Grantham, Mayo, Van Otterloo & Co. LLC Q1 2020 Filing

Filed May 14, 2020

Portfolio Value

$12.0B

Holdings

743

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (743 positions)

#StockSharesValue% PortfolioType
201
FSLRFIRST SOLAR INC
179,900$6.5B54.09%
202
QIWQIWI PLC
597,275$6.4B53.34%
203
BPOPPOPULAR INC
182,200$6.4B53.18%
204
FANGDIAMONDBACK ENERGY INC
243,341$6.4B53.17%
205
LOWLOWES COS INC
73,838$6.4B52.98%
206
BIIBBIOGEN INC
20,036$6.3B52.86%
207
FMFFORMFACTOR INC
314,300$6.3B52.65%
208
INTUINTUIT
27,374$6.3B52.50%
209
CORECORE MARK HOLDING CO INC
219,800$6.3B52.37%
210
MGYMAGNOLIA OIL & GAS CORP
1,536,586$6.1B51.25%
211
BBYBEST BUY INC
107,098$6.1B50.91%
212
ETDETHAN ALLEN INTERIORS INC
583,500$6.0B49.72%
213
HYHYSTER YALE MATLS HANDLING I
146,600$5.9B49.01%
214
BMABANCO MACRO SA
345,600$5.9B48.93%
215
LRCXEURLAM RESEARCH CORP
24,421$5.9B48.87%
216
MSIMOTOROLA SOLUTIONS INC
43,979$5.8B48.75%
217
CVXCHEVRON CORP NEW
80,675$5.8B48.75%
218
XECEURCIMAREX ENERGY CO
343,891$5.8B48.26%
219
PXDEURPIONEER NAT RES CO
82,392$5.8B48.20%
220
7HPHP INC
329,135$5.7B47.65%
221
COPCONOCOPHILLIPS
185,476$5.7B47.64%
222
SCVLSHOE CARNIVAL INC
270,200$5.6B46.80%
223
GFFGRIFFON CORP
441,347$5.6B46.56%
224
ATVIEURACTIVISION BLIZZARD INC
92,838$5.5B46.05%
225
PARSLEY ENERGY INC
957,725$5.5B45.76%
226
MGAMAGNA INTL INC
169,100$5.4B44.81%
227
ALLYALLY FINL INC
369,800$5.3B44.50%
228
XOMEXXON MOBIL CORP
140,420$5.3B44.46%
229
WPX ENERGY INC
1,746,226$5.3B44.41%
230
DLXDELUXE CORP
204,664$5.3B44.25%
231
DKSDICKS SPORTING GOODS INC
248,400$5.3B44.04%
232
EOGEOG RES INC
146,510$5.3B43.89%
233
EBEVENTBRITE INC
719,061$5.2B43.77%
234
CLCOLGATE PALMOLIVE CO
78,518$5.2B43.45%
235
PDCEUSDPDC ENERGY INC
837,264$5.2B43.35%
236
CXOEURCONCHO RES INC
121,235$5.2B43.32%
237
LTHM1EURLIVENT CORP
985,700$5.2B43.15%
238
DVNDEVON ENERGY CORP NEW
747,156$5.2B43.05%
239
EBAEBAY INC
170,095$5.1B42.64%
240
BHCBAUSCH HEALTH COS INC
329,000$5.0B42.04%
241
ZM3ZUMIEZ INC
290,400$5.0B41.94%
242
TGTREDEGAR CORP
318,402$5.0B41.50%
243
FULTFULTON FINL CORP PA
426,370$4.9B40.85%
244
LZBLA Z BOY INC
236,700$4.9B40.56%
245
EIGEMPLOYERS HOLDINGS INC
119,100$4.8B40.23%
246
TKRTIMKEN CO
147,757$4.8B39.84%
247
ETNEATON CORP PLC
61,259$4.8B39.68%
248
MUMICRON TECHNOLOGY INC
111,584$4.7B39.13%
249
BWABORGWARNER INC
192,370$4.7B39.09%
250
BLMNBLOOMIN BRANDS INC
656,084$4.7B39.06%
251
4DHDANA INCORPORATED
594,097$4.6B38.69%
252
SPOKSPOK HLDGS INC
433,278$4.6B38.63%
253
BMY-RBRISTOL-MYERS SQUIBB CO
1,211,450$4.6B38.39%
254
HVTHAVERTY FURNITURE INC
386,142$4.6B38.28%
255
TCBKTRICO BANCSHARES
153,080$4.6B38.07%
256
PGRPROGRESSIVE CORP OHIO
61,738$4.6B38.02%
257
GJBSTEELCASE INC
455,302$4.5B37.47%
258
ECPGENCORE CAP GROUP INC
189,400$4.4B36.92%
259
KBALUSDKIMBALL INTL INC
365,600$4.4B36.31%
260
AVTAVNET INC
173,367$4.4B36.29%
261
CBZCBIZ INC
207,471$4.3B36.19%
262
AMZNAMAZON COM INC
2,223$4.3B36.14%
263
DSP GROUP INC
318,200$4.3B35.56%
264
NIC INC
185,075$4.3B35.50%
265
TELTE CONNECTIVITY LTD
67,036$4.2B35.21%
266
FDEFUSDFIRST DEFIANCE FINL CORP
286,324$4.2B35.19%
267
ENTAENANTA PHARMACEUTICALS INC
81,300$4.2B34.86%
268
ALSALLSTATE CORP
45,084$4.1B34.49%
269
CNMDCONMED CORP
71,600$4.1B34.20%
270
RA PHARMACEUTICALS INC
85,050$4.1B34.05%
271
IMKTAINGLES MKTS INC
112,762$4.1B34.00%
272
EFCELLINGTON FINANCIAL INC
706,700$4.0B33.65%
273
SPGIS&P GLOBAL INC
16,430$4.0B33.57%
274
CTXSEURCITRIX SYS INC
28,096$4.0B33.16%
275
EVTCEVERTEC INC
172,500$3.9B32.70%
276
HSTHOST HOTELS & RESORTS INC
353,496$3.9B32.55%
277
BILIBILIBILI INC
164,300$3.8B32.09%
278
NOCNORTHROP GRUMMAN CORP
12,700$3.8B32.04%
279
NATIONAL GEN HLDGS CORP
231,900$3.8B32.00%
280
LHXL3HARRIS TECHNOLOGIES INC
20,720$3.7B31.12%
281
CHLUSDCHINA MOBILE LIMITED
98,989$3.7B31.10%
282
GILDGILEAD SCIENCES INC
49,769$3.7B31.03%
283
A4SAMERIPRISE FINL INC
35,785$3.7B30.58%
284
LYBLYONDELLBASELL INDUSTRIES N
73,818$3.7B30.55%
285
HOMEAT HOME GROUP INC
1,803,555$3.6B30.38%
286
COREPOINT LODGING INC
922,400$3.6B30.15%
287
BAXBAXTER INTL INC
44,426$3.6B30.08%
288
HSYHERSHEY CO
26,967$3.6B29.79%
289
PLXSPLEXUS CORP
65,300$3.6B29.71%
290
ACAARCOSA INC
89,400$3.6B29.63%
291
MLIMUELLER INDS INC
147,506$3.5B29.44%
292
WTHWORTHINGTON INDS INC
133,400$3.5B29.20%
293
NAVINAVIENT CORPORATION
460,413$3.5B29.10%
294
REGREGENCY CTRS CORP
90,750$3.5B29.09%
295
PS1COMPUTER PROGRAMS & SYS INC
156,100$3.5B28.96%
296
FRTEURFEDERAL REALTY INVT TR
46,400$3.5B28.87%
297
GRMNGARMIN LTD
46,103$3.5B28.82%
298
ONTOONTO INNOVATION INC
116,487$3.5B28.82%
299
DIME CMNTY BANCSHARES
251,740$3.5B28.78%
300
APARTMENT INVT & MGMT CO
98,000$3.4B28.73%
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