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)

#StockSharesValue% PortfolioType
301
VEDANTA LTD
521,454$4.5B30.05%
302
BIDUNBAIDU INC
35,500$4.5B29.97%
303
MCSMARCUS CORP
140,239$4.5B29.75%
304
VREXVAREX IMAGING CORP
145,700$4.3B29.00%
305
LTRPAUSDLIBERTY TRIPADVISOR HLDGS IN
590,700$4.3B29.00%
306
ALSALLSTATE CORP
38,602$4.3B28.99%
307
TELTE CONNECTIVITY LTD
45,221$4.3B28.94%
308
PS1COMPUTER PROGRAMS & SYS INC
156,900$4.1B27.66%
309
GRMNGARMIN LTD
42,203$4.1B27.50%
310
EATBRINKER INTL INC
97,587$4.1B27.38%
311
MDC1USDM D C HLDGS INC
107,400$4.1B27.37%
312
TALTAL EDUCATION GROUP
84,934$4.1B27.34%
313
HSYHERSHEY CO
27,567$4.1B27.06%
314
HOUSREALOGY HLDGS CORP
417,300$4.0B26.97%
315
COFCAPITAL ONE FINL CORP
38,746$4.0B26.63%
316
JNPJUNIPER NETWORKS INC
160,700$4.0B26.43%
317
MUMICRON TECHNOLOGY INC
72,584$3.9B26.07%
318
WSBFWATERSTONE FINL INC MD
204,061$3.9B25.93%
319
SMPSTANDARD MTR PRODS INC
72,200$3.8B25.66%
320
DGIIDIGI INTL INC
212,400$3.8B25.14%
321
DNREURDENBURY RES INC
2,650,208$3.7B24.96%
322
DSP GROUP INC
236,553$3.7B24.86%
323
GJBSTEELCASE INC
180,884$3.7B24.72%
324
CDWCDW CORP
25,900$3.7B24.71%
325
PDLIEURPDL BIOPHARMA INC
1,132,000$3.7B24.53%
326
BFPBANCO BBVA ARGENTINA SA
651,700$3.6B24.24%
327
EIGEMPLOYERS HOLDINGS INC
86,800$3.6B24.20%
328
OMCOMNICOM GROUP INC
44,667$3.6B24.17%
329
REXREX AMERICAN RESOURCES CORP
43,700$3.6B23.92%
330
CUROEURCURO GROUP HLDGS CORP
293,100$3.6B23.84%
331
MTRXMATRIX SVC CO
155,605$3.6B23.78%
332
SD2SANDY SPRING BANCORP INC
92,500$3.5B23.40%
333
KELYAKELLY SVCS INC
152,900$3.5B23.05%
334
LYBLYONDELLBASELL INDUSTRIES N
36,518$3.5B23.04%
335
GRCGORMAN RUPP CO
90,825$3.4B22.75%
336
SNPUSDCHINA PETE & CHEM CORP
56,500$3.4B22.69%
337
XPERI CORP
183,400$3.4B22.66%
338
TDYTELEDYNE TECHNOLOGIES INC
9,750$3.4B22.57%
339
PCARPACCAR INC
41,062$3.2B21.69%
340
NOCNORTHROP GRUMMAN CORP
9,433$3.2B21.67%
341
CMICUMMINS INC
18,112$3.2B21.65%
342
YRIYAMANA GOLD INC
816,700$3.2B21.62%
343
APAMARTISAN PARTNERS ASSET MGMT
98,769$3.2B21.32%
344
DFINDONNELLEY FINL SOLUTIONS INC
304,300$3.2B21.28%
345
TALOTALOS ENERGY INC
102,100$3.1B20.56%
346
KOPKOPPERS HOLDINGS INC
80,045$3.1B20.43%
347
WMKWEIS MKTS INC
75,200$3.0B20.34%
348
GSBCGREAT SOUTHN BANCORP INC
46,900$3.0B19.84%
349
BSRRSIERRA BANCORP
101,200$2.9B19.68%
350
WHGWESTWOOD HLDGS GROUP INC
95,600$2.8B18.91%
351
TRIBUNE PUBG CO NEW
214,900$2.8B18.89%
352
SLGNSILGAN HOLDINGS INC
89,768$2.8B18.63%
353
AROCARCHROCK INC
272,479$2.7B18.27%
354
HSTHOST HOTELS & RESORTS INC
147,496$2.7B18.27%
355
LHXL3HARRIS TECHNOLOGIES INC
13,720$2.7B18.13%
356
CALYCALLAWAY GOLF CO
125,299$2.7B17.74%
357
TGSTRANSPORTADORA DE GAS SUR
369,568$2.6B17.70%
358
MCKMCKESSON CORP
19,043$2.6B17.59%
359
HTHTHUAZHU GROUP LTD
65,700$2.6B17.58%
360
PEOEXELON CORP
56,200$2.6B17.11%
361
TXTTEXTRON INC
56,570$2.5B16.85%
362
AVAAVISTA CORP
52,000$2.5B16.70%
363
CENTCENTRAL GARDEN & PET CO
80,200$2.5B16.64%
364
OPITQOFFICE PPTYS INCOME TR
76,100$2.4B16.34%
365
IPGINTERPUBLIC GROUP COS INC
105,873$2.4B16.34%
366
AOSLALPHA & OMEGA SEMICONDUCTOR
178,800$2.4B16.26%
367
DOXAMDOCS LTD
33,575$2.4B16.19%
368
JCIJOHNSON CTLS INTL PLC
56,800$2.3B15.44%
369
EL PASO ELEC CO
34,000$2.3B15.41%
370
FITBFIFTH THIRD BANCORP
74,865$2.3B15.37%
371
GNEGENIE ENERGY LTD
297,000$2.3B15.33%
372
HOLXHOLOGIC INC
43,958$2.3B15.33%
373
SCHLSCHOLASTIC CORP
59,500$2.3B15.28%
374
CFGCITIZENS FINL GROUP INC
55,907$2.3B15.16%
375
BMY-RBRISTOL MYERS SQUIBB CO
751,075$2.3B15.10%
376
AMZNAMAZON COM INC
1,217$2.2B15.02%
377
STXSEAGATE TECHNOLOGY PLC
37,378$2.2B14.85%
378
NIC INC
99,475$2.2B14.85%
379
COSCNO FINL GROUP INC
121,800$2.2B14.75%
380
ASBASSOCIATED BANC CORP
100,000$2.2B14.72%
381
CWKCUSHMAN WAKEFIELD PLC
107,500$2.2B14.67%
382
LMEURLEGG MASON INC
61,185$2.2B14.67%
383
GNTXGENTEX CORP
75,048$2.2B14.53%
384
FISIFINANCIAL INSTNS INC
67,600$2.2B14.49%
385
CBRECBRE GROUP INC
35,149$2.2B14.39%
386
FCBCFIRST CMNTY BANKSHARES INC V
69,352$2.2B14.37%
387
PG4PRINCIPAL FINL GROUP INC
38,858$2.1B14.27%
388
MXIMMAXIM INTEGRATED PRODS INC
34,748$2.1B14.27%
389
GYROGYRODYNE LLC
113,088$2.1B14.24%
390
GEGGEO GROUP INC NEW
127,800$2.1B14.18%
391
CYDCHINA YUCHAI INTL LTD
158,551$2.1B14.11%
392
RGSUSDREGIS CORP MINN
117,500$2.1B14.02%
393
BANFBANCFIRST CORP
33,400$2.1B13.92%
394
MGAMAGNA INTL INC
37,400$2.1B13.70%
395
DHXDHI GROUP INC
680,200$2.0B13.67%
396
KEKIMBALL ELECTRONICS INC
115,700$2.0B13.56%
397
MERIDIAN BANCORP INC MD
100,400$2.0B13.47%
398
RCORESOURCES CONNECTION INC
123,400$2.0B13.46%
399
ABGAMERISOURCEBERGEN CORP
23,701$2.0B13.46%
400
WHRWHIRLPOOL CORP
13,595$2.0B13.40%
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