Grantham, Mayo, Van Otterloo & Co. LLC

Q3 2022 13F-HR Holdings

Location
Boston, MA
Holdings as of
9/30/2022
Date filed
11/10/2022
Form type
13F-HR
Num holdings
712
Total value ($000)
$17,331,001
Net value change ($000)
-1,130,304 (-6.1%)
New positions
94
Sold out positions
120
Turnover %
6.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/12/2022 Next filing: 2/13/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 2022
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)
JNJ 86,881 21.5%
GSK 63,007 NEW
VMWA 50,664 NEW
AMRC 44,867 31.7%
TXNM 39,135 663.4%
STM 38,662 110.0%
DUKE REALTY CORP 38,247 565.9%
CONTINENTAL RESOURCES, INC 32,030 NEW
MOS 30,553 36.6%
TJX 27,585 10.2%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -105,408 -18.2%
MSFT -87,477 -10.7%
IEMG -85,345 -99.5%
GSK -84,796 -100.0%
USB -57,025 -12.9%
GOOGL -55,819 -14.1%
HR -55,087 -100.0%
TX -49,940 -100.0%
TERMINIX GLOBAL HOLDINGS INC -49,539 -100.0%
ACN -49,199 -13.6%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 11,721 (0.1% 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