Grantham, Mayo, Van Otterloo & Co. LLC
Q4 2020 13F-HR Holdings
Net value change ($000)
+2,228,211
(15.9%)
New positions
167
Sold out positions
132
Turnover %
13.9%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q3 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)
| WFC | 141,295 | 65.7% |
| USB | 108,470 | 31.8% |
| IVV | 96,550 | NEW |
| LRCX | 92,932 | 41.2% |
| LYFT | 80,808 | 77.9% |
| XLNX | 75,337 | NEW |
| GOOGL | 71,578 | 30.8% |
| IPHI | 68,505 | NEW |
| CRM | 66,019 | 65.8% |
| KO | 62,082 | 13.8% |
Top Reduces (Value $000, Stocks/ETFs)
| PM | -151,282 | -100.0% |
| SBUX | -101,453 | -100.0% |
| BABA | -83,528 | -19.4% |
| HYG | -52,224 | -62.5% |
| GRIZZLY MERGER SUB 1, LLC | -47,979 | -100.0% |
| TD AMERITRADE HOLDING CORP | -44,367 | -100.0% |
| STLA | -39,735 | -100.0% |
| ACIA | -31,563 | -100.0% |
| Wright Medical Group N.V. | -28,158 | -100.0% |
| LBRDA | -25,933 | -33.5% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
41,122
(0.3% 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 |
|---|