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
301
IHRTIHEARTMEDIA INC
424,590$3.4B24.54%
302
KBALUSDKIMBALL INTL INC
326,900$3.4B24.53%
303
AVBAVALONBAY CMNTYS INC
22,980$3.4B24.43%
304
ADUNITED STATES CELLULAR CORP
116,100$3.4B24.40%
305
LOWLOWES COS INC
20,574$3.4B24.28%
306
RDNRADIAN GROUP INC
231,300$3.4B24.05%
307
ASBASSOCIATED BANC CORP
267,100$3.4B23.99%
308
ACAARCOSA INC
75,900$3.3B23.81%
309
AVTAVNET INC
129,467$3.3B23.81%
310
ARCBARCBEST CORP
107,400$3.3B23.74%
311
EQREQUITY RESIDENTIAL
64,965$3.3B23.74%
312
CPTCAMDEN PPTY TR
37,465$3.3B23.73%
313
ADTNEURADTRAN INC
322,569$3.3B23.54%
314
PROVIDENCE SVC CORP
35,500$3.3B23.47%
315
GISGENERAL MLS INC
53,468$3.3B23.47%
316
IMKTAINGLES MKTS INC
86,462$3.3B23.41%
317
WMKWEIS MKTS INC
68,500$3.3B23.40%
318
ARLOARLO TECHNOLOGIES INC
616,300$3.2B23.07%
319
SLMSLM CORP
399,822$3.2B23.02%
320
NVTNVENT ELECTRIC PLC
181,900$3.2B22.90%
321
APARTMENT INVT & MGMT CO
94,852$3.2B22.76%
322
ESSESSEX PPTY TR INC
15,824$3.2B22.61%
323
CLSEURCELESTICA INC
454,400$3.1B22.28%
324
HSTHOST HOTELS & RESORTS INC
289,694$3.1B22.25%
325
INFYINFOSYS LTD
224,700$3.1B22.08%
326
PDLIEURPDL BIOPHARMA INC
980,800$3.1B21.99%
327
WSTWEST PHARMACEUTICAL SVSC INC
11,219$3.1B21.95%
328
WSBFWATERSTONE FINL INC MD
198,715$3.1B21.91%
329
NEENAH INC
81,800$3.1B21.81%
330
APAMARTISAN PARTNERS ASSET MGMT
78,369$3.1B21.75%
331
PLUSEPLUS INC
41,700$3.1B21.72%
332
GCOGENESCO INC
141,300$3.0B21.66%
333
DGDOLLAR GEN CORP NEW
14,472$3.0B21.59%
334
DHID R HORTON INC
40,054$3.0B21.56%
335
VRSUSDVERSO CORP
382,666$3.0B21.49%
336
PEOEXELON CORP
84,350$3.0B21.47%
337
TFIITFI INTL INC
72,000$3.0B21.36%
338
GRCGORMAN RUPP CO
101,025$3.0B21.18%
339
CARSCARS COM INC
365,800$3.0B21.04%
340
TCBKTRICO BANCSHARES
120,480$3.0B21.00%
341
TOLTOLL BROTHERS INC
60,578$2.9B20.98%
342
MEIMETHODE ELECTRS INC
102,700$2.9B20.83%
343
CTXSEURCITRIX SYS INC
21,096$2.9B20.68%
344
AAMIBRIGHTSPHERE INVT GROUP INC
224,300$2.9B20.59%
345
MCKMCKESSON CORP
19,263$2.9B20.42%
346
PSXPHILLIPS 66
55,328$2.9B20.41%
347
DBIDESIGNER BRANDS INC
524,700$2.8B20.28%
348
SCHLSCHOLASTIC CORP
135,400$2.8B20.23%
349
VRAVERA BRADLEY INC
464,721$2.8B20.21%
350
PCARPACCAR INC
33,243$2.8B20.18%
351
TKRTIMKEN CO
52,257$2.8B20.16%
352
TRIBUNE PUBG CO NEW
242,000$2.8B20.08%
353
JNPJUNIPER NETWORKS INC
129,669$2.8B19.84%
354
DCODUCOMMUN INC DEL
84,400$2.8B19.77%
355
TN1TENNANT CO
45,500$2.7B19.54%
356
THCTENET HEALTHCARE CORP
111,290$2.7B19.42%
357
EIGEMPLOYERS HOLDINGS INC
89,300$2.7B19.22%
358
MGM GROWTH PPTYS LLC
95,750$2.7B19.07%
359
CLXCLOROX CO DEL
12,592$2.6B18.83%
360
EBFENNIS INC
149,600$2.6B18.57%
361
DIME CMNTY BANCSHARES INC
230,540$2.6B18.55%
362
A4SAMERIPRISE FINL INC
16,788$2.6B18.41%
363
AYATLANTICA SUSTAINABLE INFR P
90,200$2.6B18.37%
364
HUBGHUB GROUP INC
51,100$2.6B18.26%
365
LKFNLAKELAND FINL CORP
62,132$2.6B18.22%
366
MDRXALLSCRIPTS HEALTHCARE SOLUTN
312,300$2.5B18.09%
367
BMY-RBRISTOL-MYERS SQUIBB CO
1,128,600$2.5B18.07%
368
CRAICRA INTL INC
66,448$2.5B17.72%
369
HGVHILTON GRAND VACATIONS INC
117,590$2.5B17.56%
370
OPYOPPENHEIMER HLDGS INC
110,326$2.5B17.52%
371
GHCGRAHAM HLDGS CO
6,064$2.5B17.44%
372
DELPHI TECHNOLOGIES PL
146,700$2.5B17.44%
373
GYROGYRODYNE LLC
148,088$2.4B17.40%
374
RCORESOURCES CONNECTION INC
210,500$2.4B17.30%
375
STXSEAGATE TECHNOLOGY PLC
49,283$2.4B17.28%
376
PVACUSDPENN VA CORP
246,100$2.4B17.25%
377
KELYAKELLY SVCS INC
141,300$2.4B17.14%
378
DYHTARGET CORP
15,200$2.4B17.03%
379
LBTYBLIBERTY GLOBAL PLC
113,404$2.4B16.96%
380
G7AGRUPO AEROPORTUARIO DEL CENT
64,500$2.4B16.87%
381
CTSCTS CORP
107,600$2.4B16.87%
382
ENTAENANTA PHARMACEUTICALS INC
50,300$2.3B16.39%
383
CYDCHINA YUCHAI INTL LTD
127,551$2.3B16.34%
384
NWBINORTHWEST BANCSHARES INC MD
248,861$2.3B16.30%
385
TSNTYSON FOODS INC
38,119$2.3B16.13%
386
SYSTEMAX INC
92,800$2.2B15.81%
387
HB6HIBBETT SPORTS INC
56,600$2.2B15.80%
388
ABBVABBVIE INC
25,210$2.2B15.71%
389
AOSLALPHA & OMEGA SEMICONDUCTOR
169,300$2.2B15.44%
390
UEICUNIVERSAL ELECTRS INC
56,700$2.1B15.23%
391
NUSNU SKIN ENTERPRISES INC
42,700$2.1B15.22%
392
SLG2EURSL GREEN RLTY CORP
46,136$2.1B15.22%
393
TNKTEEKAY TANKERS LTD
195,900$2.1B15.12%
394
FVICHFFORTUNA SILVER MINES INC
334,200$2.1B15.08%
395
MOVMOVADO GROUP INC
212,820$2.1B15.05%
396
GENNORTONLIFELOCK INC
101,342$2.1B15.03%
397
QSIIEURNEXTGEN HEALTHCARE INC
165,500$2.1B15.00%
398
EIXEDISON INTL
41,100$2.1B14.87%
399
S7VSALLY BEAUTY HLDGS INC
240,400$2.1B14.87%
400
APTVAPTIV PLC
22,667$2.1B14.79%
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