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13F-HR filed by Grantham, Mayo, Van Otterloo & Co. LLC

Grantham, Mayo, Van Otterloo & Co. LLC filed this 13F-HR for the quarter ended 2019-06-30, filed 2019-08-13, with 699 holding rows worth $14,208,392,000.

Accession
0001072613-19-000257
Filed
2019-08-13
Accepted by EDGAR
acceptance time not in the bulk data set
Ingested
Source
SEC quarterly data set

Original filing

13F report for Q2 2019

A holdings report, 699 entries on the cover page, a total value of $14,208,392,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $14,208,392,000 with VALUE read as thousands by filing date, 13F file number 028-11599. The quarter's positions are built on this report. The resolved quarter.

The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).

Issuer as filedCUSIPClassAmountValueValue read asType
CRA INTL INC12618T105COM33,848$1,297,000thousands by filing date
EMCOR GROUP INC COM29084Q100Stock14,600$1,286,000thousands by filing date
ARGO GROUP INTERNATIONALG0464B107COMMON STOCK17,200$1,274,000thousands by filing date
WEYCO GROUP INC COM962149100Stock47,000$1,255,000thousands by filing date
KIMBALL ELECTRONICS INC49428J109COMMON STOCK75,200$1,221,000thousands by filing date
DIGI INTL INC253798102COM95,300$1,208,000thousands by filing date
REPUBLIC BANCORP INC CLASS A760281204COMMON STOCK24,289$1,208,000thousands by filing date
SENECA FOODS CORP NEW817070501CL A43,092$1,199,000thousands by filing date
KENNAMETAL INC489170100COM32,300$1,195,000thousands by filing date
MILLER INDUSTRIES INC TENN600551204COMMON STOCK38,850$1,195,000thousands by filing date
TRIBUNE PUBG CO NEW89609W107COM148,300$1,182,000thousands by filing date
ROBERT HALF INC. COM770323103Stock20,653$1,177,000thousands by filing date
OLYMPIC STEEL INC COM68162K106Stock83,400$1,138,000thousands by filing date
CALIX INC13100M509COM168,800$1,107,000thousands by filing date
RIBBON COMMUNICATIONS INC762544104COMMON STOCK222,700$1,089,000thousands by filing date
PENSKE AUTOMOTIVE GRP INC COM70959W103Stock22,900$1,083,000thousands by filing date
NATURAL GROCERS BY VITAMIN C63888U108COMMON STOCK106,500$1,070,000thousands by filing date
Gulfport Energy402635304COM216,900$1,065,000thousands by filing date
BRIGHTSPHERE INVESTMENT GROUPG1644T109COMMON STOCK-FO91,300$1,042,000thousands by filing date
AMERESCO INC02361E108CL A69,540$1,024,000thousands by filing date
STRATEGY INC CL A NEW594972408Stock7,000$1,003,000thousands by filing date
DOMTAR CORP257559203COM NEW22,500$1,002,000thousands by filing date
BANKFINANCIAL CORP06643P104COM71,600$1,002,000thousands by filing date
PVH CORPORATION COM693656100Stock10,514$995,000thousands by filing date
DONNELLEY FINL SOLUTIONS INC25787G100COM74,300$991,000thousands by filing date
FARMERS NATL BANC CORP309627107COMMON STOCK66,800$991,000thousands by filing date
CIVISTA BANCSHARES INC178867107COMMON STOCK43,700$981,000thousands by filing date
ROYAL DUTCH SHELL PLC SPN ADR780259206SPONS ADR A15,000$976,000thousands by filing date
AVID TECHNOLOGY INC05367P100COM104,300$951,000thousands by filing date
CABOT CORP127055101COM19,759$943,000thousands by filing date
RADIANT LOGISTICS INC75025X100COM152,100$934,000thousands by filing date
VILLAGE SUPER MKT INC CL A NEW927107409Stock35,031$929,000thousands by filing date
EXANTAS CAP CORP30068N105COM NEW81,400$921,000thousands by filing date
GENIE ENERGY LTD372284208CL B85,800$914,000thousands by filing date
TE CONNECTIVITY LTDH84989104SHS9,500$910,000thousands by filing date
UNITED COMMUNITY FINANCIAL909839102COM94,400$903,000thousands by filing date
NATIONAL CINEMEDIA INC635309107COM137,500$902,000thousands by filing date
CONMED CORP COM207410101Stock10,500$898,000thousands by filing date
Federal Agric Mtg Corp Cl C313148306COM12,361$898,000thousands by filing date
SMITH & NEPHEW PLC SPDN ADR NEW83175M205ADR20,500$893,000thousands by filing date
MACATAWA BANK CORP554225102COMMON STOCK86,800$891,000thousands by filing date
MERIDIAN BANCORP INC MD58958U103COM49,800$891,000thousands by filing date
DIAMONDROCK HOSPITALITY CO252784301COM85,500$884,000thousands by filing date
MONARCH CASINO & RESORT INC609027107COM19,973$854,000thousands by filing date
MUTUALFIRST FINANCIAL INC62845B104COM24,833$845,000thousands by filing date
BLACKROCK TCP CAPITAL CORP09259E108COM58,600$835,000thousands by filing date
CAREER EDUCATION CORP141665109COM43,500$830,000thousands by filing date
ISHARES TR464287234MSCI EMG MKT ETF19,292$828,000thousands by filing date
REGAL REXNORD CORPORATION758750103COM10,100$825,000thousands by filing date
HARMONIC INC413160102COM148,400$824,000thousands by filing date
AMERICAN VANGUARD CORP030371108COM53,000$817,000thousands by filing date
NEWS CORP NEW65249B208CL B58,150$812,000thousands by filing date
DENBURY RES INC247916208COM NEW648,208$804,000thousands by filing date
TRUBRIDGE INC205306103COM28,600$795,000thousands by filing date
CBS CORP NEW124857202CL B15,800$788,000thousands by filing date
CNB FINANCIAL CORP PA126128107COMMON STOCK27,544$778,000thousands by filing date
ROCKY BRANDS INC774515100COMMON STOCK28,035$765,000thousands by filing date
CHESAPEAKE LODGING TR165240102SH BEN INT26,800$762,000thousands by filing date
BRINKER INTL INC COM109641100Stock19,300$759,000thousands by filing date
SCANSOURCE INC806037107COM23,300$759,000thousands by filing date
PROTECTIVE INSURANCE CORP- B74368l203COM43,600$757,000thousands by filing date
CALLAWAY GOLF CO131193104COM43,899$753,000thousands by filing date
PEOPLES BANCORP INC709789101COM23,000$742,000thousands by filing date
BASSETT FURNITURE INDS INC COM070203104Stock48,000$732,000thousands by filing date
HOMETRUST BANCSHARES INC437872104COMMON STOCK28,900$727,000thousands by filing date
SCHOLASTIC CORP COM807066105Stock21,782$724,000thousands by filing date
Flushing Financial Corp343873105Common Stock32,600$724,000thousands by filing date
CBIZ INC124805102COM36,700$719,000thousands by filing date
SPARTANNASH CO847215100COM61,300$715,000thousands by filing date
PROGRESS SOFTWARE CORP COM743312100Stock16,348$713,000thousands by filing date
SP PLUS CORP78469C103COM22,200$709,000thousands by filing date
KFORCE INC COM493732101Stock19,968$701,000thousands by filing date
ARMSTRONG FLOORING INC04238R106COM70,800$697,000thousands by filing date
AXCELIS TECHNOLOGIES INC054540208COM NEW46,200$695,000thousands by filing date
KELLY SVCS INC488152208CL A26,200$686,000thousands by filing date
NORTHRIM BANCORP INC666762109COMMON STOCK19,244$686,000thousands by filing date
OTTER TAIL CORP689648103COM12,900$681,000thousands by filing date
TRUSTMARK CORP898402102COM20,300$675,000thousands by filing date
LCNB CORP50181P100COM35,243$670,000thousands by filing date
TECK RESOURCES LTD CL B878742204Stock28,700$663,000thousands by filing date
CEDAR REALTY TRUST INC150602209COMMON STOCK249,200$660,000thousands by filing date
MINERALS TECHNOLOGIES INC COM603158106Stock11,900$637,000thousands by filing date
ALPHA & OMEGA SEMICONDUCTORG6331P104SHS67,900$634,000thousands by filing date
STANDARD MOTOR PRODS853666105COMMON STOCK13,900$630,000thousands by filing date
APPLIED INDL TECHNOLOGIES INC COM03820C105Stock10,220$629,000thousands by filing date
Caterpillar Inc.149123101COM4,600$627,000thousands by filing date
AGILYSYS INC00847J105COM28,400$610,000thousands by filing date
UNIVEST FINANCIAL CORPORATIO915271100COM22,400$588,000thousands by filing date
EVOLUTION PETROLEUM CORP30049A107COMMON STOCK81,600$583,000thousands by filing date
ZIX CORP98974P100COM63,500$577,000thousands by filing date
SPEEDWAY MOTORSPORTS INC847788106COM30,902$573,000thousands by filing date
VIPSHOP HLDGS LTD SPONSORED ADS A92763W103ADR64,900$560,000thousands by filing date
RTI BIOLOGICS INC74975N105COM130,642$555,000thousands by filing date
REXNORD CORP76169B102COMMON STOCK18,000$544,000thousands by filing date
WEST BANCORPORATION95123P106COMMON STOCK25,200$535,000thousands by filing date
DARLING INGREDIENTS INC COM237266101Stock26,800$533,000thousands by filing date
MIX TELEMATICS LTD60688N102SPONSORED ADR35,379$532,000thousands by filing date
TELENAV INC879455103COMMON STOCK66,400$531,000thousands by filing date
SYSTEMAX INC871851101COM23,900$530,000thousands by filing date
STATE AUTO FINANCIAL CORP855707105COM14,900$522,000thousands by filing date
OXFORD INDS INC691497309COM6,800$515,000thousands by filing date
HUNTSMAN CORP447011107COM24,800$507,000thousands by filing date
TATA MTRS LTD876568502SPONSORED ADR42,900$501,000thousands by filing date
AMC NETWORKS INC00164V103CL A9,200$501,000thousands by filing date
UNITED MICROELECTRONICS CORP SPON ADR NEW910873405ADR223,200$493,000thousands by filing date
ANSYS INC COM03662Q105COM2,400$492,000thousands by filing date
TRUSTCO BK CORP N Y898349105COM62,100$492,000thousands by filing date
PREMIER FINL BANCORP INC74050M105COM31,651$475,000thousands by filing date
REGIS CORP758932107COM28,239$469,000thousands by filing date
TRIPLE-S MGMT CORP896749108CL B19,500$465,000thousands by filing date
ALLIENT INC019330109COM12,200$462,000thousands by filing date
INFORMATION SVCS GROUP INC45675Y104COM143,700$454,000thousands by filing date
RESOLUTE FOREST PRODUCTS76117W109COMMON STOCK63,100$454,000thousands by filing date
NICOLET BANKSHARES INC65406E102COM7,300$453,000thousands by filing date
UMB FINL CORP902788108COM6,800$448,000thousands by filing date
STAR GROUP LP85512C105UNIT LTD PARTNR43,400$434,000thousands by filing date
BEL FUSE INC077347300CL B25,171$432,000thousands by filing date
UNITIL CORP COM913259107Stock7,200$431,000thousands by filing date
DAKTRONICS INC234264109COM69,300$428,000thousands by filing date
CONSOLIDATED WATER CO ORD SHG23773107COMMON STOCK29,997$428,000thousands by filing date
HURCO CO447324104COM12,000$427,000thousands by filing date
FASTLY INC31188V100CL A20,900$424,000thousands by filing date
SILVERBOW RES INC82836G102COM29,800$413,000thousands by filing date
NOVARTIS AG SPONSORED ADR66987V109ADR4,500$411,000thousands by filing date
FONAR CORP344437405COM NEW18,900$407,000thousands by filing date
TURKCELL ILETISIM SPON ADR NEW900111204ADR71,200$390,000thousands by filing date
ONE LIBERTY PROPERTIES INC682406103REIT13,300$385,000thousands by filing date
PARK OHIO HOLDINGS CORP700666100COMMON STOCK11,800$385,000thousands by filing date
OLD SECOND BANCORP INC680277100COMMON STOCK30,000$383,000thousands by filing date
RIVERVIEW BANCORP INC769397100COM44,853$383,000thousands by filing date
NRG ENERGY INC COM NEW629377508Stock10,700$376,000thousands by filing date
FIRST LONG IS CORP320734106COM18,400$369,000thousands by filing date
CELESTICA INC15101Q108COMMON STOCK-FO53,700$367,000thousands by filing date
HILLTOP HLDGS INC432748101COM17,100$364,000thousands by filing date
MERCER INTL INC588056101COM23,300$360,000thousands by filing date
BP PLC SPONSORED ADR055622104ADR8,500$354,000thousands by filing date
HEIDRICK & STRUGGLES INTL IN422819102COM11,800$354,000thousands by filing date
SHILOH INDUSTRIES INC824543102COM72,482$353,000thousands by filing date
ESSA BANCORP INC COM29667D104Stock23,000$351,000thousands by filing date
POSCO HOLDINGS INC SPONSORED ADR693483109ADR6,600$350,000thousands by filing date
Deere & Company244199105COM2,100$348,000thousands by filing date
ZYNGA INC.98986T108CL A56,188$344,000thousands by filing date
WESTERN ASSET MTG CAP CORP95790D105COM34,000$339,000thousands by filing date
LTC PPTYS INC COM502175102REIT7,400$338,000thousands by filing date
MARLIN BUSINESS SVCS CORP571157106COM13,549$338,000thousands by filing date
SABRE CORP COM78573M104Stock15,201$337,000thousands by filing date
BLOCK H & R INC COM093671105Stock11,400$334,000thousands by filing date
SANDY SPRING BANCORP INC800363103COMMON STOCK9,400$328,000thousands by filing date
HOLOGIC INC436440101COM6,760$325,000thousands by filing date
WESTWOOD HOLDINGS GROUP INC961765104COMMON STOCK9,100$320,000thousands by filing date
APPLE HOSPITALITY REIT INC COM NEW03784Y200REIT20,000$317,000thousands by filing date
CITI TRENDS INC17306X102COMMON STOCK21,700$317,000thousands by filing date
LEAF GROUP LTD52177G102COM41,800$310,000thousands by filing date
LINCOLN NATL CORP IND COM534187109Stock4,800$309,000thousands by filing date
HUB GROUP INC443320106CL A7,300$306,000thousands by filing date
PREFORMED LINE PRODS CO740444104COM5,200$289,000thousands by filing date
NEWMARK GROUP INC65158N102CL A31,800$286,000thousands by filing date
AMKOR TECHNOLOGY INC COM031652100Stock37,600$280,000thousands by filing date
TIMBERLAND BANCORP INC887098101COMMON STOCK9,300$278,000thousands by filing date
WESTERN UN CO COM959802109Stock13,700$272,000thousands by filing date
TPI Composites Inc87266J104Common Stock10,600$262,000thousands by filing date
KULICKE & SOFFA INDS INC501242101COM11,300$255,000thousands by filing date
KAISER ALUMINUM CORP483007704COM PAR $0.012,600$254,000thousands by filing date
AMERICAN NATL BANKSHARES INC027745108COM6,516$252,000thousands by filing date
THE MEET GROUP INC.58513U101Common Stock71,200$248,000thousands by filing date
PIPER SANDLER COMPANIES724078100COM3,300$245,000thousands by filing date
CTS CORP126501105COM8,800$243,000thousands by filing date
RALPH LAUREN CORP751212101CL A2,100$239,000thousands by filing date
GENERAC HLDGS INC368736104COM3,400$236,000thousands by filing date
FIRST FINANCIAL NORTHWEST IN32022K102COM16,676$236,000thousands by filing date
CANADIAN PACIFIC RAILWAYS13645T100COM1,000$235,000thousands by filing date
AES CORP COM00130H105Stock13,500$226,000thousands by filing date
ESCALADE INC296056104COMMON STOCK19,418$223,000thousands by filing date
CHEETAH MOBILE INC SPONSORED ADS163075104ADR61,900$220,000thousands by filing date
SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD824596100ADR5,600$218,000thousands by filing date
INTERFACE INC458665304COM14,200$218,000thousands by filing date
BANCOLOMBIA S A05968L102SPON ADR PREF4,200$214,000thousands by filing date
FIRST COMWLTH FINL CORP PA319829107COM15,800$213,000thousands by filing date
JUMEI INTL HLDG LTD48138L107SPONSORED ADR85,800$211,000thousands by filing date
CHANNELADVISOR CORP159179100COM23,700$208,000thousands by filing date
UNITED SEC BANCSHARES CALIF911460103COM16,669$190,000thousands by filing date
TWIN DISC INC901476101COMMON STOCK12,300$186,000thousands by filing date
DONNELLEY R R & SONS CO257867200COM94,200$186,000thousands by filing date
GREEN PLAINS INC393222104COM16,400$177,000thousands by filing date
AGROFRESH SOLUTIONS INC00856G109COM116,000$175,000thousands by filing date
SOUTHERN NATL BANCORP OF VA843395104COM11,300$173,000thousands by filing date
NAUTILUS INC63910B102COMMON STOCK75,600$167,000thousands by filing date
JUST ENERGY GROUP INC48213W101COM38,700$167,000thousands by filing date
DONEGAL GROUP INC CL A257701201COMMON STOCK10,854$166,000thousands by filing date
PFENEX INC717071104COM20,600$139,000thousands by filing date
GERDAU SA SPON ADR REP PFD373737105ADR35,200$137,000thousands by filing date
DHI GROUP INC23331S100COM37,100$132,000thousands by filing date
C&J ENERGY SVCS INC NEW12674R100COM10,428$123,000thousands by filing date
VALHI INC NEW918905100COM30,600$91,000thousands by filing date
AU OPTRONICS CORP002255107SPONSORED ADR25,900$77,000thousands by filing date
ON DECK CAP INC682163100COM16,100$67,000thousands by filing date
WESTPORT FUEL SYSTEMS INC960908309COM13,000$35,000thousands by filing date
CASTLIGHT HEALTH INC CL B14862Q100Stock10,700$35,000thousands by filing date
RENREN INC759892201SPON ADR A NEW16,700$16,000thousands by filing date

Amendment chain

FilingRoleFiledAcceptedIngested
13F-HR 0001072613-19-000257this filing2019-08-13acceptance time not in the bulk data set