Grantham, Mayo, Van Otterloo & Co. LLC

Q1 2014 13F-HR Holdings

Location
Boston, MA
Holdings as of
3/31/2014
Date filed
5/14/2014
Form type
13F-HR
Num holdings
558
Total value ($000)
$38,339,958
Net value change ($000)
-2,867,030 (-7.0%)
New positions
76
Sold out positions
181
Turnover %
2.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/13/2014 Next filing: 2/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2013
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)
WFC 313,367 194.7%
JPM 305,405 158.8%
AAPL 273,518 40.3%
CSCO 185,683 17.2%
QCOM 178,778 24.9%
IBM 154,490 9.2%
PM 137,269 9.2%
Monsanto 131,929 121.8%
EMR 107,852 49.1%
BIIB 107,789 282.8%
Top Reduces (Value $000, Stocks/ETFs)
PFE -604,454 -73.6%
CVX -535,440 -31.6%
KO -516,174 -32.5%
WMT -353,247 -31.1%
PEP -344,160 -33.9%
MRK -340,742 -70.4%
Alphabet Inc. Class C -294,003 -15.2%
BMY -259,850 -54.7%
GILD -217,882 -85.6%
TGT -213,190 -84.6%
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