Grantham, Mayo, Van Otterloo & Co. LLC

Q1 2020 13F-HR Holdings

Location
Boston, MA
Holdings as of
3/31/2020
Date filed
5/14/2020
Form type
13F-HR
Num holdings
745
Total value ($000)
$11,992,172
Net value change ($000)
-2,981,231 (-19.9%)
New positions
192
Sold out positions
117
Turnover %
14.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/13/2020 Next filing: 8/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
DGX 110,260 NEW
IEMG 87,526 108.2%
SBUX 83,556 NEW
KO 82,858 41.2%
NKE 67,990 875.3%
WTW 55,279 NEW
NTES 55,034 183.3%
QGEN 50,561 NEW
SCHW 46,003 136.0%
EL PASO ELECTRIC CO /TX/ 44,829 1942.3%
Top Reduces (Value $000, Stocks/ETFs)
MA -150,517 -100.0%
GOOGL -129,127 -38.4%
MRK -114,524 -32.8%
WFC -112,880 -33.1%
ORCL -112,088 -25.0%
HUM -108,711 -82.3%
BKNG -96,872 -100.0%
UNH -91,946 -20.2%
AAPL -91,913 -17.6%
AXP -90,673 -29.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 79,685 (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.
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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