Grantham, Mayo, Van Otterloo & Co. LLC Q3 2019 Filing

Filed November 13, 2019

Portfolio Value

$14.4B

Holdings

718

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (718 positions)

#StockSharesValue% PortfolioType
501
3M4MASIMO CORP
9,083$1.4B9.37%
502
NXQUANEX BUILDING PRODUCTS COR
74,600$1.3B9.36%
503
VRTVEURVERITIV CORP
74,500$1.3B9.34%
504
UVSPUNIVEST FINANCIAL CORPORATIO
52,800$1.3B9.34%
505
ZNGAEURZYNGA INC
231,188$1.3B9.34%
506
ARWARROW ELECTRS INC
18,028$1.3B9.33%
507
EIXEDISON INTL
17,800$1.3B9.31%
508
LAMRLAMAR ADVERTISING CO NEW
15,600$1.3B8.87%
509
FFICFLUSHING FINL CORP
62,400$1.3B8.75%
510
BDCBELDEN INC
23,600$1.3B8.73%
511
SEICSEI INVESTMENTS CO
21,200$1.3B8.71%
512
TPICQTPI COMPOSITES INC
66,300$1.2B8.62%
513
AWGASBURY AUTOMOTIVE GROUP INC
11,900$1.2B8.45%
514
PLXSPLEXUS CORP
19,400$1.2B8.41%
515
UNITED CMNTY FINL CORP OHIO
112,300$1.2B8.40%
516
JLLJONES LANG LASALLE INC
8,688$1.2B8.38%
517
DECKDECKERS OUTDOOR CORP
8,200$1.2B8.38%
518
KMTKENNAMETAL INC
39,100$1.2B8.34%
519
PG4PRINCIPAL FINL GROUP INC
20,900$1.2B8.28%
520
RXNEURREXNORD CORP NEW
44,000$1.2B8.26%
521
HELEHELEN OF TROY CORP LTD
7,500$1.2B8.20%
522
SKAASKECHERS U S A INC
31,115$1.2B8.06%
523
WHRWHIRLPOOL CORP
7,300$1.2B8.02%
524
SRCUSDSPIRIT RLTY CAP INC NEW
23,967$1.1B7.96%
525
MEIMETHODE ELECTRS INC
34,000$1.1B7.94%
526
CLARCLARUS CORP NEW
96,996$1.1B7.89%
527
FCNFTI CONSULTING INC
10,687$1.1B7.86%
528
RFREGIONS FINL CORP NEW
71,306$1.1B7.83%
529
ZEUSOLYMPIC STEEL INC
78,200$1.1B7.81%
530
UCBUNITED CMNTY BKS BLAIRSVLE G
39,500$1.1B7.77%
531
SA2DSANDRIDGE ENERGY INC
235,100$1.1B7.67%
532
ON1OLD NATL BANCORP IND
64,000$1.1B7.64%
533
APDAIR PRODS & CHEMS INC
4,956$1.1B7.63%
534
VLGEAVILLAGE SUPER MKT INC
41,531$1.1B7.62%
535
CIVBCIVISTA BANCSHARES INC
50,400$1.1B7.60%
536
AOSLALPHA & OMEGA SEMICONDUCTOR
88,300$1.1B7.52%
537
DKSDICKS SPORTING GOODS INC
26,000$1.1B7.36%
538
RBCAAREPUBLIC BANCORP KY
24,189$1.1B7.29%
539
WEYSWEYCO GROUP INC
46,400$1.0B7.28%
540
JXC1J2 GLOBAL INC
11,527$1.0B7.26%
541
HTBHOMETRUST BANCSHARES INC
39,600$1.0B7.16%
542
KRATON CORPORATION
31,700$1.0B7.10%
543
SYSTEMAX INC
46,300$1.0B7.07%
544
FBNCFIRST BANCORP N C
28,000$1.0B6.97%
545
GGENPACT LIMITED
25,878$1.0B6.96%
546
MYGNMYRIAD GENETICS INC
34,000$973.0M6.75%
547
SEACOR HOLDINGS INC
20,600$970.0M6.73%
548
UPBDRENT A CTR INC NEW
37,100$957.0M6.64%
549
FMNBFARMERS NATL BANC CORP
65,900$954.0M6.62%
550
AAMIBRIGHTSPHERE INVT GROUP INC
96,300$954.0M6.62%
551
OPITQOFFICE PPTYS INCOME TR
31,100$953.0M6.61%
552
51AAMERICAN PUBLIC EDUCATION IN
42,487$949.0M6.58%
553
STATE AUTO FINL CORP
29,000$939.0M6.51%
554
DRHDIAMONDROCK HOSPITALITY CO
90,200$925.0M6.42%
555
KTKT CORP
81,600$923.0M6.40%
556
NTAPNETAPP INC
17,426$915.0M6.35%
557
EPMEVOLUTION PETROLEUM CORP
156,200$912.0M6.33%
558
NICNICOLET BANKSHARES INC
13,600$905.0M6.28%
559
PGPROCTER & GAMBLE CO
7,200$896.0M6.22%
560
SRJSPARTANNASH CO
75,600$894.0M6.20%
561
WESTERN ASSET MTG CAP CORP
92,300$891.0M6.18%
562
MACATAWA BK CORP
85,600$889.0M6.17%
563
NANOMETRICS INC
27,200$887.0M6.15%
564
NPOENPRO INDS INC
12,900$886.0M6.15%
565
NRIMNORTHRIM BANCORP INC
22,144$878.0M6.09%
566
HPOSERVICE PPTYS TR
33,811$872.0M6.05%
567
TASTUSDCARROLS RESTAURANT GROUP INC
105,200$872.0M6.05%
568
PKPARK HOTELS RESORTS INC
34,226$855.0M5.93%
569
TRINSEO S A
19,400$833.0M5.78%
570
HRBBLOCK H & R INC
34,900$824.0M5.72%
571
FLWSFLWS/1-800 FLOWERS
55,500$821.0M5.70%
572
ROSETTA STONE INC
47,100$820.0M5.69%
573
EEMISHARES TR
19,869$812.0M5.63%
574
CLDTCHATHAM LODGING TR
44,128$801.0M5.56%
575
ENSENERSYS
12,100$798.0M5.54%
576
CUROEURCURO GROUP HLDGS CORP
60,000$797.0M5.53%
577
BFINUSDBANKFINANCIAL CORP
66,900$796.0M5.52%
578
MCRIMONARCH CASINO & RESORT INC
18,773$783.0M5.43%
579
CCNECNB FINL CORP PA
27,244$782.0M5.42%
580
TXTERNIUM SA
40,500$777.0M5.39%
581
PBIPITNEY BOWES INC
168,600$771.0M5.35%
582
EFCELLINGTON FINANCIAL INC
42,600$770.0M5.34%
583
OMFONEMAIN HLDGS INC
20,958$769.0M5.33%
584
PRGSPROGRESS SOFTWARE CORP
19,848$755.0M5.24%
585
LADLITHIA MTRS INC
5,700$755.0M5.24%
586
MUTUALFIRST FINL INC
23,933$754.0M5.23%
587
APLEAPPLE HOSPITALITY REIT INC
44,800$743.0M5.15%
588
BSETBASSETT FURNITURE INDS INC
47,900$733.0M5.09%
589
CAREER EDUCATION CORP
45,207$718.0M4.98%
590
CDR1USDCEDAR REALTY TRUST INC
238,800$716.0M4.97%
591
PROTECTIVE INS CORP
40,800$712.0M4.94%
592
WYNEURWYNDHAM DESTINATIONS INC
15,400$709.0M4.92%
593
HSTMHEALTHSTREAM INC
27,400$709.0M4.92%
594
IBNICICI BK LTD
57,700$703.0M4.88%
595
ITGRINTEGER HLDGS CORP
9,300$703.0M4.88%
596
AIRAAR CORP
16,799$692.0M4.80%
597
PRESIDIO INC
40,900$691.0M4.79%
598
CTRNCITI TRENDS INC
37,700$690.0M4.79%
599
NWSNEWS CORP NEW
47,850$684.0M4.75%
600
G7AGRUPO AEROPORTUARIO CTR NORT
14,100$670.0M4.65%
PreviousPage 6 of 8Next