Grantham, Mayo, Van Otterloo & Co. LLC

Q4 2019 13F-HR Holdings

Location
Boston, MA
Holdings as of
12/31/2019
Date filed
2/13/2020
Form type
13F-HR
Num holdings
672
Total value ($000)
$14,973,403
Net value change ($000)
—
New positions
665
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/14/2014 Next filing: 5/14/2020 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)
MSFT 628,811 —
AAPL 521,802 —
UNH 455,912 —
ORCL 448,481 —
BABA 387,883 —
JNJ 385,905 —
MDT 374,239 —
MRK 348,968 —
WFC 341,019 —
GOOGL 336,258 —
Top Reduces (Value $000, Stocks/ETFs)
—
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 111,890 (0.7% of total reported value)
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