Grantham, Mayo, Van Otterloo & Co. LLC Q3 2021 Filing

Filed November 12, 2021

Portfolio Value

$20.2B

Holdings

672

Report Date

Q3 2021

Filing Type

13F-HR

All Holdings (672 positions)

#StockSharesValue% PortfolioType
201
CLCOLGATE PALMOLIVE CO
200,071$15.1B74.80%
202
KHCKRAFT HEINZ CO
410,600$15.1B74.78%
203
YUMCYUM CHINA HLDGS INC
257,300$15.0B73.96%
204
NTESNETEASE INC
174,460$14.9B73.70%
205
FOXAFOX CORP
369,589$14.8B73.33%
206
PBVPRESTIGE CONSMR HEALTHCARE I
263,488$14.8B73.13%
207
ABGAMERISOURCEBERGEN CORP
122,263$14.6B72.24%
208
BMYBRISTOL-MYERS SQUIBB CO
242,484$14.3B70.97%
209
WKCWORLD FUEL SVCS CORP
426,201$14.3B70.88%
210
FNFFIDELITY NATIONAL FINANCIAL
315,815$14.3B70.83%
211
CNHICNH INDL N V
856,800$14.2B70.39%
212
TGNATEGNA INC
695,805$13.7B67.87%
213
ADMARCHER DANIELS MIDLAND CO
223,934$13.4B66.47%
214
ASBASSOCIATED BANC CORP
624,680$13.4B66.19%
215
VICIVICI PPTYS INC
470,100$13.4B66.07%
216
NVSNNOVARTIS AG
162,900$13.3B65.90%
217
MCKMCKESSON CORP
64,923$12.9B64.03%
218
NBISYANDEX N V
160,000$12.8B63.07%
219
ANFABERCROMBIE & FITCH CO
338,228$12.7B62.96%
220
AVTAVNET INC
342,620$12.7B62.66%
221
ENVAENOVA INTL INC
365,544$12.6B62.47%
222
LOWLOWES COS INC
62,189$12.6B62.40%
223
ATHMAUTOHOME INC
266,100$12.5B61.77%
224
VSHVISHAY INTERTECHNOLOGY INC
614,592$12.3B61.07%
225
XRXXEROX HOLDINGS CORP
598,991$12.1B59.76%
226
NMRKNEWMARK GROUP INC
840,300$12.0B59.48%
227
SMSM ENERGY CO
454,392$12.0B59.29%
228
QIWQIWI PLC
1,399,247$11.7B58.00%
229
REGREGENCY CTRS CORP
171,546$11.6B57.13%
230
LVSLAS VEGAS SANDS CORP
315,496$11.5B57.12%
231
BKBANK NEW YORK MELLON CORP
220,286$11.4B56.49%
232
SPGSIMON PPTY GROUP INC NEW
87,514$11.4B56.26%
233
TECK/BTECK RESOURCES LTD
454,100$11.3B55.95%
234
QCOMQUALCOMM INC
86,877$11.2B55.43%
235
FRTEURFEDERAL RLTY INVT TR
94,208$11.1B54.99%
236
FHIFEDERATED HERMES INC
340,003$11.1B54.66%
237
GSKGLAXOSMITHKLINE PLC
288,900$11.0B54.60%
238
PCHPOTLATCHDELTIC CORPORATION
213,782$11.0B54.54%
239
VRSUSDVERSO CORP
529,893$11.0B54.39%
240
CMICUMMINS INC
48,252$10.8B53.60%
241
FUTUFUTU HLDGS LTD
118,900$10.8B53.53%
242
MBTGBPMOBILE TELESYSTEMS PJSC
1,119,679$10.8B53.39%
243
PLDPROLOGIS INC.
82,535$10.4B51.21%
244
UVVUNIVERSAL CORP VA
209,314$10.1B50.04%
245
PC6APETROCHINA CO LTD
216,100$10.1B50.00%
246
WF2WINTRUST FINL CORP
124,709$10.0B49.58%
247
SNPSSYNOPSYS INC
33,181$9.9B49.14%
248
MDC1USDM D C HLDGS INC
210,057$9.8B48.54%
249
TRINSEO S A
181,503$9.8B48.47%
250
CPTCAMDEN PPTY TR
66,178$9.8B48.27%
251
WFGWEST FRASER TIMBER CO LTD
115,200$9.7B47.99%
252
CAHCARDINAL HEALTH INC
195,800$9.7B47.90%
253
OGNORGANON & CO
295,309$9.7B47.90%
254
TDSTELEPHONE & DATA SYS INC
493,948$9.6B47.64%
255
MAAMID-AMER APT CMNTYS INC
51,517$9.6B47.59%
256
PG4PRINCIPAL FINANCIAL GROUP IN
149,174$9.6B47.52%
257
PWRQUANTA SVCS INC
84,100$9.6B47.35%
258
RJFRAYMOND JAMES FINL INC
102,607$9.5B46.84%
259
EQREQUITY RESIDENTIAL
115,631$9.4B46.28%
260
STCSTEWART INFORMATION SVCS COR
147,544$9.3B46.17%
261
MOALTRIA GROUP INC
204,999$9.3B46.16%
262
XOMEXXON MOBIL CORP
158,245$9.3B46.04%
263
MGM GROWTH PPTYS LLC
242,735$9.3B45.99%
264
AVBAVALONBAY CMNTYS INC
41,853$9.3B45.88%
265
SL2SLEEP NUMBER CORP
99,225$9.3B45.88%
266
ESSESSEX PPTY TR INC
28,891$9.2B45.70%
267
MOG/AMOOG INC
120,953$9.2B45.61%
268
PGRPROGRESSIVE CORP
101,538$9.2B45.40%
269
JCIJOHNSON CTLS INTL PLC
134,200$9.1B45.19%
270
AIRCUSDAPARTMENT INCOME REIT CORP
185,494$9.1B44.79%
271
BRCBRADY CORP
176,545$9.0B44.28%
272
CLSEURCELESTICA INC
1,006,558$8.9B44.21%
273
BCSBARCLAYS PLC
850,900$8.8B43.44%
274
TXTERNIUM SA
207,200$8.8B43.36%
275
GEGGEO GROUP INC NEW
1,065,285$8.0B39.36%
276
LULUFAX HOLDING LTD
1,105,640$7.7B38.17%
277
SCCOSOUTHERN COPPER CORP
136,600$7.7B37.93%
278
CDNSCADENCE DESIGN SYSTEM INC
50,390$7.6B37.75%
279
ATKRATKORE INC
87,753$7.6B37.73%
280
TPDTEMPUR SEALY INTL INC
161,912$7.5B37.17%
281
BKRBAKER HUGHES COMPANY
302,810$7.5B37.04%
282
PBRPETROLEO BRASILEIRO SA PETRO
722,600$7.5B36.96%
283
CBTCABOT CORP
149,067$7.5B36.96%
284
TROWPRICE T ROWE GROUP INC
37,683$7.4B36.66%
285
SNASNAP ON INC
35,429$7.4B36.62%
286
DFINDONNELLEY FINL SOLUTIONS INC
211,700$7.3B36.25%
287
VMIVALMONT INDS INC
30,900$7.3B35.94%
288
VETVERMILION ENERGY INC
732,483$7.3B35.87%
289
PCARPACCAR INC
91,000$7.2B35.53%
290
GGALGRUPO FINANCIERO GALICIA S.A
708,200$7.1B35.28%
291
REZIRESIDEO TECHNOLOGIES INC
280,005$6.9B34.33%
292
ETDETHAN ALLEN INTERIORS INC
288,917$6.8B33.87%
293
BAPCREDICORP LTD
61,600$6.8B33.80%
294
INCYINCYTE CORP
98,700$6.8B33.58%
295
NVRNVR INC
1,393$6.7B33.03%
296
SCVLSHOE CARNIVAL INC
204,600$6.6B32.81%
297
ETNEATON CORP PLC
44,239$6.6B32.67%
298
SANMSANMINA CORPORATION
171,331$6.6B32.66%
299
PHPARKER-HANNIFIN CORP
23,410$6.5B32.38%
300
STTSTATE STR CORP
77,033$6.5B32.28%
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