$17.3 Billion is the total value of Grantham, Mayo, Van Otterloo & Co. LLC's 712 reported holdings in Q3 2022. The portfolio turnover from Q2 2022 to Q3 2022 was 24.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MSFT | Sell | MICROSOFT CORP | $732,015,000 | -10.7% | 3,143,044 | -1.5% | 4.22% | -4.8% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $550,823,000 | -2.1% | 1,090,652 | -0.4% | 3.18% | +4.3% |
| AAPL | Sell | APPLE INC | $472,301,000 | -18.2% | 3,417,518 | -19.1% | 2.72% | -12.9% |
| WFC | Sell | WELLS FARGO CO NEW | $410,291,000 | +1.4% | 10,201,175 | -1.2% | 2.37% | +8.0% |
| USB | Sell | US BANCORP DEL | $384,161,000 | -12.9% | 9,527,792 | -0.6% | 2.22% | -7.2% |
| TXN | Sell | TEXAS INSTRS INC | $359,751,000 | +0.1% | 2,324,275 | -0.7% | 2.08% | +6.6% |
| KO | Sell | COCA COLA CO | $329,827,000 | -11.9% | 5,887,674 | -1.0% | 1.90% | -6.1% |
| ANTM | Sell | ELEVANCE HEALTH INC | $324,392,000 | -7.9% | 714,142 | -2.1% | 1.87% | -1.8% |
| ACN | Sell | ACCENTURE PLC IRELAND | $313,842,000 | -13.6% | 1,219,753 | -6.7% | 1.81% | -7.9% |
| TJX | Sell | TJX COS INC NEW | $297,501,000 | +10.2% | 4,789,128 | -0.9% | 1.72% | +17.4% |
| MRK | Sell | MERCK & CO INC | $267,545,000 | -5.6% | 3,106,655 | -0.1% | 1.54% | +0.5% |
| LLY | Sell | LILLY ELI & CO | $254,425,000 | -0.7% | 786,841 | -0.4% | 1.47% | +5.8% |
| MDT | Sell | MEDTRONIC PLC | $240,534,000 | -10.4% | 2,978,752 | -0.4% | 1.39% | -4.5% |
| V | Sell | VISA INC | $222,529,000 | -10.1% | 1,252,625 | -0.4% | 1.28% | -4.3% |
| AMZN | Sell | AMAZON COM INC | $210,099,000 | +6.0% | 1,859,286 | -0.4% | 1.21% | +12.8% |
| DGX | Sell | QUEST DIAGNOSTICS INC | $208,405,000 | -9.7% | 1,698,633 | -2.1% | 1.20% | -3.8% |
| CI | Sell | CIGNA CORP NEW | $192,442,000 | +2.8% | 693,561 | -2.4% | 1.11% | +9.5% |
| AMRC | Sell | AMERESCO INCcl a | $186,548,000 | +31.7% | 2,806,072 | -9.8% | 1.08% | +40.3% |
| RUN | Sell | SUNRUN INC | $165,055,000 | +14.3% | 5,982,439 | -3.2% | 0.95% | +21.7% |
| DAR | Sell | DARLING INGREDIENTS INC | $150,176,000 | +8.0% | 2,270,237 | -2.4% | 0.87% | +15.1% |
| CSIQ | Sell | CANADIAN SOLAR INC | $137,327,000 | +8.7% | 3,686,635 | -9.1% | 0.79% | +15.8% |
| KLAC | Sell | KLA CORP | $125,922,000 | -5.8% | 416,091 | -0.7% | 0.73% | +0.4% |
| BP | Sell | BP PLCsponsored adr | $107,157,000 | -7.6% | 3,753,300 | -8.3% | 0.62% | -1.6% |
| CSCO | Sell | CISCO SYS INC | $79,910,000 | -16.3% | 1,997,755 | -10.8% | 0.46% | -10.8% |
| HES | Sell | HESS CORP | $77,568,000 | -9.8% | 711,701 | -12.3% | 0.45% | -3.9% |
| SQM | Sell | SOCIEDAD QUIMICA Y MINERA DEspon adr ser b | $74,811,000 | -29.5% | 824,364 | -35.1% | 0.43% | -24.7% |
| CLNE | Sell | CLEAN ENERGY FUELS CORP | $67,987,000 | -5.3% | 12,731,663 | -20.6% | 0.39% | +0.8% |
| PBRA | Sell | PETROLEO BRASILEIRO SA PETROsp adr non vtg | $59,273,000 | +1.8% | 5,349,513 | -2.3% | 0.34% | +8.6% |
| BTI | Sell | BRITISH AMERN TOB PLCsponsored adr | $56,213,000 | -21.6% | 1,583,458 | -5.3% | 0.32% | -16.7% |
| ATVI | Sell | ACTIVISION BLIZZARD INC | $56,211,000 | -21.9% | 756,128 | -18.2% | 0.32% | -16.9% |
| VIPS | Sell | VIPSHOP HOLDINGS LIMITEDsponsored ads a | $42,738,000 | -35.5% | 5,081,774 | -24.2% | 0.25% | -31.2% |
| FHN | Sell | FIRST HORIZON CORPORATION | $40,074,000 | -19.4% | 1,749,939 | -23.1% | 0.23% | -14.1% |
| BIIB | Sell | BIOGEN INC | $37,594,000 | +30.6% | 140,800 | -0.3% | 0.22% | +39.1% |
| CHNG | Sell | CHANGE HEALTHCARE INC | $37,459,000 | -40.6% | 1,362,652 | -50.2% | 0.22% | -36.8% |
| REGN | Sell | REGENERON PHARMACEUTICALS | $37,199,000 | +11.6% | 54,000 | -4.3% | 0.22% | +18.8% |
| ICE | Sell | INTERCONTINENTAL EXCHANGE IN | $36,782,000 | -35.5% | 407,101 | -32.9% | 0.21% | -31.4% |
| BMO | Sell | BANK MONTREAL QUE | $36,047,000 | -18.2% | 409,100 | -11.0% | 0.21% | -13.0% |
| LYFT | Sell | LYFT INC | $35,302,000 | -3.7% | 2,680,502 | -2.9% | 0.20% | +2.5% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $35,395,000 | -35.2% | 932,177 | -13.4% | 0.20% | -31.1% |
| PFE | Sell | PFIZER INC | $35,439,000 | -17.5% | 809,860 | -1.2% | 0.20% | -12.4% |
| CBRE | Sell | CBRE GROUP INCcl a | $34,493,000 | -28.5% | 510,928 | -22.1% | 0.20% | -23.8% |
| UMPQ | Sell | UMPQUA HLDGS CORP | $34,317,000 | +0.2% | 2,008,013 | -1.7% | 0.20% | +6.5% |
| GILD | Sell | GILEAD SCIENCES INC | $33,559,000 | -6.4% | 543,996 | -6.2% | 0.19% | 0.0% |
| NTES | Sell | NETEASE INCsponsored ads | $32,786,000 | -31.7% | 433,671 | -15.6% | 0.19% | -27.3% |
| VRTX | Sell | VERTEX PHARMACEUTICALS INC | $32,718,000 | +2.3% | 113,000 | -0.4% | 0.19% | +9.2% |
| RTX | Sell | RAYTHEON TECHNOLOGIES CORP | $32,079,000 | -17.1% | 391,881 | -2.7% | 0.18% | -11.9% |
| TSN | Sell | TYSON FOODS INCcl a | $30,831,000 | -32.6% | 467,634 | -12.0% | 0.18% | -28.2% |
| PYPL | Sell | PAYPAL HLDGS INC | $29,780,000 | +19.0% | 346,000 | -3.4% | 0.17% | +26.5% |
| IMO | Sell | IMPERIAL OIL LTD | $29,684,000 | -9.4% | 685,100 | -1.6% | 0.17% | -3.9% |
| STLA | Sell | STELLANTIS N.V | $29,532,000 | -13.7% | 2,456,461 | -11.5% | 0.17% | -8.1% |
| KMI | Sell | KINDER MORGAN INC DEL | $29,207,000 | -3.1% | 1,755,200 | -2.4% | 0.17% | +3.7% |
| FBC | Sell | FLAGSTAR BANCORP INC | $28,484,000 | -16.0% | 852,821 | -10.9% | 0.16% | -10.9% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $27,898,000 | -5.4% | 95,200 | -4.1% | 0.16% | +0.6% |
| GM | Sell | GENERAL MTRS CO | $27,893,000 | -1.6% | 869,200 | -2.6% | 0.16% | +5.2% |
| DFS | Sell | DISCOVER FINL SVCS | $27,702,000 | -6.7% | 304,680 | -2.9% | 0.16% | -0.6% |
| LEN | Sell | LENNAR CORPcl a | $27,069,000 | -2.8% | 363,100 | -8.0% | 0.16% | +3.3% |
| TEVA | Sell | TEVA PHARMACEUTICAL INDS LTDsponsored ads | $26,735,000 | +2.6% | 3,312,900 | -4.4% | 0.15% | +9.2% |
| DHI | Sell | D R HORTON INC | $26,273,000 | -19.6% | 390,100 | -21.0% | 0.15% | -14.1% |
| TAP | Sell | MOLSON COORS BEVERAGE COcl b | $26,375,000 | -17.1% | 549,600 | -5.9% | 0.15% | -11.6% |
| AFL | Sell | AFLAC INC | $25,936,000 | -6.6% | 461,500 | -8.0% | 0.15% | 0.0% |
| T | Sell | AT&T INC | $25,560,000 | -44.8% | 1,666,241 | -24.6% | 0.15% | -41.4% |
| INCY | Sell | INCYTE CORP | $24,890,000 | -14.7% | 373,500 | -2.8% | 0.14% | -8.9% |
| COF | Sell | CAPITAL ONE FINL CORP | $24,809,000 | -21.2% | 269,165 | -11.0% | 0.14% | -16.4% |
| PHM | Sell | PULTE GROUP INC | $24,855,000 | -6.8% | 662,800 | -1.5% | 0.14% | -0.7% |
| STLD | Sell | STEEL DYNAMICS INC | $24,386,000 | +2.7% | 343,700 | -4.3% | 0.14% | +9.3% |
| F | Sell | FORD MTR CO DEL | $24,292,000 | -13.0% | 2,168,900 | -13.5% | 0.14% | -7.3% |
| MKL | Sell | MARKEL CORP | $24,031,000 | -19.6% | 22,164 | -4.1% | 0.14% | -14.2% |
| BAM | Sell | BROOKFIELD ASSET MGMT INCcl a ltd vt sh | $23,983,000 | -11.4% | 586,516 | -3.6% | 0.14% | -6.1% |
| NRG | Sell | NRG ENERGY INC | $23,984,000 | -4.3% | 626,717 | -4.5% | 0.14% | +1.5% |
| BEN | Sell | FRANKLIN RESOURCES INC | $23,498,000 | -8.1% | 1,091,900 | -0.5% | 0.14% | -2.2% |
| TXT | Sell | TEXTRON INC | $23,415,000 | -18.7% | 401,900 | -14.8% | 0.14% | -13.5% |
| HLT | Sell | HILTON WORLDWIDE HLDGS INC | $22,938,000 | +4.3% | 190,171 | -3.6% | 0.13% | +10.9% |
| BKNG | Sell | BOOKING HOLDINGS INC | $22,008,000 | -9.6% | 13,393 | -3.8% | 0.13% | -3.8% |
| HSY | Sell | HERSHEY CO | $20,783,000 | -21.3% | 94,268 | -23.2% | 0.12% | -16.1% |
| QCOM | Sell | QUALCOMM INC | $20,112,000 | -23.5% | 178,012 | -13.5% | 0.12% | -18.3% |
| CPNG | Sell | COUPANG INCcl a | $19,137,000 | -28.7% | 1,148,011 | -45.5% | 0.11% | -24.1% |
| AER | Sell | AERCAP HOLDINGS NV | $17,956,000 | -13.6% | 424,200 | -16.5% | 0.10% | -8.0% |
| NFLX | Sell | NETFLIX INC | $17,164,000 | -4.5% | 72,900 | -29.1% | 0.10% | +2.1% |
| VET | Sell | VERMILION ENERGY INC | $16,486,000 | -14.8% | 769,655 | -24.1% | 0.10% | -9.5% |
| AMX | Sell | AMERICA MOVIL SAB DE CV | $16,299,000 | -39.2% | 989,594 | -24.6% | 0.09% | -35.2% |
| TSEM | Sell | TOWER SEMICONDUCTOR LTD | $15,762,000 | -50.6% | 358,719 | -48.1% | 0.09% | -47.4% |
| ITUB | Sell | ITAU UNIBANCO HLDG S Aspon adr rep pfd | $14,820,000 | +14.5% | 2,866,500 | -5.2% | 0.09% | +22.9% |
| ACGL | Sell | ARCH CAP GROUP LTDord | $14,960,000 | -5.4% | 328,500 | -5.5% | 0.09% | 0.0% |
| WLTW | Sell | WILLIS TOWERS WATSON PLC LTD | $14,906,000 | -17.9% | 74,180 | -19.3% | 0.09% | -12.2% |
| SNPS | Sell | SYNOPSYS INC | $14,662,000 | -12.2% | 47,992 | -12.7% | 0.08% | -5.6% |
| RS | Sell | RELIANCE STEEL & ALUMINUM CO | $14,118,000 | -15.1% | 80,950 | -17.3% | 0.08% | -10.0% |
| MNTK | Sell | MONTAUK RENEWABLES INC | $13,668,000 | +10.4% | 783,698 | -36.4% | 0.08% | +17.9% |
| FSLR | Sell | FIRST SOLAR INC | $13,412,000 | +4.5% | 101,400 | -46.1% | 0.08% | +11.6% |
| GWW | Sell | GRAINGER W W INC | $12,686,000 | +2.9% | 25,933 | -4.4% | 0.07% | +9.0% |
| AMTX | Sell | AEMETIS INC | $12,520,000 | +5.2% | 2,045,743 | -15.6% | 0.07% | +12.5% |
| BK | Sell | BANK NEW YORK MELLON CORP | $12,530,000 | -16.9% | 325,282 | -10.0% | 0.07% | -12.2% |
| GPC | Sell | GENUINE PARTS CO | $12,317,000 | -14.6% | 82,486 | -24.0% | 0.07% | -9.0% |
| SSNC | Sell | SS&C TECHNOLOGIES HLDGS INC | $12,052,000 | -34.3% | 252,400 | -20.2% | 0.07% | -29.3% |
| AUY | Sell | YAMANA GOLD INC | $11,994,000 | -50.1% | 2,647,758 | -48.8% | 0.07% | -46.9% |
| HMC | Sell | HONDA MOTOR LTD | $11,738,000 | -12.2% | 543,700 | -1.8% | 0.07% | -5.6% |
| SCCO | Sell | SOUTHERN COPPER CORP | $11,851,000 | -60.7% | 264,300 | -56.3% | 0.07% | -58.3% |
| COST | Sell | COSTCO WHSL CORP NEW | $11,147,000 | -17.5% | 23,604 | -16.3% | 0.06% | -12.3% |
| HOLI | Sell | HOLLYSYS AUTOMATION TCHNGY L | $10,808,000 | +11.8% | 632,045 | -3.3% | 0.06% | +19.2% |
| BABA | Sell | ALIBABA GROUP HLDG LTDsponsored ads | $10,407,000 | -62.7% | 130,098 | -47.0% | 0.06% | -60.3% |
| SWKS | Sell | SKYWORKS SOLUTIONS INC | $10,394,000 | -16.5% | 121,900 | -9.2% | 0.06% | -10.4% |
| FTV | Sell | FORTIVE CORP | $9,168,000 | -21.8% | 157,256 | -27.0% | 0.05% | -15.9% |
| CLS | Sell | CELESTICA INC | $9,122,000 | -22.9% | 1,079,958 | -11.4% | 0.05% | -17.2% |
| TMHC | Sell | TAYLOR MORRISON HOME CORP | $9,002,000 | -11.6% | 386,042 | -11.5% | 0.05% | -5.5% |
| VIV | Sell | TELEFONICA BRASIL SAnew adr | $8,808,000 | -33.6% | 1,171,300 | -20.0% | 0.05% | -29.2% |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $8,172,000 | -47.2% | 57,197 | -37.3% | 0.05% | -44.0% |
| TT | Sell | TRANE TECHNOLOGIES PLC | $7,901,000 | -2.3% | 54,561 | -12.4% | 0.05% | +4.5% |
| AZO | Sell | AUTOZONE INC | $8,052,000 | -25.9% | 3,759 | -25.7% | 0.05% | -22.0% |
| Sell | FEDERAL RLTY INVT TR NEWsh ben int new | $7,826,000 | -8.1% | 86,844 | -2.3% | 0.04% | -2.2% | |
| ENS | Sell | ENERSYS | $7,825,000 | -27.5% | 134,524 | -26.5% | 0.04% | -22.4% |
| WMT | Sell | WALMART INC | $7,728,000 | -36.6% | 59,585 | -40.6% | 0.04% | -31.8% |
| SPG | Sell | SIMON PPTY GROUP INC NEW | $7,686,000 | -7.5% | 85,642 | -2.2% | 0.04% | -2.2% |
| LKQ | Sell | LKQ CORP | $7,473,000 | -64.4% | 158,500 | -63.0% | 0.04% | -62.3% |
| ESS | Sell | ESSEX PPTY TR INC | $7,448,000 | -9.8% | 30,747 | -2.6% | 0.04% | -4.4% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE C | $7,356,000 | -11.8% | 613,983 | -2.4% | 0.04% | -6.7% |
| STT | Sell | STATE STR CORP | $7,341,000 | -15.1% | 120,728 | -14.0% | 0.04% | -10.6% |
| UPS | Sell | UNITED PARCEL SERVICE INCcl b | $7,043,000 | -63.8% | 43,600 | -59.1% | 0.04% | -61.0% |
| NVR | Sell | NVR INC | $6,802,000 | -14.2% | 1,706 | -13.8% | 0.04% | -9.3% |
| SIG | Sell | SIGNET JEWELERS LIMITED | $6,575,000 | -41.6% | 114,963 | -45.5% | 0.04% | -37.7% |
| TPH | Sell | TRI POINTE HOMES INC | $6,670,000 | -53.6% | 441,411 | -48.2% | 0.04% | -51.3% |
| FTI | Sell | TECHNIPFMC PLC | $6,473,000 | -45.7% | 765,081 | -56.8% | 0.04% | -43.1% |
| HUN | Sell | HUNTSMAN CORP | $6,212,000 | -42.0% | 253,140 | -33.0% | 0.04% | -37.9% |
| FR | Sell | FIRST INDL RLTY TR INC | $6,222,000 | -8.9% | 138,856 | -3.4% | 0.04% | -2.7% |
| UVV | Sell | UNIVERSAL CORP VA | $5,836,000 | -53.3% | 126,759 | -38.6% | 0.03% | -50.0% |
| PBH | Sell | PRESTIGE CONSMR HEALTHCARE I | $5,854,000 | -56.9% | 117,478 | -49.2% | 0.03% | -54.1% |
| RDN | Sell | RADIAN GROUP INC | $5,843,000 | -34.1% | 302,910 | -32.9% | 0.03% | -29.2% |
| ASB | Sell | ASSOCIATED BANC CORP | $5,846,000 | -43.1% | 291,141 | -48.3% | 0.03% | -39.3% |
| SMCI | Sell | SUPER MICRO COMPUTER INC | $5,927,000 | +26.1% | 107,621 | -7.6% | 0.03% | +36.0% |
| PLD | Sell | PROLOGIS INC. | $5,736,000 | -15.4% | 56,456 | -2.1% | 0.03% | -10.8% |
| AVT | Sell | AVNET INC | $5,660,000 | -57.0% | 156,689 | -49.0% | 0.03% | -53.5% |
| CVE | Sell | CENOVUS ENERGY INC | $5,607,000 | -51.7% | 364,500 | -40.3% | 0.03% | -49.2% |
| ABC | Sell | AMERISOURCEBERGEN CORP | $5,524,000 | -60.2% | 40,822 | -58.4% | 0.03% | -57.3% |
| SPWH | Sell | SPORTSMANS WHSE HLDGS INC | $5,380,000 | -25.2% | 648,134 | -13.5% | 0.03% | -20.5% |
| CRC | Sell | CALIFORNIA RES CORP | $5,155,000 | -2.2% | 134,149 | -2.0% | 0.03% | +3.4% |
| PEP | Sell | PEPSICO INC | $5,190,000 | -79.9% | 31,788 | -79.5% | 0.03% | -78.6% |
| MLI | Sell | MUELLER INDS INC | $5,220,000 | -41.1% | 87,821 | -47.2% | 0.03% | -37.5% |
| AMP | Sell | AMERIPRISE FINL INC | $5,185,000 | -42.0% | 20,579 | -45.2% | 0.03% | -37.5% |
| MWA | Sell | MUELLER WTR PRODS INC | $5,030,000 | -43.2% | 489,744 | -35.1% | 0.03% | -39.6% |
| ENVA | Sell | ENOVA INTL INC | $5,106,000 | -48.2% | 174,439 | -49.0% | 0.03% | -45.3% |
| STC | Sell | STEWART INFORMATION SVCS COR | $4,904,000 | -39.2% | 112,374 | -30.7% | 0.03% | -36.4% |
| NEU | Sell | NEWMARKET CORP | $4,819,000 | -35.5% | 16,020 | -35.5% | 0.03% | -30.0% |
| SWK | Sell | STANLEY BLACK & DECKER INC | $4,625,000 | -36.9% | 61,500 | -12.0% | 0.03% | -32.5% |
| DFIN | Sell | DONNELLEY FINL SOLUTIONS INC | $4,672,000 | -29.5% | 126,360 | -44.2% | 0.03% | -25.0% |
| Sell | HELLO GROUP INCads | $4,432,000 | -45.1% | 959,400 | -40.0% | 0.03% | -40.9% | |
| ARE | Sell | ALEXANDRIA REAL ESTATE EQ IN | $4,528,000 | -10.2% | 32,296 | -7.1% | 0.03% | -3.7% |
| GPOR | Sell | GULFPORT ENERGY CORP | $4,449,000 | +1.4% | 50,391 | -8.7% | 0.03% | +8.3% |
| Sell | SK TELECOM LTDsponsored adr | $4,499,000 | -31.4% | 233,606 | -20.5% | 0.03% | -27.8% | |
| SNDR | Sell | SCHNEIDER NATIONAL INCcl b | $4,415,000 | -40.7% | 217,480 | -34.7% | 0.02% | -37.5% |
| AMD | Sell | ADVANCED MICRO DEVICES INC | $4,169,000 | -82.8% | 65,800 | -79.2% | 0.02% | -81.7% |
| PAG | Sell | PENSKE AUTOMOTIVE GRP INC | $3,929,000 | -54.0% | 39,918 | -51.1% | 0.02% | -50.0% |
| MRO | Sell | MARATHON OIL CORP | $4,007,000 | +0.2% | 177,453 | -0.3% | 0.02% | +4.5% |
| GHC | Sell | GRAHAM HLDGS CO | $4,071,000 | -34.5% | 7,568 | -31.0% | 0.02% | -32.4% |
| CPG | Sell | CRESCENT PT ENERGY CORP | $3,967,000 | -13.7% | 643,994 | -0.2% | 0.02% | -8.0% |
| SCL | Sell | STEPAN CO | $3,844,000 | -20.5% | 41,037 | -14.0% | 0.02% | -15.4% |
| RLGY | Sell | ANYWHERE REAL ESTATE INC | $3,898,000 | -49.5% | 480,591 | -38.8% | 0.02% | -47.6% |
| ALSN | Sell | ALLISON TRANSMISSION HLDGS I | $3,863,000 | -36.2% | 114,427 | -27.3% | 0.02% | -33.3% |
| LZB | Sell | LA Z BOY INC | $3,603,000 | -39.8% | 159,637 | -36.7% | 0.02% | -34.4% |
| XRX | Sell | XEROX HOLDINGS CORP | $3,711,000 | -54.7% | 283,712 | -48.6% | 0.02% | -52.3% |
| PSX | Sell | PHILLIPS 66 | $3,713,000 | -17.1% | 45,999 | -15.8% | 0.02% | -12.5% |
| CNO | Sell | CNO FINL GROUP INC | $3,506,000 | -54.8% | 195,119 | -54.5% | 0.02% | -52.4% |
| ETH | Sell | ETHAN ALLEN INTERIORS INC | $3,393,000 | -38.2% | 160,495 | -40.9% | 0.02% | -33.3% |
| HCC | Sell | WARRIOR MET COAL INC | $3,396,000 | -23.3% | 119,400 | -17.4% | 0.02% | -16.7% |
| KOF | Sell | COCA-COLA FEMSA SAB DE CVsponsord adr rep | $3,288,000 | +4.1% | 56,307 | -1.4% | 0.02% | +11.8% |
| INT | Sell | WORLD FUEL SVCS CORP | $3,354,000 | -34.8% | 143,097 | -43.1% | 0.02% | -32.1% |
| KB | Sell | KB FINL GROUP INCsponsored adr | $3,174,000 | -24.1% | 105,300 | -6.3% | 0.02% | -21.7% |
| ERF | Sell | ENERPLUS CORP | $3,086,000 | -47.4% | 217,600 | -50.9% | 0.02% | -43.8% |
| NATI | Sell | NATIONAL INSTRS CORP | $3,064,000 | -30.9% | 81,196 | -42.8% | 0.02% | -25.0% |
| CIG | Sell | CIA ENERGETICA DE MINAS GERAsp adr n-v pfd | $2,980,000 | -0.9% | 1,475,380 | -0.9% | 0.02% | +6.2% |
| ICFI | Sell | ICF INTL INC | $3,026,000 | -22.6% | 27,758 | -32.6% | 0.02% | -19.0% |
| Sell | REDFIN CORPnote 10/1 | $2,997,000 | -6.9% | 5,150,000 | -6.4% | 0.02% | 0.0% | |
| ALL | Sell | ALLSTATE CORP | $2,944,000 | -74.6% | 23,637 | -74.1% | 0.02% | -73.0% |
| MOGA | Sell | MOOG INCcl a | $2,711,000 | -45.2% | 38,537 | -38.1% | 0.02% | -40.7% |
| AIT | Sell | APPLIED INDL TECHNOLOGIES IN | $2,680,000 | -49.6% | 26,071 | -52.8% | 0.02% | -48.3% |
| HST | Sell | HOST HOTELS & RESORTS INC | $2,648,000 | -5.9% | 166,780 | -7.1% | 0.02% | 0.0% |
| ACCO | Sell | ACCO BRANDS CORP | $2,419,000 | -44.4% | 493,710 | -25.9% | 0.01% | -41.7% |
| SHO | Sell | SUNSTONE HOTEL INVS INC NEW | $2,503,000 | -13.2% | 265,730 | -8.5% | 0.01% | -12.5% |
| ASIX | Sell | ADVANSIX INC | $2,443,000 | -36.3% | 76,114 | -33.6% | 0.01% | -33.3% |
| UFPI | Sell | UFP INDUSTRIES INC | $2,467,000 | -61.4% | 34,193 | -63.6% | 0.01% | -60.0% |
| DRH | Sell | DIAMONDROCK HOSPITALITY CO | $2,489,000 | -13.5% | 331,458 | -5.5% | 0.01% | -12.5% |
| GCO | Sell | GENESCO INC | $2,263,000 | -53.5% | 57,555 | -41.0% | 0.01% | -50.0% |
| SWN | Sell | SOUTHWESTERN ENERGY CO | $2,234,000 | -79.1% | 365,100 | -78.7% | 0.01% | -77.6% |
| MTH | Sell | MERITAGE HOMES CORP | $2,042,000 | -44.9% | 29,058 | -43.2% | 0.01% | -40.0% |
| HDB | Sell | HDFC BANK LTDsponsored ads | $2,016,000 | -64.7% | 34,504 | -66.8% | 0.01% | -61.3% |
| TDS | Sell | TELEPHONE & DATA SYS INC | $2,115,000 | -57.3% | 152,132 | -51.5% | 0.01% | -55.6% |
| CLDT | Sell | CHATHAM LODGING TR | $2,162,000 | -55.7% | 219,000 | -53.1% | 0.01% | -53.8% |
| RSG | Sell | REPUBLIC SVCS INC | $2,159,000 | -5.6% | 15,867 | -9.2% | 0.01% | 0.0% |
| SPTN | Sell | SPARTANNASH CO | $2,037,000 | -38.2% | 70,184 | -35.7% | 0.01% | -33.3% |
| CAJ | Sell | CANON INCsponsored adr | $2,119,000 | -4.5% | 97,200 | -0.5% | 0.01% | 0.0% |
| SCVL | Sell | SHOE CARNIVAL INC | $2,101,000 | -49.8% | 98,010 | -49.4% | 0.01% | -47.8% |
| SWM | Sell | MATIV HOLDINGS INC | $2,147,000 | -42.6% | 97,246 | -34.7% | 0.01% | -40.0% |
| MDRX | Sell | ALLSCRIPTS HEALTHCARE SOLUTN | $2,105,000 | -66.3% | 138,200 | -67.2% | 0.01% | -64.7% |
| AMCX | Sell | AMC NETWORKS INCcl a | $2,052,000 | -58.6% | 101,083 | -40.6% | 0.01% | -55.6% |
| RYI | Sell | RYERSON HLDG CORP | $1,837,000 | -2.2% | 71,365 | -19.1% | 0.01% | +10.0% |
| ETN | Sell | EATON CORP PLC | $1,830,000 | +0.7% | 13,720 | -4.9% | 0.01% | +10.0% |
| ECPG | Sell | ENCORE CAP GROUP INC | $1,883,000 | -71.8% | 41,400 | -64.2% | 0.01% | -69.4% |
| GNW | Sell | GENWORTH FINL INC | $1,856,000 | -55.7% | 530,303 | -55.3% | 0.01% | -52.2% |
| CSL | Sell | CARLISLE COS INC | $1,857,000 | +3.5% | 6,621 | -12.0% | 0.01% | +10.0% |
| BCC | Sell | BOISE CASCADE CO DEL | $1,899,000 | -63.5% | 31,940 | -63.5% | 0.01% | -60.7% |
| LPI | Sell | LAREDO PETROLEUM INC | $1,846,000 | -51.2% | 29,377 | -46.5% | 0.01% | -45.0% |
| CTS | Sell | CTS CORP | $1,752,000 | -37.8% | 42,061 | -49.2% | 0.01% | -33.3% |
| GEF | Sell | GREIF INCcl a | $1,803,000 | -35.3% | 30,262 | -32.2% | 0.01% | -33.3% |
| KN | Sell | KNOWLES CORP | $1,775,000 | -75.4% | 145,818 | -65.0% | 0.01% | -74.4% |
| MOV | Sell | MOVADO GROUP INC | $1,712,000 | -47.4% | 60,744 | -42.3% | 0.01% | -44.4% |
| NNI | Sell | NELNET INCcl a | $1,794,000 | -37.3% | 22,653 | -32.5% | 0.01% | -33.3% |
| NMRK | Sell | NEWMARK GROUP INCcl a | $1,667,000 | -74.8% | 206,814 | -69.8% | 0.01% | -72.2% |
| PRDO | Sell | PERDOCEO ED CORP | $1,796,000 | -44.7% | 174,386 | -36.7% | 0.01% | -44.4% |
| HOPE | Sell | HOPE BANCORP INC | $1,619,000 | -57.5% | 128,099 | -53.5% | 0.01% | -57.1% |
| WMK | Sell | WEIS MKTS INC | $1,502,000 | -55.2% | 21,083 | -53.1% | 0.01% | -50.0% |
| HVT | Sell | HAVERTY FURNITURE COS INC | $1,630,000 | -42.5% | 65,456 | -46.5% | 0.01% | -40.0% |
| RGP | Sell | RESOURCES CONNECTION INC | $1,552,000 | -43.7% | 85,865 | -36.5% | 0.01% | -40.0% |
| ANET | Sell | ARISTA NETWORKS INC | $1,642,000 | +11.9% | 14,546 | -7.0% | 0.01% | +12.5% |
| OFG | Sell | OFG BANCORP | $1,406,000 | -60.8% | 55,936 | -60.4% | 0.01% | -57.9% |
| VGR | Sell | VECTOR GROUP LTD | $1,400,000 | -61.7% | 158,858 | -54.3% | 0.01% | -60.0% |
| SCS | Sell | STEELCASE INCcl a | $1,398,000 | -64.1% | 214,450 | -40.9% | 0.01% | -61.9% |
| KSA | Sell | ISHARES TRmsci saudi arbia | $1,418,000 | -94.6% | 34,574 | -94.6% | 0.01% | -94.4% |
| DLX | Sell | DELUXE CORP | $1,198,000 | -54.6% | 71,972 | -40.9% | 0.01% | -50.0% |
| TIMB | Sell | TIM S Asponsored adr | $1,179,000 | -28.8% | 105,500 | -22.7% | 0.01% | -22.2% |
| JD | Sell | JD.COM INCspon adr cl a | $1,152,000 | -81.7% | 22,901 | -76.7% | 0.01% | -79.4% |
| CWK | Sell | CUSHMAN WAKEFIELD PLC | $1,288,000 | -74.3% | 112,500 | -65.7% | 0.01% | -74.1% |
| HAFC | Sell | HANMI FINL CORP | $1,194,000 | -33.8% | 50,431 | -37.2% | 0.01% | -30.0% |
| PRIM | Sell | PRIMORIS SVCS CORP | $1,222,000 | -62.4% | 75,196 | -49.7% | 0.01% | -61.1% |
| AME | Sell | AMETEK INC | $1,157,000 | -58.5% | 10,199 | -59.8% | 0.01% | -53.3% |
| MRC | Sell | MRC GLOBAL INC | $1,127,000 | -55.5% | 156,693 | -38.4% | 0.01% | -50.0% |
| ROP | Sell | ROPER TECHNOLOGIES INC | $1,232,000 | -81.8% | 3,427 | -80.0% | 0.01% | -81.1% |
| IMKTA | Sell | INGLES MKTS INCcl a | $1,117,000 | -60.6% | 14,101 | -56.9% | 0.01% | -60.0% |
| MERC | Sell | MERCER INTL INC | $994,000 | -28.1% | 80,780 | -23.2% | 0.01% | -14.3% |
| IOSP | Sell | INNOSPEC INC | $1,079,000 | -53.3% | 12,600 | -47.7% | 0.01% | -53.8% |
| SANM | Sell | SANMINA CORPORATION | $970,000 | -36.9% | 21,045 | -44.2% | 0.01% | -25.0% |
| KFRC | Sell | KFORCE INC | $1,088,000 | -70.1% | 18,550 | -68.7% | 0.01% | -70.0% |
| CAT | Sell | CATERPILLAR INC | $1,045,000 | -40.1% | 6,366 | -34.8% | 0.01% | -33.3% |
| CARS | Sell | CARS COM INC | $1,000,000 | -55.9% | 86,915 | -63.8% | 0.01% | -50.0% |
| VEC | Sell | V2X INC | $1,063,000 | -41.6% | 30,031 | -44.8% | 0.01% | -40.0% |
| E | Sell | ENI S P Asponsored adr | $977,000 | -32.1% | 46,200 | -23.5% | 0.01% | -25.0% |
| TOWN | Sell | TOWNEBANK PORTSMOUTH VA | $1,073,000 | -51.1% | 39,984 | -50.6% | 0.01% | -50.0% |
| DNOW | Sell | NOW INC | $957,000 | -4.3% | 95,200 | -6.9% | 0.01% | +20.0% |
| SMP | Sell | STANDARD MTR PRODS INC | $1,115,000 | -52.1% | 34,311 | -33.7% | 0.01% | -53.8% |
| OMI | Sell | OWENS & MINOR INC NEW | $872,000 | -35.2% | 36,200 | -15.4% | 0.01% | -28.6% |
| CRUS | Sell | CIRRUS LOGIC INC | $858,000 | -75.5% | 12,475 | -74.2% | 0.01% | -73.7% |
| CHK | Sell | CHESAPEAKE ENERGY CORP | $942,000 | -56.2% | 10,000 | -62.3% | 0.01% | -58.3% |
| LMT | Sell | LOCKHEED MARTIN CORP | $811,000 | -66.1% | 2,100 | -62.3% | 0.01% | -61.5% |
| BHE | Sell | BENCHMARK ELECTRS INC | $833,000 | -55.4% | 33,619 | -59.4% | 0.01% | -50.0% |
| BAX | Sell | BAXTER INTL INC | $824,000 | -21.0% | 15,300 | -5.8% | 0.01% | -16.7% |
| AMRK | Sell | A-MARK PRECIOUS METALS INC | $784,000 | -58.6% | 27,600 | -53.1% | 0.01% | -50.0% |
| MMYT | Sell | MAKEMYTRIP LIMITED MAURITIUS | $887,000 | -50.1% | 28,900 | -58.2% | 0.01% | -50.0% |
| NXGN | Sell | NEXTGEN HEALTHCARE INC | $878,000 | -55.0% | 49,600 | -55.7% | 0.01% | -54.5% |
| TGT | Sell | TARGET CORP | $798,000 | -88.4% | 5,380 | -89.0% | 0.01% | -86.5% |
| MMI | Sell | MARCUS & MILLICHAP INC | $865,000 | -28.3% | 26,400 | -19.0% | 0.01% | -28.6% |
| GEO | Sell | GEO GROUP INC NEW | $767,000 | -66.2% | 99,587 | -71.0% | 0.00% | -66.7% |
| KOP | Sell | KOPPERS HOLDINGS INC | $676,000 | -49.2% | 32,519 | -44.7% | 0.00% | -42.9% |
| SNEX | Sell | STONEX GROUP INC | $697,000 | -53.3% | 8,400 | -56.0% | 0.00% | -50.0% |
| TCS | Sell | CONTAINER STORE GROUP INC | $654,000 | -52.8% | 133,560 | -40.0% | 0.00% | -50.0% |
| HSII | Sell | HEIDRICK & STRUGGLES INTL IN | $628,000 | -61.8% | 24,171 | -52.4% | 0.00% | -55.6% |
| HY | Sell | HYSTER YALE MATLS HANDLING Icl a | $643,000 | -59.5% | 29,870 | -39.4% | 0.00% | -55.6% |
| OPY | Sell | OPPENHEIMER HLDGS INCcl a non vtg | $724,000 | -45.2% | 23,378 | -41.5% | 0.00% | -42.9% |
| SRCE | Sell | 1ST SOURCE CORP | $698,000 | -41.3% | 15,083 | -42.4% | 0.00% | -33.3% |
| OIS | Sell | OIL STS INTL INC | $682,000 | -57.1% | 175,257 | -40.2% | 0.00% | -55.6% |
| SCHL | Sell | SCHOLASTIC CORP | $732,000 | -50.2% | 23,800 | -41.8% | 0.00% | -50.0% |
| KELYA | Sell | KELLY SVCS INCcl a | $696,000 | -62.3% | 51,200 | -45.0% | 0.00% | -60.0% |
| WSBF | Sell | WATERSTONE FINL INC MD | $688,000 | -48.5% | 42,580 | -45.7% | 0.00% | -42.9% |
| SEM | Sell | SELECT MED HLDGS CORP | $659,000 | -74.1% | 29,800 | -72.4% | 0.00% | -71.4% |
| BAP | Sell | CREDICORP LTD | $678,000 | -79.4% | 5,520 | -79.9% | 0.00% | -77.8% |
| AVD | Sell | AMERICAN VANGUARD CORP | $653,000 | -44.7% | 34,908 | -33.9% | 0.00% | -33.3% |
| EGY | Sell | VAALCO ENERGY INC | $736,000 | -56.9% | 168,800 | -31.3% | 0.00% | -55.6% |
| CTBI | Sell | COMMUNITY TR BANCORP INC | $487,000 | -39.8% | 11,998 | -40.0% | 0.00% | -25.0% |
| MEI | Sell | METHODE ELECTRS INC | $446,000 | -82.6% | 12,000 | -82.7% | 0.00% | -78.6% |
| MCFT | Sell | MASTERCRAFT BOAT HLDGS INC | $505,000 | -48.3% | 26,800 | -42.2% | 0.00% | -40.0% |
| THFF | Sell | FIRST FINL CORP IND | $542,000 | -43.9% | 11,999 | -44.7% | 0.00% | -40.0% |
| TILE | Sell | INTERFACE INC | $456,000 | -68.5% | 50,681 | -56.1% | 0.00% | -62.5% |
| FAF | Sell | FIRST AMERN FINL CORP | $544,000 | -69.8% | 11,800 | -65.4% | 0.00% | -70.0% |
| AZRE | Sell | AZURE PWR GLOBAL LTD | $434,000 | -55.2% | 78,400 | -7.7% | 0.00% | -40.0% |
| KBAL | Sell | KIMBALL INTL INCcl b | $576,000 | -50.6% | 91,649 | -39.7% | 0.00% | -50.0% |
| TNC | Sell | TENNANT CO | $526,000 | -54.0% | 9,300 | -51.8% | 0.00% | -50.0% |
| SPOK | Sell | SPOK HLDGS INC | $437,000 | -50.7% | 57,178 | -59.4% | 0.00% | -40.0% |
| KE | Sell | KIMBALL ELECTRONICS INC | $526,000 | -50.2% | 30,676 | -41.7% | 0.00% | -50.0% |
| FHI | Sell | FEDERATED HERMES INCcl b | $441,000 | -86.4% | 13,302 | -86.9% | 0.00% | -83.3% |
| BELFB | Sell | BEL FUSE INCcl b | $462,000 | +47.1% | 18,300 | -9.4% | 0.00% | +50.0% |
| IBCP | Sell | INDEPENDENT BK CORP MICH | $600,000 | -30.3% | 31,391 | -29.7% | 0.00% | -40.0% |
| ES | Sell | EVERSOURCE ENERGY | $556,000 | -48.3% | 7,137 | -44.0% | 0.00% | -50.0% |
| Sell | AMALGAMATED FINANCIAL CORP | $487,000 | -32.3% | 21,617 | -40.5% | 0.00% | -25.0% | |
| PLUS | Sell | EPLUS INC | $540,000 | -68.2% | 13,000 | -59.4% | 0.00% | -66.7% |
| HNI | Sell | HNI CORP | $494,000 | -74.1% | 18,634 | -66.1% | 0.00% | -70.0% |
| QCRH | Sell | QCR HOLDINGS INC | $504,000 | -58.0% | 9,900 | -55.4% | 0.00% | -50.0% |
| VFC | Sell | V F CORP | $573,000 | -97.2% | 19,160 | -95.8% | 0.00% | -97.3% |
| BSAC | Sell | BANCO SANTANDER CHILE NEW | $472,000 | -44.9% | 33,700 | -35.9% | 0.00% | -40.0% |
| CAL | Sell | CALERES INC | $574,000 | -35.1% | 23,714 | -29.7% | 0.00% | -40.0% |
| IEMG | Sell | ISHARES INCcore msci emkt | $440,000 | -99.5% | 10,233 | -99.4% | 0.00% | -99.4% |
| CAC | Sell | CAMDEN NATL CORP | $297,000 | -51.5% | 6,972 | -49.8% | 0.00% | -33.3% |
| SCSC | Sell | SCANSOURCE INC | $424,000 | -61.9% | 16,053 | -55.1% | 0.00% | -66.7% |
| SCHN | Sell | SCHNITZER STEEL INDS INCcl a | $427,000 | -76.0% | 15,000 | -72.3% | 0.00% | -80.0% |
| IIIN | Sell | INSTEEL INDS INC | $410,000 | -60.0% | 15,447 | -49.3% | 0.00% | -66.7% |
| RM | Sell | REGIONAL MGMT CORP | $289,000 | -60.7% | 10,306 | -47.7% | 0.00% | -50.0% |
| SENEA | Sell | SENECA FOODS CORP NEWcl a | $330,000 | -50.2% | 6,544 | -45.2% | 0.00% | -50.0% |
| MHO | Sell | M/I HOMES INC | $374,000 | -29.8% | 10,335 | -23.1% | 0.00% | -33.3% |
| MSBI | Sell | MIDLAND STATES BANCORP INC | $264,000 | -31.8% | 11,200 | -30.4% | 0.00% | 0.0% |
| HBNC | Sell | HORIZON BANCORP INC | $384,000 | -48.9% | 21,365 | -50.4% | 0.00% | -50.0% |
| O | Sell | REALTY INCOME CORP | $297,000 | -30.9% | 5,100 | -19.0% | 0.00% | 0.0% |
| LOW | Sell | LOWES COS INC | $338,000 | -97.3% | 1,800 | -97.5% | 0.00% | -97.0% |
| NHC | Sell | NATIONAL HEALTHCARE CORP | $298,000 | -49.8% | 4,700 | -44.7% | 0.00% | -33.3% |
| HSTM | Sell | HEALTHSTREAM INC | $391,000 | -45.9% | 18,400 | -44.7% | 0.00% | -50.0% |
| LENB | Sell | LENNAR CORPcl b | $417,000 | -12.4% | 7,003 | -13.6% | 0.00% | -33.3% |
| RMR | Sell | RMR GROUP INCcl a | $287,000 | -49.4% | 12,100 | -39.5% | 0.00% | -33.3% |
| CURO | Sell | CURO GROUP HOLDINGS CORP | $285,000 | -72.7% | 71,171 | -62.3% | 0.00% | -66.7% |
| FCBC | Sell | FIRST CMNTY BANKSHARES INC V | $280,000 | -46.6% | 8,734 | -51.0% | 0.00% | -33.3% |
| FISI | Sell | FINANCIAL INSTNS INC | $381,000 | -46.4% | 15,813 | -42.1% | 0.00% | -50.0% |
| FMNB | Sell | FARMERS NATIONAL BANC CORP | $401,000 | -44.8% | 30,600 | -36.9% | 0.00% | -50.0% |
| CIB | Sell | BANCOLOMBIA S Aspon adr pref | $273,000 | -28.5% | 11,200 | -9.7% | 0.00% | 0.0% |
| LAD | Sell | LITHIA MTRS INC | $386,000 | -26.1% | 1,800 | -5.3% | 0.00% | -33.3% |
| EPM | Sell | EVOLUTION PETE CORP | $333,000 | -19.8% | 47,849 | -37.1% | 0.00% | 0.0% |
| TRV | Sell | TRAVELERS COMPANIES INC | $318,000 | -62.9% | 2,073 | -59.1% | 0.00% | -60.0% |
| PAHC | Sell | PHIBRO ANIMAL HEALTH CORP | $309,000 | -57.3% | 23,250 | -38.5% | 0.00% | -50.0% |
| CBZ | Sell | CBIZ INC | $411,000 | -81.0% | 9,600 | -82.2% | 0.00% | -83.3% |
| EMR | Sell | EMERSON ELEC CO | $315,000 | -94.9% | 4,300 | -94.5% | 0.00% | -94.1% |
| USM | Sell | UNITED STATES CELLULAR CORP | $405,000 | -67.6% | 15,552 | -64.0% | 0.00% | -71.4% |
| EC | Sell | ECOPETROL S Asponsored ads | $416,000 | -28.3% | 46,600 | -12.7% | 0.00% | -33.3% |
| CBT | Sell | CABOT CORP | $268,000 | -95.0% | 4,200 | -95.0% | 0.00% | -93.1% |
| UVE | Sell | UNIVERSAL INS HLDGS INC | $401,000 | -58.3% | 40,700 | -44.9% | 0.00% | -60.0% |
| DCO | Sell | DUCOMMUN INC DEL | $269,000 | -58.8% | 6,781 | -55.3% | 0.00% | -50.0% |
| MSM | Sell | MSC INDL DIRECT INCcl a | $313,000 | -58.8% | 4,300 | -57.4% | 0.00% | -50.0% |
| DHC | Sell | DIVERSIFIED HEALTHCARE TR | $393,000 | -64.4% | 397,300 | -34.5% | 0.00% | -66.7% |
| Sell | SHELL PLCspon ads | $323,000 | -97.1% | 6,500 | -96.9% | 0.00% | -96.7% | |
| JOUT | Sell | JOHNSON OUTDOORS INCcl a | $359,000 | -55.7% | 6,999 | -47.2% | 0.00% | -50.0% |
| VIVO | Sell | MERIDIAN BIOSCIENCE INC | $325,000 | -50.5% | 10,300 | -52.3% | 0.00% | -50.0% |
| KEY | Sell | KEYCORP | $300,000 | -36.7% | 18,700 | -32.0% | 0.00% | -33.3% |
| DAKT | Sell | DAKTRONICS INC | $147,000 | -50.3% | 54,400 | -44.8% | 0.00% | -50.0% |
| NGVC | Sell | NATURAL GROCERS BY VITAMIN C | $197,000 | -62.9% | 18,300 | -45.0% | 0.00% | -66.7% |
| ZEUS | Sell | OLYMPIC STEEL INC | $212,000 | -64.5% | 9,300 | -59.9% | 0.00% | -66.7% |
| MUSA | Sell | MURPHY USA INC | $250,000 | -88.3% | 910 | -90.1% | 0.00% | -91.7% |
| CNXN | Sell | PC CONNECTION INC | $216,000 | -62.8% | 4,800 | -63.6% | 0.00% | -66.7% |
| PKOH | Sell | PARK-OHIO HLDGS CORP | $131,000 | -60.8% | 11,552 | -45.1% | 0.00% | -50.0% |
| PLAB | Sell | PHOTRONICS INC | $234,000 | -67.8% | 16,000 | -57.1% | 0.00% | -75.0% |
| PDM | Sell | PIEDMONT OFFICE REALTY TR IN | $132,000 | -64.6% | 12,500 | -56.0% | 0.00% | -50.0% |
| PBI | Sell | PITNEY BOWES INC | $225,000 | -73.5% | 96,500 | -58.8% | 0.00% | -80.0% |
| MDC | Sell | M D C HLDGS INC | $209,000 | -90.3% | 7,608 | -88.6% | 0.00% | -91.7% |
| QUAD | Sell | QUAD / GRAPHICS INC | $140,000 | -44.9% | 54,800 | -40.6% | 0.00% | 0.0% |
| LINC | Sell | LINCOLN EDL SVCS CORP | $121,000 | -52.4% | 22,200 | -44.9% | 0.00% | 0.0% |
| Sell | LEE ENTERPRISES INC | $195,000 | -48.7% | 11,100 | -44.5% | 0.00% | -50.0% | |
| KFY | Sell | KORN FERRY | $254,000 | -74.4% | 5,400 | -68.4% | 0.00% | -80.0% |
| KWT | Sell | ISHARES TRmsci kuwait etf | $220,000 | -75.7% | 6,700 | -73.7% | 0.00% | -80.0% |
| SCPL | Sell | SCIPLAY CORPORATIONcl a | $237,000 | -76.5% | 20,123 | -72.2% | 0.00% | -80.0% |
| HOFT | Sell | HOOKER FURNISHINGS CORPORATI | $179,000 | -52.1% | 13,246 | -44.9% | 0.00% | -50.0% |
| HON | Sell | HONEYWELL INTL INC | $256,000 | -41.8% | 1,531 | -39.5% | 0.00% | -50.0% |
| GOCO | Sell | GOHEALTH INC | $139,000 | -68.5% | 392,900 | -46.8% | 0.00% | -50.0% |
| GNE | Sell | GENIE ENERGY LTDcl b | $174,000 | -20.5% | 18,562 | -22.3% | 0.00% | 0.0% |
| GIII | Sell | G III APPAREL GROUP LTD | $235,000 | -54.6% | 15,700 | -38.7% | 0.00% | -66.7% |
| FOR | Sell | FORESTAR GROUP INC | $150,000 | -64.7% | 13,370 | -57.0% | 0.00% | -50.0% |
| TLYS | Sell | TILLYS INCcl a | $216,000 | -81.8% | 31,194 | -81.5% | 0.00% | -83.3% |
| TPC | Sell | TUTOR PERINI CORP | $136,000 | -85.0% | 24,700 | -76.1% | 0.00% | -80.0% |
| EBF | Sell | ENNIS INC | $258,000 | -52.4% | 12,800 | -52.2% | 0.00% | -66.7% |
| EAR | Sell | EARGO INC | $102,000 | -38.2% | 97,300 | -55.7% | 0.00% | 0.0% |
| UEIC | Sell | UNIVERSAL ELECTRS INC | $247,000 | -53.7% | 12,568 | -39.8% | 0.00% | -66.7% |
| UVSP | Sell | UNIVEST FINANCIAL CORPORATIO | $224,000 | -67.2% | 9,529 | -64.5% | 0.00% | -75.0% |
| VOXX | Sell | VOXX INTL CORPcl a | $142,000 | -62.6% | 18,600 | -54.4% | 0.00% | -50.0% |
| VRA | Sell | VERA BRADLEY INC | $229,000 | -65.7% | 75,929 | -50.6% | 0.00% | -75.0% |
| DHIL | Sell | DIAMOND HILL INVT GROUP INC | $258,000 | -56.4% | 1,564 | -54.1% | 0.00% | -66.7% |
| DLHC | Sell | DLH HLDGS CORP | $135,000 | -46.0% | 11,000 | -32.9% | 0.00% | 0.0% |
| VSTO | Sell | VISTA OUTDOOR INC | $226,000 | -84.2% | 9,300 | -81.8% | 0.00% | -87.5% |
| DHX | Sell | DHI GROUP INC | $254,000 | -64.4% | 47,283 | -67.0% | 0.00% | -75.0% |
| CLAR | Sell | CLARUS CORP NEW | $161,000 | -61.0% | 11,971 | -45.0% | 0.00% | -50.0% |
| CCNE | Sell | CNB FINL CORP PA | $256,000 | -42.1% | 10,859 | -40.6% | 0.00% | -50.0% |
| BSET | Sell | BASSETT FURNITURE INDS INC | $234,000 | -57.5% | 14,900 | -51.0% | 0.00% | -66.7% |
| BCBP | Sell | BCB BANCORP INC | $197,000 | -45.1% | 11,700 | -44.5% | 0.00% | -50.0% |
| ATNI | Sell | ATN INTL INC | $239,000 | -60.2% | 6,200 | -51.6% | 0.00% | -66.7% |
| COTY | Sell | COTY INC | $64,000 | -64.2% | 10,100 | -54.9% | 0.00% | -100.0% |
| LFVN | Sell | LIFEVANTAGE CORP | $71,000 | -74.4% | 19,057 | -70.1% | 0.00% | -100.0% |
| QRTEA | Sell | QURATE RETAIL INC | $71,000 | -78.2% | 35,187 | -69.0% | 0.00% | -100.0% |
| RSX | Sell | VANECK ETF TRUSTvaneck russia et | $10,000 | -23.1% | 61,600 | -27.7% | 0.00% | – |
| YNDX | Sell | YANDEX N V | $18,000 | -21.7% | 92,600 | -22.3% | 0.00% | – |
| FPH | Sell | FIVE POINT HOLDINGS LLC | $63,000 | -62.9% | 24,081 | -44.7% | 0.00% | -100.0% |
| MTL | Sell | MECHEL PAOsponsored adr ne | $5,000 | -97.1% | 26,900 | -95.0% | 0.00% | -100.0% |
| BBAR | Sell | BANCO BBVA ARGENTINA S Asponsored ads | $58,000 | -34.1% | 19,400 | -47.6% | 0.00% | – |
| SLQT | Exit | SELECTQUOTE INC | $0 | – | -18,900 | -100.0% | 0.00% | – |
| BCO | Exit | BRINKS CO | $0 | – | -3,300 | -100.0% | -0.00% | – |
| GIC | Exit | GLOBAL INDUSTRIAL COMPANY | $0 | – | -7,600 | -100.0% | -0.00% | – |
| PII | Exit | POLARIS INC | $0 | – | -2,600 | -100.0% | -0.00% | – |
| BBSI | Exit | BARRETT BUSINESS SVCS INC | $0 | – | -3,500 | -100.0% | -0.00% | – |
| SCU | Exit | SCULPTOR CAP MGMT | $0 | – | -15,900 | -100.0% | -0.00% | – |
| WHG | Exit | WESTWOOD HLDGS GROUP INC | $0 | – | -19,114 | -100.0% | -0.00% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -9,800 | -100.0% | -0.00% | – |
| TDY | Exit | TELEDYNE TECHNOLOGIES INC | $0 | – | -600 | -100.0% | -0.00% | – |
| MIXT | Exit | MIX TELEMATICS LTDsponsored adr | $0 | – | -16,079 | -100.0% | -0.00% | – |
| SLM | Exit | SLM CORP | $0 | – | -13,500 | -100.0% | -0.00% | – |
| SEB | Exit | SEABOARD CORP DEL | $0 | – | -54 | -100.0% | -0.00% | – |
| CMC | Exit | COMMERCIAL METALS CO | $0 | – | -6,200 | -100.0% | -0.00% | – |
| BZH | Exit | BEAZER HOMES USA INC | $0 | – | -10,700 | -100.0% | -0.00% | – |
| PGTI | Exit | PGT INNOVATIONS INC | $0 | – | -11,700 | -100.0% | -0.00% | – |
| FONR | Exit | FONAR CORP | $0 | – | -16,219 | -100.0% | -0.00% | – |
| KBH | Exit | KB HOME | $0 | – | -8,000 | -100.0% | -0.00% | – |
| DAN | Exit | DANA INC | $0 | – | -12,800 | -100.0% | -0.00% | – |
| TWI | Exit | TITAN INTL INC ILL | $0 | – | -11,300 | -100.0% | -0.00% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -2,000 | -100.0% | -0.00% | – |
| CATO | Exit | CATO CORP NEWcl a | $0 | – | -22,420 | -100.0% | -0.00% | – |
| DD | Exit | DUPONT DE NEMOURS INC | $0 | – | -4,574 | -100.0% | -0.00% | – |
| CVCY | Exit | CENTRAL VY CMNTY BANCORP | $0 | – | -16,900 | -100.0% | -0.00% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD | $0 | – | -6,700 | -100.0% | -0.00% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -4,100 | -100.0% | -0.00% | – |
| COMM | Exit | COMMSCOPE HLDG CO INC | $0 | – | -17,100 | -100.0% | -0.00% | – |
| WEYS | Exit | WEYCO GROUP INC | $0 | – | -8,494 | -100.0% | -0.00% | – |
| DRQ | Exit | DRIL-QUIP INC | $0 | – | -13,700 | -100.0% | -0.00% | – |
| Exit | QUIDELORTHO CORPco | $0 | – | -3,200 | -100.0% | -0.00% | – | |
| SCI | Exit | SERVICE CORP INTL | $0 | – | -4,300 | -100.0% | -0.00% | – |
| TLK | Exit | P T TELEKOMUNIKASI INDONESIAsponsored adr | $0 | – | -12,900 | -100.0% | -0.00% | – |
| OSIS | Exit | OSI SYSTEMS INC | $0 | – | -3,500 | -100.0% | -0.00% | – |
| FF | Exit | FUTUREFUEL CORP | $0 | – | -39,500 | -100.0% | -0.00% | – |
| NVAX | Exit | NOVAVAX INC | $0 | – | -6,700 | -100.0% | -0.00% | – |
| MBWM | Exit | MERCANTILE BK CORP | $0 | – | -11,536 | -100.0% | -0.00% | – |
| RBCAA | Exit | REPUBLIC BANCORP INC KYcl a | $0 | – | -6,513 | -100.0% | -0.00% | – |
| JBSS | Exit | SANFILIPPO JOHN B & SON INC | $0 | – | -5,400 | -100.0% | -0.00% | – |
| AN | Exit | AUTONATION INC | $0 | – | -3,216 | -100.0% | -0.00% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -12,268 | -100.0% | -0.00% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -8,700 | -100.0% | -0.00% | – |
| ADTN | Exit | ADTRAN INC | $0 | – | -24,913 | -100.0% | -0.00% | – |
| MIC | Exit | MACQUARIE INFRASTR HOLD LLC | $0 | – | -114,600 | -100.0% | -0.00% | – |
| RIG | Exit | TRANSOCEAN LTD | $0 | – | -93,400 | -100.0% | -0.00% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -38,100 | -100.0% | -0.00% | – |
| CYD | Exit | CHINA YUCHAI INTL LTD | $0 | – | -33,957 | -100.0% | -0.00% | – |
| DZSI | Exit | DZS INC | $0 | – | -25,400 | -100.0% | -0.00% | – |
| AVY | Exit | AVERY DENNISON CORP | $0 | – | -2,600 | -100.0% | -0.00% | – |
| SXI | Exit | STANDEX INTL CORP | $0 | – | -3,400 | -100.0% | -0.00% | – |
| HLX | Exit | HELIX ENERGY SOLUTIONS GRP I | $0 | – | -89,600 | -100.0% | -0.00% | – |
| MOFG | Exit | MIDWESTONE FINL GROUP INC NE | $0 | – | -11,300 | -100.0% | -0.00% | – |
| CIVB | Exit | CIVISTA BANCSHARES INC | $0 | – | -13,570 | -100.0% | -0.00% | – |
| MCY | Exit | MERCURY GENL CORP NEW | $0 | – | -11,000 | -100.0% | -0.00% | – |
| ECL | Exit | ECOLAB INC | $0 | – | -3,800 | -100.0% | -0.00% | – |
| PH | Exit | PARKER-HANNIFIN CORP | $0 | – | -2,500 | -100.0% | -0.00% | – |
| VCTR | Exit | VICTORY CAP HLDGS INC | $0 | – | -24,600 | -100.0% | -0.00% | – |
| FCF | Exit | FIRST COMWLTH FINL CORP PA | $0 | – | -35,800 | -100.0% | -0.00% | – |
| HAS | Exit | HASBRO INC | $0 | – | -5,900 | -100.0% | -0.00% | – |
| NTUS | Exit | NATUS MED INC DEL | $0 | – | -15,800 | -100.0% | -0.00% | – |
| BKD | Exit | BROOKDALE SR LIVING INC | $0 | – | -112,400 | -100.0% | -0.00% | – |
| CYBE | Exit | CYBEROPTICS CORP | $0 | – | -13,900 | -100.0% | -0.00% | – |
| AMRX | Exit | AMNEAL PHARMACEUTICALS INC | $0 | – | -146,500 | -100.0% | -0.00% | – |
| NKE | Exit | NIKE INCcl b | $0 | – | -4,800 | -100.0% | -0.00% | – |
| WNC | Exit | WABASH NATL CORP | $0 | – | -38,700 | -100.0% | -0.00% | – |
| TBI | Exit | TRUEBLUE INC | $0 | – | -30,693 | -100.0% | -0.00% | – |
| TCBK | Exit | TRICO BANCSHARES | $0 | – | -17,500 | -100.0% | -0.00% | – |
| FFBC | Exit | FIRST FINL BANCORP OH | $0 | – | -34,098 | -100.0% | -0.00% | – |
| DVA | Exit | DAVITA INC | $0 | – | -9,727 | -100.0% | -0.00% | – |
| NP | Exit | NEENAH INC | $0 | – | -20,359 | -100.0% | -0.00% | – |
| MBT | Exit | MOBILE TELESYSTEMS PUB JT STsponsored adr | $0 | – | -1,052,361 | -100.0% | -0.00% | – |
| AAN | Exit | THE AARONS COMPANY INC | $0 | – | -59,700 | -100.0% | -0.01% | – |
| QIWI | Exit | QIWI PLCspon adr rep b | $0 | – | -1,493,692 | -100.0% | -0.01% | – |
| ASO | Exit | ACADEMY SPORTS & OUTDOORS IN | $0 | – | -27,699 | -100.0% | -0.01% | – |
| MATW | Exit | MATTHEWS INTL CORPcl a | $0 | – | -31,060 | -100.0% | -0.01% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -23,200 | -100.0% | -0.01% | – |
| BCOR | Exit | BLUCORA INC | $0 | – | -58,000 | -100.0% | -0.01% | – |
| CRH | Exit | CRH PLCadr | $0 | – | -37,440 | -100.0% | -0.01% | – |
| MSCI | Exit | MSCI INC | $0 | – | -3,046 | -100.0% | -0.01% | – |
| VIRT | Exit | VIRTU FINL INCcl a | $0 | – | -53,755 | -100.0% | -0.01% | – |
| TME | Exit | TENCENT MUSIC ENTMT GROUPspon ads | $0 | – | -303,300 | -100.0% | -0.01% | – |
| VREX | Exit | VAREX IMAGING CORP | $0 | – | -65,700 | -100.0% | -0.01% | – |
| NTCT | Exit | NETSCOUT SYS INC | $0 | – | -47,200 | -100.0% | -0.01% | – |
| AVNT | Exit | AVIENT CORPORATION | $0 | – | -40,258 | -100.0% | -0.01% | – |
| Exit | SITIO ROYALTIES CORPclass a co | $0 | – | -70,708 | -100.0% | -0.01% | – | |
| CWENA | Exit | CLEARWAY ENERGY INCcl a | $0 | – | -56,600 | -100.0% | -0.01% | – |
| Exit | TRINSEO PLC | $0 | – | -50,143 | -100.0% | -0.01% | – | |
| CNQ | Exit | CANADIAN NAT RES LTD | $0 | – | -34,100 | -100.0% | -0.01% | – |
| SNP | Exit | CHINA PETROLEUM & CHEMICAL C | $0 | – | -50,710 | -100.0% | -0.01% | – |
| Exit | ZURN WATER SOLUTIONS CORP | $0 | – | -85,100 | -100.0% | -0.01% | – | |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -38,674 | -100.0% | -0.01% | – |
| KKR | Exit | KKR & CO INC | $0 | – | -60,923 | -100.0% | -0.02% | – |
| IEA | Exit | INFRA AND ENERGY ALTRNTIVE I | $0 | – | -360,300 | -100.0% | -0.02% | – |
| UGI | Exit | UGI CORP NEW | $0 | – | -78,300 | -100.0% | -0.02% | – |
| JELD | Exit | JELD-WEN HLDG INC | $0 | – | -225,600 | -100.0% | -0.02% | – |
| VNM | Exit | VANECK ETF TRUSTvaneck vietnam | $0 | – | -232,600 | -100.0% | -0.02% | – |
| ECH | Exit | ISHARES INCmsci chile etf | $0 | – | -146,584 | -100.0% | -0.02% | – |
| AY | Exit | ATLANTICA SUSTAINABLE INFR P | $0 | – | -110,300 | -100.0% | -0.02% | – |
| PG | Exit | PROCTER AND GAMBLE CO | $0 | – | -29,981 | -100.0% | -0.02% | – |
| EFA | Exit | ISHARES TRmsci eafe etf | $0 | – | -67,169 | -100.0% | -0.02% | – |
| ORLY | Exit | OREILLY AUTOMOTIVE INC | $0 | – | -7,271 | -100.0% | -0.02% | – |
| MCK | Exit | MCKESSON CORP | $0 | – | -15,018 | -100.0% | -0.03% | – |
| BKR | Exit | BAKER HUGHES COMPANYcl a | $0 | – | -231,127 | -100.0% | -0.04% | – |
| PWR | Exit | QUANTA SVCS INC | $0 | – | -66,900 | -100.0% | -0.04% | – |
| NVDA | Exit | NVIDIA CORPORATION | $0 | – | -60,200 | -100.0% | -0.05% | – |
| FMX | Exit | FOMENTO ECONOMICO MEXICANO Sspon adr units | $0 | – | -149,915 | -100.0% | -0.06% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -331,960 | -100.0% | -0.07% | – |
| ZEN | Exit | ZENDESK INC | $0 | – | -169,552 | -100.0% | -0.07% | – |
| FUTU | Exit | FUTU HLDGS LTDspon ads cl a | $0 | – | -251,387 | -100.0% | -0.07% | – |
| VG | Exit | VONAGE HLDGS CORP | $0 | – | -718,889 | -100.0% | -0.07% | – |
| LDOS | Exit | LEIDOS HOLDINGS INC | $0 | – | -133,400 | -100.0% | -0.07% | – |
| PTR | Exit | PETROCHINA CO LTDsponsored adr | $0 | – | -316,700 | -100.0% | -0.08% | – |
| CTXS | Exit | CITRIX SYS INC | $0 | – | -229,797 | -100.0% | -0.12% | – |
| BIDU | Exit | BAIDU INCspon adr rep a | $0 | – | -155,750 | -100.0% | -0.12% | – |
| ATC | Exit | ATOTECH LTD | $0 | – | -1,341,911 | -100.0% | -0.14% | – |
| Exit | MANDIANT INC | $0 | – | -1,743,150 | -100.0% | -0.21% | – | |
| PSTH | Exit | PERSHING SQUARE TONTINE HLDG | $0 | – | -2,226,313 | -100.0% | -0.24% | – |
| NLSN | Exit | NIELSEN HLDGS PLC | $0 | – | -2,014,756 | -100.0% | -0.25% | – |
| TMX | Exit | TERMINIX GLOBAL HOLDINGS INC | $0 | – | -1,218,675 | -100.0% | -0.27% | – |
| TX | Exit | TERNIUM SAsponsored ads | $0 | – | -1,383,756 | -100.0% | -0.27% | – |
| HTA | Exit | HEALTHCARE TR AMER INCcl a new | $0 | – | -1,973,742 | -100.0% | -0.30% | – |
| GSK | Exit | GSK PLCsponsored adr | $0 | – | -1,948,000 | -100.0% | -0.46% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2022-11-10
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 | 2024-05-14 |
| 13F-HR | 2024-02-13 |
| SC 13G/A | 2024-02-13 |
| SC 13G/A | 2024-02-13 |
| SC 13G/A | 2024-02-13 |
| SC 13G/A | 2024-02-13 |
| SC 13G/A | 2024-02-13 |
| SC 13G/A | 2024-02-13 |
| SC 13G/A | 2024-02-13 |
| 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.