Grantham, Mayo, Van Otterloo & Co. LLC
Q1 2024 13F-HR Holdings
Net value change ($000)
+4,856,517
(21.4%)
New positions
84
Sold out positions
56
Turnover %
3.3%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 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 | 385,767 | 34.2% |
| META | 332,799 | 50.2% |
| GOOGL | 321,577 | 45.5% |
| LRCX | 225,318 | 45.6% |
| ELV | 213,506 | 49.3% |
| ORCL | 207,879 | 43.0% |
| KO | 187,065 | 38.1% |
| MRK | 184,836 | 42.1% |
| AAPL | 162,586 | 26.4% |
| ISRG | 161,797 | 42.2% |
Top Reduces (Value $000, Stocks/ETFs)
| Livent Corp. | -121,882 | -100.0% |
| CSIQ | -90,908 | -64.9% |
| NVS | -62,724 | -40.7% |
| RUN | -56,557 | -22.7% |
| SPLUNK INC | -40,323 | -100.0% |
| TXNM | -37,136 | -100.0% |
| BTI | -28,885 | -44.2% |
| INTC | -25,619 | -26.3% |
| VFC | -25,573 | -82.7% |
| AMRC | -25,001 | -19.5% |
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 |
|---|