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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
WERN icon
151
Werner Enterprises
WERN
$2.54B
$24.4M 0.1%
1,063,258
+337,158
+46% +$8.41M
PEG icon
152
Public Service Enterprise Group
PEG
$39.8B
$24.2M 0.1%
519,381
-23,419
-4% -$1.06M
RY icon
153
Royal Bank of Canada
RY
$291B
$23.6M 0.1%
401,300
-778,900
-66% -$46.8M
SWBI icon
154
Smith & Wesson
SWBI
$655M
$23.5M 0.1%
1,125,837
+413,670
+58% +$7.39M
HUM icon
155
PUT
Humana
HUM
$46.7B
$22.6M 0.09%
+125,900
New +$22.4M
LILA icon
156
Liberty Latin America Class A
LILA
$1.51B
$22.3M 0.09%
+1,079,731
New +$25.5M
GD icon
157
General Dynamics
GD
$105B
$22.2M 0.09%
159,500
-10,665
-6% -$1.49M
CMCSA icon
158
Comcast
CMCSA
$79.1B
$22.2M 0.09%
681,150
-1,909,800
-74% -$59.3M
FAF icon
159
First American
FAF
$7.67B
$22.1M 0.09%
550,301
+7,676
+1% +$286K
HIG icon
160
Hartford Financial Services
HIG
$38.5B
$22.1M 0.09%
497,515
-486,246
-49% -$21.7M
EFX icon
161
Equifax
EFX
$20.3B
$21.9M 0.09%
170,287
+17,887
+12% +$2.17M
HAS icon
162
Hasbro
HAS
$12.6B
$21.9M 0.09%
260,208
+118,603
+84% +$10M
AMZN icon
163
Amazon
AMZN
$2.5T
$21.5M 0.09%
600,000
-24,909,620
-98% -$843M
ODP
164
DELISTED
ODP
ODP
$21.3M 0.09%
642,174
-128,025
-17% -$6.25M
ARR
165
Armour Residential REIT
ARR
$2.02B
$21.2M 0.09%
212,250
+107,290
+102% +$10.9M
CVG
166
DELISTED
Convergys
CVG
$20.8M 0.09%
830,749
+319,349
+62% +$8.61M
ED icon
167
Consolidated Edison
ED
$41.6B
$20.4M 0.08%
253,852
+79,700
+46% +$5.99M
CSH
168
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$20.3M 0.08%
476,437
+51,237
+12% +$1.98M
DTE icon
169
DTE Energy
DTE
$31.1B
$20.3M 0.08%
240,680
+88,400
+58% +$6.84M
DLX icon
170
Deluxe
DLX
$1.19B
$19.9M 0.08%
299,111
+111,011
+59% +$7.04M
BAH icon
171
Booz Allen Hamilton
BAH
$8.7B
$19.7M 0.08%
666,107
+114,120
+21% +$3.27M
TV icon
172
Televisa
TV
$1.45B
$19.1M 0.08%
734,000
-816,700
-53% -$21.5M
VEON icon
173
VEON
VEON
$3.53B
$19M 0.08%
195,416
-23,252
-11% -$2.18M
FFIV icon
174
F5
FFIV
$22.1B
$18.8M 0.08%
165,408
-41,260
-20% -$4.44M
CHT icon
175
Chunghwa Telecom
CHT
$33.2B
$18.6M 0.08%
513,162
+170,022
+50% +$5.84M
5 6
7
8 9

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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.