Grantham, Mayo, Van Otterloo & Co. LLC
Q1 2023 13F-HR Holdings
Net value change ($000)
+887,338
(4.7%)
New positions
87
Sold out positions
101
Turnover %
3.0%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 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)
| META | 235,827 | 68.1% |
| MSFT | 154,980 | 19.5% |
| GOOGL | 139,197 | 41.7% |
| AMZN | 130,114 | 36.0% |
| AAPL | 101,142 | 24.3% |
| LRCX | 97,131 | 30.2% |
| CRM | 89,035 | 48.5% |
| Livent Corp. | 69,160 | 118.1% |
| ACN | 69,111 | 21.5% |
| RUN | 63,555 | 37.7% |
Top Reduces (Value $000, Stocks/ETFs)
| USB | -170,500 | -41.0% |
| CI | -55,513 | -29.5% |
| JNJ | -53,411 | -10.3% |
| AGCO | -48,693 | -36.2% |
| Resolute Forest Products Inc. | -41,174 | -100.0% |
| PRU | -35,873 | -77.6% |
| AXP | -35,055 | -17.8% |
| ELV | -33,453 | -9.2% |
| STORE CAPITAL LLC | -32,433 | -100.0% |
| XOM | -29,189 | -31.0% |
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 |
|---|