SEC 13F Intelligence

Managers / Q4 2022 · view latest →

Grantham, Mayo, Van Otterloo & Co. LLC

CIK 0001352662 · 53 STATE STREET, SUITE 3300, BOSTON, MA, 02109 · 617-330-7500

Reported Value
$18.8B
Q4 2022
Positions
709
Filings on Record
30
2019–present window
Filed
Feb 13, 2023
original filing

Summary

Grantham, Mayo, Van Otterloo & Co. LLC reported $18.8B in U.S.-listed holdings across 709 positions for Q4 2022.

Its largest position, MSFT, represents 4.2% of the portfolio.

Compared with Q3 2022, the fund opened 94 new positions and exited 96.

Portfolio Metrics

Turnover
+10.5%
vs prior filed quarter
Top-10 Concentration
+24.3%
share of reported value
Largest Position
+4.2%
Microsoft
New / Exited
94 / 96
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q4 ’18: $12.5BQ4 ’18Q1 ’19: $13.9BQ2 ’19: $14.2BQ3 ’19: $14.4BQ4 ’19: $15.0BQ4 ’19Q1 ’20: $12.0BQ2 ’20: $13.5BQ3 ’20: $14.1BQ4 ’20: $16.3BQ4 ’20Q1 ’21: $18.3BQ2 ’21: $20.0BQ3 ’21: $20.2BQ4 ’21: $20.8BQ4 ’21Q1 ’22: $20.7BQ2 ’22: $18.5BQ3 ’22: $17.3BQ4 ’22: $18.8BQ4 ’22Q1 ’23: $19.7BQ2 ’23: $21.6BQ3 ’23: $21.2BQ4 ’23: $22.7BQ4 ’23Q1 ’24: $27.5BQ2 ’24: $29.6BQ3 ’24: $31.9BQ4 ’24: $30.7BQ4 ’24Q1 ’25: $31.7BQ2 ’25: $33.2BQ3 ’25: $35.5BQ4 ’25: $39.1BQ4 ’25Q1 ’26: $39.1Bfilingsflow.com

Portfolio Composition

By security type
Common Stock: 86.8%Other: 6.5%ADR: 5.0%REIT: 1.1%NY Reg Shrs: 0.5%Other: 0.1%
  • Common Stock · 86.8% · $16.3B
  • Other · 6.5% · $1.2B
  • ADR · 5.0% · $941M
  • REIT · 1.1% · $204M
  • NY Reg Shrs · 0.5% · $97M
  • Other · 0.1% · $20M

Quarter-over-Quarter Changes full breakdown →

vs Q3 2022 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
AAALCOA CORPNEW+1.54M1.54M+$70M$70M
S76STORE CAP CORPNEW+1.01M1.01M+$32M$32M
SGFYGBPSIGNIFY HEALTH INCNEW+917.0K917.0K+$26M$26M
IAA-WUSDIAA INCNEW+530.0K530.0K+$21M$21M
BNBROOKFIELD CORPNEW+527.3K527.3K+$17M$17M
1LIFE HEALTHCARE INCNEW+930.6K930.6K+$16M$16M
ACIALBERTSONS COS INCNEW+481.2K481.2K+$10M$10M
FMXFOMENTO ECONOMICO MEXICANO SNEW+109.8K109.8K+$9M$9M

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q4 2022

50 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1MSFTMICROSOFT CORPhistory →COM4.24%$797M3.32M
2UNHUNITEDHEALTH GROUP INChistory →COM2.95%$554M1.04M
3JNJJOHNSON & JOHNSONhistory →COM2.76%$518M2.93M
4AAPLAPPLE INChistory →COM2.22%$417M3.21M
5USBUS BANCORP DELhistory →COM NEW2.22%$416M9.54M
6ORCLORACLE CORPhistory →COM2.06%$386M4.72M
7TJXTJX COS INC NEWhistory →COM1.97%$369M4.64M
8KOCOCA COLA COhistory →COM1.96%$369M5.80M
9ELVELEVANCE HEALTH INChistory →COM1.94%$364M708.8K
10TXNTEXAS INSTRS INChistory →COM1.93%$363M2.20M
11AMZNAMAZON COM INChistory →COM1.93%$362M4.31M
12MRKMERCK & CO INChistory →COM1.86%$349M3.14M
13METAMETA PLATFORMS INChistory →CL A1.84%$346M2.88M
14GOOGLALPHABET INChistory →CAP STK CL A1.78%$334M3.78M
15LRCXEURLAM RESEARCH CORPhistory →COM1.71%$322M765.3K
16ACCENTURE PLC IRELANDSHS CLASS A1.71%$321M1.20M
17WFCWELLS FARGO CO NEWhistory →COM1.64%$309M7.47M
18LLYLILLY ELI & COhistory →COM1.51%$284M777.0K
19VVISA INChistory →COM CL A1.39%$261M1.25M
20OTISOTIS WORLDWIDE CORPhistory →COM1.38%$259M3.30M
21DGXQUEST DIAGNOSTICS INChistory →COM1.24%$232M1.48M
22ADBEADOBE SYSTEMS INCORPORATEDhistory →COM1.21%$227M674.6K
23MEDTRONIC PLCSHS1.19%$223M2.87M
24AXPAMERICAN EXPRESS COhistory →COM1.05%$197M1.34M
25KLACKLA CORPhistory →COM NEW1.05%$196M520.6K
26CICIGNA CORP NEWhistory →COM1.00%$188M567.8K
27SEDGSOLAREDGE TECHNOLOGIES INChistory →COM0.99%$186M657.7K
28CRMSALESFORCE INChistory →COM0.98%$184M1.39M
29ABTABBOTT LABShistory →COM0.96%$180M1.64M
30TECK/BTECK RESOURCES LTDhistory →CL B0.91%$172M4.54M
31RUNSUNRUN INChistory →COM0.90%$168M7.01M
32AMRCAMERESCO INChistory →CL A0.87%$163M2.86M
33CB1ACONSTELLATION BRANDS INChistory →CL A0.85%$160M692.1K
34ISRGINTUITIVE SURGICAL INChistory →COM NEW0.83%$156M586.2K
35DARDARLING INGREDIENTS INChistory →COM0.78%$146M2.34M
36KOSKOSMOS ENERGY LTDhistory →COM0.73%$136M21.41M
37AGCOAGCO CORPhistory →COM0.72%$135M970.8K
38BWABORGWARNER INChistory →COM0.70%$131M3.25M
39TSMTAIWAN SEMICONDUCTOR MFG LTDhistory →SPONSORED ADS0.68%$128M1.71M
40MOSMOSAIC CO NEWhistory →COM0.59%$110M2.50M
41UBS GROUP AGSHS0.58%$108M5.81M
42G3VGREEN PLAINS INChistory →COM0.52%$98M3.22M
43STMSTMICROELECTRONICS N Vhistory →NY REGISTRY0.52%$97M2.74M
44BPBP PLChistory →SPONSORED ADR0.51%$97M2.77M
45EXMOCEXXON MOBIL CORPhistory →COM0.50%$94M852.8K
46CSIQCANADIAN SOLAR INChistory →COM0.48%$90M2.92M
47FCXFREEPORT-MCMORAN INChistory →CL B0.44%$82M2.15M
48CMCSACOMCAST CORP NEWhistory →CL A0.39%$73M2.08M
49EAFEURGRAFTECH INTL LTDhistory →COM0.38%$71M15.01M
50AAALCOA CORPhistory →COM0.37%$70M1.54M

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$39.1B628May 14, 202613F-HRchanges · EDGAR ↗
Q4 2025$39.1B654Feb 17, 202613F-HRchanges · EDGAR ↗
Q3 2025$35.5B600Nov 13, 202513F-HRchanges · EDGAR ↗
Q2 2025$33.2B608Aug 13, 202513F-HRchanges · EDGAR ↗
Q1 2025$31.7B615May 14, 202513F-HRchanges · EDGAR ↗
Q4 2024$30.7B570Feb 13, 202513F-HRchanges · EDGAR ↗
Q3 2024$31.9B559Nov 13, 202413F-HRchanges · EDGAR ↗
Q2 2024$29.6B525Aug 13, 202413F-HRchanges · EDGAR ↗
Q1 2024$27.5B513May 14, 202413F-HRchanges · EDGAR ↗
Q4 2023$22.7B485Feb 13, 202413F-HRchanges · EDGAR ↗
Q3 2023$21.2B572Nov 13, 202313F-HRchanges · EDGAR ↗
Q2 2023$21.6B675Aug 14, 202313F-HRchanges · EDGAR ↗
Q1 2023$19.7B693May 12, 202313F-HRchanges · EDGAR ↗
Q4 2022$18.8B709Feb 13, 202313F-HRchanges · EDGAR ↗
Q3 2022$17.3B712Nov 10, 202213F-HRchanges · EDGAR ↗
Q2 2022$18.5B737Aug 12, 202213F-HRchanges · EDGAR ↗
Q1 2022$20.7B687May 13, 202213F-HRchanges · EDGAR ↗
Q4 2021$20.8B677Feb 11, 202213F-HRchanges · EDGAR ↗
Q3 2021$20.2B672Nov 12, 202113F-HRchanges · EDGAR ↗
Q2 2021$20.0B704Aug 12, 202113F-HRchanges · EDGAR ↗
Q1 2021$18.3B831May 13, 202113F-HRchanges · EDGAR ↗
Q4 2020$16.3B794Feb 12, 202113F-HRchanges · EDGAR ↗
Q3 2020$14.1B759Nov 13, 202013F-HRchanges · EDGAR ↗
Q2 2020$13.5B738Aug 13, 202013F-HRchanges · EDGAR ↗
Q1 2020$12.0B745May 14, 202013F-HRchanges · EDGAR ↗
Q4 2019$15.0B672Feb 13, 202013F-HRchanges · EDGAR ↗
Q3 2019$14.4B718Nov 13, 201913F-HRchanges · EDGAR ↗
Q2 2019$14.2B699Aug 13, 201913F-HRchanges · EDGAR ↗
Q1 2019$13.9B696May 14, 201913F-HRchanges · EDGAR ↗
Q4 2018$12.5B524Feb 13, 201913F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.