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

Filed November 13, 2019

Portfolio Value

$14.4B

Holdings

718

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (718 positions)

#StockSharesValue% PortfolioType
401
ARMKARAMARK
53,569$2.3B16.20%
402
EL PASO ELEC CO
34,600$2.3B16.10%
403
CBRECBRE GROUP INC
42,449$2.3B15.61%
404
ATKRATKORE INTL GROUP INC
74,096$2.2B15.60%
405
FCBCFIRST CMNTY BANKSHARES INC V
69,352$2.2B15.57%
406
APTVAPTIV PLC
25,681$2.2B15.57%
407
MRO*MARATHON OIL CORP
182,904$2.2B15.57%
408
UMBFUMB FINL CORP
34,700$2.2B15.55%
409
GYROGYRODYNE LLC
113,088$2.2B15.42%
410
DSP GROUP INC
157,853$2.2B15.42%
411
RCORESOURCES CONNECTION INC
129,200$2.2B15.23%
412
COLMCOLUMBIA SPORTSWEAR CO
22,596$2.2B15.19%
413
HBC2HSBC HLDGS PLC
57,000$2.2B15.13%
414
CFGCITIZENS FINL GROUP INC
61,654$2.2B15.13%
415
MCKMCKESSON CORP
15,943$2.2B15.12%
416
LPI1EURLAREDO PETROLEUM INC
887,800$2.1B14.85%
417
BHRBRAEMAR HOTELS & RESORTS INC
225,601$2.1B14.69%
418
AWMSKYWORKS SOLUTIONS INC
26,513$2.1B14.58%
419
AGMFEDERAL AGRIC MTG CORP
25,561$2.1B14.48%
420
RETAIL PPTYS AMER INC
169,100$2.1B14.45%
421
CECELANESE CORP DEL
17,000$2.1B14.42%
422
MTS SYS CORP
37,500$2.1B14.37%
423
AEOAMERICAN EAGLE OUTFITTERS IN
126,200$2.0B14.20%
424
DOVDOVER CORP
20,451$2.0B14.12%
425
CYDCHINA YUCHAI INTL LTD
156,551$2.0B14.06%
426
HOLXHOLOGIC INC
40,058$2.0B14.03%
427
HN9HANESBRANDS INC
131,649$2.0B13.99%
428
LNCLINCOLN NATL CORP IND
33,362$2.0B13.96%
429
OUTOUTFRONT MEDIA INC
72,392$2.0B13.95%
430
CTBICOMMUNITY TR BANCORP INC
47,100$2.0B13.92%
431
NWSANEWS CORP NEW
143,005$2.0B13.81%
432
DHRDANAHER CORPORATION
13,700$2.0B13.73%
433
TERTERADYNE INC
33,989$2.0B13.65%
434
DRQEURDRIL QUIP INC
39,200$2.0B13.65%
435
ROPROPER TECHNOLOGIES INC
5,491$2.0B13.58%
436
HCAHCA HEALTHCARE INC
16,205$2.0B13.53%
437
FISIFINANCIAL INSTNS INC
64,600$1.9B13.53%
438
GNTXGENTEX CORP
70,648$1.9B13.49%
439
BB3BROOKLINE BANCORP INC DEL
130,400$1.9B13.33%
440
RCLROYAL CARIBBEAN CRUISES LTD
17,500$1.9B13.15%
441
WHGWESTWOOD HLDGS GROUP INC
68,400$1.9B13.13%
442
ORIOLD REP INTL CORP
79,080$1.9B12.93%
443
LPLALPL FINL HLDGS INC
22,600$1.9B12.84%
444
TRIBUNE PUBG CO NEW
214,900$1.8B12.79%
445
CALIFORNIA RES CORP
180,300$1.8B12.76%
446
BRKRBRUKER CORP
41,727$1.8B12.72%
447
TROWPRICE T ROWE GROUP INC
16,014$1.8B12.70%
448
TRMKTRUSTMARK CORP
53,400$1.8B12.63%
449
CHKEURCHESAPEAKE ENERGY CORP
1,278,802$1.8B12.51%
450
AVYAVERY DENNISON CORP
15,749$1.8B12.41%
451
AMZNAMAZON COM INC
1,029$1.8B12.39%
452
THFFFIRST FINL CORP IND
41,000$1.8B12.36%
453
DHXDHI GROUP INC
460,200$1.8B12.29%
454
CENTURY BANCORP INC MASS
20,037$1.8B12.17%
455
NRANRG ENERGY INC
44,300$1.8B12.17%
456
CSGPCOSTAR GROUP INC
2,939$1.7B12.09%
457
OSKOSHKOSH CORP
22,931$1.7B12.06%
458
GNEGENIE ENERGY LTD
232,300$1.7B12.02%
459
DLXDELUXE CORP
35,100$1.7B11.97%
460
PUMPPROPETRO HLDG CORP
188,600$1.7B11.89%
461
CA8ACACI INTL INC
7,300$1.7B11.71%
462
OIEUROWENS ILL INC
163,100$1.7B11.62%
463
CWCURTISS WRIGHT CORP
12,921$1.7B11.60%
464
AVDAMERICAN VANGUARD CORP
106,300$1.7B11.58%
465
FAFFIRST AMERN FINL CORP
27,804$1.6B11.38%
466
TBNKUSDTERRITORIAL BANCORP INC
57,284$1.6B11.36%
467
ARGO GROUP INTL HLDGS LTD
23,300$1.6B11.36%
468
CTSCTS CORP
50,500$1.6B11.34%
469
MXIMMAXIM INTEGRATED PRODS INC
28,048$1.6B11.27%
470
UTLUNITIL CORP
25,600$1.6B11.27%
471
PEBOPEOPLES BANCORP INC
50,900$1.6B11.23%
472
DELPHI TECHNOLOGIES PLC
120,600$1.6B11.21%
473
W3UWESTERN UN CO
69,256$1.6B11.13%
474
KEKIMBALL ELECTRONICS INC
110,300$1.6B11.10%
475
WTHWORTHINGTON INDS INC
44,000$1.6B11.00%
476
OTTROTTER TAIL CORP
29,200$1.6B10.89%
477
GHCGRAHAM HLDGS CO
2,364$1.6B10.88%
478
BEST INC
296,500$1.6B10.86%
479
NIC INC
73,800$1.5B10.57%
480
BONANZA CREEK ENERGY INC
67,800$1.5B10.53%
481
AZPNUSDASPEN TECHNOLOGY INC
12,160$1.5B10.39%
482
PIPRPIPER JAFFRAY COS
19,700$1.5B10.32%
483
VEDANTA LTD
171,354$1.5B10.32%
484
RCKYROCKY BRANDS INC
44,635$1.5B10.29%
485
HCKTHACKETT GROUP INC
90,000$1.5B10.27%
486
TSCOTRACTOR SUPPLY CO
16,319$1.5B10.24%
487
ITTITT INC
24,024$1.5B10.20%
488
CTXSEURCITRIX SYS INC
15,205$1.5B10.18%
489
RSRELIANCE STEEL & ALUMINUM CO
14,600$1.5B10.09%
490
MLRMILLER INDS INC TENN
43,500$1.4B10.05%
491
ZBRAZEBRA TECHNOLOGIES CORP
7,000$1.4B10.02%
492
SENEASENECA FOODS CORP NEW
45,792$1.4B9.91%
493
KEYSKEYSIGHT TECHNOLOGIES INC
14,600$1.4B9.85%
494
LMEURLEGG MASON INC
37,125$1.4B9.84%
495
FNHCUSDFEDNAT HLDG CO
100,800$1.4B9.78%
496
SPUSDSP PLUS CORP
38,100$1.4B9.78%
497
GGALGRUPO FINANCIERO GALICIA S A
107,500$1.4B9.70%
498
TRUSTCO BK CORP N Y
168,000$1.4B9.50%
499
BSBRBANCO SANTANDER BRASIL S A
125,100$1.4B9.45%
500
CRAICRA INTL INC
32,348$1.4B9.42%
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