Grantham, Mayo, Van Otterloo & Co. LLC

Q3 2023 13F-HR Holdings

Location
Boston, MA
Holdings as of
9/30/2023
Date filed
11/13/2023
Form type
13F-HR
Num holdings
572
Total value ($000)
$21,171,530
Net value change ($000)
-429,093 (-2.0%)
New positions
56
Sold out positions
159
Turnover %
3.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2023 Next filing: 2/13/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
UNH 121,983 18.7%
NVS 117,208 170.1%
KOS 65,035 55.3%
GOOGL 46,653 8.6%
GE 45,307 55.0%
ABT 42,744 13.7%
KO 34,285 9.7%
CSIQ 31,393 51.3%
LZM 31,263 NEW
BLDR 31,092 755.6%
Top Reduces (Value $000, Stocks/ETFs)
META -136,840 -19.4%
MSFT -114,747 -11.1%
AAPL -58,572 -10.0%
AMZN -58,292 -10.1%
ORCL -53,881 -10.3%
ISRG -38,889 -12.8%
AMRC -38,556 -20.7%
LRCX -38,128 -7.6%
AGCO -37,501 -41.8%
PDC ENERGY, INC. -37,367 -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.
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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