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

Filed February 13, 2020

Portfolio Value

$15.0T

Holdings

670

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (670 positions)

#StockSharesValue% PortfolioType
201
WBAWALGREENS BOOTS ALLIANCE INC
154,213$9.1B0.06%
202
PBRPETROLEO BRASILEIRO SA PETRO
561,700$9.0B0.06%
203
BIIBBIOGEN INC
29,943$8.9B0.06%
204
DBIDESIGNER BRANDS INC
563,700$8.9B0.06%
205
AVX CORP NEW
433,200$8.9B0.06%
206
CNRCANADIAN NATL RY CO
94,700$8.6B0.06%
207
CRSCARPENTER TECHNOLOGY CORP
171,400$8.5B0.06%
208
HYHYSTER YALE MATLS HANDLING I
144,700$8.5B0.06%
209
INTL FCSTONE INC
172,957$8.4B0.06%
210
LMTLOCKHEED MARTIN CORP
21,673$8.4B0.06%
211
CDEVEURCENTENNIAL RESOURCE DEV INC
1,824,928$8.4B0.06%
212
AMATAPPLIED MATLS INC
138,057$8.4B0.06%
213
WAFDWASHINGTON FED INC
229,402$8.4B0.06%
214
CORECORE MARK HOLDING CO INC
308,089$8.4B0.06%
215
CXOEURCONCHO RES INC
95,568$8.4B0.06%
216
PRGSPROGRESS SOFTWARE CORP
200,648$8.3B0.06%
217
HVTHAVERTY FURNITURE INC
412,026$8.3B0.06%
218
AVYAUSDAVAYA HLDGS CORP
612,300$8.3B0.06%
219
SRISTONERIDGE INC
281,000$8.2B0.06%
220
CSIQCANADIAN SOLAR INC
369,563$8.2B0.05%
221
PDCEUSDPDC ENERGY INC
311,676$8.2B0.05%
222
ISBCUSDINVESTORS BANCORP INC NEW
684,500$8.2B0.05%
223
PXDEURPIONEER NAT RES CO
53,605$8.1B0.05%
224
XECEURCIMAREX ENERGY CO
152,930$8.0B0.05%
225
PARSLEY ENERGY INC
422,381$8.0B0.05%
226
SNPSSYNOPSYS INC
56,919$7.9B0.05%
227
CLRUSDCONTINENTAL RESOURCES INC
227,555$7.8B0.05%
228
NKENIKE INC
76,673$7.8B0.05%
229
ETNEATON CORP PLC
81,966$7.8B0.05%
230
DVNDEVON ENERGY CORP NEW
298,833$7.8B0.05%
231
TCBKTRICO BANCSHARES
188,000$7.7B0.05%
232
BAPCREDICORP LTD
35,500$7.6B0.05%
233
NATIONAL GEN HLDGS CORP
341,000$7.5B0.05%
234
FSLYFASTLY INC
370,000$7.4B0.05%
235
POLYONE CORP
201,500$7.4B0.05%
236
FSLRFIRST SOLAR INC
131,600$7.4B0.05%
237
PCCPC CONNECTION INC
148,200$7.4B0.05%
238
EOGEOG RES INC
87,808$7.4B0.05%
239
EBAEBAY INC
203,151$7.3B0.05%
240
HOLIHOLLYSYS AUTOMATION TECHNOLO
441,700$7.2B0.05%
241
WTIW & T OFFSHORE INC
1,297,400$7.2B0.05%
242
BBYBEST BUY INC
81,444$7.2B0.05%
243
EQTEQT CORP
655,776$7.1B0.05%
244
FANGDIAMONDBACK ENERGY INC
76,808$7.1B0.05%
245
MSIMOTOROLA SOLUTIONS INC
43,879$7.1B0.05%
246
FDEFUSDFIRST DEFIANCE FINL CORP
220,200$6.9B0.05%
247
LZBLA Z BOY INC
217,090$6.8B0.05%
248
ERUSISHARES INC
156,800$6.7B0.04%
249
CDNSCADENCE DESIGN SYSTEM INC
94,734$6.6B0.04%
250
MDLZMONDELEZ INTL INC
118,879$6.5B0.04%
251
EFCELLINGTON FINANCIAL INC
356,700$6.5B0.04%
252
HPEHEWLETT PACKARD ENTERPRISE C
410,835$6.5B0.04%
253
JDJD COM INC
184,400$6.5B0.04%
254
BMYBRISTOL MYERS SQUIBB CO
99,494$6.4B0.04%
255
A4SAMERIPRISE FINL INC
38,051$6.3B0.04%
256
CTRACABOT OIL & GAS CORP
356,153$6.2B0.04%
257
DIME CMNTY BANCSHARES
293,100$6.1B0.04%
258
GEFGREIF INC
137,400$6.1B0.04%
259
PAMPAMPA ENERGIA S A
368,600$6.1B0.04%
260
FW2NBANNER CORP
106,100$6.0B0.04%
261
ODPEUROFFICE DEPOT INC
2,184,500$6.0B0.04%
262
VRAVERA BRADLEY INC
500,816$5.9B0.04%
263
EDUNEW ORIENTAL ED & TECH GRP I
48,500$5.9B0.04%
264
TGTREDEGAR CORP
262,461$5.9B0.04%
265
ISTAR INC
396,700$5.8B0.04%
266
KBALUSDKIMBALL INTL INC
276,100$5.7B0.04%
267
SPOTSPOTIFY TECHNOLOGY S A
38,000$5.7B0.04%
268
PGRPROGRESSIVE CORP OHIO
77,987$5.6B0.04%
269
MLIMUELLER INDS INC
177,400$5.6B0.04%
270
KNOLL INC
222,941$5.6B0.04%
271
SPOKSPOK HLDGS INC
459,988$5.6B0.04%
272
IMKTAINGLES MKTS INC
118,162$5.6B0.04%
273
BAXBAXTER INTL INC
66,926$5.6B0.04%
274
APTVAPTIV PLC
58,493$5.6B0.04%
275
BWABORGWARNER INC
128,047$5.6B0.04%
276
K12 INC
272,534$5.5B0.04%
277
USACUSA COMPRESSION PARTNERS LP
300,000$5.4B0.04%Put
278
XPXP INC
139,500$5.4B0.04%
279
DCODUCOMMUN INC DEL
104,100$5.3B0.04%
280
UISUNISYS CORP
440,700$5.2B0.03%
281
RMBS*RAMBUS INC DEL
374,100$5.2B0.03%
282
TSNTYSON FOODS INC
55,519$5.1B0.03%
283
EAELECTRONIC ARTS INC
46,080$5.0B0.03%
284
BONANZA CREEK ENERGY INC
211,600$4.9B0.03%
285
NIHDEURNII HLDGS INC
2,266,400$4.9B0.03%
286
ADTNEURADTRAN INC
493,823$4.9B0.03%
287
EBFENNIS INC
224,500$4.9B0.03%
288
OCOWENS CORNING NEW
74,309$4.8B0.03%
289
OPYOPPENHEIMER HLDGS INC
173,726$4.8B0.03%
290
PRSPPERSPECTA INC
179,000$4.7B0.03%
291
GISGENERAL MLS INC
87,686$4.7B0.03%
292
PSXPHILLIPS 66
41,973$4.7B0.03%
293
ONON SEMICONDUCTOR CORP
190,047$4.6B0.03%
294
CLCOLGATE PALMOLIVE CO
67,047$4.6B0.03%
295
CLVTRIP COM GROUP LTD
137,100$4.6B0.03%
296
LRCXEURLAM RESEARCH CORP
15,721$4.6B0.03%
297
IBCPINDEPENDENT BANK CORP MICH
202,529$4.6B0.03%
298
GNWGENWORTH FINL INC
1,029,000$4.5B0.03%
299
CACCAMDEN NATL CORP
97,900$4.5B0.03%
300
DLXDELUXE CORP
90,264$4.5B0.03%
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