Grantham, Mayo, Van Otterloo & Co. LLC Q3 2019 Filing

Filed November 13, 2019

Portfolio Value

$14.4T

Holdings

718

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (718 positions)

#StockSharesValue% PortfolioType
101
CMCSACOMCAST CORP NEW
515,395$23.2B0.16%
102
GCI1EURGANNETT CO INC
2,137,703$23.0B0.16%
103
IVREURINVESCO MORTGAGE CAPITAL INC
1,433,900$22.0B0.15%
104
JDJD COM INC
766,059$21.6B0.15%
105
PORPORTLAND GEN ELEC CO
380,200$21.4B0.15%
106
INTERXION HOLDING N.V
257,000$20.9B0.15%
107
PEPPEPSICO INC
151,498$20.8B0.14%
108
CXWCORECIVIC INC
1,201,793$20.8B0.14%
109
BRK/BBERKSHIRE HATHAWAY INC DEL
99,000$20.6B0.14%
110
RDFNREDFIN CORP
1,217,650$20.5B0.14%
111
TDSTELEPHONE & DATA SYS INC
790,171$20.4B0.14%
112
MTORMERITOR INC
1,094,722$20.3B0.14%
113
CACCCREDIT ACCEP CORP MICH
43,200$19.9B0.14%
114
IOSPINNOSPEC INC
219,608$19.6B0.14%
115
PFEPFIZER INC
539,849$19.4B0.13%
116
QIWQIWI PLC
877,875$19.3B0.13%
117
FSSFEDERAL SIGNAL CORP
585,407$19.2B0.13%
118
BPOPPOPULAR INC
351,823$19.0B0.13%
119
RDYDR REDDYS LABS LTD
468,408$17.7B0.12%
120
UVVUNIVERSAL CORP VA
318,693$17.5B0.12%
121
EWTISHARES INC
480,300$17.5B0.12%
122
EBEVENTBRITE INC
982,000$17.4B0.12%
123
PFSIPENNYMAC FINL SVCS INC
563,100$17.1B0.12%
124
TKRTIMKEN CO
392,279$17.1B0.12%
125
TLVGRUPO TELEVISA SA
1,715,074$16.8B0.12%
126
RRCRANGE RES CORP
4,390,132$16.8B0.12%
127
RHCRH PLC
488,000$16.8B0.12%
128
NWBINORTHWEST BANCSHARES INC MD
1,005,800$16.5B0.11%
129
ELLAUDER ESTEE COS INC
80,735$16.1B0.11%
130
NTESNETEASE INC
60,200$16.0B0.11%
131
DYHTARGET CORP
147,636$15.8B0.11%
132
ISRAEL CHEMICALS LTD
3,164,760$15.7B0.11%
133
MTRNMATERION CORP
255,045$15.7B0.11%
134
DVADAVITA INC
272,029$15.5B0.11%
135
ENVAENOVA INTL INC
731,082$15.2B0.11%
136
R6C2ROYAL DUTCH SHELL PLC
248,900$14.9B0.10%
137
ANFABERCROMBIE & FITCH CO
952,300$14.9B0.10%
138
AMGNAMGEN INC
76,600$14.8B0.10%
139
NKENIKE INC
157,700$14.8B0.10%
140
INTUINTUIT
55,621$14.8B0.10%
141
YUMCYUM CHINA HLDGS INC
323,500$14.7B0.10%
142
HUYAHUYA INC
621,400$14.7B0.10%
143
IPARINTER PARFUMS INC
209,657$14.7B0.10%
144
VALEVALE S A
1,264,200$14.5B0.10%
145
WCGEURWELLCARE HEALTH PLANS INC
54,925$14.2B0.10%
146
BAPCREDICORP LTD
67,800$14.1B0.10%
147
LMTLOCKHEED MARTIN CORP
35,139$13.7B0.10%
148
4DHDANA INCORPORATED
943,033$13.6B0.09%
149
GILDGILEAD SCIENCES INC
214,500$13.6B0.09%
150
SCLSTEPAN CO
139,503$13.5B0.09%
151
BHEBENCHMARK ELECTRS INC
462,700$13.4B0.09%
152
CDLXCARDLYTICS INC
400,000$13.4B0.09%
153
FSLYFASTLY INC
555,000$13.3B0.09%
154
UNIVERSAL FST PRODS INC
333,796$13.3B0.09%
155
PGRPROGRESSIVE CORP OHIO
165,907$12.8B0.09%
156
ZM3ZUMIEZ INC
400,700$12.7B0.09%
157
OFGOFG BANCORP
578,600$12.7B0.09%
158
GJBSTEELCASE INC
686,867$12.6B0.09%
159
SNNSMITH & NEPHEW PLC
261,500$12.6B0.09%
160
EBAEBAY INC
321,596$12.5B0.09%
161
K12 INC
470,334$12.4B0.09%
162
LAURLAUREATE EDUCATION INC
725,800$12.0B0.08%
163
CSGSCSG SYS INTL INC
231,377$12.0B0.08%
164
WDWALKER & DUNLOP INC
213,100$11.9B0.08%
165
IBOCINTERNATIONAL BANCSHARES COR
307,700$11.9B0.08%
166
BLMNBLOOMIN BRANDS INC
626,584$11.9B0.08%
167
HCCWARRIOR MET COAL INC
605,700$11.8B0.08%
168
SPXCSPX CORP
292,947$11.7B0.08%
169
ACCOACCO BRANDS CORP
1,172,699$11.6B0.08%
170
SAHSONIC AUTOMOTIVE INC
367,382$11.5B0.08%
171
7HPHP INC
597,592$11.3B0.08%
172
MSIMOTOROLA SOLUTIONS INC
65,316$11.1B0.08%
173
FHIFEDERATED INVS INC PA
342,387$11.1B0.08%
174
MCSMARCUS CORP
291,239$10.8B0.07%
175
CMTLCOMTECH TELECOMMUNICATIONS C
331,100$10.8B0.07%
176
ISBCUSDINVESTORS BANCORP INC NEW
940,900$10.7B0.07%
177
SAJACOMPANHIA DE SANEAMENTO BASI
898,339$10.7B0.07%
178
NBISYANDEX N V
300,300$10.5B0.07%
179
SNPUSDCHINA PETE & CHEM CORP
177,630$10.4B0.07%
180
ULUNILEVER PLC
171,800$10.3B0.07%
181
BMOBANK MONTREAL QUE
138,430$10.2B0.07%
182
SYKSTRYKER CORP
47,159$10.2B0.07%
183
RDNRADIAN GROUP INC
446,500$10.2B0.07%
184
FW2NBANNER CORP
181,300$10.2B0.07%
185
WAFDWASHINGTON FED INC
274,700$10.2B0.07%
186
CORECORE MARK HOLDING CO INC
311,489$10.0B0.07%
187
CNYAISHARES TR
360,200$10.0B0.07%
188
SCVLSHOE CARNIVAL INC
304,000$9.9B0.07%
189
PBRPETROLEO BRASILEIRO SA PETRO
679,700$9.8B0.07%
190
DBIDESIGNER BRANDS INC
571,300$9.8B0.07%
191
SWN1EURSOUTHWESTERN ENERGY CO
4,951,176$9.6B0.07%
192
HPEHEWLETT PACKARD ENTERPRISE C
624,614$9.5B0.07%
193
NMRKNEWMARK GROUP INC
1,042,200$9.4B0.07%
194
ETDETHAN ALLEN INTERIORS INC
489,439$9.3B0.06%
195
PACBPACIFIC BIOSCIENCES CALIF IN
1,810,217$9.3B0.06%
196
SNPSSYNOPSYS INC
66,719$9.2B0.06%
197
KMBKIMBERLY CLARK CORP
64,335$9.1B0.06%
198
WTIW & T OFFSHORE INC
2,081,400$9.1B0.06%
199
BIIBBIOGEN INC
39,010$9.1B0.06%
200
CRSCARPENTER TECHNOLOGY CORP
175,700$9.1B0.06%
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