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Grantham, Mayo, Van Otterloo & Co. LLC

Q2 2023 · 13F-HR

Grantham, Mayo, Van Otterloo & Co. LLCholdings as filed

Filed 2023-08-14 · accession 0001072613-23-000430

$21.60B
Reported value
675
Positions
2023-06-30
Period end
View analyzed profile →PRO

Holdings as filed

First 500 of 675

CUSIPTickerIssuerValue% port.SharesClassVoting
594918104MSFTMICROSOFT CORP$1.03B4.79%3,035,240CommonSOLE
30303M102METAMETA PLATFORMS INC$704.5M3.26%2,454,830CommonSOLE
91324P102UNHUNITEDHEALTH GROUP INC$651.8M3.02%1,356,123CommonSOLE
037833100AAPLAPPLE INC$586.8M2.72%3,025,382CommonSOLE
023135106AMZNAMAZON COM INC$577.1M2.67%4,427,325CommonSOLE
478160104JNJJOHNSON & JOHNSON$556.6M2.58%3,362,822CommonSOLE
02079K305GOOGLALPHABET INC$542.6M2.51%4,533,109CommonSOLE
68389X105ORCLORACLE CORP$524.2M2.43%4,401,629CommonSOLE
512807108LRCXEURLAM RESEARCH CORP$502.2M2.32%781,149CommonSOLE
G1151C101ACNACCENTURE PLC IRELAND$470.4M2.18%1,524,433CommonSOLE
58933Y105MRKMERCK & CO INC$417.5M1.93%3,617,843CommonSOLE
882508104TXNTEXAS INSTRS INC$395.5M1.83%2,196,924CommonSOLE
872540109TJXTJX COS INC NEW$393.0M1.82%4,634,556CommonSOLE
532457108LLYLILLY ELI & CO$382.8M1.77%816,273CommonSOLE
036752103ELVELEVANCE HEALTH INC$369.1M1.71%830,841CommonSOLE
191216100KOCOCA COLA CO$353.0M1.63%5,861,699CommonSOLE
00724F101ADBEADOBE SYSTEMS INCORPORATED$323.1M1.50%660,687CommonSOLE
949746101WMT2WELLS FARGO CO NEW$321.3M1.49%7,528,424CommonSOLE
002824100ABTABBOTT LABS$312.2M1.45%2,863,665CommonSOLE
46120E602ISRGINTUITIVE SURGICAL INC$303.2M1.40%886,587CommonSOLE
79466L302CRMSALESFORCE INC$302.6M1.40%1,432,257CommonSOLE
68902V107OTISOTIS WORLDWIDE CORP$301.7M1.40%3,389,061CommonSOLE
92826C839VVISA INC$295.5M1.37%1,244,445CommonSOLE
237266101DARDARLING INGREDIENTS INC$274.9M1.27%4,309,378CommonSOLE
482480100KLACKLA CORP$264.2M1.22%544,657CommonSOLE
902973304USBUS BANCORP DEL$263.9M1.22%7,987,525CommonSOLE
74834L100DGXQUEST DIAGNOSTICS INC$224.7M1.04%1,598,366CommonSOLE
83417M104SEDGSOLAREDGE TECHNOLOGIES INC$192.9M0.89%717,035CommonSOLE
025816109AXPAMERICAN EXPRESS CO$191.8M0.89%1,101,240CommonSOLE
86771W105RUNSUNRUN INC$186.3M0.86%10,433,410CommonSOLE
02361E108AMRCAMERESCO INC$186.2M0.86%3,828,840CommonSOLE
125523100CITHE CIGNA GROUP$181.0M0.84%645,048CommonSOLE
21036P108STZCONSTELLATION BRANDS INC$179.4M0.83%728,707CommonSOLE
393222104GPREGREEN PLAINS INC$157.8M0.73%4,895,644CommonSOLE
878742204TECKTECK RESOURCES LTD$139.7M0.65%3,317,225CommonSOLE
500688106KOSKOSMOS ENERGY LTD$117.7M0.54%19,647,712CommonSOLE
099724106BWABORGWARNER INC$113.5M0.53%2,320,813CommonSOLE
861012102STMSTMICROELECTRONICS N V$110.8M0.51%2,216,724CommonSOLE
61945C103MOSMOSAIC CO NEW$109.8M0.51%3,137,759CommonSOLE
874039100TSMTAIWAN SEMICONDUCTOR MFG LTD$104.2M0.48%1,032,891CommonSOLE
384313508EAFEURGRAFTECH INTL LTD$102.6M0.47%20,353,111CommonSOLE
833635105SQMSOCIEDAD QUIMICA Y MINERA DE$92.5M0.43%1,273,264CommonSOLE
458140100INTCINTEL CORP$89.8M0.42%2,686,541CommonSOLE
001084102AGCOAGCO CORP$89.8M0.42%683,144CommonSOLE
42809H107HESHESS CORP$89.5M0.41%658,366CommonSOLE
20030N101CMCSACOMCAST CORP NEW$86.8M0.40%2,089,210CommonSOLE
53814L108LTHM1EURLIVENT CORP$85.0M0.39%3,098,997CommonSOLE
369604301GEGENERAL ELECTRIC CO$82.4M0.38%750,266CommonSOLE
055622104BPBP PLC$77.7M0.36%2,201,880CommonSOLE
46625H100JPMJPMORGAN CHASE & CO$76.6M0.35%526,490CommonSOLE
71654V101PBR/APETROLEO BRASILEIRO SA PETRO$73.3M0.34%5,922,624CommonSOLE
35671D857FCXFREEPORT-MCMORAN INC$72.8M0.34%1,819,917CommonSOLE
92343V104VZVERIZON COMMUNICATIONS INC$71.7M0.33%1,928,662CommonSOLE
717081103PFEPFIZER INC$71.0M0.33%1,934,348CommonSOLE
184499101CLNECLEAN ENERGY FUELS CORP$69.6M0.32%14,040,522CommonSOLE
66987V109NVSNOVARTIS AG$68.9M0.32%682,956CommonSOLE
459200101IBMINTERNATIONAL BUSINESS MACHS$67.3M0.31%502,779CommonSOLE
N82405106STLASTELLANTIS N.V$64.1M0.30%3,648,737CommonSOLE
30231G102XOMEXXON MOBIL CORP$63.7M0.29%593,509CommonSOLE
747525103QCOMQUALCOMM INC$62.9M0.29%528,420CommonSOLE
928563402VMWAVMWARE INC$62.4M0.29%434,392CommonSOLE
595112103MUMICRON TECHNOLOGY INC$61.3M0.28%970,777CommonSOLE
136635109CSIQCANADIAN SOLAR INC$61.2M0.28%1,581,182CommonSOLE
166764100CVXCHEVRON CORP NEW$58.3M0.27%370,727CommonSOLE
40434L105HPQHP INC$58.2M0.27%1,896,263CommonSOLE
172967424CCITIGROUP INC$58.2M0.27%1,263,852CommonSOLE
345370860FFORD MTR CO DEL$55.9M0.26%3,694,653CommonSOLE
126650100CVSCVS HEALTH CORP$55.4M0.26%801,092CommonSOLE
278642103EBAYEBAY INC.$54.4M0.25%1,217,490CommonSOLE
00507V109AIYACTIVISION BLIZZARD INC$54.2M0.25%642,376CommonSOLE
L00849106AGROADECOAGRO S A$54.1M0.25%5,785,072CommonSOLE
67077M108NTRNUTRIEN LTD$54.1M0.25%915,296CommonSOLE
013091103ACIALBERTSONS COS INC$52.9M0.24%2,424,378CommonSOLE
56501R106MFCMANULIFE FINL CORP$51.1M0.24%2,699,613CommonSOLE
110448107BTIBRITISH AMERN TOB PLC$50.5M0.23%1,521,972CommonSOLE
14040H105COFCAPITAL ONE FINL CORP$48.1M0.22%439,673CommonSOLE
254709108DFSEURDISCOVER FINL SVCS$47.9M0.22%410,033CommonSOLE
670346105NUENUCOR CORP$47.9M0.22%291,839CommonSOLE
87165B103SYFSYNCHRONY FINANCIAL$47.8M0.22%1,410,235CommonSOLE
37045V100GMGENERAL MTRS CO$47.2M0.22%1,224,738CommonSOLE
952845105WFGWEST FRASER TIMBER CO LTD$46.7M0.22%543,241CommonSOLE
02079K107GOOGALPHABET INC$46.5M0.22%384,317CommonSOLE
14448C104CARRCARRIER GLOBAL CORPORATION$46.3M0.21%932,146CommonSOLE
192446102CTSHCOGNIZANT TECHNOLOGY SOLUTIO$46.1M0.21%706,327CommonSOLE
042735100ARWARROW ELECTRS INC$45.9M0.21%320,683CommonSOLE
H50430232LOGILOGITECH INTL S A$45.8M0.21%769,780CommonSOLE
26875P101EOGEOG RES INC$45.3M0.21%396,153CommonSOLE
858119100STLDSTEEL DYNAMICS INC$45.3M0.21%415,872CommonSOLE
69349H107TXNMPNM RES INC$44.9M0.21%994,803CommonSOLE
060505104BACBANK AMERICA CORP$44.8M0.21%1,561,376CommonSOLE
71654V408PBRPETROLEO BRASILEIRO SA PETRO$44.5M0.21%3,218,242CommonSOLE
88579Y101MMM3M CO$43.7M0.20%436,852CommonSOLE
373737105GGBGERDAU SA$43.3M0.20%8,288,610CommonSOLE
013872106AAALCOA CORP$42.3M0.20%1,245,526CommonSOLE
38141G104GSGOLDMAN SACHS GROUP INC$41.8M0.19%129,571CommonSOLE
530307305LBRDKLIBERTY BROADBAND CORP$41.1M0.19%513,370CommonSOLE
902494103TSNTYSON FOODS INC$40.7M0.19%796,868CommonSOLE
693483109PKXPOSCO HOLDINGS INC$40.5M0.19%547,550CommonSOLE
110122108BMYBRISTOL-MYERS SQUIBB CO$40.0M0.19%626,131CommonSOLE
22052L104CTVACORTEVA INC$39.9M0.18%696,282CommonSOLE
H42097107UBSUBS GROUP AG$39.8M0.18%1,967,480CommonSOLE
244199105DEDEERE & CO$39.5M0.18%97,391CommonSOLE
35137L204FOXFOX CORP$39.3M0.18%1,232,035CommonSOLE
15135B101CNCCENTENE CORP DEL$38.1M0.18%565,579CommonSOLE
75886F107REGNREGENERON PHARMACEUTICALS$38.0M0.18%52,904CommonSOLE
69327R101PDC ENERGY INC$37.4M0.17%525,267CommonSOLE
086516101BBYBEST BUY INC$37.1M0.17%453,256CommonSOLE
50202P105LICYUSDLI-CYCLE HOLDINGS CORP$37.1M0.17%6,675,847CommonSOLE
17275R102CSCOCISCO SYS INC$36.7M0.17%708,925CommonSOLE
G9078F107TRITON INTL LTD$36.6M0.17%439,839CommonSOLE
M87915274TSEMTOWER SEMICONDUCTOR LTD$35.5M0.16%946,113CommonSOLE
31620R303FNFFIDELITY NATIONAL FINANCIAL$35.1M0.16%975,548CommonSOLE
92857W308VODVODAFONE GROUP PLC NEW$35.0M0.16%3,700,350CommonSOLE
N53745100LYBLYONDELLBASELL INDUSTRIES N$34.5M0.16%375,564CommonSOLE
500754106KHCKRAFT HEINZ CO$34.0M0.16%958,523CommonSOLE
92556V106VTRSVIATRIS INC$33.7M0.16%3,375,514CommonSOLE
69047Q102OVVOVINTIV INC$33.5M0.16%880,641CommonSOLE
50540R409LSILABORATORY CORP AMER HLDGS$33.4M0.15%138,435CommonSOLE
70450Y103PYPLPAYPAL HLDGS INC$33.3M0.15%499,769CommonSOLE
737630103PCHPOTLATCHDELTIC CORPORATION$33.1M0.15%626,360CommonSOLE
379577208GMEDGLOBUS MED INC$32.8M0.15%550,139CommonSOLE
98980L101ZNGAZOOM VIDEO COMMUNICATIONS IN$32.6M0.15%479,901CommonSOLE
02005N100ALLYALLY FINL INC$32.4M0.15%1,199,255CommonSOLE
49456B101KMIKINDER MORGAN INC DEL$32.3M0.15%1,876,930CommonSOLE
G46188101HZNPNHORIZON THERAPEUTICS PUB L$32.2M0.15%312,911CommonSOLE
12504L109CBRECBRE GROUP INC$31.3M0.14%387,638CommonSOLE
354613101BENFRANKLIN RESOURCES INC$31.2M0.14%1,169,905CommonSOLE
185899101CLFCLEVELAND-CLIFFS INC NEW$31.1M0.14%1,855,754CommonSOLE
G5480U104LIBERTY GLOBAL PLC$31.0M0.14%1,838,015CommonSOLE
60770K107MRNAMODERNA INC$31.0M0.14%254,941CommonSOLE
45866F104ICEINTERCONTINENTAL EXCHANGE IN$30.3M0.14%267,897CommonSOLE
M53213100ICLICL GROUP LTD$30.2M0.14%5,569,075CommonSOLE
090572207BIOBIO RAD LABS INC$29.2M0.14%77,104CommonSOLE
57667L107MTCHMATCH GROUP INC NEW$28.8M0.13%688,627CommonSOLE
24703L202DELLDELL TECHNOLOGIES INC$28.7M0.13%529,875CommonSOLE
60871R209TAPMOLSON COORS BEVERAGE CO$28.5M0.13%433,206CommonSOLE
09062X103BIIBBIOGEN INC$28.3M0.13%99,447CommonSOLE
501044101KRKROGER CO$28.2M0.13%599,959CommonSOLE
913903100UHSUNIVERSAL HLTH SVCS INC$28.0M0.13%177,766CommonSOLE
608190104MHKMOHAWK INDS INC$27.8M0.13%269,000CommonSOLE
92556H2060VVBPARAMOUNT GLOBAL$27.6M0.13%1,733,937CommonSOLE
963320106WHRWHIRLPOOL CORP$27.6M0.13%185,220CommonSOLE
31428X106FDXFEDEX CORP$27.3M0.13%110,070CommonSOLE
231021106CMICUMMINS INC$27.2M0.13%111,105CommonSOLE
931427108WFCWALGREENS BOOTS ALLIANCE INC$27.0M0.12%946,838CommonSOLE
91336L107UNIVAR SOLUTIONS INC$27.0M0.12%752,043CommonSOLE
960413102WLKWESTLAKE CORPORATION$26.9M0.12%225,522CommonSOLE
09857L108BKNGBOOKING HOLDINGS INC$26.9M0.12%9,963CommonSOLE
881624209TEVATEVA PHARMACEUTICAL INDS LTD$26.7M0.12%3,549,783CommonSOLE
H84989104TEL1USDTE CONNECTIVITY LTD$26.5M0.12%189,162CommonSOLE
559222401MGAMAGNA INTL INC$26.3M0.12%465,100CommonSOLE
783513203RYAAYRYANAIR HOLDINGS PLC$26.3M0.12%237,416CommonSOLE
45337C102INCYINCYTE CORP$26.2M0.12%420,610CommonSOLE
22266T109CPNGCOUPANG INC$26.1M0.12%1,502,587CommonNONE
682189105ONON SEMICONDUCTOR CORP$26.1M0.12%275,830CommonSOLE
34964C106FBINFORTUNE BRANDS INNOVATIONS I$26.0M0.12%361,165CommonSOLE
83088M102SWKSSKYWORKS SOLUTIONS INC$25.9M0.12%233,927CommonSOLE
82706C108SIMOSILICON MOTION TECHNOLOGY CO$25.2M0.12%350,219CommonSOLE
526057104LENLENNAR CORP$24.7M0.11%197,114CommonSOLE
75513E101RTXRAYTHEON TECHNOLOGIES CORP$24.4M0.11%248,611CommonSOLE
629377508NRGNRG ENERGY INC$24.3M0.11%650,788CommonSOLE
G8060N102STSENSATA TECHNOLOGIES HLDG PL$24.1M0.11%536,114CommonSOLE
23331A109DHID R HORTON INC$24.1M0.11%197,677CommonSOLE
054540208ACLSAXCELIS TECHNOLOGIES INC$23.9M0.11%130,506CommonSOLE
42824C109HPEHEWLETT PACKARD ENTERPRISE C$23.9M0.11%1,420,524CommonSOLE
958102105WDCWESTERN DIGITAL CORP.$23.6M0.11%621,745CommonSOLE
165167735EXECHESAPEAKE ENERGY CORP$23.4M0.11%279,777CommonSOLE
745867101PHMPULTE GROUP INC$23.1M0.11%296,944CommonSOLE
G50871105JAZZJAZZ PHARMACEUTICALS PLC$22.8M0.11%183,977CommonSOLE
87901J105TGNATEGNA INC$22.8M0.11%1,404,159CommonSOLE
37733W204GSKGSK PLC$22.5M0.10%632,374CommonSOLE
517097101LGOLARGO INC$22.5M0.10%5,295,867CommonSOLE
570535104MKLMARKEL GROUP INC$22.4M0.10%16,205CommonSOLE
438128308HMCHONDA MOTOR LTD$22.0M0.10%725,201CommonSOLE
89055F103BLDTOPBUILD CORP$21.5M0.10%80,922CommonSOLE
20825C104COPCONOCOPHILLIPS$20.9M0.10%201,358CommonSOLE
43300A203HLTHILTON WORLDWIDE HLDGS INC$20.9M0.10%143,319CommonSOLE
375558103GILDGILEAD SCIENCES INC$20.8M0.10%269,804CommonSOLE
92532F100VRTXVERTEX PHARMACEUTICALS INC$20.6M0.10%58,506CommonSOLE
517834107LVSLAS VEGAS SANDS CORP$20.5M0.09%353,262CommonSOLE
56585A102MPCMARATHON PETE CORP$20.2M0.09%172,977CommonSOLE
693718108PCARPACCAR INC$19.7M0.09%235,507CommonSOLE
980745103WWDWOODWARD INC$19.0M0.09%160,042CommonSOLE
064058100BKBANK NEW YORK MELLON CORP$18.8M0.09%422,428CommonSOLE
690742101OCOWENS CORNING NEW$18.6M0.09%142,451CommonSOLE
636518102NATIONAL INSTRS CORP$18.6M0.09%323,720CommonSOLE
336433107FSLRFIRST SOLAR INC$18.5M0.09%97,277CommonSOLE
09215C105BLACK KNIGHT INC$18.4M0.09%308,365CommonSOLE
29355A107ENPHENPHASE ENERGY INC$18.2M0.08%108,500CommonSOLE
78709Y105SAIASAIA INC$18.1M0.08%52,940CommonSOLE
866796105SLFSUN LIFE FINANCIAL INC.$18.0M0.08%345,846CommonSOLE
231561101CWCURTISS WRIGHT CORP$17.7M0.08%96,494CommonSOLE
53223X107LIFE STORAGE INC$17.7M0.08%132,813CommonSOLE
G3198U102ESNTESSENT GROUP LTD$17.6M0.08%375,261CommonSOLE
89531P105TREXTREX CO INC$17.5M0.08%267,425CommonSOLE
422806208HEI/AHEICO CORP NEW$17.2M0.08%122,054CommonSOLE
G3323L100FNFABRINET$17.0M0.08%131,204CommonSOLE
15101Q108CLSEURCELESTICA INC$17.0M0.08%1,167,697CommonSOLE
82575P107SBSWSIBANYE STILLWATER LTD$16.6M0.08%2,653,013CommonSOLE
302941109FCNFTI CONSULTING INC$16.5M0.08%86,973CommonSOLE
G491BT108IVZINVESCO LTD$16.5M0.08%982,095CommonSOLE
883203101TXTTEXTRON INC$16.5M0.08%243,788CommonSOLE
441593100HLIHOULIHAN LOKEY INC$16.1M0.07%164,230CommonSOLE
005098108GOLFACUSHNET HLDGS CORP$16.0M0.07%292,190CommonSOLE
81141R100SESEA LTD$15.6M0.07%268,633CommonNONE
515098101LSTRLANDSTAR SYS INC$15.6M0.07%80,839CommonSOLE
11271J107BNBROOKFIELD CORP$15.5M0.07%461,799CommonSOLE
739276103POWIPOWER INTEGRATIONS INC$15.4M0.07%162,987CommonSOLE
00770K202AMTXAEMETIS INC$15.4M0.07%2,101,243CommonSOLE
G3421J106FERG1GBXFERGUSON PLC NEW$15.2M0.07%96,640CommonSOLE
650111107NYTNEW YORK TIMES CO$15.1M0.07%384,489CommonSOLE
30212P303EXPEEXPEDIA GROUP INC$15.1M0.07%137,677CommonSOLE
35137L105FOXAFOX CORP$14.9M0.07%439,351CommonSOLE
371901109GNTXGENTEX CORP$14.6M0.07%499,591CommonSOLE
29275Y102ENSENERSYS$14.6M0.07%134,624CommonSOLE
513847103MZTILANCASTER COLONY CORP$14.6M0.07%72,484CommonSOLE
038336103ATRAPTARGROUP INC$14.5M0.07%125,487CommonSOLE
453038408IMOIMPERIAL OIL LTD$14.5M0.07%282,976CommonSOLE
59156R108METMETLIFE INC$14.4M0.07%255,247CommonSOLE
693656100PVHPVH CORPORATION$14.3M0.07%167,761CommonSOLE
750236101RDNRADIAN GROUP INC$14.2M0.07%559,747CommonSOLE
40415F101HDBHDFC BANK LTD$14.0M0.06%200,860CommonSOLE
00215W100ASXASE TECHNOLOGY HLDG CO LTD$13.8M0.06%1,773,413CommonSOLE
038222105AMATAPPLIED MATLS INC$13.7M0.06%95,041CommonSOLE
35138V102FOXFFOX FACTORY HLDG CORP$13.6M0.06%125,679CommonSOLE
G4474Y214JHGJANUS HENDERSON GROUP PLC$13.3M0.06%488,457CommonSOLE
75524B104RBCRBC BEARINGS INC$13.3M0.06%61,170CommonSOLE
H2906T109GRMNGARMIN LTD$13.1M0.06%125,945CommonSOLE
857477103STTSTATE STR CORP$13.0M0.06%178,039CommonSOLE
143130102KMXCARMAX INC$12.6M0.06%149,981CommonSOLE
404280406HSBCHSBC HLDGS PLC$12.5M0.06%315,187CommonSOLE
848577102SAVEEURSPIRIT AIRLS INC$12.3M0.06%718,800CommonSOLE
398905109GPIGROUP 1 AUTOMOTIVE INC$12.2M0.06%47,222CommonSOLE
099502106BAHBOOZ ALLEN HAMILTON HLDG COR$12.1M0.06%108,260CommonSOLE
46434G822EWJISHARES INC$11.9M0.05%191,927CommonSOLE
923725105VETVERMILION ENERGY INC$11.8M0.05%946,555CommonSOLE
25659T107DLBDOLBY LABORATORIES INC$11.7M0.05%140,172CommonSOLE
828806109SPGSIMON PPTY GROUP INC NEW$11.7M0.05%101,069CommonNONE
87166B102SYNEOS HEALTH INC$11.6M0.05%274,296CommonSOLE
929740108WABWABTEC$11.5M0.05%105,220CommonSOLE
759509102RSRELIANCE STEEL & ALUMINUM CO$11.5M0.05%42,433CommonSOLE
313745101FRTFEDERAL RLTY INVT TR NEW$11.5M0.05%118,932CommonNONE
74340W103PLDPROLOGIS INC.$11.5M0.05%93,636CommonNONE
758849103REGREGENCY CTRS CORP$11.4M0.05%185,080CommonNONE
92763W103VIPSVIPSHOP HOLDINGS LIMITED$11.3M0.05%683,369CommonSOLE
368736104GNRCGENERAC HLDGS INC$11.2M0.05%75,286CommonSOLE
32054K103FRFIRST INDL RLTY TR INC$11.2M0.05%212,981CommonNONE
13057Q305CRCCALIFORNIA RES CORP$11.1M0.05%245,847CommonSOLE
277276101EGPEASTGROUP PPTYS INC$11.1M0.05%63,940CommonNONE
58506Q109MEDPMEDPACE HLDGS INC$10.9M0.05%45,374CommonSOLE
256135203RDYDR REDDYS LABS LTD$10.7M0.05%170,004CommonSOLE
G8994E103TTTRANE TECHNOLOGIES PLC$10.6M0.05%55,336CommonSOLE
465562106ITUBITAU UNIBANCO HLDG S A$10.4M0.05%1,766,561CommonSOLE
416515104HIGHARTFORD FINL SVCS GROUP INC$10.3M0.05%143,534CommonSOLE
831865209AOSSMITH A O CORP$10.3M0.05%141,262CommonSOLE
G0176J109ALLEALLEGION PLC$10.2M0.05%84,740CommonSOLE
681116109OLLIOLLIES BARGAIN OUTLET HLDGS$10.1M0.05%174,656CommonSOLE
G4566710546HHOLLYSYS AUTOMATION TCHNGY L$9.8M0.05%559,392CommonSOLE
21037T109CEGCONSTELLATION ENERGY CORP$9.8M0.05%106,702CommonSOLE
039483102ADMARCHER DANIELS MIDLAND CO$9.8M0.05%129,215CommonSOLE
46583P102IVERIC BIO INC$9.6M0.04%244,050CommonSOLE
171779309CIENCIENA CORP$9.5M0.04%224,363CommonSOLE
057665200BCPCBALCHEM CORP$9.4M0.04%69,498CommonSOLE
053807103AVTAVNET INC$9.3M0.04%184,981CommonSOLE
56418H100MANMANPOWERGROUP INC WIS$9.3M0.04%116,947CommonSOLE
456788108INFYINFOSYS LTD$9.2M0.04%572,282CommonSOLE
023436108AMEDAMEDISYS INC$9.1M0.04%99,681CommonSOLE
34631B101FORGEROCK INC$9.0M0.04%438,530CommonSOLE
81181C104SEAGEN INC$8.9M0.04%46,279CommonSOLE
001055102AFLAFLAC INC$8.9M0.04%126,984CommonSOLE
000360206AAONAAON INC$8.9M0.04%93,377CommonNONE
370334104GISGENERAL MLS INC$8.8M0.04%114,854CommonSOLE
116794108BRKRBRUKER CORP$8.7M0.04%117,751CommonSOLE
531229870LIBERTY MEDIA CORP DEL$8.7M0.04%127,923CommonSOLE
278865100ECLECOLAB INC$8.5M0.04%45,384CommonSOLE
48282T104KAIKADANT INC$8.4M0.04%38,006CommonSOLE
G7S00T104PNRPENTAIR PLC$8.2M0.04%126,872CommonSOLE
693475105PNCPNC FINL SVCS GROUP INC$8.0M0.04%63,282CommonSOLE
30161N101EXCEXELON CORP$7.9M0.04%193,360CommonSOLE
87724P106TMHCTAYLOR MORRISON HOME CORP$7.9M0.04%161,483CommonSOLE
750481103RADIUS GLOBAL INFRASTRCTRE I$7.9M0.04%528,369CommonSOLE
G5960L103MDTMEDTRONIC PLC$7.9M0.04%89,346CommonSOLE
501242101KLICKULICKE & SOFFA INDS INC$7.9M0.04%132,296CommonSOLE
29476L107EQREQUITY RESIDENTIAL$7.8M0.04%118,904CommonNONE
297178105ESSESSEX PPTY TR INC$7.8M0.04%33,260CommonNONE
053484101AVBAVALONBAY CMNTYS INC$7.7M0.04%40,872CommonNONE
093671105HRBBLOCK H & R INC$7.7M0.04%241,650CommonSOLE
806407102HSICHENRY SCHEIN INC$7.6M0.04%94,047CommonSOLE
59522J103MAAMID-AMER APT CMNTYS INC$7.6M0.04%50,204CommonNONE
03750L109AIRCUSDAPARTMENT INCOME REIT CORP$7.6M0.04%210,677CommonNONE
871607107SNPSSYNOPSYS INC$7.5M0.03%17,332CommonSOLE
133131102CPTCAMDEN PPTY TR$7.5M0.03%69,190CommonNONE
281020107EIXEDISON INTL$7.5M0.03%107,360CommonSOLE
209115104EDCONSOLIDATED EDISON INC$7.3M0.03%81,273CommonSOLE
56117J100MBUUMALIBU BOATS INC$7.3M0.03%124,823CommonSOLE
25470M109DISHDISH NETWORK CORPORATION$7.3M0.03%1,109,193CommonSOLE
G5480U120LIBERTY GLOBAL PLC$7.2M0.03%407,113CommonSOLE
55405W104MYRGMYR GROUP INC DEL$7.2M0.03%52,287CommonSOLE
466032109JJSFJ & J SNACK FOODS CORP$7.2M0.03%45,325CommonNONE
384802104GWWGRAINGER W W INC$7.0M0.03%8,873CommonSOLE
06738E204BCSBARCLAYS PLC$6.7M0.03%857,328CommonSOLE
87265H109T86TRI POINTE HOMES INC$6.7M0.03%202,521CommonSOLE
499049104KNXKNIGHT-SWIFT TRANSN HLDGS IN$6.6M0.03%119,170CommonSOLE
191241108KOFCOCA-COLA FEMSA SAB DE CV$6.6M0.03%79,307CommonSOLE
29269R105EFXTENERFLEX LTD$6.5M0.03%960,827CommonSOLE
7591EP100RFREGIONS FINANCIAL CORP NEW$6.5M0.03%362,285CommonSOLE
149123101CATCATERPILLAR INC$6.4M0.03%26,189CommonSOLE
918204108VFCV F CORP$6.2M0.03%326,725CommonSOLE
718546104PSXPHILLIPS 66$6.2M0.03%65,190CommonSOLE
74251V102PFGPRINCIPAL FINANCIAL GROUP IN$6.2M0.03%81,254CommonSOLE
609207105MDLZMONDELEZ INTL INC$6.1M0.03%84,269CommonSOLE
344419106FMXFOMENTO ECONOMICO MEXICANO S$6.1M0.03%55,059CommonSOLE
624758108MWAMUELLER WTR PRODS INC$6.1M0.03%375,044CommonSOLE
74144T108TROWPRICE T ROWE GROUP INC$6.1M0.03%54,176CommonSOLE
55616P104MMACYS INC$6.0M0.03%373,242CommonSOLE
136069101CMCANADIAN IMPERIAL BK COMM TO$5.9M0.03%137,882CommonSOLE
67066G104NVDANVIDIA CORPORATION$5.7M0.03%13,390CommonSOLE
521865204LEALEAR CORP$5.6M0.03%39,322CommonSOLE
00206R102TAT&T INC$5.6M0.03%349,948CommonSOLE
552848103MTGMGIC INVT CORP WIS$5.5M0.03%347,214CommonSOLE
285512109EAELECTRONIC ARTS INC$5.5M0.03%42,224CommonSOLE
29357K103ENVAENOVA INTL INC$5.4M0.03%101,830CommonSOLE
296006109EROERO COPPER CORP$5.4M0.02%264,700CommonSOLE
01973R101ALSNALLISON TRANSMISSION HLDGS I$5.3M0.02%94,145CommonSOLE
194162103CLCOLGATE PALMOLIVE CO$5.2M0.02%67,143CommonSOLE
064149107BNSBANK NOVA SCOTIA HALIFAX$5.2M0.02%103,158CommonSOLE
127387108CDNSCADENCE DESIGN SYSTEM INC$5.1M0.02%21,947CommonSOLE
384109104GGGGRACO INC$5.0M0.02%58,155CommonSOLE
46591M109JOYYJOYY INC$5.0M0.02%163,480CommonSOLE
505336107LZBLA Z BOY INC$5.0M0.02%175,102CommonSOLE
292562105WIREEURENCORE WIRE CORP$5.0M0.02%26,911CommonSOLE
117043109BCBRUNSWICK CORP$5.0M0.02%57,559CommonSOLE
222070203COTYCOTY INC$5.0M0.02%403,677CommonSOLE
00191U102EFORASGN INC$4.9M0.02%64,711CommonSOLE
887389104TKRTIMKEN CO$4.8M0.02%52,977CommonSOLE
88706T108TIMBTIM S A$4.8M0.02%313,411CommonSOLE
040413106ANETEURARISTA NETWORKS INC$4.8M0.02%29,524CommonSOLE
913456109UVVUNIVERSAL CORP VA$4.7M0.02%94,497CommonSOLE
035128206AUUSDANGLOGOLD ASHANTI LIMITED$4.7M0.02%223,050CommonSOLE
077454106BDCBELDEN INC$4.6M0.02%48,502CommonSOLE
911363109URIUNITED RENTALS INC$4.6M0.02%10,267CommonSOLE
38059T106GFIGOLD FIELDS LTD$4.6M0.02%330,478CommonSOLE
292766102ERFGBPENERPLUS CORP$4.5M0.02%310,500CommonSOLE
776696106ROPROPER TECHNOLOGIES INC$4.5M0.02%9,266CommonSOLE
959802109WUWESTERN UN CO$4.4M0.02%379,170CommonSOLE
65290C105NEXTIER OILFIELD SOLUTIONS$4.4M0.02%496,502CommonSOLE
651587107NEUNEWMARKET CORP$4.4M0.02%11,017CommonSOLE
19247A100CNSCOHEN & STEERS INC$4.4M0.02%76,372CommonSOLE
374396406GEVOGEVO INC$4.4M0.02%2,907,671CommonSOLE
718172109PMPHILIP MORRIS INTL INC$4.4M0.02%44,786CommonSOLE
100557107SAMBOSTON BEER INC$4.2M0.02%13,557CommonSOLE
40051E202ASRGRUPO AEROPORTUARIO DEL SURE$4.2M0.02%15,031CommonSOLE
91529Y106UNMUNUM GROUP$4.2M0.02%87,300CommonSOLE
85914M107STEPSTEPSTONE GROUP INC$4.1M0.02%166,849CommonSOLE
12008R107BLDRBUILDERS FIRSTSOURCE INC$4.1M0.02%30,260CommonSOLE
860372101STCSTEWART INFORMATION SVCS COR$4.1M0.02%99,670CommonSOLE
487836108KKELLOGG CO$4.1M0.02%60,271CommonSOLE
11135F101AVGOBROADCOM INC$4.1M0.02%4,673CommonSOLE
713448108PEPPEPSICO INC$4.0M0.02%21,774CommonSOLE
770323103RHIROBERT HALF INTL INC$4.0M0.02%53,596CommonSOLE
767204100RIORIO TINTO PLC$4.0M0.02%62,831CommonSOLE
98421M106XRXXEROX HOLDINGS CORP$4.0M0.02%269,282CommonSOLE
00790R104WMSADVANCED DRAIN SYS INC DEL$4.0M0.02%35,000CommonSOLE
45104G104IBNICICI BANK LIMITED$4.0M0.02%172,335CommonNONE
920253101VMIVALMONT INDS INC$3.9M0.02%13,457CommonSOLE
047649108ATKRATKORE INC$3.8M0.02%24,561CommonSOLE
801056102SANMSANMINA CORPORATION$3.8M0.02%62,934CommonSOLE
55261F104MTBM & T BK CORP$3.7M0.02%30,300CommonSOLE
N6596X109NXPINXP SEMICONDUCTORS N V$3.7M0.02%18,171CommonSOLE
G51502105JCIJOHNSON CTLS INTL PLC$3.7M0.02%54,262CommonSOLE
49338L103KEYSKEYSIGHT TECHNOLOGIES INC$3.7M0.02%22,062CommonSOLE
91347P105OLEDUNIVERSAL DISPLAY CORP$3.7M0.02%25,594CommonNONE
67098H104OIO-I GLASS INC$3.7M0.02%171,407CommonSOLE
25787G100DFINDONNELLEY FINL SOLUTIONS INC$3.6M0.02%79,410CommonSOLE
917047102URBNURBAN OUTFITTERS INC$3.6M0.02%108,995CommonSOLE
418056107HASHASBRO INC$3.6M0.02%54,903CommonSOLE
74112D101PBHPRESTIGE CONSMR HEALTHCARE I$3.6M0.02%59,793CommonSOLE
113004105BAMBROOKFIELD ASSET MANAGMT LTD$3.5M0.02%108,220CommonSOLE
93627C101HCCWARRIOR MET COAL INC$3.5M0.02%90,279CommonSOLE
742718109PGPROCTER AND GAMBLE CO$3.5M0.02%23,131CommonNONE
G81276100SIGSIGNET JEWELERS LIMITED$3.4M0.02%52,860CommonSOLE
48241A105KBKB FINL GROUP INC$3.4M0.02%94,300CommonSOLE
929042109VNOVORNADO RLTY TR$3.4M0.02%187,625CommonNONE
867892101SHOSUNSTONE HOTEL INVS INC NEW$3.3M0.02%324,192CommonNONE
031652100AMKRAMKOR TECHNOLOGY INC$3.3M0.02%109,481CommonSOLE
12621E103CNOCNO FINL GROUP INC$3.3M0.02%137,564CommonSOLE
595017104MCHPMICROCHIP TECHNOLOGY INC.$3.2M0.01%36,112CommonSOLE
297602104ETDETHAN ALLEN INTERIORS INC$3.2M0.01%113,695CommonSOLE
615394202MOG/AMOOG INC$3.1M0.01%28,823CommonSOLE
292104106ESRTEMPIRE ST RLTY TR INC$3.1M0.01%415,049CommonNONE
91912E105VALEVALE S A$3.1M0.01%229,402CommonSOLE
431284108HIWHIGHWOODS PPTYS INC$3.1M0.01%128,691CommonNONE
25179M103DVNDEVON ENERGY CORP NEW$3.1M0.01%63,171CommonSOLE
222795502CUZCOUSINS PPTYS INC$3.0M0.01%133,031CommonNONE
444859102HUMHUMANA INC$3.0M0.01%6,723CommonSOLE
981475106WKCWORLD KINECT CORPORATION$3.0M0.01%144,918CommonSOLE
05329W102ANAUTONATION INC$3.0M0.01%18,017CommonSOLE
985817105YELPYELP INC$3.0M0.01%81,184CommonSOLE
12532H104GIBCGI INC$2.9M0.01%27,948CommonNONE
063671101BMOBANK MONTREAL QUE$2.9M0.01%32,331CommonSOLE
252784301DRHDIAMONDROCK HOSPITALITY CO$2.8M0.01%353,246CommonNONE
008252108AMGAFFILIATED MANAGERS GROUP IN$2.8M0.01%18,749CommonSOLE
703395103PDCOEURPATTERSON COS INC$2.8M0.01%83,900CommonSOLE
084670702BRK/BBERKSHIRE HATHAWAY INC DEL$2.8M0.01%8,180CommonSOLE
44107P104HSTHOST HOTELS & RESORTS INC$2.8M0.01%165,146CommonNONE
02553E106AEOAMERICAN EAGLE OUTFITTERS IN$2.8M0.01%234,719CommonSOLE
691497309OXMOXFORD INDS INC$2.7M0.01%27,873CommonSOLE
384637104GHCGRAHAM HLDGS CO$2.7M0.01%4,776CommonSOLE
204409601CIGCIA ENERGETICA DE MINAS GERA$2.7M0.01%1,032,314CommonSOLE
03852U106ARMKARAMARK$2.7M0.01%62,803CommonSOLE
015271109AREALEXANDRIA REAL ESTATE EQ IN$2.7M0.01%23,786CommonNONE
92922P106WTIW & T OFFSHORE INC$2.7M0.01%688,900CommonSOLE
44925C103ICFIICF INTL INC$2.7M0.01%21,392CommonSOLE
91913Y100VLOVALERO ENERGY CORP$2.7M0.01%22,599CommonSOLE
620076307MSIMOTOROLA SOLUTIONS INC$2.6M0.01%9,000CommonSOLE
783754104RYZRYERSON HLDG CORP$2.6M0.01%60,679CommonSOLE
03784Y200APLEAPPLE HOSPITALITY REIT INC$2.6M0.01%173,777CommonSOLE
29109X106AZPN1USDASPEN TECHNOLOGY INC$2.6M0.01%15,600CommonSOLE
423403104MOMOHELLO GROUP INC$2.6M0.01%267,825CommonSOLE
444097109HUDSON PAC PPTYS INC$2.5M0.01%601,033CommonNONE
Y8565N300TNKTEEKAY TANKERS LTD$2.5M0.01%65,100CommonSOLE
045487105ASBASSOCIATED BANC CORP$2.5M0.01%151,296CommonSOLE
80689H102SNDRSCHNEIDER NATIONAL INC$2.4M0.01%84,872CommonSOLE
279158109ECECOPETROL S A$2.4M0.01%237,400CommonNONE
053332102AZOAUTOZONE INC$2.4M0.01%972CommonSOLE
974250102WINAWINMARK CORP$2.4M0.01%7,267CommonSOLE
12626K203CRH PLC$2.4M0.01%42,217CommonSOLE
26210C104DBXDROPBOX INC$2.3M0.01%87,475CommonSOLE
969904101WSMWILLIAMS SONOMA INC$2.3M0.01%18,583CommonSOLE
90278Q108UFPIUFP INDUSTRIES INC$2.3M0.01%23,923CommonSOLE
00402L107ASOACADEMY SPORTS & OUTDOORS IN$2.3M0.01%42,696CommonSOLE
23355L106DXCDXC TECHNOLOGY CO$2.3M0.01%86,291CommonSOLE
146229109CRICARTERS INC$2.3M0.01%31,503CommonSOLE
88337F105ODP1THE ODP CORP$2.2M0.01%47,310CommonSOLE
N00985106AERAERCAP HOLDINGS NV$2.1M0.01%33,846CommonSOLE
98956P102ZBHZIMMER BIOMET HOLDINGS INC$2.1M0.01%14,468CommonSOLE
398433102GFFGRIFFON CORP$2.1M0.01%52,182CommonSOLE
344849104WOOFOOT LOCKER INC$2.1M0.01%77,342CommonSOLE
880779103TEXTEREX CORP NEW$2.0M0.01%34,261CommonSOLE
48203R104JNPJUNIPER NETWORKS INC$2.0M0.01%63,366CommonSOLE
910873405UMCUNITED MICROELECTRONICS CORP$2.0M0.01%251,400CommonSOLE
00081T108ACCOACCO BRANDS CORP$1.9M0.01%371,145CommonSOLE
743315103PGRPROGRESSIVE CORP$1.9M0.01%14,171CommonSOLE
75605Y106ANYWHERE REAL ESTATE INC$1.9M0.01%277,735CommonSOLE
84920Y106SPWHSPORTSMANS WHSE HLDGS INC$1.9M0.01%324,789CommonSOLE
858586100SCLSTEPAN CO$1.8M0.01%19,307CommonSOLE
403829104GYROGYRODYNE LLC$1.8M0.01%119,248CommonSOLE
03073E105CORAMERISOURCEBERGEN CORP$1.8M0.01%9,480CommonSOLE
03076C106AMPAMERIPRISE FINL INC$1.8M0.01%5,475CommonSOLE
607828100MODMODINE MFG CO$1.8M0.01%54,604CommonSOLE
55345K10337MMRC GLOBAL INC$1.7M0.01%172,393CommonSOLE
104674106BRCBRADY CORP$1.7M0.01%36,484CommonSOLE
443320106HUBGHUB GROUP INC$1.7M0.01%21,158CommonSOLE
824889109SCVLSHOE CARNIVAL INC$1.7M0.01%71,862CommonSOLE
624756102MLIMUELLER INDS INC$1.7M0.01%19,162CommonSOLE
26152H301DRDDRDGOLD LIMITED$1.7M0.01%155,900CommonSOLE
665859104NTRSNORTHERN TR CORP$1.7M0.01%22,293CommonSOLE
46429B598INDAISHARES TR$1.6M0.01%37,513CommonSOLE
844741108LUVSOUTHWEST AIRLS CO$1.6M0.01%44,948CommonSOLE
928298108VSHVISHAY INTERTECHNOLOGY INC$1.6M0.01%54,713CommonSOLE
71363P106PRDOPERDOCEO ED CORP$1.6M0.01%130,886CommonSOLE
419596101HVTHAVERTY FURNITURE COS INC$1.6M0.01%52,956CommonSOLE
20441B605ELP1COMPANHIA PARANAENSE ENERG C$1.5M0.01%179,800CommonSOLE
447011107HUNHUNTSMAN CORP$1.5M0.01%56,896CommonSOLE
126349109CSNCSG SYS INTL INC$1.5M0.01%28,636CommonSOLE
74164F103PRIMPRIMORIS SVCS CORP$1.5M0.01%49,306CommonSOLE
201723103CMCCOMMERCIAL METALS CO$1.5M0.01%28,309CommonSOLE
36237H101GIIIG III APPAREL GROUP LTD$1.5M0.01%75,541CommonSOLE
500255104KSSKOHLS CORP$1.4M0.01%59,658CommonSOLE
87936R205VIVTELEFONICA BRASIL SA$1.3M0.01%144,996CommonSOLE
364760108GAPGAP INC$1.3M0.01%148,173CommonSOLE
624580106MOVMOVADO GROUP INC$1.3M0.01%47,644CommonSOLE
59001A102MTHMERITAGE HOMES CORP$1.3M0.01%8,923CommonSOLE
260003108DOVDOVER CORP$1.2M0.01%8,400CommonSOLE
00737L103CVSAADTALEM GLOBAL ED INC$1.2M0.01%34,809CommonSOLE
124805102CBZCBIZ INC$1.2M0.01%22,348CommonSOLE
720190206PDMPIEDMONT OFFICE REALTY TR IN$1.2M0.01%162,400CommonSOLE
871332102SLVMSYLVAMO CORP$1.2M0.01%28,998CommonSOLE
427866108HSYHERSHEY CO$1.2M0.01%4,616CommonSOLE
825690100SSTKSHUTTERSTOCK INC$1.1M0.01%23,547CommonSOLE
032654105ADIANALOG DEVICES INC$1.1M0.01%5,790CommonSOLE
744320102PRUPRUDENTIAL FINL INC$1.1M0.01%12,670CommonSOLE
773903109ROKROCKWELL AUTOMATION INC$1.1M0.01%3,349CommonSOLE
05968L102CIBEURBANCOLOMBIA S A$1.1M0.01%40,607CommonNONE
807066105SCHLSCHOLASTIC CORP$1.1M0.01%27,848CommonSOLE
928881101VNTVONTIER CORPORATION$1.1M0.01%33,548CommonSOLE
248019101DLXDELUXE CORP$1.1M0.00%60,372CommonSOLE
144285103CRSCARPENTER TECHNOLOGY CORP$1.0M0.00%18,693CommonSOLE
077347300BELFBBEL FUSE INC$1.0M0.00%17,800CommonSOLE
25525P107DHCDIVERSIFIED HEALTHCARE TR$1.0M0.00%452,456CommonSOLE
00164V103AMCXAMC NETWORKS INC$1.0M0.00%84,735CommonSOLE
678026105OISOIL STS INTL INC$1.0M0.00%134,457CommonSOLE
G6700G107NVTNVENT ELECTRIC PLC$1.0M0.00%19,398CommonSOLE
57637H103MCFTMASTERCRAFT BOAT HLDGS INC$999,2210.00%32,601CommonSOLE
76122Q105RGPRESOURCES CONNECTION INC$992,3220.00%63,165CommonSOLE
81761L102SVCSERVICE PPTYS TR$981,1010.00%112,900CommonSOLE
566324109MMIMARCUS & MILLICHAP INC$970,9810.00%30,815CommonSOLE
00773T101ASIXADVANSIX INC$970,7650.00%27,752CommonSOLE
371532102GCOGENESCO INC$970,4250.00%38,755CommonSOLE
858155203GJBSTEELCASE INC$949,0010.00%123,087CommonSOLE

Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.