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)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | —APARTMENT INVT & MGMT CO | 94,852 | $3.6B | 26.51% | |
| 302 | EQREQUITY RESIDENTIAL | 60,684 | $3.6B | 26.50% | |
| 303 | VRSUSDVERSO CORP | 297,666 | $3.6B | 26.43% | |
| 304 | AVBAVALONBAY CMNTYS INC | 22,980 | $3.6B | 26.39% | |
| 305 | IHRTIHEARTMEDIA INC | 424,590 | $3.5B | 26.32% | |
| 306 | EIGEMPLOYERS HOLDINGS INC | 116,900 | $3.5B | 26.17% | |
| 307 | SMPSTANDARD MTR PRODS INC | 85,516 | $3.5B | 26.16% | |
| 308 | —NATIONAL GEN HLDGS CORP | 162,700 | $3.5B | 26.11% | |
| 309 | PS1COMPUTER PROGRAMS & SYS INC | 154,000 | $3.5B | 26.06% | |
| 310 | AZZAZZ INC | 101,675 | $3.5B | 25.91% | |
| 311 | DBIDESIGNER BRANDS INC | 512,300 | $3.5B | 25.75% | |
| 312 | NOCNORTHROP GRUMMAN CORP | 11,200 | $3.4B | 25.56% | |
| 313 | ADTNEURADTRAN INC | 313,369 | $3.4B | 25.43% | |
| 314 | CPTCAMDEN PPTY TR | 37,465 | $3.4B | 25.38% | |
| 315 | BILIBILIBILI INC | 73,700 | $3.4B | 25.35% | |
| 316 | A4SAMERIPRISE FINL INC | 22,688 | $3.4B | 25.27% | |
| 317 | —COREPOINT LODGING INC | 806,100 | $3.4B | 25.20% | |
| 318 | ESSESSEX PPTY TR INC | 14,784 | $3.4B | 25.16% | |
| 319 | SRJSPARTANNASH CO | 159,300 | $3.4B | 25.13% | |
| 320 | SPOKSPOK HLDGS INC | 360,478 | $3.4B | 25.02% | |
| 321 | DYHTARGET CORP | 27,200 | $3.3B | 24.22% | |
| 322 | NBISYANDEX N V | 65,000 | $3.3B | 24.14% | |
| 323 | PLUSEPLUS INC | 46,000 | $3.3B | 24.14% | |
| 324 | PDLIEURPDL BIOPHARMA INC | 1,107,900 | $3.2B | 23.94% | |
| 325 | HSYHERSHEY CO | 24,767 | $3.2B | 23.83% | |
| 326 | GRCGORMAN RUPP CO | 102,425 | $3.2B | 23.63% | |
| 327 | DGIIDIGI INTL INC | 271,700 | $3.2B | 23.50% | |
| 328 | BIDUNBAIDU INC | 26,300 | $3.2B | 23.41% | |
| 329 | PDDPINDUODUO INC | 36,700 | $3.1B | 23.39% | |
| 330 | 4DHDANA INCORPORATED | 256,597 | $3.1B | 23.23% | |
| 331 | HSTHOST HOTELS & RESORTS INC | 289,694 | $3.1B | 23.21% | |
| 332 | —DIME CMNTY BANCSHARES INC | 226,040 | $3.1B | 23.05% | |
| 333 | MIGAMICROSTRATEGY INC | 26,200 | $3.1B | 23.01% | |
| 334 | GISGENERAL MLS INC | 50,068 | $3.1B | 22.92% | |
| 335 | —COOPER TIRE & RUBR CO | 111,700 | $3.1B | 22.90% | |
| 336 | ROCKGIBRALTAR INDS INC | 63,807 | $3.1B | 22.74% | |
| 337 | SEMSELECT MED HLDGS CORP | 203,900 | $3.0B | 22.30% | |
| 338 | BMY-RBRISTOL-MYERS SQUIBB CO | 830,975 | $3.0B | 22.09% | |
| 339 | JNPJUNIPER NETWORKS INC | 128,669 | $2.9B | 21.84% | |
| 340 | KRKROGER CO | 86,575 | $2.9B | 21.76% | |
| 341 | DRHDIAMONDROCK HOSPITALITY CO | 530,037 | $2.9B | 21.76% | |
| 342 | DCODUCOMMUN INC DEL | 83,900 | $2.9B | 21.73% | |
| 343 | EWYISHARES INC | 51,100 | $2.9B | 21.67% | |
| 344 | CMICUMMINS INC | 16,812 | $2.9B | 21.63% | |
| 345 | CTXSEURCITRIX SYS INC | 19,696 | $2.9B | 21.63% | |
| 346 | WSBFWATERSTONE FINL INC MD | 195,515 | $2.9B | 21.53% | |
| 347 | OPYOPPENHEIMER HLDGS INC | 132,926 | $2.9B | 21.50% | |
| 348 | WW6WW INTL INC | 112,200 | $2.8B | 21.15% | |
| 349 | BMABANCO MACRO SA | 152,600 | $2.8B | 21.02% | |
| 350 | TNKTEEKAY TANKERS LTD | 218,600 | $2.8B | 20.80% | |
| 351 | CRAICRA INTL INC | 70,748 | $2.8B | 20.75% | |
| 352 | DGDOLLAR GEN CORP NEW | 14,672 | $2.8B | 20.75% | |
| 353 | UEICUNIVERSAL ELECTRS INC | 59,000 | $2.8B | 20.51% | |
| 354 | MEIMETHODE ELECTRS INC | 88,100 | $2.8B | 20.45% | |
| 355 | BMOBANK MONTREAL QUE | 51,800 | $2.7B | 20.40% | |
| 356 | PEOEXELON CORP | 74,500 | $2.7B | 20.08% | |
| 357 | MDRXALLSCRIPTS HEALTHCARE SOLUTN | 398,800 | $2.7B | 20.05% | |
| 358 | HRBBLOCK H & R INC | 188,043 | $2.7B | 19.94% | |
| 359 | EBFENNIS INC | 142,500 | $2.6B | 19.19% | |
| 360 | TKRTIMKEN CO | 56,757 | $2.6B | 19.17% | |
| 361 | CENTACENTRAL GARDEN & PET CO | 75,851 | $2.6B | 19.03% | |
| 362 | WSTWEST PHARMACEUTICAL SVSC INC | 11,219 | $2.5B | 18.93% | |
| 363 | BAXBAXTER INTL INC | 29,592 | $2.5B | 18.92% | |
| 364 | TSNTYSON FOODS INC | 42,619 | $2.5B | 18.90% | |
| 365 | —NEENAH INC | 51,100 | $2.5B | 18.76% | |
| 366 | FFFUTUREFUEL CORP | 210,621 | $2.5B | 18.69% | |
| 367 | TDYTELEDYNE TECHNOLOGIES INC | 8,055 | $2.5B | 18.60% | |
| 368 | CLSEURCELESTICA INC | 364,800 | $2.5B | 18.53% | |
| 369 | TN1TENNANT CO | 38,377 | $2.5B | 18.53% | |
| 370 | PCARPACCAR INC | 33,243 | $2.5B | 18.47% | |
| 371 | EP3ORASURE TECHNOLOGIES INC | 213,900 | $2.5B | 18.47% | |
| 372 | RCORESOURCES CONNECTION INC | 207,200 | $2.5B | 18.41% | |
| 373 | —TRIBUNE PUBG CO NEW | 246,500 | $2.5B | 18.29% | |
| 374 | AELUSDAMERICAN EQTY INVT LIFE HLD | 99,600 | $2.5B | 18.27% | |
| 375 | AOSLALPHA & OMEGA SEMICONDUCTOR | 225,600 | $2.5B | 18.23% | |
| 376 | SLG2EURSL GREEN RLTY CORP | 49,747 | $2.5B | 18.21% | |
| 377 | KOSKOSMOS ENERGY LTD | 1,468,134 | $2.4B | 18.09% | |
| 378 | AAMIBRIGHTSPHERE INVT GROUP INC | 194,800 | $2.4B | 18.02% | |
| 379 | —NATUS MED INC DEL | 110,600 | $2.4B | 17.92% | |
| 380 | SCCOSOUTHERN COPPER CORP | 60,500 | $2.4B | 17.86% | |
| 381 | KOPKOPPERS HOLDINGS INC | 127,200 | $2.4B | 17.79% | |
| 382 | HPPHUDSON PAC PPTYS INC | 94,389 | $2.4B | 17.63% | |
| 383 | GCOGENESCO INC | 107,900 | $2.3B | 17.35% | |
| 384 | CUZCOUSINS PPTYS INC | 78,300 | $2.3B | 17.34% | |
| 385 | STXSEAGATE TECHNOLOGY PLC | 48,183 | $2.3B | 17.32% | |
| 386 | ENBENBRIDGE INC | 76,500 | $2.3B | 17.23% | |
| 387 | MOVMOVADO GROUP INC | 209,420 | $2.3B | 16.85% | |
| 388 | GGALGRUPO FINANCIERO GALICIA S.A | 232,300 | $2.3B | 16.73% | |
| 389 | AREALEXANDRIA REAL ESTATE EQ IN | 13,747 | $2.2B | 16.56% | |
| 390 | ARCBARCBEST CORP | 84,000 | $2.2B | 16.54% | |
| 391 | DHID R HORTON INC | 40,054 | $2.2B | 16.49% | |
| 392 | KELYAKELLY SVCS INC | 140,400 | $2.2B | 16.48% | |
| 393 | HALHALLIBURTON CO | 170,520 | $2.2B | 16.43% | |
| 394 | ELLAUDER ESTEE COS INC | 11,647 | $2.2B | 16.32% | |
| 395 | HSTMHEALTHSTREAM INC | 98,800 | $2.2B | 16.23% | |
| 396 | INGNINOGEN INC | 61,300 | $2.2B | 16.16% | |
| 397 | CRNCCERENCE INC | 53,200 | $2.2B | 16.13% | |
| 398 | VNOVORNADO RLTY TR | 56,788 | $2.2B | 16.11% | |
| 399 | EGPEASTGROUP PPTY INC | 18,288 | $2.2B | 16.10% | |
| 400 | TEXTEREX CORP NEW | 115,500 | $2.2B | 16.10% |