Grantham, Mayo, Van Otterloo & Co. LLC

Q1 2021 13F-HR Holdings

Location
Boston, MA
Holdings as of
3/31/2021
Date filed
5/13/2021
Form type
13F-HR
Num holdings
831
Total value ($000)
$18,306,405
Net value change ($000)
+2,027,427 (12.5%)
New positions
201
Sold out positions
162
Turnover %
9.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/12/2021 Next filing: 8/12/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
BIDU 158,072 276.9%
GPN 137,518 NEW
CI 132,367 788.2%
USB 89,761 19.9%
WFC 81,902 23.0%
TXN 78,728 25.1%
PRA Health Sciences, Inc. 77,875 NEW
Teledyne FLIR, LLC 76,504 NEW
KLAC 75,870 3456.5%
GW PHARMACEUTICALS PLC 72,632 NEW
Top Reduces (Value $000, Stocks/ETFs)
RTX -171,269 -87.8%
IEMG -148,668 -86.1%
BABA -95,823 -27.6%
NTES -65,660 -37.3%
VIPS -61,889 -89.5%
STM -61,238 -71.9%
CONCHO RESOURCES INC -60,791 -100.0%
MMM -59,866 -20.8%
RDFN -57,334 -100.0%
WBD -57,191 -65.9%
Instrument mix + QoQ Δ (ex-options)
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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type