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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
+1.57%
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
$24.4B
AUM Growth
-$2.4B
Cap. Flow
-$2.6B
Cap. Flow %
-10.65%
Top 10 Hldgs %
30.1%
Holding
671
New
96
Increased
261
Reduced
180
Closed
108

Top Buys

Rank Stock Value
1
PFE icon
Pfizer
PFE
+$218M
2
MON
Monsanto Co
MON
+$191M
3
INTC icon
Intel
INTC
+$188M
4
SLB icon
SLB Ltd
SLB
+$137M
5
MSFT icon
Microsoft
MSFT
+$110M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$843M
2
SCHW
Charles Schwab
SCHW
+$630M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
+$475M
4
CHTR icon
Charter Communications
CHTR
+$439M
5
GOOG icon
Alphabet (Google) Class C
GOOG
+$360M

Sector Composition

Rank Sector Weight
1 Technology 25.46%
2 Healthcare 17.47%
3 Consumer Staples 12.5%
4 Financials 9.88%
5 Industrials 9.48%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CPL
226
DELISTED
CPFL Energia S.A.
CPL
$10.9M 0.04%
845,066
-193,103
-19% -$2.11M
UVV icon
227
Universal Corp
UVV
$1.34B
$10.5M 0.04%
182,400
+65,900
+57% +$3.63M
EFA icon
228
iShares MSCI EAFE ETF
EFA
$76.4B
$10.4M 0.04%
185,781
-192,437
-51% -$11.1M
EAGLU
229
DELISTED
Double Eagle Acquisition Corp.
EAGLU
$9.93M 0.04%
999,897
-103
-0% -$1.02K
STRZA
230
DELISTED
Starz - Series A
STRZA
$9.91M 0.04%
331,337
-44,613
-12% -$1.19M
SKYW icon
231
Skywest
SKYW
$4.11B
$9.82M 0.04%
371,266
-22,534
-6% -$515K
DD icon
232
DuPont de Nemours
DD
$18.6B
$9.67M 0.04%
76,804
+36,526
+91% +$4.8M
SANM icon
233
Sanmina
SANM
$11.2B
$9.57M 0.04%
356,893
+116,093
+48% +$2.91M
AER icon
234
AerCap
AER
$23.9B
$9.35M 0.04%
278,200
+172,300
+163% +$6.61M
CNI icon
235
Canadian National Railway
CNI
$78.3B
$9.29M 0.04%
158,100
+70,600
+81% +$4.26M
XRX icon
236
Xerox
XRX
$337M
$9.26M 0.04%
+370,202
New +$9.74M
SIX
237
DELISTED
Six Flags Entertainment Corp.
SIX
$9.18M 0.04%
158,466
+21,466
+16% +$1.25M
TCF
238
DELISTED
TCF Financial Corporation Common Stock
TCF
$9.14M 0.04%
245,148
+118,348
+93% +$4.48M
PDLI
239
DELISTED
PDL BioPharma, Inc.
PDLI
$8.96M 0.04%
2,853,102
+395,987
+16% +$1.32M
GCI
240
DELISTED
Gannett Co., Inc
GCI
$8.89M 0.04%
643,598
+127,398
+25% +$1.98M
EXPR
241
DELISTED
Express, Inc.
EXPR
$8.64M 0.04%
29,771
+19,426
+188% +$6.52M
SPY icon
242
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$8.61M 0.04%
41,081
+11,347
+38% +$2.35M
ESNT icon
243
Essent Group
ESNT
$6.06B
$8.46M 0.03%
387,961
+196,461
+103% +$4.09M
CC icon
244
Chemours
CC
$2.59B
$8.43M 0.03%
1,023,544
-69,856
-6% -$622K
GT icon
245
Goodyear
GT
$2.07B
$8.36M 0.03%
325,700
+279,900
+611% +$8.03M
WIN
246
PUT
DELISTED
Windstream Holdings Inc
WIN
$8.34M 0.03%
+180,000
New +$7.68M
AIG.WS
247
DELISTED
American International Group, Inc.
AIG.WS
$8.25M 0.03%
441,238
– –
TTE icon
248
TotalEnergies
TTE
$193B
$8.21M 0.03%
170,579
-2,321
-1% -$111K
POT
249
DELISTED
Potash Corp Of Saskatchewan
POT
$8.15M 0.03%
504,100
+137,600
+38% +$2.3M
QIWI
250
DELISTED
QIWI PLC
QIWI
$8.09M 0.03%
617,400
+334,100
+118% +$4.4M
8 9
10
11 12

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Grantham, Mayo, Van Otterloo & Co (GMO)'s Q2 2016 Portfolio in Review

As of Q2 2016, Grantham, Mayo, Van Otterloo & Co (GMO) held 671 positions worth $24.4B, down 9% from $26.8B the previous quarter. Its ten largest holdings account for 30% of the portfolio.

Grantham, Mayo, Van Otterloo & Co (GMO) withdrew a net $2.6B in Q2 2016, closing 108 positions and reducing 180 holdings. Its most notable exit was iShares iBoxx $ High Yield Corporate Bond ETF, an estimated $475M position sold in full.

By sector, the portfolio is most concentrated in Technology at 25% of assets, up from 21% a quarter earlier, followed by Healthcare and Consumer Staples.

Against the trend, Grantham, Mayo, Van Otterloo & Co (GMO) opened a new position in TYCO INTL PLC COM SHS (IRL) worth $73.2M.

  • Grantham, Mayo, Van Otterloo & Co (GMO)'s largest Q2 2016 buy was TYCO INTL PLC COM SHS (IRL): 1,640,881 shares worth $73.2M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) added most to Pfizer in Q2 2016, an estimated $218M increase.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s biggest Q2 2016 reduction was Amazon, cutting an estimated $843M.
  • Grantham, Mayo, Van Otterloo & Co (GMO) fully exited iShares iBoxx $ High Yield Corporate Bond ETF in Q2 2016, selling an estimated $475M.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s ten largest holdings make up 30% of its $24.4B portfolio in Q2 2016.
  • Grantham, Mayo, Van Otterloo & Co (GMO) opened 96 new positions and closed 108 in Q2 2016.
  • Grantham, Mayo, Van Otterloo & Co (GMO)'s portfolio value fell 9% quarter-over-quarter to $24.4B.

Based on Grantham, Mayo, Van Otterloo & Co (GMO)'s 13F filing for Q2 2016, filed 12 Aug 2016.