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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
MBT
51
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$127M 0.47%
15,642,579
+2,962,427
+23% +$20.6M
AET
52
DELISTED
Aetna Inc
AET
$121M 0.45%
1,072,915
+375,400
+54% +$40.2M
SU icon
53
Suncor Energy
SU
$77.7B
$120M 0.45%
4,286,407
-603,768
-12% -$14.6M
CTSH icon
54
Cognizant
CTSH
$21.5B
$118M 0.44%
1,882,419
-87,674
-4% -$5.1M
TSM icon
55
TSMC
TSM
$2.09T
$116M 0.43%
4,427,423
-1,346,625
-23% -$31.5M
JD icon
56
JD.com
JD
$40.8B
$115M 0.43%
4,321,559
-16,696,274
-79% -$438M
ESRX
57
DELISTED
Express Scripts Holding Company
ESRX
$112M 0.42%
1,624,557
-1,578,735
-49% -$113M
GM icon
58
General Motors
GM
$74.7B
$107M 0.4%
3,403,900
+1,303,900
+62% +$39.2M
VFC icon
59
VF Corp
VFC
$6.68B
$101M 0.38%
1,651,545
-21,047
-1% -$1.22M
LLY icon
60
Eli Lilly
LLY
$1.07T
$99.4M 0.37%
1,380,293
-52,400
-4% -$3.96M
CHKP icon
61
Check Point Software Technologies
CHKP
$13.3B
$96.5M 0.36%
1,103,300
+720,300
+188% +$57.9M
SLF icon
62
Sun Life Financial
SLF
$45.6B
$95.9M 0.36%
2,959,200
+3,300
+0.1% +$96.9K
BDX icon
63
Becton Dickinson
BDX
$43.1B
$91.5M 0.34%
617,844
-150,592
-20% -$21.4M
DHR icon
64
Danaher
DHR
$135B
$88.2M 0.33%
1,383,287
-964,077
-41% -$57.5M
MON
65
DELISTED
Monsanto Co
MON
$87.7M 0.33%
999,808
-316,411
-24% -$28.6M
LBTYA icon
66
Liberty Global Class A
LBTYA
$3.31B
$87.3M 0.33%
2,599,008
+385,327
+17% +$12.1M
BBBY
67
DELISTED
Bed Bath & Beyond Inc
BBBY
$86.5M 0.32%
1,742,668
+987,200
+131% +$46.2M
TJX icon
68
TJX Companies
TJX
$170B
$85.5M 0.32%
2,183,792
-67,576
-3% -$2.45M
BLD
69
DELISTED
TopBuild
BLD
$85.4M 0.32%
2,871,762
+399,154
+16% +$10.8M
CX icon
70
Cemex
CX
$17.4B
$85M 0.32%
12,633,358
+3,790,359
+43% +$18.7M
COF icon
71
Capital One
COF
$124B
$82.2M 0.31%
1,185,770
+293,230
+33% +$19.4M
ALLY icon
72
Ally Financial
ALLY
$13.1B
$82M 0.31%
4,380,230
+2,239,930
+105% +$38.6M
LBTYK icon
73
Liberty Global Class C
LBTYK
$3.27B
$80.6M 0.3%
2,473,026
-2,497,955
-50% -$76M
ITC
74
DELISTED
ITC HOLDINGS CORP
ITC
$79.1M 0.3%
+1,816,236
New +$73.8M
CMCSA icon
75
Comcast
CMCSA
$79.1B
$79.1M 0.3%
2,590,950
+172,580
+7% +$4.95M
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.