Grantham, Mayo, Van Otterloo & Co. LLC

Q4 2021 13F-HR Holdings

Location
Boston, MA
Holdings as of
12/31/2021
Date filed
2/11/2022
Form type
13F-HR
Num holdings
677
Total value ($000)
$20,819,823
Net value change ($000)
+603,468 (3.0%)
New positions
99
Sold out positions
93
Turnover %
5.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/12/2021 Next filing: 5/13/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 2021
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)
UNH 164,454 27.2%
AAPL 141,028 22.3%
TSM 131,501 285.3%
LRCX 113,332 28.0%
ELV 85,154 20.0%
MSFT 84,816 9.0%
V 83,310 44.8%
ACN 82,647 18.0%
KO 61,033 12.0%
DAR 59,455 62.6%
Top Reduces (Value $000, Stocks/ETFs)
GOOGL -195,162 -68.9%
VEREIT, Inc. -121,070 -100.0%
ATH-PA -104,354 -81.4%
KSUGBX -96,939 -100.0%
PPD, Inc. -87,851 -100.0%
BABA -78,422 -80.9%
MDT -68,852 -17.6%
WTW -63,673 -35.1%
ORCL -62,211 -10.5%
META -52,207 -11.5%
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