Grantham, Mayo, Van Otterloo & Co. LLC Q4 2019 Filing

Filed February 13, 2020

Portfolio Value

$15.0B

Holdings

670

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (670 positions)

#	Stock	Shares	Value	% Portfolio
401	RCKYROCKY BRANDS INC	67,835	$2.0M	0.01%
402	—RETAIL PPTYS AMER INC	148,300	$2.0M	0.01%
403	TDAYGANNETT CO INC NEW	311,335	$2.0M	0.01%
404	HTEURHERSHA HOSPITALITY TR	136,100	$2.0M	0.01%
405	GIIIG-III APPAREL GROUP LTD	58,900	$2.0M	0.01%
406	BAHBOOZ ALLEN HAMILTON HLDG COR	27,729	$2.0M	0.01%
407	CRAICRA INTL INC	36,148	$2.0M	0.01%
408	AGMFEDERAL AGRIC MTG CORP	23,522	$2.0M	0.01%
409	TERTERADYNE INC	28,789	$2.0M	0.01%
410	XRXXEROX HOLDINGS CORP	53,050	$2.0M	0.01%
411	PVACUSDPENN VA CORP NEW	63,600	$1.9M	0.01%
412	HIGHARTFORD FINL SVCS GROUP INC	31,743	$1.9M	0.01%
413	ONTOONTO INNOVATION INC	52,700	$1.9M	0.01%
414	VPGVISHAY PRECISION GROUP INC	56,279	$1.9M	0.01%
415	—CALIFORNIA RES CORP	211,000	$1.9M	0.01%
416	ROPROPER TECHNOLOGIES INC	5,291	$1.9M	0.01%
417	UTLUNITIL CORP	30,300	$1.9M	0.01%
418	SMSM ENERGY CO	166,400	$1.9M	0.01%
419	SENEASENECA FOODS CORP NEW	45,792	$1.9M	0.01%
420	FVICHFFORTUNA SILVER MINES INC	455,000	$1.9M	0.01%
421	ECPGENCORE CAP GROUP INC	52,300	$1.8M	0.01%
422	NCMIEURNATIONAL CINEMEDIA INC	252,400	$1.8M	0.01%
423	CTBICOMMUNITY TR BANCORP INC	39,300	$1.8M	0.01%
424	—CENTURY BANCORP INC MASS	20,037	$1.8M	0.01%
425	MHOM/I HOMES INC	45,238	$1.8M	0.01%
426	TBNKUSDTERRITORIAL BANCORP INC	57,284	$1.8M	0.01%
427	—AG MTG INVT TR INC	114,700	$1.8M	0.01%
428	OSKOSHKOSH CORP	18,631	$1.8M	0.01%
429	PHMPULTE GROUP INC	45,389	$1.8M	0.01%
430	BSACBANCO SANTANDER CHILE NEW	75,900	$1.8M	0.01%
431	KEYKEYCORP NEW	84,766	$1.7M	0.01%
432	FAFFIRST AMERN FINL CORP	29,267	$1.7M	0.01%
433	NAVINAVIENT CORPORATION	124,024	$1.7M	0.01%
434	FNHCUSDFEDNAT HLDG CO	100,800	$1.7M	0.01%
435	SA2DSANDRIDGE ENERGY INC	394,400	$1.7M	0.01%
436	—MTS SYS CORP	34,500	$1.7M	0.01%
437	AWMSKYWORKS SOLUTIONS INC	13,428	$1.6M	0.01%
438	FFFUTUREFUEL CORPORATION	130,300	$1.6M	0.01%
439	RFREGIONS FINL CORP NEW	94,006	$1.6M	0.01%
440	CIENCIENA CORP	37,643	$1.6M	0.01%
441	ARWARROW ELECTRS INC	18,928	$1.6M	0.01%
442	HSTMHEALTHSTREAM INC	58,600	$1.6M	0.01%
443	HN9HANESBRANDS INC	107,149	$1.6M	0.01%
444	SEICSEI INVESTMENTS CO	24,017	$1.6M	0.01%
445	CWCURTISS WRIGHT CORP	11,021	$1.6M	0.01%
446	RCLROYAL CARIBBEAN CRUISES LTD	11,600	$1.5M	0.01%
447	—DELPHI TECHNOLOGIES PLC	120,600	$1.5M	0.01%
448	MLRMILLER INDS INC TENN	40,900	$1.5M	0.01%
449	NVRNVR INC	396	$1.5M	0.01%
450	CA8ACACI INTL INC	6,000	$1.5M	0.01%
451	CTSCTS CORP	49,700	$1.5M	0.01%
452	COLMCOLUMBIA SPORTSWEAR CO	14,818	$1.5M	0.01%
453	AVDAMERICAN VANGUARD CORP	76,000	$1.5M	0.01%
454	CTXSEURCITRIX SYS INC	13,196	$1.5M	0.01%
455	THFFFIRST FINL CORP IND	31,900	$1.5M	0.01%
456	RXNEURREXNORD CORP NEW	44,000	$1.4M	0.01%
457	—KRATON CORPORATION	56,202	$1.4M	0.01%
458	VRTVEURVERITIV CORP	72,300	$1.4M	0.01%
459	ITTITT INC	19,035	$1.4M	0.01%
460	RJFRAYMOND JAMES FINANCIAL INC	15,675	$1.4M	0.01%
461	AMKRAMKOR TECHNOLOGY INC	107,740	$1.4M	0.01%
462	EXPEEXPEDIA GROUP INC	12,931	$1.4M	0.01%
463	MODMODINE MFG CO	180,700	$1.4M	0.01%
464	FFICFLUSHING FINL CORP	64,100	$1.4M	0.01%
465	RSRELIANCE STEEL & ALUMINUM CO	11,423	$1.4M	0.01%
466	3M4MASIMO CORP	8,583	$1.4M	0.01%
467	LPLALPL FINL HLDGS INC	14,700	$1.4M	0.01%
468	ORIOLD REP INTL CORP	60,380	$1.4M	0.01%
469	G7AGRUPO AEROPORTUARIO CTR NORT	22,500	$1.3M	0.01%
470	EIXEDISON INTL	17,800	$1.3M	0.01%
471	DRQEURDRIL QUIP INC	28,400	$1.3M	0.01%
472	CLARCLARUS CORP NEW	96,996	$1.3M	0.01%
473	THCTENET HEALTHCARE CORP	33,800	$1.3M	0.01%
474	LNCLINCOLN NATL CORP IND	21,779	$1.3M	0.01%
475	HUNHUNTSMAN CORP	52,981	$1.3M	0.01%
476	TRMKTRUSTMARK CORP	37,000	$1.3M	0.01%
477	BRKRBRUKER CORP	24,725	$1.3M	0.01%
478	HELEHELEN OF TROY CORP LTD	7,000	$1.3M	0.01%
479	ZEUSOLYMPIC STEEL INC	70,100	$1.3M	0.01%
480	GPOR1EURGULFPORT ENERGY CORP	410,600	$1.2M	0.01%
481	—SYSTEMAX INC	49,500	$1.2M	0.01%
482	WSTWEST PHARMACEUTICAL SVSC INC	8,219	$1.2M	0.01%
483	DTEDTE ENERGY CO	9,500	$1.2M	0.01%
484	MQ8MAG SILVER CORP	103,800	$1.2M	0.01%
485	WEYSWEYCO GROUP INC	46,400	$1.2M	0.01%
486	JLLJONES LANG LASALLE INC	6,988	$1.2M	0.01%
487	GGENPACT LIMITED	28,778	$1.2M	0.01%
488	HCKTHACKETT GROUP INC	75,000	$1.2M	0.01%
489	CIVBCIVISTA BANCSHARES INC	50,400	$1.2M	0.01%
490	OUTOUTFRONT MEDIA INC	45,092	$1.2M	0.01%
491	HASHASBRO INC	11,400	$1.2M	0.01%
492	—TRUSTCO BK CORP N Y	135,800	$1.2M	0.01%
493	OMFONEMAIN HLDGS INC	27,848	$1.2M	0.01%
494	—CHANGYOU COM LTD	119,900	$1.2M	0.01%
495	UMBFUMB FINL CORP	17,000	$1.2M	0.01%
496	SUXSYNNEX CORP	9,038	$1.2M	0.01%
497	SKAASKECHERS U S A INC	26,415	$1.1M	0.01%
498	PEBOPEOPLES BANCORP INC	32,800	$1.1M	0.01%
499	RBCAAREPUBLIC BANCORP KY	24,189	$1.1M	0.01%
500	DECKDECKERS OUTDOOR CORP	6,700	$1.1M	0.01%

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