Grantham, Mayo, Van Otterloo & Co. LLC
Q2 2020 13F-HR Holdings
Net value change ($000)
+1,475,786
(12.3%)
New positions
128
Sold out positions
135
Turnover %
13.4%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2020
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| AAPL | 186,203 | 43.3% |
| MSFT | 146,489 | 27.0% |
| RTX | 137,347 | NEW |
| BABA | 126,838 | 38.8% |
| OTIS | 92,673 | NEW |
| SHEL | 92,023 | 2914.0% |
| ACN | 87,267 | 32.1% |
| UNH | 83,696 | 23.0% |
| HYG | 81,972 | NEW |
| META | 80,070 | 36.7% |
Top Reduces (Value $000, Stocks/ETFs)
| CTSH | -149,741 | -100.0% |
| RTX | -115,868 | -100.0% |
| Allergan plc | -81,760 | -100.0% |
| FLUT | -64,924 | -100.0% |
| IEMG | -62,821 | -37.3% |
| TECH DATA CORP | -55,084 | -100.0% |
| MELLANOX TECHNOLOGIES LTD | -53,317 | -100.0% |
| CYPRESS SEMICONDUCTOR CORP /DE/ | -42,255 | -100.0% |
| COST | -41,042 | -92.0% |
| Advanced Disposal Services, Inc. | -35,518 | -53.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
7,021
(0.1% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|