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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
PJT icon
151
PJT Partners
PJT
$4.37B
$32.6M 0.12%
1,354,136
+323,259
+31% +$8.33M
CTAS icon
152
Cintas
CTAS
$82.4B
$32.2M 0.12%
1,433,200
+774,400
+118% +$16.6M
NDAQ icon
153
Nasdaq
NDAQ
$51.5B
$31.8M 0.12%
1,438,125
+854,340
+146% +$17.6M
UPS icon
154
United Parcel Service
UPS
$97.6B
$31.1M 0.12%
295,100
+291,900
+9,122% +$28.4M
DOV icon
155
Dover
DOV
$27.2B
$30.8M 0.12%
593,128
+12,132
+2% +$588K
INXN
156
DELISTED
Interxion Holding N.V.
INXN
$30.8M 0.12%
890,000
+485,300
+120% +$15.1M
ROST icon
157
Ross Stores
ROST
$76.6B
$30M 0.11%
518,741
+28,580
+6% +$1.59M
PNK
158
DELISTED
Pinnacle Entertainment Inc.
PNK
$29.6M 0.11%
842,780
-34,020
-4% -$1.03M
AGO icon
159
Assured Guaranty
AGO
$3.78B
$28.1M 0.1%
1,108,775
+744,330
+204% +$18.3M
IBN icon
160
ICICI Bank
IBN
$106B
$27.9M 0.1%
4,291,650
+3,787,190
+751% +$22.2M
GAS
161
DELISTED
AGL Resources Inc
GAS
$27.5M 0.1%
+422,770
New +$27.2M
QIHU
162
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$27.5M 0.1%
+363,380
New +$26.3M
HOT
163
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$27.2M 0.1%
+326,277
New +$22.3M
GS icon
164
Goldman Sachs
GS
$313B
$27.1M 0.1%
172,918
-68,520
-28% -$10.6M
CTXS
165
DELISTED
Citrix Systems Inc
CTXS
$26.9M 0.1%
430,066
-2,261
-0.5% -$128K
DOX icon
166
Amdocs
DOX
$5.53B
$26.6M 0.1%
+440,400
New +$24.7M
AGCO icon
167
AGCO
AGCO
$8.78B
$26.6M 0.1%
535,200
+384,100
+254% +$18.5M
LNC icon
168
Lincoln National
LNC
$7.91B
$26.5M 0.1%
675,918
+18,230
+3% +$712K
INGR icon
169
Ingredion
INGR
$6.38B
$26.1M 0.1%
244,849
+230,449
+1,600% +$23M
PEG icon
170
Public Service Enterprise Group
PEG
$39.8B
$25.6M 0.1%
542,800
+172,400
+47% +$7.32M
HSIC icon
171
Henry Schein
HSIC
$9.74B
$25.4M 0.09%
374,488
-11,475
-3% -$717K
SYY icon
172
Sysco
SYY
$39.7B
$24.1M 0.09%
515,616
-518,438
-50% -$22.4M
EC icon
173
Ecopetrol
EC
$32.9B
$23.7M 0.09%
2,747,300
+165,700
+6% +$1.17M
VEON icon
174
VEON
VEON
$3.53B
$23.3M 0.09%
218,668
+72,912
+50% +$6.44M
AMGN icon
175
Amgen
AMGN
$203B
$23.1M 0.09%
154,015
-201,848
-57% -$30M
5 6
7
8 9

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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.