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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
ENIA
201
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$14.4M 0.06%
1,675,940
-801,820
-32% -$6.38M
SHLD
202
PUT
DELISTED
Sears Holding Corporation
SHLD
$14.4M 0.06%
+1,054,600
New +$14.9M
NOC icon
203
Northrop Grumman
NOC
$77B
$14.3M 0.06%
64,290
-120,110
-65% -$25.3M
DOV icon
204
Dover
DOV
$27.2B
$14.3M 0.06%
255,125
-338,003
-57% -$18.2M
BEN icon
205
Franklin Resources
BEN
$16.9B
$14.1M 0.06%
421,919
+62,294
+17% +$2.26M
GIB icon
206
CGI
GIB
$13.9B
$14M 0.06%
328,400
+249,100
+314% +$11.5M
PNW icon
207
Pinnacle West Capital
PNW
$12.9B
$13.6M 0.06%
168,260
+32,360
+24% +$2.41M
THG icon
208
Hanover Insurance
THG
$7.63B
$13.5M 0.06%
159,811
+67,411
+73% +$5.8M
ATR icon
209
AptarGroup
ATR
$8.45B
$13.5M 0.06%
170,053
+108,631
+177% +$8.4M
GES
210
DELISTED
Guess Inc
GES
$13.4M 0.05%
887,802
+343,102
+63% +$5.68M
TGT icon
211
Target
TGT
$62.1B
$13.3M 0.05%
190,620
-424,500
-69% -$31.7M
AME icon
212
Ametek
AME
$55.5B
$13.3M 0.05%
286,609
-44,548
-13% -$2.14M
PSEC icon
213
PUT
Prospect Capital
PSEC
$1.06B
$13.2M 0.05%
+1,684,000
New +$12.7M
TXRH icon
214
Texas Roadhouse
TXRH
$12.7B
$13.1M 0.05%
286,897
+9,811
+4% +$434K
TRUP icon
215
Trupanion
TRUP
$1.05B
$12.9M 0.05%
+970,000
New +$12.7M
LOW icon
216
Lowe's Companies
LOW
$116B
$12.7M 0.05%
160,029
-496,400
-76% -$38.4M
HSIC icon
217
Henry Schein
HSIC
$9.74B
$12.3M 0.05%
177,947
-196,541
-52% -$13.3M
AGU
218
DELISTED
Agrium
AGU
$12.2M 0.05%
135,851
-2,200
-2% -$196K
ITUB icon
219
Itaú Unibanco
ITUB
$91.3B
$11.9M 0.05%
2,860,965
+1,805,497
+171% +$6.96M
TUP
220
DELISTED
Tupperware Brands Corporation
TUP
$11.8M 0.05%
210,527
+56,327
+37% +$3.21M
IPG
221
DELISTED
Interpublic Group of Companies
IPG
$11.8M 0.05%
511,500
+396,700
+346% +$9.32M
UN
222
DELISTED
Unilever NV New York Registry Shares
UN
$11.7M 0.05%
250,000
+92,900
+59% +$4.16M
LCII icon
223
LCI Industries
LCII
$2.51B
$11.6M 0.05%
136,721
+60,621
+80% +$4.36M
AEP icon
224
American Electric Power
AEP
$73.7B
$11M 0.05%
157,400
+41,400
+36% +$2.71M
COP icon
225
ConocoPhillips
COP
$147B
$10.9M 0.04%
249,435
-1,146,013
-82% -$50.5M
7 8
9
10 11

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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.