Grantham, Mayo, Van Otterloo & Co. LLC

Q3 2026 13F-HR Holdings

Location
Boston, MA
Holdings as of
9/30/2026
Date filed
11/13/2026
Form type
13F-HR
Num holdings
683
Total value ($000)
$46,610,993
Net value change ($000)
+2,211,219 (5.0%)
New positions
101
Sold out positions
79
Turnover %
4.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/13/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q2 2026
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 949,584 37.3%
SPACE EXPLORATION TECHN CORP 728,611 NEW
TMO 629,363 45.8%
SYK 368,844 NEW
META 341,477 17.6%
PM 237,559 169.2%
MLM 223,258 4068.1%
HD 214,487 NEW
NFLX 209,130 28.3%
NVDA 103,205 11.0%
Top Reduces (Value $000, Stocks/ETFs)
LRCX -825,004 -34.8%
KLAC -548,526 -46.7%
CRM -189,841 -27.4%
UNH -147,641 -12.6%
MRK -142,340 -16.3%
USB -125,435 -14.0%
HLT -109,120 -23.9%
STZ -98,584 -17.7%
TXN -80,593 -5.8%
ASML -75,510 -25.0%
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