Chief Compliance Officer, not in his individual capacity

0001072613-22-000415.txt : 20220513 0001072613-22-000415.hdr.sgml : 20220513 20220513100150 ACCESSION NUMBER: 0001072613-22-000415 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220331 FILED AS OF DATE: 20220513 DATE AS OF CHANGE: 20220513 EFFECTIVENESS DATE: 20220513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Grantham, Mayo, Van Otterloo & Co. LLC CENTRAL INDEX KEY: 0001352662 IRS NUMBER: 042691242 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11599 FILM NUMBER: 22920729 BUSINESS ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 617-330-7500 MAIL ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001352662 XXXXXXXX 03-31-2022 03-31-2022 false Grantham, Mayo, Van Otterloo & Co. LLC

40 ROWES WHARF BOSTON MA 02110

13F HOLDINGS REPORT 028-11599 N Gregory L. Pottle Chief Compliance Officer, not in his individual capacity 617-346-7620 /s/ Gregory L. 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20089 94659 SH SOLE 94659 0 0 TAYLOR MORRISON HOME CORP COM 87724P106 4494 165092 SH SOLE 165092 0 0 TDCX INC ADS 87190U100 2103 173100 SH SOLE 135500 0 37600 TE CONNECTIVITY LTD SHS H84989104 15557 118773 SH SOLE 117073 0 1700 TECHNIPFMC PLC COM G87110105 5650 729059 SH SOLE 729059 0 0 TECK RESOURCES LTD CL B 878742204 76756 1899900 SH SOLE 1503400 0 396500 TEGNA INC COM 87901J105 32512 1451421 SH SOLE 1451421 0 0 TELECOM ARGENTINA SA SPON ADR REP B 879273209 86 14300 SH SOLE 14300 0 0 TELEFONICA BRASIL SA NEW ADR 87936R205 8071 717400 SH SOLE 699100 0 18300 TELEPHONE & DATA SYS INC COM NEW 879433829 5701 301980 SH SOLE 301980 0 0 TEMPUR SEALY INTL INC COM 88023U101 1749 62658 SH SOLE 62658 0 0 TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 2843 583800 SH SOLE 583800 0 0 TENNANT CO COM 880345103 1308 16600 SH SOLE 16600 0 0 TERMINIX GLOBAL HOLDINGS INC COM 88087E100 54917 1203524 SH SOLE 1203524 0 0 TERNIUM SA SPONSORED ADS 880890108 53520 1172400 SH SOLE 1066300 0 106100 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 32641 3476100 SH SOLE 3476100 0 0 TEXAS INSTRS INC COM 882508104 437341 2383588 SH SOLE 2112181 0 271407 TEXTRON INC COM 883203101 35071 471512 SH SOLE 471512 0 0 THE AARONS COMPANY INC COM 00258W108 1199 59700 SH SOLE 59700 0 0 TILLYS INC CL A 886885102 1628 173894 SH SOLE 173894 0 0 TIM S A SPONSORED ADR 88706T108 508 35000 SH SOLE 35000 0 0 TJX COS INC NEW COM 872540109 311528 5142427 SH SOLE 4562324 0 580103 TOWER SEMICONDUCTOR LTD SHS NEW M87915274 28517 589195 SH SOLE 589195 0 0 TOWNEBANK PORTSMOUTH VA COM 89214P109 2311 77196 SH SOLE 77196 0 0 TRANE TECHNOLOGIES PLC SHS G8994E103 10775 70561 SH SOLE 70561 0 0 TRI POINTE HOMES INC COM 87265H109 15161 755045 SH SOLE 755045 0 0 TRICO BANCSHARES COM 896095106 2198 54900 SH SOLE 54900 0 0 TRUEBLUE INC COM 89785X101 1898 65693 SH SOLE 65693 0 0 TRUSTCO BK CORP N Y COM NEW 898349204 800 25040 SH SOLE 25040 0 0 TUTOR PERINI CORP COM 901109108 1061 98226 SH SOLE 98226 0 0 TYSON FOODS INC CL 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ENERGY INC COM NEW 91851C201 724 110800 SH SOLE 110800 0 0 VALE S A SPONSORED ADS 91912E105 16721 836477 SH SOLE 732477 0 104000 VALMONT INDS INC COM 920253101 6251 26200 SH SOLE 25500 0 700 VANECK ETF TRUST VANECK RUSSIA ET 92189F403 13 85200 SH SOLE 61600 0 23600 VANECK ETF TRUST VANECK VIETNAM 92189F817 4389 232600 SH SOLE 0 0 232600 VAREX IMAGING CORP COM 92214X106 2646 124300 SH SOLE 124300 0 0 VECTOR GROUP LTD COM 92240M108 4190 347982 SH SOLE 347982 0 0 VECTRUS INC COM 92242T101 1951 54400 SH SOLE 54400 0 0 VEON LTD SPONSORED ADR 91822M106 4 493200 SH SOLE 493200 0 0 VERA BRADLEY INC COM 92335C106 1253 163329 SH SOLE 163329 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 47379 930086 SH SOLE 930086 0 0 VERMILION ENERGY INC COM 923725105 15254 725673 SH SOLE 725673 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 21426 82100 SH SOLE 82100 0 0 VIATRIS INC COM 92556V106 27470 2524800 SH SOLE 2524800 0 0 VICTORY CAP HLDGS INC COM CL A 92645B103 1172 40600 SH SOLE 40600 0 0 VILLAGE SUPER MKT INC CL A NEW 927107409 206 8400 SH SOLE 8400 0 0 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 50644 5627152 SH SOLE 5052952 0 574200 VISA INC COM CL A 92826C839 276930 1248728 SH SOLE 1107189 0 141539 VISHAY INTERTECHNOLOGY INC COM 928298108 1201 61300 SH SOLE 61300 0 0 VISTA OUTDOOR INC COM 928377100 2701 75692 SH SOLE 75692 0 0 VMWARE INC CL A COM 928563402 25666 225400 SH SOLE 225400 0 0 VORNADO RLTY TR SH BEN INT 929042109 5994 132268 SH SOLE 0 0 132268 VOXX INTL CORP CL A 91829F104 407 40800 SH SOLE 40800 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 10937 244300 SH SOLE 244300 0 0 WALMART INC COM 931142103 17258 115885 SH SOLE 115885 0 0 WARRIOR MET COAL INC COM 93627C101 1655 44600 SH SOLE 44600 0 0 WATERSTONE FINL INC MD COM 94188P101 1516 78364 SH SOLE 78364 0 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 2463 3000000 PRN SOLE 3000000 0 0 WEIS MKTS INC COM 948849104 2920 40883 SH SOLE 40883 0 0 WELLS FARGO CO NEW COM 949746101 509612 10516146 SH SOLE 9362992 0 1153154 WEST FRASER TIMBER CO LTD COM 952845105 25183 305800 SH SOLE 305800 0 0 WESTERN DIGITAL CORP. COM 958102105 25748 518600 SH SOLE 518600 0 0 WESTERN UN CO COM 959802109 28104 1499700 SH SOLE 1499700 0 0 WESTLAKE CORPORATION COM 960413102 6253 50670 SH SOLE 50670 0 0 WESTWOOD HLDGS GROUP INC COM 961765104 386 25214 SH SOLE 25214 0 0 WEYCO GROUP INC COM 962149100 222 8994 SH SOLE 8994 0 0 WHIRLPOOL CORP COM 963320106 28172 163051 SH SOLE 163051 0 0 WILLIS TOWERS WATSON PLC LTD SHS G96629103 59311 251085 SH SOLE 251085 0 0 WNS HLDGS LTD SPON ADR 92932M101 1146 13400 SH SOLE 13400 0 0 WORLD FUEL SVCS CORP COM 981475106 6803 251581 SH SOLE 251581 0 0 WORTHINGTON INDS INC COM 981811102 1316 25600 SH SOLE 25600 0 0 XEROX HOLDINGS CORP COM NEW 98421M106 10525 521812 SH SOLE 521812 0 0 YANDEX N V SHS CLASS A N97284108 23 119100 SH SOLE 92600 0 26500 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 28112 239800 SH SOLE 239800 0 0 ZURN WATER SOLUTIONS CORP COM 98983L108 5006 141400 SH SOLE 137600 0 3800 ZYNGA INC CL A 98986T108 67801 7337720 SH SOLE 7337720 0 0