $272,000 | – | 6,500 | +100.0% | 0.00% | – |
| NX | New | QUANEX BUILDING PRODUCTS COR | $261,000 | – | 16,400 | +100.0% | 0.00% | – |
| QEP | New | QEP RES INC | $338,000 | – | 43,400 | +100.0% | 0.00% | – |
| PLPC | New | PREFORMED LINE PRODS CO | $276,000 | – | 5,200 | +100.0% | 0.00% | – |
| PLAB | New | PHOTRONICS INC | $295,000 | – | 31,200 | +100.0% | 0.00% | – |
| SFS | New | SMART & FINAL STORES INC | $230,000 | – | 46,500 | +100.0% | 0.00% | – |
| OSBC | New | OLD SECOND BANCORP INC ILL | $225,000 | – | 17,900 | +100.0% | 0.00% | – |
| NOG | New | NORTHERN OIL & GAS INC NEV | $214,000 | – | 78,100 | +100.0% | 0.00% | – |
| NCBS | New | NICOLET BANKSHARES INC | $250,000 | – | 4,200 | +100.0% | 0.00% | – |
| MOMO | Sell | MOMO INCadr | $283,000 | -88.0% | 7,400 | -92.6% | 0.00% | -89.5% |
| MIK | New | MICHAELS COS INC | $288,000 | – | 25,200 | +100.0% | 0.00% | – |
| EBSB | New | MERIDIAN BANCORP INC MD | $229,000 | – | 14,600 | +100.0% | 0.00% | – |
| MEET | New | MEET GROUP INC | $327,000 | – | 65,000 | +100.0% | 0.00% | – |
| TCRD | New | THL CREDIT INC | $253,000 | – | 38,500 | +100.0% | 0.00% | – |
| MRLN | New | MARLIN BUSINESS SVCS CORP | $291,000 | – | 13,549 | +100.0% | 0.00% | – |
| TSLX | Sell | TPG SPECIALTY LENDING INC | $294,000 | -43.1% | 14,700 | -48.6% | 0.00% | -50.0% |
| TPIC | New | TPI COMPOSITES INC | $315,000 | – | 11,000 | +100.0% | 0.00% | – |
| LEAF | New | LEAF GROUP LTD | $335,000 | – | 41,800 | +100.0% | 0.00% | – |
| KRA | KRATON CORPORATION | $299,000 | +47.3% | 9,300 | 0.0% | 0.00% | 0.0% | |
| KELYA | KELLY SVCS INCcl a | $236,000 | +7.8% | 10,700 | 0.0% | 0.00% | 0.0% | |
| TNAV | New | TELENAV INC | $273,000 | – | 45,000 | +100.0% | 0.00% | – |
| TSBK | New | TIMBERLAND BANCORP INC | $260,000 | – | 9,300 | +100.0% | 0.00% | – |
| HURC | New | HURCO COMPANIES INC | $282,000 | – | 7,000 | +100.0% | 0.00% | – |
| HLX | New | HELIX ENERGY SOLUTIONS GRP I | $320,000 | – | 40,500 | +100.0% | 0.00% | – |
| HSTM | New | HEALTHSTREAM INC | $286,000 | – | 10,200 | +100.0% | 0.00% | – |
| OMAB | New | GRUPO AEROPORTUARIO CTR NORTspon adr | $212,000 | – | 4,700 | +100.0% | 0.00% | – |
| VNET | New | 21VIANET GROUP INCsponsored ads a | $240,000 | – | 30,200 | +100.0% | 0.00% | – |
| GPRE | GREEN PLAINS INC | $282,000 | +27.0% | 16,900 | 0.0% | 0.00% | 0.0% | |
| GHDX | GENOMIC HEALTH INC | $336,000 | +8.7% | 4,800 | 0.0% | 0.00% | 0.0% | |
| GIII | New | G-III APPAREL GROUP LTD | $312,000 | – | 7,800 | +100.0% | 0.00% | – |
| FOXA | New | FOX CORP | $297,000 | – | 8,099 | +100.0% | 0.00% | – |
| FIVN | New | FIVE9 INC | $264,000 | – | 5,000 | +100.0% | 0.00% | – |
| FFNW | New | FIRST FINANCIAL NORTHWEST IN | $263,000 | – | 16,676 | +100.0% | 0.00% | – |
| ESCA | New | ESCALADE INC | $217,000 | – | 19,418 | +100.0% | 0.00% | – |
| DCOM | New | DIME CMNTY BANCSHARES | $247,000 | – | 13,200 | +100.0% | 0.00% | – |
| VSTO | New | VISTA OUTDOOR INC | $283,000 | – | 35,300 | +100.0% | 0.00% | – |
| DE | Sell | DEERE & CO | $336,000 | -86.4% | 2,100 | -87.3% | 0.00% | -90.0% |
| CMCO | New | COLUMBUS MCKINNON CORP N Y | $251,000 | – | 7,300 | +100.0% | 0.00% | – |
| WMC | New | WESTERN ASSET MTG CAP CORP | $231,000 | – | 22,600 | +100.0% | 0.00% | – |
| WHF | New | WHITEHORSE FIN INC | $281,000 | – | 19,800 | +100.0% | 0.00% | – |
| WSM | WILLIAMS SONOMA INC | $225,000 | +11.4% | 4,000 | 0.0% | 0.00% | 0.0% | |
| CMCM | Buy | CHEETAH MOBILE INCadr | $318,000 | +110.6% | 49,600 | +100.8% | 0.00% | +100.0% |
| CNP | Sell | CENTERPOINT ENERGY INC | $313,000 | -14.7% | 10,200 | -21.5% | 0.00% | -33.3% |
| ZIXI | New | ZIX CORP | $266,000 | – | 38,600 | +100.0% | 0.00% | – |
| CTS | New | CTS CORP | $288,000 | – | 9,800 | +100.0% | 0.00% | – |
| BAK | BRASKEM S Asp adr pfd a | $261,000 | +5.7% | 10,100 | 0.0% | 0.00% | 0.0% | |
| HRB | Buy | BLOCK H & R INC | $321,000 | +11.8% | 13,400 | +18.6% | 0.00% | 0.0% |
| TVPT | New | TRAVELPORT WORLDWIDE LTD | $223,000 | – | 14,200 | +100.0% | 0.00% | – |
| AMNB | New | AMERICAN NATL BANKSHARES INC | $233,000 | – | 6,667 | +100.0% | 0.00% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $257,000 | – | 9,500 | +100.0% | 0.00% | – |
| AMOT | New | ALLIED MOTION TECHNOLOGIES I | $223,000 | – | 6,500 | +100.0% | 0.00% | – |
| ATNI | New | ATN INTL INC | $299,000 | – | 5,300 | +100.0% | 0.00% | – |
| MMYT | New | MAKEMYTRIP LIMITED MAURITIUS | $309,000 | – | 11,200 | +100.0% | 0.00% | – |
| RVSB | New | RIVERVIEW BANCORP INC | $328,000 | – | 44,853 | +100.0% | 0.00% | – |
| DFIN | New | DONNELLEY FINL SOLUTIONS INC | $176,000 | – | 11,800 | +100.0% | 0.00% | – |
| VHI | New | VALHI INC NEW | $154,000 | – | 66,800 | +100.0% | 0.00% | – |
| GGB | GERDAU S Aspon adr rep pfd | $137,000 | +3.8% | 35,200 | 0.0% | 0.00% | 0.0% | |
| TWIN | New | TWIN DISC INC | $205,000 | – | 12,300 | +100.0% | 0.00% | – |
| TRVG | Sell | TRIVAGO N V | $109,000 | -58.6% | 25,200 | -46.2% | 0.00% | -50.0% |
| AVP | AVON PRODS INC | $74,000 | +94.7% | 25,000 | 0.0% | 0.00% | – | |
| TTSH | New | TILE SHOP HLDGS INC | $114,000 | – | 20,200 | +100.0% | 0.00% | – |
| UBFO | New | UNITED SECURITY BANCSHARES C | $177,000 | – | 16,669 | +100.0% | 0.00% | – |
| S | New | SPRINT CORPORATION | $129,000 | – | 22,800 | +100.0% | 0.00% | – |
| SONA | New | SOUTHERN NATL BANCORP OF VA | $174,000 | – | 11,900 | +100.0% | 0.00% | – |
| SHG | New | SHINHAN FINANCIAL GROUP CO Lspn adr restrd | $208,000 | – | 5,600 | +100.0% | 0.00% | – |
| FDUS | New | FIDUS INVT CORP | $162,000 | – | 10,600 | +100.0% | 0.00% | – |
| REGN | New | REGENERON PHARMACEUTICALS | $205,000 | – | 500 | +100.0% | 0.00% | – |
| JE | JUST ENERGY GROUP INC | $131,000 | +2.3% | 38,700 | 0.0% | 0.00% | 0.0% | |
| AGYS | New | AGILYSYS INC | $207,000 | – | 9,800 | +100.0% | 0.00% | – |
| AUOTY | AU OPTRONICS CORPsponsored adr | $94,000 | -7.8% | 25,900 | 0.0% | 0.00% | 0.0% | |
| DGICA | New | DONEGAL GROUP INCcl a | $146,000 | – | 10,854 | +100.0% | 0.00% | – |
| JMEI | New | JUMEI INTL HLDG LTDsponsored adr | $43,000 | – | 18,400 | +100.0% | 0.00% | – |
| RENN | RENREN INCspon adr a new | $26,000 | 0.0% | 16,700 | 0.0% | 0.00% | – | |
| WPRT | New | WESTPORT FUEL SYSTEMS INC | $20,000 | – | 13,000 | +100.0% | 0.00% | – |
| NEWM | Exit | NEW MEDIA INVT GROUP INC | $0 | – | -12,800 | -100.0% | -0.00% | – |
| GTX | Exit | GARRETT MOTION INC | $0 | – | -10,180 | -100.0% | -0.00% | – |
| TLRDQ | Exit | TAILORED BRANDS INC | $0 | – | -10,400 | -100.0% | -0.00% | – |
| PACB | Exit | PACIFIC BIOSCIENCES CALIF IN | $0 | – | -31,900 | -100.0% | -0.00% | – |
| NXGN | Exit | NEXTGEN HEALTHCARE INC | $0 | – | -16,100 | -100.0% | -0.00% | – |
| CMA | Exit | COMERICA INC | $0 | – | -3,000 | -100.0% | -0.00% | – |
| HZNP | Exit | HORIZON PHARMA PLC | $0 | – | -11,200 | -100.0% | -0.00% | – |
| TEVA | Exit | TEVA PHARMACEUTICAL INDS LTDsponsored adr | $0 | – | -15,000 | -100.0% | -0.00% | – |
| Exit | GRUPO AVAL ACCIONES Y VALOREsponsored ads | $0 | – | -32,800 | -100.0% | -0.00% | – | |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -5,700 | -100.0% | -0.00% | – |
| TTEC | Exit | TTEC HLDGS INC | $0 | – | -10,000 | -100.0% | -0.00% | – |
| CEIX | Exit | CONSOL ENERGY INC NEW | $0 | – | -9,100 | -100.0% | -0.00% | – |
| BCOR | Exit | BLUCORA INC | $0 | – | -7,900 | -100.0% | -0.00% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -5,800 | -100.0% | -0.00% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -7,200 | -100.0% | -0.00% | – |
| CNMD | Exit | CONMED CORP | $0 | – | -5,500 | -100.0% | -0.00% | – |
| EGL | Exit | ENGILITY HLDGS INC NEW | $0 | – | -12,100 | -100.0% | -0.00% | – |
| NAVG | Exit | NAVIGATORS GROUP INC | $0 | – | -5,000 | -100.0% | -0.00% | – |
| OSB | Exit | NORBORD INC | $0 | – | -12,500 | -100.0% | -0.00% | – |
| CBPX | Exit | CONTINENTAL BLDG PRODS INC | $0 | – | -18,900 | -100.0% | -0.00% | – |
| BJ | Exit | BJS WHSL CLUB HLDGS INC | $0 | – | -21,600 | -100.0% | -0.00% | – |
| OEC | Exit | ORION ENGINEERED CARBONS S A | $0 | – | -20,600 | -100.0% | -0.00% | – |
| RJF | Exit | RAYMOND JAMES FINANCIAL INC | $0 | – | -5,900 | -100.0% | -0.00% | – |
| CJ | Exit | C&J ENERGY SVCS INC NEW | $0 | – | -40,600 | -100.0% | -0.00% | – |
| CNX | Exit | CNX RESOURCES CORPORATION | $0 | – | -41,900 | -100.0% | -0.00% | – |
| ABC | Exit | AMERISOURCEBERGEN CORP | $0 | – | -6,100 | -100.0% | -0.00% | – |
| MYGN | Exit | MYRIAD GENETICS INC | $0 | – | -15,200 | -100.0% | -0.00% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -36,000 | -100.0% | -0.01% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -163,084 | -100.0% | -0.01% | – |
| MEDP | Exit | MEDPACE HLDGS INC | $0 | – | -12,500 | -100.0% | -0.01% | – |
| PKI | Exit | PERKINELMER INC | $0 | – | -8,300 | -100.0% | -0.01% | – |
| TIF | Exit | TIFFANY & CO NEW | $0 | – | -8,400 | -100.0% | -0.01% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -86,600 | -100.0% | -0.01% | – |
| CI | Exit | CIGNA CORP NEW | $0 | – | -4,690 | -100.0% | -0.01% | – |
| ECA | Exit | ENCANA CORP | $0 | – | -165,200 | -100.0% | -0.01% | – |
| ATGE | Exit | ADTALEM GLOBAL ED INC | $0 | – | -21,326 | -100.0% | -0.01% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -35,900 | -100.0% | -0.01% | – |
| CCMP | Exit | CABOT MICROELECTRONICS CORP | $0 | – | -11,351 | -100.0% | -0.01% | – |
| UGP | Exit | ULTRAPAR PARTICIPACOES S A | $0 | – | -86,800 | -100.0% | -0.01% | – |
| MSA | Exit | MSA SAFETY INC | $0 | – | -11,900 | -100.0% | -0.01% | – |
| PAC | Exit | GPO AEROPORTUARIO DEL PAC SAspon adr b | $0 | – | -15,100 | -100.0% | -0.01% | – |
| IIVI | Exit | II VI INC | $0 | – | -43,875 | -100.0% | -0.01% | – |
| LOPE | Exit | GRAND CANYON ED INC | $0 | – | -14,602 | -100.0% | -0.01% | – |
| CAL | Exit | CALERES INC | $0 | – | -51,500 | -100.0% | -0.01% | – |
| T | Exit | AT&T INC | $0 | – | -49,200 | -100.0% | -0.01% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -44,636 | -100.0% | -0.01% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -36,700 | -100.0% | -0.01% | – |
| PCG | Exit | PG&E CORPcall | $0 | – | -61,300 | -100.0% | -0.01% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -70,773 | -100.0% | -0.01% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -84,200 | -100.0% | -0.01% | – |
| PCG | Exit | PG&E CORP | $0 | – | -77,500 | -100.0% | -0.02% | – |
| THC | Exit | TENET HEALTHCARE CORP | $0 | – | -118,599 | -100.0% | -0.02% | – |
| MXIM | Exit | MAXIM INTEGRATED PRODS INC | $0 | – | -41,604 | -100.0% | -0.02% | – |
| VST | Exit | VISTRA ENERGY CORP | $0 | – | -103,000 | -100.0% | -0.02% | – |
| SFUN | Exit | FANG HLDGS LTDadr | $0 | – | -1,731,100 | -100.0% | -0.02% | – |
| USFD | Exit | US FOODS HLDG CORP | $0 | – | -81,580 | -100.0% | -0.02% | – |
| LEA | Exit | LEAR CORP | $0 | – | -23,609 | -100.0% | -0.02% | – |
| NTR | Exit | NUTRIEN LTD | $0 | – | -96,233 | -100.0% | -0.04% | – |
| FMX | Exit | FOMENTO ECONOMICO MEXICANO Sspon adr units | $0 | – | -53,700 | -100.0% | -0.04% | – |
| TMUS | Exit | T MOBILE US INCcall | $0 | – | -81,000 | -100.0% | -0.04% | – |
| APTV | Exit | APTIV PLC | $0 | – | -94,200 | -100.0% | -0.05% | – |
| NXTM | Exit | NXSTAGE MEDICAL INC | $0 | – | -232,100 | -100.0% | -0.05% | – |
| CHT | Exit | CHUNGHWA TELECOM CO LTDspon adr new11 | $0 | – | -219,349 | -100.0% | -0.06% | – |
| ECA | Exit | ENCANA CORPcall | $0 | – | -1,401,000 | -100.0% | -0.06% | – |
| DELL | Exit | DELL TECHNOLOGIES INCcl c | $0 | – | -180,969 | -100.0% | -0.07% | – |
| L100PS | Exit | ARCONIC INC | $0 | – | -543,400 | -100.0% | -0.07% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -567,209 | -100.0% | -0.15% | – |
| EWZ | Exit | ISHARES INCmsci brazil etf | $0 | – | -590,960 | -100.0% | -0.18% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCput | $0 | – | -611,500 | -100.0% | -0.24% | – |
| FOX | Exit | TWENTY FIRST CENTY FOX INCcl b | $0 | – | -700,345 | -100.0% | -0.27% | – |
| ECA | Exit | ENCANA CORPput | $0 | – | -5,870,000 | -100.0% | -0.27% | – |
| ARRS | Exit | ARRIS INTL INC | $0 | – | -1,141,796 | -100.0% | -0.28% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORPput | $0 | – | -328,600 | -100.0% | -0.28% | – |
| ORBK | Exit | ORBOTECH LTDord | $0 | – | -631,499 | -100.0% | -0.28% | – |
| NFX | Exit | NEWFIELD EXPL CO | $0 | – | -2,553,373 | -100.0% | -0.30% | – |
| LSXMK | Exit | LIBERTY MEDIA CORP DELAWARE | $0 | – | -1,086,321 | -100.0% | -0.32% | – |
| FOXA | Exit | TWENTY FIRST CENTY FOX INCcl a | $0 | – | -879,552 | -100.0% | -0.34% | – |
| QCOM | Exit | QUALCOMM INC | $0 | – | -1,323,851 | -100.0% | -0.60% | – |
| FXI | Exit | ISHARES TRchina lg-cap etf | $0 | – | -2,271,700 | -100.0% | -0.71% | – |
| SHPG | Exit | SHIRE PLCsponsored adr | $0 | – | -762,646 | -100.0% | -1.06% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2019-05-14
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 |
|---|---|
| 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.