Grantham, Mayo, Van Otterloo & Co. LLC

Q3 2024 13F-HR Holdings

Location
Boston, MA
Holdings as of
9/30/2024
Date filed
11/13/2024
Form type
13F-HR
Num holdings
559
Total value ($000)
$31,906,011
Net value change ($000)
+2,298,126 (7.8%)
New positions
97
Sold out positions
63
Turnover %
2.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/13/2024 Next filing: 2/13/2025 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
V 341,458 74.0%
META 230,730 20.7%
ORCL 221,564 27.6%
AAPL 210,684 16.6%
ABT 208,713 34.7%
HLT 205,736 120.6%
ACN 155,679 25.2%
ELV 144,583 19.8%
JNJ 139,488 15.8%
CI 121,425 32.7%
Top Reduces (Value $000, Stocks/ETFs)
AXP -265,605 -90.9%
GE -205,970 -71.5%
LRCX -156,537 -19.2%
KLAC -145,399 -25.4%
STLA -65,157 -51.9%
GOOGL -48,218 -3.8%
LLY -46,023 -10.8%
Unilever PLC -42,921 -78.9%
DAR -36,449 -15.9%
STM -35,990 -34.2%
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