Grantham, Mayo, Van Otterloo & Co. LLC
Q3 2021 13F-HR Holdings
Net value change ($000)
+170,850
(0.9%)
New positions
95
Sold out positions
127
Turnover %
5.5%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q2 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)
| GOOGL | 87,376 | 21.3% |
| ORCL | 84,757 | 16.6% |
| MSFT | 77,096 | 8.9% |
| XLNX | 65,726 | 51.4% |
| WFC | 60,380 | 13.7% |
| AAPL | 49,025 | 8.4% |
| People's United Financial, Inc. | 47,202 | NEW |
| FOXA | 42,949 | 211.9% |
| HRC | 42,231 | NEW |
| USB | 34,534 | 6.3% |
Top Reduces (Value $000, Stocks/ETFs)
| BABA | -134,695 | -58.1% |
| Slack Technologies, Inc. | -121,914 | -100.0% |
| ALXN | -97,005 | -100.0% |
| MAXIM INTEGRATED PRODUCTS INC | -81,456 | -100.0% |
| BIDU | -72,056 | -60.5% |
| SCHW | -61,920 | -100.0% |
| NTES | -60,782 | -80.3% |
| AXP | -52,911 | -15.0% |
| TD | -51,403 | -93.3% |
| ACN | -48,893 | -9.6% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
74,763
(0.4% 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 |
|---|