Grantham, Mayo, Van Otterloo & Co. LLC
Q1 2022 13F-HR Holdings
Net value change ($000)
-94,465
(-0.5%)
New positions
125
Sold out positions
118
Turnover %
11.2%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 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)
| AMZN | 119,213 | 201.5% |
| SEDG | 98,830 | 525.2% |
| AMRC | 90,555 | 92.8% |
| RUN | 86,431 | 124.6% |
| KOS | 69,458 | 71.4% |
| ZYNGA INC | 67,801 | NEW |
| CSIQ | 66,342 | 65.9% |
| DAR | 62,986 | 40.8% |
| TXN | 61,681 | 16.4% |
| NTR | 58,852 | 161.2% |
Top Reduces (Value $000, Stocks/ETFs)
| XLNX | -184,269 | -100.0% |
| MMM | -177,224 | -100.0% |
| CSCO | -125,287 | -35.1% |
| IHS Markit Ltd. | -116,604 | -100.0% |
| META | -112,441 | -27.9% |
| LRCX | -109,637 | -21.2% |
| MSFT | -102,883 | -10.0% |
| ORCL | -96,122 | -18.0% |
| ACN | -94,777 | -17.5% |
| Nuance Communications, Inc. | -82,992 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
13,250
(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 |
|---|