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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 2019-09-30, filed 2019-11-13, with 718 holding rows worth $14,414,910,000.

Accession
0001072613-19-000292
Filed
2019-11-13
Accepted by EDGAR
acceptance time not in the bulk data set
Ingested
Source
SEC quarterly data set

Original filing

13F report for Q3 2019

A holdings report, 718 entries on the cover page, a total value of $14,414,910,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $14,414,910,000 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
MASIMO CORP COM574795100Stock9,083$1,351,000thousands by filing date
QUANEX BLDG PRODS CORP COM747619104Stock74,600$1,349,000thousands by filing date
UNIVEST FINANCIAL CORPORATIO915271100COM52,800$1,347,000thousands by filing date
VERITIV CORP923454102COM74,500$1,347,000thousands by filing date
ZYNGA INC.98986T108CL A231,188$1,346,000thousands by filing date
ARROW ELECTRS INC042735100COM18,028$1,345,000thousands by filing date
EDISON INTL COM281020107Stock17,800$1,342,000thousands by filing date
LAMAR ADVERTISING CO CL A512816109REIT15,600$1,278,000thousands by filing date
Flushing Financial Corp343873105Common Stock62,400$1,261,000thousands by filing date
BELDEN INC COM077454106Stock23,600$1,259,000thousands by filing date
SEI INVTS CO COM784117103Stock21,200$1,256,000thousands by filing date
TPI Composites Inc87266J104Common Stock66,300$1,243,000thousands by filing date
ASBURY AUTOMOTIVE GROUP INC COM043436104Stock11,900$1,218,000thousands by filing date
PLEXUS CORP COM729132100Stock19,400$1,213,000thousands by filing date
UNITED COMMUNITY FINANCIAL909839102COM112,300$1,211,000thousands by filing date
DECKERS OUTDOOR CORP243537107COM8,200$1,208,000thousands by filing date
JONES LANG LASALLE INC COM48020Q107Stock8,688$1,208,000thousands by filing date
KENNAMETAL INC489170100COM39,100$1,202,000thousands by filing date
PRINCIPAL FINANCIAL GROUP INC COM74251V102Stock20,900$1,194,000thousands by filing date
REXNORD CORP76169B102COMMON STOCK44,000$1,190,000thousands by filing date
HELEN OF TROY CORP LTDG4388N106COM7,500$1,182,000thousands by filing date
SKECHERS U S A INC830566105CL A31,115$1,162,000thousands by filing date
WHIRLPOOL CORP COM963320106Stock7,300$1,156,000thousands by filing date
SPIRIT RLTY CAP INC NEW NPV84860W300COM NEW23,967$1,147,000thousands by filing date
METHODE ELECTRONICS INC591520200COMMON STOCK34,000$1,144,000thousands by filing date
CLARUS CORP NEW18270P109COM96,996$1,137,000thousands by filing date
FTI CONSULTING INC302941109COM10,687$1,133,000thousands by filing date
REGIONS FINANCIAL CORP NEW COM7591EP100Stock71,306$1,128,000thousands by filing date
OLYMPIC STEEL INC COM68162K106Stock78,200$1,126,000thousands by filing date
UNITED CMNTY BKS BLAIRSVLE G90984P303COM39,500$1,120,000thousands by filing date
SANDRIDGE ENERGY INC80007P869COM NEW235,100$1,105,000thousands by filing date
OLD NATL BANCORP IND680033107COM64,000$1,101,000thousands by filing date
AIR PRODS & CHEMS INC009158106COM4,956$1,100,000thousands by filing date
VILLAGE SUPER MKT INC CL A NEW927107409Stock41,531$1,098,000thousands by filing date
CIVISTA BANCSHARES INC178867107COMMON STOCK50,400$1,095,000thousands by filing date
ALPHA & OMEGA SEMICONDUCTORG6331P104SHS88,300$1,084,000thousands by filing date
DICKS SPORTING GOODS INC COM253393102Stock26,000$1,061,000thousands by filing date
REPUBLIC BANCORP INC CLASS A760281204COMMON STOCK24,189$1,051,000thousands by filing date
WEYCO GROUP INC COM962149100Stock46,400$1,049,000thousands by filing date
ZIFF DAVIS INC48123V102COM11,527$1,047,000thousands by filing date
HOMETRUST BANCSHARES INC437872104COMMON STOCK39,600$1,032,000thousands by filing date
KRATON CORPORATION50077C106COM31,700$1,024,000thousands by filing date
SYSTEMAX INC871851101COM46,300$1,019,000thousands by filing date
FIRST BANCORP NC318910106COMMON STOCK28,000$1,005,000thousands by filing date
GENPACT LIMITED SHSG3922B107Stock25,878$1,003,000thousands by filing date
MYRIAD GENETICS INC62855J104COM34,000$973,000thousands by filing date
SEACOR HOLDINGS INC811904101COM20,600$970,000thousands by filing date
UPBOUND GROUP INC COM76009N100Stock37,100$957,000thousands by filing date
ACADIAN ASSET MANAGEMENT INC COM10948W103Stock96,300$954,000thousands by filing date
FARMERS NATL BANC CORP309627107COMMON STOCK65,900$954,000thousands by filing date
OFFICE PPTYS INCOME TR67623C109COM SHS BEN INT31,100$953,000thousands by filing date
AMERICAN PUB ED INC02913V103COM42,487$949,000thousands by filing date
STATE AUTO FINANCIAL CORP855707105COM29,000$939,000thousands by filing date
DIAMONDROCK HOSPITALITY CO252784301COM90,200$925,000thousands by filing date
KT CORP SPONSORED ADR48268K101ADR81,600$923,000thousands by filing date
NETAPP INC COM64110D104Stock17,426$915,000thousands by filing date
EVOLUTION PETROLEUM CORP30049A107COMMON STOCK156,200$912,000thousands by filing date
NICOLET BANKSHARES INC65406E102COM13,600$905,000thousands by filing date
Procter & Gamble Co742718109COM7,200$896,000thousands by filing date
SPARTANNASH CO847215100COM75,600$894,000thousands by filing date
WESTERN ASSET MTG CAP CORP95790D105COM92,300$891,000thousands by filing date
MACATAWA BANK CORP554225102COMMON STOCK85,600$889,000thousands by filing date
NANOMETRICS630077105COM27,200$887,000thousands by filing date
ENPRO INC29355X107COM12,900$886,000thousands by filing date
NORTHRIM BANCORP INC666762109COMMON STOCK22,144$878,000thousands by filing date
SERVICE PPTYS TR81761L102COM SH BEN INT33,811$872,000thousands by filing date
CARROLS RESTAURANT GROUP INC14574X104COM105,200$872,000thousands by filing date
PARK HOTELS & RESORTS INC COM700517105REIT34,226$855,000thousands by filing date
TRINSEO S AL9340P101SHS19,400$833,000thousands by filing date
BLOCK H & R INC COM093671105Stock34,900$824,000thousands by filing date
1 800 FLOWERS COM INC68243Q106CL A55,500$821,000thousands by filing date
ROSETTA STONE INC777780107COM47,100$820,000thousands by filing date
ISHARES TR464287234MSCI EMG MKT ETF19,869$812,000thousands by filing date
CHATHAM LODGING TR16208T102COM44,128$801,000thousands by filing date
ENERSYS COM29275Y102Stock12,100$798,000thousands by filing date
CURO GROUP HOLDINGS CORP23131L107COM60,000$797,000thousands by filing date
BANKFINANCIAL CORP06643P104COM66,900$796,000thousands by filing date
MONARCH CASINO & RESORT INC609027107COM18,773$783,000thousands by filing date
CNB FINANCIAL CORP PA126128107COMMON STOCK27,244$782,000thousands by filing date
TERNIUM SA880890108SPONSORED ADS40,500$777,000thousands by filing date
PITNEY BOWES INC COM724479100Stock168,600$771,000thousands by filing date
ELLINGTON FINANCIAL INC28852N109COM42,600$770,000thousands by filing date
ONEMAIN HLDGS INC COM68268W103Stock20,958$769,000thousands by filing date
PROGRESS SOFTWARE CORP COM743312100Stock19,848$755,000thousands by filing date
LITHIA MTRS INC COM536797103Stock5,700$755,000thousands by filing date
MUTUALFIRST FINANCIAL INC62845B104COM23,933$754,000thousands by filing date
APPLE HOSPITALITY REIT INC COM NEW03784Y200REIT44,800$743,000thousands by filing date
BASSETT FURNITURE INDS INC COM070203104Stock47,900$733,000thousands by filing date
CAREER EDUCATION CORP141665109COM45,207$718,000thousands by filing date
CEDAR REALTY TRUST INC150602209COMMON STOCK238,800$716,000thousands by filing date
PROTECTIVE INSURANCE CORP- B74368l203COM40,800$712,000thousands by filing date
HEALTHSTREAM INC42222N103COM27,400$709,000thousands by filing date
WYNDHAM DESTINATIONS INC98310W108COM15,400$709,000thousands by filing date
ICICI BANK LIMITED ADR45104G104ADR57,700$703,000thousands by filing date
INTEGER HLDGS CORP45826H109COM9,300$703,000thousands by filing date
AAR CORP000361105COM16,799$692,000thousands by filing date
PRESIDIO INC74102M103COM40,900$691,000thousands by filing date
CITI TRENDS INC17306X102COMMON STOCK37,700$690,000thousands by filing date
NEWS CORP NEW65249B208CL B47,850$684,000thousands by filing date
GRUPO AEROPORTUARIO DEL CENT400501102SPON ADR14,100$670,000thousands by filing date
PVH CORPORATION COM693656100Stock7,514$663,000thousands by filing date
NAVIENT CORPORATION COM63938C108Stock50,300$644,000thousands by filing date
INNOPHOS HOLDINGS INC45774N108COMMON STOCK19,500$633,000thousands by filing date
ARBOR REALTY TRUST INC038923108COM47,700$625,000thousands by filing date
AXCELIS TECHNOLOGIES INC054540208COM NEW36,200$619,000thousands by filing date
LCNB CORP50181P100COM34,806$617,000thousands by filing date
AVISTA CORP COM05379B107Stock12,500$606,000thousands by filing date
RTI BIOLOGICS INC74975N105COM210,142$599,000thousands by filing date
AUTONATION INC COM05329W102Stock11,800$598,000thousands by filing date
NATIONAL BK HLDGS CORP633707104CL A17,500$598,000thousands by filing date
FIRST COMWLTH FINL CORP PA319829107COM44,900$596,000thousands by filing date
MARCHEX INC56624R108CMN188,000$590,000thousands by filing date
Gulfport Energy402635304COM216,900$588,000thousands by filing date
AGILENT TECHNOLOGIES INC COM00846U101Stock7,654$587,000thousands by filing date
Mallinckrodt PlcG5785G107SHS243,100$586,000thousands by filing date
CARRIAGE SERVICES INC143905107COMMON STOCK28,600$585,000thousands by filing date
CARETRUST REIT INC COM14174T107REIT24,800$583,000thousands by filing date
Caterpillar Inc.149123101COM4,600$581,000thousands by filing date
Adobe Inc00724F101COM2,100$580,000thousands by filing date
MERCANTILE BANK CORP587376104COMMON STOCK17,500$574,000thousands by filing date
NOMAD FOODS LTD USD ORD SHSG6564A105Stock27,895$572,000thousands by filing date
ARMSTRONG FLOORING INC04238R106COM89,500$572,000thousands by filing date
HILLENBRAND INC431571108COM18,300$565,000thousands by filing date
PENSKE AUTOMOTIVE GRP INC COM70959W103Stock11,700$553,000thousands by filing date
FONAR CORP344437405COM NEW26,600$550,000thousands by filing date
PREMIER FINL BANCORP INC74050M105COM31,651$543,000thousands by filing date
MCGRATH RENTCORP580589109COM7,700$536,000thousands by filing date
PARK OHIO HOLDINGS CORP700666100COMMON STOCK17,800$532,000thousands by filing date
HURCO CO447324104COM16,500$531,000thousands by filing date
CENTRAL GARDEN & PET CO153527205CL A NON-VTG19,000$527,000thousands by filing date
WEST BANCORPORATION95123P106COMMON STOCK24,000$522,000thousands by filing date
BOISE CASCADE CO DEL09739D100COM15,800$515,000thousands by filing date
RYERSON HLDG CORP783754104COM58,400$498,000thousands by filing date
TELENAV INC879455103COMMON STOCK101,700$486,000thousands by filing date
CONSOLIDATED WATER CO ORD SHG23773107COMMON STOCK28,697$473,000thousands by filing date
UNITED MICROELECTRONICS CORP SPON ADR NEW910873405ADR223,200$466,000thousands by filing date
PROTAGONIST THERAPEUTICS74366E102COM38,400$461,000thousands by filing date
HNI CORP COM404251100Stock12,800$454,000thousands by filing date
RIBBON COMMUNICATIONS INC762544104COMMON STOCK77,600$453,000thousands by filing date
AMERESCO INC02361E108CL A28,040$451,000thousands by filing date
MICHAELS COS INC59408Q106COM46,000$450,000thousands by filing date
FIRST LONG IS CORP320734106COM19,700$448,000thousands by filing date
UNITED FINL BANCORP INC NEW910304104COM32,300$440,000thousands by filing date
KFORCE INC COM493732101Stock11,468$434,000thousands by filing date
PREFORMED LINE PRODS CO740444104COM7,700$420,000thousands by filing date
NAVISTAR INTERNATIONAL63934E108COMMON STOCK14,300$402,000thousands by filing date
SCANSOURCE INC806037107COM13,100$400,000thousands by filing date
CORTEVA INC COM22052L104Stock14,000$392,000thousands by filing date
QURATE RETAIL INC74915M100COM SER A37,770$390,000thousands by filing date
STAR GROUP LP85512C105UNIT LTD PARTNR41,200$390,000thousands by filing date
BANCORPSOUTH BK TUPELO MISS05971J102COM13,100$388,000thousands by filing date
ESSA BANCORP INC COM29667D104Stock22,700$373,000thousands by filing date
BEL FUSE INC077347300CL B23,751$357,000thousands by filing date
MAN TECH INTERNATIONAL CORP564563104CL A5,000$357,000thousands by filing date
Union Pacific Corporation907818108COM2,200$356,000thousands by filing date
HUNTSMAN CORP447011107COM15,300$356,000thousands by filing date
Deere & Company244199105COM2,100$354,000thousands by filing date
HOOKER FURNISHINGS CORPORATI439038100COM16,500$354,000thousands by filing date
Zagg, Inc.98884U108COM56,000$351,000thousands by filing date
OLD SECOND BANCORP INC680277100COMMON STOCK28,600$349,000thousands by filing date
NETSCOUT SYS INC64115T104COM14,800$341,000thousands by filing date
INFORMATION SVCS GROUP INC45675Y104COM134,400$334,000thousands by filing date
ANSYS INC COM03662Q105COM1,500$332,000thousands by filing date
MARLIN BUSINESS SVCS CORP571157106COM13,149$331,000thousands by filing date
HEIDRICK & STRUGGLES INTL IN422819102COM12,100$330,000thousands by filing date
ACHILLION PHARMACEUTICALS IN00448Q201COM91,000$328,000thousands by filing date
KB FINL GROUP INC SPONSORED ADR48241A105ADR9,100$325,000thousands by filing date
VARIAN MED SYS INC92220P105COM2,708$322,000thousands by filing date
RIVERVIEW BANCORP INC769397100COM42,337$312,000thousands by filing date
TD SYNNEX CORPORATION COM87162W100Stock2,738$309,000thousands by filing date
JUMEI INTL HLDG LTD48138L107SPONSORED ADR145,500$308,000thousands by filing date
GRUPO SUPERVIELLE S.A.40054A108CMN94,300$303,000thousands by filing date
KOPPERS HOLDINGS INC50060P106COM10,300$301,000thousands by filing date
AMKOR TECHNOLOGY INC COM031652100Stock32,900$299,000thousands by filing date
MRC GLOBAL INC55345K103COM24,500$297,000thousands by filing date
CIA ENERGETICA DE MINAS GERA204409601SP ADR N-V PFD84,900$288,000thousands by filing date
CBIZ INC124805102COM12,112$285,000thousands by filing date
STRATEGY INC CL A NEW594972408Stock1,900$282,000thousands by filing date
KNOWLES CORP COM49926D109Stock13,800$281,000thousands by filing date
PARK NATL CORP COM700658107Stock2,900$275,000thousands by filing date
SILVERBOW RES INC82836G102COM28,300$274,000thousands by filing date
REGIONAL MANAGEMENT CORP75902K106COMMON STOCK9,700$273,000thousands by filing date
AGROFRESH SOLUTIONS INC00856G109COM102,900$271,000thousands by filing date
HASBRO INC COM418056107Stock2,211$262,000thousands by filing date
DARDEN RESTAURANTS INC COM237194105Stock2,200$260,000thousands by filing date
GEOSPACE TECHNOLOGIES CORP37364X109COM16,900$260,000thousands by filing date
Starbucks Corporation855244109COM2,900$256,000thousands by filing date
TIMBERLAND BANCORP INC887098101COMMON STOCK9,300$256,000thousands by filing date
FIRST FINANCIAL NORTHWEST IN32022K102COM16,476$244,000thousands by filing date
MIX TELEMATICS LTD60688N102SPONSORED ADR17,279$241,000thousands by filing date
SALLY BEAUTY HLDGS INC79546E104COM15,800$235,000thousands by filing date
MANULIFE FINL CORP56501R106COM12,500$229,000thousands by filing date
NATURAL GROCERS BY VITAMIN C63888U108COMMON STOCK22,900$229,000thousands by filing date
LANDSTAR SYS INC COM515098101Stock1,997$225,000thousands by filing date
AMERICAN NATL BANKSHARES INC027745108COM6,019$213,000thousands by filing date
ESCALADE INC296056104COMMON STOCK19,118$208,000thousands by filing date
ELDORADO GOLD CORP NEW COM284902509Stock26,600$207,000thousands by filing date
JELD-WEN HLDG INC47580P103COM10,575$204,000thousands by filing date
DONNELLEY R R & SONS CO257867200COM51,500$194,000thousands by filing date
CHANGYOU COM LTD15911M107ADS REP CL A18,800$179,000thousands by filing date
ORASURE TECHNOLOGIES INC68554V108COM22,900$171,000thousands by filing date
FTS INTERNATIONAL INC30283W104COM76,200$171,000thousands by filing date
LEAF GROUP LTD52177G102COM39,800$167,000thousands by filing date
UNITED SEC BANCSHARES CALIF911460103COM15,569$164,000thousands by filing date
BOSTON PRIVATE FINL HLDGS INC COM101119105Stock13,500$157,000thousands by filing date
DONEGAL GROUP INC CL A257701201COMMON STOCK10,154$149,000thousands by filing date
CHANNELADVISOR CORP159179100COM14,700$137,000thousands by filing date
PFENEX INC717071104COM16,000$135,000thousands by filing date
CHEETAH MOBILE INC SPONSORED ADS163075104ADR32,800$117,000thousands by filing date
AVID TECHNOLOGY INC05367P100COM16,100$100,000thousands by filing date
TRANSPORTADORA DE GAS SUR893870204SPONSORED ADS B11,100$94,000thousands by filing date
SHILOH INDUSTRIES INC824543102COM20,542$85,000thousands by filing date
BIODELIVERY SCIENCES INTL IN09060J106COM19,700$83,000thousands by filing date
AU OPTRONICS CORP002255107SPONSORED ADR25,900$64,000thousands by filing date
BBVA BANCO FRANCES S A07329M100CMN14,100$61,000thousands by filing date
GOLD RESOURCE CORP38068T105COMMON STOCK12,100$37,000thousands by filing date
WESTPORT FUEL SYSTEMS INC960908309COM13,000$35,000thousands by filing date
ASSERTIO THERAPEUTICS INC04545L107COM15,600$20,000thousands by filing date

Amendment chain

FilingRoleFiledAcceptedIngested
13F-HR 0001072613-19-000292this filing2019-11-13acceptance time not in the bulk data set