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
301
EQREQUITY RESIDENTIAL
55,400$3.4B28.51%
302
LAURLAUREATE EDUCATION INC
325,000$3.4B28.49%
303
DGIIDIGI INTL INC
357,800$3.4B28.46%
304
BSXBOSTON SCIENTIFIC CORP
103,938$3.4B28.28%
305
CPTCAMDEN PPTY TR
42,500$3.4B28.08%
306
PSXPHILLIPS 66
62,173$3.3B27.82%
307
TPHTRI POINTE GROUP INC
379,342$3.3B27.74%
308
ESSESSEX PPTY TR INC
15,100$3.3B27.73%
309
GRCGORMAN RUPP CO
104,825$3.3B27.28%
310
OPYOPPENHEIMER HLDGS INC
164,026$3.2B27.03%
311
WSBFWATERSTONE FINL INC MD
221,315$3.2B26.83%
312
MANTECH INTL CORP
44,268$3.2B26.83%
313
TDYTELEDYNE TECHNOLOGIES INC
10,775$3.2B26.71%
314
JNPJUNIPER NETWORKS INC
167,000$3.2B26.65%
315
MAAMID AMER APT CMNTYS INC
31,000$3.2B26.63%
316
OCOWENS CORNING NEW
82,109$3.2B26.58%
317
AZTABROOKS AUTOMATION INC NEW
104,400$3.2B26.55%
318
SPGSIMON PPTY GROUP INC NEW
57,700$3.2B26.39%
319
AVBAVALONBAY CMNTYS INC
21,500$3.2B26.38%
320
R6C2ROYAL DUTCH SHELL PLC
96,700$3.2B26.33%
321
EBFENNIS INC
168,100$3.2B26.33%
322
DRHDIAMONDROCK HOSPITALITY CO
616,488$3.1B26.12%
323
JBLJABIL INC
126,945$3.1B26.02%
324
ENBENBRIDGE INC
105,800$3.1B25.67%
325
APAMARTISAN PARTNERS ASSET MGMT
142,669$3.1B25.57%
326
ITRIITRON INC
54,233$3.0B25.25%
327
XPERI CORP
216,100$3.0B25.07%
328
SLGNSILGAN HOLDINGS INC
102,868$3.0B24.89%
329
FTNTFORTINET INC
29,400$3.0B24.80%
330
CDWCDW CORP
31,597$2.9B24.57%
331
KLACKLA CORPORATION
20,330$2.9B24.37%
332
SMPSTANDARD MTR PRODS INC
70,000$2.9B24.27%
333
MIC2EURMACQUARIE INFRASTRUCTURE COR
114,490$2.9B24.11%
334
CA8ACACI INTL INC
13,500$2.9B23.77%
335
PLUSEPLUS INC
45,200$2.8B23.60%
336
PDLIEURPDL BIOPHARMA INC
994,300$2.8B23.38%
337
HNIHNI CORP
111,312$2.8B23.38%
338
NATIONAL INSTRS CORP
84,649$2.8B23.35%
339
CMICUMMINS INC
20,612$2.8B23.26%
340
GISGENERAL MLS INC
52,526$2.8B23.12%
341
HPEHEWLETT PACKARD ENTERPRISE C
283,635$2.8B22.96%
342
SEMSELECT MED HLDGS CORP
179,400$2.7B22.44%
343
TSNTYSON FOODS INC
46,119$2.7B22.26%
344
DBIDESIGNER BRANDS INC
535,000$2.7B22.21%
345
STXSEAGATE TECHNOLOGY PLC
54,383$2.7B22.13%
346
VVVVALVOLINE INC
200,256$2.6B21.86%
347
PCGPG&E CORP
290,024$2.6B21.74%
348
ODPEUROFFICE DEPOT INC
1,550,100$2.5B21.20%
349
CRAICRA INTL INC
76,048$2.5B21.19%
350
KOPKOPPERS HOLDINGS INC
202,700$2.5B20.91%
351
SNPUSDCHINA PETE & CHEM CORP
51,000$2.5B20.71%
352
SCHLSCHOLASTIC CORP
97,100$2.5B20.64%
353
ADTNEURADTRAN INC
318,869$2.4B20.42%
354
DFINDONNELLEY FINL SOLUTIONS INC
458,700$2.4B20.15%
355
AELUSDAMERICAN EQTY INVT LIFE HLD
126,300$2.4B19.80%
356
MIGAMICROSTRATEGY INC
19,900$2.4B19.60%
357
SMTCSEMTECH CORP
62,200$2.3B19.45%
358
ANAUTONATION INC
83,008$2.3B19.42%
359
EBSEMERGENT BIOSOLUTIONS INC
40,200$2.3B19.40%
360
RCORESOURCES CONNECTION INC
210,000$2.3B19.21%
361
HPPHUDSON PAC PPTYS INC
90,400$2.3B19.12%
362
CUZCOUSINS PPTYS INC
78,300$2.3B19.11%
363
AREALEXANDRIA REAL ESTATE EQ IN
16,500$2.3B18.85%
364
FCNFTI CONSULTING INC
18,787$2.3B18.76%
365
CIENCIENA CORP
56,043$2.2B18.60%
366
FRFIRST INDL RLTY TR INC
66,800$2.2B18.51%
367
TRIBUNE PUBG CO NEW
270,800$2.2B18.31%
368
VRAVERA BRADLEY INC
529,921$2.2B18.20%
369
ROCKGIBRALTAR INDS INC
50,807$2.2B18.19%
370
DREUSDDUKE REALTY CORP
67,250$2.2B18.16%
371
SWN1EURSOUTHWESTERN ENERGY CO
1,280,100$2.2B18.04%
372
WHGWESTWOOD HLDGS GROUP INC
117,000$2.1B17.86%
373
PLDPROLOGIS INC.
26,600$2.1B17.83%
374
ESRTEMPIRE ST RLTY TR INC
235,800$2.1B17.62%
375
CWCURTISS WRIGHT CORP
22,821$2.1B17.59%
376
MLB1MERCADOLIBRE INC
4,300$2.1B17.52%
377
HTHTHUAZHU GROUP LTD
72,800$2.1B17.44%
378
EGPEASTGROUP PPTY INC
19,800$2.1B17.25%
379
PRINCIPIA BIOPHARMA INC
34,600$2.1B17.14%
380
JPMJPMORGAN CHASE & CO
22,819$2.1B17.13%
381
MCKMCKESSON CORP
15,043$2.0B16.97%
382
KBHKB HOME
112,432$2.0B16.97%
383
ABGAMERISOURCEBERGEN CORP
22,701$2.0B16.75%
384
CNXCNX RESOURCES CORPORATION
373,700$2.0B16.58%
385
VNOVORNADO RLTY TR
52,258$1.9B15.78%
386
VREXVAREX IMAGING CORP
82,200$1.9B15.57%
387
APTVAPTIV PLC
37,667$1.9B15.47%
388
EMREMERSON ELEC CO
38,674$1.8B15.37%
389
PRDOPERDOCEO ED CORP
170,707$1.8B15.36%
390
WMKWEIS MKTS INC
44,100$1.8B15.32%
391
LSXMKUSDLIBERTY MEDIA CORP DEL
57,969$1.8B15.28%
392
AJRDEURAEROJET ROCKETDYNE HLDGS INC
43,800$1.8B15.28%
393
AOSLALPHA & OMEGA SEMICONDUCTOR
285,500$1.8B15.26%
394
OMFONEMAIN HLDGS INC
95,231$1.8B15.18%
395
BAHBOOZ ALLEN HAMILTON HLDG COR
26,529$1.8B15.18%
396
HCAHCA HEALTHCARE INC
20,260$1.8B15.18%
397
GEGGEO GROUP INC NEW
149,600$1.8B15.17%
398
KNOLL INC
175,641$1.8B15.12%
399
VEDANTA LTD
508,754$1.8B15.10%
400
OMCOMNICOM GROUP INC
32,899$1.8B15.06%
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