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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 2020-06-30, filed 2020-08-13, with 738 holding rows worth $13,467,958,000.

Accession
0001072613-20-000273
Filed
2020-08-13
Accepted by EDGAR
acceptance time not in the bulk data set
Ingested
Source
SEC quarterly data set

Original filing

13F report for Q2 2020

A holdings report, 738 entries on the cover page, a total value of $13,467,958,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $13,467,958,000 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
VERITIV CORP923454102COM70,000$1,187,000thousands by filing date
FINANCIAL INSTITUTIONS INC317585404COMMON STOCK63,607$1,184,000thousands by filing date
PULTE GROUP INC COM745867101Stock34,524$1,175,000thousands by filing date
ENDO INTL PLCG30401106SHS341,400$1,171,000thousands by filing date
ENCORE WIRE CORP292562105COM23,700$1,157,000thousands by filing date
CIENA CORP COM NEW171779309Stock21,043$1,140,000thousands by filing date
EASTMAN CHEM CO COM277432100Stock16,265$1,133,000thousands by filing date
ROOKLINE BANCORP INC DEL11373M107COM112,300$1,132,000thousands by filing date
FULTON FINL CORP PA360271100COM107,170$1,129,000thousands by filing date
CENTURY BANCORP INC -CL A156432106CL A14,510$1,128,000thousands by filing date
GENTEX CORP COM371901109Stock43,648$1,125,000thousands by filing date
VILLAGE SUPER MKT INC CL A NEW927107409Stock40,200$1,114,000thousands by filing date
CARRIAGE SERVICES INC143905107COMMON STOCK61,000$1,105,000thousands by filing date
WILLIAMS SONOMA INC COM969904101Stock13,419$1,100,000thousands by filing date
EMERSON ELEC CO COM291011104Stock17,574$1,090,000thousands by filing date
CHINA PETROLEUM AND CHEMICAL-A16941R108SPON ADR H SHS25,900$1,087,000thousands by filing date
MILLER INDUSTRIES INC TENN600551204COMMON STOCK36,500$1,087,000thousands by filing date
GREAT SOUTHERN BANCORP INC390905107COMMON STOCK26,885$1,085,000thousands by filing date
ONESPAN INC68287N100COM38,500$1,075,000thousands by filing date
L3HARRIS TECHNOLOGIES INC COM502431109Stock6,320$1,072,000thousands by filing date
SKECHERS U S A INC830566105CL A33,815$1,061,000thousands by filing date
INTERPUBLIC GROUP COS460690100COM61,173$1,050,000thousands by filing date
NEXTIER OILFIELD SOLUTIONS INC65290C105COMMON STOCK423,577$1,038,000thousands by filing date
PLAINS GP HLDGS L P72651A207LTD PARTNR INT A116,300$1,035,000thousands by filing date
PARKER-HANNIFIN CORP COM701094104Stock5,600$1,026,000thousands by filing date
ENTEGRIS INC COM29362U104Stock17,345$1,024,000thousands by filing date
1ST SOURCE CORP COM336901103Stock27,700$986,000thousands by filing date
ARROW ELECTRS INC042735100COM14,328$984,000thousands by filing date
TALOS ENERGY INC87484T108COM106,285$978,000thousands by filing date
FOMENTO ECONOMICO MEXICANO S A SPON ADR UNITS344419106ADR15,700$974,000thousands by filing date
CONSOLIDATED COMMUNICATIONS209034107COM143,200$969,000thousands by filing date
KFORCE INC COM493732101Stock33,056$967,000thousands by filing date
OSHKOSH CORP COM688239201Stock13,478$965,000thousands by filing date
FIRST COMMUNITY BANKSHARES31983A103COMMON STOCK42,974$965,000thousands by filing date
POLARIS INC COM731068102Stock10,383$961,000thousands by filing date
CARS COM INC14575E105COM166,000$956,000thousands by filing date
CLARUS CORP NEW18270P109COM81,834$948,000thousands by filing date
USANA HEALTH SCIENCES INC90328M107COMMON STOCK12,800$940,000thousands by filing date
FONAR CORP344437405COM NEW43,900$938,000thousands by filing date
DECKERS OUTDOOR CORP243537107COM4,764$936,000thousands by filing date
TC ENERGY CORP87807B107COM21,900$934,000thousands by filing date
BOSTON PRIVATE FINL HLDGS INC COM101119105Stock134,900$928,000thousands by filing date
IDT CORP448947507CL B NEW141,700$925,000thousands by filing date
BMC STK HLDGS INC05591B109COM36,813$925,000thousands by filing date
CBRE GROUP INC CL A12504L109Stock20,421$923,000thousands by filing date
VISTA OUTDOOR INC928377100COM63,900$923,000thousands by filing date
SLEEP NUMBER CORP83125X103COM D22,125$921,000thousands by filing date
AMALGAMATED BANK022663108COMMON STOCK72,300$914,000thousands by filing date
INTERNATIONAL SEAWAYS INC COMY41053102Stock55,900$913,000thousands by filing date
FIRST FINANCIAL CORP320218100COMMON STOCK24,435$900,000thousands by filing date
COMMUNITY TRUST BANCORP INC204149108COMMON STOCK26,895$881,000thousands by filing date
AVAYA HLDGS CORP05351X101COM70,600$873,000thousands by filing date
MYR GROUP INC55405W104COM27,000$862,000thousands by filing date
GENTHERM INC37253A103COM22,100$860,000thousands by filing date
CURTISS WRIGHT CORP COM231561101Stock9,621$859,000thousands by filing date
VISHAY PRECISION GROUP INC92835K103COM34,701$853,000thousands by filing date
MAXIM INTEGRATED PRODS INC57772K101COM14,048$851,000thousands by filing date
TERRITORAL BANCORP INC88145X108COMMON STOCK35,484$844,000thousands by filing date
RTI BIOLOGICS INC74975N105COM263,506$838,000thousands by filing date
TRUEBLUE INC89785X101COM54,800$837,000thousands by filing date
HUNTINGTON INGALLS INDS INC COM446413106Stock4,777$834,000thousands by filing date
JABIL INC COM466313103Stock25,745$826,000thousands by filing date
GRUPO AEROPORTUARIO DEL CENT400501102SPON ADR22,200$825,000thousands by filing date
STANLEY BLACK & DECKER INC COM854502101Stock5,900$822,000thousands by filing date
TD SYNNEX CORPORATION COM87162W100Stock6,838$819,000thousands by filing date
AVERY DENNISON CORP COM053611109Stock7,140$815,000thousands by filing date
NEWMARKET CORP COM651587107Stock2,030$813,000thousands by filing date
MURPHY USA INC COM626755102Stock7,198$810,000thousands by filing date
FEDNAT HOLDING COMPANY31431B109Common Stock72,850$806,000thousands by filing date
AIR PRODS & CHEMS INC009158106COM3,300$797,000thousands by filing date
MALIBU BOATS INC A56117J100COMMON STOCK15,200$790,000thousands by filing date
GARRETT MOTION INC366505105COM142,300$788,000thousands by filing date
DHI GROUP INC23331S100COM365,300$767,000thousands by filing date
G III APPAREL GROUP LTD36237H101COM56,500$751,000thousands by filing date
PACIRA BIOSCIENCES INC COM695127100Stock14,300$750,000thousands by filing date
RAYMOND JAMES FINL INC COM754730109Stock10,875$749,000thousands by filing date
HUB GROUP INC443320106CL A15,600$747,000thousands by filing date
AAR CORP000361105COM36,100$746,000thousands by filing date
KT CORP SPONSORED ADR48268K101ADR75,600$736,000thousands by filing date
Surmodics Inc868873100Common Stock17,000$735,000thousands by filing date
ALLIENT INC019330109COM20,800$734,000thousands by filing date
NATIONAL INSTRS CORP636518102COM18,549$718,000thousands by filing date
SANFILIPPO JOHN B & SON INC800422107COM8,400$717,000thousands by filing date
UNITED THERAPEUTICS CORP DEL COM91307C102Stock5,900$714,000thousands by filing date
WOLVERINE WORLD WIDE INC978097103COM29,745$708,000thousands by filing date
TRANSLATE BIO INC.89374L104Common Stock39,400$706,000thousands by filing date
DTE ENERGY CO COM233331107Stock6,468$695,000thousands by filing date
BERKLEY W R CORP COM084423102Stock12,114$694,000thousands by filing date
HANESBRANDS INC410345102COM60,951$688,000thousands by filing date
ARES COML REAL ESTATE CORP04013V108COM75,300$687,000thousands by filing date
SEASPINE HLDGS CORP81255T108COM65,200$683,000thousands by filing date
SELECT WATER SOLUTIONS INC81617J301CL A COM139,177$682,000thousands by filing date
Diamond Hill Investment Group Inc25264R207Common Stock6,000$682,000thousands by filing date
MASCO CORP574599106COM13,500$678,000thousands by filing date
JONES LANG LASALLE INC COM48020Q107Stock6,488$671,000thousands by filing date
TRIPLE-S MGMT CORP896749108CL B34,827$662,000thousands by filing date
PROSPECT CAP CORP74348TAT9BOND675,000$661,000thousands by filing dateprincipal
BANCORP INC DEL05969A105COM67,200$659,000thousands by filing date
FTI CONSULTING INC302941109COM5,687$651,000thousands by filing date
HELEN OF TROY CORP LTDG4388N106COM3,400$641,000thousands by filing date
NAUTILUS INC63910B102COMMON STOCK69,200$641,000thousands by filing date
PARK OHIO HOLDINGS CORP700666100COMMON STOCK38,100$632,000thousands by filing date
OOMA INC683416101COM37,200$613,000thousands by filing date
QUANEX BLDG PRODS CORP COM747619104Stock43,900$609,000thousands by filing date
HILL ROM HLDGS INC431475102COM5,476$601,000thousands by filing date
FLEX LTD ORDY2573F102Stock58,130$596,000thousands by filing date
XEROX HOLDINGS CORP98421M106COM NEW38,950$596,000thousands by filing date
WEYCO GROUP INC COM962149100Stock27,208$587,000thousands by filing date
REXNORD CORP76169B102COMMON STOCK19,800$577,000thousands by filing date
HAWKINS INC420261109COM13,500$575,000thousands by filing date
NVIDIA Corp67066G104COM1,500$570,000thousands by filing date
GENERAC HLDGS INC368736104COM4,674$570,000thousands by filing date
ALLISON TRANSMISSION HLDGS I01973R101COM15,500$570,000thousands by filing date
CIVISTA BANCSHARES INC178867107COMMON STOCK36,760$566,000thousands by filing date
HANOVER INS GROUP INC COM410867105Stock5,500$557,000thousands by filing date
VAPOTHERM INC922107107COM13,600$557,000thousands by filing date
WESTERN UN CO COM959802109Stock25,400$549,000thousands by filing date
AMERICAN VANGUARD CORP030371108COM39,700$546,000thousands by filing date
EMCOR GROUP INC COM29084Q100Stock8,159$540,000thousands by filing date
OLYMPIC STEEL INC COM68162K106Stock45,400$533,000thousands by filing date
BANCO BBVA ARGENTINA S A058934100SPONSORED ADS142,000$532,000thousands by filing date
FERRO CORP315405100COM42,700$510,000thousands by filing date
NETSCOUT SYS INC64115T104COM19,700$504,000thousands by filing date
COMPANHIA PARANAENSE ENERG C20441B407SPON ADR PFD43,900$499,000thousands by filing date
PROTECTIVE INSURANCE CORP- B74368l203COM32,800$494,000thousands by filing date
RALPH LAUREN CORP751212101CL A6,800$493,000thousands by filing date
PARK NATL CORP COM700658107Stock6,968$490,000thousands by filing date
ASBURY AUTOMOTIVE GROUP INC COM043436104Stock6,300$487,000thousands by filing date
LCNB CORP50181P100COM30,306$484,000thousands by filing date
CIRRUS LOGIC INC COM172755100Stock7,814$483,000thousands by filing date
EVOLUTION PETROLEUM CORP30049A107COMMON STOCK169,500$475,000thousands by filing date
CRANE CO224399105COM7,980$474,000thousands by filing date
EATON VANCE CORP278265103COM NON VTG12,200$471,000thousands by filing date
GRAHAM HLDGS CO COM CL B384637104Stock1,364$467,000thousands by filing date
HURCO CO447324104COM16,400$459,000thousands by filing date
AMERICA MOVIL SA DE CV-ADR02364W105SPON ADR L SHS35,600$452,000thousands by filing date
PETROLEO BRASILEIRO S A71654V408SPONSORED ADR54,500$451,000thousands by filing date
CNB FINANCIAL CORP PA126128107COMMON STOCK25,144$451,000thousands by filing date
MACATAWA BANK CORP554225102COMMON STOCK57,554$450,000thousands by filing date
SANDRIDGE ENERGY INC80007P869COM NEW345,800$446,000thousands by filing date
CATO CORP NEW149205106CL A54,500$446,000thousands by filing date
CITI TRENDS INC17306X102COMMON STOCK22,000$445,000thousands by filing date
AVISTA CORP COM05379B107Stock12,200$444,000thousands by filing date
Adobe Inc00724F101COM1,000$435,000thousands by filing date
KRONOS WORLDWIDE INC COM50105F105Stock41,800$435,000thousands by filing date
CEVA INC157210105COMMON STOCK11,600$434,000thousands by filing date
CUSHMAN WAKEFIELD PLCG2717B108SHS34,800$434,000thousands by filing date
PROVIDENCE SVC CORP743815102COM5,400$426,000thousands by filing date
LITHIA MTRS INC COM536797103Stock2,783$421,000thousands by filing date
VALMONT INDS INC COM920253101Stock3,700$420,000thousands by filing date
COLUMBIA SPORTSWEAR CO198516106COM5,159$416,000thousands by filing date
HOOKER FURNISHINGS CORPORATI439038100COM21,000$408,000thousands by filing date
NORTHRIM BANCORP INC666762109COMMON STOCK16,044$403,000thousands by filing date
SKYWORKS SOLUTIONS INC COM83088M102Stock3,100$396,000thousands by filing date
REX AMERICAN RESOURCES CORP761624105COMMON STOCK5,700$395,000thousands by filing date
SLM CORP COM78442P106Stock56,100$394,000thousands by filing date
REPUBLIC BANCORP INC CLASS A760281204COMMON STOCK12,034$394,000thousands by filing date
ONTO INNOVATION INC COM683344105Stock11,437$389,000thousands by filing date
NATIONAL CINEMEDIA INC635309107COM129,500$385,000thousands by filing date
PORTLAND GEN ELEC CO736508847COM NEW9,115$381,000thousands by filing date
PREFORMED LINE PRODS CO740444104COM7,400$370,000thousands by filing date
DRIL-QUIP INC262037104COM12,400$369,000thousands by filing date
PIPER SANDLER COMPANIES724078100COM6,000$355,000thousands by filing date
REGIS CORP758932107COM43,100$353,000thousands by filing date
PREMIER FINL BANCORP INC74050M105COM27,203$349,000thousands by filing date
PLEXUS CORP COM729132100Stock4,682$330,000thousands by filing date
STAR GROUP LP85512C105UNIT LTD PARTNR37,300$327,000thousands by filing date
BANKFINANCIAL CORP06643P104COM37,700$317,000thousands by filing date
ATN INTERNATIONAL INC00215F107COMMON STOCK5,200$315,000thousands by filing date
UNITIL CORP COM913259107Stock7,000$314,000thousands by filing date
CIMPRESS PLCG2143T103SHS EURO4,090$312,000thousands by filing date
COCA-COLA FEMSA SAB DE CV SPONS ADS REP191241108ADR7,100$311,000thousands by filing date
MINERALS TECHNOLOGIES INC COM603158106Stock6,600$310,000thousands by filing date
MARCHEX INC56624R108CMN193,600$306,000thousands by filing date
IAC INTERACTIVECORP44919P508COM900$291,000thousands by filing date
Flushing Financial Corp343873105Common Stock24,900$287,000thousands by filing date
MGIC INVT CORP WIS COM552848103Stock34,867$286,000thousands by filing date
REGENERON PHARMACEUTICALS COM75886F107Stock456$284,000thousands by filing date
AGROFRESH SOLUTIONS INC00856G109COM91,300$277,000thousands by filing date
HUNTSMAN CORP447011107COM15,300$275,000thousands by filing date
VISHAY INTERTECHNOLOGY INC COM928298108Stock17,600$269,000thousands by filing date
A10 NETWORKS INC002121101COM39,200$267,000thousands by filing date
ANTERO RESOURCES CORP COM03674X106Stock104,200$265,000thousands by filing date
BOISE CASCADE CO DEL09739D100COM6,900$260,000thousands by filing date
VISTEON CORP92839U206COM NEW3,700$253,000thousands by filing date
WEST BANCORPORATION95123P106COMMON STOCK14,470$253,000thousands by filing date
ESSA BANCORP INC COM29667D104Stock18,100$252,000thousands by filing date
ZIFF DAVIS INC48123V102COM3,968$251,000thousands by filing date
FOCUS FINANCIAL PARTNERS INC.34417P100COM CL A7,500$248,000thousands by filing date
RAMBUS INC DEL COM750917106Stock15,900$242,000thousands by filing date
ACI WORLDWIDE INC COM004498101Stock8,800$238,000thousands by filing date
ICICI BANK LIMITED ADR45104G104ADR25,500$237,000thousands by filing date
STANTEC INC COM85472N109Stock7,700$237,000thousands by filing date
MADDEN STEVEN LTD556269108COM9,500$235,000thousands by filing date
INFORMATION SVCS GROUP INC45675Y104COM113,000$234,000thousands by filing date
AKAMAI TECHNOLOGIES INC COM00971T101Stock2,160$231,000thousands by filing date
LIBERTY ENERGY INC53115L104COM CL A41,700$229,000thousands by filing date
HACKETT GROUP INC404609109COM16,900$229,000thousands by filing date
1 800 FLOWERS COM INC68243Q106CL A11,200$224,000thousands by filing date
MERCANTILE BANK CORP587376104COMMON STOCK9,900$224,000thousands by filing date
CLOROX CO DEL189054109COM1,012$222,000thousands by filing date
AMETEK INC COM031100100Stock2,444$218,000thousands by filing date
RIVERVIEW BANCORP INC769397100COM38,622$218,000thousands by filing date
SMITH & WESSON BRANDS INC831754106COM10,000$215,000thousands by filing date
BEL FUSE INC077347300CL B19,851$213,000thousands by filing date
UNITED MICROELECTRONICS CORP SPON ADR NEW910873405ADR79,400$210,000thousands by filing date
SCHOLAR ROCK HLDG CORP80706P103COM11,500$209,000thousands by filing date
US FOODS HLDG CORP COM912008109Stock10,500$207,000thousands by filing date
ESCALADE INC296056104COMMON STOCK14,549$203,000thousands by filing date
ASSOCIATED BANC-CORP045487105COM14,200$194,000thousands by filing date
GEOSPACE TECHNOLOGIES CORP37364X109COM25,500$192,000thousands by filing date
MUELLER WTR PRODS INC COM SER A624758108Stock19,600$185,000thousands by filing date
GREEN BRICK PARTNERS INC392709101COM15,600$185,000thousands by filing date
TRUECAR INC89785L107COM70,100$181,000thousands by filing date
NORDIC AMERICAN TANKERS LIMIG65773106COM41,900$170,000thousands by filing date
NATURAL GROCERS BY VITAMIN C63888U108COMMON STOCK10,300$153,000thousands by filing date
BASSETT FURNITURE INDS INC COM070203104Stock20,800$153,000thousands by filing date
Berry Corp08579X101Common Stock31,300$151,000thousands by filing date
TECHNIPFMC PLC COMG87110105Stock21,363$147,000thousands by filing date
MIX TELEMATICS LTD60688N102SPONSORED ADR16,079$139,000thousands by filing date
FIRST FINANCIAL NORTHWEST IN32022K102COM11,900$115,000thousands by filing date
WIDEOPENWEST INC96758W101COM21,600$114,000thousands by filing date
LEAF GROUP LTD52177G102COM31,100$114,000thousands by filing date
BANCO SANTANDER BRASIL S.A. AD05967A107ADS REP 1 UNIT19,900$104,000thousands by filing date
MDC PARTNERS INC552697104CL A SUB VTG46,800$97,000thousands by filing date
GRITSTONE BIO INC39868T105COM14,200$94,000thousands by filing date
DORIAN LPG LTDY2106R110SHS USD11,800$91,000thousands by filing date
SOGOU INC ADR REPSTG A83409V104ADR REPSTG A20,700$87,000thousands by filing date
KEZAR LIFE SCIENCES INC49372L100COM16,000$83,000thousands by filing date
UNITED SEC BANCSHARES CALIF911460103COM12,430$83,000thousands by filing date
CEDAR REALTY TRUST INC150602209COMMON STOCK81,400$81,000thousands by filing date
RPC INC749660106COMMON STOCK22,300$69,000thousands by filing date
EXTERRAN CORP30227H106COM12,500$67,000thousands by filing date
ECLIPSE RESOURCES CORP61179L100EQUITY15,300$60,000thousands by filing date
DENBURY RES INC247916208COM NEW202,100$56,000thousands by filing date
EVOFEM BIOSCIENCES INC30048L104COM18,593$53,000thousands by filing date
FORTUNA MNG CORP F349915108COM10,200$52,000thousands by filing date
CEMEX SAB DE CV SPON ADR NEW151290889ADR11,900$34,000thousands by filing date

Amendment chain

FilingRoleFiledAcceptedIngested
13F-HR 0001072613-20-000273this filing2020-08-13acceptance time not in the bulk data set