Grantham, Mayo, Van Otterloo & Co. LLC
Q3 2020 13F-HR Holdings
Net value change ($000)
+582,809
(4.3%)
New positions
124
Sold out positions
102
Turnover %
7.0%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q2 2020
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)
| LRCX | 220,239 | 4000.0% |
| KO | 153,990 | 51.9% |
| ADBE | 101,106 | 23242.8% |
| CRM | 100,384 | NEW |
| ABT | 98,224 | 89.6% |
| VIPS | 68,646 | 444.5% |
| NTES | 63,556 | 50.9% |
| SCHW | 49,259 | 52.5% |
| GRIZZLY MERGER SUB 1, LLC | 47,979 | NEW |
| UNH | 40,362 | 9.0% |
Top Reduces (Value $000, Stocks/ETFs)
| HON | -147,585 | -90.8% |
| NKE | -85,587 | -100.0% |
| MSFT | -63,680 | -9.2% |
| IBERIABANK CORP | -61,246 | -100.0% |
| AAPL | -61,238 | -9.9% |
| GOOGL | -55,343 | -19.3% |
| LQD | -54,921 | -84.5% |
| EL PASO ELECTRIC CO /TX/ | -51,664 | -100.0% |
| QGEN | -50,589 | -100.0% |
| BDX | -37,116 | -100.0% |
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 |
|---|