Grantham, Mayo, Van Otterloo & Co. LLC Q2 2023 Filing

Filed August 14, 2023

Portfolio Value

$21.6B

Holdings

675

Report Date

Q2 2023

Filing Type

13F-HR

All Holdings (675 positions)

#StockSharesValue% PortfolioType
301
BCSBARCLAYS PLC
857,328$6.7B31.19%
302
TPHTRI POINTE HOMES INC
202,521$6.7B30.80%
303
KNXKNIGHT-SWIFT TRANSN HLDGS IN
119,170$6.6B30.65%
304
KOFCOCA-COLA FEMSA SAB DE CV
79,307$6.6B30.59%
305
EFXENERFLEX LTD
960,827$6.5B30.32%
306
RFREGIONS FINANCIAL CORP NEW
362,285$6.5B29.88%
307
CATCATERPILLAR INC
26,189$6.4B29.83%
308
VFCV F CORP
326,725$6.2B28.87%
309
PSXPHILLIPS 66
65,190$6.2B28.78%
310
PG4PRINCIPAL FINANCIAL GROUP IN
81,254$6.2B28.53%
311
MDLZMONDELEZ INTL INC
84,269$6.1B28.45%
312
FMXFOMENTO ECONOMICO MEXICANO S
55,059$6.1B28.25%
313
JT5MUELLER WTR PRODS INC
375,044$6.1B28.18%
314
TROWPRICE T ROWE GROUP INC
54,176$6.1B28.09%
315
FDO.FMACYS INC
373,242$6.0B27.73%
316
CMCANADIAN IMPERIAL BK COMM TO
137,882$5.9B27.24%
317
NVDANVIDIA CORPORATION
13,390$5.7B26.22%
318
LEALEAR CORP
39,322$5.6B26.13%
319
TAT&T INC
349,948$5.6B25.84%
320
MTGMGIC INVT CORP WIS
347,214$5.5B25.38%
321
EAELECTRONIC ARTS INC
42,224$5.5B25.35%
322
ENVAENOVA INTL INC
101,830$5.4B25.04%
323
EROERO COPPER CORP
264,700$5.4B24.82%
324
ALSNALLISON TRANSMISSION HLDGS I
94,145$5.3B24.61%
325
CLCOLGATE PALMOLIVE CO
67,143$5.2B23.94%
326
BNSBANK NOVA SCOTIA HALIFAX
103,158$5.2B23.90%
327
CDNSCADENCE DESIGN SYSTEM INC
21,947$5.1B23.83%
328
GGGGRACO INC
58,155$5.0B23.24%
329
JOYYJOYY INC
163,480$5.0B23.24%
330
LZBLA Z BOY INC
175,102$5.0B23.21%
331
WIREEURENCORE WIRE CORP
26,911$5.0B23.16%
332
BCBRUNSWICK CORP
57,559$5.0B23.08%
333
COTYCOTY INC
403,677$5.0B22.97%
334
ASGNASGN INC
64,711$4.9B22.66%
335
TKRTIMKEN CO
52,977$4.8B22.44%
336
TIMBTIM S A
313,411$4.8B22.18%
337
ANETEURARISTA NETWORKS INC
29,524$4.8B22.15%
338
UVVUNIVERSAL CORP VA
94,497$4.7B21.85%
339
AU3EURANGLOGOLD ASHANTI LIMITED
223,050$4.7B21.78%
340
BDCBELDEN INC
48,502$4.6B21.48%
341
URIUNITED RENTALS INC
10,267$4.6B21.17%
342
EDGGOLD FIELDS LTD
330,478$4.6B21.16%
343
ERFGBPENERPLUS CORP
310,500$4.5B20.80%
344
ROPROPER TECHNOLOGIES INC
9,266$4.5B20.62%
345
W3UWESTERN UN CO
379,170$4.4B20.59%
346
9KGNEXTIER OILFIELD SOLUTIONS
496,502$4.4B20.55%
347
NEUNEWMARKET CORP
11,017$4.4B20.51%
348
CNSCOHEN & STEERS INC
76,372$4.4B20.50%
349
GEVOGEVO INC
2,907,671$4.4B20.46%
350
4I1PHILIP MORRIS INTL INC
44,786$4.4B20.24%
351
SAMBOSTON BEER INC
13,557$4.2B19.36%
352
ASRGRUPO AEROPORTUARIO DEL SURE
15,031$4.2B19.32%
353
UNMUNUM GROUP
87,300$4.2B19.28%
354
STEPSTEPSTONE GROUP INC
166,849$4.1B19.16%
355
BLDRBUILDERS FIRSTSOURCE INC
30,260$4.1B19.05%
356
STCSTEWART INFORMATION SVCS COR
99,670$4.1B18.98%
357
KELKELLOGG CO
60,271$4.1B18.81%
358
AVGOBROADCOM INC
4,673$4.1B18.76%
359
PEPPEPSICO INC
21,774$4.0B18.67%
360
RHIROBERT HALF INTL INC
53,596$4.0B18.66%
361
RIORIO TINTO PLC
62,831$4.0B18.57%
362
XRXXEROX HOLDINGS CORP
269,282$4.0B18.56%
363
WMSADVANCED DRAIN SYS INC DEL
35,000$4.0B18.43%
364
IBNICICI BANK LIMITED
172,335$4.0B18.41%
365
VMIVALMONT INDS INC
13,457$3.9B18.13%
366
ATKRATKORE INC
24,561$3.8B17.73%
367
SANMSANMINA CORPORATION
62,934$3.8B17.56%
368
MTBM & T BK CORP
30,300$3.7B17.36%
369
NXPINXP SEMICONDUCTORS N V
18,171$3.7B17.22%
370
JCIJOHNSON CTLS INTL PLC
54,262$3.7B17.12%
371
KEYSKEYSIGHT TECHNOLOGIES INC
22,062$3.7B17.10%
372
OLEDUNIVERSAL DISPLAY CORP
25,594$3.7B17.07%
373
OI*O-I GLASS INC
171,407$3.7B16.93%
374
DFINDONNELLEY FINL SOLUTIONS INC
79,410$3.6B16.74%
375
URBNURBAN OUTFITTERS INC
108,995$3.6B16.72%
376
HASHASBRO INC
54,903$3.6B16.46%
377
PBVPRESTIGE CONSMR HEALTHCARE I
59,793$3.6B16.45%
378
BAMBROOKFIELD ASSET MANAGMT LTD
108,220$3.5B16.35%
379
HCCWARRIOR MET COAL INC
90,279$3.5B16.28%
380
PGPROCTER AND GAMBLE CO
23,131$3.5B16.24%
381
SIGSIGNET JEWELERS LIMITED
52,860$3.4B15.97%
382
KBIAKB FINL GROUP INC
94,300$3.4B15.89%
383
VNOVORNADO RLTY TR
187,625$3.4B15.75%
384
SHOSUNSTONE HOTEL INVS INC NEW
324,192$3.3B15.18%
385
AMKRAMKOR TECHNOLOGY INC
109,481$3.3B15.08%
386
COSCNO FINL GROUP INC
137,564$3.3B15.07%
387
MCHPMICROCHIP TECHNOLOGY INC.
36,112$3.2B14.98%
388
ETDETHAN ALLEN INTERIORS INC
113,695$3.2B14.88%
389
MOG/AMOOG INC
28,823$3.1B14.47%
390
ESRTEMPIRE ST RLTY TR INC
415,049$3.1B14.39%
391
VALEVALE S A
229,402$3.1B14.25%
392
HIWHIGHWOODS PPTYS INC
128,691$3.1B14.24%
393
DVNDEVON ENERGY CORP NEW
63,171$3.1B14.13%
394
CUZCOUSINS PPTYS INC
133,031$3.0B14.04%
395
HUMHUMANA INC
6,723$3.0B13.92%
396
WKCWORLD KINECT CORPORATION
144,918$3.0B13.87%
397
ANAUTONATION INC
18,017$3.0B13.73%
398
YELPYELP INC
81,184$3.0B13.68%
399
GIB/ACGI INC
27,948$2.9B13.64%
400
BMOBANK MONTREAL QUE
32,331$2.9B13.51%
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