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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
IBKR icon
101
Interactive Brokers
IBKR
$40.9B
$56.6M 0.23%
6,390,176
– –
OMC icon
102
Omnicom Group
OMC
$22.7B
$56.5M 0.23%
693,942
+645,742
+1,340% +$53.7M
TAL icon
103
TAL Education Group
TAL
$5.71B
$53.3M 0.22%
5,152,560
+342,720
+7% +$3.14M
NDAQ icon
104
Nasdaq
NDAQ
$51.5B
$51.2M 0.21%
2,375,697
+937,572
+65% +$20M
LNKD
105
DELISTED
LinkedIn Corporation
LNKD
$50.3M 0.21%
+265,900
New +$36.8M
HELE icon
106
Helen of Troy
HELE
$663M
$48.8M 0.2%
474,988
+129,273
+37% +$13M
CHD icon
107
Church & Dwight Co
CHD
$23.1B
$48M 0.2%
933,942
-31,014
-3% -$1.5M
UPS icon
108
United Parcel Service
UPS
$97.6B
$47M 0.19%
436,500
+141,400
+48% +$14.7M
TROW icon
109
T. Rowe Price
TROW
$25B
$46.9M 0.19%
642,536
+170,205
+36% +$12.7M
BABA icon
110
Alibaba
BABA
$269B
$46.5M 0.19%
585,107
+567,007
+3,133% +$44.4M
ALLY icon
111
Ally Financial
ALLY
$13.1B
$44.9M 0.18%
2,632,900
-1,747,330
-40% -$30.2M
BMO icon
112
Bank of Montreal
BMO
$125B
$44.5M 0.18%
704,700
-93,100
-12% -$5.9M
EG icon
113
Everest Group
EG
$15.2B
$43.5M 0.18%
237,954
+43,904
+23% +$8.07M
UA icon
114
Under Armour Class C
UA
$2.92B
$43.1M 0.18%
+1,183,944
New +$43.7M
LBTYA icon
115
Liberty Global Class A
LBTYA
$3.31B
$43.1M 0.18%
1,482,282
-1,116,726
-43% -$36.3M
AFL icon
116
Aflac
AFL
$63.9B
$42.7M 0.18%
1,184,302
+493,598
+71% +$16.9M
GM icon
117
General Motors
GM
$74.7B
$42.7M 0.18%
1,508,400
-1,895,500
-56% -$57.5M
ALK icon
118
Alaska Air
ALK
$5.15B
$42.4M 0.17%
727,078
+509,978
+235% +$35.2M
ATVI
119
DELISTED
Activision Blizzard
ATVI
$42.1M 0.17%
1,061,773
+715,773
+207% +$26.3M
GWW icon
120
W.W. Grainger
GWW
$65.3B
$41.9M 0.17%
184,521
-52,054
-22% -$11.9M
NPO icon
121
Enpro
NPO
$7.05B
$41.9M 0.17%
944,118
+17,700
+2% +$916K
GPC icon
122
Genuine Parts
GPC
$17.1B
$41.3M 0.17%
408,321
-36,279
-8% -$3.52M
APH icon
123
Amphenol
APH
$188B
$40.1M 0.16%
2,797,608
+427,436
+18% +$6.15M
AGO icon
124
Assured Guaranty
AGO
$3.78B
$39.4M 0.16%
1,552,721
+443,946
+40% +$11.4M
VMW
125
PUT
DELISTED
VMware, Inc
VMW
$39.4M 0.16%
+688,000
New +$39.7M
3 4
5
6 7

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KBC Group
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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.