Grantham, Mayo, Van Otterloo & Co. LLC Q3 2022 Filing

Filed November 10, 2022

Portfolio Value

$17.3B

Holdings

711

Report Date

Q3 2022

Filing Type

13F-HR

All Holdings (711 positions)

#StockSharesValue% PortfolioType
601
DHCDIVERSIFIED HEALTHCARE TR
397,300$393.0M2.27%
602
HSTMHEALTHSTREAM INC
18,400$391.0M2.26%
603
LADLITHIA MTRS INC
1,800$386.0M2.23%
604
HBNCHORIZON BANCORP INC
21,365$384.0M2.22%
605
FISIFINANCIAL INSTNS INC
15,813$381.0M2.20%
606
WOOFOOT LOCKER INC
12,100$377.0M2.18%
607
MDPEDIATRIX MEDICAL GROUP INC
22,800$376.0M2.17%
608
MHOM/I HOMES INC
10,335$374.0M2.16%
609
RJFRAYMOND JAMES FINL INC
3,700$366.0M2.11%
610
VVVVALVOLINE INC
14,400$365.0M2.11%
611
HIGHARTFORD FINL SVCS GROUP INC
5,800$359.0M2.07%
612
JOUTJOHNSON OUTDOORS INC
6,999$359.0M2.07%
613
EX9EXELIXIS INC
21,900$343.0M1.98%
614
WLYWILEY JOHN & SONS INC
9,100$342.0M1.97%
615
LOWLOWES COS INC
1,800$338.0M1.95%
616
EPMEVOLUTION PETE CORP
47,849$333.0M1.92%
617
OXMOXFORD INDS INC
3,700$332.0M1.92%
618
SENEASENECA FOODS CORP NEW
6,544$330.0M1.90%
619
MR4MERIDIAN BIOSCIENCE INC
10,300$325.0M1.88%
620
SHELSHELL PLC
6,500$323.0M1.86%
621
PINCPREMIER INC
9,500$322.0M1.86%
622
TRVTRAVELERS COMPANIES INC
2,073$318.0M1.83%
623
EMREMERSON ELEC CO
4,300$315.0M1.82%
624
MSMMSC INDL DIRECT INC
4,300$313.0M1.81%
625
PAHCPHIBRO ANIMAL HEALTH CORP
23,250$309.0M1.78%
626
ILMNILLUMINA INC
1,600$305.0M1.76%
627
PVACUSDRANGER OIL CORPORATION
9,600$302.0M1.74%
628
CCXUSDSKILLSOFT CORP
164,625$301.0M1.74%
629
KEYKEYCORP
18,700$300.0M1.73%
630
SEICSEI INVTS CO
6,100$299.0M1.73%
631
NHCNATIONAL HEALTHCARE CORP
4,700$298.0M1.72%
632
OREALTY INCOME CORP
5,100$297.0M1.71%
633
CACCAMDEN NATL CORP
6,972$297.0M1.71%
634
RMREGIONAL MGMT CORP
10,306$289.0M1.67%
635
RMRRMR GROUP INC
12,100$287.0M1.66%
636
CUROEURCURO GROUP HOLDINGS CORP
71,171$285.0M1.64%
637
FCBCFIRST CMNTY BANKSHARES INC V
8,734$280.0M1.62%
638
KSSKOHLS CORP
11,000$277.0M1.60%
639
RHIROBERT HALF INTL INC
3,600$275.0M1.59%
640
UMCUNITED MICROELECTRONICS CORP
49,200$274.0M1.58%
641
CIBEURBANCOLOMBIA S A
11,200$273.0M1.58%
642
ATGEADTALEM GLOBAL ED INC
7,500$273.0M1.58%
643
DCODUCOMMUN INC DEL
6,781$269.0M1.55%
644
CBTCABOT CORP
4,200$268.0M1.55%
645
MSBIMIDLAND STATES BANCORP INC
11,200$264.0M1.52%
646
EBFENNIS INC
12,800$258.0M1.49%
647
DHILDIAMOND HILL INVT GROUP INC
1,564$258.0M1.49%
648
RDYDR REDDYS LABS LTD
4,900$256.0M1.48%
649
HONHONEYWELL INTL INC
1,531$256.0M1.48%
650
CCNECNB FINL CORP PA
10,859$256.0M1.48%
651
DHXDHI GROUP INC
47,283$254.0M1.47%
652
KFYKORN FERRY
5,400$254.0M1.47%
653
CCSCENTURY CMNTYS INC
5,900$252.0M1.45%
654
MUSAMURPHY USA INC
910$250.0M1.44%
655
DECKDECKERS OUTDOOR CORP
800$250.0M1.44%
656
UEICUNIVERSAL ELECTRS INC
12,568$247.0M1.43%
657
FHBFIRST HAWAIIAN INC
9,900$244.0M1.41%
658
ATNIATN INTL INC
6,200$239.0M1.38%
659
2XYSCIPLAY CORPORATION
20,123$237.0M1.37%
660
TKRTIMKEN CO
4,000$236.0M1.36%
661
GIIIG III APPAREL GROUP LTD
15,700$235.0M1.36%
662
BSETBASSETT FURNITURE INDS INC
14,900$234.0M1.35%
663
PLABPHOTRONICS INC
16,000$234.0M1.35%
664
VRAVERA BRADLEY INC
75,929$229.0M1.32%
665
VSTOEURVISTA OUTDOOR INC
9,300$226.0M1.30%
666
PBIPITNEY BOWES INC
96,500$225.0M1.30%
667
UVSPUNIVEST FINANCIAL CORPORATIO
9,529$224.0M1.29%
668
KWTISHARES TR
6,700$220.0M1.27%
669
OSKOSHKOSH CORP
3,100$218.0M1.26%
670
PCCPC CONNECTION INC
4,800$216.0M1.25%
671
TLYSTILLYS INC
31,194$216.0M1.25%
672
ZEUSOLYMPIC STEEL INC
9,300$212.0M1.22%
673
MNRLUSDBRIGHAM MINERALS INC
8,600$212.0M1.22%
674
MDC1USDM D C HLDGS INC
7,608$209.0M1.21%
675
PS1COMPUTER PROGRAMS & SYS INC
7,400$206.0M1.19%
676
BCBPBCB BANCORP INC
11,700$197.0M1.14%
677
NGVCNATURAL GROCERS BY VITAMIN C
18,300$197.0M1.14%
678
LEE ENTERPRISES INC
11,100$195.0M1.13%
679
CNXCNX RES CORP
12,400$193.0M1.11%
680
HOFTHOOKER FURNISHINGS CORPORATI
13,246$179.0M1.03%
681
GNEGENIE ENERGY LTD
18,562$174.0M1.00%
682
KODKEASTMAN KODAK CO
35,900$165.0M0.95%
683
CLARCLARUS CORP NEW
11,971$161.0M0.93%
684
SONOSONOS INC
11,600$161.0M0.93%
685
RKTROCKET COS INC
23,700$150.0M0.87%
686
FORFORESTAR GROUP INC
13,370$150.0M0.87%
687
DAKTDAKTRONICS INC
54,400$147.0M0.85%
688
VOXX INTL CORP
18,600$142.0M0.82%
689
QUADQUAD / GRAPHICS INC
54,800$140.0M0.81%
690
GOCOGOHEALTH INC
392,900$139.0M0.80%
691
TPCTUTOR PERINI CORP
24,700$136.0M0.78%
692
DLHCDLH HLDGS CORP
11,000$135.0M0.78%
693
PDMPIEDMONT OFFICE REALTY TR IN
12,500$132.0M0.76%
694
PKOHPARK-OHIO HLDGS CORP
11,552$131.0M0.76%
695
TUPTUPPERWARE BRANDS CORP
18,700$122.0M0.70%
696
LINCLINCOLN EDL SVCS CORP
22,200$121.0M0.70%
697
CYHCOMMUNITY HEALTH SYS INC NEW
50,400$108.0M0.62%
698
EARGO INC
97,300$102.0M0.59%
699
RWTREDWOOD TR INC
16,000$92.0M0.53%
700
ASTLALGOMA STL GROUP INC
11,700$76.0M0.44%
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