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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
AVT icon
126
Avnet
AVT
$7.25B
$44.9M 0.17%
1,013,700
+686,700
+210% +$28.2M
CHD icon
127
Church & Dwight Co
CHD
$23.4B
$44.5M 0.17%
964,956
-246,600
-20% -$10.8M
GPC icon
128
Genuine Parts
GPC
$17.6B
$44.2M 0.17%
444,600
-182,000
-29% -$16.1M
TV icon
129
Televisa
TV
$1.48B
$42.6M 0.16%
1,550,700
+1,325,700
+589% +$34.8M
AVY icon
130
Avery Dennison
AVY
$12.5B
$42.2M 0.16%
584,800
+420,700
+256% +$27.2M
STJ
131
DELISTED
St Jude Medical
STJ
$41.6M 0.16%
757,155
-35,100
-4% -$1.91M
BUD icon
132
AB InBev
BUD
$156B
$41.2M 0.15%
330,836
+204,400
+162% +$24.3M
CVC
133
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$40.3M 0.15%
1,219,815
+287,045
+31% +$9.25M
PNC icon
134
PNC Financial Services
PNC
$99.6B
$40M 0.15%
472,467
+8,428
+2% +$718K
TAL icon
135
TAL Education Group
TAL
$5.86B
$39.8M 0.15%
4,809,840
-401,520
-8% -$3.21M
YOKU
136
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
$39.5M 0.15%
1,438,071
-434,229
-23% -$11.9M
KLAC icon
137
KLA
KLAC
$266B
$39.1M 0.15%
5,367,310
-6,215,250
-54% -$41.8M
EG icon
138
Everest Group
EG
$15.4B
$38.3M 0.14%
194,050
+86,180
+80% +$15.9M
PGR icon
139
Progressive
PGR
$125B
$37.5M 0.14%
1,065,896
+68,831
+7% +$2.2M
ALR
140
DELISTED
Alere Inc
ALR
$37.3M 0.14%
+736,344
New +$35.3M
FWONK icon
141
Liberty Media Series C
FWONK
$24.6B
$37.1M 0.14%
+1,376,037
New +$34.2M
CIG icon
142
CEMIG Preferred Shares
CIG
$6.18B
$37M 0.14%
32,115,884
-390,834
-1% -$319K
CM icon
143
Canadian Imperial Bank of Commerce
CM
$108B
$37M 0.14%
986,200
-72,400
-7% -$2.41M
NOC icon
144
Northrop Grumman
NOC
$77.8B
$36.5M 0.14%
184,400
+44,500
+32% +$8.41M
HELE icon
145
Helen of Troy
HELE
$658M
$35.8M 0.13%
345,715
+258,000
+294% +$24.1M
TTM
146
DELISTED
Tata Motors Limited
TTM
$35.4M 0.13%
1,217,421
+80,377
+7% +$2.03M
TROW icon
147
T. Rowe Price
TROW
$25.5B
$34.7M 0.13%
472,331
+123,080
+35% +$8.55M
CB icon
148
Chubb
CB
$139B
$34.5M 0.13%
289,754
-126,188
-30% -$14.5M
APH icon
149
Amphenol
APH
$184B
$34.3M 0.13%
2,370,172
-589,088
-20% -$7.65M
MGA icon
150
Magna International
MGA
$18.3B
$33.9M 0.13%
785,500
-721,900
-48% -$26.9M
4 5
6
7 8

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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.