Grantham, Mayo, Van Otterloo & Co. LLC Q2 2022 Filing

Filed August 12, 2022

Portfolio Value

$18.5B

Holdings

737

Report Date

Q2 2022

Filing Type

13F-HR

All Holdings (737 positions)

#StockSharesValue% PortfolioType
601
EBFENNIS INC
26,800$542.0M2.94%
602
UEICUNIVERSAL ELECTRS INC
20,869$534.0M2.89%
603
MHOM/I HOMES INC
13,435$533.0M2.89%
604
NGVCNATURAL GROCERS BY VITAMIN C
33,300$531.0M2.88%
605
WNCWABASH NATL CORP
38,700$526.0M2.85%
606
FCBCFIRST CMNTY BANKSHARES INC V
17,832$524.0M2.84%
607
LADLITHIA MTRS INC
1,900$522.0M2.83%
608
NATUS MED INC DEL
15,800$518.0M2.81%
609
GIIIG III APPAREL GROUP LTD
25,600$518.0M2.81%
610
B7SBROOKDALE SR LIVING INC
112,400$510.0M2.76%
611
EDGGOLD FIELDS LTD
54,600$498.0M2.70%
612
NKENIKE INC
4,800$491.0M2.66%
613
MCYMERCURY GENL CORP NEW
11,000$487.0M2.64%
614
CYBEROPTICS CORP
13,900$486.0M2.63%
615
HASHASBRO INC
5,900$483.0M2.62%
616
MANMANPOWERGROUP INC WIS
6,293$481.0M2.61%
617
FCFFIRST COMWLTH FINL CORP PA
35,800$480.0M2.60%
618
WNSNWNS HLDGS LTD
6,400$478.0M2.59%
619
LENLENNAR CORP
8,103$476.0M2.58%
620
KEYKEYCORP
27,520$474.0M2.57%
621
AMRXAMNEAL PHARMACEUTICALS INC
146,500$466.0M2.52%
622
AUBATLANTIC UN BANKSHARES CORP
13,431$456.0M2.47%
623
NTRSNORTHERN TR CORP
4,700$453.0M2.45%
624
MIC2EURMACQUARIE INFRASTR HOLD LLC
114,600$448.0M2.43%
625
CCNECNB FINL CORP PA
18,267$442.0M2.39%
626
GOCOGOHEALTH INC
738,000$441.0M2.39%
627
HONHONEYWELL INTL INC
2,531$440.0M2.38%
628
ADTNEURADTRAN INC
24,913$437.0M2.37%
629
OREALTY INCOME CORP
6,300$430.0M2.33%
630
FORFORESTAR GROUP INC
31,070$425.0M2.30%
631
AVYAVERY DENNISON CORP
2,600$421.0M2.28%
632
EPMEVOLUTION PETE CORP
76,060$415.0M2.25%
633
DZSIQDZS INC
25,400$413.0M2.24%
634
CLARCLARUS CORP NEW
21,771$413.0M2.24%
635
GTGOODYEAR TIRE & RUBR CO
38,100$408.0M2.21%
636
UNMUNUM GROUP
11,900$405.0M2.19%
637
JBSSSANFILIPPO JOHN B & SON INC
5,400$391.0M2.12%
638
MSBIMIDLAND STS BANCORP INC ILL
16,100$387.0M2.10%
639
CIBEURBANCOLOMBIA S A
12,400$382.0M2.07%
640
LEE ENTERPRISES INC
20,000$380.0M2.06%
641
VOXX INTL CORP
40,800$380.0M2.06%
642
EX9EXELIXIS INC
18,100$377.0M2.04%
643
HN9HANESBRANDS INC
36,400$375.0M2.03%
644
HOFTHOOKER FURNISHINGS CORPORATI
24,046$374.0M2.03%
645
PDMPIEDMONT OFFICE REALTY TR IN
28,400$373.0M2.02%
646
MBWMMERCANTILE BK CORP
11,536$369.0M2.00%
647
MOALTRIA GROUP INC
8,700$363.0M1.97%
648
AMGAFFILIATED MANAGERS GROUP IN
3,100$361.0M1.96%
649
BCBPBCB BANCORP INC
21,100$359.0M1.94%
650
ANAUTONATION INC
3,216$359.0M1.94%
651
CBCHUBB LIMITED
1,800$354.0M1.92%
652
DRQEURDRIL-QUIP INC
13,700$353.0M1.91%
653
OXYOCCIDENTAL PETE CORP
6,000$353.0M1.91%
654
PTIP T TELEKOMUNIKASI INDONESIA
12,900$349.0M1.89%
655
BCBRUNSWICK CORP
5,300$347.0M1.88%
656
NVV1NOVAVAX INC
6,700$345.0M1.87%
657
GGBGERDAU SA
79,500$341.0M1.85%
658
MOFGMIDWESTONE FINL GROUP INC NE
11,300$336.0M1.82%
659
PKOHPARK-OHIO HLDGS CORP
21,052$334.0M1.81%
660
QVCAUSDQURATE RETAIL INC
113,587$326.0M1.77%
661
MTGMGIC INVT CORP WIS
25,700$324.0M1.76%
662
BELFBBEL FUSE INC
20,200$314.0M1.70%
663
KSSKOHLS CORP
8,800$314.0M1.70%
664
RBCAAREPUBLIC BANCORP INC KY
6,513$314.0M1.70%
665
QDELQUIDELORTHO CORP
3,200$311.0M1.68%
666
RIGTRANSOCEAN LTD
93,400$311.0M1.68%
667
HIGHARTFORD FINL SVCS GROUP INC
4,700$308.0M1.67%
668
CYDCHINA YUCHAI INTL LTD
33,957$300.0M1.63%
669
OSISOSI SYSTEMS INC
3,500$299.0M1.62%
670
SCISERVICE CORP INTL
4,300$297.0M1.61%
671
PAGPPLAINS GP HLDGS L P
28,800$297.0M1.61%
672
DAKTDAKTRONICS INC
98,500$296.0M1.60%
673
ZIONZIONS BANCORPORATION N A
5,800$295.0M1.60%
674
BFHBREAD FINANCIAL HOLDINGS INC
7,900$293.0M1.59%
675
FFFUTUREFUEL CORP
39,500$288.0M1.56%
676
SXISTANDEX INTL CORP
3,400$288.0M1.56%
677
CIVBCIVISTA BANCSHARES INC
13,570$288.0M1.56%
678
MLRMILLER INDS INC TENN
12,268$278.0M1.51%
679
CTVHELIX ENERGY SOLUTIONS GRP I
89,600$278.0M1.51%
680
LFVNLIFEVANTAGE CORP
63,743$277.0M1.50%
681
PINCPREMIER INC
7,700$275.0M1.49%
682
SEICSEI INVTS CO
4,900$265.0M1.44%
683
WHGWESTWOOD HLDGS GROUP INC
19,114$264.0M1.43%
684
CO2ACATO CORP NEW
22,420$260.0M1.41%
685
ILMNILLUMINA INC
1,400$258.0M1.40%
686
PIIPOLARIS INC
2,600$258.0M1.40%
687
GICGLOBAL INDUSTRIAL COMPANY
7,600$257.0M1.39%
688
BBSIBARRETT BUSINESS SVCS INC
3,500$255.0M1.38%
689
DDDUPONT DE NEMOURS INC
4,574$254.0M1.38%
690
QUADQUAD / GRAPHICS INC
92,200$254.0M1.38%
691
LINCLINCOLN EDL SVCS CORP
40,300$254.0M1.38%
692
DLHCDLH HLDGS CORP
16,400$250.0M1.35%
693
FONRFONAR CORP
16,219$246.0M1.33%
694
AELUSDAMERICAN EQTY INVT LIFE HLD
6,700$245.0M1.33%
695
WOOFOOT LOCKER INC
9,700$245.0M1.33%
696
CVCYUSDCENTRAL VY CMNTY BANCORP
16,900$245.0M1.33%
697
PPGPPG INDS INC
2,000$229.0M1.24%
698
KBHKB HOME
8,000$228.0M1.24%
699
TDYTELEDYNE TECHNOLOGIES INC
600$225.0M1.22%
700
BLDRBUILDERS FIRSTSOURCE INC
4,100$220.0M1.19%
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