Grantham, Mayo, Van Otterloo & Co. LLC Q2 2019 Filing

Filed August 13, 2019

Portfolio Value

$14.2T

Holdings

698

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (698 positions)

#StockSharesValue% PortfolioType
201
TALTAL EDUCATION GROUP
235,921$9.0B0.06%
202
ICFIICF INTL INC
121,507$8.8B0.06%
203
SNPUSDCHINA PETE & CHEM CORP
129,230$8.8B0.06%
204
IVREURINVESCO MORTGAGE CAPITAL INC
545,400$8.8B0.06%
205
AGROADECOAGRO S A
1,230,553$8.8B0.06%
206
PBRPETROLEO BRASILEIRO SA PETRO
564,000$8.8B0.06%
207
MCSMARCUS CORP
265,107$8.7B0.06%
208
IBNICICI BK LTD
691,216$8.7B0.06%
209
CTRPUSDCTRIP COM INTL LTD
234,900$8.7B0.06%
210
TRVCCITIGROUP INC
122,815$8.6B0.06%
211
KMBKIMBERLY CLARK CORP
63,878$8.5B0.06%
212
SCVLSHOE CARNIVAL INC
305,700$8.4B0.06%
213
R6C2ROYAL DUTCH SHELL PLC
127,600$8.4B0.06%
214
GRMNGARMIN LTD
104,987$8.4B0.06%
215
HBC2HSBC HLDGS PLC
200,100$8.4B0.06%
216
OFGOFG BANCORP
349,100$8.3B0.06%
217
LAURLAUREATE EDUCATION INC
524,200$8.2B0.06%
218
PFSIPENNYMAC FINL SVCS INC
364,800$8.1B0.06%
219
EMREMERSON ELEC CO
120,114$8.0B0.06%
220
HYHYSTER YALE MATLS HANDLING I
144,354$8.0B0.06%
221
TMUST MOBILE US INC
107,300$8.0B0.06%
222
VRSUSDVERSO CORP
410,200$7.8B0.05%
223
MDLZMONDELEZ INTL INC
144,665$7.8B0.05%
224
UISUNISYS CORP
787,400$7.7B0.05%
225
MTORMERITOR INC
315,340$7.6B0.05%
226
ALSALLSTATE CORP
73,102$7.4B0.05%
227
MOVMOVADO GROUP INC
272,419$7.4B0.05%
228
LYBLYONDELLBASELL INDUSTRIES N
84,379$7.3B0.05%
229
NBISYANDEX N V
190,300$7.2B0.05%
230
KNOLL INC
314,104$7.2B0.05%
231
AZOAUTOZONE INC
6,537$7.2B0.05%
232
FCNFTI CONSULTING INC
85,156$7.1B0.05%
233
COFCAPITAL ONE FINL CORP
77,203$7.0B0.05%
234
NATIONAL GEN HLDGS CORP
300,000$6.9B0.05%
235
CMTLCOMTECH TELECOMMUNICATIONS C
242,000$6.8B0.05%
236
ODPEUROFFICE DEPOT INC
3,298,200$6.8B0.05%
237
OIBR/USDOI S A
3,356,941$6.7B0.05%
238
CSIQCANADIAN SOLAR INC
306,363$6.7B0.05%
239
HCAHCA HEALTHCARE INC
49,200$6.7B0.05%
240
MGAMAGNA INTL INC
133,251$6.6B0.05%
241
ISBCUSDINVESTORS BANCORP INC NEW
592,500$6.6B0.05%
242
JNPJUNIPER NETWORKS INC
247,900$6.6B0.05%
243
AROCARCHROCK INC
617,400$6.5B0.05%
244
RHCRH PLC
199,500$6.5B0.05%
245
KLACKLA-TENCOR CORP
54,937$6.5B0.05%
246
RDNRADIAN GROUP INC
280,600$6.4B0.05%
247
PACBPACIFIC BIOSCIENCES CALIF IN
1,046,643$6.3B0.04%
248
UNIVERSAL FST PRODS INC
165,396$6.3B0.04%
249
FXIISHARES TR
147,100$6.3B0.04%
250
KSSKOHLS CORP
130,763$6.2B0.04%
251
GISGENERAL MLS INC
118,200$6.2B0.04%
252
CDWCDW CORP
55,400$6.1B0.04%
253
ADMARCHER DANIELS MIDLAND CO
150,546$6.1B0.04%
254
MALLINCKRODT PUB LTD CO
658,500$6.0B0.04%
255
ON1OLD NATL BANCORP IND
364,300$6.0B0.04%
256
ACCOACCO BRANDS CORP
765,499$6.0B0.04%
257
WTSWATTS WATER TECHNOLOGIES INC
64,400$6.0B0.04%
258
TCBKTRICO BANCSHARES
158,200$6.0B0.04%
259
VEDANTA LTD
582,554$5.9B0.04%
260
AG8AGILENT TECHNOLOGIES INC
79,100$5.9B0.04%
261
SPOTSPOTIFY TECHNOLOGY S A
40,000$5.8B0.04%
262
OUTOUTFRONT MEDIA INC
226,000$5.8B0.04%
263
LTRPAUSDLIBERTY TRIPADVISOR HLDGS IN
469,300$5.8B0.04%
264
SPOKSPOK HLDGS INC
386,000$5.8B0.04%
265
TOWER INTL INC
295,883$5.8B0.04%
266
EFAISHARES TR
87,622$5.8B0.04%
267
BHEBENCHMARK ELECTRS INC
228,600$5.7B0.04%
268
ALGALAMO GROUP INC
57,400$5.7B0.04%
269
VFCV F CORP
65,513$5.7B0.04%
270
CRMTAMERICAS CAR MART INC
66,400$5.7B0.04%
271
CACCAMDEN NATL CORP
124,300$5.7B0.04%
272
AGCOAGCO CORP
72,700$5.6B0.04%
273
DYT1DYNEX CAP INC
335,964$5.6B0.04%
274
OMCOMNICOM GROUP INC
68,367$5.6B0.04%
275
HSTHOST HOTELS & RESORTS INC
307,481$5.6B0.04%
276
CEOCNOOC LTD
32,650$5.6B0.04%
277
GLOBAL BRASS & COPPR HLDGS I
126,909$5.5B0.04%
278
CFGCITIZENS FINL GROUP INC
152,254$5.4B0.04%
279
AVX CORP NEW
319,900$5.3B0.04%
280
LNTHLANTHEUS HLDGS INC
186,800$5.3B0.04%
281
PDLIEURPDL BIOPHARMA INC
1,678,900$5.3B0.04%
282
FDEFUSDFIRST DEFIANCE FINL CORP
184,000$5.3B0.04%
283
CRUSCIRRUS LOGIC INC
120,300$5.3B0.04%
284
IBCPINDEPENDENT BANK CORP MICH
240,929$5.3B0.04%
285
WMWASTE MGMT INC DEL
45,100$5.2B0.04%
286
AG MTG INVT TR INC
325,000$5.2B0.04%
287
GHCGRAHAM HLDGS CO
7,474$5.2B0.04%
288
TDYTELEDYNE TECHNOLOGIES INC
18,750$5.1B0.04%
289
IPGINTERPUBLIC GROUP COS INC
226,900$5.1B0.04%
290
DOVDOVER CORP
51,046$5.1B0.04%
291
ATKRATKORE INTL GROUP INC
196,700$5.1B0.04%
292
NWENORTHWESTERN CORP
70,200$5.1B0.04%
293
GOLFACUSHNET HOLDINGS CORP
191,845$5.0B0.04%
294
EBFENNIS INC
242,000$5.0B0.03%
295
INDAISHARES TR
140,100$4.9B0.03%
296
CENTCENTRAL GARDEN & PET CO
182,500$4.9B0.03%
297
CDEVEURCENTENNIAL RESOURCE DEV INC
640,588$4.9B0.03%
298
PARSLEY ENERGY INC
254,581$4.8B0.03%
299
CLRUSDCONTINENTAL RESOURCES INC
113,955$4.8B0.03%
300
PDCEUSDPDC ENERGY INC
132,456$4.8B0.03%
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