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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
AIZ icon
376
Assurant
AIZ
$13.8B
$1.74M 0.01%
20,111
-57,864
-74% -$4.86M
TPC
377
Tutor Perini Cor
TPC
$4.56B
$1.73M 0.01%
73,519
+41,619
+130% +$812K
DNY
378
DELISTED
DONNELLEY R R & SONS CO
DNY
$1.72M 0.01%
101,719
-981
-1% -$16.6K
EBF icon
379
Ennis
EBF
$549M
$1.71M 0.01%
89,365
+76,165
+577% +$1.44M
EC icon
380
Ecopetrol
EC
$32.3B
$1.71M 0.01%
179,300
-2,568,000
-93% -$23.9M
SCHW
381
Charles Schwab
SCHW
$180B
$1.71M 0.01%
67,447
-22,177,763
-100% -$630M
AVGO icon
382
Broadcom
AVGO
$1.84T
$1.69M 0.01%
+108,830
New +$1.66M
PPL
383
PPL Corp
PPL
$27.2B
$1.68M 0.01%
+44,500
New +$1.69M
UNT
384
DELISTED
UNIT Corporation
UNT
$1.67M 0.01%
107,000
+82,300
+333% +$1.09M
SINA
385
DELISTED
Sina Corp
SINA
$1.66M 0.01%
+31,900
New +$1.59M
UPBD icon
386
Upbound Group
UPBD
$1.24B
$1.65M 0.01%
134,507
+22,107
+20% +$298K
BAX icon
387
Baxter International
BAX
$11.8B
$1.65M 0.01%
36,465
+3,873
+12% +$170K
ANAT
388
DELISTED
American National Group, Inc. Common Stock
ANAT
$1.64M 0.01%
+14,484
New +$1.68M
MMS icon
389
Maximus
MMS
$3.14B
$1.64M 0.01%
29,572
-6,628
-18% -$357K
NSIT icon
390
Insight Enterprises
NSIT
$3.62B
$1.63M 0.01%
62,602
-1,698
-3% -$45.4K
CPS icon
391
Cooper-Standard Automotive
CPS
$518M
$1.61M 0.01%
+20,400
New +$1.65M
CIM
392
Chimera Investment
CIM
$1.05B
$1.58M 0.01%
+33,600
New +$1.48M
SPNT icon
393
SiriusPoint
SPNT
$2.99B
$1.57M 0.01%
134,243
-7,457
-5% -$84.7K
AU icon
394
AngloGold Ashanti
AU
$41B
$1.46M 0.01%
80,600
+69,100
+601% +$1.05M
CHRW icon
395
C.H. Robinson
CHRW
$21.6B
$1.44M 0.01%
19,328
-150,192
-89% -$11M
HSNI
396
DELISTED
HSN, Inc.
HSNI
$1.4M 0.01%
28,533
-11,167
-28% -$571K
VG
397
DELISTED
Vonage Holdings Corporation
VG
$1.35M 0.01%
221,075
-4,225
-2% -$19.9K
TGNA
398
DELISTED
TEGNA Inc
TGNA
$1.33M 0.01%
89,844
-69,375
-44% -$1.01M
FN icon
399
Fabrinet
FN
$17.3B
$1.32M 0.01%
35,695
+3,295
+10% +$113K
WBC
400
DELISTED
WABCO HOLDINGS INC.
WBC
$1.26M 0.01%
13,796
-2,306,440
-99% -$244M
14 15
16
17 18

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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.