Grantham, Mayo, Van Otterloo & Co. LLC
Q2 2023 13F-HR Holdings
Net value change ($000)
+1,941,444
(9.9%)
New positions
76
Sold out positions
94
Turnover %
3.7%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2023
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)
| ISRG | 149,361 | 97.1% |
| ABT | 145,271 | 87.0% |
| META | 122,504 | 21.0% |
| UNH | 118,612 | 22.2% |
| ORCL | 112,473 | 27.3% |
| LLY | 112,254 | 41.5% |
| MRK | 92,596 | 28.5% |
| JNJ | 91,611 | 19.7% |
| AMZN | 85,378 | 17.4% |
| LRCX | 83,368 | 19.9% |
Top Reduces (Value $000, Stocks/ETFs)
| MDT | -222,080 | -96.6% |
| CSIQ | -55,211 | -47.4% |
| UBS GROUP AG | -53,599 | -57.4% |
| RUN | -45,674 | -19.7% |
| Livent Corp. | -42,697 | -33.4% |
| OXY | -37,058 | -100.0% |
| BP | -35,103 | -31.1% |
| CRWD | -29,314 | -100.0% |
| T | -27,979 | -83.4% |
| Evoqua Water Technologies Corp. | -26,449 | -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 |
|---|