Grantham, Mayo, Van Otterloo & Co. LLC

CIK 0001352662 · Q1 2026

13F Equity AUM

$39.1B

-0.1% QoQ

Positions

628

-25 QoQ

AUM Rank

#263

Top 2%

Skill Alpha (FF)

+1.2%/yr^ns

No Clear Edge

Rank #1,510 · Top 18%

vs S&P -1.8%/yr (unadj.)

Quarters Tracked

~13 years

Portfolio Concentration

Top 5: 24.5%Top 10: 39.9%Top 20: 60.8%

MSFT5.8%

GOOGL5.1%

JNJ4.5%

AAPL4.5%

META4.5%

LRCX3.8%

AMZN3.3%

TMO3.1%

AVGO2.6%

USB2.5%

Others (618)60.1%

HHI (Herfindahl-Hirschman Index) measures portfolio concentration. Low (<1500) = diversified, Moderate (1500-2500), High (>2500) = concentrated bets.

Sector Allocation

Technology30.8%

Healthcare23.6%

Communication Services11.9%

Financial Services10.3%

Consumer Cyclical8.1%

Consumer Defensive5.3%

Energy3.4%

Industrials3.1%

Other3.6%

Portfolio weight by GICS sector based on latest 13F filing. Sectors below 2% are grouped as “Other.”

Position Sizing

Positions: 628Median: 0.01%Avg: 0.16%

0–0.5%

595(23.1%)

0.5–1%

5(4.2%)

1–3%

20(38.0%)

3–5%

6(23.8%)

5%+

2(10.9%)

Count of positions per weight bucket — (%) = combined portfolio weight

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Portfolio Overlap

Shared: 621Unique: 7vs 20 funds

8.5%Low

628

Fund positions

7,299

Consensus CUSIPs

Jaccard similarity of this fund’s portfolio vs the consensus of top 20 funds by AUM. Low (<15%) = contrarian, Moderate (15-40%), High (>40%) = follows the crowd.

Most Similar Funds

Top 9 benchmark funds with highest portfolio overlap (Jaccard similarity)

MORGAN STANLEY

11.7%

BANK OF AMERICA CORP /DE/

12.9%

BlackRock, Inc.

15.3%

JPMORGAN CHASE & CO

12.5%

STATE STREET CORP

16.3%

VANGUARD CAPITAL MANAGEMENT LLC

16.4%

FMR LLC

18.5%

GEODE CAPITAL MANAGEMENT, LLC

15.7%

VANGUARD PORTFOLIO MANAGEMENT LLC

17.5%

Jaccard similarity per fund: shared CUSIPs / (fund A + fund B − shared). Higher values indicate more similar portfolios.

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Position Changes This Quarter

New84Increased295Decreased215Exited109

New Positions

SNPS0.9%

+910K

ROP0.1%

+112K

WBS0.1%

+472K

WTRG0.1%

+749K

ONTO0.1%

+136K

CTRA0.1%

+752K

NATL0.1%

+558K

AES0.1%

+1.8M

SM0.1%

+717K

OS0.0%

+677K

Increased

NFLX1.0%

+4.0M(+12347%)

ARRY0.2%

+2.7M(+32%)

RUN0.3%

+2.4M(+44%)

VALE0.1%

+2.3M(+730%)

UBER1.4%

+1.5M(+27%)

STLA0.1%

+1.5M(+32%)

BBD0.1%

+1.2M(+16%)

GGB0.0%

+989K(+169%)

MA1.2%

+948K(+38979%)

MSFT5.8%

+908K(+17%)

Decreased

KOS0.1%

-16,496,599(-47%)

PR0.0%

-13,270,257(-99%)

WFC0.0%

-5,272,523(-99%)

LRCX3.8%

-2,439,874(-26%)

DAR0.4%

-1,010,236(-27%)

BMTA0.1%

-755,049(-50%)

INTC0.0%

-750,249(-97%)

ELV1.4%

-592,814(-23%)

BMY0.1%

-546,497(-56%)

NVDA0.2%

-530,250(-60%)

Exited

-423,815

-311,177

-217,755

-54,927

-416,687

-40,240

-274,848

-386,048

-465,404

-1,531,059

Quarter-over-quarter changes compared to prior 13F filing. New = first appearance; Exited = no longer held.

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Holdings

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