Grantham, Mayo, Van Otterloo & Co. LLC

Q4 2023 13F-HR Holdings

Location
Boston, MA
Holdings as of
12/31/2023
Date filed
2/13/2024
Form type
13F-HR
Num holdings
485
Total value ($000)
$22,660,828
Net value change ($000)
+1,489,298 (7.0%)
New positions
40
Sold out positions
127
Turnover %
5.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/13/2023 Next filing: 5/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
MSFT 208,717 22.7%
CRM 144,655 48.9%
TXN 140,285 34.7%
ABT 126,655 35.7%
ISRG 119,149 45.1%
GOOGL 117,517 19.9%
KO 103,220 26.7%
META 94,879 16.7%
AAPL 87,167 16.5%
ACN 82,484 17.4%
Top Reduces (Value $000, Stocks/ETFs)
ADBE -301,518 -100.0%
AIY -74,945 -100.0%
MOS -64,437 -68.4%
TECK -63,202 -57.7%
AHC -48,889 -57.0%
GPRE -45,076 -27.3%
EAF -43,280 -49.2%
MU -36,997 -62.0%
Seagen Inc. -35,840 -100.0%
NVS -31,906 -17.1%
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