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)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | MLKNMILLER HERMAN INC | 742,073 | $16.5B | 137.37% | |
| 102 | SHOSUNSTONE HOTEL INVS INC NEW | 1,851,100 | $16.1B | 134.45% | |
| 103 | PBVPRESTIGE CONSMR HEALTHCARE I | 434,500 | $15.9B | 132.90% | |
| 104 | —FGL HLDGS | 1,591,995 | $15.6B | 130.10% | |
| 105 | INTCINTEL CORP | 281,024 | $15.2B | 126.82% | |
| 106 | ALBALBEMARLE CORP | 268,910 | $15.2B | 126.40% | |
| 107 | GNWGENWORTH FINL INC | 4,543,504 | $15.1B | 125.78% | |
| 108 | GPIGROUP 1 AUTOMOTIVE INC | 339,056 | $15.0B | 125.14% | |
| 109 | CTRACABOT OIL & GAS CORP | 870,170 | $15.0B | 124.73% | |
| 110 | PMTPENNYMAC MTG INVT TR | 1,397,400 | $14.8B | 123.75% | |
| 111 | PRGSPROGRESS SOFTWARE CORP | 455,148 | $14.6B | 121.45% | |
| 112 | XHRXENIA HOTELS & RESORTS INC | 1,403,932 | $14.5B | 120.58% | |
| 113 | ESNTESSENT GROUP LTD | 545,303 | $14.4B | 119.77% | |
| 114 | RSX1USDVANECK VECTORS ETF TR | 853,000 | $14.2B | 118.64% | |
| 115 | FBCUSDFLAGSTAR BANCORP INC | 712,835 | $14.1B | 117.88% | |
| 116 | MATVSCHWEITZER-MAUDUIT INTL INC | 505,166 | $14.1B | 117.19% | |
| 117 | EQTEQT CORPORATION | 1,987,058 | $14.0B | 117.15% | |
| 118 | BLDRBUILDERS FIRSTSOURCE INC | 1,141,908 | $14.0B | 116.46% | |
| 119 | BHEBENCHMARK ELECTRS INC | 692,450 | $13.8B | 115.43% | |
| 120 | EWTISHARES INC | 412,300 | $13.6B | 113.36% | |
| 121 | WDWALKER & DUNLOP INC | 328,904 | $13.2B | 110.45% | |
| 122 | AMGNAMGEN INC | 64,531 | $13.1B | 109.09% | |
| 123 | GMGENERAL MTRS CO | 626,300 | $13.0B | 108.53% | |
| 124 | —ISRAEL CHEMICALS LIMITED | 4,079,716 | $13.0B | 108.48% | |
| 125 | IBKRINTERACTIVE BROKERS GROUP IN | 297,620 | $12.8B | 107.14% | |
| 126 | —POLYONE CORP | 642,800 | $12.2B | 101.68% | |
| 127 | —ACACIA COMMUNICATIONS INC | 180,664 | $12.1B | 101.21% | |
| 128 | TDTORONTO DOMINION BK ONT | 285,200 | $12.0B | 99.97% | |
| 129 | PORPORTLAND GEN ELEC CO | 247,428 | $11.9B | 98.91% | |
| 130 | ENVAENOVA INTL INC | 811,415 | $11.8B | 98.04% | |
| 131 | FQIDIGITAL RLTY TR INC | 84,313 | $11.7B | 97.66% | |
| 132 | TALTAL EDUCATION GROUP | 219,234 | $11.7B | 97.36% | |
| 133 | FSLYFASTLY INC | 603,384 | $11.5B | 95.50% | |
| 134 | TDSTELEPHONE & DATA SYS INC | 682,300 | $11.4B | 95.35% | |
| 135 | YUMCYUM CHINA HLDGS INC | 262,300 | $11.2B | 93.24% | |
| 136 | SCLSTEPAN CO | 122,203 | $10.8B | 90.14% | |
| 137 | VVXVECTRUS INC | 250,357 | $10.4B | 86.45% | |
| 138 | NMRKNEWMARK GROUP INC | 2,358,190 | $10.0B | 83.57% | |
| 139 | WBAWALGREENS BOOTS ALLIANCE INC | 217,090 | $9.9B | 82.82% | |
| 140 | NBISYANDEX N V | 288,400 | $9.8B | 81.89% | |
| 141 | MDC1USDM D C HLDGS INC | 412,633 | $9.6B | 79.83% | |
| 142 | BACVERIZON COMMUNICATIONS INC | 178,119 | $9.6B | 79.80% | |
| 143 | IPARINTER PARFUMS INC | 205,164 | $9.5B | 79.29% | |
| 144 | CNYAISHARES TR | 344,600 | $9.4B | 78.16% | |
| 145 | ACCOACCO BRANDS CORP | 1,821,818 | $9.2B | 76.72% | |
| 146 | MTRNMATERION CORP | 260,015 | $9.1B | 75.91% | |
| 147 | PFEPFIZER INC | 278,523 | $9.1B | 75.81% | |
| 148 | AGCOAGCO CORP | 192,000 | $9.1B | 75.65% | |
| 149 | BMYBRISTOL-MYERS SQUIBB CO | 160,697 | $9.0B | 74.69% | |
| 150 | KMBKIMBERLY CLARK CORP | 69,344 | $8.9B | 73.94% | |
| 151 | GEFGREIF INC | 284,700 | $8.9B | 73.81% | |
| 152 | ELLAUDER ESTEE COS INC | 55,412 | $8.8B | 73.62% | |
| 153 | TXNMPNM RES INC | 229,800 | $8.7B | 72.81% | |
| 154 | HTHHILLTOP HOLDINGS INC | 577,145 | $8.7B | 72.76% | |
| 155 | SPXCSPX CORP | 265,125 | $8.7B | 72.16% | |
| 156 | IBOCINTERNATIONAL BANCSHARES COR | 321,175 | $8.6B | 71.99% | |
| 157 | PCCPC CONNECTION INC | 208,700 | $8.6B | 71.72% | |
| 158 | —SYKES ENTERPRISES INC | 316,313 | $8.6B | 71.53% | |
| 159 | JOUTJOHNSON OUTDOORS INC | 135,380 | $8.5B | 70.78% | |
| 160 | ISBCUSDINVESTORS BANCORP INC NEW | 1,056,600 | $8.4B | 70.40% | |
| 161 | DYHTARGET CORP | 89,362 | $8.3B | 69.28% | |
| 162 | AGROADECOAGRO S A | 2,131,430 | $8.3B | 69.14% | |
| 163 | EDUNEW ORIENTAL ED & TECH GRP I | 75,500 | $8.2B | 68.14% | |
| 164 | EATBRINKER INTL INC | 668,987 | $8.0B | 67.00% | |
| 165 | FHIFEDERATED HERMES INC | 420,904 | $8.0B | 66.86% | |
| 166 | RSRELIANCE STEEL & ALUMINUM CO | 91,512 | $8.0B | 66.84% | |
| 167 | MBTGBPMOBILE TELESYSTEMS PJSC | 1,042,935 | $7.9B | 66.09% | |
| 168 | CMCSACOMCAST CORP NEW | 229,028 | $7.9B | 65.66% | |
| 169 | CACCCREDIT ACCEP CORP MICH | 30,500 | $7.8B | 65.03% | |
| 170 | ZTOZTO EXPRESS CAYMAN INC | 293,800 | $7.8B | 64.88% | |
| 171 | EAELECTRONIC ARTS INC | 76,699 | $7.7B | 64.07% | |
| 172 | EAFEURGRAFTECH INTL LTD | 939,563 | $7.6B | 63.62% | |
| 173 | NWBINORTHWEST BANCSHARES INC MD | 658,600 | $7.6B | 63.54% | |
| 174 | BNSBANK NOVA SCOTIA B C | 185,700 | $7.5B | 62.52% | |
| 175 | AMKRAMKOR TECHNOLOGY INC | 962,240 | $7.5B | 62.51% | |
| 176 | SAHSONIC AUTOMOTIVE INC | 556,282 | $7.4B | 61.60% | |
| 177 | —TAUBMAN CTRS INC | 175,727 | $7.4B | 61.37% | |
| 178 | SNPSSYNOPSYS INC | 56,619 | $7.3B | 60.81% | |
| 179 | MTORMERITOR INC | 550,100 | $7.3B | 60.78% | |
| 180 | TCBITEXAS CAPITAL BANCSHARES INC | 325,812 | $7.2B | 60.23% | |
| 181 | OFGOFG BANCORP | 643,150 | $7.2B | 59.96% | |
| 182 | SRISTONERIDGE INC | 423,372 | $7.1B | 59.13% | |
| 183 | HOLIHOLLYSYS AUTOMATION TECHNOLO | 549,400 | $7.1B | 59.10% | |
| 184 | LMTLOCKHEED MARTIN CORP | 20,860 | $7.1B | 58.96% | |
| 185 | INNSUMMIT HOTEL PPTYS INC | 1,670,800 | $7.1B | 58.80% | |
| 186 | CSIQCANADIAN SOLAR INC | 443,063 | $7.0B | 58.78% | |
| 187 | —BUNGE LIMITED | 170,700 | $7.0B | 58.40% | Call |
| 188 | AMATAPPLIED MATLS INC | 152,194 | $7.0B | 58.15% | |
| 189 | DOOBRP INC | 431,013 | $7.0B | 57.98% | |
| 190 | SCCOSOUTHERN COPPER CORP | 246,300 | $6.9B | 57.84% | |
| 191 | AVAAVISTA CORP | 161,500 | $6.9B | 57.22% | |
| 192 | CSGSCSG SYS INTL INC | 163,578 | $6.8B | 57.09% | |
| 193 | FAFFIRST AMERN FINL CORP | 160,467 | $6.8B | 56.75% | |
| 194 | ITGRINTEGER HLDGS CORP | 107,788 | $6.8B | 56.50% | |
| 195 | CMTLCOMTECH TELECOMMUNICATIONS C | 509,600 | $6.8B | 56.48% | |
| 196 | MDLZMONDELEZ INTL INC | 133,579 | $6.7B | 55.79% | |
| 197 | GIB/ACGI INC | 124,500 | $6.7B | 55.59% | |
| 198 | INFYINFOSYS LTD | 811,128 | $6.7B | 55.53% | |
| 199 | —INTL FCSTONE INC | 181,957 | $6.6B | 55.02% | |
| 200 | CDNSCADENCE DESIGN SYSTEM INC | 99,334 | $6.6B | 54.70% |