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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
MDT icon
26
Medtronic
MDT
$107B
$278M 1.04%
3,706,658
-838,882
-18% -$63.2M
ACN icon
27
Accenture
ACN
$89.9B
$277M 1.03%
2,396,449
-26,297
-1% -$2.7M
WBC
28
DELISTED
WABCO HOLDINGS INC.
WBC
$248M 0.93%
2,320,236
+843,784
+57% +$79.8M
CVS icon
29
CVS Health
CVS
$137B
$241M 0.9%
2,319,096
+18,099
+0.8% +$1.76M
CVX icon
30
Chevron
CVX
$388B
$229M 0.86%
2,402,287
-434,250
-15% -$38M
VLO icon
31
Valero Energy
VLO
$89.8B
$224M 0.84%
3,494,458
+1,570,286
+82% +$99.9M
ITW icon
32
Illinois Tool Works
ITW
$81.4B
$210M 0.79%
2,054,770
-121,700
-6% -$11.3M
AIG icon
33
American International
AIG
$41.9B
$208M 0.78%
3,840,904
+626,270
+19% +$33.8M
JPM icon
34
JPMorgan Chase
JPM
$939B
$201M 0.75%
3,398,398
+230,000
+7% +$13.4M
NKE icon
35
Nike
NKE
$61.9B
$200M 0.75%
3,247,720
+22,320
+0.7% +$1.35M
EMR icon
36
Emerson Electric
EMR
$82.9B
$173M 0.65%
3,186,808
+19,852
+0.6% +$957K
TRV icon
37
Travelers Companies
TRV
$80.8B
$173M 0.64%
1,478,793
+630,730
+74% +$68.8M
PFE icon
38
Pfizer
PFE
$140B
$172M 0.64%
6,114,115
-186,794
-3% -$5.34M
PEP icon
39
PepsiCo
PEP
$186B
$167M 0.63%
1,632,541
-393,346
-19% -$38.9M
CL icon
40
Colgate-Palmolive
CL
$72.6B
$161M 0.6%
2,284,699
-378,572
-14% -$25.2M
ABT icon
41
Abbott
ABT
$180B
$155M 0.58%
3,713,180
-1,940,133
-34% -$76.9M
ELV icon
42
Elevance Health
ELV
$81.9B
$155M 0.58%
1,115,452
+211,000
+23% +$28.2M
IBM icon
43
IBM
IBM
$202B
$151M 0.56%
1,042,126
-52,560
-5% -$6.71M
MCD icon
44
McDonald's
MCD
$188B
$150M 0.56%
1,191,175
-290,534
-20% -$34.7M
COST icon
45
Costco
COST
$415B
$147M 0.55%
932,083
-288,700
-24% -$43.8M
C icon
46
Citigroup
C
$222B
$143M 0.54%
3,435,306
+347,821
+11% +$14.5M
HON icon
47
Honeywell
HON
$77.1B
$139M 0.52%
1,385,344
-65,215
-4% -$6.11M
SYK icon
48
Stryker
SYK
$127B
$138M 0.52%
1,287,095
-180,274
-12% -$17.8M
HUM icon
49
Humana
HUM
$46.7B
$136M 0.51%
743,379
-385,300
-34% -$66.8M
KDP icon
50
Keurig Dr Pepper
KDP
$40.4B
$131M 0.49%
1,463,004
+1,039,800
+246% +$94.9M
1
2
3 4 5

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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.