Grantham, Mayo, Van Otterloo & Co. LLC Q2 2020 Filing

Filed August 13, 2020

Portfolio Value

$13.5B

Holdings

738

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (738 positions)

#StockSharesValue% PortfolioType
201
TELTE CONNECTIVITY LTD
81,336$6.6B49.25%
202
SWN1EURSOUTHWESTERN ENERGY CO
2,577,000$6.6B48.98%
203
DEODIAGEO P L C
48,700$6.5B48.60%
204
INTUINTUIT
22,074$6.5B48.54%
205
BBYBEST BUY INC
74,702$6.5B48.40%
206
KMBKIMBERLY CLARK CORP
45,944$6.5B48.22%
207
ECPGENCORE CAP GROUP INC
189,900$6.5B48.20%
208
PARSLEY ENERGY INC
605,230$6.5B48.00%
209
EFCELLINGTON FINANCIAL INC
545,100$6.4B47.68%
210
XECEURCIMAREX ENERGY CO
233,435$6.4B47.65%
211
OFGOFG BANCORP
478,150$6.4B47.47%
212
TPHTRI POINTE GROUP INC
431,842$6.3B47.10%
213
AGCOAGCO CORP
114,185$6.3B47.02%
214
COPCONOCOPHILLIPS
150,444$6.3B46.94%
215
CSGSCSG SYS INTL INC
152,578$6.3B46.89%
216
ATVIEURACTIVISION BLIZZARD INC
82,546$6.3B46.52%
217
GILDGILEAD SCIENCES INC
81,230$6.3B46.41%
218
XOMEXXON MOBIL CORP
138,526$6.2B46.00%
219
WTHWORTHINGTON INDS INC
165,092$6.2B45.72%
220
FMFFORMFACTOR INC
209,000$6.1B45.52%
221
EBSEMERGENT BIOSOLUTIONS INC
76,500$6.0B44.92%
222
SCVLSHOE CARNIVAL INC
206,100$6.0B44.80%
223
WPX ENERGY INC
943,395$6.0B44.69%
224
CNXCNX RESOURCES CORPORATION
692,900$6.0B44.51%
225
PFEPFIZER INC
183,185$6.0B44.48%
226
MR4MERIDIAN BIOSCIENCE INC
256,500$6.0B44.36%
227
PRDOPERDOCEO ED CORP
374,607$6.0B44.31%
228
ETDETHAN ALLEN INTERIORS INC
495,900$5.9B43.56%
229
AYATLANTICA SUSTAINABLE INFR P
200,440$5.8B43.31%
230
DVNDEVON ENERGY CORP NEW
507,615$5.8B42.74%
231
CXOEURCONCHO RES INC
110,656$5.7B42.32%
232
CORECORE MARK HOLDING CO INC
227,700$5.7B42.19%
233
FANGDIAMONDBACK ENERGY INC
133,908$5.6B41.58%
234
LRCXEURLAM RESEARCH CORP
17,021$5.5B40.88%
235
PDCEUSDPDC ENERGY INC
438,013$5.4B40.46%
236
CMCSACOMCAST CORP NEW
138,328$5.4B40.04%
237
S7VSALLY BEAUTY HLDGS INC
430,300$5.4B40.04%
238
PGRPROGRESSIVE CORP OHIO
67,238$5.4B39.99%
239
CLCOLGATE PALMOLIVE CO
72,318$5.3B39.34%
240
ETNEATON CORP PLC
59,659$5.2B38.75%
241
ANAUTONATION INC
137,608$5.2B38.39%
242
GSKGLAXOSMITHKLINE PLC
123,800$5.0B37.50%
243
HYHYSTER YALE MATLS HANDLING I
130,200$5.0B37.38%
244
CMCANADIAN IMP BK COMM
74,900$5.0B37.05%
245
HVTHAVERTY FURNITURE INC
309,342$4.9B36.75%
246
7HPHP INC
281,535$4.9B36.43%
247
REGREGENCY CTRS CORP
105,575$4.8B35.97%
248
LMTLOCKHEED MARTIN CORP
13,186$4.8B35.73%
249
DLXDELUXE CORP
202,964$4.8B35.48%
250
APAMARTISAN PARTNERS ASSET MGMT
146,869$4.8B35.44%
251
HNIHNI CORP
156,112$4.8B35.43%
252
GLUUGLU MOBILE INC
513,100$4.8B35.31%
253
SPGSIMON PPTY GROUP INC NEW
69,367$4.7B35.22%
254
MLIMUELLER INDS INC
177,706$4.7B35.07%
255
FRTEURFEDERAL REALTY INVT TR
55,015$4.7B34.81%
2567,000,000$4.7B34.63%
257
PFCPREMIER FINANCIAL CORP
260,744$4.6B34.21%
258
OCOWENS CORNING NEW
82,009$4.6B33.95%
259
DSP GROUP INC
287,800$4.6B33.93%
260
BMYBRISTOL-MYERS SQUIBB CO
77,291$4.5B33.75%
261
JPMJPMORGAN CHASE & CO
47,793$4.5B33.38%
262
CBZCBIZ INC
187,471$4.5B33.37%
263
FAFFIRST AMERN FINL CORP
91,367$4.4B32.57%
264
ENTAENANTA PHARMACEUTICALS INC
87,100$4.4B32.47%
265
UNFIUNITED NAT FOODS INC
239,720$4.4B32.41%
266
IMKTAINGLES MKTS INC
99,762$4.3B31.91%
267
BIIBBIOGEN INC
15,936$4.3B31.66%
268
MLB1MERCADOLIBRE INC
4,300$4.2B31.47%
269
BZUNBAOZUN INC
108,500$4.2B30.98%
270
ACAARCOSA INC
98,700$4.2B30.93%
271
VVVVALVOLINE INC
214,256$4.1B30.75%
272
MDLZMONDELEZ INTL INC
79,536$4.1B30.20%
273
GRMNGARMIN LTD
41,603$4.1B30.12%
274
BHCBAUSCH HEALTH COS INC
220,600$4.0B29.87%
275
TGTREDEGAR CORP
261,102$4.0B29.86%
276
HOUSREALOGY HLDGS CORP
541,000$4.0B29.77%
277
TCBKTRICO BANCSHARES
131,480$4.0B29.73%
278
SCHLSCHOLASTIC CORP
133,300$4.0B29.63%
279
JELDJELD-WEN HLDG INC
246,850$4.0B29.53%
280
INFYINFOSYS LTD
409,414$4.0B29.37%
281
PSXPHILLIPS 66
54,831$3.9B29.27%
282
TPDTEMPUR SEALY INTL INC
54,279$3.9B28.99%
283
NTGRNETGEAR INC
149,800$3.9B28.79%
284
KBALUSDKIMBALL INTL INC
333,900$3.9B28.66%
285
LOWLOWES COS INC
28,379$3.8B28.47%
286
DFINDONNELLEY FINL SOLUTIONS INC
453,600$3.8B28.29%
287
TMHCTAYLOR MORRISON HOME CORP
197,270$3.8B28.25%
288
ALSALLSTATE CORP
39,102$3.8B28.16%
289
ACHOWENS & MINOR INC NEW
492,300$3.8B27.85%
290
BACVERIZON COMMUNICATIONS INC
67,975$3.7B27.82%
291
G9NGRUPO AEROPUERTO DEL PACIFIC
51,800$3.7B27.62%
292
PCGPG&E CORP
415,524$3.7B27.37%
293
MIC2EURMACQUARIE INFRASTRUCTURE COR
119,880$3.7B27.32%
294
MSIMOTOROLA SOLUTIONS INC
26,179$3.7B27.24%
295
ASRGRUPO AEROPORTUARIO DEL SURE
32,400$3.6B27.01%
296
ONON SEMICONDUCTOR CORP
183,400$3.6B26.99%
297
NWBINORTHWEST BANCSHARES INC MD
354,261$3.6B26.89%
298
MAAMID-AMER APT CMNTYS INC
31,352$3.6B26.69%
299
XPERI HOLDING CORP
243,500$3.6B26.69%
300
COSTCOSTCO WHSL CORP NEW
11,804$3.6B26.57%
PreviousPage 3 of 8Next