Grantham, Mayo, Van Otterloo & Co. LLC

Q4 2013 13F-HR Holdings

Location
Boston, MA
Holdings as of
12/31/2013
Date filed
2/13/2014
Form type
13F-HR
Num holdings
662
Total value ($000)
$41,206,988
Net value change ($000)
—
New positions
657
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: — Next filing: 5/14/2014 SEC filing

Snapshot: Change Analysis

Compared to previous filing: —
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)
Alphabet Inc. Class C 1,932,240 —
MSFT 1,859,912 —
ORCL 1,832,891 —
JNJ 1,811,249 —
CVX 1,696,325 —
IBM 1,688,118 —
KO 1,587,365 —
PG 1,585,113 —
PM 1,486,977 —
WMT 1,135,147 —
Top Reduces (Value $000, Stocks/ETFs)
—
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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type