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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
NWSA icon
251
News Corp Class A
NWSA
$14.5B
$7.97M 0.03%
701,849
+435,279
+163% +$5.24M
AN icon
252
AutoNation
AN
$6.97B
$7.88M 0.03%
167,656
+16,556
+11% +$794K
JEF icon
253
Jefferies Financial Group
JEF
$12.9B
$7.8M 0.03%
+502,708
New +$7.68M
BTI icon
254
British American Tobacco
BTI
$132B
$7.71M 0.03%
119,168
+97,200
+442% +$5.89M
EDU icon
255
New Oriental
EDU
$7.84B
$7.56M 0.03%
+180,600
New +$7.13M
CAKE icon
256
Cheesecake Factory
CAKE
$4.21B
$7.54M 0.03%
156,534
+29,034
+23% +$1.46M
NTES icon
257
NetEase
NTES
$76.5B
$7.52M 0.03%
+194,500
New +$6.05M
SQM icon
258
Sociedad Química y Minera de Chile
SQM
$19.6B
$7.5M 0.03%
303,578
-8,197
-3% -$180K
AAWW
259
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$7.5M 0.03%
181,092
-62,008
-26% -$2.63M
ASX icon
260
ASE Group
ASX
$80.8B
$7.41M 0.03%
1,327,100
+332,100
+33% +$1.75M
MFC icon
261
Manulife Financial
MFC
$72.6B
$7.23M 0.03%
531,500
-320,310
-38% -$4.56M
CYH icon
262
Community Health Systems
CYH
$385M
$7.23M 0.03%
+600,000
New +$8.79M
PRAA icon
263
PRA Group
PRAA
$648M
$7.22M 0.03%
299,214
+13,714
+5% +$383K
MBI icon
264
MBIA
MBI
$288M
$7.2M 0.03%
1,054,666
+279,466
+36% +$2.08M
CHTR icon
265
Charter Communications
CHTR
$14.7B
$7.18M 0.03%
31,389
-2,042,567
-98% -$439M
NWBI icon
266
Northwest Bancshares
NWBI
$2.25B
$7.02M 0.03%
473,171
+99,771
+27% +$1.41M
WD icon
267
Walker & Dunlop
WD
$1.65B
$7.01M 0.03%
307,819
+111,819
+57% +$2.62M
ABT icon
268
PUT
Abbott
ABT
$180B
$6.83M 0.03%
+173,800
New +$6.92M
ARCC icon
269
Ares Capital
ARCC
$13.5B
$6.81M 0.03%
479,538
+232,638
+94% +$3.45M
GSK icon
270
GSK
GSK
$103B
$6.71M 0.03%
123,904
+59,984
+94% +$3.16M
CLS icon
271
Celestica
CLS
$35.1B
$6.51M 0.03%
703,100
+10,600
+2% +$111K
TBI
272
Trueblue
TBI
$234M
$6.45M 0.03%
341,038
+136,238
+67% +$2.84M
FCX icon
273
Freeport-McMoran
FCX
$90B
$6.41M 0.03%
575,344
– –
GLPI icon
274
Gaming and Leisure Properties
GLPI
$12.8B
$6.39M 0.03%
+185,207
New +$6.14M
JKHY icon
275
Jack Henry & Associates
JKHY
$10.7B
$6.33M 0.03%
72,541
+2,543
+4% +$213K
9 10
11
12 13

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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.