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Asset manager

Grantham, Mayo, Van Otterloo & Co. LLC

13F for the quarter to June 30, 2026, filed August 13, 2026 · SEC CIK 1352662

Reported value
$44.4bn
96% in companies we cover
Positions we cover
591
Largest MSFT 5.7%
Copy, a year
+14.3%
S&P 500 +14.1%
Copy Sharpe ratio
0.78
S&P 500 0.78

How copying its 13F would have done

$10.0k$20.0k$40.0k 2013201520172019202120232025 $58.2k$57.0k
CopyS&P 500 $10,000 copying Grantham, Mayo, Van Otterloo & Co. LLC's filed holdings in companies we cover from August 16, 2013, buying on the first trading day after each 13F was filed and holding until the next, against the S&P 500 (total return). Marked weekly, log scale. Before costs and taxes; misses trading within each quarter and anything 13F does not show (shorts, cash, bonds, non-US holdings).

Biggest drop −32.2% (S&P 500 −31.8%); beta 0.98; alpha +0.4% a year (t = 0.38); last 12 months +16.6% against +12.1%.

Reported value by quarter

Grantham, Mayo, Van Otterloo & Co. LLC: 13F reported value Total value of all positions in each quarter's 13F, as filed (values before 2023 were filed in thousands of dollars and are converted).
$0 $5T $10T $15T $20T Reported value, 2013-06-30: $38.4B Reported value, 2013-09-30: $37.9B Reported value, 2013-12-31: $41.2B Reported value, 2014-03-31: $38.3B Reported value, 2014-06-30: $36.8B Reported value, 2014-09-30: $37.8B Reported value, 2014-12-31: $37.1B Reported value, 2015-03-31: $33.5B Reported value, 2015-06-30: $31B Reported value, 2015-09-30: $28.8B Reported value, 2015-12-31: $27.8B Reported value, 2016-03-31: $26.8B Reported value, 2016-06-30: $24.2B Reported value, 2016-09-30: $20.7B Reported value, 2016-12-31: $18.1B Reported value, 2017-03-31: $17.1B Reported value, 2017-06-30: $17.7B Reported value, 2017-09-30: $16.7B Reported value, 2017-12-31: $16.5B Reported value, 2018-03-31: $16.2B Reported value, 2018-06-30: $13.9B Reported value, 2018-09-30: $14.5B Reported value, 2018-12-31: $12.4B Reported value, 2019-03-31: $13.9B Reported value, 2019-06-30: $14.2B Reported value, 2019-09-30: $14.4B Reported value, 2019-12-31: $14.9B Reported value, 2020-03-31: $11.9B Reported value, 2020-06-30: $13.4B Reported value, 2020-09-30: $14B Reported value, 2020-12-31: $16.2B Reported value, 2021-03-31: $18.3B Reported value, 2021-06-30: $20B Reported value, 2021-09-30: $20.1B Reported value, 2021-12-31: $20.8B Reported value, 2022-03-31: $20.7B Reported value, 2022-06-30: $18.5B Reported value, 2022-09-30: $17.3B Reported value, 2022-12-31: $18.8T Reported value, 2023-03-31: $19.7B Reported value, 2023-06-30: $21.6B Reported value, 2023-09-30: $21.2B Reported value, 2023-12-31: $22.7B Reported value, 2024-03-31: $27.5B Reported value, 2024-06-30: $29.6B Reported value, 2024-09-30: $31.9B Reported value, 2024-12-31: $30.7B Reported value, 2025-03-31: $31.7B Reported value, 2025-06-30: $33.1B Reported value, 2025-09-30: $35.4B Reported value, 2025-12-31: $39.1B Reported value, 2026-03-31: $39.1B Reported value, 2026-06-30: $44.4B 2013-06-30 2016-03-31 2018-12-31 2021-09-30 2026-06-30 $44.4B
View chart data
Period Reported value
2013-06-30 $38.4B
2013-09-30 $37.9B
2013-12-31 $41.2B
2014-03-31 $38.3B
2014-06-30 $36.8B
2014-09-30 $37.8B
2014-12-31 $37.1B
2015-03-31 $33.5B
2015-06-30 $31B
2015-09-30 $28.8B
2015-12-31 $27.8B
2016-03-31 $26.8B
2016-06-30 $24.2B
2016-09-30 $20.7B
2016-12-31 $18.1B
2017-03-31 $17.1B
2017-06-30 $17.7B
2017-09-30 $16.7B
2017-12-31 $16.5B
2018-03-31 $16.2B
2018-06-30 $13.9B
2018-09-30 $14.5B
2018-12-31 $12.4B
2019-03-31 $13.9B
2019-06-30 $14.2B
2019-09-30 $14.4B
2019-12-31 $14.9B
2020-03-31 $11.9B
2020-06-30 $13.4B
2020-09-30 $14B
2020-12-31 $16.2B
2021-03-31 $18.3B
2021-06-30 $20B
2021-09-30 $20.1B
2021-12-31 $20.8B
2022-03-31 $20.7B
2022-06-30 $18.5B
2022-09-30 $17.3B
2022-12-31 $18.8T
2023-03-31 $19.7B
2023-06-30 $21.6B
2023-09-30 $21.2B
2023-12-31 $22.7B
2024-03-31 $27.5B
2024-06-30 $29.6B
2024-09-30 $31.9B
2024-12-31 $30.7B
2025-03-31 $31.7B
2025-06-30 $33.1B
2025-09-30 $35.4B
2025-12-31 $39.1B
2026-03-31 $39.1B
2026-06-30 $44.4B

Holdings and moves

CompanyShare of portfolioValueSharesChange in shares
MSFTMicrosoft Corporation5.73%$2.5bn6.82M+10.4% Added
LRCXLam Research5.33%$2.4bn5.46M−20.8% Reduced
GOOGLAlphabet Inc. (Class A)4.94%$2.2bn6.13M−11.1% Reduced
AAPLApple Inc.4.46%$2.0bn6.85M−1.3% Reduced
METAMeta Platforms4.37%$1.9bn3.45M+12.2% Added
JNJJohnson & Johnson4.07%$1.8bn7.11M−2.3% Reduced
AMZNAmazon3.30%$1.5bn6.14M−1.5% Reduced
TXNTexas Instruments3.14%$1.4bn4.67M−7.6% Reduced
TMOThermo Fisher Scientific3.09%$1.4bn2.74M+9.5% Added
AVGOBroadcom2.78%$1.2bn3.27M−2.4% Reduced
KLACKLA Corporation2.65%$1.2bn3.89M+744.3% Added
UNHUnitedHealth Group2.65%$1.2bn2.83M−10.6% Reduced
VVisa Inc.2.56%$1.1bn3.32M+9.3% Added
NVDANVIDIA Corporation2.11%$934.8m4.67M+1217.8% Added
MAMastercard2.10%$934.1m1.82M+91.3% Added
USBU.S. Bancorp2.03%$899.1m14.89M−22.1% Reduced
LLYLilly (Eli)2.01%$892.3m744.0K−0.8% Reduced
MRKMerck & Co.1.96%$871.9m6.79M−3.3% Reduced
ABTAbbott Laboratories1.80%$798.0m8.79M−1.3% Reduced
NFLXNetflix1.67%$739.0m10.35M+155.6% Added
CICigna1.60%$710.4m2.58M−0.8% Reduced
CRMSalesforce1.56%$693.7m4.43M+0.1%
KOThe Coca-Cola Company1.50%$668.0m8.22M−0.7% Reduced
ELVElevance Health1.47%$654.2m1.69M−12.7% Reduced
TJXTJX Companies1.26%$557.4m3.68M−0.9% Reduced
STZConstellation Brands1.25%$556.1m4.00M−0.7% Reduced
UBERUber1.20%$533.2m7.39M+0.2%
ACNAccenture1.12%$495.8m3.98M+2.1% Added
ISRGIntuitive Surgical1.10%$488.3m1.23M−0.2%
HLTHilton Worldwide1.03%$456.4m1.38M−37.8% Reduced
SNPSSynopsys Inc0.97%$429.0m961.7K+5.7% Added
DGXQuest Diagnostics0.90%$400.2m1.89M+0.3%
ASMLAsml Holding NV0.68%$302.4m152.0K−1.7% Reduced
TDToronto Dominion Bank0.47%$210.4m1.73M−11.7% Reduced
GSKGSK plc0.42%$188.7m3.60M+2.2% Added
ARMKAramark0.37%$164.6m2.89M−1.0% Reduced
TSMTaiwan Semiconductor Manufacturing Co LTD0.35%$157.4m329.5K−12.0% Reduced
PMPhilip Morris International0.32%$140.4m775.9KNew
PGProcter & Gamble0.31%$137.3m936.6K+4.8% Added
VODVodafone Group Public LTD Co0.30%$133.1m10.06M−0.3%
DARDarling Ingredients Inc.0.28%$125.7m2.30M−15.0% Reduced
ALBAlbemarle Corporation0.27%$121.1m897.0K−1.1% Reduced
BNSBank Of Nova Scotia0.27%$120.0m1.38M+13.9% Added
RUNSunrun Inc.0.24%$107.1m8.00M+2.4% Added
GEGE Aerospace0.24%$104.6m279.8K−13.0% Reduced
MGAMagna International Inc0.23%$101.7m1.55M+27.4% Added
ARRYArray Technologies, Inc.0.20%$88.1m11.89M+8.6% Added
SEDGSolaredge Technologies, Inc.0.16%$72.7m1.24M−44.3% Reduced
NXENexgen Energy Ltd.0.16%$71.3m7.59M+0.5% Added
UBSUBS Group AG0.15%$65.0m1.31M+145.2% Added
CCitigroup0.14%$64.4m460.2K−13.3% Reduced
ROPRoper Technologies0.14%$61.2m180.9K+61.6% Added
VZVerizon0.14%$60.6m1.43M+8.6% Added
GPREGreen Plains Inc.0.14%$60.0m3.90M−1.2% Reduced
COPConocoPhillips0.14%$59.8m575.4K−7.2% Reduced
BACBank of America0.13%$59.4m1.04M−11.0% Reduced
STMStmicroelectronics N.V.0.13%$58.6m781.9K−18.7% Reduced
AMRCAmeresco, Inc.0.13%$56.1m2.03M−8.9% Reduced
CVSCVS Health0.13%$56.0m541.1K−14.8% Reduced
MFCManulife Financial Corp0.12%$54.1m1.33M−2.7% Reduced
PFEPfizer0.12%$52.5m2.18M−4.6% Reduced
SLFSUN Life Financial Inc0.12%$52.4m667.7K+4.7% Added
PSMTPricesmart Inc0.12%$52.0m266.3K+3.2% Added
ALLAllstate0.12%$51.0m214.4K+1.4% Added
ONTOOnto Innovation Inc.0.11%$50.0m132.2K−3.1% Reduced
UPSUnited Parcel Service0.11%$48.4m450.3K−2.3% Reduced
CRCCalifornia Resources Corp0.11%$48.0m907.7K+12.8% Added
TGTTarget Corporation0.11%$47.3m361.8K−21.0% Reduced
GMGeneral Motors0.11%$47.1m610.4K−13.9% Reduced
CNHCNH Industrial N.V.0.10%$46.5m4.14M+67.7% Added
COFCapital One0.10%$46.4m231.3K+0.1%
REGNRegeneron Pharmaceuticals0.10%$46.3m74.2K+34.0% Added
AGCOAGCO Corp0.10%$45.7m381.7K+32.3% Added
NUENucor0.10%$45.3m203.2K−21.2% Reduced
ITRIItron, Inc.0.10%$45.2m522.7K+16.9% Added
JKHYJack Henry & Associates Inc0.10%$44.9m325.8K0.0%
NWENorthwestern Energy Group, Inc.0.10%$44.6m623.1K+14.1% Added
QCOMQualcomm0.10%$44.6m241.2K−45.6% Reduced
HPEHewlett Packard Enterprise0.10%$43.2m958.2K−30.8% Reduced
CMCSAComcast0.10%$42.2m1.72M−2.2% Reduced
FFord Motor Company0.10%$42.1m3.03M−26.7% Reduced
DALDelta Air Lines0.09%$41.9m447.3K+3.2% Added
CLHClean Harbors Inc0.09%$40.4m135.2K−0.3%
ULUnilever PLC0.09%$39.2m652.7K+21.5% Added
TXNMTxnm Energy Inc0.09%$39.1m689.0K+33.6% Added
DHID. R. Horton0.09%$39.0m239.7K+3.8% Added
NSCNorfolk Southern0.09%$38.9m123.7K+78.7% Added
CTVACorteva, Inc.0.09%$38.9m458.9K−4.3% Reduced
CRUSCirrus Logic, Inc.0.09%$38.5m259.1K+2.7% Added
NXTNextpower Inc.0.09%$37.8m316.9K+32.0% Added
WTRGEssential Utilities, Inc.0.09%$37.6m980.2K+30.9% Added
KVUEKenvue0.09%$37.5m1.96M+18.1% Added
OTEXOpen Text Corp0.08%$36.9m1.67M−2.0% Reduced
BCPCBalchem Corp0.08%$36.7m217.1K+2.1% Added
PYPLPayPal0.08%$36.2m837.5K−1.1% Reduced
INCYIncyte0.08%$36.1m318.6K−12.6% Reduced
ATRAptargroup, Inc.0.08%$35.8m286.2K+11.5% Added
SYFSynchrony Financial0.08%$35.8m470.4K−10.6% Reduced
FSLRFirst Solar, Inc.0.08%$35.7m151.4K+14.2% Added
TROWT. Rowe Price0.08%$35.3m310.3K−6.2% Reduced
TREXTrex Co Inc0.08%$34.7m693.1K+1.9% Added
EBAYeBay Inc.0.08%$34.7m310.2K−41.5% Reduced
BBYBest Buy0.08%$34.6m455.5K+6.5% Added
AESAES Corporation0.08%$34.5m2.35M+33.7% Added
WMSAdvanced Drainage Systems, Inc.0.08%$34.2m218.1K+10.2% Added
BMIBadger Meter Inc0.08%$34.1m229.6K+12.7% Added
PHMPulteGroup0.08%$33.9m247.4K−0.1%
TELTE Connectivity0.08%$33.6m166.5K+157.8% Added
UALUnited Airlines Holdings0.07%$33.3m244.5K−5.9% Reduced
GISGeneral Mills0.07%$33.2m954.1K+70.0% Added
FCXFreeport-McMoRan0.07%$32.8m521.6K−25.6% Reduced
AAONAAON, Inc.0.07%$32.8m258.3K−33.8% Reduced
PTCPTC Inc.0.07%$32.6m286.7K+35.0% Added
GMEDGlobus Medical Inc0.07%$32.4m409.7K+2.0% Added
STTState Street Corporation0.07%$31.5m185.6K−14.2% Reduced
EOGEOG Resources0.07%$30.8m237.2K−41.4% Reduced
JPMJPMorgan Chase0.07%$30.1m91.9K−5.0% Reduced
HPQHP Inc.0.07%$30.0m1.37M−9.0% Reduced
AXPAmerican Express0.07%$29.9m88.4K+75.3% Added
STLAStellantis N.V.0.07%$29.9m5.26M−15.1% Reduced
SLABSilicon Laboratories Inc.0.07%$29.4m134.5K+129.2% Added
OLLIOllie's Bargain Outlet Holdings, Inc.0.07%$29.0m376.9K+19.4% Added
ZMZoom Communications, Inc.0.07%$28.9m335.3K−9.9% Reduced
BTIBritish American Tobacco P.l.c.0.06%$28.6m463.4K−39.6% Reduced
MOSThe Mosaic Company0.06%$28.4m1.34M+1476.1% Added
NYTNEW York Times Co0.06%$28.4m405.5K+2.2% Added
LENLennar0.06%$27.9m308.3K+9.1% Added
CNSCohen & Steers, Inc.0.06%$27.7m364.4K+1.9% Added
AAUCAllied Gold Corp0.06%$27.3m1.15MNew
NATLNCR Atleos Corp0.06%$26.7m614.8K+10.1% Added
FCNFTI Consulting, Inc0.06%$26.3m176.3K+2.1% Added
EGEverest Group0.06%$26.1m73.1K+31.2% Added
KHCKraft Heinz0.06%$25.9m1.10M+0.4%
AAAlcoa Corp0.06%$25.9m496.3K+408.6% Added
CTSHCognizant0.06%$25.8m667.1K+5.0% Added
ACLSAxcelis Technologies Inc0.06%$25.7m135.6K−59.5% Reduced
GEHCGE HealthCare0.06%$25.6m400.1K+5.4% Added
HMCHonda Motor Co LTD0.06%$25.5m942.4K+2.4% Added
GOLFAcushnet Holdings Corp.0.06%$25.3m213.8K+12.9% Added
KAIKadant Inc0.06%$25.0m79.6K+2.0% Added
KOSKosmos Energy Ltd.0.06%$25.0m11.85M−35.3% Reduced
LULULululemon Athletica0.06%$24.8m217.0K+69.3% Added
CARRCarrier Global0.06%$24.4m333.0K−0.8% Reduced
VECOVeeco Instruments Inc0.05%$24.2m318.6K−12.7% Reduced
TXTTextron0.05%$24.1m263.1K−2.3% Reduced
BMYBristol Myers Squibb0.05%$23.7m411.5K−4.8% Reduced
ADBEAdobe Inc.0.05%$23.5m114.7K+6.0% Added
DEDeere & Company0.05%$23.5m37.0K+92.4% Added
ALLEAllegion0.05%$23.2m165.3K+14.3% Added
CRBGCorebridge Financial, Inc.0.05%$23.1m805.6K+47.0% Added
CompanyBought (value)Shares
KLACKLA Corporation$1.0bn3.43M
NVDANVIDIA Corporation$863.9m4.32M
NFLXNetflix$449.9m6.30M
MAMastercard$445.8m868.0K
MSFTMicrosoft Corporation$238.8m640.2K
METAMeta Platforms$210.5m373.7K
PMPhilip Morris International$140.4m775.9K
TMOThermo Fisher Scientific$118.8m237.0K
VVisa Inc.$96.8m282.1K
UBSUBS Group AG$38.5m775.1K
AAUCAllied Gold Corp$27.3m1.15M
MOSThe Mosaic Company$26.6m1.26M
ROPRoper Technologies$23.4m69.0K
SNPSSynopsys Inc$23.0m51.6K
MGAMagna International Inc$21.9m332.8K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

CompanySold (value)Shares
LRCXLam Research−$623.8m−1.44M
HLTHilton Worldwide−$276.9m−838.1K
GOOGLAlphabet Inc. (Class A)−$274.4m−767.9K
USBU.S. Bancorp−$255.4m−4.23M
UNHUnitedHealth Group−$138.6m−333.4K
TXNTexas Instruments−$115.2m−386.6K
ELVElevance Health−$95.4m−246.6K
MDLZMondelez International−$61.8m−1.07M
SEDGSolaredge Technologies, Inc.−$57.9m−990.4K
DELLDell Technologies−$44.4m−102.9K
JNJJohnson & Johnson−$42.9m−168.7K
ACLSAxcelis Technologies Inc−$37.7m−199.2K
QCOMQualcomm−$37.4m−202.3K
MICCMagnum Ice Cream Co N.V.−$35.0m−2.39M
AVGOBroadcom−$30.8m−81.5K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

CompanyValue last quarterShares
MICCMagnum Ice Cream Co N.V.$35.0m2.39M
BBarrick Mining Corp$20.3m497.4K
ONON Semiconductor Corp$9.4m152.2K
WWDWoodward, Inc.$9.0m25.2K
EPAMEPAM Systems, Inc.$6.9m50.9K
QFINQfin Holdings, Inc.$6.0m466.8K
BTGB2gold Corp$5.7m1.26M
APTVAptiv$4.9m71.0K
SMCISupermicro$4.4m192.1K
RMDResMed|$4.2m18.9K
SLBSchlumberger$4.1m79.5K
FSMFortuna Mining Corp.$3.4m344.5K
OGNOrganon & Co.$2.7m448.9K
ITGartner$2.5m15.8K
LBRTLiberty Energy Inc.$2.5m86.7K
RYRoyal Bank Of Canada$2.4m15.0K
NLYAnnaly Capital Management Inc$2.4m114.4K
FASTFastenal$1.7m36.4K
AKAMAkamai Technologies$1.7m14.4K
EXELExelixis, Inc.$1.6m38.2K
IDXXIdexx Laboratories$1.5m2.6K
SKYDSkydance Corporation$1.5m162.2K
DKSDick's Sporting Goods, Inc.$1.5m7.4K
BHFBrighthouse Financial, Inc.$1.3m21.6K
TTDTrade Desk, Inc.$1.2m53.6K
GILGildan Activewear Inc.$1.2m21.6K
WPCW. P. Carey Inc.$1.2m17.0K
CNXCConcentrix Corp$1.1m39.5K
TSNTyson Foods$1.1m16.5K
NVONovo Nordisk A S$1.0m28.0K
  • Technology34.8%
  • Health Care22.8%
  • Communication Services12.2%
  • Financials10.3%
  • Consumer Discretionary7.8%
  • Consumer Staples4.8%
  • Industrials4.0%
  • Energy1.4%
  • Materials1.3%
  • Utilities0.6%
  • Real Estate0.1%

Share of the value held in companies we cover, by sector.

PeriodCopy, a yearS&P 500SharpeS&P 500Biggest dropBeta
Whole backtestAugust 16, 2013 to November 2, 2026+14.3%+14.1%0.780.78−32.2%0.98
2018 onwardsJanuary 5, 2018 to November 2, 2026+13.4%+13.9%0.630.66−32.2%0.98
Last three yearsNovember 3, 2023 to November 2, 2026+17.7%+21.8%0.961.16−15.1%0.88
Last yearNovember 7, 2025 to November 2, 2026+18.1%+14.2%1.130.84−10.2%0.89

From SEC Form 13F data sets. A 13F lists long positions in US-listed shares at the quarter's end, filed up to 45 days later; it does not show shorts, cash, bonds, non-US holdings or trades within the quarter. Positions in companies outside our coverage are not listed here. Research, not investment advice.