Skip to content

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

Grantham, Mayo, Van Otterloo & Co. LLC filed this 13F-HR for the quarter ended 2020-09-30, filed 2020-11-13, with 759 holding rows worth $14,050,767,000.

Accession
0001072613-20-000372
Filed
2020-11-13
Accepted by EDGAR
acceptance time not in the bulk data set
Ingested
Source
SEC quarterly data set

Original filing

13F report for Q3 2020

A holdings report, 759 entries on the cover page, a total value of $14,050,767,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $14,050,767,000 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
CATHAY GEN BANCORP149150104COM51,500$1,117,000thousands by filing date
SUPER MICRO COMPUTER INC86800U104COM42,300$1,117,000thousands by filing date
ROOKLINE BANCORP INC DEL11373M107COM127,000$1,098,000thousands by filing date
SEI INVTS CO COM784117103Stock21,517$1,091,000thousands by filing date
COMPANHIA DE SANEAMENTO BASICO SPONSORED ADR20441A102ADR130,900$1,086,000thousands by filing date
PROPETRO HLDG CORP74347M108COM266,536$1,082,000thousands by filing date
FORTINET INC COM34959E109Stock9,100$1,072,000thousands by filing date
DECKERS OUTDOOR CORP243537107COM4,764$1,048,000thousands by filing date
ENERPLUS CORP292766102COM569,300$1,040,000thousands by filing date
UPBOUND GROUP INC COM76009N100Stock34,689$1,037,000thousands by filing date
INTERFACE INC458665304COM168,800$1,033,000thousands by filing date
NETAPP INC COM64110D104Stock23,470$1,029,000thousands by filing date
VILLAGE SUPER MKT INC CL A NEW927107409Stock41,200$1,014,000thousands by filing date
ORASURE TECHNOLOGIES INC68554V108COM82,700$1,006,000thousands by filing date
FINANCIAL INSTITUTIONS INC317585404COMMON STOCK64,707$996,000thousands by filing date
STANTEC INC COM85472N109Stock32,500$984,000thousands by filing date
W & T OFFSHORE INC92922P106COM539,512$971,000thousands by filing date
BRIDGE BANCORP INC108035106COM55,700$971,000thousands by filing date
TELEDYNE TECHNOLOGIES INC COM879360105Stock3,121$968,000thousands by filing date
SKECHERS U S A INC830566105CL A32,015$967,000thousands by filing date
MGIC INVT CORP WIS COM552848103Stock108,967$965,000thousands by filing date
AVERY DENNISON CORP COM053611109Stock7,540$964,000thousands by filing date
AMKOR TECHNOLOGY INC COM031652100Stock86,000$963,000thousands by filing date
TD SYNNEX CORPORATION COM87162W100Stock6,838$958,000thousands by filing date
STANLEY BLACK & DECKER INC COM854502101Stock5,900$957,000thousands by filing date
OLD NATL BANCORP IND680033107COM75,800$952,000thousands by filing date
OSHKOSH CORP COM688239201Stock12,778$939,000thousands by filing date
FONAR CORP344437405COM NEW44,900$938,000thousands by filing date
VEDANTA LTD92242Y100SPONSORED ADR126,654$936,000thousands by filing date
UNIVERSAL INS HLDGS INC91359V107COM67,500$934,000thousands by filing date
GREAT SOUTHERN BANCORP INC390905107COMMON STOCK25,785$934,000thousands by filing date
LEAR CORP COM NEW521865204Stock8,500$927,000thousands by filing date
MURPHY USA INC COM626755102Stock7,198$923,000thousands by filing date
INSTEEL INDS INC45774W108COM49,200$920,000thousands by filing date
VALMONT INDS INC COM920253101Stock7,400$919,000thousands by filing date
BOSTON PRIVATE FINL HLDGS INC COM101119105Stock166,100$917,000thousands by filing date
CENTURY BANCORP INC -CL A156432106CL A13,910$914,000thousands by filing date
CDW CORP COM12514G108Stock7,625$911,000thousands by filing date
GENERAC HLDGS INC368736104COM4,674$905,000thousands by filing date
CURTISS WRIGHT CORP COM231561101Stock9,621$897,000thousands by filing date
CORELOGIC INC21871D103COM13,245$896,000thousands by filing date
IDT CORP448947507CL B NEW135,700$893,000thousands by filing date
INTERPUBLIC GROUP COS460690100COM53,373$890,000thousands by filing date
KFORCE INC COM493732101Stock27,500$885,000thousands by filing date
FIRST AMERN FINL CORP31847R102COM17,067$869,000thousands by filing date
Verizon Communications Inc92343V104COM14,575$867,000thousands by filing date
AMNEAL PHARMACEUTICALS INC03168L105COM STK CL A218,100$846,000thousands by filing date
PARK NATL CORP COM700658107Stock10,200$836,000thousands by filing date
COMMUNITY TRUST BANCORP INC204149108COMMON STOCK29,595$836,000thousands by filing date
CIENA CORP COM NEW171779309Stock21,043$835,000thousands by filing date
MASCO CORP574599106COM14,996$827,000thousands by filing date
MICHAELS COS INC59408Q106COM85,700$827,000thousands by filing date
HERITAGE FINANCIAL CORP42722X106COMMON STOCK44,700$822,000thousands by filing date
MILLER INDUSTRIES INC TENN600551204COMMON STOCK26,700$816,000thousands by filing date
LIVE NATION ENTERTAINMENT INC COM538034109Stock14,959$806,000thousands by filing date
HANESBRANDS INC410345102COM50,651$798,000thousands by filing date
RAYMOND JAMES FINL INC COM754730109Stock10,875$791,000thousands by filing date
FIRST COMMUNITY BANKSHARES31983A103COMMON STOCK43,774$790,000thousands by filing date
CHINA PETROLEUM AND CHEMICAL-A16941R108SPON ADR H SHS19,400$785,000thousands by filing date
Diamond Hill Investment Group Inc25264R207Common Stock6,200$783,000thousands by filing date
AMALGAMATED BANK022663108COMMON STOCK73,800$781,000thousands by filing date
F5 INC COM315616102Stock6,354$780,000thousands by filing date
JABIL INC COM466313103Stock22,545$772,000thousands by filing date
ALLIENT INC019330109COM18,700$772,000thousands by filing date
VAREX IMAGING CORP92214X106COMMON STOCK60,600$771,000thousands by filing date
NEXTIER OILFIELD SOLUTIONS INC65290C105COMMON STOCK416,890$771,000thousands by filing date
CABOT CORP127055101COM21,200$764,000thousands by filing date
SCOTTS MIRACLE-GRO CO810186106CL A4,985$762,000thousands by filing date
FMC CORP COM NEW302491303Stock7,157$758,000thousands by filing date
SPX CORP784635104COMMON STOCK16,000$742,000thousands by filing date
KT CORP SPONSORED ADR48268K101ADR76,100$731,000thousands by filing date
DHI GROUP INC23331S100COM321,200$726,000thousands by filing date
PATRICK INDS INC703343103COM12,600$725,000thousands by filing date
AUTOZONE INC COM053332102Stock607$715,000thousands by filing date
NETSCOUT SYS INC64115T104COM32,700$714,000thousands by filing date
WESTWOOD HOLDINGS GROUP INC961765104COMMON STOCK63,500$707,000thousands by filing date
HAWKINS INC420261109COM15,100$696,000thousands by filing date
NEWMARKET CORP COM651587107Stock2,030$695,000thousands by filing date
PROSPECT CAP CORP74348TAT9BOND675,000$689,000thousands by filing dateprincipal
AMERICAN VANGUARD CORP030371108COM52,300$687,000thousands by filing date
CURO GROUP HOLDINGS CORP23131L107COM97,100$685,000thousands by filing date
CHINA MOBILE LIMITED16941M109SPONSORED ADR21,057$677,000thousands by filing date
THE CAMPBELLS COMPANY COM134429109Stock13,945$675,000thousands by filing date
KRONOS WORLDWIDE INC COM50105F105Stock52,400$674,000thousands by filing date
CITIZENS FINL GROUP INC COM174610105Stock26,565$672,000thousands by filing date
HELEN OF TROY CORP LTDG4388N106COM3,400$658,000thousands by filing date
QUANEX BLDG PRODS CORP COM747619104Stock35,600$656,000thousands by filing date
TERRITORAL BANCORP INC88145X108COMMON STOCK32,300$653,000thousands by filing date
ARES COML REAL ESTATE CORP04013V108COM71,200$651,000thousands by filing date
CORNERSTONE BLDG BRANDS INC21925D109COM81,400$650,000thousands by filing date
FLEX LTD ORDY2573F102Stock58,130$648,000thousands by filing date
AKAMAI TECHNOLOGIES INC COM00971T101Stock5,860$648,000thousands by filing date
QURATE RETAIL INC74915M100COM SER A88,829$638,000thousands by filing date
WW INTL INC98262P101COM33,800$638,000thousands by filing date
TRIPLE-S MGMT CORP896749108CL B35,627$637,000thousands by filing date
WESTERN UN CO COM959802109Stock29,100$624,000thousands by filing date
TRUEBLUE INC89785X101COM40,100$621,000thousands by filing date
CORNING INC219350105COM18,900$613,000thousands by filing date
APPLIED INDL TECHNOLOGIES INC COM03820C105Stock11,100$612,000thousands by filing date
SMITH A O CORP COM831865209Stock11,526$609,000thousands by filing date
EDWARDS LIFESCIENCES CORP COM28176E108Stock7,599$607,000thousands by filing date
ARCUS BIOSCIENCES INC03969F109COM35,300$605,000thousands by filing date
KINIKSA PHARMACEUTICALS LTDG5269C101COM CL A38,900$596,000thousands by filing date
AUTOLIV INC052800109COM8,128$592,000thousands by filing date
PARK OHIO HOLDINGS CORP700666100COMMON STOCK36,800$591,000thousands by filing date
AMERICA MOVIL SA DE CV-ADR02364W105SPON ADR L SHS46,900$586,000thousands by filing date
UNISYS CORP909214306COMMON STOCK54,400$580,000thousands by filing date
SLEEP NUMBER CORP83125X103COM D11,725$573,000thousands by filing date
NASDAQ INC COM631103108Stock4,542$557,000thousands by filing date
EMCOR GROUP INC COM29084Q100Stock8,159$552,000thousands by filing date
ALLISON TRANSMISSION HLDGS I01973R101COM15,719$552,000thousands by filing date
NATIONAL INSTRS CORP636518102COM15,449$552,000thousands by filing date
HEARTLAND FINL USA INC42234Q102COM18,300$549,000thousands by filing date
SANDRIDGE ENERGY INC80007P869COM NEW331,300$547,000thousands by filing date
HOOKER FURNISHINGS CORPORATI439038100COM21,000$542,000thousands by filing date
NVIDIA Corp67066G104COM1,000$541,000thousands by filing date
OLYMPIC STEEL INC COM68162K106Stock46,700$531,000thousands by filing date
CARDINAL HEALTH INC14149Y108COM11,240$528,000thousands by filing date
CIRRUS LOGIC INC COM172755100Stock7,814$527,000thousands by filing date
EATON VANCE CORP278265103COM NON VTG13,466$514,000thousands by filing date
FLUOR CORP343412102COM56,500$498,000thousands by filing date
ZIFF DAVIS INC48123V102COM7,116$493,000thousands by filing date
BMC STK HLDGS INC05591B109COM11,513$493,000thousands by filing date
SEASPINE HLDGS CORP81255T108COM34,100$488,000thousands by filing date
MANPOWERGROUP INC WIS COM56418H100Stock6,594$484,000thousands by filing date
COMPANHIA PARANAENSE ENERG C20441B407SPON ADR PFD43,900$484,000thousands by filing date
NORTHFIELD BANCORP INC66611T108COMMON STOCK52,300$477,000thousands by filing date
FEDNAT HOLDING COMPANY31431B109Common Stock74,950$474,000thousands by filing date
CIVISTA BANCSHARES INC178867107COMMON STOCK37,660$472,000thousands by filing date
SURGALIGN HOLDINGS INC86882C105COM260,806$472,000thousands by filing date
ASBURY AUTOMOTIVE GROUP INC COM043436104Stock4,800$468,000thousands by filing date
SENSIENT TECHNOLOGIES CORP81725T100COM8,000$462,000thousands by filing date
RALPH LAUREN CORP751212101CL A6,800$462,000thousands by filing date
CANADIANNATLRYCOF136375102STOK4,300$457,000thousands by filing date
SEALED AIR CORP NEW81211K100COM11,681$453,000thousands by filing date
SKYWORKS SOLUTIONS INC COM83088M102Stock3,100$451,000thousands by filing date
BANCORP INC DEL05969A105COM52,200$451,000thousands by filing date
FERRO CORP315405100COM35,600$441,000thousands by filing date
BERRY GLOBAL GROUP INC08579W103COM9,066$438,000thousands by filing date
MYLAN NVN59465109SHS EURO29,462$437,000thousands by filing date
HANOVER INS GROUP INC COM410867105Stock4,667$435,000thousands by filing date
BRUNSWICK CORP117043109COM7,345$433,000thousands by filing date
AFFILIATED MANAGERS GROUP COM008252108Stock6,304$431,000thousands by filing date
HURON CONSULTING GROUP INC447462102COM10,900$429,000thousands by filing date
HURCO CO447324104COM15,100$429,000thousands by filing date
CACI INTL INC CL A127190304Stock2,000$426,000thousands by filing date
CATO CORP NEW149205106CL A54,500$426,000thousands by filing date
BAR HBR BANKSHARES066849100COM20,400$419,000thousands by filing date
AXCELIS TECHNOLOGIES INC054540208COM NEW19,000$418,000thousands by filing date
SANDY SPRING BANCORP INC800363103COMMON STOCK18,000$415,000thousands by filing date
TORO CO891092108COM4,900$411,000thousands by filing date
ARCHER DANIELS MIDLAND CO COM039483102Stock8,797$409,000thousands by filing date
MERIDIAN BANCORP INC MD58958U103COM39,500$409,000thousands by filing date
VISHAY PRECISION GROUP INC92835K103COM16,048$406,000thousands by filing date
LCNB CORP50181P100COM29,606$404,000thousands by filing date
CRANE CO224399105COM7,980$400,000thousands by filing date
MACATAWA BANK CORP554225102COMMON STOCK59,354$388,000thousands by filing date
DISH NETWORK CORPORATION25470M109CL A13,295$386,000thousands by filing date
COVETRUS INC22304C100COM15,700$383,000thousands by filing date
PROTECTIVE INSURANCE CORP- B74368l203COM29,200$383,000thousands by filing date
MOHAWK INDS INC608190104COM3,900$381,000thousands by filing date
Flushing Financial Corp343873105Common Stock36,200$381,000thousands by filing date
UNITED MICROELECTRONICS CORP SPON ADR NEW910873405ADR79,400$380,000thousands by filing date
WEYCO GROUP INC COM962149100Stock23,308$377,000thousands by filing date
FOOT LOCKER INC344849104COM11,427$377,000thousands by filing date
RETAIL PPTYS AMER INC76131V202CL A64,400$374,000thousands by filing date
FTI CONSULTING INC302941109COM3,487$370,000thousands by filing date
LABORATORY CORP OF AMERICA50540R409COM NEW1,967$370,000thousands by filing date
MINERALS TECHNOLOGIES INC COM603158106Stock7,200$368,000thousands by filing date
FULTON FINL CORP PA360271100COM39,400$368,000thousands by filing date
Vital Energy Inc516806205Common Stock37,325$366,000thousands by filing date
GENMARK DIAGNOSTICS INC372309104COM25,600$364,000thousands by filing date
COCA-COLA FEMSA SAB DE CV SPONS ADS REP191241108ADR8,800$358,000thousands by filing date
REPUBLIC BANCORP INC CLASS A760281204COMMON STOCK12,634$356,000thousands by filing date
CITI TRENDS INC17306X102COMMON STOCK14,000$350,000thousands by filing date
MARCHEX INC56624R108CMN162,500$345,000thousands by filing date
NORTHRIM BANCORP INC666762109COMMON STOCK13,444$343,000thousands by filing date
WERNER ENTERPRISES INC950755108COM8,077$339,000thousands by filing date
GAP INC COM364760108Stock19,845$338,000thousands by filing date
TRUECAR INC89785L107COM65,200$326,000thousands by filing date
KEZAR LIFE SCIENCES INC49372L100COM67,100$325,000thousands by filing date
SANFILIPPO JOHN B & SON INC800422107COM4,300$324,000thousands by filing date
SPROUTS FMRS MKT INC COM85208M102Stock15,269$320,000thousands by filing date
HUNTINGTON INGALLS INDS INC COM446413106Stock2,277$320,000thousands by filing date
EVOLUTION PETROLEUM CORP30049A107COMMON STOCK141,700$317,000thousands by filing date
BAIDU INC SPON ADR REP A056752108ADR2,500$316,000thousands by filing date
ACUITY INC COM00508Y102Stock3,067$314,000thousands by filing date
GRAPHIC PACKAGING HLDG CO COM388689101Stock22,039$311,000thousands by filing date
SIGNET JEWELERS LTD SHSG81276100Stock16,500$309,000thousands by filing date
CIMPRESS PLCG2143T103SHS EURO4,090$307,000thousands by filing date
PREFORMED LINE PRODS CO740444104COM6,200$302,000thousands by filing date
First Foundation Inc32026V104Common Stock23,000$301,000thousands by filing date
NEW YORK COMMUNITY BANCORP649445103COM36,000$298,000thousands by filing date
INGREDION INC COM457187102Stock3,905$296,000thousands by filing date
WW GRAINGER INC COM384802104Stock821$293,000thousands by filing date
STAMPS COM INC852857200COM NEW1,200$289,000thousands by filing date
COLUMBIA SPORTSWEAR CO198516106COM3,300$287,000thousands by filing date
BASSETT FURNITURE INDS INC COM070203104Stock20,800$285,000thousands by filing date
SYNAPTICS INC COM87157D109Stock3,500$281,000thousands by filing date
URBAN EDGE PPTYS91704F104COM28,500$277,000thousands by filing date
AAR CORP000361105COM14,700$276,000thousands by filing date
REX AMERICAN RESOURCES CORP761624105COMMON STOCK4,200$276,000thousands by filing date
BANKFINANCIAL CORP06643P104COM37,700$272,000thousands by filing date
FIFTH THIRD BANCORP COM316773100Stock12,600$269,000thousands by filing date
OOMA INC683416101COM20,500$268,000thousands by filing date
MARINEMAX INC567908108COM10,400$267,000thousands by filing date
AARONS INC002535300COM PAR $0.504,700$266,000thousands by filing date
LIBERTY ENERGY INC53115L104COM CL A33,000$264,000thousands by filing date
EAST WEST BANCORP INC COM27579R104Stock7,982$261,000thousands by filing date
ATN INTERNATIONAL INC00215F107COMMON STOCK5,200$261,000thousands by filing date
II VI INC902104108COM6,400$260,000thousands by filing date
PENSKE AUTOMOTIVE GRP INC COM70959W103Stock5,400$257,000thousands by filing date
VISTEON CORP92839U206COM NEW3,700$256,000thousands by filing date
REGENERON PHARMACEUTICALS COM75886F107Stock456$255,000thousands by filing date
LIFEVANTAGE CORP53222K205COMMON STOCK21,100$255,000thousands by filing date
ICICI BANK LIMITED ADR45104G104ADR25,500$251,000thousands by filing date
STEEL DYNAMICS INC COM858119100Stock8,689$249,000thousands by filing date
STEWART INFORMATION SVCS COR860372101COM5,600$245,000thousands by filing date
CNB FINANCIAL CORP PA126128107COMMON STOCK16,300$242,000thousands by filing date
HILL ROM HLDGS INC431475102COM2,876$240,000thousands by filing date
LITHIA MTRS INC COM536797103Stock1,048$239,000thousands by filing date
ACI WORLDWIDE INC COM004498101Stock8,800$230,000thousands by filing date
PREMIER FINL BANCORP INC74050M105COM20,600$222,000thousands by filing date
ARROW FINANCIAL CORP042744102COMMON STOCK8,670$218,000thousands by filing date
COMMERCIAL METALS CO COM201723103Stock10,600$212,000thousands by filing date
SHERWIN WILLIAMS CO824348106COM300$209,000thousands by filing date
FB FINL CORP30257X104COM8,300$208,000thousands by filing date
SUPERNUS PHARMACEUTICALS868459108COM10,000$208,000thousands by filing date
ESCALADE INC296056104COMMON STOCK11,300$207,000thousands by filing date
NATIONAL CINEMEDIA INC635309107COM76,100$207,000thousands by filing date
FOX CORP CL A COM35137L105Stock7,389$206,000thousands by filing date
AMETEK INC COM031100100Stock2,044$203,000thousands by filing date
SCHOLAR ROCK HLDG CORP80706P103COM11,500$203,000thousands by filing date
CUSHMAN WAKEFIELD PLCG2717B108SHS18,000$189,000thousands by filing date
VISHAY INTERTECHNOLOGY INC COM928298108Stock10,900$170,000thousands by filing date
INFORMATION SVCS GROUP INC45675Y104COM79,700$168,000thousands by filing date
GEOSPACE TECHNOLOGIES CORP37364X109COM25,500$158,000thousands by filing date
ESSA BANCORP INC COM29667D104Stock12,500$154,000thousands by filing date
TENNECO INC880349105COM21,000$146,000thousands by filing date
AGROFRESH SOLUTIONS INC00856G109COM60,200$146,000thousands by filing date
MIX TELEMATICS LTD60688N102SPONSORED ADR16,079$144,000thousands by filing date
BEL FUSE INC077347300CL B13,330$142,000thousands by filing date
HERSHA HOSPITALITY TR427825500PR SHS BEN INT24,500$136,000thousands by filing date
STRONGBRIDGE BIOPHARMA PLCG85347105SHS USD54,300$114,000thousands by filing date
FIRST FINANCIAL NORTHWEST IN32022K102COM11,900$109,000thousands by filing date
YPF SOCIEDAD ANONIMA984245100SPON ADR CL D30,300$108,000thousands by filing date
RIVERVIEW BANCORP INC769397100COM26,003$108,000thousands by filing date
NATURAL GROCERS BY VITAMIN C63888U108COMMON STOCK10,300$102,000thousands by filing date
LEAF GROUP LTD52177G102COM19,400$97,000thousands by filing date
HANMI FINANCIAL CORPORATION410495204COMMON STOCK11,200$92,000thousands by filing date
PETROLEO BRASILEIRO S A71654V408SPONSORED ADR10,500$75,000thousands by filing date
MDC PARTNERS INC552697104CL A SUB VTG46,800$75,000thousands by filing date
BANCO SANTANDER BRASIL S.A. AD05967A107ADS REP 1 UNIT13,200$65,000thousands by filing date
EXTERRAN CORP30227H106COM11,800$49,000thousands by filing date
GRITSTONE BIO INC39868T105COM15,500$41,000thousands by filing date
QEP RESOURCES INC74733V100COM38,200$34,000thousands by filing date
EVOFEM BIOSCIENCES INC30048L104COM12,821$30,000thousands by filing date
SM ENERGY COMPANY COM78454L100Stock18,100$29,000thousands by filing date
CEDAR REALTY TRUST INC150602209COMMON STOCK10,800$9,000thousands by filing date

Amendment chain

FilingRoleFiledAcceptedIngested
13F-HR 0001072613-20-000372this filing2020-11-13acceptance time not in the bulk data set