Grantham, Mayo, Van Otterloo & Co. LLC
Q4 2022 13F-HR Holdings
Net value change ($000)
+1,440,840
(8.3%)
New positions
94
Sold out positions
96
Turnover %
4.8%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q3 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)
| AMZN | 151,555 | 72.1% |
| ADBE | 106,937 | 89.1% |
| META | 101,379 | 41.4% |
| ORCL | 93,845 | 32.1% |
| SEDG | 90,480 | 94.4% |
| MRK | 81,150 | 30.3% |
| OTIS | 75,174 | 41.0% |
| TJX | 71,771 | 24.1% |
| KLAC | 70,376 | 55.9% |
| AA | 70,133 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| GPN | -127,962 | -98.6% |
| WFC | -101,710 | -24.8% |
| TSM | -64,294 | -33.5% |
| ALLEGHANY CORP /DE | -55,398 | -100.0% |
| AAPL | -55,247 | -11.7% |
| GSK | -52,345 | -83.1% |
| CSCO | -48,965 | -61.3% |
| CSIQ | -47,005 | -34.2% |
| DUKE REALTY CORP | -45,006 | -100.0% |
| Archaea Energy Inc. | -38,389 | -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 |
|---|