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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 2020-03-31, filed 2020-05-14, with 745 holding rows worth $11,992,172,000.

Accession
0001072613-20-000173
Filed
2020-05-14
Accepted by EDGAR
acceptance time not in the bulk data set
Ingested
Source
SEC quarterly data set

Original filing

13F report for Q1 2020

A holdings report, 745 entries on the cover page, a total value of $11,992,172,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $11,992,172,000 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
OLD REP INTL CORP COM680223104Stock63,880$974,000thousands by filing date
DELPHI TECHNOLOGIES PLCG2709G107SHS120,600$971,000thousands by filing date
GENTEX CORP COM371901109Stock43,548$965,000thousands by filing date
ARCH CAP GROUP LTD ORDG0450A105Stock33,143$943,000thousands by filing date
GENPACT LIMITED SHSG3922B107Stock32,278$943,000thousands by filing date
INNOVIVA INC45781M101COM79,000$929,000thousands by filing date
DOUGLAS DYNAMICS INC25960R105COM26,092$927,000thousands by filing date
BMC STK HLDGS INC05591B109COM52,213$926,000thousands by filing date
HOLOGIC INC436440101COM26,180$919,000thousands by filing date
WEINGARTEN RLTY INVS948741103SH BEN INT63,000$909,000thousands by filing date
TERRITORAL BANCORP INC88145X108COMMON STOCK36,884$906,000thousands by filing date
FEDNAT HOLDING COMPANY31431B109Common Stock78,050$896,000thousands by filing date
INTERFACE INC458665304COM118,396$895,000thousands by filing date
BRIXMOR PPTY GROUP INC11120U105COM94,200$895,000thousands by filing date
CLARUS CORP NEW18270P109COM91,265$894,000thousands by filing date
GRUPO AEROPORTUARIO DEL SURE40051E202SPON ADR SER B9,500$894,000thousands by filing date
AVERY DENNISON CORP COM053611109Stock8,740$890,000thousands by filing date
WOLVERINE WORLD WIDE INC978097103COM58,345$887,000thousands by filing date
UPBOUND GROUP INC COM76009N100Stock62,500$884,000thousands by filing date
BRUKER CORP116794108COM24,500$879,000thousands by filing date
SANFILIPPO JOHN B & SON INC800422107COM9,800$876,000thousands by filing date
METHODE ELECTRONICS INC591520200COMMON STOCK32,900$870,000thousands by filing date
AIX INC30712A103SPONSORED ADS43,200$869,000thousands by filing date
CORTEVA INC COM22052L104Stock36,800$865,000thousands by filing date
JONES LANG LASALLE INC COM48020Q107Stock8,388$847,000thousands by filing date
NATIONAL CINEMEDIA INC635309107COM254,500$830,000thousands by filing date
DECKERS OUTDOOR CORP243537107COM6,164$826,000thousands by filing date
CARPENTER TECHNOLOGY CORP144285103COM42,300$825,000thousands by filing date
SKECHERS U S A INC830566105CL A34,515$819,000thousands by filing date
XEROX HOLDINGS CORP98421M106COM NEW43,050$815,000thousands by filing date
PERSPECTA INC715347100COM43,700$797,000thousands by filing date
ATKORE INC047649108COMMON STOCK37,596$792,000thousands by filing date
UNITED THERAPEUTICS CORP DEL COM91307C102Stock8,300$787,000thousands by filing date
AGILYSYS INC00847J105COM47,000$785,000thousands by filing date
IDT CORP448947507CL B NEW143,300$777,000thousands by filing date
MURPHY USA INC COM626755102Stock9,198$776,000thousands by filing date
AMALGAMATED BANK022663108COMMON STOCK71,600$775,000thousands by filing date
Federal Agric Mtg Corp Cl C313148306COM13,900$773,000thousands by filing date
ATLANTICA YIELD PLCG0751N103SHS34,300$765,000thousands by filing date
MASCO CORP574599106COM22,100$764,000thousands by filing date
HUNTSMAN CORP447011107COM52,858$763,000thousands by filing date
PARK OHIO HOLDINGS CORP700666100COMMON STOCK40,300$763,000thousands by filing date
STANLEY BLACK & DECKER INC COM854502101Stock7,600$760,000thousands by filing date
HELEN OF TROY CORP LTDG4388N106COM5,200$749,000thousands by filing date
PARKER-HANNIFIN CORP COM701094104Stock5,700$739,000thousands by filing date
NCR VOYIX CORPORATION62886E108COM41,636$737,000thousands by filing date
JUMEI INTL HLDG LTD48138L206SPONSRED ADS NEW39,790$735,000thousands by filing date
BONANZA CREEK ENERGY INC097793400COM NEW64,800$729,000thousands by filing date
WEYCO GROUP INC COM962149100Stock35,408$714,000thousands by filing date
FONAR CORP344437405COM NEW48,100$703,000thousands by filing date
SOMNIGROUP INTERNATIONAL INC COM88023U101Stock15,999$699,000thousands by filing date
QORVO INC COM74736K101Stock8,650$697,000thousands by filing date
WHIRLPOOL CORP COM963320106Stock7,974$684,000thousands by filing date
RYERSON HLDG CORP783754104COM126,800$675,000thousands by filing date
MYR GROUP INC55405W104COM25,600$670,000thousands by filing date
CANADIAN IMPERIAL BANK OF COMM COM136069101Stock11,600$668,000thousands by filing date
RAMBUS INC DEL COM750917106Stock60,000$666,000thousands by filing date
ARVINAS INC04335A105COM16,500$665,000thousands by filing date
CENTRAL GARDEN PET CO153527106COMMON STOCK24,100$663,000thousands by filing date
FIRST FINANCIAL CORP320218100COMMON STOCK19,135$645,000thousands by filing date
ARRAY DIGITAL INFRASTRUCTURE911684108COM21,900$641,000thousands by filing date
LITHIA MTRS INC COM536797103Stock7,783$637,000thousands by filing date
ARLO TECHNOLOGIES INC04206A101COMMON STOCK261,600$636,000thousands by filing date
HIBBETT INC428567101COM58,200$636,000thousands by filing date
PRINCIPAL FINANCIAL GROUP INC COM74251V102Stock20,063$629,000thousands by filing date
SANDY SPRING BANCORP INC800363103COMMON STOCK27,200$616,000thousands by filing date
REPUBLIC BANCORP INC CLASS A760281204COMMON STOCK18,456$610,000thousands by filing date
RANGER OIL CORPORATION CLASS A COM70788V102Stock196,200$606,000thousands by filing date
GRUPO AEROPORTUARIO DEL CENT400501102SPON ADR22,200$598,000thousands by filing date
ICF INTL INC44925C103COM8,660$595,000thousands by filing date
KT CORP SPONSORED ADR48268K101ADR75,600$588,000thousands by filing date
HANESBRANDS INC410345102COM73,651$580,000thousands by filing date
Flushing Financial Corp343873105Common Stock42,935$574,000thousands by filing date
COMMUNITY TRUST BANCORP INC204149108COMMON STOCK17,995$572,000thousands by filing date
KFORCE INC COM493732101Stock22,256$569,000thousands by filing date
FLEX LTD ORDY2573F102Stock67,330$564,000thousands by filing date
CIVISTA BANCSHARES INC178867107COMMON STOCK37,660$563,000thousands by filing date
MKS INC. COM55306N104Stock6,900$562,000thousands by filing date
US FOODS HLDG CORP COM912008109Stock31,709$562,000thousands by filing date
NATUS MEDICAL INC639050103COM24,300$562,000thousands by filing date
ENERSYS COM29275Y102Stock11,100$550,000thousands by filing date
OOMA INC683416101COM45,700$545,000thousands by filing date
EMCOR GROUP INC COM29084Q100Stock8,859$543,000thousands by filing date
ZIFF DAVIS INC48123V102COM7,168$537,000thousands by filing date
TD SYNNEX CORPORATION COM87162W100Stock7,338$536,000thousands by filing date
HANOVER INS GROUP INC COM410867105Stock5,800$525,000thousands by filing date
SP PLUS CORP78469C103COM25,200$523,000thousands by filing date
OLYMPIC STEEL INC COM68162K106Stock50,300$521,000thousands by filing date
BANKFINANCIAL CORP06643P104COM59,100$521,000thousands by filing date
AZZ INC COM002474104Stock18,500$520,000thousands by filing date
CIRRUS LOGIC INC COM172755100Stock7,700$505,000thousands by filing date
TENNANT CO880345103COM8,700$504,000thousands by filing date
GENERAC HLDGS INC368736104COM5,400$503,000thousands by filing date
PROTECTIVE INSURANCE CORP- B74368l203COM36,400$500,000thousands by filing date
GRAHAM HLDGS CO COM CL B384637104Stock1,464$499,000thousands by filing date
FUTUREFUEL CORP36116M106COMMON STOCK44,200$498,000thousands by filing date
ANTERO RESOURCES CORP COM03674X106Stock689,373$491,000thousands by filing date
CNB FINANCIAL CORP PA126128107COMMON STOCK25,844$488,000thousands by filing date
WILLIAMS SONOMA INC COM969904101Stock11,419$486,000thousands by filing date
HURCO CO447324104COM16,600$483,000thousands by filing date
ALLISON TRANSMISSION HLDGS I01973R101COM14,700$479,000thousands by filing date
ENPRO INC29355X107COM12,100$479,000thousands by filing date
CACTUS INC127203107CL A41,200$478,000thousands by filing date
FARMERS NATL BANC CORP309627107COMMON STOCK41,000$477,000thousands by filing date
LUMINEX CORP55027E102COMMON STOCK17,100$471,000thousands by filing date
CREDICORP LTDG2519Y108COM3,258$466,000thousands by filing date
ALLIENT INC019330109COM19,500$462,000thousands by filing date
SCIPLAY CORPORATION809087109CL A48,500$462,000thousands by filing date
COMPANHIA PARANAENSE ENERG C20441B407SPON ADR PFD43,900$457,000thousands by filing date
NORTHRIM BANCORP INC666762109COMMON STOCK16,744$452,000thousands by filing date
EVOLUTION PETROLEUM CORP30049A107COMMON STOCK172,000$449,000thousands by filing date
Adobe Inc00724F101COM1,400$446,000thousands by filing date
SELECT WATER SOLUTIONS INC81617J301CL A COM137,300$443,000thousands by filing date
REGIONAL MANAGEMENT CORP75902K106COMMON STOCK32,200$440,000thousands by filing date
MACATAWA BANK CORP554225102COMMON STOCK61,654$439,000thousands by filing date
CRANE CO224399105COM8,780$432,000thousands by filing date
FORTUNA MNG CORP F349915108COM187,500$432,000thousands by filing date
SEASPINE HLDGS CORP81255T108COM52,700$431,000thousands by filing date
CARRIAGE SERVICES INC143905107COMMON STOCK26,400$426,000thousands by filing date
MARATHON OIL CORP565849106COM128,700$423,000thousands by filing date
MUTUALFIRST FINANCIAL INC62845B104COM14,934$421,000thousands by filing date
WYNDHAM DESTINATIONS INC98310W108COM19,016$413,000thousands by filing date
MGIC INVT CORP WIS COM552848103Stock64,767$411,000thousands by filing date
SALLY BEAUTY HLDGS INC79546E104COM50,900$411,000thousands by filing date
VISHAY INTERTECHNOLOGY INC COM928298108Stock27,800$401,000thousands by filing date
TALOS ENERGY INC87484T108COM69,600$400,000thousands by filing date
A10 NETWORKS INC002121101COM64,400$400,000thousands by filing date
EATON VANCE CORP278265103COM NON VTG12,400$400,000thousands by filing date
MODINE MFG CO COM607828100Stock122,600$398,000thousands by filing date
MTS SYSTEMS CORP553777103COM17,700$398,000thousands by filing date
LCNB CORP50181P100COM31,406$396,000thousands by filing date
COLUMBIA SPORTSWEAR CO198516106COM5,659$395,000thousands by filing date
ASBURY AUTOMOTIVE GROUP INC COM043436104Stock7,000$387,000thousands by filing date
VISTEON CORP92839U206COM NEW8,006$384,000thousands by filing date
W & T OFFSHORE INC92922P106COM224,100$381,000thousands by filing date
PREFORMED LINE PRODS CO740444104COM7,600$379,000thousands by filing date
MERIDIAN BIOSCIENCE INC589584101COMMON STOCK45,000$378,000thousands by filing date
TEEKAY TANKERS LTDY8565N300CL A17,000$378,000thousands by filing date
RYMAN HOSPITALITY PPTYS INC COM78377T107REIT10,400$373,000thousands by filing date
REGIS CORP758932107COM62,800$371,000thousands by filing date
PREMIER FINL BANCORP INC74050M105COM29,666$368,000thousands by filing date
MOVADO GROUP INC COM624580106Stock30,820$364,000thousands by filing date
VERITIV CORP923454102COM46,000$362,000thousands by filing date
MAXIMUS INC577933104COM6,200$361,000thousands by filing date
MDU RES GROUP INC552690109COM16,700$359,000thousands by filing date
SKYWORKS SOLUTIONS INC COM83088M102Stock4,000$358,000thousands by filing date
HOOKER FURNISHINGS CORPORATI439038100COM21,000$328,000thousands by filing date
SPARTANNASH CO847215100COM22,900$328,000thousands by filing date
DENBURY RES INC247916208COM NEW1,769,208$327,000thousands by filing date
SANDRIDGE ENERGY INC80007P869COM NEW361,300$325,000thousands by filing date
PROPETRO HLDG CORP74347M108COM128,600$322,000thousands by filing date
GENESCO INC371532102COM23,900$319,000thousands by filing date
MASIMO CORP COM574795100Stock1,783$316,000thousands by filing date
FIRST MAJESTIC SILVER CORP32076V103COM50,460$309,000thousands by filing date
EXLSERVICE HLDGS INC COM302081104Stock5,900$307,000thousands by filing date
NEENAH PAPER INC640079109COM7,100$306,000thousands by filing date
HURON CONSULTING GROUP INC447462102COM6,700$304,000thousands by filing date
AMETEK INC COM031100100Stock4,200$302,000thousands by filing date
INFORMATION SVCS GROUP INC45675Y104COM117,500$302,000thousands by filing date
STAR GROUP LP85512C105UNIT LTD PARTNR38,500$296,000thousands by filing date
KROGER CO COM501044101Stock9,765$294,000thousands by filing date
CITI TRENDS INC17306X102COMMON STOCK32,900$293,000thousands by filing date
PHOTRONICS INC719405102COM28,400$291,000thousands by filing date
CONSOLIDATED WATER CO ORD SHG23773107COMMON STOCK17,607$289,000thousands by filing date
COHU INC192576106COM23,200$287,000thousands by filing date
M/I HOMES INC55305B101COM17,338$287,000thousands by filing date
MINERALS TECHNOLOGIES INC COM603158106Stock7,900$286,000thousands by filing date
MARCHEX INC56624R108CMN193,600$281,000thousands by filing date
CSW INDUSTRIALS INC126402106COM4,300$279,000thousands by filing date
SHERWIN WILLIAMS CO824348106COM600$276,000thousands by filing date
SENSATA TECHNOLOGIES HLDG PLg8060n102SHS9,400$272,000thousands by filing date
NEXTGEN HEALTHCARE INC65343C102COMMON STOCK25,900$270,000thousands by filing date
JANUS HENDERSON GROUP PLC ORD SHSG4474Y214Stock17,400$267,000thousands by filing date
WEST BANCORPORATION95123P106COMMON STOCK16,170$264,000thousands by filing date
ACADIAN ASSET MANAGEMENT INC COM10948W103Stock40,800$261,000thousands by filing date
G III APPAREL GROUP LTD36237H101COM33,800$260,000thousands by filing date
EAGLE PHARMACEUTICALS INC269796108COM5,600$258,000thousands by filing date
ESSA BANCORP INC COM29667D104Stock18,800$257,000thousands by filing date
OTTER TAIL CORP689648103COM5,700$253,000thousands by filing date
HILL ROM HLDGS INC431475102COM2,500$252,000thousands by filing date
IAC INTERACTIVECORP44919P508COM1,400$251,000thousands by filing date
VICOR CORP925815102COM5,600$249,000thousands by filing date
APPLIED INDL TECHNOLOGIES INC COM03820C105Stock5,400$247,000thousands by filing date
NICOLET BANKSHARES INC65406E102COM4,475$244,000thousands by filing date
HACKETT GROUP INC404609109COM18,900$240,000thousands by filing date
HMS HLDGS CORP40425J101COM9,500$240,000thousands by filing date
TRUEBLUE INC89785X101COM18,500$236,000thousands by filing date
ZYNGA INC.98986T108CL A34,188$234,000thousands by filing date
CEVA INC157210105COMMON STOCK9,400$234,000thousands by filing date
ARES COML REAL ESTATE CORP04013V108COM32,700$229,000thousands by filing date
AKAMAI TECHNOLOGIES INC COM00971T101Stock2,460$225,000thousands by filing date
MADDEN STEVEN LTD556269108COM9,600$223,000thousands by filing date
BEL FUSE INC077347300CL B22,451$219,000thousands by filing date
ICICI BANK LIMITED ADR45104G104ADR25,500$217,000thousands by filing date
CEDAR REALTY TRUST INC150602209COMMON STOCK230,400$215,000thousands by filing date
ROOKLINE BANCORP INC DEL11373M107COM19,000$214,000thousands by filing date
NVIDIA Corp67066G104COM800$211,000thousands by filing date
BANCORP INC DEL05969A105COM34,800$211,000thousands by filing date
PULTE GROUP INC COM745867101Stock9,424$210,000thousands by filing date
VANDA PHARMACEUTICALS INC921659108COM20,000$207,000thousands by filing date
FOMENTO ECONOMICO MEXICANO S A SPON ADR UNITS344419106ADR3,400$206,000thousands by filing date
RTI BIOLOGICS INC74975N105COM119,406$204,000thousands by filing date
BANKUNITED INC06652K103COM10,800$202,000thousands by filing date
RIVERVIEW BANCORP INC769397100COM39,822$200,000thousands by filing date
Gulfport Energy402635304COM428,500$191,000thousands by filing date
MUELLER WTR PRODS INC COM SER A624758108Stock23,000$184,000thousands by filing date
CHEETAH MOBILE INC SPONSORED ADS163075104ADR85,600$179,000thousands by filing date
CORCEPT THERAPEUTICS INC218352102COM14,900$177,000thousands by filing date
SONOS INC83570H108COM20,600$175,000thousands by filing date
UNITED MICROELECTRONICS CORP SPON ADR NEW910873405ADR79,400$172,000thousands by filing date
WIDEOPENWEST INC96758W101COM36,100$172,000thousands by filing date
GEOSPACE TECHNOLOGIES CORP37364X109COM25,500$163,000thousands by filing date
AGROFRESH SOLUTIONS INC00856G109COM95,300$156,000thousands by filing date
Zagg, Inc.98884U108COM48,500$151,000thousands by filing date
AMERICAN VANGUARD CORP030371108COM10,300$149,000thousands by filing date
MIX TELEMATICS LTD60688N102SPONSORED ADR17,279$149,000thousands by filing date
MRC GLOBAL INC55345K103COM34,600$147,000thousands by filing date
CYTOMX THERAPEUTICS INC23284F105COMMON STOCK19,000$146,000thousands by filing date
ANGIODYNAMICS INC03475V101COM13,800$144,000thousands by filing date
MARLIN BUSINESS SVCS CORP571157106COM12,549$140,000thousands by filing date
BASSETT FURNITURE INDS INC COM070203104Stock25,588$139,000thousands by filing date
FIRST FINANCIAL NORTHWEST IN32022K102COM13,700$138,000thousands by filing date
PROTAGONIST THERAPEUTICS74366E102COM18,300$129,000thousands by filing date
CENTENNIAL RESOURCE DEV INC15136A102CL A454,600$120,000thousands by filing date
CARS COM INC14575E105COM25,300$109,000thousands by filing date
QUANEX BLDG PRODS CORP COM747619104Stock10,200$103,000thousands by filing date
BANCO SANTANDER BRASIL S.A. AD05967A107ADS REP 1 UNIT19,900$103,000thousands by filing date
ESCALADE INC296056104COMMON STOCK16,549$98,000thousands by filing date
GRUPO FINANCIERO GALICIA399909100SPONSORED ADR13,700$97,000thousands by filing date
UNITED SEC BANCSHARES CALIF911460103COM13,030$83,000thousands by filing date
CHANNELADVISOR CORP159179100COM11,500$83,000thousands by filing date
MDC PARTNERS INC552697104CL A SUB VTG53,400$77,000thousands by filing date
VERADIGM INC01988P108COMMON STOCK10,500$74,000thousands by filing date
EMERALD HOLDING INC29103W104COM28,000$73,000thousands by filing date
HALLMARK FINL SERVICES INC40624Q203COM15,113$61,000thousands by filing date
SERVICE PPTYS TR81761L102COM SH BEN INT10,900$59,000thousands by filing date
TRUSTCO BK CORP N Y898349105COM10,400$56,000thousands by filing date
JOUNCE THERAPEUTICS INC481116101COM10,400$49,000thousands by filing date
LEAF GROUP LTD52177G102COM34,400$46,000thousands by filing date
Berry Corp08579X101Common Stock14,500$35,000thousands by filing date
CEMEX SAB DE CV SPON ADR NEW151290889ADR11,900$25,000thousands by filing date
USA TODAY CO INC36472T109COM14,162$21,000thousands by filing date
OPKO HEALTH INC68375N103COM14,300$19,000thousands by filing date
SHILOH INDUSTRIES INC824543102COM14,200$18,000thousands by filing date
WESTPORT FUEL SYSTEMS INC960908309COM13,000$12,000thousands by filing date

Amendment chain

FilingRoleFiledAcceptedIngested
13F-HR 0001072613-20-000173this filing2020-05-14acceptance time not in the bulk data set