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Grantham, Mayo, Van Otterloo & Co (GMO)

Grantham, Mayo, Van Otterloo & Co (GMO) Portfolio holdings

AUM $39.1B
1-Year Est. Return 28.69%
This Fund
S&P 500
This Quarter Est. Return
+3.1%
1 Year Est. Return
+28.69%
3 Year Est. Return
+71.15%
5 Year Est. Return
+97.93%
10 Year Est. Return
+429.41%
AUM
$26.8B
AUM Growth
-$1.05B
Cap. Flow
-$1.51B
Cap. Flow %
-5.64%
Top 10 Hldgs %
27.84%
Holding
666
New
121
Increased
208
Reduced
217
Closed
90

Top Buys

Rank Stock Value
1
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$461M
2
SCHW
Charles Schwab
SCHW
+$314M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$184M
4
AXP icon
American Express
AXP
+$102M
5
VLO icon
Valero Energy
VLO
+$99.9M

Top Sells

Rank Stock Value
1
CHTR icon
Charter Communications
CHTR
+$565M
2
PM icon
Philip Morris
PM
+$475M
3
BHC icon
Bausch Health
BHC
+$447M
4
JD icon
JD.com
JD
+$438M
5
BIDU icon
Baidu
BIDU
+$356M

Sector Composition

Rank Sector Weight
1 Technology 20.74%
2 Healthcare 13.81%
3 Consumer Staples 11.98%
4 Financials 11.71%
5 Consumer Discretionary 11.59%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MOS icon
401
The Mosaic Company
MOS
$7.24B
$1.3M ﹤0.01%
48,104
+13,400
+39% +$350K
BAP icon
402
Credicorp
BAP
$30.6B
$1.3M ﹤0.01%
9,900
+5,500
+125% +$606K
MASI
403
DELISTED
Masimo
MASI
$1.29M ﹤0.01%
30,800
-300
-1% -$11.3K
KSS icon
404
Kohl's
KSS
$2.16B
$1.28M ﹤0.01%
27,577
-175,000
-86% -$8.21M
BTI icon
405
British American Tobacco
BTI
$136B
$1.28M ﹤0.01%
21,968
-25,600
-54% -$1.41M
ABEV icon
406
Ambev
ABEV
$47.9B
$1.2M ﹤0.01%
230,700
-129,600
-36% -$596K
PH icon
407
Parker-Hannifin
PH
$121B
$1.17M ﹤0.01%
10,500
-300
-3% -$30.1K
KR icon
408
Kroger
KR
$36.5B
$1.16M ﹤0.01%
+30,300
New +$1.17M
KMPR icon
409
Kemper
KMPR
$1.81B
$1.13M ﹤0.01%
38,318
-5,782
-13% -$173K
EOCC
410
DELISTED
Enel Generacion Chile S.A.
EOCC
$1.13M ﹤0.01%
39,160
-867
-2% -$23.4K
FN icon
411
Fabrinet
FN
$15B
$1.05M ﹤0.01%
+32,400
New +$872K
VG
412
DELISTED
Vonage Holdings Corporation
VG
$1.03M ﹤0.01%
225,300
-30,000
-12% -$148K
KG
413
Kestrel Group
KG
$68.6M
$1.01M ﹤0.01%
3,890
-530
-12% -$138K
BB icon
414
BlackBerry
BB
$4.69B
$1M ﹤0.01%
123,000
-518,700
-81% -$3.89M
DNR
415
DELISTED
Denbury Resources, Inc.
DNR
$994K ﹤0.01%
447,600
+184,000
+70% +$306K
FLOW
416
DELISTED
SPX FLOW, Inc.
FLOW
$981K ﹤0.01%
+39,100
New +$854K
HMN icon
417
Horace Mann Educators
HMN
$2.12B
$957K ﹤0.01%
30,200
-4,000
-12% -$123K
CMI icon
418
Cummins
CMI
$85.1B
$956K ﹤0.01%
8,700
+300
+4% +$29K
MET icon
419
MetLife
MET
$62.6B
$938K ﹤0.01%
23,955
+5,476
+30% +$205K
SPLS
420
DELISTED
Staples Inc
SPLS
$932K ﹤0.01%
84,472
-22,100
-21% -$208K
NIHD
421
DELISTED
NII Holdings, Inc. Common Stock
NIHD
$894K ﹤0.01%
161,700
+98,400
+155% +$429K
PAG icon
422
Penske Automotive Group
PAG
$14.8B
$860K ﹤0.01%
22,700
– –
SHG icon
423
Shinhan Financial Group
SHG
$32.6B
$852K ﹤0.01%
24,200
-4,900
-17% -$160K
TIMB icon
424
TIM SA
TIMB
$9.2B
$852K ﹤0.01%
77,000
-425,900
-85% -$3.74M
SSL icon
425
Sasol
SSL
$7.39B
$845K ﹤0.01%
28,600
+8,500
+42% +$231K
15 16
17
18 19

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Grantham, Mayo, Van Otterloo & Co (GMO)'s Q1 2016 Portfolio in Review

As of Q1 2016, Grantham, Mayo, Van Otterloo & Co (GMO) held 666 positions worth $26.8B, down 3.8% from $27.8B the previous quarter. Its ten largest holdings account for 28% of the portfolio.

Grantham, Mayo, Van Otterloo & Co (GMO) withdrew a net $1.51B in Q1 2016, closing 90 positions and reducing 217 holdings. Its most notable exit was Bausch Health, an estimated $447M position sold in full.

By sector, the portfolio is most concentrated in Technology at 21% of assets, up from 19% a quarter earlier, followed by Healthcare and Consumer Staples.

Against the trend, Grantham, Mayo, Van Otterloo & Co (GMO) opened a new position in iShares iBoxx $ High Yield Corporate Bond ETF worth $475M.

  • Grantham, Mayo, Van Otterloo & Co (GMO)'s largest Q1 2016 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 5,810,632 shares worth $475M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) added most to Charles Schwab in Q1 2016, an estimated $314M increase.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s biggest Q1 2016 reduction was Charter Communications, cutting an estimated $565M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) fully exited Bausch Health in Q1 2016, selling an estimated $447M.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s ten largest holdings make up 28% of its $26.8B portfolio in Q1 2016.
  • Grantham, Mayo, Van Otterloo & Co (GMO) opened 121 new positions and closed 90 in Q1 2016.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s portfolio value fell 3.8% quarter-over-quarter to $26.8B.

Based on Grantham, Mayo, Van Otterloo & Co (GMO)'s 13F filing for Q1 2016, filed 13 May 2016.