Grantham, Mayo, Van Otterloo & Co. LLC

Q2 2024 13F-HR Holdings

Location
Boston, MA
Holdings as of
6/30/2024
Date filed
8/13/2024
Form type
13F-HR
Num holdings
525
Total value ($000)
$29,607,885
Net value change ($000)
+2,090,540 (7.6%)
New positions
80
Sold out positions
68
Turnover %
4.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/14/2024 Next filing: 11/13/2024 SEC filing

Snapshot: Change Analysis

Compared to Q1 2024
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)
AAPL 488,528 62.8%
TMO 235,378 NEW
GOOGL 235,376 22.9%
MSFT 177,154 11.7%
PR 171,685 NEW
HLT 149,497 710.1%
META 117,499 11.8%
JNJ 116,857 15.3%
UNH 113,565 12.7%
ORCL 112,152 16.2%
Top Reduces (Value $000, Stocks/ETFs)
SEDG -110,313 -56.7%
LLY -105,987 -19.9%
TSM -77,400 -82.7%
STLA -73,899 -37.0%
PIONEER NATURAL RESOURCES CO -72,482 -100.0%
AMZN -59,210 -8.0%
CLS -57,115 -100.0%
CRM -53,139 -8.9%
CSIQ -49,170 -100.0%
QCOM -40,063 -58.7%
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