Grantham, Mayo, Van Otterloo & Co. LLC
Q2 2021 13F-HR Holdings
Net value change ($000)
+1,739,100
(9.5%)
New positions
83
Sold out positions
210
Turnover %
7.8%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2021
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)
| MSFT | 157,383 | 22.1% |
| STZ | 132,244 | NEW |
| KSUGBX | 106,929 | 281.9% |
| Nuance Communications, Inc. | 103,858 | NEW |
| VEREIT, Inc. | 98,003 | NEW |
| META | 92,839 | 24.9% |
| ATH-PA | 72,120 | 278.7% |
| MOS | 70,811 | 339.0% |
| CLNE | 70,242 | 1289.1% |
| PPD, Inc. | 67,284 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| SCHW | -113,812 | -64.8% |
| BIDU | -96,100 | -44.7% |
| IPHI | -94,706 | -100.0% |
| RY | -81,482 | -89.4% |
| PRA Health Sciences, Inc. | -77,875 | -100.0% |
| Teledyne FLIR, LLC | -76,504 | -100.0% |
| GW PHARMACEUTICALS PLC | -72,632 | -100.0% |
| SHEL | -61,304 | -99.1% |
| LYFT | -55,465 | -26.7% |
| VARIAN MEDICAL SYSTEMS INC | -50,800 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
51,051
(0.3% 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 |
|---|