Skip to main content
Livermore
Livermore
ZHEN

Grantham, Mayo, Van Otterloo & Co. LLC

SEC CIK
0001352662
Latest filing
Aug 13, 2026

Holdings in Q3 2022

Holdings as of Sep 30, 2022, filed Nov 10, 2022. Long positions only; changes compare share counts with Q2 2022.

Institution overview
Positions
711
−26 vs. Q2 2022
Portfolio value
$17.3B
−$1.14B (−6.2%) vs. Q2 2022
Filed
Nov 10, 2022
SEC
Holdings of Grantham, Mayo, Van Otterloo & Co. LLC in Q3 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
MSFTMicrosoft CorpStock3,143,044$732.0M4.2%−47,752−1.5%ReducedHistory
UNHUnitedHealth Group IncStock1,090,652$550.8M3.2%−4,242−0.4%ReducedHistory
JNJJohnson & JohnsonStock3,002,499$490.5M2.8%+728,785+32.1%AddedHistory
AAPLApple Inc.Stock3,417,518$472.3M2.7%−807,971−19.1%ReducedHistory
WFCWells Fargo & CompanyStock10,201,175$410.3M2.4%−127,051−1.2%ReducedHistory
USBUS Bancorp DECOM NEW9,527,792$384.2M2.2%−59,031−0.6%ReducedHistory
TXNTexas Instruments IncStock2,324,275$359.8M2.1%−15,311−0.7%ReducedHistory
GOOGLAlphabet Inc.Stock3,568,553$341.3M2.0%−76,267−2.1%ReducedConverted for a 20-for-1 splitHistory
KOCoca Cola CoStock5,887,674$329.8M1.9%−60,067−1.0%ReducedHistory
ELVElevance Health, Inc.Stock714,142$324.4M1.9%−15,466−2.1%ReducedHistory
ACNAccenture plcStock1,219,753$313.8M1.8%−87,797−6.7%ReducedHistory
TJXTJX Companies IncStock4,789,128$297.5M1.7%−43,742−0.9%ReducedHistory
ORCLOracle CorpStock4,783,909$292.2M1.7%+69,994+1.5%AddedHistory
LRCXLam Research CorpCOM755,816$276.6M1.6%+3,808+0.5%AddedHistory
MRKMerck & Co., Inc.Stock3,106,655$267.5M1.5%−3,300−0.1%ReducedHistory
LLYEli Lilly & CoStock786,841$254.4M1.5%−3,068−0.4%ReducedHistory
METAMeta Platforms, Inc.Stock1,804,077$244.8M1.4%+189,631+11.7%AddedHistory
MDTMedtronic plcStock2,978,752$240.5M1.4%−10,812−0.4%ReducedHistory
VVisa Inc.Stock1,252,625$222.5M1.3%−4,406−0.4%ReducedHistory
AXPAmerican Express CoStock1,623,890$219.1M1.3%+66,040+4.2%AddedHistory
AMZNAmazon Com IncStock1,859,286$210.1M1.2%−7,200−0.4%ReducedHistory
DGXQuest Diagnostics IncCOM1,698,633$208.4M1.2%−36,962−2.1%ReducedHistory
CICigna GroupStock693,561$192.4M1.1%−16,706−2.4%ReducedHistory
TSMTaiwan Semiconductor Manufacturing Co LtdADR2,800,873$192.0M1.1%+249,830+9.8%AddedHistory
AMRCAmeresco, Inc.CL A2,806,072$186.5M1.1%−303,700−9.8%ReducedHistory
OTISOtis Worldwide CorpStock2,875,404$183.5M1.1%+249,636+9.5%AddedHistory
CRMSalesforce, Inc.Stock1,272,048$183.0M1.1%+4,300+0.3%AddedHistory
RUNSunrun Inc.COM5,982,439$165.1M1.0%−199,126−3.2%ReducedHistory
STZConstellation Brands, Inc.Stock700,536$160.9M0.9%+900+0.1%AddedHistory
ABTAbbott LaboratoriesStock1,651,234$159.8M0.9%+43,860+2.7%AddedHistory
DARDarling Ingredients Inc.COM2,270,237$150.2M0.9%−55,225−2.4%ReducedHistory
TECKTeck Resources LtdCL B4,693,359$143.2M0.8%+892,741+23.5%AddedHistory
CSIQCanadian Solar Inc.COM3,686,635$137.3M0.8%−369,293−9.1%ReducedHistory
GPNGlobal Payments IncStock1,200,902$129.8M0.7%+2,802+0.2%AddedHistory
KLACKLA CorpCOM NEW416,091$125.9M0.7%−2,781−0.7%ReducedHistory
ADBEAdobe Inc.Stock436,354$120.1M0.7%+900+0.2%AddedHistory
MOSMosaic CoCOM2,359,235$114.0M0.7%+591,951+33.5%AddedHistory
ISRGIntuitive Surgical IncCOM NEW605,716$113.5M0.7%+2,100+0.3%AddedHistory
KOSKosmos Energy Ltd.COM21,734,341$112.4M0.6%+2,511,900+13.1%AddedHistory
BPBP PLCADR3,753,300$107.2M0.6%−338,900−8.3%ReducedHistory
UBSUBS Group AGStock6,625,922$97.4M0.6%+1,650,265+33.2%AddedHistory
AGCOAGCO CorpCOM1,000,523$96.2M0.6%+197,594+24.6%AddedHistory
SEDGSolaredge Technologies, Inc.COM413,960$95.8M0.6%+30,259+7.9%AddedHistory
LTHMLivent Corp.COM3,031,475$92.9M0.5%+107,573+3.7%AddedHistory
BWABorgwarner IncCOM2,798,911$87.9M0.5%+283,728+11.3%AddedHistory
GPREGreen Plains Inc.COM2,773,144$80.6M0.5%+451,017+19.4%AddedHistory
CSCOCisco Systems, Inc.Stock1,997,755$79.9M0.5%−241,833−10.8%ReducedHistory
NTRNutrien Ltd.COM948,966$79.2M0.5%+58,915+6.6%AddedHistory
HESHess CorpStock711,701$77.6M0.4%−100,200−12.3%ReducedHistory
SQMChemical & Mining Co of Chile IncSPON ADR SER B824,364$74.8M0.4%−445,314−35.1%ReducedHistory
STMSTMicroelectronics N.V.NY REGISTRY2,385,300$73.8M0.4%+1,268,700+113.6%AddedHistory
CLNEClean Energy Fuels Corp.COM12,731,663$68.0M0.4%−3,295,821−20.6%ReducedHistory
TGNATegna IncCOM3,050,328$63.1M0.4%+236,684+8.4%AddedHistory
GSKGSK plcADR2,140,920$63.0M0.4%+2,140,920NewHistory
FCXFreeport-McMoran IncStock2,194,817$60.0M0.3%+420,100+23.7%AddedHistory
PBR.APetrobras - Petroleo Brasileiro SASP ADR NON VTG5,349,513$59.3M0.3%−128,700−2.3%ReducedHistory
BTIBritish American Tobacco p.l.c.SPONSORED ADR1,583,458$56.2M0.3%−88,200−5.3%ReducedHistory
ATVIActivision Blizzard, Inc.COM756,128$56.2M0.3%−168,763−18.2%ReducedHistory
YAlleghany CorpCOM66,000$55.4M0.3%+20,231+44.2%AddedHistory
VMWVmware LLCCL A COM475,895$50.7M0.3%+475,895NewHistory
CVXChevron CorpStock339,980$48.8M0.3%+3,413+1.0%AddedHistory
FOXFox CorpCL B COM1,694,454$48.3M0.3%+851,054+100.9%AddedHistory
Shaw Communications Inc82028K200CL B CONV1,955,090$47.8M0.3%+875,102+81.0%Added–
AGROAdecoagro S.A.COM5,704,472$47.3M0.3%+368,004+6.9%AddedHistory
SIMOSilicon Motion Technology CORPSPONSORED ADR716,918$46.7M0.3%+251,280+54.0%AddedHistory
DEDeere & CoStock138,691$46.3M0.3%+13,005+10.3%AddedHistory
INTCIntel CorpStock1,789,073$46.1M0.3%+128,500+7.7%AddedHistory
EAFGraftech International LtdCOM10,608,361$45.7M0.3%+2,297,970+27.7%AddedHistory
TXNMTXNM Energy IncCOM984,782$45.0M0.3%+861,328+697.7%AddedHistory
DREDuke Realty CorpCOM NEW933,736$45.0M0.3%+810,737+659.1%AddedHistory
PBRPetrobras - Petroleo Brasileiro SASPONSORED ADR3,520,200$43.4M0.3%+88,000+2.6%AddedHistory
HPQHP IncStock1,732,274$43.2M0.2%+36,800+2.2%AddedHistory
VIPSVipshop Holdings LtdSPONSORED ADS A5,081,774$42.7M0.2%−1,618,858−24.2%ReducedHistory
GOOGAlphabet Inc.Stock427,480$41.1M0.2%+20,100+4.9%AddedConverted for a 20-for-1 splitHistory
CMCSAComcast CorpStock1,378,456$40.4M0.2%+341,600+32.9%AddedHistory
FHNFirst Horizon CorpCOM1,749,939$40.1M0.2%−524,392−23.1%ReducedHistory
INFYInfosys LtdSPONSORED ADR2,295,734$39.0M0.2%+112,300+5.1%AddedHistory
ATHMAutohome Inc.SP ADS RP CL A1,343,310$38.6M0.2%+111,100+9.0%AddedHistory
LFGArchaea Energy Inc.COM CL A2,131,539$38.4M0.2%+775,089+57.1%AddedHistory
EOGEOG Resources IncStock342,451$38.3M0.2%+19,814+6.1%AddedHistory
SWCHSwitch, Inc.CL A1,133,124$38.2M0.2%+147,499+15.0%AddedHistory
BIIBBiogen Inc.COM140,800$37.6M0.2%−400−0.3%ReducedHistory
CHNGChange Healthcare Inc.COM1,362,652$37.5M0.2%−1,372,891−50.2%ReducedHistory
WFGWest Fraser Timber Co., LtdCOM512,000$37.2M0.2%+53,800+11.7%AddedHistory
REGNRegeneron Pharmaceuticals, Inc.COM54,000$37.2M0.2%−2,400−4.3%ReducedHistory
MUMicron Technology IncStock740,379$37.1M0.2%+55,463+8.1%AddedHistory
EBAYeBay IncCOM1,004,358$37.0M0.2%+135,800+15.6%AddedHistory
ICEIntercontinental Exchange, Inc.Stock407,101$36.8M0.2%−199,229−32.9%ReducedHistory
ROGRogers CorpCOM151,394$36.6M0.2%+5,675+3.9%AddedHistory
BMOBank of MontrealCOM409,100$36.0M0.2%−50,400−11.0%ReducedHistory
XOMExxonMobil Holdings CorpCOM411,433$35.9M0.2%+15,500+3.9%AddedHistory
MFCManulife Financial CorpCOM2,258,200$35.5M0.2%+663,100+41.6%AddedHistory
CVSCVS Health CorpStock371,700$35.4M0.2%+47,000+14.5%AddedHistory
PFEPfizer IncStock809,860$35.4M0.2%−9,662−1.2%ReducedHistory
VZVerizon Communications IncStock932,177$35.4M0.2%−144,400−13.4%ReducedHistory
LYFTLyft, Inc.CL A COM2,680,502$35.3M0.2%−81,189−2.9%ReducedHistory
IBMInternational Business Machines CorpStock294,247$35.0M0.2%+5,700+2.0%AddedHistory
CBRECbre Group, Inc.CL A510,928$34.5M0.2%−144,700−22.1%ReducedHistory
SJISouth Jersey Industries IncCOM1,031,192$34.5M0.2%+134,918+15.1%AddedHistory
LBTYALiberty Global Ltd.SHS CL A2,204,543$34.4M0.2%+1,688,655+327.3%AddedHistory

Options (1)

Puts and calls in the same filing. Amounts are the market value of the underlying shares, which is what 13F reports.

Option positions of Grantham, Mayo, Van Otterloo & Co. LLC in Q3 2022
SecurityClassPutsCalls
VMWVmware LLCCL A COM$11.7M–

Sold out since Q2 2022 (120)

Positions held at the end of Q2 2022 that are gone from this filing.

The largest 100 of 120 by value last quarter.

Positions of Grantham, Mayo, Van Otterloo & Co. LLC sold out since Q2 2022
SecurityClassShares in Q2 2022Value in Q2 2022% of portfolio in Q2 2022History
GSKGSK plcSPONSORED ADR1,948,000$84.8M0.5%History
Healthcare Realty Trust Inc42225P501CL A NEW1,973,742$55.1M0.3%–
TXTernium S.A.SPONSORED ADS1,383,756$49.9M0.3%History
TMXTerminix Global Holdings IncCOM1,218,675$49.5M0.3%History
NLSNNielsen Holdings plcSHS EUR2,014,756$46.8M0.3%History
Pershing Square Tontine Hldg71531R109COM CL A2,226,313$44.5M0.2%–
MNDTMandiant, Inc.Stock1,743,150$38.0M0.2%History
Atotech LtdG0625A105COM1,341,911$26.0M0.1%–
BIDUBaidu, Inc.ADR155,750$23.2M0.1%History
CTXSCitrix Systems IncCOM229,797$22.3M0.1%History
Petrochina Co Ltd71646E100SPONSORED ADR316,700$14.8M0.1%–
Vonage Holdings Corp92886T201COM718,889$13.5M0.1%–
LDOSLeidos Holdings, Inc.COM133,400$13.4M0.1%History
FUTUFutu Holdings LtdSPON ADS CL A251,387$13.1M0.1%History
ZENZendesk, Inc.COM169,552$12.6M0.1%History
TWTRTwitter, Inc.COM331,960$12.4M0.1%History
FMXMexican Economic Development IncSPON ADR UNITS149,915$10.1M0.1%History
NVDANVIDIA CorpStock60,200$9.13M<0.1%History
PWRQuanta Services, Inc.COM66,900$8.38M<0.1%History
BKRBaker Hughes CoCL A231,127$6.67M<0.1%History
MCKMcKesson CorpStock15,018$4.90M<0.1%History
ORLYO Reilly Automotive IncStock7,271$4.59M<0.1%History
PGProcter & Gamble CoStock29,981$4.31M<0.1%History
iShares MSCI Eafe ETF464287465ETF67,169$4.20M<0.1%–
Atlantica Sustainable Infr PG0751N103SHS110,300$3.56M<0.1%–
iShares Inc464286640MSCI CHILE ETF146,584$3.53M<0.1%–
VanEck Vectors ETF Tr92189F817VIETNAM ETF232,600$3.35M<0.1%–
JELDJELD-WEN Holding, Inc.COM225,600$3.29M<0.1%History
UGIUgi CorpStock78,300$3.02M<0.1%History
IEAInfrastructure & Energy Alternatives, Inc.COM360,300$2.89M<0.1%History
KKRKKR & Co. Inc.COM60,923$2.82M<0.1%History
WLLWhiting Holdings LLCCOM NEW38,674$2.63M<0.1%History
ZWSZurn Elkay Water Solutions CorpCOM85,100$2.32M<0.1%History
China Petroleum & Chemical C16941R108SPON ADR H SHS50,710$2.27M<0.1%–
TSEOQTrinseo PLCCOM50,143$1.93M<0.1%History
CNQCanadian Natural Resources LtdCOM34,100$1.83M<0.1%History
Clearway Energy, Inc.18539C105CL A56,600$1.81M<0.1%–
STRSTR Sub Inc.CLASS A COM70,708$1.64M<0.1%History
AVNTAvient CorpCOM40,258$1.61M<0.1%History
NTCTNetscout Systems IncCOM47,200$1.60M<0.1%History
TMETencent Music Entertainment GroupSPON ADS303,300$1.52M<0.1%History
VREXVarex Imaging CorpCOM65,700$1.41M<0.1%History
CRHCRH Public Ltd CoADR37,440$1.30M<0.1%History
VIRTVirtu Financial, Inc.CL A53,755$1.26M<0.1%History
MSCIMSCI Inc.Stock3,046$1.25M<0.1%History
AVTAAvantax, Inc.COM58,000$1.07M<0.1%History
ASOAcademy Sports & Outdoors, Inc.COM27,699$984.0K<0.1%History
HMNHorace Mann Educators CorpCOM23,200$890.0K<0.1%History
MATWMatthews International CorpCL A31,060$890.0K<0.1%History
Qiwi PLC74735M108SPON ADR REP B1,493,692$890.0K<0.1%–
AANAaron's Company, Inc.COM59,700$869.0K<0.1%History
TCBKTrico BancsharesCOM17,500$799.0K<0.1%History
DVADavita Inc.COM9,727$778.0K<0.1%History
Mobile Telesystems PJSC607409109SPONSORED ADR1,052,361$737.0K<0.1%–
Neenah Inc640079109COM20,359$695.0K<0.1%–
FFBCFirst Financial BancorpCOM34,098$662.0K<0.1%History
PHParker-Hannifin CorpStock2,500$615.0K<0.1%History
VCTRVictory Capital Holdings, Inc.COM CL A24,600$593.0K<0.1%History
ECLEcolab Inc.Stock3,800$584.0K<0.1%History
TBITrueBlue, Inc.COM30,693$549.0K<0.1%History
WNCWabash National CorpCOM38,700$526.0K<0.1%History
NTUSNatus Medical IncCOM15,800$518.0K<0.1%History
BKDBrookdale Senior Living Inc.COM112,400$510.0K<0.1%History
NKENIKE, Inc.Stock4,800$491.0K<0.1%History
MCYMercury General CorpCOM11,000$487.0K<0.1%History
CYBECyberoptics CorpCOM13,900$486.0K<0.1%History
HASHasbro, Inc.COM5,900$483.0K<0.1%History
FCFFirst Commonwealth Financial CorpCOM35,800$480.0K<0.1%History
AMRXAmneal Pharmaceuticals, Inc.COM STK CL A146,500$466.0K<0.1%History
Macquarie Infrastructure Cor55608B105COM114,600$448.0K<0.1%–
ADTNADTRAN Holdings, Inc.COM24,913$437.0K<0.1%History
AVYAvery Dennison CorpCOM2,600$421.0K<0.1%History
DZSIDZS Inc.COM25,400$413.0K<0.1%History
GTGoodyear Tire & Rubber CoCOM38,100$408.0K<0.1%History
JBSSSanfilippo John B & Son IncCOM5,400$391.0K<0.1%History
MBWMMercantile Bank CorpCOM11,536$369.0K<0.1%History
MOAltria Group, Inc.Stock8,700$363.0K<0.1%History
ANAutonation, Inc.COM3,216$359.0K<0.1%History
INVXInnovex International, Inc.COM13,700$353.0K<0.1%History
TLKPerusahaan Perseroan Persero PT Telekomunikasi Indonesia TBKSPONSORED ADR12,900$349.0K<0.1%History
NVAXNovavax IncCOM NEW6,700$345.0K<0.1%History
MOFGMidWestOne Financial Group, Inc.COM11,300$336.0K<0.1%History
RBCAARepublic Bancorp IncCL A6,513$314.0K<0.1%History
RIGTransocean Ltd.REGISTERED SHS93,400$311.0K<0.1%History
QDELQuidelOrtho CorpCOM3,200$311.0K<0.1%History
CYDChina Yuchai International LtdCOM33,957$300.0K<0.1%History
OSISOsi Systems IncCOM3,500$299.0K<0.1%History
SCIService Corp InternationalCOM4,300$297.0K<0.1%History
SXIStandex International CorpCOM3,400$288.0K<0.1%History
CIVBCivista Bancshares, Inc.COM NO PAR13,570$288.0K<0.1%History
FFFutureFuel Corp.COM39,500$288.0K<0.1%History
HOSHornbeck Offshore Services, Inc.Stock89,600$278.0K<0.1%History
MLRMiller Industries IncCOM NEW12,268$278.0K<0.1%History
WHGWestwood Holdings Group IncCOM19,114$264.0K<0.1%History
CATOCato CorpCL A22,420$260.0K<0.1%History
PIIPolaris Inc.Stock2,600$258.0K<0.1%History
GICGlobal Industrial CoCOM7,600$257.0K<0.1%History
BBSIBarrett Business Services IncCOM3,500$255.0K<0.1%History
DDDuPont de Nemours, Inc.COM4,574$254.0K<0.1%History
FONRFonar CorpCOM NEW16,219$246.0K<0.1%History