We are live on ! Find out more
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
EMR icon
26
Emerson Electric
EMR
$82.6B
$205M 0.84%
3,929,254
+742,446
+23% +$39.4M
CL icon
27
Colgate-Palmolive
CL
$72.5B
$202M 0.83%
2,760,642
+475,943
+21% +$33.9M
JPM icon
28
JPMorgan Chase
JPM
$937B
$199M 0.82%
3,208,835
-189,563
-6% -$11.8M
TSM icon
29
TSMC
TSM
$2.09T
$193M 0.79%
7,369,567
+2,942,144
+66% +$73.4M
ITW icon
30
Illinois Tool Works
ITW
$81.2B
$192M 0.79%
1,841,783
-212,987
-10% -$22.3M
KDP icon
31
Keurig Dr Pepper
KDP
$40.3B
$190M 0.78%
1,969,215
+506,211
+35% +$46.4M
CTSH icon
32
Cognizant
CTSH
$21.5B
$177M 0.73%
3,099,539
+1,217,120
+65% +$73.5M
MCD icon
33
McDonald's
MCD
$188B
$175M 0.72%
1,452,731
+261,556
+22% +$32.8M
CVS icon
34
CVS Health
CVS
$137B
$175M 0.72%
1,825,963
-493,133
-21% -$49.1M
ABT icon
35
Abbott
ABT
$180B
$171M 0.7%
4,345,234
+632,054
+17% +$25.2M
SYK icon
36
Stryker
SYK
$126B
$158M 0.65%
1,321,268
+34,173
+3% +$3.82M
CVX icon
37
Chevron
CVX
$388B
$155M 0.64%
1,478,909
-923,378
-38% -$92.9M
ELV icon
38
Elevance Health
ELV
$81.8B
$148M 0.61%
1,130,477
+15,025
+1% +$2.06M
NKE icon
39
Nike
NKE
$62.4B
$148M 0.61%
2,674,864
-572,856
-18% -$32.6M
IBM icon
40
IBM
IBM
$202B
$145M 0.6%
1,002,532
-39,594
-4% -$5.67M
AIG icon
41
American International
AIG
$41.9B
$145M 0.6%
2,745,504
-1,095,400
-29% -$60.5M
SLB icon
42
SLB Ltd
SLB
$78.4B
$141M 0.58%
1,788,886
+1,785,139
+47,642% +$137M
COST icon
43
Costco
COST
$414B
$137M 0.56%
870,875
-61,208
-7% -$9.27M
PAYX icon
44
Paychex
PAYX
$40.6B
$131M 0.54%
2,207,390
+885,695
+67% +$47.5M
MBT
45
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$129M 0.53%
15,554,979
-87,600
-0.6% -$774K
BDX icon
46
Becton Dickinson
BDX
$43.2B
$120M 0.49%
727,443
+109,599
+18% +$17.5M
ITC
47
DELISTED
ITC HOLDINGS CORP
ITC
$119M 0.49%
2,548,900
+732,664
+40% +$32.5M
HUM icon
48
Humana
HUM
$46.7B
$118M 0.48%
655,782
-87,597
-12% -$15.6M
CHKP icon
49
Check Point Software Technologies
CHKP
$13.3B
$115M 0.47%
1,441,000
+337,700
+31% +$28.3M
LYB icon
50
LyondellBasell Industries
LYB
$19.6B
$112M 0.46%
1,508,280
+706,280
+88% +$58.3M
1
2
3 4 5

Similar funds

Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Cambridge Investment Research Advisors
Cambridge Investment Research Advisors Fairfield, Iowa $38.8B AUM 21.88% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Parallax Volatility Advisers
Parallax Volatility Advisers San Francisco, California $38.6B AUM 45.89% 1-Year Est. Return
Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM

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.