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
401
MCKMCKESSON CORP
14,093$2.2B16.05%
402
FNFFIDELITY NATIONAL FINANCIAL
70,232$2.2B15.99%
403
8LP1LAREDO PETROLEUM INC
154,890$2.1B15.94%
404
HPEHEWLETT PACKARD ENTERPRISE C
219,335$2.1B15.85%
405
KLACKLA CORP
10,963$2.1B15.83%
406
DREUSDDUKE REALTY CORP
60,231$2.1B15.83%
407
FRFIRST INDL RLTY TR INC
53,979$2.1B15.41%
408
APTVAPTIV PLC
26,267$2.0B15.20%
409
ATGEADTALEM GLOBAL ED INC
65,362$2.0B15.12%
410
VRAVERA BRADLEY INC
457,921$2.0B15.10%
411
PLDPROLOGIS INC.
21,768$2.0B15.09%
412
TCBITEXAS CAP BANCSHARES INC
65,558$2.0B15.03%
413
ADUNITED STATES CELLULAR CORP
65,500$2.0B15.01%
414
GENNORTONLIFELOCK INC
101,342$2.0B14.92%
415
ENSENERSYS
31,200$2.0B14.92%
416
LTRPAUSDLIBERTY TRIPADVISOR HLDGS IN
941,700$2.0B14.89%
417
FNVFRANCO NEV CORP
14,400$2.0B14.89%
418
RCUSARCUS BIOSCIENCES INC
80,700$2.0B14.83%
419
CTSCTS CORP
99,600$2.0B14.82%
420
SYSTEMAX INC
96,800$2.0B14.76%
421
SAJACOMPANHIA DE SANEAMENTO BASI
187,800$2.0B14.66%
422
MGAMAGNA INTL INC
44,200$2.0B14.58%
423
STTSTATE STR CORP
30,643$1.9B14.46%
424
ESRTEMPIRE ST RLTY TR INC
277,325$1.9B14.41%
425
PLABPHOTRONICS INC
172,900$1.9B14.29%
426
DELPHI TECHNOLOGIES PL
135,100$1.9B14.26%
427
2XYSCIPLAY CORP
128,900$1.9B14.20%
428
VNDAVANDA PHARMACEUTICALS INC
166,600$1.9B14.15%
429
GYROGYRODYNE LLC
113,088$1.9B14.03%
430
CYDCHINA YUCHAI INTL LTD
129,951$1.9B13.88%
431
SIGSIGNET JEWELERS LIMITED
180,600$1.9B13.77%
432
WMKWEIS MKTS INC
37,000$1.9B13.77%
433
VEDANTA LTD
329,254$1.8B13.71%
434
MANTECH INTL CORP
26,968$1.8B13.71%
435
VREXVAREX IMAGING CORP
120,100$1.8B13.51%
436
ABGAMERISOURCEBERGEN CORP
18,001$1.8B13.47%
437
BKRBAKER HUGHES COMPANY
117,039$1.8B13.37%
438
NPOENPRO INDS INC
36,000$1.8B13.17%
439
HB6HIBBETT SPORTS INC
83,600$1.8B13.00%
440
ETRNUSDEQUITRANS MIDSTREAM CORP
208,800$1.7B12.88%
441
LYBLYONDELLBASELL INDUSTRIES N
26,142$1.7B12.76%
442
WHGWESTWOOD HLDGS GROUP INC
108,800$1.7B12.73%
443
STESTERIS PLC
11,163$1.7B12.72%
444
RETAIL PPTYS AMER INC
232,700$1.7B12.64%
445
ZNGAEURZYNGA INC
178,002$1.7B12.61%
446
ANGOANGIODYNAMICS INC
165,300$1.7B12.48%
447
UPBDRENT A CTR INC NEW
60,389$1.7B12.47%
448
CHLUSDCHINA MOBILE LIMITED
49,789$1.7B12.44%
449
PVACUSDPENN VA CORP
174,100$1.7B12.32%
450
SLGNSILGAN HOLDINGS INC
51,068$1.7B12.28%
451
LNTHLANTHEUS HLDGS INC
114,500$1.6B12.15%
452
TERTERADYNE INC
19,297$1.6B12.11%
453
CENTCENTRAL GARDEN & PET CO
44,500$1.6B11.89%
454
HSIHEIDRICK & STRUGGLES INTL IN
74,100$1.6B11.89%
455
CDWCDW CORP
13,697$1.6B11.81%
456
MTRXMATRIX SVC CO
163,539$1.6B11.81%
457
GNEGENIE ENERGY LTD
215,089$1.6B11.75%
458
51AAMERICAN PUBLIC EDUCATION IN
53,200$1.6B11.69%
459
KBIAKB FINL GROUP INC
56,000$1.6B11.57%
460
NPKNATIONAL PRESTO INDS INC
17,700$1.5B11.49%
461
FTNTFORTINET INC
11,100$1.5B11.32%
462
KEKIMBALL ELECTRONICS INC
112,300$1.5B11.29%
463
ACLSAXCELIS TECHNOLOGIES INC
54,100$1.5B11.19%
464
HOLXHOLOGIC INC
26,180$1.5B11.08%
465
ARLOARLO TECHNOLOGIES INC
575,300$1.5B11.02%
466
BSRRSIERRA BANCORP
77,800$1.5B10.91%
467
GDGENERAL DYNAMICS CORP
9,700$1.4B10.77%
468
CEOCNOOC LIMITED
12,800$1.4B10.72%
469
PUMPPROPETRO HLDG CORP
279,486$1.4B10.67%
470
REZIRESIDEO TECHNOLOGIES INC
122,300$1.4B10.64%
471
CERNCHFCERNER CORP
20,771$1.4B10.57%
472
CVETUSDCOVETRUS INC
79,600$1.4B10.57%
473
KNOLL INC
116,737$1.4B10.57%
474
BAHBOOZ ALLEN HAMILTON HLDG COR
18,156$1.4B10.48%
475
NTAPNETAPP INC
31,770$1.4B10.47%
476
ISTAR INC
114,400$1.4B10.46%
477
RCKYROCKY BRANDS INC
68,000$1.4B10.38%
478
AVTAVNET INC
49,967$1.4B10.34%
479
SENEASENECA FOODS CORP NEW
41,192$1.4B10.34%
480
UVEUNIVERSAL INS HLDGS INC
78,100$1.4B10.29%
481
OMCOMNICOM GROUP INC
24,999$1.4B10.14%
482
IBCPINDEPENDENT BK CORP MICH
91,938$1.4B10.14%
483
HURNHURON CONSULTING GROUP INC
30,800$1.4B10.12%
484
SEICSEI INVTS CO
24,717$1.4B10.09%
485
PAHCPHIBRO ANIMAL HEALTH CORP
51,500$1.4B10.05%
486
JCIJOHNSON CTLS INTL PLC
39,600$1.4B10.04%
487
QVCAUSDQURATE RETAIL INC
141,100$1.3B9.95%
488
HCAHCA HEALTHCARE INC
13,660$1.3B9.85%
489
MODMODINE MFG CO
239,500$1.3B9.82%
490
TILEINTERFACE INC
162,000$1.3B9.79%
491
WTIW & T OFFSHORE INC
571,953$1.3B9.68%
492
EIXEDISON INTL
23,800$1.3B9.60%
493
UISUNISYS CORP
116,900$1.3B9.47%
494
QSIIEURNEXTGEN HEALTHCARE INC
115,300$1.3B9.40%
495
CTMXCYTOMX THERAPEUTICS INC
151,500$1.3B9.37%
496
CACCAMDEN NATL CORP
36,540$1.3B9.37%
497
DOXAMDOCS LTD
20,684$1.3B9.35%
498
NVRNVR INC
386$1.3B9.34%
499
TXTTEXTRON INC
38,075$1.3B9.30%
500
CUROEURCURO GROUP HOLDINGS CORP
145,600$1.2B8.84%
PreviousPage 5 of 8Next