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

Filed November 13, 2020

Portfolio Value

$14.1B

Holdings

759

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (759 positions)

#StockSharesValue% PortfolioType
201
ETDETHAN ALLEN INTERIORS INC
493,600$6.7B47.56%
202
IBOCINTERNATIONAL BANCSHARES COR
255,575$6.7B47.40%
203
HVTHAVERTY FURNITURE INC
308,642$6.5B46.00%
2048,000,000$6.4B45.56%
205
QCOMQUALCOMM INC
53,800$6.3B45.06%
206
SNYSANOFI
125,742$6.3B44.89%
207
TMHCTAYLOR MORRISON HOME CORP
252,020$6.2B44.10%
208
DFINDONNELLEY FINL SOLUTIONS INC
463,300$6.2B44.05%
209
TPDTEMPUR SEALY INTL INC
69,079$6.2B43.85%
210
CMTLCOMTECH TELECOMMUNICATIONS C
439,900$6.2B43.83%
211
2XYSCIPLAY CORP
373,100$6.1B43.07%
212
ZM3ZUMIEZ INC
216,100$6.0B42.79%
213
ITGRINTEGER HLDGS CORP
101,288$6.0B42.54%
214
WTHWORTHINGTON INDS INC
146,092$6.0B42.40%
215
MIGAMICROSTRATEGY INC
38,900$5.9B41.68%
216
ATGEADTALEM GLOBAL ED INC
236,100$5.8B41.24%
217
AAWWUSDATLAS AIR WORLDWIDE HLDGS IN
94,900$5.8B41.13%
218
SRISTONERIDGE INC
313,200$5.8B40.94%
219
ASRGRUPO AEROPORTUARIO DEL SURE
48,700$5.7B40.22%
220
JPMJPMORGAN CHASE & CO
58,495$5.6B40.08%
221
JOUTJOHNSON OUTDOORS INC
68,417$5.6B39.88%
222
LTHM1EURLIVENT CORP
624,339$5.6B39.86%
223
CLCOLGATE PALMOLIVE CO
72,318$5.6B39.71%
224
JELDJELD-WEN HLDG INC
246,850$5.6B39.71%
225
ECPGENCORE CAP GROUP INC
144,300$5.6B39.63%
226
BBYBEST BUY INC
49,888$5.6B39.51%
227
PRDOPERDOCEO ED CORP
450,800$5.5B39.27%
228
OFGOFG BANCORP
440,950$5.5B39.10%
229
CENTACENTRAL GARDEN & PET CO
150,951$5.5B38.82%
230
GGALGRUPO FINANCIERO GALICIA S.A
745,900$5.4B38.43%
231
TEXTEREX CORP NEW
276,100$5.3B38.04%
232
CMCSACOMCAST CORP NEW
113,428$5.2B37.34%
233
SRJSPARTANNASH CO
317,900$5.2B36.99%
234
GILDGILEAD SCIENCES INC
81,330$5.1B36.57%
235
HNIHNI CORP
163,512$5.1B36.52%
236
ALBALBEMARLE CORP
57,031$5.1B36.24%
237
NATIONAL GEN HLDGS CORP
149,374$5.0B35.88%
238
G9NGRUPO AEROPUERTO DEL PACIFIC
62,000$5.0B35.59%
239
PCCPC CONNECTION INC
121,100$5.0B35.39%
240
MLIMUELLER INDS INC
182,906$4.9B35.22%
241
NTGRNETGEAR INC
160,300$4.9B35.16%
242
SEMSELECT MED HLDGS CORP
234,900$4.9B34.81%
243
HRBBLOCK H & R INC
299,243$4.9B34.70%
244
DLXDELUXE CORP
188,700$4.9B34.55%
245
INNSUMMIT HOTEL PPTYS INC
908,000$4.7B33.47%
246
HYHYSTER YALE MATLS HANDLING I
125,500$4.7B33.18%
247
BMYBRISTOL-MYERS SQUIBB CO
77,291$4.7B33.17%
248
USNAUSANA HEALTH SCIENCES INC
62,700$4.6B32.87%
249
7HPHP INC
242,973$4.6B32.84%
250
CBZCBIZ INC
201,671$4.6B32.82%
251
BIIBBIOGEN INC
15,936$4.5B32.18%
252
MSIMOTOROLA SOLUTIONS INC
28,779$4.5B32.12%
253
DOOREURMASONITE INTL CORP
45,750$4.5B32.04%
254
ONON SEMICONDUCTOR CORP
207,300$4.5B32.00%
255
MIC2EURMACQUARIE INFRASTRUCTURE COR
166,850$4.5B31.93%
256
SPGSIMON PPTY GROUP INC NEW
69,367$4.5B31.93%
257
TPHTRI POINTE GROUP INC
246,342$4.5B31.81%
258
LMTLOCKHEED MARTIN CORP
11,486$4.4B31.33%
259
FFFUTUREFUEL CORP
384,053$4.4B31.08%
260
KMBKIMBERLY CLARK CORP
29,199$4.3B30.69%
261
PS1COMPUTER PROGRAMS & SYS INC
153,900$4.2B30.24%
262
MDLZMONDELEZ INTL INC
73,436$4.2B30.03%
263
TWITTER INC
3,750,000$4.2B29.78%
264
PGRPROGRESSIVE CORP
43,238$4.1B29.13%
265
KRKROGER CO
119,624$4.1B28.87%
266
COREPOINT LODGING INC
743,400$4.1B28.84%
267
BLMNBLOOMIN BRANDS INC
264,700$4.0B28.77%
268
FRTEURFEDERAL RLTY INVT TR
55,015$4.0B28.75%
269
UTHUNITED THERAPEUTICS CORP DEL
39,907$4.0B28.69%
270
REGREGENCY CTRS CORP
105,575$4.0B28.57%
271
PFCPREMIER FINANCIAL CORP
257,544$4.0B28.55%
272
TMETENCENT MUSIC ENTMT GROUP
268,600$4.0B28.23%
273
COSTCOSTCO WHSL CORP NEW
11,104$3.9B28.06%
274
COOPER TIRE & RUBR CO
123,400$3.9B27.84%
275
PCGPG&E CORP
415,524$3.9B27.77%
276
AZZAZZ INC
111,875$3.8B27.17%
277
VSTOEURVISTA OUTDOOR INC
188,100$3.8B27.02%
278
DARDARLING INGREDIENTS INC
104,498$3.8B26.80%
279
ALSALLSTATE CORP
39,902$3.8B26.73%
280
TGTREDEGAR CORP
252,302$3.8B26.70%
281
GRMNGARMIN LTD
39,303$3.7B26.53%
282
SPOKSPOK HLDGS INC
390,778$3.7B26.45%
283
ENSENERSYS
55,100$3.7B26.32%
284
IPARINTER PARFUMS INC
98,900$3.7B26.29%
285
NOCNORTHROP GRUMMAN CORP
11,700$3.7B26.27%
286
MAAMID-AMER APT CMNTYS INC
31,352$3.6B25.87%
287
UNFIUNITED NAT FOODS INC
243,920$3.6B25.81%
288
DSP GROUP INC
274,700$3.6B25.77%
289
FRONTLINE LTD
555,500$3.6B25.70%
290
XRXXEROX HOLDINGS CORP
191,750$3.6B25.61%
291
SMPSTANDARD MTR PRODS INC
80,600$3.6B25.61%
292
HSYHERSHEY CO
24,767$3.5B25.27%
293
CMICUMMINS INC
16,812$3.5B25.27%
294
XPERI HOLDING CORP
307,700$3.5B25.16%
295
UNITUNITI GROUP INC
333,400$3.5B25.00%
296
SLGNSILGAN HOLDINGS INC
95,268$3.5B24.93%
297
CRNCCERENCE INC
71,600$3.5B24.90%
298
DRHDIAMONDROCK HOSPITALITY CO
688,955$3.5B24.86%
299
BMABANCO MACRO SA
244,200$3.5B24.85%
300
BILIBILIBILI INC
83,200$3.5B24.63%
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