CIK: 0001352662
Total reported value
$39.1B
Reporting period: 2026-03-31 · Number of holdings: 628
Grantham, Mayo, Van Otterloo & Co. LLC disclosed 628 holdings in its latest 13F filing for the period ending 2026-03-31, with total reported value of $39.1B and a quarterly turnover rate of 21.3%.
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Grantham, Mayo, Van Otterloo & Co. LLC's disclosed holdings carry a Herfindahl concentration index of 0.024 — mathematically equivalent to about 42 equally-sized positions, well below its 628 actual disclosed holdings. That gap points to a strategy built around a small core of high-conviction bets rather than broad diversification.
Position sizes vary widely across the portfolio (a coefficient of variation of 3.75), with a handful of outsized bets alongside many smaller positions.
No strong tilt toward either adding to existing winners or initiating outsized new positions was observed in the latest reported quarter.
Trim WFC
-98.6% -$492.4M
Add MA
+38978.7% $473.7M
Add NFLX
+12347.5% $386.3M
Trim ELV
-23.4% -$322.9M
Add JNJ
+2.7% $312.1M
Trim CRM
+7.8% -$261.1M
Grantham Mayo Van Otterloo is hunting Alpha via a high-conviction contrarian rotation: slashing consensus bank (WFC) and managed care (ELV) exposure while building positions in under-loved platforms (MA, NFLX, SNPS) and scaling into quality compounders (JNJ, MSFT, CRM) — all within a wildly diversified 628-name portfolio that signals a mean-reversion bet over factor timing.
The fund is pricing in a regime shift from momentum-driven market leadership to fundamentals-based dispersion, leaning into sectors with durable cash flows — IT, healthcare, payments — and exiting cyclical financials. The opposing thesis: the momentum regime persists as AI and reflation narratives sustain winners, turning these contrarian additions into value traps that suffer further multiple compression in a risk-on environment.
The portfolio's extreme diversification masks a hidden structural vulnerability: a positive momentum tilt of 0.216 embedded in its largest positions (MSFT, JNJ) that directly contradicts its extreme contrarian identity. This creates a positioning squeeze — if the momentum leadership rotates, the fund's biggest weights become its biggest drags, and the scattered contrarian bets may not provide offset. Additionally, the heavy IT (31%) and Healthcare (24%) concentration exposes the fund to sector-specific regulatory or disruption risk that could cascade across many small holdings.
Compiled by AI from public 13F filings; reflects historical positioning only and carries no investment recommendation.
Showing top 200 holdings (of 628 total)
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | MSFT | Microsoft CORP | Stock-Tech | 5.85% | -0.66% | +17.25% | |
| 2 | GOOGL | Alphabet Inc-cl A | Stock-Comm Services | 5.08% | -0.26% | +3.43% | |
| 3 | JNJ | Johnson & Johnson | Stock-Healthcare | 4.55% | +0.80% | +2.68% | |
| 4 | AAPL | Apple INC | Stock-Tech | 4.50% | -0.16% | +3.44% | |
| 5 | META | Meta Platforms Inc-class A | Stock-Comm Services | 4.50% | -0.41% | +5.66% | |
| 6 | LRCX | Lam Research CORP | Stock-Tech | 3.77% | -0.32% | -26.11% | |
| 7 | AMZN | Amazon.com INC | Stock-Consumer Disc | 3.32% | -0.43% | -1.95% | |
| 8 | TMO | Thermo Fisher Scientific INC | Stock-Healthcare | 3.15% | -0.42% | +3.74% | |
| 9 | AVGO | Broadcom INC | Stock-Tech | 2.65% | -0.13% | +6.75% | |
| 10 | USB | US Bancorp | Stock-Financials | 2.54% | — | +3.87% | |
| 11 | TXN | Texas Instruments INC | Stock-Tech | 2.51% | +0.34% | +3.54% | |
| 12 | V | Visa Inc-class A Shares | Stock-Financials | 2.35% | — | +14.59% | |
| 13 | ABT | Abbott Laboratories | Stock-Healthcare | 2.34% | -0.38% | +5.05% | |
| 14 | UNH | Unitedhealth Group INC | Stock-Healthcare | 2.19% | -0.06% | +18.29% | |
| 15 | MRK | Merck & Co. INC. | Stock-Healthcare | 2.16% | +0.31% | +2.09% | |
| 16 | CRM | Salesforce INC | Stock-Tech | 2.11% | -0.67% | +7.83% | |
| 17 | ACN | Accenture plc | Stock-Tech | 1.98% | -0.50% | +7.76% | |
| 18 | CI | THE Cigna Group | Stock-Healthcare | 1.77% | +0.39% | +32.69% | |
| 19 | LLY | Eli Lilly & Co | Stock-Healthcare | 1.76% | -0.27% | +1.43% | |
| 20 | KLAC | Kla CORP | Stock-Tech | 1.74% | +0.16% | -9.35% | |
| 21 | HLT | Hilton Worldwide Holdings In | Stock-Consumer Disc | 1.73% | — | -5.16% | |
| 22 | KO | Coca-cola Co/the | Stock-Consumer Staples | 1.61% | — | -6.00% | |
| 23 | STZ | Constellation Brands Inc-a | Stock-Consumer Staples | 1.54% | +0.18% | +4.19% | |
| 24 | TJX | Tjx Companies INC | Stock-Consumer Disc | 1.52% | — | -2.26% | |
| 25 | ISRG | Intuitive Surgical INC | Stock-Healthcare | 1.45% | -0.27% | +3.80% | |
| 26 | ELV | Elevance Health INC | Stock-Healthcare | 1.44% | -0.83% | -23.42% | |
| 27 | UBER | Uber Technologies INC | Stock-Industrials | 1.36% | +0.14% | +26.55% | |
| 28 | MA | Mastercard INC - A | Stock-Financials | 1.22% | +1.22% | +38978.71% | |
| 29 | NFLX | Netflix INC | Stock-Comm Services | 1.00% | +0.99% | +12347.45% | |
| 30 | DGX | Quest Diagnostics INC | Stock-Healthcare | 0.94% | +0.13% | +3.69% | |
| 31 | SNPS | Synopsys INC | Stock-Tech | 0.92% | +0.92% | NEW | |
| 32 | TW | Tradeweb Markets Inc-class A | Stock-Financials | 0.80% | +0.11% | +5.24% | |
| 33 | ASML | ASML Holding N.V. | Stock-Tech | 0.52% | +0.16% | +18.45% | |
| 34 | GSK | Gsk Plc-spon Adr | Stock-Healthcare | 0.50% | — | +0.95% | |
| 35 | RIO | Rio Tinto Plc-spon Adr | Stock-Materials | 0.48% | +0.16% | +27.84% | |
| 36 | TD | Toronto-dominion Bank | Stock-Financials | 0.47% | — | +6.22% | |
| 37 | DAR | Darling Ingredients INC | Stock-Consumer Staples | 0.43% | +0.09% | -27.18% | |
| 38 | ALB | Albemarle CORP | Stock-Materials | 0.42% | +0.09% | -1.78% | |
| 39 | VOD | Vodafone Group Plc-sp Adr | Stock-Comm Services | 0.39% | — | -2.70% | |
| 40 | TTE | Totalenergies Se | Stock-Other | 0.35% | +0.09% | -3.86% | |
| 41 | SQM | Quimica Y Minera Chil-sp Adr | Stock-Other | 0.35% | — | -1.94% | |
| 42 | PG | Procter & Gamble Co/the | Stock-Consumer Staples | 0.33% | +0.08% | +33.08% | |
| 43 | TSM | Taiwan Semiconductor-sp Adr | Stock-Tech | 0.32% | — | -8.05% | |
| 44 | DB | Deutsche Bank Aktiengesellschaft | Stock-Financials | 0.30% | -0.08% | +7.28% | |
| 45 | ARMK | Aramark | Stock-Industrials | 0.30% | — | +15.47% | |
| 46 | SEDG | Solaredge Technologies INC | Stock-Tech | 0.29% | +0.10% | -12.03% | |
| 47 | RUN | Sunrun INC | Stock-Tech | 0.27% | — | +44.40% | |
| 48 | GE | General Electric | Stock-Industrials | 0.23% | — | +6.19% | |
| 49 | NXE | Nexgen Energy LTD | Stock-Other | 0.22% | — | -2.73% | |
| 50 | BNS | Bank Of Nova Scotia | Stock-Financials | 0.21% | — | +47.07% |
Performance for Q3 2026
+1.8%
Performance Last 4 Quarters
+24%
Based on 72% of reported portfolio value with available pricing
| Period | Holdings | Total value | Stability | Top holdings |
|---|---|---|---|---|
| 2026-03-31 | 628 | $39.1B | 21 | |
| 2025-12-31 | 654 | $39.1B | 25 | |
| 2025-09-30 | 600 | $35.5B | 32 | |
| 2025-06-30 | 608 | $33.2B | 0 | |
| 2025-03-31 | 615 | $31.7B | 100 | |
| 2024-12-31 | 570 | $30.7B | 0 | |
| 2024-09-30 | 559 | $31.9B | 0 | |
| 2024-06-30 | 525 | $29.6B | 0 | |
| 2024-03-31 | 513 | $27.5B | 0 | |
| 2023-12-31 | 485 | $22.7B | 0 | |
| 2023-09-30 | 572 | $21.2B | 0 | |
| 2023-06-30 | 675 | $21.6B | 0 | |
| 2023-03-31 | 693 | $19.7B | 0 | |
| 2022-12-31 | 709 | $18.8B | 0 | |
| 2022-09-30 | 712 | $17.3B | 0 | |
| 2022-06-30 | 737 | $18.5B | 0 | |
| 2022-03-31 | 687 | $20.7B | 0 | |
| 2021-12-31 | 677 | $20.8B | 0 | |
| 2021-09-30 | 672 | $20.2B | 0 | |
| 2021-06-30 | 704 | $20.0B | 95 | |
| 2021-03-31 | 831 | $18.3B | 36 | |
| 2020-12-31 | 794 | $16.3B | 39 | |
| 2020-09-30 | 759 | $14.1B | 28 | |
| 2020-06-30 | 738 | $13.5B | 38 | |
| 2020-03-31 | 745 | $12.0B | 45 | |
| 2019-12-31 | 672 | $15.0B | 34 | |
| 2019-09-30 | 718 | $14.4B | 30 | |
| 2019-06-30 | 699 | $14.2B | 29 | |
| 2019-03-31 | 696 | $13.9B | 34 | |
| 2018-12-31 | 524 | $12.5B | 36 | |
| 2018-09-30 | 524 | $14.8B | 27 | |
| 2018-06-30 | 550 | $14.1B | 36 | |
| 2018-03-31 | 567 | $16.3B | 26 | |
| 2017-12-31 | 575 | $17.0B | 29 | |
| 2017-09-30 | 557 | $17.1B | 35 | |
| 2017-06-30 | 574 | $18.1B | 32 | |
| 2017-03-31 | 572 | $17.7B | 31 | |
| 2016-12-31 | 497 | $18.6B | 33 | |
| 2016-09-30 | 507 | $21.2B | 40 | |
| 2016-06-30 | 563 | $24.4B | 50 | |
| 2016-03-31 | 576 | $26.8B | 38 | |
| 2015-12-31 | 544 | $27.8B | 46 | |
| 2015-09-30 | 570 | $28.8B | 43 | |
| 2015-06-30 | 444 | $31.0B | 34 | |
| 2015-03-31 | 433 | $33.5B | 32 | |
| 2014-12-31 | 442 | $37.1B | 25 | |
| 2014-09-30 | 434 | $37.8B | 31 | |
| 2014-06-30 | 488 | $36.8B | 29 | |
| 2014-03-31 | 558 | $38.3B | 30 | |
| 2013-12-31 | 662 | $41.2B | 21 | |
| 2013-09-30 | 663 | $37.9B | 18 | |
| 2013-06-30 | 647 | $38.4B | 0 |
Grantham, Mayo, Van Otterloo & Co. LLC's most significant position changes for 2026-03-31: New buy: Synopsys INC (SNPS); New buy: Roper Technologies INC (ROP); Sold out: Comerica INC (CMA); New buy: Webster Financial CORP (WBS); New buy: Essential Utilities INC (WTRG).
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | MA | Mastercard INC - A | +1.2% | +38978.71% | Add |
| 2 | NFLX | Netflix INC | +1% | +12347.45% | Add |
| 3 | JNJ | Johnson & Johnson | +0.8% | +2.68% | Add |
| 4 | CI | THE Cigna Group | +0.4% | +32.69% | Add |
| 5 | TXN | Texas Instruments INC | +0.3% | +3.54% | Add |
| 6 | MRK | Merck & Co. INC. | +0.3% | +2.09% | Add |
| 7 | STZ | Constellation Brands Inc-a | +0.2% | +4.19% | Add |
| 8 | ASML | ASML Holding N.V. | +0.2% | +18.45% | Add |
| 9 | RIO | Rio Tinto Plc-spon Adr | +0.2% | +27.84% | Add |
| 10 | KLAC | Kla CORP | +0.2% | -9.35% | Trim |
| 11 | UBER | Uber Technologies INC | +0.1% | +26.55% | Add |
| 12 | DGX | Quest Diagnostics INC | +0.1% | +3.69% | Add |
| 13 | TW | Tradeweb Markets Inc-class A | +0.1% | +5.24% | Add |
| 14 | SEDG | Solaredge Technologies INC | +0.1% | -12.03% | Trim |
| 15 | VALE | Vale Sa-sp Adr | +0.1% | +729.61% | Add |
| 16 | TTE | Totalenergies Se | +0.1% | -3.86% | Trim |
| 17 | DAR | Darling Ingredients INC | +0.1% | -27.18% | Trim |
| 18 | ALB | Albemarle CORP | +0.1% | -1.78% | Trim |
| 19 | PG | Procter & Gamble Co/the | +0.1% | +33.08% | Add |
| 20 | VIST | Vista Energy Sab De Cv | +0.1% | +9.12% | Add |
| 21 | UNH | Unitedhealth Group INC | -0.1% | +18.29% | Add |
| 22 | INTC | Intel CORP | -0.1% | -96.69% | Trim |
| 23 | FOX | Fox CORP - Class B | -0.1% | -68.61% | Trim |
| 24 | CMI | Cummins INC | -0.1% | -80.73% | Trim |
| 25 | BMY | Bristol-myers Squibb Co | -0.1% | -55.83% | Trim |
| 26 | DB | Deutsche Bank Aktiengesellschaft | -0.1% | +7.28% | Add |
| 27 | BTI | British American Tob-sp Adr | -0.1% | -49.62% | Trim |
| 28 | AVGO | Broadcom INC | -0.1% | +6.75% | Add |
| 29 | AAPL | Apple INC | -0.2% | +3.44% | Add |
| 30 | GOOGL | Alphabet Inc-cl A | -0.3% | +3.43% | Add |
| 31 | NVDA | Nvidia CORP | -0.3% | -59.93% | Trim |
| 32 | LLY | Eli Lilly & Co | -0.3% | +1.43% | Add |
| 33 | ISRG | Intuitive Surgical INC | -0.3% | +3.80% | Add |
| 34 | LRCX | Lam Research CORP | -0.3% | -26.11% | Trim |
| 35 | ABT | Abbott Laboratories | -0.4% | +5.05% | Add |
| 36 | META | Meta Platforms Inc-class A | -0.4% | +5.66% | Add |
| 37 | TMO | Thermo Fisher Scientific INC | -0.4% | +3.74% | Add |
| 38 | AMZN | Amazon.com INC | -0.4% | -1.95% | Trim |
| 39 | PR | Permian Resources Corp-cl A | -0.5% | -98.71% | Trim |
| 40 | ACN | Accenture plc | -0.5% | +7.76% | Add |
| 41 | MSFT | Microsoft CORP | -0.7% | +17.25% | Add |
| 42 | CRM | Salesforce INC | -0.7% | +7.83% | Add |
| 43 | ELV | Elevance Health INC | -0.8% | -23.42% | Trim |
| 44 | WFC | Wells Fargo & Co | -1.3% | -98.59% | Trim |
| 45 | SNPS | Synopsys INC | — | NEW | New buy |
| 46 | ROP | Roper Technologies INC | — | NEW | New buy |
| 47 | CMA | Comerica INC | — | EXIT | Sold out |
| 48 | WBS | Webster Financial CORP | — | NEW | New buy |
| 49 | WTRG | Essential Utilities INC | — | NEW | New buy |
| 50 | ONTO | Onto Innovation INC | — | NEW | New buy |
| Period | Filed | Type | EDGAR |
|---|---|---|---|
| 2026-03-31 | 2026-05-14 | 13F-HR | View on EDGAR |
| 2025-12-31 | 2026-02-17 | 13F-HR | View on EDGAR |
| 2025-09-30 | 2025-11-13 | 13F-HR | View on EDGAR |
| 2025-06-30 | 2025-08-13 | 13F-HR | View on EDGAR |
| 2025-03-31 | 2025-05-14 | 13F-HR | View on EDGAR |
| 2024-12-31 | 2025-02-13 | 13F-HR | View on EDGAR |
| 2024-09-30 | 2024-11-13 | 13F-HR | View on EDGAR |
| 2024-06-30 | 2024-08-13 | 13F-HR | View on EDGAR |
| 2024-03-31 | 2024-05-14 | 13F-HR | View on EDGAR |
| 2023-12-31 | 2024-02-13 | 13F-HR | View on EDGAR |
| 2023-09-30 | 2023-11-13 | 13F-HR | View on EDGAR |
| 2023-06-30 | 2023-08-14 | 13F-HR | View on EDGAR |
| 2023-03-31 | 2023-05-12 | 13F-HR | View on EDGAR |
| 2022-12-31 | 2023-02-13 | 13F-HR | View on EDGAR |
| 2022-09-30 | 2022-11-10 | 13F-HR | View on EDGAR |
| 2022-06-30 | 2022-08-12 | 13F-HR | View on EDGAR |
| 2022-03-31 | 2022-05-13 | 13F-HR | View on EDGAR |
| 2021-12-31 | 2022-02-11 | 13F-HR | View on EDGAR |
| 2021-09-30 | 2021-11-12 | 13F-HR | View on EDGAR |
| 2021-06-30 | 2021-08-12 | 13F-HR | View on EDGAR |
| 2021-03-31 | 2021-05-13 | 13F-HR | View on EDGAR |
| 2020-12-31 | 2021-02-12 | 13F-HR | View on EDGAR |
| 2020-09-30 | 2020-11-13 | 13F-HR | View on EDGAR |
| 2020-06-30 | 2020-08-13 | 13F-HR | View on EDGAR |
| 2020-03-31 | 2020-05-14 | 13F-HR | View on EDGAR |
| 2019-12-31 | 2020-02-13 | 13F-HR | View on EDGAR |
| 2019-09-30 | 2019-11-13 | 13F-HR | View on EDGAR |
| 2019-06-30 | 2019-08-13 | 13F-HR | View on EDGAR |
| 2019-03-31 | 2019-05-14 | 13F-HR | View on EDGAR |
| 2018-12-31 | 2019-02-13 | 13F-HR | View on EDGAR |
| 2018-09-30 | 2018-11-14 | 13F-HR | View on EDGAR |
| 2018-06-30 | 2018-08-14 | 13F-HR | View on EDGAR |
| 2018-03-31 | 2018-05-15 | 13F-HR | View on EDGAR |
| 2017-12-31 | 2018-02-14 | 13F-HR | View on EDGAR |
| 2017-09-30 | 2017-11-14 | 13F-HR | View on EDGAR |
| 2017-06-30 | 2017-08-14 | 13F-HR | View on EDGAR |
| 2017-03-31 | 2017-05-15 | 13F-HR | View on EDGAR |
| 2016-12-31 | 2017-02-13 | 13F-HR | View on EDGAR |
| 2016-09-30 | 2016-11-10 | 13F-HR | View on EDGAR |
| 2016-06-30 | 2016-08-12 | 13F-HR | View on EDGAR |
| 2016-03-31 | 2016-05-13 | 13F-HR | View on EDGAR |
| 2015-12-31 | 2016-02-12 | 13F-HR | View on EDGAR |
| 2015-09-30 | 2015-11-13 | 13F-HR | View on EDGAR |
| 2015-06-30 | 2015-08-13 | 13F-HR | View on EDGAR |
| 2015-03-31 | 2015-05-14 | 13F-HR | View on EDGAR |
| 2014-12-31 | 2015-02-13 | 13F-HR | View on EDGAR |
| 2014-09-30 | 2014-11-13 | 13F-HR | View on EDGAR |
| 2014-06-30 | 2014-08-13 | 13F-HR | View on EDGAR |
| 2014-03-31 | 2014-05-14 | 13F-HR | View on EDGAR |
| 2013-12-31 | 2014-02-13 | 13F-HR | View on EDGAR |
| 2013-09-30 | 2013-11-14 | 13F-HR | View on EDGAR |
| 2013-06-30 | 2013-08-13 | 13F-HR | View on EDGAR |
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