Grantham, Mayo, Van Otterloo & Co. LLC

Q2 2022 13F-HR Holdings

Location
Boston, MA
Holdings as of
6/30/2022
Date filed
8/12/2022
Form type
13F-HR
Num holdings
737
Total value ($000)
$18,461,305
Net value change ($000)
-2,264,053 (-10.9%)
New positions
144
Sold out positions
92
Turnover %
7.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/13/2022 Next filing: 11/10/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
ISRG 121,152 NEW
AHC 68,304 385.7%
GSK 61,592 265.4%
NTES 47,999 NEW
UBS GROUP AG 47,856 148.9%
BP 45,898 65.5%
TECK 39,302 51.2%
SIMO 38,974 NEW
ROG 38,191 NEW
ALLEGHANY CORP /DE 38,130 NEW
Top Reduces (Value $000, Stocks/ETFs)
KO -209,327 -35.9%
AAPL -172,231 -23.0%
UNH -171,622 -23.4%
CSCO -136,242 -58.8%
GOOGL -127,645 -24.3%
MSFT -108,421 -11.7%
ORCL -107,601 -24.6%
ELV -105,991 -23.1%
WFC -105,055 -20.6%
LRCX -87,425 -21.4%
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