Stocks/Funds/CIK 1352662

Grantham, Mayo, Van Otterloo & Co. LLC

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1352662
Assets
$39.06B
+23.3% YoY
Holdings
627
Lifetime alpha vs market
-0.45% annual
Average hold time
4.3 yr
median 3.8 yr

Quarterly history

Cum return +73% vs S&P +77% · α -4% lifetimeAUM $39.1B · peak $39.1BFlow $999M (+3%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
+3.59%
adds when stocks drop
when a holding falls −10%+
Middle response
+5.73%
steady accumulation
Rally response
-10.66%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
MSFTMicrosoft Corporation$2.29B5.9%-0.6%10.5 yr
GOOGLAlphabet Inc.$1.98B5.1%10.5 yr
JNJJohnson & Johnson$1.78B4.6%+51.5%10.5 yr
AAPLApple Inc.$1.76B4.5%+14.7%10.5 yr
METAMeta Platforms, Inc.$1.76B4.5%-0.4%8.3 yr
LRCXLam Research Corporation$1.48B3.8%+196.1%1.5 yr
AMZNAmazon.com, Inc.$1.30B3.3%+9.5%8.8 yr
TMOThermo Fisher Scientific$1.23B3.1%-0.9%3.8 yr
AVGOBroadcom Inc.$1.04B2.7%+86.0%5.3 yr
USBU.S. Bancorp$994M2.5%+27.1%9.3 yr
TXNTexas Instruments Incorp$983M2.5%+11.4%10.0 yr
VVisa Inc.$918M2.3%-13.1%8.8 yr
ABTAbbott Laboratories$915M2.3%-21.1%10.5 yr
UNHUnitedHealth Group Incor$855M2.2%-46.9%10.5 yr
MRKMerck & Co., Inc.$844M2.2%+38.9%10.0 yr

Portfolio composition (YoY)

Industry mix
Semiconductors12.4%+4.4pp$4.84B
Internet Content & Information9.8%+2.0pp$3.81B
Drug Manufacturers - General9.4%+1.9pp$3.66B
Software - Infrastructure6.8%-1.7pp$2.66B
Medical - Healthcare Plans5.5%-3.1pp$2.17B
Consumer Electronics4.6%-0.2pp$1.79B
Software - Application4.1%+0.4pp$1.61B
Medical - Diagnostics & Research4.1%+0.7pp$1.60B
Medical - Devices4.0%-1.3pp$1.56B
Financial - Credit Services4.0%-0.1pp$1.55B
Country
US90.1%-0.8pp
IE2.1%-0.5pp
CA1.9%+0.4pp
GB1.7%+0.3pp
NL0.8%+0.5pp
IL0.4%+0.0pp
FR0.4%+0.4pp
DE0.3%-0.1pp
Top 5: 24.5% · Top 10: 39.9% · Top 25: 68.7%

Winners

TickerPrev $PnLYoY %
LRCX$625M+1.22B196.1%
JNJ$1.13B+0.57B51.5%
KLAC$376M+0.44B118.2%
AVGO$291M+0.25B86.0%
MRK$600M+0.23B38.9%

Losers

TickerPrev $PnLYoY %
UNH$1.17B-0.53B-46.9%
ACN$761M-0.26B-35.6%
ABT$1.08B-0.22B-21.1%
CRM$716M-0.21B-30.2%
V$1.04B-0.14B-13.1%

Top buys this quarter · 15

MA Mastercard Incorporated+$473M
NFLX Netflix, Inc.+$386M
SNPS Synopsys, Inc.+$358M
MSFT Microsoft Corporation+$2.29B
CI Cigna Corporation+$171M
UNH UnitedHealth Group Incorporate+$855M
V Visa Inc.+$918M
UBER Uber Technologies, Inc.+$111M
META Meta Platforms, Inc.+$1.76B
AVGO Broadcom Inc.+$1.04B

Top sells this quarter · 15

LRCX Lam Research Corporation$521M
WFC Wells Fargo & Company$420M
PR Permian Resources Corporation$283M
NVDA NVIDIA Corporation$92M
KLAC KLA Corporation$618M
DAR Darling Ingredients Inc.$134M
KOS Kosmos Energy Ltd.$32M
BTI British American Tobacco p.l.c$44M
KO The Coca-Cola Company$616M
HLT Hilton Worldwide Holdings Inc.$672M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$39.06B627+17.87%+17.59%+0.28%+1.00B
2025-12-31$39.10B652+18.18%+17.72%+0.46%+2.02B
2025-09-30$35.38B596+10.27%+17.52%-7.25%+0.11B
2025-06-30$33.01B603+10.53%+14.94%-4.42%-1.25B
2025-03-31$31.69B614+2.69%+8.30%-5.62%+1.71B
2024-12-31$30.72B569+13.38%+24.89%-11.51%-0.45B
2024-09-30$31.86B558+27.76%+36.04%-8.27%+0.20B
2024-06-30$29.57B524+14.62%+24.49%-9.87%+1.97B
2024-03-31$27.48B512+23.69%+29.62%-5.93%+3.08B
2023-12-31$22.64B484+21.66%+26.18%-4.51%-0.68B
2023-09-30$21.16B571+20.48%+21.57%-1.08%+0.42B
2023-06-30$21.59B673+19.63%+19.42%+0.21%+0.29B
2023-03-31$19.65B691-4.84%-7.82%+2.98%-0.24B
2022-12-31$18.76B704+9.14%+7.56%+1.58%-0.10B
2022-09-30$17.28B705-4.60%-4.93%+0.33%-0.29B
2022-06-30$18.42B730-13.79%-16.11%+2.32%+0.58B