Grantham, Mayo, Van Otterloo & Co. LLC

Q4 2024 13F-HR Holdings

Location
Boston, MA
Holdings as of
12/31/2024
Date filed
2/13/2025
Form type
13F-HR
Num holdings
570
Total value ($000)
$30,741,685
Net value change ($000)
-1,164,326 (-3.6%)
New positions
75
Sold out positions
64
Turnover %
6.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/13/2024 Next filing: 5/14/2025 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
LRCX 584,894 NEW
TMO 287,984 102.5%
GOOGL 181,879 15.0%
V 131,319 16.3%
IVV 128,450 NEW
CRM 125,063 20.2%
HLT 113,888 30.3%
AAPL 103,924 7.0%
STZ 99,814 22.6%
ABT 82,647 10.2%
Top Reduces (Value $000, Stocks/ETFs)
LRCX -660,861 -100.0%
KO -242,720 -29.2%
TJX -213,446 -31.9%
ISRG -180,496 -24.5%
ELV -137,978 -15.8%
RUN -102,546 -51.1%
JNJ -100,194 -9.8%
CI -84,612 -17.2%
KLAC -81,736 -19.2%
TXN -72,769 -8.3%
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