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
401
VNOVORNADO RLTY TR
61,409$2.1B14.73%
402
HPPHUDSON PAC PPTYS INC
94,389$2.1B14.73%
403
CUZCOUSINS PPTYS INC
72,245$2.1B14.70%
404
4DHDANA INCORPORATED
167,600$2.1B14.70%
405
ANGOANGIODYNAMICS INC
169,100$2.0B14.51%
406
ODP1THE ODP CORP
104,840$2.0B14.51%
407
MGAMAGNA INTL INC
44,600$2.0B14.48%
408
CENTCENTRAL GARDEN & PET CO
50,500$2.0B14.35%
409
NATUS MED INC DEL
117,400$2.0B14.31%
410
NPOENPRO INDS INC
35,500$2.0B14.26%
411
AREALEXANDRIA REAL ESTATE EQ IN
12,510$2.0B14.25%
412
ESRTEMPIRE ST RLTY TR INC
326,333$2.0B14.21%
413
NPKNATIONAL PRESTO INDS INC
24,300$2.0B14.16%
414
PIIPOLARIS INC
21,024$2.0B14.11%
415
EGPEASTGROUP PPTY INC
15,332$2.0B14.11%
416
HALHALLIBURTON CO
161,153$1.9B13.82%
417
PLDPROLOGIS INC.
19,293$1.9B13.81%
418
ROCKGIBRALTAR INDS INC
29,607$1.9B13.73%
419
GIIIG III APPAREL GROUP LTD
146,500$1.9B13.67%
420
HSTMHEALTHSTREAM INC
95,100$1.9B13.59%
421
LTRPAUSDLIBERTY TRIPADVISOR HLDGS IN
1,098,900$1.9B13.53%
422
STTSTATE STR CORP
31,933$1.9B13.49%
423
VNMVANECK VECTORS ETF TR
127,400$1.9B13.47%
424
ESNTESSENT GROUP LTD
50,700$1.9B13.35%
425
INGNINOGEN INC
64,300$1.9B13.27%
426
DREUSDDUKE REALTY CORP
50,488$1.9B13.26%
427
DGIIDIGI INTL INC
119,100$1.9B13.25%
428
FRFIRST INDL RLTY TR INC
46,555$1.9B13.19%
429
HPEHEWLETT PACKARD ENTERPRISE C
197,035$1.8B13.14%
430
KBIAKB FINL GROUP INC
57,000$1.8B13.03%
431
ABGAMERISOURCEBERGEN CORP
18,401$1.8B12.69%
432
EMREMERSON ELEC CO
26,774$1.8B12.50%
433
BMOBANK MONTREAL QUE
29,400$1.7B12.19%
434
CALXCALIX INC
96,300$1.7B12.18%
435
OSPNONESPAN INC
81,000$1.7B12.08%
436
LYBLYONDELLBASELL INDUSTRIES N
23,942$1.7B12.01%
437
HSIHEIDRICK & STRUGGLES INTL IN
85,700$1.7B11.99%
438
FNFFIDELITY NATIONAL FINANCIAL
53,132$1.7B11.84%
439
ZNGAEURZYNGA INC
180,702$1.6B11.73%
440
TOWNTOWNEBANK PORTSMOUTH VA
100,500$1.6B11.73%
441
EFCELLINGTON FINANCIAL INC
134,000$1.6B11.69%
442
WIREEURENCORE WIRE CORP
35,300$1.6B11.66%
443
GNEGENIE ENERGY LTD
204,889$1.6B11.66%
444
PHMPULTE GROUP INC
35,024$1.6B11.54%
445
HCAHCA HEALTHCARE INC
12,960$1.6B11.50%
446
RCKYROCKY BRANDS INC
64,000$1.6B11.31%
447
KOPKOPPERS HOLDINGS INC
75,800$1.6B11.28%
448
KLACKLA CORP
8,177$1.6B11.27%
449
EMNEASTMAN CHEM CO
20,143$1.6B11.20%
450
51AAMERICAN PUBLIC EDUCATION IN
55,700$1.6B11.17%
451
BHCBAUSCH HEALTH COS INC
99,700$1.5B11.00%
452
LNTHLANTHEUS HLDGS INC
121,200$1.5B10.93%
453
TERTERADYNE INC
19,228$1.5B10.87%
454
SENEASENECA FOODS CORP NEW
42,392$1.5B10.78%
455
PLABPHOTRONICS INC
151,400$1.5B10.73%
456
CERNCHFCERNER CORP
20,771$1.5B10.69%
457
CTMXCYTOMX THERAPEUTICS INC
225,500$1.5B10.68%
458
BKRBAKER HUGHES COMPANY
110,640$1.5B10.46%
459
CHDCHURCH & DWIGHT INC
15,671$1.5B10.45%
460
CNSLEURCONSOLIDATED COMM HLDGS INC
258,000$1.5B10.45%
461
MYRGMYR GROUP INC DEL
39,300$1.5B10.40%
462
PHPARKER-HANNIFIN CORP
7,162$1.4B10.31%
463
GSKGLAXOSMITHKLINE PLC
37,700$1.4B10.10%
464
MRO*MARATHON OIL CORP
342,359$1.4B9.96%
465
TXTTEXTRON INC
38,075$1.4B9.78%
466
SU6SURMODICS INC
35,300$1.4B9.78%
467
NVRNVR INC
336$1.4B9.76%
468
TALOTALOS ENERGY INC
211,522$1.4B9.71%
469
IBCPINDEPENDENT BK CORP MICH
107,638$1.4B9.63%
470
KEKIMBALL ELECTRONICS INC
115,300$1.3B9.49%
471
VNDAVANDA PHARMACEUTICALS INC
137,300$1.3B9.44%
472
MTRXMATRIX SVC CO
158,039$1.3B9.39%
473
GDGENERAL DYNAMICS CORP
9,500$1.3B9.36%
474
GPCGENUINE PARTS CO
13,667$1.3B9.26%
475
AVYAUSDAVAYA HLDGS CORP
85,400$1.3B9.24%
476
ENQENTEGRIS INC
17,345$1.3B9.17%
477
WSMWILLIAMS SONOMA INC
14,219$1.3B9.15%
478
SRCE1ST SOURCE CORP
41,500$1.3B9.11%
479
STESTERIS PLC
7,263$1.3B9.11%
480
BAHBOOZ ALLEN HAMILTON HLDG COR
15,177$1.3B8.96%
481
BSRRSIERRA BANCORP
74,300$1.2B8.87%
482
FTVFORTIVE CORP
16,153$1.2B8.76%
483
CSVCARRIAGE SVCS INC
55,100$1.2B8.75%
484
BFPBANCO BBVA ARGENTINA S A
483,500$1.2B8.67%
485
OMCOMNICOM GROUP INC
24,599$1.2B8.67%
486
KNOLL INC
100,700$1.2B8.64%
487
MODMODINE MFG CO
192,200$1.2B8.55%
488
THFFFIRST FINL CORP IND
38,035$1.2B8.50%
489
TRUSTCO BK CORP N Y
228,200$1.2B8.48%
490
DOXAMDOCS LTD
20,684$1.2B8.45%
491
CEOCNOOC LIMITED
12,300$1.2B8.41%
492
FULFULLER H B CO
25,600$1.2B8.34%
493
CLARCLARUS CORP NEW
83,006$1.2B8.34%
494
AMCXAMC NETWORKS INC
47,200$1.2B8.30%
495
RXNEURREXNORD CORP
38,100$1.1B8.09%
496
CACCAMDEN NATL CORP
37,440$1.1B8.06%
497
ARWARROW ELECTRS INC
14,328$1.1B8.02%
498
GNTXGENTEX CORP
43,648$1.1B8.00%
499
PAHCPHIBRO ANIMAL HEALTH CORP
64,400$1.1B7.98%
500
VRTVEURVERITIV CORP
88,500$1.1B7.97%
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