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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
JBLU icon
126
JetBlue
JBLU
$1.96B
$37.3M 0.15%
2,252,446
-394,054
-15% -$7.32M
WR
127
DELISTED
Westar Energy Inc
WR
$36.2M 0.15%
+646,118
New +$34.2M
BUD icon
128
AB InBev
BUD
$158B
$36.1M 0.15%
273,917
-56,919
-17% -$7.17M
SYT
129
DELISTED
Syngenta Ag
SYT
$35.9M 0.15%
+467,100
New +$37.8M
GILD icon
130
Gilead Sciences
GILD
$161B
$35.3M 0.14%
423,100
+325,500
+334% +$28.9M
MRO
131
DELISTED
Marathon Oil Corporation
MRO
$34.8M 0.14%
2,316,124
+1,431,624
+162% +$18.9M
INXN
132
DELISTED
Interxion Holding N.V.
INXN
$34.7M 0.14%
940,000
+50,000
+6% +$1.77M
CTXS
133
DELISTED
Citrix Systems Inc
CTXS
$33.6M 0.14%
526,664
+96,598
+22% +$6.36M
RAI
134
DELISTED
Reynolds American Inc
RAI
$33.5M 0.14%
620,992
-593,676
-49% -$29.8M
SU icon
135
Suncor Energy
SU
$77.7B
$32.2M 0.13%
1,166,350
-3,120,057
-73% -$85.5M
AGCO icon
136
AGCO
AGCO
$8.78B
$32.2M 0.13%
682,844
+147,644
+28% +$7.58M
CM icon
137
Canadian Imperial Bank of Commerce
CM
$107B
$32M 0.13%
855,400
-130,800
-13% -$5.1M
PJT icon
138
PJT Partners
PJT
$4.37B
$31.1M 0.13%
1,354,136
– –
HRL icon
139
Hormel Foods
HRL
$13.9B
$30.9M 0.13%
845,267
+429,149
+103% +$16M
LILAK icon
140
Liberty Latin America Class C
LILAK
$1.5B
$30.2M 0.12%
+1,087,574
New +$36.1M
AEE icon
141
Ameren
AEE
$31.5B
$30.1M 0.12%
562,665
+234,365
+71% +$11.5M
TTM
142
DELISTED
Tata Motors Limited
TTM
$29.6M 0.12%
854,544
-362,877
-30% -$11.4M
TD icon
143
Toronto Dominion Bank
TD
$198B
$29.5M 0.12%
689,608
-538,634
-44% -$23.4M
EXPD icon
144
Expeditors International
EXPD
$22.9B
$28.6M 0.12%
583,537
+153,034
+36% +$7.43M
HEI.A icon
145
HEICO Corp Class A
HEI.A
$35.4B
$27.4M 0.11%
996,094
+482,422
+94% +$12.7M
CIG icon
146
CEMIG Preferred Shares
CIG
$6.09B
$26.5M 0.11%
23,557,185
-8,558,699
-27% -$7.83M
TLN
147
DELISTED
Talen Energy Corporation
TLN
$25.8M 0.11%
1,901,415
-196,466
-9% -$2.41M
PGR icon
148
Progressive
PGR
$124B
$25.6M 0.1%
762,758
-303,138
-28% -$10M
LNC icon
149
Lincoln National
LNC
$7.91B
$24.9M 0.1%
642,381
-33,537
-5% -$1.42M
OPLN
150
Openlane
OPLN
$4.17B
$24.7M 0.1%
1,562,260
+331,616
+27% +$4.96M
4 5
6
7 8

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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.