Grantham, Mayo, Van Otterloo & Co. LLC Q3 2020 Filing

Filed November 13, 2020

Portfolio Value

$14.1T

Holdings

759

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (759 positions)

#StockSharesValue% PortfolioType
101
PBVPRESTIGE CONSMR HEALTHCARE I
466,600$17.0B0.12%
102
CAKECHEESECAKE FACTORY INC
601,405$16.7B0.12%
103
SEDGSOLAREDGE TECHNOLOGIES INC
69,419$16.5B0.12%
104
UVVUNIVERSAL CORP VA
393,452$16.5B0.12%
105
MUMICRON TECHNOLOGY INC
350,161$16.4B0.12%
106
FCXFREEPORT-MCMORAN INC
1,043,675$16.3B0.12%
107
WDWALKER & DUNLOP INC
305,800$16.2B0.12%
108
GOLFACUSHNET HOLDINGS CORP
479,915$16.1B0.11%
109
CTVACORTEVA INC
555,488$16.0B0.11%
110
FSSFEDERAL SIGNAL CORP
544,347$15.9B0.11%
111
ACHOWENS & MINOR INC NEW
627,000$15.7B0.11%
112
EOGEOG RES INC
433,892$15.6B0.11%
113
HASHASBRO INC
187,300$15.5B0.11%
114
DOOBRP INC
290,883$15.3B0.11%
115
INTCINTEL CORP
295,392$15.3B0.11%
116
BLDRBUILDERS FIRSTSOURCE INC
463,394$15.1B0.11%
117
FEFIRSTENERGY CORP
521,705$15.0B0.11%
118
MKLMARKEL CORP
15,382$15.0B0.11%
119
HLTHILTON WORLDWIDE HLDGS INC
175,540$15.0B0.11%
120
HONHONEYWELL INTL INC
90,929$15.0B0.11%
121
IOSPINNOSPEC INC
235,674$14.9B0.11%
122
NTRNUTRIEN LTD
369,399$14.5B0.10%
123
AMATAPPLIED MATLS INC
242,970$14.4B0.10%
124
LVSLAS VEGAS SANDS CORP
309,452$14.4B0.10%
125
PMTPENNYMAC MTG INVT TR
871,900$14.0B0.10%
126
CVXCHEVRON CORP NEW
191,600$13.8B0.10%
127
GEGGEO GROUP INC NEW
1,188,900$13.5B0.10%
128
TALTAL EDUCATION GROUP
174,634$13.3B0.09%
129
SNNSMITH & NEPHEW GROUP PLC
339,100$13.3B0.09%
130
BAMBROOKFIELD ASSET MGMT INC
395,871$13.1B0.09%
131
MATVSCHWEITZER-MAUDUIT INTL INC
416,900$12.7B0.09%
132
CXWCORECIVIC INC
1,567,499$12.5B0.09%
133
MDC1USDM D C HLDGS INC
265,833$12.5B0.09%
134
MTRNMATERION CORP
239,536$12.5B0.09%
135
TDSTELEPHONE & DATA SYS INC
663,389$12.2B0.09%
136
KOSKOSMOS ENERGY LTD
12,515,566$12.2B0.09%
137
GRUBHUB INC
168,800$12.2B0.09%
138
WIXWIX COM LTD
47,500$12.1B0.09%
139
YUMCYUM CHINA HLDGS INC
227,700$12.1B0.09%
140
IBKRINTERACTIVE BROKERS GROUP IN
247,620$12.0B0.09%
141
SHOSUNSTONE HOTEL INVS INC NEW
1,497,039$11.9B0.08%
142
XHRXENIA HOTELS & RESORTS INC
1,341,760$11.8B0.08%
143
GNWGENWORTH FINL INC
3,502,727$11.7B0.08%
144
ISBCUSDINVESTORS BANCORP INC NEW
1,584,189$11.5B0.08%
145
AMGNAMGEN INC
43,879$11.2B0.08%
146
ENVAENOVA INTL INC
665,613$10.9B0.08%
147
SYKES ENTERPRISES INC
315,913$10.8B0.08%
148
FSLRFIRST SOLAR INC
162,565$10.8B0.08%
149
TAUBMAN CTRS INC
319,070$10.6B0.08%
150
ENEL AMERICAS S A
1,634,973$10.6B0.08%
151
WDRWADDELL & REED FINL INC
702,000$10.4B0.07%
152
BHEBENCHMARK ELECTRS INC
516,600$10.4B0.07%
153
PDCOEURPATTERSON COS INC
431,500$10.4B0.07%
154
LUMINEX CORP DEL
394,400$10.4B0.07%
155
EAELECTRONIC ARTS INC
79,076$10.3B0.07%
156
EBAEBAY INC.
197,663$10.3B0.07%
157
AGROADECOAGRO S A
2,195,185$10.3B0.07%
158
AVNTAVIENT CORPORATION
387,200$10.2B0.07%
159
LQDISHARES TR
74,912$10.1B0.07%
160
GEFGREIF INC
267,900$9.7B0.07%
161
VVVVALVOLINE INC
503,356$9.6B0.07%
162
AMZNAMAZON COM INC
3,005$9.5B0.07%
163
NLSUSDNAUTILUS INC
551,200$9.5B0.07%
164
CMCANADIAN IMP BK COMM
126,800$9.4B0.07%
165
AGCOAGCO CORP
125,906$9.4B0.07%
166
LZBLA Z BOY INC
293,200$9.3B0.07%
167
HEIHEICO CORP NEW
104,200$9.2B0.07%
168
SCLSTEPAN CO
82,003$8.9B0.06%
169
NMRKNEWMARK GROUP INC
2,020,400$8.7B0.06%
170
BNSBANK NOVA SCOTIA B C
207,700$8.6B0.06%
171
VVXVECTRUS INC
224,157$8.5B0.06%
172
ACCOACCO BRANDS CORP
1,454,219$8.4B0.06%
173
MTORMERITOR INC
402,600$8.4B0.06%
174
SNPSSYNOPSYS INC
39,081$8.4B0.06%
175
RSRELIANCE STEEL & ALUMINUM CO
81,812$8.3B0.06%
176
HOUSREALOGY HLDGS CORP
884,100$8.3B0.06%
177
ENDO INTL PLC
2,522,400$8.3B0.06%
178
PRGSPROGRESS SOFTWARE CORP
224,948$8.3B0.06%
179
NBISYANDEX N V
124,800$8.1B0.06%
180
REZIRESIDEO TECHNOLOGIES INC
733,800$8.1B0.06%
181
SNEXSTONEX GROUP INC
157,457$8.1B0.06%
182
HTHHILLTOP HOLDINGS INC
389,963$8.0B0.06%
183
CDNSCADENCE DESIGN SYSTEM INC
74,940$8.0B0.06%
184
ETNEATON CORP PLC
77,459$7.9B0.06%
185
EDUNEW ORIENTAL ED & TECHNOLOGY
52,200$7.8B0.06%
186
QIWQIWI PLC
447,720$7.8B0.06%
187
TELTE CONNECTIVITY LTD
79,436$7.8B0.06%
188
SWN1EURSOUTHWESTERN ENERGY CO
3,298,300$7.8B0.06%
189
GFFGRIFFON CORP
380,847$7.4B0.05%
190
FHIFEDERATED HERMES INC
336,804$7.2B0.05%
191
HOLIHOLLYSYS AUTOMATION TCHNGY L
643,600$7.1B0.05%
192
CSGSCSG SYS INTL INC
172,578$7.1B0.05%
193
MR4MERIDIAN BIOSCIENCE INC
415,700$7.1B0.05%
194
INTUINTUIT
21,399$7.0B0.05%
195
OCOWENS CORNING NEW
100,909$6.9B0.05%
196
GJBSTEELCASE INC
684,797$6.9B0.05%
197
ATVIEURACTIVISION BLIZZARD INC
84,246$6.8B0.05%
198
PFEPFIZER INC
185,685$6.8B0.05%
199
SCVLSHOE CARNIVAL INC
200,800$6.7B0.05%
200
CORECORE MARK HOLDING CO INC
231,500$6.7B0.05%
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