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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
HIMX
326
Himax Technologies
HIMX
$2.2B
$3.55M 0.01%
430,200
-150,000
-26% -$1.48M
QUNR
327
DELISTED
Qunar Cayman Islands Limited
QUNR
$3.45M 0.01%
+115,876
New +$4.14M
UMC icon
328
United Microelectronic
UMC
$48.9B
$3.37M 0.01%
1,692,400
+7,400
+0.4% +$14.2K
CRC
329
DELISTED
California Resources Corporation
CRC
$3.22M 0.01%
263,608
+252,499
+2,273% +$4.02M
GPI icon
330
Group 1 Automotive
GPI
$3.94B
$3.19M 0.01%
64,629
+4,229
+7% +$248K
SYKE
331
DELISTED
SYKES Enterprises Inc
SYKE
$3.18M 0.01%
109,722
+97,322
+785% +$2.86M
WNC icon
332
Wabash National
WNC
$543M
$3.18M 0.01%
+250,059
New +$3.36M
ORI icon
333
Old Republic International
ORI
$10.3B
$3.08M 0.01%
159,400
+134,600
+543% +$2.51M
BAP icon
334
Credicorp
BAP
$30.9B
$3.01M 0.01%
19,500
+9,600
+97% +$1.37M
ARI
335
Apollo Commercial Real Estate
ARI
$887M
$2.98M 0.01%
+185,665
New +$2.98M
XELA
336
DELISTED
Exela Technologies, Inc. Common Stock
XELA
$2.97M 0.01%
25
– –
TKC icon
337
Turkcell
TKC
$4.84B
$2.88M 0.01%
314,700
+6,400
+2% +$61K
MUR icon
338
Murphy Oil
MUR
$5.58B
$2.84M 0.01%
89,500
+24,100
+37% +$729K
HPQ icon
339
HP
HPQ
$23.5B
$2.77M 0.01%
220,639
+182,944
+485% +$2.28M
CVE icon
340
Cenovus Energy
CVE
$54.6B
$2.77M 0.01%
201,200
– –
BKCC
341
DELISTED
BlackRock Capital Investment Corporation
BKCC
$2.75M 0.01%
353,288
+172,288
+95% +$1.42M
AGRO icon
342
Adecoagro
AGRO
$1.53B
$2.7M 0.01%
245,800
– –
DDS icon
343
Dillards
DDS
$8.87B
$2.68M 0.01%
44,206
+3,806
+9% +$248K
AHL
344
DELISTED
ASPEN Insurance Holding Limited
AHL
$2.67M 0.01%
57,490
-21,610
-27% -$1.01M
AWK icon
345
American Water Works
AWK
$26.3B
$2.59M 0.01%
30,600
+7,700
+34% +$573K
EQNR icon
346
Equinor
EQNR
$95.9B
$2.54M 0.01%
146,600
+19,500
+15% +$319K
LSAK icon
347
Lesaka Technologies
LSAK
$388M
$2.52M 0.01%
252,741
+59,641
+31% +$634K
WDC icon
348
Western Digital
WDC
$179B
$2.52M 0.01%
70,479
+64,219
+1,026% +$2.11M
GAP
349
The Gap Inc
GAP
$6.84B
$2.44M 0.01%
114,743
-38,957
-25% -$829K
GYRO icon
350
Gyrodyne
GYRO
$12.5M
$2.4M 0.01%
119,888
– –
12 13
14
15 16

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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.